Chapter 4 Differ en Ti Able Functions
Chapter 4 Differ en Ti Able Functions
Introduction.
Differentiation is usually associated with the rate of change of a quantity or process.
Suppose the process or quantity is depended on some variable x, usually this is time.
We may consider it as a function f (x). Fix an x, called it x
0.
. Then suppose at some
other value of x, say xn , the value of the process or quantity is f (xn) then we may say
the rate of change is the quotient
. ------------------------ (1)
f (x
n
) f (x
0
)
x
n
x
0
Usually this is the quantity we seek as in application in Revenue in Business, where it
is also known as average rate of change from x
0
to xn. Very often we require the so
called instantaneous rate of change at x
0
as in marginal analysis in Business and
Economics and as in velocity in mechanics. In practice, we normally calculate this
quantity for some value xn very close to x
0
. Mathematically, this means we take a
sequence (xn) which converges to x
0
and consider the limit
. ---------------- (2)
n d
lim
f (x
n
) f (x
0
)
x
n
x
0
If this limit exists, it is a "derived number" of the function f . Equivalently the limit
,
n d
lim
f (x
0
+ h
n
) f (x
0
)
h
n
where hn = xn x
0
, is a derived number of f . For sufficiently small value of hn the
quotient
--------------- (3)
f (x
0
+ h
n
) f (x
0
)
h
n
is an approximation of the derived number of f at x
0
. For meaningful application,
we assume that the limit (2) is unique for any sequence (xn) converging to x
0
or
equivalently that the limit (3) is unique for any sequence (hn) converging to 0.
Without this assumption it is possible for different sequences giving rise to different
derived numbers. This assumption expresses the property that f must have,
equivalently expressed by Definition 32 Chapter 3, that the limit
h d0
lim
f (x
0
+ h) f (x
0
)
h
exists.
4.1 Differentiability
A subset D of R is a neighbourhood of a point x
0
if D contains an open interval I
such that x
0
I D.
Definition 1. Suppose f : D R is a function and D is a neighbourhood of x
0
.
(This means there exists an open interval I such that x
0
I D.) Then we say f is
differentiable at x
0
if the limit exists and is finite. This limit is
h d0
lim
f (x
0
+ h) f (x
0
)
h
called the derivative of f at x
0
. We denote this limit by f '(x
0
). Note that in its
equivalent form, . f
(x
0
) =
x d x0
lim
f (x) f (x
0
)
x x
0
Ng Tze Beng 2008
x x
0
y = f (x)
f (x )
0
tangent line at x
0
L(x - x )
0
Remark. Note that x
0
is a limit point (or cluster point) of I {x
0
} and so is a limit
point of D. Hence the limit above is given by Definition 32 of Chapter 3.
Suppose f ' (x
0
) = L. Then . Thus, given any > 0,
x dx0
lim
f (x) f (x
0
) L(x x
0
)
x x
0
= 0
there exists > 0 such that for all x in I,
|x x
0
| < | f (x) f (x
0
) L(x x
0
) | |x x
0
|.
Thus, if we write r(x) = f (x) f (x
0
) L(x x
0
), then f (x) = f (x
0
) + L(x x
0
) + r(x),
where . Thus, in a small neighbourhood of x
0
, f (x) is approximated by
x dx0
lim
r (x)
x x
0
= 0
the linear function Lx + f (x
0
) L x
0
whose graph is the tangent line at x
0
.
Note that if we let for x x
0
and p(x
0
) = L. Then p(x) =
r(x) + L(x x
0
)
x x
0
=
f (x) f (x
0
)
x x
0
p is continuous at x
0
and f (x) = f (x
0
) + p(x)(x x
0
) for x in D. Conversely if there
exists a function p : D R such that p is continuous at x
0
and f (x) = f (x
0
) + p(x)(x
x
0
) then f is differentiable at x
0
as since p is
x dx0
lim
f (x) f (x
0
)
x x
0
=
x dx0
lim p(x) = p(x
0
)
continuous at x
0
Therefore, f is differentiable at x
0
if and only if, there exists a function p : D R
such that p is continuous at x
0
and f (x) = f (x
0
) + p(x)(xx
0
).
If D is open and hence is a neighbourhood of each of its points and if f : D R is
differentiable at x for all x in D, then we say f is differentiable on D and the function
f ' : D R is called the derived function or the derivative of f . If the limit
exists, then we say f is twice differentiable at x
0
and write
xdx
0
lim
f
(x) f
(x
0
)
x x
0
. This is called the second derivative of f at x
0
. f
(x
0
) =
xdx
0
lim
f
(x) f
(x
0
)
x x
0
Example 2.
1. Suppose the function f : R R is given by . Take any a in R. f (x) = x
2
Then for any x a, .
f (x) f (a)
x a
=
x
2
a
2
x a
=
(x a)(x + a)
x a
= (x + a)
Thus, . Therefore, f '(a) = 2a.
xda
lim
f (x) f (a)
x a
=
xda
lim(x + a) = 2a
Chapter 4 Differentiable Functions
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Note that in the above examples, we write the function for x a in g(x) =
f (x) f (a)
x a
a form for which we can easily compute the limit. It is a simple observation that if
g(x) = h(x) for x a, then .
xda
limg (x) =
xda
limh(x)
2. Let the function f : (0, ) R be given by . Take any x
0
in (0, ). f (x) =
1
x
Then
f
(x
0
) =
hd0
lim
f (x
0
+ h) f (x
0
)
h
=
hd0
lim
1
x
0
+ h
1
x
0
h
=
hd0
lim
x
0
(x
0
+h)
( x
0
+ h) x
0
h
. =
h d0
lim
1
(x
0
+ h)x
0
=
1
x
0
2
An immediate consequence of differentiability is continuity.
Theorem 3. Suppose f is defined on an open interval I containing a point a. If f is
differentiable at a, then f is continuous at a.
Proof. For x a let . Then f (x) = f (a) +
f (x) f (a)
x a
$ (x a)
.
x da
limf (x) = f (a) +
x da
lim
f (x) f (a)
x a
$ (x a)
As a result that f is differentiable at a,
.
x da
lim
f (x) f (a)
x a
$ (x a) =
x da
lim
f (x) f (a)
x a
x da
lim(x a) = f
(a) $ 0 = 0
Thus . Therefore, f is continuous at a.
x da
limf (x) = f (a) + 0 = f (a)
Example 4.
1. The function f : R R defined by is not differentiable at x = f (x) =
1 , x m 0
0 , x < 0
0 since f is not continuous at x = 0 (otherwise, by Theorem 3, f would be
continuous at x = 0).
2. The function f : R R defined by f (x) = |x| is not differentiable at x = 0 even
though f is continuous at x = 0. This is deduced as follows.
and .
h d0
+
lim
f (0 + h) f (0)
h
=
hd0
+
lim
h 0
h
= 1
h d0
lim
f (0 + h) f (0)
h
=
h d0
lim
h 0
h
= 1
Thus the right limit is not equal to the left limit. And so the limit does not exist. This
means |x| is not differentiable at 0.
x
y = |x| y
The Graph of y = |x|.
Chapter 4 Differentiable Functions
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Ng Tze Beng 2008
3. Let f : R R be defined by . Then f is differentiable on f (x) =
2x , x m 2
x
2
, x < 2
and on . f is continuous at 2 but not differentiable at x = 2. (Note (, 2) (2, )
that because and , both left and right
x d2
+
lim f (x) =
xd2
+
lim 2x = 4
x d2
lim f (x) =
x d2
lim x
2
= 4
limits are the same. Hence, . Hence f is continuous at x = 2.)
x d2
limf (x) = 4 = f (2)
For differentiability we look at the following left and right limits:
h d0
+
lim
f (2 + h) f (2)
h
=
h d0
+
lim
2(h + 2) 4
h
=
h d0
+
lim
2h
h
= 2
and
.
h d0
lim
f (2 + h) f (2)
h
=
h d0
lim
(h + 2)
2
4
h
=
hd0
lim
4h + h
2
h
=
h d0
lim (4 + h) = 4
Therefore, does not exist and so f is not differentiable at x = 2.
hd0
lim
f (2 + h) f (2)
h
4
2
8
4
x
y = f(x)
y
Now . Differentiating this we get . f
(x) =
2, x > 2
2x, x < 2
f
(x) =
0, x > 2
2, x < 2
Obviously does not exist. f
(2)
4. . Then f is differentiable on (, 1)(1, ) . Now f (x) =
4x
2
+ 1, x m 1
3x
2
+ 2x, x < 1
h d0
+
lim
f (1 + h) f (1)
h
=
h d0
+
lim
4(1 + h)
2
+ 1 5
h
=
h d0
+
lim
8h+h
2
h
= 8
and
h d0
lim
f (1 + h) f (1)
h
=
h d 0
lim
3(1 + h)
2
+ 2(1 + h) 5
h
=
hd0
lim
6h + h
2
+ 2h
h
. =
h d0
lim (8 + h) = 8
Hence, f ' (1) = 8. Thus . Similarly we deduce as follows f
(x) =
8x, x m 1
6x + 2, x < 1
that . f
(x) =
8, x > 1
6, x < 1
Now
h d0
+
lim
f
(1 + h) f
(1)
h
=
h d0
+
lim
8(1 + h) 8
h
=
h d0
+
lim
8h
h
= 8
and
.
h d0
lim
f
(1 + h) f
(1)
h
=
h d0
lim
6(h + 1) + 2 8
h
=
h d0
lim
6h
h
= 6
Thus the left and right limits are not the same. Therefore, f '' (1) does not exist.
Hence . f
(x) =
8 , x > 1
6 , x < 1
Chapter 4 Differentiable Functions
4
Ng Tze Beng 2008
Sums, Products and Quotients
Theorem 5. Let f and g be defined on a neighbourhood D of x
0
. L et and be any
real numbers. Then if f and g are differentiable at x
0
,
1. ( f + g)' (x
0
) = f '(x
0
) + g'(x
9
) ,
2. (Product rule) (f g )' (x
0
) = f '(x
0
) g(x
0
) + f (x
0
)g'(x
0
) ,
3. (Quotient rule) , . if g(x
0
) ! 0
f
g
(x
0
) =
f
(x
0
) $ g (x
0
) f (x
0
) $ g
(x
0
)
(g (x
0
))
2
Proof.
1.
z f (x
0
+ h) + ug(x
0
+ h) z f (x
0
) + ug (x
0
)
h
= z
f (x
0
+ h) f (x
0
)
h
+ u
g(x
0
+ h) g(x
0
)
h
d z f
(x
0
) + ug
(x
0
) as h d 0.
This proves part (1).
