Differentiation of Functions

Lesson: Differentiation of Functions

Paper : Analysis-II
Lesson Developer : Ms. Harindri Chaudhary

Department / College: Department of Mathematics,

Deshbandhu College, University of Delhi

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 Differentiation of Functions

Table of Contents

Chapter : Differentiation of Functions

1 : Learning Outcomes

2 : Introduction

3 : Differentiation of Functions

3.1 : Definition of Derivative

3.2 : Algebra of Derivatives

3.3 : Caratheodory’s Theorem

3.4 : The Chain Rule

4. : Exercises

5 : Multiple Choice Questions

6 : References for further reading.

1. Learning Outcomes

After you have read this chapter, you should be able to

 Define the derivative of a function.

 Find a relation between a continuous function and a differentiable
function.
 Define and discuss algebra of derivatives of functions.
 Characterize differentiability in term of continuity of a function, via,
Caratheodory’s Theorem.
 State and Prove the Chain Rule of differentiable functions.

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 Differentiation of Functions

Differentiation of Functions

“I turn away in fright and horror from this lamentable plague

of functions that do not have derivatives”.

— C. Hermite, 1893

“The method of Fluxions [the calculus] is the general key by

help whereof the modern mathematicians unlock the secrets
of Geometry, and consequently of Nature”.

— Bishop Berkeley

Introduction

Modern mathematics began with two great advances – analytic

geometry and the calculus. Analytic geometry took definite form in the
year 1637 while the calculus took the definite shape in 1966. Rene
Descartes (1596-1650), the great French mathematician of the
seventeenth century is generally credited as the founder of analytic
geometry. On the other hand, both Newton (1642-1727) and Leibnitz
(1646-1716), share the credit for inventing “Calculus” independently in
the seventeenth century. The former used physical approach while the
later used geometrical approach.

Further, Newton used the term “rate of change in his second law of
motion. Thus, the calculus, sometimes, may be defined as mathematics of
motion and change. It was inevitable after the work of Cavalieri (1598-
1647), Fermat (1601-1665), Wallis (1616-1703), Barrow (1630-1677)
and others that the calculus should presently get itself organized as an
autonomous discipline. In fact, P. Laplace (1749-1827) considered Fermat
the discoverer of differential calculus as Fermat developed a method for
finding tangents and solving maximum and minimum problem using a
difference quotient, identical to the one which we now use to define

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 Differentiation of Functions

derivatives, although he did not have a theory of limit. Calculus grew with
the stimulus of applied work that continued through the 18 th century, into
analysis topics such as the calculus of variations, differential calculus etc.
During this period, calculus techniques were applied to approximate
discrete problems by continuous one.

Cauchy formulated calculus in term of geometric ideas and

infinitesimals. Furthermore, he introduced the concept of the Cauchy
sequence. In fact, Cauchy contributed to many areas including real and
complex analysis, number theory, differential equation, mathematical
physic and probability. He was one of the most important mathematicians
in the first half of the nineteenth century. Karl Weierstrass in the 1870’s
developed (, )
understanding to the idea of continuity. He did fundamental work on the
foundation of arithmetic and analysis, on complex analysis, the calculus of
variation, and algebraic geometry. He astonished the entire mathematical
world by constructing a function which is continuous everywhere but
nowhere differentiable. Undoubtedly, he is known as the father of Modern
Analysis. In subsequent decades the subject developed further through
the works of several mathematician, most notably Euler, Cauchy,
Riemann and Cantor.

Today, calculus and its extension in real analysis which is a part of

mathematical analysis are far reaching indeed. Now, every mathematician
knew that analysis arose naturally in the nineteenth century out of the
calculus, which involves the elementary concepts and techniques of
analysis, of the previous two centuries.

Today not only the mathematics but many other subjects – such as
Economic, Physics, Chemistry and Biological Sciences are enjoying the
fruits of calculus.

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 Differentiation of Functions

The chapter illustrates the importance of the notion of derivative of

a function as one of the most classified topics in calculus. Here we give a
theoretical treatment of differentiation and related topics. We start the
chapter with quotations taken from the literature. We now give the
sectionwise summary of the chapter. The chapter is divided into four
sections. In each section definition, examples, theorem, remarks etc. are
furnished with substantial examples to stimulate the learning process and
they are numbered consecutively in each section and we also indicate
both the chapter and the section numbers. Frequently, there are some
pertinent remarks before or after the statement of the definitions,
theorems etc.

