Chapter 2 Differentiation of Functions of one Real Variable 2.1 Differentiation Definition: Let A ⊆ R and let f : A → R. Let a ∈ A. Then f is said to be differentiable at x = a if f (a + h) − f (a) exists finitely. h→0 h lim If the limit exists finitely, then it is called the derivative of f at x =a or df . differential co-efficient of f at x = a and is denoted by f 0 (a) or dx x=a i.e. f 0 (a) = = lim f (a + h) − f (a) . h lim f (x) − f (a) . x−a h→0 x→a (∵ x = a + h). f (a + h) − f (a) = f 0 (a) exists finitely, then h→0 h f (a + h) − f (a) ∀ ε > 0, ∃ δ > 0 such that − f 0 (a) h satisfying 0 < |h − 0| < δ. If lim < ε for all h Note: A function f is differentiable at x = a means geometrically that a tangent can be drawn to the curve y = f (x) at x = a. The gradient or slope of this tangent is equal to f 0 (a). 36 f (a + h) − f (a) h→0 h exists finitely, then we say that f is differentiable at x = a from the left. Definition: Let f : A → R be a function and a ∈ A. If lim− This finite limit is called the left derivative of f at x = a and is denoted by f−0 (a). f (a + h) − f (a) . h i.e. f−0 (a) = lim− h→0 f (a + h) − f (a) h→0 h exists finitely, then we say that f is differentiable at x = a from the right. Definition: Let f : A → R be a function and a ∈ A. If lim+ This finite limit is called the right derivative of f at x = a and is denoted by f+0 (a). f (a + h) − f (a) . h i.e. f+0 (a) = lim+ h→0 Theorem 2.1. Let f : A → R, A ⊆ R and let a ∈ A. Then f is differentiable at x = a iff f−0 (a) = f+0 (a). Eg: Discuss differentiability of the each of the following functions f : R → R at the origin. 1. f (x) = sin x. 2. f (x) = xn ∀ n ∈ N. 3. f (x) = |x|. √ x. 3 + x if x ≥ 0, 5. f (x) = 3 − x if x < 0. 4. f (x) = Solution: 1. f (x) = sin x. sin h − 0 . h→0 h→0 h sin h = lim . h→0 h = 1 (∈ R). =⇒ f is differentiable at x = 0 and f 0 (0) = 1. lim f (0 + h) − f (0) h = lim 37 2. f (x) = xn ∀ n ∈ N. f (0 + h) − f (0) h lim h→0 hn − 0 . h→0 h = lim hn−1 . h→0 1 if n = 1, = 0 if n 6= 1. = lim 1 if n = 1, =⇒ f is differentiable at x = 0 and f 0 (0) = 0 if n = 6 1. 3. f (x) = |x|. lim− h→0 f (0 + h) − f (0) h = lim− |h| − 0 . h lim− −h . h h→0 = h→0 = −1. =⇒ f−0 (0) = −1. lim+ h→0 f (0 + h) − f (0) h = lim+ |h| − 0 . h lim+ +h . h h→0 = h→0 = =⇒ f+0 (0) 1. = 1. Thus f−0 (0) 6= f+0 (0). =⇒ f is not differentiable at x = 0. 4. f (x) = √ x. f (0 + h) − f (0) lim h→0 h √ h−0 = lim . h→0 h √ h = lim . h→0 h 1 lim √ . h→0 h = ∞. =⇒ f is not differentiable at x = 0. = 38 3 + x if x ≥ 0, 5. f (x) = 3 − x if x < 0. lim− h→0 f (0 + h) − f (0) h = lim− h→0 3−h−3 . h = −1. =⇒ f−0 (0) = −1. lim+ h→0 f (0 + h) − f (0) h = h→0 = =⇒ f+0 (0) lim+ 3+h−3 . h 1. = 1. Thus f−0 (0) 6= f+0 (0). =⇒ f is not differentiable at x = 0. Theorem 2.2. If a function f : A → R, A ⊆ R, is differentiable at x = a then it is continuous at x = a. Proof. Suppose that f is differentiable at x = a. f (x) − f (a) exists finitely and equal to f 0 (a). x→a x−a f (x) − f (a) . i.e. f 0 (a) = lim x→a x−a Then lim For all x ∈ A (x 6= a), we have, f (x) − f (a) f (x) − f (a) = · (x − a). (x − a) =⇒ f (x) − f (a) lim [f (x) − f (a)] = lim · (x − a). x→a x→a (x − a) f (x) − f (a) · lim (x − a). = lim x→a x→a (x − a) = f 0 (a) · 0. = 0. =⇒ lim f (x) − f (a) = 0. lim f (x) = f (a). x→a x→a Hence f is continuous at x = a. 39 Note: The converse part of the above theorem need not be true. Eg: f : R → R given by f (x) = |x|, is not differentiable at x = 0. Let ε > 0 be arbitrary. Choose δ = ε. Then δ > 0. For all x