2.
f (x
0
+ h) g(x
0
+ h) f (x
0
) g(x
0
)
h
=
f (x
0
+ h) g(x
0
+ h) f (x
0
) g(x
0
+ h) + f (x
0
) g(x
0
+ h) f (x
0
) g(x
0
)
h
= g(x
0
+ h)
f (x
0
+ h) f (x
0
)
h
+ f (x
0
)
g(x
0
+ h) g(x
0
)
h
since f and g are differentiable at x
0
and g is dg(x
0
) f
(x
0
) + f (x
0
)g
(x
0
) as h d0
continuous at x
0
by Theorem 3. This proves part (2).
3.
1
h
f (x
0
+ h)
g(x
0
+ h)
f (x
0
)
g(x
0
)
=
1
h
g (x
0
) f (x
0
+ h) f (x
0
)g(x
0
+ h)
g (x
0
+ h)g (x
0
)
=
1
h
g(x
0
) f (x
0
+ h) g(x
0
) f (x
0
) + g (x
0
) f (x
0
) f (x
0
)g (x
0
+ h)
g(x
0
+ h)g (x
0
)
=
g(x
0
)
f (x
0
+h) f (x
0
)
h
f (x
0
)
g(x
0
+h)g(x
0
)
h
g(x
0
+ h)g(x
0
)
d
g(x
0
) f
(x
0
) f (x
0
)g
(x
0
)
(g(x
0
))
2
as h d 0
since f and g are differentiable at x
0
and g is continuous at x
0
by Theorem 3 and
non-zero at x
0
.
Example 6.
1. If n is a natural number, let f (x) = x
n
. Then f is differentiable on R and f ' (x) =
n x
n -1
.
Let a be a point in R. For all x a,
f (x) f (a)
x a
=
x
n
x
a
x a
=
(x a)(x
n1
+ x
n2
a + x
n3
a
2
+ + xa
n2
+ a
n1
)
(x a)
. ----------------------- (1) = x
n1
+ x
n2
a + x
n3
a
2
+ + xa
n2
+ a
n1
Therefore,
xda
lim
f (x) f (a)
x a
=
xda
limx
n1
+ x
n2
a + x
n3
a
2
+ + xa
n2
+ a
n1
= na
n1
since there are n terms on the right side of (1) and each term has the same limit a
n-1
.
2. If , then for x 0. f (x) =
1
x
f
(x) =
0 $ x 1 $ 1
x
2
=
1
x
2
Chapter 4 Differentiable Functions
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Theorem 7. Any polynomial function is differentiable on R. Any rational function is
differentiable on its domain of definition.
Proof. Any polynomial function is differentiable follows from Theorem 5 part (1)
and (2). Since a rational function is a quotient of one polynomial function p(x) by
another polynomial function q(x), by Theorem 5 part (3), p/q is differentiable on its
domain of definition. Thus, a rational function is differentiable on its domain of
definition.
The Chain Rule
Theorem 5 is a very useful tool for determining derivative but is of little use when it
comes to composition of functions unless we can express composition in terms of
sums of products or quotients of known differentiable functions. Indeed, composition
of differentiable functions is differentiable and there is a simple formula, known as
Chain Rule, giving the derivative of the composition.
Theorem 8 (Chain Rule). Let f : I R be a function defined on a neighbourhood I
of x
0
. Suppose f (I) J and J is an open interval. Suppose g: J R is a function
defined on J. Then we have the composite g) f : I R defined by g) f (x) = g( f (x)).
If f is differentiable at x
0
and g is differentiable at f (x
0
), then the composite g) f is
differentiable at x
0
and (g) f )'(x
0
) = g'( f (x
0
)) f '(x
0
).
Proof.
We have to examine the quotient
.
g( f (x
0
+ h)) g( f (x
0
))
h
Let k = f (x
0
+ h) f (x
0
) . Thus k is a function of h. Since f is differentiable at x
0
, f
is continuous there by Theorem 3 and so k 0 as h 0 and k is continuous at 0.
Suppose k 0. Then we have
g( f (x
0
+ h)) g( f (x
0
))
h
=
g( f (x
0
+ h)) g( f (x
0
))
f (x
0
+ h) f (x
0
)
$
f (x
0
+ h) f (x
0
)
h
. =
g(k + f (x
0
)) g( f (x
0
))
k
$
f (x
0
+ h) f (x
0
)
h
Since it is possible that k could be zero and that the above equality is only true for k
0, to obtain a similar expression we consider the following device to get round this
difficulty.
Define the function , where y
0
= f (x
0
). Then G is G(k) =
g(k+y
0
)g( y
0
)
k
, if k ! 0
g
( y
0
) , if k = 0
continuous at 0 since g is differentiable at y
0
so that
.
kd0
lim G(k) =
kd0
lim
g (k + y
0
) g ( y
0
)
k
= g
( y
0
) = G(0)
Thus if k 0,
.
g( f (x
0
+ h)) g( f (x
0
))
h
= G(k) $
f (x
0
+ h) f (x
0
)
h
Also if k = 0, i.e., f (x
0
+ h) = f (x
0
), then the above equation, being equal to zero on
both sides, is also true. Thus,
Chapter 4 Differentiable Functions
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Ng Tze Beng 2008
g( f (x
0
+ h)) g( f (x
0
))
h
= G(k(h)) $
f (x
0
+ h) f (x
0
)
h
d G(0) $ f
(x
0
) = g
( y
0
) f
(x
0
)
as h 0. Note that by Theorem 34 part (B) Chapter 3 or by
hd0
lim G(k(h)) = G(0)
observing that G ) k is continuous at 0 since G is continuous at k(0) = 0 and k is
continuous at 0. Hence, (g) f )'(x
0
) = g'( f (x
0
)) f '(x
0
). This proves theorem 8.
Example 9. Let f (x) = (x +1) for x > 1. Then f (x) = g ) h(x) , where h(x) = x+1
and g(y) = y . Now h'(x) = 1 and g' (y) = 1/(2y) for y > 0. Therefore, f '(x) = (g )
h)'(x) = g'(h(x)) h'(x) = g'(x +1)$ 1 = 1/(2(x+1))
4.2 Mean Value Theorem.
We shall now consider one of the often used theorems in Calculus, the Mean Value
Theorem.
First we introduce some local definitions.
Definition 10. Let D be a neighbourhood of x
0
, i.e., there exists an open interval (a,
b) such that x
0
(a, b) D. Suppose f is a function defined on D. We say f has a
relative maximum ( local maximum) at x
0
if f (x) f (x
0
) for all x in some open
interval containing x
0
,i.e., there exists > 0 such that for all x in D,
|x x
0
| < f (x) f (x
0
).
We call such a point x
0
a local maximizer for f.
x x
0
y
Rel Max
Rel Min
y = f (x)
(
)
Similarly we say f has a relative minimum (local minimum) at x
0
if f (x) f (x
0
) for
all x in some open interval containing x
0
,i.e., there exists > 0 such that for all x in D,
|x x
0
| < f (x) f (x
0
). We call x
0
a local minimizer for f.
If the function f has either a relative maximum or a relative minimum at x
0
, then we
say f has a relative extremum (local extremum) at x
0
.
Theorem 11. Let f : I R be a function defined on a neighbourhood I of x
0
.
Suppose f is differentiable at x
0
and has a relative extremum at x
0
. Then f '(x
0
) = 0.
Chapter 4 Differentiable Functions
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Proof. Suppose that x
0
is a local maximizer. Then since f is differentiable at x
0
,
. f
(x
0
) =
xdx
0
+
lim
f (x) f (x
0
)
x x
0
=
xdx
0
lim
f (x) f (x
0
)
x x
0
By definition of a local maximizer, there exists an open interval (a, b) such that x
0
(a, b) I and for all x in (a, b) f (x) f (x
0
). Therefore, for all x in (a, b) x > x
0
. Hence . We also have that for all x
f (x) f (x
0
)
x x
0
[ 0
xdx
0
+
lim
f (x) f (x
0
)
x x
0
= f
(x
0
) [ 0
in (a, b) x < x
0
. Thus, . Therefore,
f (x) f (x
0
)
x x
0
m 0
xdx
0
lim
f (x) f (x
0
)
x x
0
= f
(x
0
) m 0
f '(x
0
) = 0.
If x
0
is a local minimizer for f , then x
0
is a local maximizer for f. Therefore, by
what we just proved f '(x
0
) = 0 and so f '(x
0
) = 0.
Remark. The converse of Theorem 11 is not true in general. One can find function f
and point x
0
such that the derivative f '(x
0
) = 0 but f does not have a relative
extremum at x
0
. (See the next example.)
Example 12.
1. Let f : R R be defined by f (x) = x
3
. Then f '(x) = 3x
2
and so f ' (0) = 0.
x
y
f(x) = x
3
0
But f does not have a relative extremum at 0.
2. Let f : R R be defined by . Then f does not have a f (x) =
x
2
sin(
1
x
), x ! 0
0, x = 0
relative extremum at x = 0. f is differentiable at x = 0 and
f
(0) =
hd0
lim
f (0 + h) f (0)
h
=
hd0
lim
h
2
sin(
1
h
) 0
h
=
h d0
lim h sin(
1
h
) = 0
by the Squeeze Theorem. ( For . ) h ! 0, h [ sin(
1
h
) [ h
x
y
Chapter 4 Differentiable Functions
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Theorem 13 (Rolle's Theorem). Suppose
1. f :[a, b] R is continuous on [a, b],
2. f is differentiable on (a, b) and
3. f (a) = f (b).
Then there exists a point c in (a, b) such that f '(c) = 0.
a b c
y = f (x)
Proof. By Corollary 9 to the Extreme Value Theorem Chapter 3, since f is
continuous on the closed interval [a, b], which is compact, f attains its maximum and
minimum. Then we have the following possibilities.
1. There exists c in (a,b) such that f (c) is the maximum value
2. There exists c in (a,b) such that f (c) is the minimum value or
3. f (a) and f (b) are both the absolute maximum and minimum value of f
since they are equal.
Cases 1 and 2 imply that there exists a point c in (a, b) such that f (c) is a relative
extremum. Therefore, since f is differentiable on (a, b), by Theorem 11, f '(c) = 0.
For case 3, since f (a) = f (b) the maximum value and the minimum value of f are the
same, f must be a constant function and so f ' (c) = 0 for all c in (a, b). For this case
take any value c in (a, b). This completes the proof.
Example 14. Let f :[0, 3] R be given by f (x) = x(x 3). Then f (0) = f (3) = 0.
Thus, since f is continuous on [0, 3] and differentiable on (0, 3), by Rolle's Theorem
there exists a point c in (0, 3) such that f '(c) = 0.
Rolle's Theorem is a special case of the Mean Value Theorem. Indeed they are
equivalent theorems.
Theorem 15 (Mean Value Theorem). Let a < b. Suppose f :[a, b] R is
continuous on [a, b] and f is differentiable on (a, b). Then there exists c in (a, b)
such that . f
(c) =
f (b) f (a)
b a
Proof. (Tilt the graph and use Rolle's Theorem.)