Section one (3.1) begin with the formal definition of a derivative of

a function. Furthermore, we have discussed various basic concepts and
interesting results related to differentiability. We, also establish a relation
between differentiability and continuity of a function. In fact, we establish
that differentiability of any function implies the continuity of that function,
but the converse is not true.

Section two (3.2) deals with many results that are useful in finding
derivatives of various combinations of functions. Moreover, these results
will enlarge our collection of differentiable functions rather extensively.

In the third section (3.3) we discuss a theorem due to C.

Caratheodory which makes it possible to reduce some of the theorems on
derivatives to theorems on continuity. Indeed, this theorem, sometimes
referred as the characterization of differentiability in terms of continuity.
The section ends with the illustration of the theorem.

Lastly, in the fourth section (3.4), we study another fundamental

property, namely, the chain rule of differentiable functions. Moreover the
result forms the basis for calculating the derivatives of most elementary

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 Differentiation of Functions

functions. In the end we conclude that the chain rule is probably the most
important theorem about derivatives.

Finally, the chapter ends with a list of exercises (with the answers /
hints) and references for further reading.

3.1 Definition of Derivative

We start the chapter with the formal definition of a derivative of

real- valued function and further, we discuss many basic concepts and
interesting results related to differentiation. Throughout the chapter, the
symbol R denotes the set of real numbers.

Definition 3.1.1. Let A  R , and let a  A be an element of A which is

also a limit point of A. A function f : A  R is said to be differentiable at

the point a of A if the limit

f ( x)  f (a)
lim
x a xa

exists. If the limit exists, it is called the derivative of f at the point a and
the value of the limit is denoted by f (a) or Df (a) or

df dy
(a) or  where y  f ( x)  .
dx dx x a

Therefore, for a function f which is differentiable at a, we have

f ( x)  f ( a )
f (a)  lim
x a xa

or, equivalently, we can write

f ( a  h)  f ( a )
f (a)  lim ( Replace x  a with h )
h0 h

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 Differentiation of Functions

From the definition of limit of a function, we can say that the real
number f (a) is the derivative of f at a if given any  > 0, there exists a 

> 0 (depending on ).

such that

f ( x)  f (a )
 f (a)   whenever 0  | x  a |   and x  A .
xa

Definition 3.1.2: Let A  R , let a be a limit point of A, and let f : A  R

be any function. Then f is said to be differentiable on A if f is differentiable

at every point of A.

Value Addition : Remarks

(i) The function f itself is sometimes written as f (0) .

(ii) The process by which f is obtained from f is called

differentiation
(iii) In case f is differentiable on A, we obtain a new function, f
whose domain is the set of points at which f is differentiable,
thus
dom (f)  dom f. For example if f ( x)  x, x  R , then for any

a  R we obtain
f ( x)  f ( a ) xa
f (a)  lim  lim 1
x a xa x a x  a

Thus f (a) = 1 for all a  R.

This implies that the function f is defined for all of R and f ( x)

= 1 for all x  R
f ( x)  f (a)
(iv) If the lim does not exist, or if a is not an element
x a xa
of A or a is not a limit point of A, then f (a) is not defined,

and we say that f is not differentiable at the point a of A.

I.Q.1
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 Differentiation of Functions

Examples. 3.1.3 (i) Let f : R  R be any constant function. We take

f ( x)  c for all x  R and let a  A. Now, we compute the limit.

f ( x)  f (a ) cc
lim  lim 0
x a xa x a x  a

Thus, f (a)  0, a  R or f ( x)  0 , for all x  R. This implies that the

derivative of a constant function is the zero function.

(ii) Let f : R  R be the function f ( x)  x 2 , x  R . Suppose that a  R. In

order to find f (a) , we compute the limit

f ( x)  f ( a ) x2  a2 ( x  a)  ( x  a)
lim  lim  lim
x a xa x a x  a x a xa

 lim( x  a)  2a .
x a

i.e. f (a)  2a , where a  R.

Thus, in this case, the function f ( x) is differentiable at a and its

derivative at a is 2a. In fact, we have f ( x)  2 x for all x  R.

It follows that f is differentiable on R and f ( x)  2 x , where x  R.

(iii) Let f : (0, )  R be defined by

1
f ( x)  ( x  0)
x

Let a  (0, ) . We notice that

1 1
f ( x)  f (a)  ( x  a ) 1
f (a)  lim  f (a)  lim x a  lim  2.
x a xa x a x  a x a a.x.( x  a ) a

1
Thus, f (a)   . a  R.
x2

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 Differentiation of Functions

Since a  (0, ) was taken arbitrarily, therefore it follows that

1
f ( x)   for x > 0 .
x2

(iv) Let f : [0, )  R be defined by

f ( x)  x for x  0 .