satisfying |x − a| < δ, |f (x) − f (0)| = | |x| − 0| = |x| < δ = ε. i.e. ∃ δ > 0 such that |f (x) − f (0)| < ε for all x satisfying 0 < |x − 0| < δ. Since ε > 0 is arbitrary, ∀ ε > 0, ∃ δ > 0 such that |f (x) − f (0)| < ε for all x satisfying 0 < |x − 0| < δ. Hence f is continuous at x = 0. Theorem 2.3. Let A ⊆ R, let a ∈ A and f : A → R and g : A → R be two functions such that these are differentiable at x = a. 1. If k ∈ R, then the function kf is differentiable at x = a and (kf )0 (a) = kf 0 (a); 2. The function (f ± g) is differentiable at x = a and (f ± g)0 (a) = f 0 (a) ± g 0 (a); 3. The function (f · g) is differentiable at x = a and (f · g)0 (a) = f 0 (a) g(a) + f (a) g 0 (a); 4. If g(x) 6= 0 ∀ x ∈ A, then the function and f is differentiable at x = a g 0 g(a) f 0 (a) − f (a) g 0 (a) f (a) = . g [g(a)]2 Proof. 1. f : A → R is differentiable at x = a and k ∈ R. Case(i): k = 0. In this case, the result is trivial. Case(ii): k 6= 0. Let ε > 0 be arbitrary. Since f is differentiable at x = a, f (x) − f (a) = f 0 (a) exists. x→a x−a lim 40 =⇒ ∃ δ > 0 such that f (x) − f (a) ε − f 0 (a) < for all x x−a |k| satisfying 0 < |x − a| < δ. =⇒ ∃ δ > 0 such that k f (x) − k f (a) − k f 0 (a) < ε for all x x−a satisfying 0 < |x − a| < δ. Hence by the definition, k f (x) − k f (a) = k f 0 (a). x→a x−a lim Thus k f is differentiable at x = a and (kf )0 (a) = k · f 0 (a). 2. Let ε > 0 be arbitrary. Since f is differentiable at x = a, f (a + h) − f (a) ε ∃ δ1 > 0 such that − f 0 (a) < for all h satisfyh 2 ing 0 < |h| < δ1 . Since g is differentiable x = a, g(a + h) − g(a) ε ∃ δ2 > 0 such that − g 0 (a) < for all h satisfying h 2 0 < |h| < δ2 . Choose δ = M in(δ1 , δ2 ). ε f (a + h) − f (a) − f 0 (a) < & h 2 g(a + h) − g(a) ε − g 0 (a) < for all h satisfying 0 < |h| < δ. h 2 Then ∃ δ > 0 such that For all h satisfying 0 < |h| < δ, = = ≤ < = (f + g)(a + h) − (f + g)(a) − (f 0 (a) + g 0 (a)) h f (a + h) + g(a + h) − f (a) − g(a) − (f 0 (a) + g 0 (a)) . h f (a + h) − f (a) g(a + h) − g(a) − f 0 (a) + − g 0 (a) . h h f (a + h) − f (a) g(a + h) − g(a) − f 0 (a) + − g 0 (a) . h h + . 2 2 . i.e ∃ δ > 0 such that (f + g)(a + h) − (f + g)(a) − (f 0 (a) + g 0 (a)) < ε for all h satisfyh ing 0 < |h| < δ. 41 Since ε > 0 is arbitrary, ∀ ε > 0, ∃ δ > 0 such that (f + g)(a + h) − (f + g)(a) − (f 0 (a) + g 0 (a)) h fying 0 < |h| < δ. < ε for all h satis- Hence by the definition, f + g is differentiable at x = a and (f + g)0 (a) = f 0 (a) + g 0 (a). Similarly we can prove that, f − g is differentiable at x = a and (f − g)0 (a) = f 0 (a) − g 0 (a). 3. Since f & g are differentiable at x = a, g(a + h) − g(a) f (a + h) − f (a) f 0 (a) = lim & g 0 (a) = lim . h→0 h→0 h h lim h→0 (f · g)(a + h) − (f · g)(a) h f (a + h) · g(a + h) − f (a) · g(a) = lim . h→0 h = = = lim f (a + h) · g(a + h) − f (a) g(a + h) + f (a) g(a + h) − f (a) · g(a) . h lim [f (a + h) − f (a)] · g(a + h) + f (a) · [g(a + h) − g(a)] . h h→0 h→0 f (a + h) − f (a) g(a + h) − g(a) · lim g(a + h) + lim f (a) · lim . h→0 h→0 h→0 h→0 h h lim = f 0 (a) · lim g(a + h) + lim f (a) · g 0 (a). h→0 h→0 Since g is differentiable at x = a, g is continuous at x = a. i.e. lim g(x) = g(a). x→a i.e. lim g(a + h) = g(a). h→0 Then the equation (4.1) implies that, lim h→0 (f · g)(a + h) − (f · g)(a) = f 0 (a) · g(a) + f (a) · g 0 (a). h Hence f · g is differentiable at x = a and (f · g)0 (a) = f 0 (a) · g(a) + f (a).g 0 (a). 