Define g :[a, b] R by . Then g(x) = f (x)
f (b) f (a)
b a
(x a)
1. g is continuous on [a, b] since f is continuous on [a, b],
2. g is differentiable on (a, b) since f and (x a) are differentiable on (a, b)
and
3. g (a) = g (b) (= f (a)).
Chapter 4 Differentiable Functions
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Therefore, by Rolle's Theorem, there exists c in (a, b) such that g'(c) = 0. But
. g
(x) = f
(x)
f (b) f (a)
b a
on (a, b)
Therefore, . Thus . This completes g
(c) = f
(c)
f (b) f (a)
b a
= 0 f
(c) =
f (b) f (a)
b a
the proof.
The following is a consequence of the Mean Value Theorem.
Theorem 16. Let I be an open interval. Suppose the function f : I R is
differentiable. Then f is a constant function if and only if the derivative f '(x) = 0 for
all x in I.
Proof. Obviously, if f is a constant function, then f '(x) = 0 for all x in I.
Suppose now that f '(x) = 0 for all x in I. Fix a point x
0
in I. Take any x in I.
Suppose x > x
0
. Let x in (a, b) be such that x > x
0
. Since f is continuous on I, f is
continuous on [x
0
, x]. Since f is differentiable on I, f is differentiable on (x
0
, x).
Thus, by the Mean Value Theorem (Theorem 15), there exists c in (x
0
, x) such that
. But f '(c) = 0 and so f (x
) = f (x
0
). Similarly, if x < x
0
we can f
(c) =
f (x) f (x
0
)
x x
0
use the Mean Value Theorem on the restriction of f to [x, x
0
] to conclude that f (x
) =
f (x
0
). Hence, f (x
) = f (x
0
) for all x in I and so f is a constant function.
Corollary 17. If f :[a, b] R is continuous on [a, b] and differentiable on (a, b)
and f '(x) = 0 for all x in (a, b), then f is a constant function.
Proof. By Theorem 16, f is constant on (a, b), say K, i.e., f (x) = K for all x in (a, b).
By the continuity at a, . Also by the continuity at b, f (b) f (a) =
x da
+
lim f (x) =
x da
+
lim K = K
. Therefore, f is a constant function on [a, b]. =
x db
lim f (x) =
x db
lim K = K
Example 18.
1. Let f (x) = x on (0, ). Then . By the Mean Value f
(x) =
1
2 x
on (0, )
Theorem there exists a point c in (98,100) such that .
100 98
100 98
= f
(c) =
1
2 c
But 98 < c < 100 implies that .
1
2 100
<
1
2 c
<
1
2 98
Hence , i.e., . And so
1
2 100
<
10 98
2
<
1
2 98
1
10
< 10 98 <
1
98
<
1
9
. 10
1
9
< 98 < 10
1
10
2. The sine function is continuous and differentiable on R. Take x > 0. Then by the
Mean Value Theorem, there exists a point c in (0, x) such that
. Therefore, . Similarly, if we
sin(x) sin(0)
x 0
=
sin(x)
x
= cos(c)
sin(x)
x
= cos(c) [ 1
take x < 0, by the Mean Value Theorem, there exists a point d in (x, 0) such that
. Thus . Hence, for x 0,
sin(x) sin(0)
x 0
=
sin(x)
x
= cos(d)
sin(x)
x
= cos(d) [ 1
. sin(x) [ x and so x [ sin(x) [ x
Chapter 4 Differentiable Functions
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4. 3 Monotone Functions, Relative Extrema and Tests for Relative
Extrema
We shall now investigate some criteria for function to be monotone.
Suppose A is a subset of R. The interior of A is the set Int A = {x A : there exists an
open interval (a, b) such that x (a, b) }. Thus, Int [a, b] is (a, b).
Theorem 19. Let I be an interval. Suppose f : I R is a continuous function and
that the restriction of f to the interior of I , Int I, is differentiable.
1. If f '(x) > 0 for all x in Int I, then f is strictly increasing;
if f '(x) 0 for all x in Int I, then f is increasing.
2. If f '(x) < 0 for all x in Int I, then f is strictly decreasing;
if f '(x) 0 for all x in Int I, then f is decreasing.
Proof. (1) Suppose f '(x) > 0 for all x in Int I. Let the points c , d in the interval I
be such that c < d. Then f is continuous on [c, d] and differentiable on (c, d ) Int I.
Therefore, the Mean Value Theorem says that there is a point in (c, d) such that
. Since d c > 0, f (d ) f (c) > 0. Thus f (d ) > f (c).
f (d) f (c)
d c
= f
(q) > 0
Therefore, f is strictly increasing.
(2) Suppose f '(x) < 0 for all x in Int I. Let g = f . Then g'(x) = f '(x) > 0 for all x
in I. By part (1) g = f is strictly increasing. Therefore, f is strictly decreasing.
The cases when f '(x) 0 for all x in Int I and when f '(x) 0 for all x in Int I are
proved in exactly the same way.
Remark.
1. Notice that in the proof of Theorem 19 part (1), if I is open it is enough to use the
inequality . It is true such a point exists in [c, d ] with this
f (d) f (c)
d c
m f
(q)
inequality. This is one reason why we may consider the Mean Value Theorem is
over rated. Indeed under the condition of the Mean Value Theorem, there exist points
and in [c, d ] such that
. f
(,) m
f (d) f (c)
d c
m f
(q)
(Ref: Theorem 2 and Theorem 3, in 'Do we need Mean Value Theorem to prove f
'(x) = 0 on (a, b) implies that f is constant on (a, b)?' )
This can only prove that f is strictly increasing on Int I if f '(x) > 0 for all x in Int I.
Extend to all of I by continuity. Indeed we may use this result instead of the Mean
Value Theorem, whenever its application uses inequality.
2. The property of f being strictly increasing or strictly decreasing is a global
property. Thus a local information like f '(x
0
) > 0, does not necessarily imply that f is
strictly increasing in a neighbourhood containing x
0
.
For instance take the function . Then f (0) =1 > 0 f (x) =
x + 4x
2
cos(
1
x
), x ! 0
0, x = 0
but f is neither increasing nor decreasing on any interval containing 0. This is
because for any integer n > 0, 1/(2n+) >1/(2n+2) but f (1/(2n+)) =1/(2n+)-
Chapter 4 Differentiable Functions
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4/(2n+)
2
< 1/(2n+2) +4/(2n+2)
2
= f (1/(2n+2)) and that when 1/(2n+/2)
>1/(2n+3/2), f (1/(2n+/2)) = 1/(2n+/2) > 1/(2n+3/2)= f (1/(2n+3/2)).
The same can be said of the property of f being increasing or decreasing.
Example 20.
1. Let f : R R be given by . Then f is differentiable on R and is f (x) = x(1 +
x
2
)
therefore continuous on R. Its derivative f '(x) = 1+ x. Hence, f '(x) > 0 for x > 1
and f '(x) < 0 for x < 1. Since f is continuous on [1, ) and differentiable on (1,
), f is increasing on [1, ) by Theorem 19. Similarly, since f is continuous on
(, 1], f is decreasing on (, 1], Therefore, f (1) is the (absolute) minimum
of f .
2. Let f : (0, ) R be the function defined by . Then f is f (x) =
1
x
differentiable on (0, ) and . Thus f is decreasing on f
(x) =
1
x
2
< 0 for all x > 0
(0, ).
(Incidentally one can deduce this directly by using property of inequality.)
Note that the point where a function changes from being increasing before it to
decreasing after it or from being decreasing before it to increasing after it must be a
point where the function has a relative extremum. Thus we can formulate the
following test for relative extrema.
Theorem 21 (First Derivative Test for Relative Extrema). Suppose f is
continuous on the open interval I containing x
0
and that f is differentiable at all
points of I except possibly at x
0
.
1. If there exists > 0 such that for all x in I with x
0
< x < x
0
, f '( x) 0 and that
for all x with x
0
< x < x
0
+ , f '( x) 0 , then f has a relative maximum value at x
0
,
i.e., x
0
is a local maximizer of f .
2. If there exists > 0 such that for all x in I with x
0
< x < x
0
, f '( x) 0 and that
for all x with x
0
< x < x
0
+ , f '( x) 0 , then f has a relative minimum value at x
0
,
i.e., x
0
is a local minimizer of f .
Chapter 4 Differentiable Functions
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Ng Tze Beng 2008
x
y
relative maximum
y = f (x)
f ' (x) > 0 f ' (x) < 0
x
0
x
0 x
0
+
Proof. Part (1).
Since I is open there exists a ' > 0 such that (x
0
' , x
0
+ ') I. By taking the
intersection of (x
0
' , x
0
+ ') and (x
0
, x
0
+ ) if need be, and renaming if
necessary, we may assume that (x
0
, x
0
+ ) I. By Theorem 19, f is increasing
on (x
0
, x
0
] because f '(x) 0 on (x
0
, x
0
). By Theorem 19, f is decreasing on
[x
0
, x
0
+ ) because f '(x) 0 on (x
0
, x
0
+ ). For any x in (x
0
, x
0
+ ), x x
0
or x
x
0
. If x x
0
, then f (x) f (x
0
) because f is increasing on (x
0
, x
0
]. If x x
0
, then
f (x) f (x
0
) because f is decreasing on [x
0
, x
0
+ ) . Therefore, for all x in (x
0
, x
0
+
), f (x) f (x
0
). Thus f (x
0
) is a relative maximum and x
0
is a local maximizer of f .
The proof of part (2) is similar. We may observe that by Part (1), x
0
is a local
maximizer of - f . Therefore, x
0
is a local minimizer of f .
Examples 22.
1. Let f (x) = x
3
6x
2
+ 9x +1. Then
f '(x) = 3x
2
12x + 9 = 3(x
2
4x + 3) = 3(x 3)(x 1).
Thus f '(x) = 0 if and only if x = 1 or 3. For x < 1, x 1 < 0 and x 3 < 0 so that
f '(x) > 0. For 1 < x < 3, x 1 > 0 and x 3 < 0 so that f '(x) < 0. For x > 3, x 1 > 0
and x 3 > 0 so that f '(x) > 0. Thus at x = 1, we have a relative maximum and the
value is f (1) = 5. At x = 3, we have a relative minimum which is f (3) = 1.
2. Let . Then . f (x) =
2 x
3
, x < 1
x
2
, x m 1
f
(x) =
3x
2
, x < 1
2x, x > 1
f is not differentiable at 1 and f ' (x) = 0 only if x = 0. For 0 < x < 1, f ' (x) < 0 and
for x > 1, f ' (x) > 0 and so by the first derivative test, f (1) = 1 is a relative
minimum. Now for x < 0, f ' (x) < 0. Although f ' (0) = 0, f (0) is not a relative
extremum. Indeed f is decreasing on (, 1] because it is decreasing on (, 0] and
on [0, 1].