For any a > 0, we observe that

f ( x)  f ( a ) x a
f (a)  lim  lim
x a xa x a xa

 x a x a ( x  a)
 lim     lim
x a
 xa x a x  a ( x  a)( x  a )

1  12
1
  a
2 a 2

1  12

Therefore, f (a)  a , a0
2

1  12
In fact, f (a)  x , for x > 0.
2

Value Addition: Interpretations

(i) Geometrically, the derivative f (a) of a function f at a point x

= a represents the slope of the tangent to the curve y  f ( x)

at that point.
(ii) Physically, the derivative of a function f at t = t0 represent the
instantaneous speed of the particle at the time t  t0 .

I.Q.2

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 Differentiation of Functions

Proposition 3.1.4: Let f : A  R be differentiable at x = a, and g : A  R

be equal to f, i.e. f ( x)  g ( x) for all x  A, then g is also differentiable at x

= a and in fact, g (a)  f (a) , a  R

Proof: By definition of differentiability of f at x = a, we have

f ( x)  f ( a )
f (a)  lim
x a xa

g ( x)  g (a )
 lim  g (a) ( f ( x)  g ( x) for all x  A).
x a xa

Thus, f (a)  g (a) which we concludes that g is also differentiable at x =

a.

Example 3.1.5. In the above result, if two functions f and g merely have
the same value at x, i.e. g (a)  f (a) , this does not imply that g (a)  f (a)

For example,

Let f ( x)  1, xR and g ( x)  x, x  R.

Then, we conclude that f ( x)  0 for all x  R and g ( x)  1 for all x  R.

Let us take a  1  R . Then f (1)  g (1) . But f (1)  g (1) .

Value Addition: Note

Thus, there is a big difference between two function being equal on
their whole domain and merely being equal at one point.

Now, we introduce the concepts of the right-hand derivative of f and

left-hand derivative of f at a point a which are, respectively, determined
by the expression

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 Differentiation of Functions

f ( x)  f (a) f ( x)  f (a)
f (a)  lim and f (a)  lim .
x a
x a
xa x a
xa
xa

The right-hand and left-hand derivatives are also referred one-sided

derivatives.

Value Addition: Remember

The necessary and sufficient condition for the derivative f (a) of f

at x = a to exists is that the right-hand and left-hand derivatives of

f at the point x = a both exist and are equal to each other. In this
case, the value of each of them automatically coincides with f (a) .

I.Q.3

Let us consider the function f defined by

f ( x)  | x |, x  [1,1]

where,

 x, x0
f ( x)  | x |  
  x, x0

We show that f is not differentiable at x = 0.

For this, we have

Figure 1

f ( x)  f (0) |x|
f  (0)  lim  lim 1
x 0 x0 x 0 x

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 Differentiation of Functions

and

f ( x)  f (0) |x|
f (0)  lim  lim  1
x 0 x0 x 0 x

Here, both left-hand and right-hand derivatives exist but they are not
equal.

Thus, it follows that f is not differentiable at x = 0.

However, at all the remaining points the derivative of | x | exists

and is expressed by the formula

 1, x0
| x | sgn x  
 1, x0

Our next result establish that the differentiability of a function at a point

implies continuity of the function at that point.

Theorem 3.1.6. Let A  R and a be a limit point of A. If a function

f : A  R is differentiable at a, then f is continuous at a.

Proof: We are given that f is differentiable at a, that is,

f (a)  f (a)
f (a)  lim exists and finite. We have to show that f is
x a xa
continuous at a. We notice that

f ( x)  f ( a )
f ( x)  f ( a )  .( x  a)
xa

for x  A and x  a.

f ( x)  f (a)
Since lim( x  a)  0 and lim exist and finite, therefore
x a x a xa

lim[ f ( x)  f (a)]  0.
x a

Thus, lim f ( x)  f (a) .

x a
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 Differentiation of Functions

It follows from the definition of continuity that the function f is continuous

at
x = a.

Value Addition: Remarks

(i) We conclude from the Theorems 3.1.6 that continuity of a
function f at a point x = a is a necessary condition for the
existence of the derivative of f at x = a. However, it is not a
sufficient condition.
(ii) We also observe that from Theorem 3.1.6 that non-continuity
of f implies non-differentiability of f.