Remark. Note that we do not require that the function f be differentiable at x
0
in the
First Derivative Test (Theorem 21).
We next describe a weaker test for finding local maximizers and local minimizers.
Suppose f : D R is a function. A stationary point of f is a point x in D where D
is a neighbourhood of x and f is differentiable there with f '(x) = 0. A critical point
of f is a point x, where either f is not differentiable or x is a stationary point.
Theorem 23 (Second Derivative Test for Relative Extremum). Let f : D R be
a function, where D is a neighbourhood of x
0
. Suppose f is differentiable on an
open interval I with I D. Suppose x
0
is a stationary point of f, i.e., f '( x
0
) = 0.
Suppose f ''(x
0
) exists.
1. If f ''(x
0
) < 0, then f has a relative maximum value at x
0
.
2. If f ''(x
0
) > 0, then f has a relative minimum value at x
0
.
Proof .
Part (1)
Chapter 4 Differentiable Functions
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0 > f ''(x
0
) =
xdx
0
lim
f
(x) f
(x
0
)
x x
0
=
xdx
0
lim
f
(x)
x x
0
because f '( x
0
) = 0. Therefore, by the definition of limit there exists > 0 such that
(x
0
, x
0
+ ) and for all x x
0
in (x
0
, x
0
+ )
.
f
(x)
x x
0
< 0
Therefore, for x in (x
0
, x
0
), x x
0
< 0, f '(x) > 0. Also for x in (x
0
, x
0
+ ), f '(x)
< 0. Thus, by the First Derivative Test (Theorem 21), we have a relative maximum
value at x
0
.
Part (2). A similar argument as above applies to give part (2). We may also note that
if f ''(x
0
) > 0, then (f )''(x
0
) = f ''(x
0
) < 0. Therefore, by Part (1), x
0
is a local
maximizer for f and hence is a local minimizer for f .
Remark.
1. Note that Theorem 23 has additional condition of twice differentiability of f at x
0
imposed, whereas the first derivative test do not need differentiability of f at x
0
but
just continuity at x
0
. Thus Theorem 23 is a weaker theorem.
2. If f '( x
0
) = f ''(x
0
) = 0, then Theorem 23 gives no information whether f ( x
0
) is a
relative extremum. For instance, if f (x) = x
4
, then f ''(0) = 0 and f (0) is a relative
minimum. If f (x) = x
3
, then f ''(0) = 0 but f (0) is not a relative extremum.
4.4 Concavity
We shall now consider the notion of concavity. There are different definitions,
especially a local definition and a global definition. We shall consider the local
definition.
Definition 24. Suppose f : I R is a continuous function defined on an interval I.
Suppose a is a point in the interior of I. Then the graph of f is concave upward
(respectively concave downward) at x = a if there exists a small neighbourhood N of a
such that in this small neighbourhood the graph of f lies above (respectively below)
the tangent line to the graph of f at (a, f (a)) except for the point of tangency. That
is to say, the graph of f is concave upward (respectively concave downward) at x = a
if there exists a > 0 such that for all x not equal to a in (a, a+),
f (x) > f (a) + f (a)(x a) ( respectively f (x) < f (a) + f (a)(x a)).
We say the graph of f is concave upward (respectively concave downward) on an
open interval I if the graph of f is concave upward (respectively concave
downward) at x for all x in I.
Chapter 4 Differentiable Functions
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Concave
x
a a
y = f(x)
Neither concave up
nor concave down
Concave up
down
Remark. There are other refined definitions of concavity but this one is more
intuitive. Note that in the above definition no use is made of the second derivative.
The next theorem gives a criterion for determining whether the graph is concave
upward or downward when the second derivative does exist.
Theorem 25. Let f be a function differentiable on an open interval D containing x
0
.
Then
1. if f ''(x
0
) > 0, the graph of f is concave upward at (x
0
, f (x
0
)),
2. if f ''(x
0
) < 0, the graph of f is concave downward at (x
0
, f (x
0
)).
Proof . We shall prove only part (1). Part (2) is similarly proved.
Since f ''(x
0
) > 0, . Therefore, by the definition of
xdx
0
lim
f
(x) f
(x
0
)
x x
0
= f
(x
0
) > 0
limit, there is an open interval I = (x
0
, x
0
+ ) D such that for all x x
0
in I,
. --------------------------- (1) g (x) =
f
(x) f
(x
0
)
x x
0
> 0
The tangent line to the graph of f at (x
0
, f (x
0
)) is given by , i.e.,
y f (x
0
)
x x
0
= f
(x
0
)
y = f (x
0
) + f '(x
0
)(x x
0
) .
We want to show that, x x
0
in I, f (x) > y = f (x
0
) + f '(x
0
)(x x
0
), i.e.,
f (x) f (x
0
) > f '(x
0
)(x x
0
).
Now for x in (x
0
, x
0
+ ), x > x
0
and so by (1),
f '(x) > f '(x
0.
). -------------------------------- (2)
By the Mean Value Theorem, there exists a x' in (x
0
, x) such that
f (x) f (x
0
)
x x
0
= f
(x
) > f
(x
0
)
by (2).
Therefore, for x in (x
0
, x
0
+ ), f (x) f (x
0
) > f '(x
0
)(x x
0
), which is what is required
to prove. Similarly, for x in (x
0
, x
0
),
f ' (x) < f '(x
0
) ---------------------------------- (3)
by (1). Now the Mean Value Theorem applies to give x' in (x, x
0
) such that
f (x) f (x
0
)
x x
0
= f
(x
) < f
(x
0
)
by (3).
Since x < x
0
, we have (by multiplying the above by (x x
0
) < 0) for x in (x
0
- , x
0
),
f (x) f (x
0
) > f '(x
0
)(x x
0
).
Thus we have shown that for any x x
0
in I, f (x) f (x
0
) > f '(x
0
)(x x
0
), which is
what is required.
Chapter 4 Differentiable Functions
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Definition 26. A point (c, f (c)) is a point of inflection of the graph of the function f
if f is continuous at c and there is an open interval containing c such that the graph
of f changes from concave upward before c to concave downward after c or from
concave downward before c to concave upward after c .
Note. Our definition does not require that the function be differentiable at a point of
inflection. There are other more refined definitions of a point of inflection but ours is
the simplest.
Example 27.
1. Let f (x) = x(x
2
1) = x
3
x. Then f '(x) = 3x
2
1 and f ''(x) = 6x. Thus f ''(x) >
0 for x > 0. Therefore, the graph of f is concave upward on the interval (0, ). Also
f ''(x) < 0 for x < 0. Thus the graph of f is concave downward on the interval (,
0). The point (0, 0) is a point of inflection.
2. Let . Then and f (x) =
3x
2
+ 1, x m 0
2x
3
+ 1, x < 0
f
(x) =
6x , x m 0
6x
2
, x < 0
. f
(x) =
6 , x > 0
12x , x < 0
f ''(0) does not exist. Obviously f ''(x) > 0 for x > 0 and f ''(x) < 0 for x < 0. Thus
there is a point of inflection at x = 0. The graph of f is concave upward on the
interval (0, ) and is concave downward on the interval (, 0).
Theorem 28. Suppose the graph of a function f is either concave upward or
concave downward on an open interval I. Then any tangent line to the graph of f
can only intersect the graph of f at the point of tangency.
Proof. We shall prove the theorem for the case f is concave upward on the open
interval I. Note that since the graph of f is concave upward on I, the function f is
differentiable on I.
Suppose there exists a point k in I such that the tangent line at (k, f (k)) meets the
graph again at the point (p, f (p)). We may assume that k < p. Then the equation of
the tangent line at x = k is given by
y = f (k) + f (k)(x k).
We now proceed by tilting the graph. Let g :[k, p] R be defined by
g(x) = f (x) f (k) f (k)(x k).
Then since f is differentiable on [k, p], g is also differentiable on (k, p) and
continuous on [k, p]. By the Extreme Value Theorem, there exists a maximum of g
on [k, p]. Note that g(k) = 0 and g(p) = 0 since f (p) lies on the tangent line to the
graph of f at x = k so that f (p) = f (k) + f (k)(p k). Since the graph of f is
concave upward at x = k, there exists > 0 such that for all x in (k, k + ), f (x) > f
(k) + f (k)(x k) and so g(x) > 0. Hence the maximum of g can only occur in the
interior of [k, p]. Suppose that it occurs at x = d in the interior of [k, p]. Then for all
x in [k, p] ,
g(x) = f (x) f (k) f (k)(x k) g(d) = f (d) f (k) f (k)(d k).
Chapter 4 Differentiable Functions
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Ng Tze Beng 2008
In particular f (d) = f (k). This is because since g(d) is a relative maximum, g(d)
= 0 and so since g(x) = f (x) - f (k) for x in (k, p), g(d) = 0 implies that f (d) = f
(k).
Therefore, we have that for all x in [k, p],
f (x) f (d) + f (d)(x d),
which is derived from g(x) g(d). But since the equation of the tangent line to f at the
point x = d is given by y = f (d) + f (d)(x d), we therefore conclude that there
exists a > 0 such that (d , d + ) [k, p] and
f (x) > f (d) + f (d)(x d)
for x d in (d , d + ). But we have just shown that for x d in (d , d + ), f
(x) f (d) + f (d)(x d). This contradiction shows that the tangent line at any point k
cannot meet the graph of f at (p, f (p)). If p < k, we can show similarly, that the
tangent line cannot meet the graph of f at (p, f (p)) too. Hence any tangent line to the
graph of f at any point (x, f (x)) cannot intersect the graph of f other than the point
of tangency (x, f (x)).
(This argument also applies to the case when the graph of f is concave downward on
the open interval I. ) This completes the proof.
Theorem 29. (1) If the function f is concave upward on an open interval I, then
the derived function f is strictly increasing on I.
(2) If the function f is concave downward on an open interval I, then the derived
function f is strictly decreasing on I.
Proof. Part (1) Take any two points c < d in I. By Theorem 28, since the tangent
line at any point on the graph can only meet the graph exactly once, and since the
graph of f is concave upward on I, for any point k in I,
f (x) > f (k) + f (k)(x k) for x k.
Thus we have
f (x) > f (c) + f (c)(x c) for x c in I --------------- (1)
And
f (x) > f (d) + f (d)(x d) for x d in I -------------------- (2)
Hence, from (1), putting x = d, f (d) > f (c) + f (c)(d c) so that .
f (d) f (c)
d c
> f
(c)
We also have by setting x = c in (2), f (c) > f (d) + f (d)(c d) so that
. Therefore, . This shows that f is
f (d) f (c)
d c
< f
(d) f
(c) <
f (d) f (c)
d c
< f
(d)
strictly increasing.
Similar argument applies to part (2).