Example 3.1.7: Let us consider a function f : R  R be defined by

 x, x 1
f ( x)   2
x , x 1

Thus f is continuous at x = 1 but not differentiable at x = 1.

For this, we have

Figure 2

f (1  h)  f (1) f (1  h)  1
lim  lim 1
h0 h h0 h

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 Differentiation of Functions

and

f (1  h)  f (1) f (1  h) 2  1
lim  lim 2
h0 h h0 h

The derivative of the above function f at the point x = 1 dos not exists
since the right-hand and left-hand derivatives at this point are different.
But at all the remaining points the derivative of f exist and is given by the
formula

1, x 1
f ( x)  
 2 x, x 1

The function f gives us an example of a function continuous at a point x =

1 and having no derivative at that point,

This example show that the converse of the Theorem 3.1.6 does not hold.

I.Q.4

3.2 Algebra of Derivatives

In this section we now prove some results that are useful in finding
derivatives of various combination of functions without our having to
indulge in the technical process of appealing to the definition of
differentiable function. Further, these results will enlarge our collection of
differentiable functions rather extensively.

Theorem 3.2.1. Let A  R , let a be a limit point of A, and let f : A  R

and
g : A  R be any function. Further, let  and  be any real numbers.

If f and g are differentiable functions at x = a, then

(i)  f   g is also differentiable at x = a, and

( f   g )(a)   f (a)   g (a)

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 Differentiation of Functions

(ii) fg is also differentiable at x = a, and

( fg )(a)  f (a) g (a)  f (a) g (a)

1
(iii) is also differentiable at x = a provided f ( x)  0 for all x  A, and
f

 1  (a)   f (a)
 f 
  ( f (a))2 .

Proof: We are given that f and g are differentiable at the point x = a

which implies that

f ( x)  f ( a ) g ( x)  g ( a )
f (a)  lim , and g (a)  lim
x a xa x a xa

both exist and finite.

(i) Consider the limit

( f   g )( x)  ( f   g )(a)
lim
x a xa

 [ f ( x)  f (a)]  [ g ( x)  g (a)]
 lim  lim (by using algebra of
x a xa x a xa
limits)

f ( x)  f (a ) g ( x)  g (a )
  lim   lim
x a xa x a xa

  . f (a)   g (a) .

Thus, ( f   g )(a)   . f (a)   g (a), a  A .

Hence, we obtain that the function  f   g is differentiable at x = a with

derivative  . f (a)   g (a) .

(ii) We now, compute the limit

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 Differentiation of Functions

( fg )( x)  ( fg )(a) f ( x) g ( x)  f ( a ) g ( a )
lim  lim
x a xa x  a xa

f ( x) g ( x)  f ( x) g ( a )  f ( x) g ( a )  f ( a ) g ( a )
 lim
x a xa

f ( x)( g ( x)  g (a))  g (a)( f ( x)  f (a))

 lim
x a xa

g ( x)  g ( a) ( f ( x)  f (a))
 lim f ( x).lim  g (a)lim
x a x a xa x a xa

(by using algebra of limits).

Since f is differentiable at x = a, therefore by using Theorem 3.1.6, we

conclude that f is continuous at x = a. Thus, lim f ( x)  f (a) .
x a

Therefore, we deduce that

( fg )( x)  ( fg )(a)
lim  f (a) g (a)  g (a) f (a)
x a xa

which implies that fg is differentiable at x = a with derivative

( fg )(a)  f (a) g(a)  g (a) f (a) .

(iii) Let us obtain the limit

1 1

f ( x) f ( a) f (a )  f ( x)
lim  lim
x a xa x a f ( a ) f ( x )( x  a )

f ( x)  f ( a ) 1
  lim .lim
x a xa x a f ( a ) f ( x )

(by using algebra of limits).

Since f is differentiable at a point x = a, therefore by using

Theorem 3.1.6, we conclude that f is continuous at x = a.

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 Differentiation of Functions

Thus, by definition of continuity, we have

lim f ( x)  f (a)
x a

Therefore, we conclude that

1 1

f ( x) f (a) f (a)
lim 
x a xa ( f (a)) 2

1
It follows that the function is differentiable at x = a and
f

 1  (a)   f (a) .
 f 
  ( f (a))2

Corollary 3.2.2. Let f1 , f 2 ,..., f n be functions defined on a set A  R and

are differentiable at a point a  A, then

(i) the function f1 , f 2 ,..., f n is differentiable at a and

 f1  f 2  ...  f n  (a)  f1(a)  f 2(a)  ...  f n (a)

(ii) The function f1 f 2 ....... f n is differentiable at a and

( f1 f 2 ....... f n )(a)  f1(a) f 2 (a).... f n (a)  f1 (a) f 2(a).

... f n (a)  ....  f1 (a) f 2 (a)... f n (a)

Also, ( f n )(a)  n( f (a))n1. f (a) .

Proof: (i) We prove it by principle of mathematical induction.

By Theorem 3.2.1, the assertion is true for n = 2.Assume that the

result is true for n = k, that is,

( f1  f 2  ....  f k )(a)  f1(a)  f 2(a)  ...  f k(a) .

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 Differentiation of Functions

Now, we consider

( f1  f 2  ....  f k  f k 1 )(a)  ( f1  f 2  ....  f k )(a)  f k1 (a)

 f1(a)  f 2(a)  ...  f k(a)  f k1 (a) .

This implies that the result is true for n = k + 1. Thus the result hold true
by induction.

(ii) Similar arguments as given in the part (i).

Let us take f1  f 2  ....  f n  f in (ii), we obtain

( f n )(a)  n( f (a))n1. f (a) .

and this completes the proof.

As a special case, if we take f ( x)  x , then

( f n )( x)  ( xn )  nxn1.1  nxn1, x  R, n  N

Corollary 3.2.3. Let A  R, let x = a be a limit point of A. If f : A  R

and
g : A  R are differentiable at x = a and g(x)  0 for all x  A, then f | g
is also differentiable at x = a and

 f  (a)  f (a).g (a)  g (a) f (a)

g
  ( g (a)) 2

Proof: Then, by using Theorem 3.2.1 (ii), we obtain

 f  (a)   f . 1  (a)
g  g 
   

= f (a) 
 1  (a)  f (a). 1

g g (a )

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 Differentiation of Functions

  g (a)  f (a)
 f (a)  2 
 (by using Theorem
 ( g (a))  g (a)
3.2.1(iii))

f (a) g (a)  g ( a) f ( a)

( g (a)) 2

which established that the function f | g is differentiable at x = a with the

derivative

f (a) g (a)  g (a) f (a)

( g (a)) 2

I.Q.5.

Value Addition : Remarks

(i) In order to prove the Corollary 3.2.3, we have used parts (ii)
and (iii) of Theorem 3.2.1. However, a direct, proof may be
given.
(ii) The converse of the above Corollary 3.2.3 is not true.
(iii) The converse of the above theorem 3.2.1 is not true.
(iv) The part (ii) of Theorem 3.2.1 is famously known as the
product rule or the Leibnitz’s rule after Gdtfried Leibnitz
(1646-1716) who was also the founder of differential and
integral calculus besides the great scientist and
mathematician Sir Isaac Newton (1642-1727)
(v) Corollary 3.2.3 is famously known as the quotient rule.

For part (iii),i.e., Theorem 3.2.1(i) of the above remarks, let us take

f ( x)  | x | , x  R, g(x) = | x |, x  R,  = 1,  = 1.

Then ( f   g )( x)  0 which is differentiable at x = 0 but f and g are not

differentiable at 0.
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 Differentiation of Functions

Again, for part (iii), that is, Theorem 3.2.1(ii) of the above remark, we
consider

f ( x)  | x | , x  R, g(x) = | x |, x  R.

Then f and g are not differentiable at x = 0.

But ( f .g )( x)  f ( x) g ( x)  | x |2  x 2 which is differentiable at the point x = 0.

Likewise, the other parts of the theorem 3.2.1 can be discussed in the
similar manner.

Example 3.2.4. Let n be a natural number, and let f : R  R be the

function
f(x) = xn, x  R Then, for any x, we have

f ( x)  nx x1

We prove it by using Principle of Mathematical Induction.

If n = 1, then

f ( x  h)  f ( x )
f ( x)  lim
h0 h

( x  h)  x
 lim  1.
h0 h

It follows that the result is obvious for n = 1.

Figure 3

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 Differentiation of Functions

Now let us assume that the result is true for n = k.

Thus f ( x)  kx k 1 , x  R.

By using Theorem (3.2.1)(ii), we obtain

f ( x)  ( x k 1 )  ( x k .x)  x k .1  x.kx k 1

 (k  1) x k  (k  1) x( k 1)1

and the result follows by induction.