Theorem 30. Suppose f is differentiable on some open interval containing c and
(c, f (c)) is a point of inflection of the graph of f . If f ''(c) exists, then f ''(c) = 0.
Proof. Since (c, f (c)) is a point of inflection of the graph of f , there exists a > 0
such that f is concave downward (or concave upward) on (c , c) and concave
upward (or concave downward) on (c, c + ). We shall assume without loss of
generality that f is concave downward before c and concave upward after c. Thus f '
is strictly decreasing on (c , c) by Theorem 29. Also by Theorem 29, since the
graph of f is concave upward on (c, c + ), f ' is strictly increasing on (c, c + ).
Thus, since f ' is continuous at c, f '(c) is a relative minimum. This can be deduced
Chapter 4 Differentiable Functions
17
Ng Tze Beng 2008
as follows. For any x < c in (c , c) f ' ( j ) > f ' (y) for all y with x < y < c. Thus
by the continuity of f at c , . Likewise for any x > c in f
(c) =
ydc
lim f
(y) [ f
(x)
(c, c + ), f ' ( x) > f ' (y) for all y with x > y > c. Again by the continuity of f at
x = c , . Hence f ' (x) f '(c) for all x in (c , c + ) and so f
(x) m
ydc
+
lim f
(y) = f
(c)
f ' (c) is a relative minimum. Therefore, by Theorem 11, since f ' is differentiable at
c, f ''(c) = 0.
Examples 31.
1. Let f (x) = x
3
x, then f '(x) = 3x
2
1 and f ''(x) = 6x. Thus f ''(0) = 0 and
(0, f (0)) = (0, 0) is a point of inflection.
2. The converse of Theorem 30 is false. Take f (x) = x
4
, f '(x) =4x
3
, f ''(x) =12x
2
.
Then f ''(0) = 0 but (0, 0) is not a point of inflection. The graph of f is in fact
concave upward at (0, 0), since it is above the tangent line there. So we can only use
Theorem 30 to confirm a point of inflection.
The converse of Theorem 29 is also true.
Theorem 32. Let I be an open interval. Suppose f : I R is differentiable.
(1) If the derived function f is strictly increasing on I , then the graph of the
function f is concave upward on I.
(2) If the derived function f is strictly decreasing on I , then the graph of the
function f is concave downward on I.
Proof.
Part(1). The proof makes use of a similar construct as in the proof of Theorem 28.
Take any point c in I. Define g(x) = f (x) f (c) f (c)(x c) for any x in I. Then g
is differentiable on I and g(x) = f (x) f (c) for any x in I. Now for x > c in I ,
f (x) > f (c). Therefore, x > c in I implies that g(x) = f (x) f (c) > 0.
Therefore, g is strictly increasing on the interval [c, ) I . Now note that g(c) = 0.
Hence we can conclude that x > c in I implies that g(x) > g(c) = 0. This means
f (x) f (c) f (c)(x c) > 0 for any x > c in I.
Hence, for any x > c in I, we have
f (x) > f (c) + f (c)(x c).
Similarly for any x < c in I, f (x) < f (c). Therefore, for any x < c in I,
g(x) = f (x) f (c) < 0.
We can now conclude that g is strictly decreasing on (, c] I . Therefore, for any
x < c in I, g(x) > g(c) = 0. Hence for any x < c in I , f (x) f (c) f (c)(x c) > 0.
We then have for any x < c in I,
f (x) > f (c) + f (c)(x c).
In this way we have shown that for all x c in I, f (x) > f (c) + f (c)(x c).
Therefore, by Definition 24, the graph of f is concave upward at x = c. Since this is
so for any c in I, the graph of f is concave upward on I. We have proved much
more. For any x > c in I, and for any x < c in I,
f (x) f (c)
x c
> f
(c)
. The case of part (2) when the derived function f is strictly
f (x) f (c)
x c
< f
(c)
decreasing is proven similarly.
Chapter 4 Differentiable Functions
18
Ng Tze Beng 2008
Remark.
Theorem 29 and 32 says that concavity of f on an open interval is equivalent to the
strict monotonicity of derived function f ' . This is where the monotonicity of the
derived function may be defined as the concavity of the graph of the function. It is
possible for a function whose graph is concave upward at a point to have its derived
function not increasing in any neighbourhood of the point (see the next example).
Example 33. Let . Then f is differentiable f (x) =
x
2
+ 10000x
4
sin(1/x), x ! 0
0, x = 0
on R, the derivative at x = 0, f '(0) is equal to 0 by the Squeeze Theorem. The
derived function is given by
f
(x) =
2x + 40000x
3
sin(1/x) 10000x
2
cos(1/x), x ! 0
0, x = 0
and the second derived function is
. f
(x) =
2 + 120000x
2
sin(1/x) 60000x cos(1/x) 10000 sin(1/x), x ! 0
2, x = 0
The large constant is given here for a help to plot the graph of this function to observe
the perpectual small oscillation. Note that when x =1/((2k+1)/2), sin(1/x) = 1
when k is even and 1 when k is odd. Thus for any > 0 choose integer k such that
1/((2k+1)/2) < min(, 1/100). Let x
, f
(x
^
) = 2 + 120000x
^
2
10000 < 14 10000 < 0
there exists a small open neighbourhood N
of x
lim
f (x) f (b)
x b
. Thus f is said to be differentiable at the end point of I if the f
(b) =
x d b
lim
f (x) f (b)
x b
appropriate left or right limit exists. In this way we extend the definition of derivative
to the end points of an interval. Thus f is said to be differentiable if f is
differentiable at every x in I.
Theorem 34. Suppose I is an interval and f : I R is a strictly monotone
continuous function. Suppose f is differentiable. Let x
0
be in I and y
0
= f (x
0
).
Suppose f ' (x
0
) 0. Then the inverse function of f , f
1
is differentiable at
y
0
= f (x
0
) and . ( f
1
)
(y
0
) =
1
f
( f
1
(y
0
)
=
1
f
(x
0
)
Proof.
By Theorem 23 Chapter 3, since f is continuous and strictly monotone on I, f
-1
is
continuous and also strictly monotone on the range of f , J = f (I ). If f '(x
0
) 0 , we
shall show that f
-1
is differentiable at y
0
= f (x
0
). Note that by Theorem 15 Chapter 3,
f maps the interior of I onto the interior of J. Suppose x
0
is in Int I, then y
0
= f (x
0
).
is in the Int J. Then for this fix y
0
, there exists an open interval (c, d) J such that y
0
(c, d). For each y in (c, d), let
g(y) = f
-1
(y ) f
-1
(y
0
).
Since f
-1
is continuous, g is a continuous function with domain (c, d). We note here
that since f
-1
is continuous
y d y
0
lim g(y) =
hd0
lim f
1
(y) f
1
(y
0
) = f
1
(y
0
) f
1
(y
0
) = 0
at y
0
. Now if we write k for g(y), then f
-1
(y ) = f
-1
(y
0
) + k = x
0
+ k. So applying f ,
we get y = f (x
0
+ k). Since f
-1
is strictly monotone and therefore injective, g is
injective and so k = g(y) 0 unless y = y
0
. Thus we can write for y y
0
,
.
f
1
( y) f
1
( y
0
)
y y
0
=
k
f (x
0
+ k) f (x
0
)
In this way we can consider as a function of k which in turn is a
f
1
( y) f
1
( y
0
)
y y
0
function of y. That means , where
f
1
( y) f
1
( y
0
)
y y
0
= F ) g(y)
. F(t) =
t
f (x
0
+ t) f (x
0
)
Since it is given that f '(x
0
) 0 . Note that
td0
lim F(t) =
td0
lim
t
f (x
0
+ t) f (x
0
)
=
1
f
(x
0
)
g is continuous at y
0
and . Therefore, by Theorem 34 part (B) Chapter
y d y
0
lim g(y) = 0
3,
.
y d y
0
lim
f
1
( y) f
1
( y
0
)
y y
0
=
y d y
0
lim F ) g(y) =
td0
limF(t) =
1
f
(x
0
)
This proves that f
1
is differentiable at y
0
= f (x
0
) and
when x
0
is in Int I. ( f
1
)
( y
0
) =
1
f
(x
0
)
=
1
f
( f
1
(y
0
))
Chapter 4 Differentiable Functions
20
Ng Tze Beng 2008
If x
0
is an end point of I, then y
0
= f (x
0
) is also an end point of J. If y
0
is a left end
point of J , then there exists a half open interval [y
0
, d) such that [y
0
, d) J. Then the
argument above applies with (c, d) replaced by [y
0
, d). Similarly if y
0
is a right end
point of J , then there exists a half open interval (c, y
0
] such that (c, y
0
] J . Then
the above argument applies with (c, d) replaced by (c, y
0
] to give the same
conclusion but with the appropriate one sided limit. This completes the proof of
Theorem 34.
Example 35
Let f : (0, ) (0, ) be defined by . Then f is the inverse function to f (y) = y
1
n
g : (0, ) (0, ) defined by g(x) = x
n
. g is differentiable and g'(x) = nx
n 1
> 0
for all x > 0. Therefore g is strictly monotone on (0, ). Thus f = g
1
is
differentiable and
. f
(y) = (g
1
)
(y) =
1
g
(g
1
(y))
=
1
g
( f (y))
=
1
g
(y
1
n
)
=
1
n(y
1
n
)
n1
=
1
n
y
1
n
1
Then using this and the chain rule we can easily obtained a similar formula for the
differentiation of rational power. The reader is urged to carry out this simple
exercise.
4.6 Cauchy Mean Value Theorem, L' Hpital's Rule
We have seen application of the Mean Value Theorem. It is a very useful tool in
analysis. There is a generalization of the Mean Value Theorem that may be applied to
a wider context. This is called the Cauchy Mean Value Theorem. Mean Value
Theorem and Rolle's Theorem may be viewed as a special case of the Cauchy Mean
Value Theorem.
Theorem 36 (Cauchy Mean Value Theorem). Suppose f and g are functions
continuous on [a, b], differentiable on (a, b) and suppose that g'(x) 0 for all x in
(a, b). Then there exists a point c in (a, b) such that
f
(c)
g
(c)
=
f (b) f (a)
g(b) g(a)
.
Proof. First note that g'(x) 0 for all x in (a, b) implies that g(b) g(a) (otherwise if
g(b) = g(a), by Rolle's Theorem (Theorem 13), there would be a point k in (a, b) with
g'(k) = 0, contradicting g'(x) 0 for all x in (a, b)). Define F : [a, b] R by
. F(x) = f (x)
f (b) f (a)
g(b) g(a)
(g(x) g(a))
Then F is continuous on [a, b], and is differentiable on (a, b) since f and g are
continuous on [a, b] and differentiable on (a, b). Observe that F(a) = f (a) and
. F(b) = f (b)
f (b) f (a)
g(b) g(a)
(g(b) g(a)) = f (b) (f (b) f (a)) = f (a)
Therefore, F(a) = F(b) and so by Rolle's Theorem, there exists c in (a, b) such that
F'(c) = 0. Thus, . Therefore, since g'(x) 0, F
(c) = f
(c)
f (b) f (a)
g(b) g(a)
$ g
(c) = 0
f
(c)
g
(c)
=
f (b) f (a)
g(b) g(a)
.
Remark.
1. If g is the identity function, then Theorem 36 is just the Mean Value Theorem
and if further f (a) = f (b), then we get the Rolle's Theorem.
Chapter 4 Differentiable Functions
21
Ng Tze Beng 2008
2. As in the case of Mean Value Theorem, most application of Theorem 36 is to
differentiable functions defined on closed and bounded interval and involves
inequality. Then the following result may be used in its place. Suppose f and g are
functions continuous and differentiable on [a, b] and suppose that g'(x) 0 for all x in
[a, b]. Then there are points p and q in [a, b] such that
f
(p)
g
(p)
m
f (b) f (a)
g(b) g(a)
m
f
(q)
g
(q)
.
(Reference: "L' Hpital's Rule and A generalized Version" on my Calculus Web)
For instance, we may use this result to prove Theorem 37.
There are many applications of the Cauchy Mean Value Theorem. Among the more
spectacular ones are to the various form of L' Hpital's Rule. We can use it also to
prove the Taylor's expansion of a function with the Lagrange form of the remainder.
Theorem 37 (L' Hpital's Rule).
(A) Suppose f and g are functions differentiable on (a, b) and g'(x) 0 for all x in
(a, b).
(1) Suppose . Then if the second limit
xda
+
lim f (x) =
xda
+
lim g(x) = 0
xda
+
lim
f (x)
g(x)
=
xd a
+
lim
f
(x)
g
(x)
(on the right) exists.
(2) Suppose . Then if the second limit
xdb
lim f (x) =
xdb
lim g(x) = 0
xdb
lim
f (x)
g(x)
=
xd b
lim
f
(x)
g
(x)
(on the right) exists.
(B) Suppose f and g are functions differentiable for all x > K for some real number
K > 0 and that for all x > K. Suppose Then g
(x) ! 0
xd+
lim f (x) =
xd+
lim g(x) = 0 .
xd+
lim
f (x)
g(x)
=
xd+
lim
f
(x)
g
(x)
if the second limit (on the right) exists.
(C) Suppose f and g are functions differentiable for all x < L for some real number
L < 0 and that for all x < L. Suppose Then g
(x) ! 0
xd
lim f (x) =
xd
lim g(x) = 0 .
xd
lim
f (x)
g(x)
=
xd
lim
f
(x)
g
(x)
if the second limit (on the right) exists.
Proof . We shall prove only part (A) part (1) and (B). (A) part (2) and (C) is proved
similarly.
(A) Suppose Then by the definition of right limit, given > 0, there
xda
+
lim
f
(x)
g
(x)
= l .
exists > 0 such that
-------------------------- (1) a < x < a + ^ e
f
(x)
g
(x)
l < c
Extend the function f and g to [a, b) by defining f (a) = 0 and g(a) = 0. By
supposition, and so both the extended functions f and g are
xda
+
lim f (x) =
xda
+
lim g(x) = 0
continuous at x = a.
But by applying Cauchy Mean Value Theorem (Theorem 36) to f, g on the interval
[a, x], we have for any x such that a < x < a + , there is a point c in the interval
(a, x) such that
Chapter 4 Differentiable Functions
22
Ng Tze Beng 2008
f
(c)
g
(c)
=
f (x) f (a)
g(x) g(a)
=
f (x)
g(x)
since f (a) = g(a) = 0.
Hence, by (1) since a < c < x < a + . Therefore,
f (x)
g(x)
l =
f
(c)
g
(c)
l < c
xda
+
lim
f (x)
g(x)
= l .
This completes the proof of part (1).
Similar argument applies to part (2).
(B) We may assume f and g are functions differentiable for all x K for some real
number K > 0 and that for all x > K. (Just replaced K by K' > K and renamed g
(x) ! 0
K' as K.) Let the following transformation H: [K, ) (0, 1/K] be defined by H(t) =
1/t for t in [K, ). This devise would transform our problem to one of the type of (A)
part (1).
Define Q : (0, 1/K) R by for x in. Note that . . Then by Q(x) =
f (
1
x
)
g(
1
x
)
td
limH(t) = 0
Theorem 54 Chapter 3 if exist (as a finite number ), then
xd0
+
lim Q(x) =
xd0
+
lim
f (
1
x
)
g(
1
x
)
. But . That means if
td
lim Q(H(t)) =
xd0
+
lim Q(x) =
xd0
+
lim
f (
1
x
)
g(
1
x
)
td
lim Q(H(t)) =
td
lim
f (t)
g(t)
exists, then exists and the two limits are the same. Conversely, if
xd0
+
lim
f (
1
x
)
g(
1
x
)
td
lim
f (t)
g(t)
exists, then . Now by Theorem 53 part (1),
td
lim
f (t)
g(t) xd0
+
lim
f (
1
x
)
g(
1
x
)
=
td
lim
f (t)
g(t)
and . Therefore, by (A) part (1),
xd0
+
lim f (
1
x
) =
xd
lim f (x) = 0
xd0
+
lim g(
1
x
) =
xd
lim g(x) = 0
exists if the limit exists. But by a similar
xd0
+
lim
f (
1
x
)
g(
1
x
)
xd0
+
lim
f
(
1
x
)(
1
x
2
)
g
(
1
x
)(
1
x
2
)
=
xd0
+
lim
f
(
1
x
)
g
(
1
x
)
argument exists if and only if exists and the two limits are the
xd0
+
lim
f
(
1
x
)
g
(
1
x
)
xd
lim
f
(x)
g
(x)
same. It then follows that if exists, then .
xd
lim
f
(x)
g
(x)
xd+
lim
f (x)
g(x)
=
xd+
lim
f
(x)
g
(x)
Corollary 38 (L' Hpital's Rule). Suppose f and g are continuous on [a, b] with x0
in (a, b). Suppose f and g are differentiable on (a, b) except possibly at x0 and that
g'(x) 0 for all x in (a, b){x
0
}. If f (x0) = g(x0) = 0, then ,
xdx
0
lim
f (x)
g(x)
=
xdx
0
lim
f
(x)
g
(x)
provided the second limit exists.
Proof. Just put Theorem 37 (A) part(1) and part(2) together.
Example 39.
(1) by applying L'Hpital's rule
xd0
lim
e
x
1 x
1
2
x
2
x
2
=
xd0
lim
e
x
1 x
2x
=
xd 0
lim
e
x
1
2
= 0
twice.
Chapter 4 Differentiable Functions
23
Ng Tze Beng 2008
(2) by applying L'Hpital's rule
xd1
lim
ln(x) x + 1
(x 1)
2
=
xd1
lim
1
x
1
2(x 1)
=
xd1
lim
1
x
2
2
=
1
2
twice.
Remark.
There are other versions of L' Hpital's Rule , including the infinity/infinity versions,
i.e., when the limit ( or or or
xda
+
lim f (x) or
xda
+
lim g(x)
xda
lim f (x) or
xda
lim g(x)
xd!
lim f (x)
) is either + or and the infinity versions where the conclusion is the
xd!
lim g(x)
limit equals to either + or . For the various forms and generalization, see my
article, "L' Hpital's Rule and A generalized Version" on my Calculus web.
Next we shall describe an analytic consequence of the Cauchy Mean Value Theorem.
Let I be an open interval. Let f : I R be a function. Suppose f is differentiable
on I and its derivative f ' : I R is again differentiable. Then we say f is twice
differentiable or f has two derivatives. The second derivative is the derivative of f '
and is denoted by f '' : I R. We now use the notation f
(1)
for the derivative and
f
(2)
for the second derivative. Now we define inductively the meaning of k-th
derivative. Suppose for a positive integer k, the k-th derivative of f is defined and
denoted by f
(k)
: I R. If f
(k)
: I R is differentiable, then we say f has k+1
derivatives or is k+1 times differentiable and we define f
(k+1)
: I R to be the
derivative of f
(k)
. We denote f : I R also by f
(0)
.
Theorem 40. Let I be an open interval and let n be a positive integer.
Suppose f : I R has n derivatives. Let x
0
be a point in I. Suppose that
f
(k)
(x
0
) = 0 for 0 k n1.
Then for each point x x
0
, there exists a point strictly between x and x
0
, such that
. f (x) =
f
(n)
()
n!
(x x
0
)
n
Proof. Let g : I R be defined by g(x)=(x x
0
)
n
for x in I. Then, for each 1 k
n,
g
(k)
(x) = n(n1)(nk+1)(x x
0
)
n-k
. Thus.
g
(k)
(x
0
) = 0 for 0 k n1 -------------------------- (1)
and g
(n)
(x) = n! for any x in I.
We shall now apply the Cauchy Mean Value Theorem repeatedly.
Take any x a point in I not equal to x
0
. We may assume that x > x
0
. Then
f (x)
g(x)
=
f (x) f
(0)
(x
0
)
g(x) g
(0)
(x
0
)
since f
(0)
(x
0
) = g
(0)
(x
0
) = 0. Observe that f and g are both continuous and differentiable
on [x
0
, x] and g
(1)
(x) 0 for x in (x
0
, x). Therefore, applying the Cauchy Mean Value
Theorem to the functions f and g restricted to [x
0
, x], we conclude that there exists x
1
in (x
0
, x) such that
.
f (x)
g(x)
=
f (x) f
(0)
(x
0
)
g(x) g
(0)
(x
0
)
=
f
(1)
(x
1
)
g
(1)
(x
1
)
If n =1, then we are done (and this is just the Mean Value Theorem). If n > 1, then
f
(1)
(x
0
) = g
(1)
(x
0
) = 0 and we can apply the Cauchy Mean Value Theorem to the
functions f
(1)
and g
(1)
restricted to [x
0
, x
1
], to give a point x
2
in (x
0
, x
1
) such that
.
f
(1)
(x
1
)
g
(1)
(x
1
)
=
f
(1)
(x
1
) f
(1)
(x
0
)
g
(1)
(x
1
) g
(1)
(x
0
)
=
f
(2)
(x
2
)
g
(2)
(x
2
)
Chapter 4 Differentiable Functions
24
Ng Tze Beng 2008
By (1), f
(k)
(x
0
) = g
(k)
(x
0
) = 0 for 0 k n1. We can then apply the Cauchy Mean
Value Theorem repeatedly as above n-1 times, to get x
n-1
in (x
0
, x
n-2
) such that
.
f
(n2)
(x
n2
)
g
(n2)
(x
n2
)
=
f
(n2)
(x
n2
) f
(n2)
(x
0
)
g
(n2)
(x
n2
) g
(n2)
(x
0
)
=
f
(n1)
(x
n1
)
g
(n1)
(x
n1
)
Then since f
(n-1)
(x
0
) = g
(n-1)
(x
0
) = 0, we can apply the Cauchy Mean Value Theorem to
the functions f
(n-1)
and g
(n-1)
restricted to [x
0
, xn-1
], to give a point xn in (x
0
, xn-1
) such
that
.
f
(n1)
(x
n1
)
g
(n1)
(x
n1
)
=
f
(n1)
(x
n1
) f
(n1)
(x
0
)
g
(n1)
(x
n1
) g
(n1)
(x
0
)
=
f
(n)
(x
n
)
g
(n)
(x
n
)
=
f
(n)
(x
n
)
n!