I.Q.6

Example 3.2.5. Let n be a positive integer, and let r ( x)  x  n where x  0

. Let us take f ( x)  1 and g ( x)  x n for all x  R. Suppose that a  R and

a  0. By using quotient rule (Corollary 3.2.3), we have

g (a) f (a)  f (a) g (a)

r (a) 
( g (a)) 2

a n .0  1.na n1

(a n ) 2

n
 n 1
 na  n1
a

We observe that the derivative of x n is nx n for both positive as well as

negative integers.

I.Q.7

3.3 Caratheodory’s Theorem

In this section we study a theorem which makes it possible to

reduce some of the theorems on derivatives to theorem on continuity and
is also due to Constantin Caratheodory (1873-1950).

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 Differentiation of Functions

Theorem 3.3.1 (Caratheodory). Let A  R and let a be a limit point of

A. Then a function f : A  R is differentiable at a if and only if there exists
a function f * : A  R such that

f ( x)  f (a)  f * ( x)( x  a)

for all x  A, f * is continuous at a. Moreover, if these conditions hold,

then f (a)  f * (a) .

Proof: Let us first assume that f is differentiable at x = a. Now we can

defined f * : A  R by

 f ( x)  f (a) , if x  A, x  a

f ( x)  
*
xa
 f (a), if x  a

The f * is continuous at a, since lim f * ( x)  f (a)  f * (a) and

x a

f ( x)  f (a)  f * ( x)( x  a) for x  A .

Conversely, if there exists a continuous function f * : A  R such that

f ( x)  f (a)  f * ( x)( x  a) for x  A .

We need to show that f is differentiable at x = a. We have

f ( x)  f (a)  f * ( x)( x  a) for x  A

Then by dividing the above expression by x  a and letting x  a, we find

that f (a) exists and equals f * (a) which established the theorem.

Value Addition: Do you Know

(i) The above theorem is sometimes referred as the
characterization of differentiability in terms of continuity.
(ii) We observe that the above theorem states that every
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 Differentiation of Functions

differentiable function is approximated by a linear function

whose slope is the derivative.
This approximation was observed by the great scientist and
mathematician Isaac Newton (1642-1727), one of the founders of
differential and integral calculus.

To give an illustration of Caratheodory’s theorem 3.3.1, we discuss

the following examples:

Example 3.3.2. Let us consider the function f : R  R defined by f(x) =

x4 for all x  R.

Then for any a  R, we observe that

x 4  a 4  ( x  a)( x  a)( x 2  a 2 )

Here, we take f * ( x)  ( x  a)( x 2  a 2 ) . Then f * satisfies the conditions of

Theorem 3.3.1.

Thus, we deduce that f is differentiable at x = a and

f (a)  f * ( x)  2a.2a 2  4a3 .

Now we consider the chain rule.

I.Q. 8

3.4 The Chain Rule

This section deals with another fundamental property, namely, the

chain rule of differentiable function which together with Theorem 3.2.1
forms the basis for calculating the derivatives of most elementary
functions. The chain rule establish a formula for finding the derivative of a
composite function g f in terms of the derivatives of g and f and is
probably the most important theorem about derivatives.

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 Differentiation of Functions

Let us assume that the composition ( g f )( x) is defined in a

neighbourhood of x = a and f (a) and g ( f (a)) both exist.

To evaluate ( g f )(a) , we must have written

g ( f ( x))  g ( f (a))
( g f )(a)  lim
x a xa

g ( f ( x))  g ( f (a)) f ( x)  f (a)

 lim .
x a f ( x)  f (a ) xa

Letting x  a, then we must argue that the second term in the last
product above converges to f (a) and the first term converges to g ( f (a))

as x  a.

But for values of x near a, the quantity f ( x)  f (a) equals zero which

makes the first term in the above expression undefined and we face a
problem, which can be avoided by the use of Caratheodory’s theorem.

I.Q.9

Theorem 3.4.1 (Chain Rule)

Let A, B be subsets of R, let a A be a limit point of A, an let b  B

be a limit point of B. Let f : A  B be a function such that f(a) = b, and
such that f is differentiable at a. Suppose that g : B  R is a function
which is differentiable at b. Then the function g f : A  R is

differentiable at a, and ( g f )(a)  g ( f (a)), f (a) .

Proof: Since f is differentiable at x = a, therefore by using Caratheodory’s

Theorem 3.3.1, we can write

f ( x)  f (a)  ( x  a) f * ( x) for all x  A,

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 Differentiation of Functions

where f * is continuous at x = a and f * (a)  f (a) . Again, since g (b)

exists, by using Caratheodory’s Theorem 3.3.1, we obtain

g ( y)  g (b)  ( y  b) g * ( y) , for all y  b.