Therefore, taking to be xn , which is obviously strictly between x and x
0
such that
.
f (x)
g(x)
=
f
(n)
()
n!
Hence, . f (x) =
f
(n)
()
n!
g(x) =
f
(n)
()
n!
(x x
0
)
n
If x < x
0
. the above argument applies similarly to give strictly between x and x
0
such
that
. f (x) =
f
(n)
()
n!
(x x
0
)
n
This completes the proof.
4.7 Taylor Polynomials, Taylor's Theorem
One of the triumph of Calculus is the approximation of function by polynomials. It
allows computation to be done efficiently.
We shall now use Theorem 40 to prove the Taylor's Theorem with remainder.
Order of Contact of Two Functions.
Definition 41. Let I be an open interval containing the point x
0
.
Two functions f : I R and g : I R are said to have contact of order 0 at x
0
if
f (x
0
) = g(x
0
) . For a positive integer n, the functions f and g are said to have contact
of order n at x
0
provided f : I R and g : I R have n derivatives and
f
(k)
(x
0
) = g
(k)
(x
0
) for 0 k n.
Example 42.
Let and for x in (0, 2). Then f
(0)
(1) = g
(0)
(1) = 1 and f (x) = 2 x
2
g(x) = e
1x
f
(1)
(1) = g
(1)
(1) = 1 but f
(2)
(1) = 2 g
(2)
(1) = 1. Therefore, f : (0, 2) R and
g : (0, 2) R have contact of order 1 at x = 1 but do not have contact of order 2 at 1.
Let I be a neighborhood of the point x
0
and f : I R a function. Let n be a
non-negative integer. Suppose f has (n+1) derivatives. Then the n-th degree
Taylor's polynomial of f at x
0
and the function f : I R have contact of order n at
x
0
.
Let us see how the Taylor polynomial can be assembled. For a positive integer k, let
g(x) = (x x
0
)
k
. Then we have
g
(j)
(x) = k(k1)(kj+1)(x x
0
)
k-j
for 1 j k.
Chapter 4 Differentiable Functions
25
Ng Tze Beng 2008
In particular, for all x, g
(k)
(x) = k! and g
(j)
(x) = 0 for j > k and g
(j)
(x
0
) = 0 for 1 j < k.
Thus we may write this in the more familiar form
. ----------------------- (D)
d
j
dx
j
[(x x
0
)
k
] x
x=x
0
=
k! if j = k
0 if j ! k
Proposition 43. Let I be an open interval containing the point x
0
and f : I R a
function. Let n be a non-negative integer. Suppose f has n derivatives. Then there
is a unique polynomial function of degree at most n that has contact of order n with
the function f : I R at x
0
. This polynomial is defined by
p
n
(x) = f (x
0
) +
1
1!
(x x
0
) f
(x
0
) + +
1
k!
(x x
0
)
k
f
(k)
(x
0
)
----------------- (T) + +
1
(n 1)!
(x x
0
)
n1
f
(n1)
(x
0
) +
1
n!
(x x
0
)
n
f
(n)
(x
0
)
Proof. By (D)
for 1 j n.
d
j
dx
j
[p
n
(x)] x
x=x
0
= f
( j)
(x
0
)
Obviously, pn(x
o
) =f (x
0
). Therefore, pn : I R and f : I R have contact of order n
at x
0
.
Now we shall show that the polynomial pn is unique.
Write a general polynomial p:I R of degree n in terms of powers of (x x
0
) as
follows.
. p(x) = c
0
+ c
1
(x x
0
) + + c
k
(x x
0
)
k
+ c
n1
(x x
0
)
n1
+ c
n
(x x
0
)
n
As before by (D), we get
for 1 j n,
d
j
dx
j
[p(x)] x
x=x
0
= j! c
j
and p(x
o
) = c
0
. Then if p and f have contact of order n at x
0
,
j! cj = f
( j )
(x
0
) for 1 j n and c
0
= f (x
0
).
Hence, for 1 j n. Therefore, p = pn c
j
=
1
j!
f
(j)
(x
0
)
The polynomial pn given by (T) is called the n-th degree Taylor polynomial of f at x
0 .
How good is the Taylor polynomial for approximation? The next theorem gives the
error as a remainder term and the error term may be used as a gauge for the
approximation.
Theorem 44. Taylor's Theorem (with remainder). Let I be an open interval
containing the point x
0
and n be a non-negative integer. Suppose f : I R has n+1
derivatives. Then for any x in I,
f (x) = f (x
0
) +
1
1!
(x x
0
) f
(x
0
) + +
1
k!
(x x
0
)
k
f
(k)
(x
0
)
----------------------------------- (TR) ++
1
n!
(x x
0
)
n
f
(n)
(x
0
) + R
n
(x)
where the error term Rn(x) satisfies for some R
n
(x) =
1
(n+1)!
(x x
0
)
n+1
f
(n+1)
(q)
between x and x
0
. (14) is known as the Taylor's expansion around x
0
and Rn(x) is
called the Lagrange form of the remainder.
Proof. Let g: I R be define by
g(x) = f (x) f (x
0
)
1
1!
(x x
0
) f
(x
0
)
Chapter 4 Differentiable Functions
26
Ng Tze Beng 2008
.
1
k!
(x x
0
)
k
f
(k)
(x
0
)
1
n!
(x x
0
)
n
f
(n)
(x
0
)
Then since f : I R and have f (x
0
) +
1
1!
(x x
0
) f
(x
0
) + +
1
n!
(x x
0
)
n
f
(n)
(x
0
)
contact of order n at x
0
, by Proposition 43, g
(k)
(x
0
) = 0 for 0 k n.
Therefore, since g has n+1 derivatives, by Theorem 40, for any x x
0
, there exists
strictly between x and x
0
such that
. g(x) =
g
(n+1)
(q)
(n + 1)!
(x x
0
)
n+1
But g
(n+1)
(x) = f
(n-+1)
(x) and so g
(n+1)
() = f
(n+1)
(). Consequently,
. g(x) =
f
(n+1)
(q)
(n + 1)!
(x x
0
)
n+1
Therefore, the remainder term . R
n
(x) = g(x) =
f
(n+1)
(q)
(n + 1)!
(x x
0
)
n+1
This completes the proof.
Remark .
(1) There are other ways to make the same statement. For example: If I =(a, b) and
x, x + h are in the interval (a, b), then there exists a with 0 < < 1 such that
. f (x + h) = f (x) + h f
(x) +
1
2!
h
2
f
(x) + +
1
n!
h
n
f
(n)
(x) +
1
(n+1)!
h
n+1
f
(n+1)
(x + 0h)
(2) The theorem says that the function can be considered as a real polynomial of
degree n upto a remainder term. Thus to look upon f in this way the remainder term
Rn(x) counts.
We will not in general have that this remainder is small. Here the remainder after
(n + 1) terms is
(i) of order (x x
0
)
n+1
, which is very small if x and x
0
are close, and
(ii) depends on f
(n+1)
.
Thus if we know f
(n+1)
is bounded, say , then the modulus of the f
(n+1)
(x) < M
remainder . R
n
(x) [
M
(n+1)!
x x
0
n+1
Example 45.
Let f (x) = e
x
.
Consider the expansion of f (x) around x
0
= 0. The Taylor's expansion upto the power
x
n
is given by
f (x) = f (0) +
1
1!
(x 0) f
(0) +
1
2!
(x 0)
2
f
(0) +$ $ $ +
1
n!
(x 0)
n
f
(n)
(0) + R
n
(x)
= 1 +
x
1!
+
1
2!
x
2
+ $ $ $ +
1
n!
x
n
+ R
n
(x) ,
where for some between 0 and x, since f
(j)
(x) = e
x
so that f
(j)
(0) R
n
(x) =
1
(n+1)!
x
n+1
e
q
= e
0
=1 for all non-negative integer j.
When x
0
= 0, then the Taylor's polynomial of f at 0 becomes
f (0) + x f
(0) +$ $ $ +
1
n!
x
n
f
(n)
(0)
and is called the n-th degree Maclaurin polynomial.
Example 46.
For 1 < x <1 , define . We shall use this to compute ln(1.2). g(x) = ln
1 + x
1 x
First note that We shall obtain a MacLaurin polynomial of degree 4 g
(
1
11
)
= ln(1.2).
for g.
Notice that , , g(x) = ln(1 + x) ln(1 x) g
(x) = (1 + x)
1
+ (1 x)
1
Chapter 4 Differentiable Functions
27
Ng Tze Beng 2008
, , g
(x) = (1 + x)
2
+ (1 x)
2
g
(3)
(x) = 2(1 + x)
3
+ 2(1 x)
3
, . g
(4)
(x) = 6(1 + x)
4
+ 6(1 x)
4
g
(5)
(x) = 24(1 + x)
5
+ 24(1 x)
5
Hence, g(0) = 0, g'(0) = 2 , g''(0) = 0, g
(3)
(0) = 4 and g
(4)
(0)=0. Thus the MacLaurin
polynomial of degree 4 is given by . Now the p
4
(x) = g
(0)x +
1
3!
g
(3)
(0)x
3
= 2x +
2
3
x
3
remainder for some between 0 and x. Therefore for , R
4
(x) =
g
(5)
()
5!
x
5
x =
1
11
.
g
(5)
()
5!
=
1
5
[
(1 + )
5
+ (1 )
5
]
<
1
5
1 +
1
10
11
5
Thus . Therefore, to R
4
(
1
11
) <
1
5
1 +
1
10
11
5
$
1
11
5
=
1
5
1
(11)
5
+
1
(10)
5
< 0.000004
compute ln(1.2) upto to four decimal places, we can use the MacLaurin's polynomial
of degree 4. Hence, upto 4 decimal ln(1.2) l p
4
(
1
11
) = 2 $
1
11
+
2
3
(
1
11
)
3
l 0.1823
places.
4.8 Intermediate Value Theorem for Derivative
We close this chapter with a property of the derived function of a differentiable
function f :[a, b] R ,namely the intermediate value property of f '.