Here g * is continuous at b, that is, f (a) and g * (b)  g (b) .

By putting y  f ( x) and b  f (a) , we deduce

g ( f ( x))  g ( f (a))  g * ( f ( x))( f ( x)  f (a))

 g * ( f ( x)). f * ( x)( x  a)

 [( g * f ( x)). f * ( x)]( x  a)

for all x  A such that f(x) B.

By the continuity theorem for composite function,

g * ( f ( x))  g * ( f (a))  g ( f (a)) as x  a

g ( f ( x))  g ( f (a))
Therefore,  (g* f ( x)). f * ( x) .
xa

Letting x  a in the above expression, we obtain

g ( f ( x))  g ( f (a))
lim  g ( f (a)). f (a) .
x a xa

It follows that

(g f )(a)  g ( f (a)). f (a) .

x 1
Example 3.4.2. (i) If f : R \ {0}  R is the function f ( x)  and
x
x 1 
2
g : R  R is the function g ( y)  y , then ( g 2
f )( x)    and the chain
 x 
rule gives
Institute of Lifelong Learning, University of Delhi pg. 25
 Differentiation of Functions

a 1  1
(g f )(a)  2   , where a  R \ {0}
 a  a2

(ii) Let h( x)  sin( x3  5 x), x  R

We set f ( x)  x3  5x, xR so that h  g f.

Then f ( x)  3x 2  5 and g(x) = cos y.

The Chain rule provides

(g f )( x)  h( x)  g ( f ( x)). f ( x)

 cos( x3  5x).(3x 2  5) .

(iii) Let g : R  R be any function defined by

g ( x)  x n , x  R

Then, g ( x)  nx n1 , x  R .

Let us consider a function f : A  R which is differentiable on A.

Now we compute ( g f ).

By applying Chain rule 3.4.1, we obtain

( g f )( x)  g ( f ( x)). f ( x) .

Thus, we have ( f n )( x)  n( f ( x))n1. f ( x) for all x  R.

(iv) For any rational number r, we have

( x r )  rx r 1 , provided x > 0.

m
We write x  where m is an integer and n is a natural number.
n
Then

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 Differentiation of Functions

1
( x r )  (( x m )1/ n )  ( x m )1/ n1.mx m1.1.
n

m
m m 1
 .x m / nm m1  x n .
n n

We notice that if r > 1, then the derivative also exists at x = 0.

Exercise:

 x 4 / 3 sin(1/ x), x  0
1. Let f ( x)  
0, x0
Then show that
(i) f is differentiable on R.
(ii) If f is bounded?
2. Determine the set of points at which the following function are not
differentiable.
(i) f ( x)  | x 3  8 |

(ii) f ( x)  | x 2  2 |
(iii) f ( x)  | sin x |
3. Show that the function f defined as
f ( x)  | x  1 |  | x  1 | for all x  R.

is not derivable at the points x = 1 and x 1 and is derivable at

every other point.

4. Show that the function f defined on R as follows:

 x2 , if x is rational
f ( x)  
 0, if x is irrational
is differentiable at 0 and f (0)  0 . Further show that f is not
differentiable for all x  0.
5. Construct an example of a function which is discontinuous for all x 
0, but differentiable at x = 0.
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 Differentiation of Functions

6. Prove or disprove : every continuous function is also differentiable

function.
7. Find the derivative of the following function using Chain rule:

(i) f ( x)  1  x 2
(ii) f ( x)  (sin x k )m , for m, k  N

f ( x)   1  x100 
200
(iii)

8. Show that f ( x)  x1/ 3 , x  R is not differentiable at x = 0.

9. Let h( x)  ( x5  24 x 2 )99 . Find h( x) by using Chain rule.

10. Let h( x)  (cos x  e4 x )50 . Find h(x) by using chain rule.

5 x
11. Differentiate the function cos(e x ).
4

12. Prove Leibnitz’s rule of finding nth derivative of product of the

function:
n
( fg ) ( x)  
n n
Ck f ( k ) ( x) g ( nk ) ( x)
k 0

1 1/ 2
13. Let f ( x)  x , x  0 . Prove that the derivative of f is f ( x)  x ,
2
for x  0 .
14. Prove or disprove : The function f ( x)  x | x |, x  R is differentiable

on R.
15. Find two functions f and g which are not differentiable at a point

but their quotient 

 f  , is differentiable at that point.

g

Solutions:

1. (i) Use definition of a derivative.