Theorem 47 (Darboux Theorem) Let I be an interval and suppose f : I R is a
differentiable function. Let a, b be two points in I such that a < b. Suppose f ' (a)
f ' (b). Then for any value strictly between f ' (a) and f ' (b), there is a point c in
(a, b) such that f ' (c) = .
Proof. Let us define the following function g: I R by g(x) = f (x) x for x in I.
Then g is differentiable and g' (x) = f ' (x) . If we can show that g has either a
relative maximum or a relative minimum at a point c in (a, b), then we are done.
Consider the function h : [a, b] R, the restriction of g to the closed interval, [a, b].
Then since g is differentiable, g is also continuous on [a, b]. Therefore, by the
Extreme Value Theorem, the restriction of g, h attains both its maximum and
minimum in [a, b]. We shall show that at least one of the maximum or minimum of
h occurs in the interior of [a, b]. Suppose h(a) is the maximum and h(b) is the
minimum. Then for all x in [a, b], h(x) h(a) and h(x) h(b). Hence for all x in
[a, b], f (x) x f (a) a, that is, f (x) f (a) x a. Therefore, for all x in
[a, b] and x a, ( f (x) f (a))/(x a) . Since f is differentiable at a,
. f
(a) =
x d a
+
lim
f (x) f (a)
x a
[ ,
Since for all x in [a, b], h(x) h(b), f (x) x f (b) b for all x in [a, b], that is,
f (b) f (x) b x. Consequently, for all x in [a, b), ( f (b) f (x))/(b x)
since b x > for x < b. Similarly since f is differentiable at b,
. f
(b) =
x d b
lim
f (b) f (x)
b x
[ ,
Therefore, we can conclude that f ' (a) and f ' (b) are both less than or equal to ,
contradicting that is strictly between f ' (a) and f ' (b). Similarly, if h(a) is the
minimum and h(b) is the maximum, we can show in like manner that f ' (a) and
f ' (b) are both greater than or equal to , giving a contradiction to that is strictly
between f '(a) and f '(b). We have thus shown that one of the maximum or minimum
of h must occur at a point c in (a, b). Since h(c) is also a relative extremum and h is
Chapter 4 Differentiable Functions
28
Ng Tze Beng 2008
differentiable, h ' (c) = f ' (c) = 0 and so f ' (c) = . (See Theorem 11) This
completes the proof.
Corollary 48. Let I be an interval and suppose f : I R is a differentiable
function. Then the image of the derived function of f , f ' (I ) is also an interval.
Proof. The proof is similar to the proof that the continuous image of an interval is an
interval. Let f ' (a) f ' (b) be in f ' (I ). We may assume that f ' (a) < f ' (b).
Theorem 47 says that for any such that f ' (a) < < f ' (b) , f ' (I ). Hence the
interval [ f ' (a), f ' (b)] f ' (I ). Therefore, by the usual characterization of an
interval, f ' (I ) is an interval.
Here is a useful application:
Theorem 49. Suppose f is differentiable on an interval I (not necessarily bounded).
If the derived function f ' is non-zero on I, then f ' is of constant sign, i.e., for all x
in I, f '(x) > 0 or for all x in I, f '(x) < 0.
Proof. Suppose f ' is not of constant sign. Then there exist x and y in I such that f
'(x) > 0 and f '(y) < 0. Thus 0 is an intermediate value between f '(x) and f '(y).
Therefore, by Darboux's Theorem (Theorem 47), there exists a point c between x and
y such that f '(c) = 0. This contradicts that f ' is non-zero on I and so f ' must be of
constant sign.
Remark.
Theorem 49 is a useful tool. Often we need to know that there are no sign changes in
a neighbourhood of a point where the derivative is not zero as in the proof of a
weaker form of the Cauchy Mean Value Theorem in my article " L' Hpital's Rule
and A generalized Version" .
Exercises 50.
1. Suppose f : R R is a function such that f (a) exists. Determine which of the
following statements are true. Justify your answer.
(i) ; (ii) f
(a) =
hda
lim
f (h) f (a)
h a
f
(a) =
hd0
lim
f (a + 2h) f (a)
h
(iii) ) ; (iv) f
(a) =
hd0
lim
f (a) f (a h)
h
f
(a) =
hd0
+
lim
f (a + h) f (a h)
2h
2. Suppose that f : R R is a function such that f (x + y) = f (x) f ( y) for all x and y
in R. If f (0) =1 and f (0) exists, prove that f (x) = f (0) f (x) for all x in R.
3. Suppose f : R R and g : R R are functions such that f (x) = x g(x) for all x
in R. Suppose g is continuous at 0. Prove that f is differentiable at 0 and find
f ' (0) in terms of g..
Chapter 4 Differentiable Functions
29
Ng Tze Beng 2008
4. Suppose g : R R is a twice differentiable function with g(0) = g'(0) = 0 and
g''(0) =31. Let f : R R be defined by . Prove that f is f (x) =
g(x)
x
, x ! 0
0, x = 0
differentiable at x = 0 and find f '(0). [Hint: Use L' Hpital's Rule. ]
5. Suppose f : [a, b] R is continuous on [a, b] and differentiable on (a, b). Prove
that if m f '(x) M for all x in (a, b), then
m( b a) + f (a) f (b) f (a) + M(b a).
6. (i) If f (x) = x
3
+1, find ( f
1
)'( y), y 1.
(ii) f (x) = (x1)
3
, find ( f
1
)'( y), y 0.
7. A point x
0
in D is said to be an isolated point of D provided that there is a > 0
such that the only point of D in the interval (x
0
, x
0
+ ) is x
0
itself. Prove that
a point x
0
is either an isolated point or a limit point of D.
8. Show that if f : R R is differentiable at x
0
=1
(a) (b)
td1
lim
f ( t ) f (1)
t 1
= f
(1)
xd1
lim
f (x
2
) f (1)
x
2
1
= f
(1)
(c) (d)
xd1
lim
f (x
2
) f (1)
x 1
= 2 f
(1)
xd1
lim
f (x
3
) f (1)
x 1
= 3 f
(1)
9. Suppose that the function f : R R is differentiable at a in R. Prove that
.
xda
lim
x f (a) a f (x)
x a
= f (a) a f
(a)
10. Suppose that the function f : R R is differentiable at 0. Prove that
.
xd0
lim
f (x
2
) f (0)
x
= 0
11. Suppose I is a neighbourhood of x
0
. Suppose f : I R is a continuous, strictly
monotone function differentiable at x
0
. Assume that f '( x
0
) = 0. Use the
characteristic property of inverses, f
1
( f (x)) = x for x in I and the Chain Rule
to prove that the inverse function f
1
: f (I) R is not differentiable at f (x
0
).
Thus the assumption in Theorem 34 Chapter 4 is necessary.
12. Suppose that the function f : (1,1) R has n derivatives and that its nth
derivative f
(n)
: (1,1) R is bounded. Assume also that
f (0) = f '(0) = = f
(n-1)
(0) = 0.
Prove that there is a positive constant K such that | f (x) | K |x|
n
for all x in
(1, 1).
13. Determine if the function f defined below is differentiable at x = 0. If it is, what
is f ' (0)?
. f (x) =
x
3
sin(
1
x
2
), x ! 0
0, x = 0
Determine the derived function f '. Is f ' continuous at x = 0 ?
Chapter 4 Differentiable Functions
30
Ng Tze Beng 2008
14. Compute the derivative of each of the following functions.
a. f (x) = cot(x
2
) + sec(x). b. . c. f (x) = sin
2
(7x)cos
3
(x). f (x) =
cos(3x) + 1
cos(2x) 1
d. . e. f (x) = cos
3
(cos(5x)). f. . f (x) =
7x + 1
x
2
+ x + 1
4
f (x) = x + x + x
15. Find the absolute extrema of the given function on the indicated interval.
a. . f (x) =
x
2
6
2x 5
; [0,
9
4
]
b. . g (x) =
x
3
3x + 5, 0 [ x [ 2
x
2
5x + 13, 2 < x [ 3
; [0, 3]
16. Without computing show that .
3
28
1
28
<
3
28 3 <
1
27
(Hint : Apply the Mean Value Theorem to on [27,28].) f (x) =
3
x
17. (a) Use Rolle's Theorem to prove that the equation
has at most one root that lies in the
x
6
6
x
5
5
+
x
4
2
2x
3
3
+
x
2
2
x 4 = 0
interval (3/2, 2).
(b) Use Intermediate Value Theorem to show that the equation
has at least one root that lies in the
x
6
6
x
5
5
+
x
4
2
2x
3
3
+
x
2
2
x 4 = 0
interval (3/2, 2).
(c) Using (a) and (b), deduce that the equation
x
6
6
x
5
5
+
x
4
2
2x
3
3
+
x
2
2
x 4 = 0
has exactly one root that lies in the interval (3/2, 2).
18. Is there a differentiable function f such that f ' (0) = 1, and f ' (x) 2 for all
real numbers x > 0 ?
19. Let f be a function whose f ' (x) = 4 for all real numbers x, and f (1) = 3.
Use Mean Value Theorem to show that f (x) = 4x 1.
20. Evaluate, if it exists, each of the following limits.
a. . b. . c. .
xdv
lim
sin
2
(2x)
1 + cos(5x) xd 0
lim
2x ln(2x + 1)
1 cos(3x) xd1
lim
1
ln(x)
1
x 1
d. . e. . f. .
xd2
lim
1
x 2
1
e
x2
1 xd0
lim
0
x
sin(t
2
+ t)dt
tan(x
2
) xd0
lim
tan
2
(x
2
)
x
3
g. . h. .
xd0
+
lim x
sin(x
3
)
xd0
lim (e
x
+ 7x)
1
x
21. Evaluate the following limits.
a. . b. . c. . d. .
xd+
lim
x
7
e
x
xd+
lim
(ln(x))
7
x
xd0
+
lim tan(x
3
) ln(x)
xd0
+
lim (sin(x))
x
3
22. Find for the given f and d. ( f
1
)
(d)
a. b. f (x) = 10x + 1 , x m
1
10
; d = 1. f (x) =
1
2
sec(x) , 0 [ x <
v
2
; d =
1
3
.
c. f (x) = x
2
5x 10 , x m
5
2
; d = 4.
23. Differentiate the following functions.
Chapter 4 Differentiable Functions
31
Ng Tze Beng 2008
a. . f (x) = x
tan(x)
; x c (0, )
b. . g(x) = ln
0
sin
3
(x)
1
1 + t
2
+ sin
2
(t + t
2
)
dt ; x c (0,
v
2
]
c. . d. . h(x) = x
(e
(x
2
+x)
)
; x > 0 u(x) = (ln(x + 1))
ln(x+1)
; x > 1
e. . f. . g(x) = (17
x
)
7
x
k(x) = log
5
(log
7
(x + 2))
Chapter 4 Differentiable Functions
32
Ng Tze Beng 2008