(ii) f is not bounded, on any interval containing 0.

2 (i) {2}

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 Differentiation of Functions

(ii) { 2,  2}

(iii) {n : n  Z }

2. Hint: Here f ( x)  ( x  1)  ( x  1)  2 x, if x  1

 ( x  1)  ( x  1)  2, if  1  x  1

 ( x  1)  x  1  2 x, if x  1

and then compute left hand and right hand derivatives

4. Hint: We observe that

f ( x)  f (0)  x, if x is rational

x0 0, if x is irrational.

f ( x)  f (0)
Thus, lim  0 , that is, f (0)  0
x 0 x0

5. Hint: Consider Q.4.

6. Every continuum function may not be differentiable. For example let

f ( x)  | x |, x [1,1] .

Then, f is continuum at x = 0 but not differentiable at x = 0

7. (i)  f ( x)   x | 1  x 2 , xR

(ii) f ( x)  m(sin x k )m1 cos x k .kx k 1 .

(iii) f ( x)  200(1  x100 )199 .100 x99

8. Let us compute

f ( x)  f (0) x1/ 3 1
f (a)  lim  lim  lim 2 / 3  
x 0 x0 x 0 x x 0 x

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 Differentiation of Functions

which concludes that f is not differentiable at x = 0.

9. h( x)  99( x5  24 x2 )98 .(5x 4 .48x)

10. h( x)  50(cos x  e4 x )49 .( sin x)e4 x 4)

f ( x)   sin(e x 5 x 5 x
).(4 x3  5)
4 4
11. ).(e x

12. Use induction

13. Apply definition of a derivative

f ( x)  f (0) x| x| 0
14. f (0)  lim  lim 0
x 0 x0 x 0 x

and

f ( x)  f (0) x| x|
f (0)  lim  lim 0
x 0 x0 x 0 x

15. Take f ( x)  | x | 1, x [1,1]

g ( x)  | x | 1, x [1,1]

f
Then ( x)  1 which is differentiable at x=0 but f and g are not
g
differentiable at x = 0.

Summary:

In this chapter, we have emphasized on the followings:

 Definition and examples of a derivative of a functions.

 Relation between a continuous function and a differentiable function.
 Statement and proofs of theorems based on the algebra of derivatives.
 Characterization of differentiable function in term of continuous
function which was established by Caratheodory.
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 Differentiation of Functions

 Statement and proof of the Chain Rule of differentiable functions.

References:

1. Aliprantis, C.D., and Burkinshaw Owen, "Principles of Real Analysis",

Third Edition, Academic Press, 2011.

2. Apostal, T.M., "Mathematical Analysis", Second Edition, Addison-

Wesley, Reading, MA, 1974.

3. Bartle, R.G., and Sherbert, D.R., "Introduction to Real Analysis",

Third Edition, John Wiley, New Yokr, 2007.

4. Binmore, K.G., "Mathematical Analysis", Second Edition, Cambridge

University Press, 1999.

5. Courant, R., and John, F., "Introduction to Calculus and Analysis",

Vols. I and II, Springer-Verlag, New York, 1980.

6. Ghorpade, Sudhir R., and Limaye, Balmohan V., "A course in

Calculus and Analysis", Springer-Verlag, New York, 2006.

7. Goffman, C., "Introduction to Real Analysis", Harper and Row,

New York, London, 1966.

8. Goldberg, R., "Methods of Real Analysis":, Second Edition, John-

Wiley, New York, 1976.

9. Halmos, P.R, "Naive Set Theory", Springer-Verlag, New York, 1974.

10. Hewitt, E., and Stromberg, K., "Real and Abstract Analysis,
Springer-Verlag, New York, 1965.

11. Protter, M.H., and Morrey, C.B., "A First Course 'm Real Analysis",
Second Edition, Springer-Verlag, New York, 1991.

12. Ross, K.A., "Elementary Analysis: The Theory of Calculus",

Springer-Verlag, New York, 1980.

13. Roydon, H.L., "Real Analysis", Third Edition, Prentice Hall,

Englewood Cliffs, NJ, 1988.

14. Rudin, Walter, "Principles of Mathematical Analysis", Third Edition,

McGraw-Hill, New York, 1976.

15. Simmons, G.F., "Introduction to Topology and Modern Analysis",

McGraw-Hill, Macmillan, New York, 1963.

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 Differentiation of Functions

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