42 (2.1) f f (a + h) − (a) g g 4. lim h→0 h = = = f (a + h) f (a) − g(a + h) g(a) lim . h→0 h f (a + h)g(a) − f (a)g(a + h) . h→0 g(a) · g(a + h) · h lim f (a + h)g(a) − f (a)g(a + h) − f (a)g(a) + f (a)g(a) . h→0 g(a) · g(a + h) · h lim = g(a)[f (a + h) − f (a)] − f (a)[g(a + h) − g(a)] . h→0 g(a) · g(a + h) · h = 1 f (a + h) − f (a) f (a) g(a + h) − g(a) lim − . h→0 g(a + h) h g(a)g(a + h) h lim f (a) 1 · f 0 (a) − lim · g 0 (a). h→0 g(a)g(a + h) h→0 g(a + h) = lim Since g is differentiable at x = a, g is continuous at x = a. 1 1 =⇒ lim = . x→a g(x) g(a) 1 1 = . h→0 g(a + h) g(a) =⇒ lim From (4.2), we have, f f (a + h) − (a) g g lim h→0 h = 1 f (a) · f 0 (a) − · g 0 (a). g(a) [g(a)]2 = g(a)f 0 (a) − f (a)g 0 (a) . [g(a)]2 f Hence is differentiable at x = a and g 0 f g(a)f 0 (a) − f (a)g 0 (a) (a) = . g [g(a)]2 43 (2.2) Corollary: If f1 , f2 , · · · , fn are functions from A → R and A ⊆ R and if these functions are differentiable at ‘a’, a ∈ A then, 1. the function f1 + f2 + · · · + fn is differentiable at ‘a’ and (f1 + f2 + · · · + fn )0 (a) = f10 (a) + f20 (a) + · · · + fn0 (a). 2. the function f1 f2 · · · fn is differentiable at ‘a’ and (f1 f2 · · · fn )0 (a) = f10 (a)f2 (a) · · · fn (a) + f1 (a)f20 (a) · · · fn (a) + · · · + f1 (a)f2 (a) · · · fn0 (a). Theorem 2.4. (Chain Rule): Let A, B ⊆ R. Let f : A → R and g : B → R be two functions such that f (A) ⊆ B and let a ∈ A. If f is differentiable at ‘a’ and g is differentiable at ‘f (a)’ then the composition function g◦f is differentiable at ‘a’ and (g◦f )0 (a) = g 0 (f (a)) · f 0 (a). Proof. Suppose that f is differentiable at ‘a’ and g is differentiable at f (a) (∈ B). f (x) − f (a) g(f (x)) − g(f (a)) Then lim = f 0 (a) and lim = g 0 (f (a)). x→a f (x)→f (a) x−a f (x) − f (a) Consider, g◦f (x) − g◦f (a) lim x→a x−a g(f (x)) − g(f (a)) . = lim x→a x−a g(f (x)) − g(f (a)) f (x) − f (a) · . x→a f (x) − f (a) (x − a) = lim g(f (x)) − g(f (a)) f (x) − f (a) · lim . x→a x→a f (x) − f (a) x−a = lim (2.3) Since f is differentiable at x = a, f is continuous at x = a. Then f (x) → f (a) as x → a. (2.4) From (4.3) & (4.4), we have, g◦f (x) − g◦f (a) = x→a x−a lim g(f (x)) − g(f (a)) f (x) − f (a) · lim . x→a f (x)→f (a) f (x) − f (a) (x − a) lim = g 0 (f (a)) · f 0 (a) . Thus g◦f is differentiable at x = a and (g◦f )0 (a) = g 0 (f (a)) · f 0 (a). 44 Definition: A function f : A → R is said to be differentiable on A, if f differentiable at every point in A. Note: If f : A → R is differentiable on A and g : B → R is dif- ferentiable on f (A) then g◦f is differentiable on A. 2.2 Properties of Differentiable Functions Definition: A function f : R → R is said to be strictly increasing at x = a, if ∃ δ > 0 such that f (x) < f (a) for all x ∈ (a − δ , a) and f (x) > f (a) for all x ∈ (a , a + δ). Definition: A function f : R → R is said to be increasing at x = a, if ∃ δ > 0 such that f (x) 6 f (a) for all x ∈ (a − δ , a) and f (x) > f (a) for all x ∈ (a , a + δ). Eg: A function f : R → R is defined by f (x) = x ∀ x ∈ R. f is strictly increasing function at every point which is greater than zero. Definition: A function f : R → R is said to be strictly decreasing at x = a, if ∃ δ > 0 such that f (x) > f (a) for all x ∈ (a − δ , a) and f (x) < f (a) for all x ∈ (a , a + δ). Definition: A function f : R → R is said to be decreasing at x = a, if ∃ δ > 0 such that f (x) > f (a) for all x ∈ (a − δ , a) and f (x) 6 f (a) for all x ∈ (a , a + δ). Eg: A function f : R → R is defined by f (x) = −x ∀ x ∈ R . f is strictly decreasing function at every point which is less than zero. Theorem 2.5. If f is differentiable at x = a and f 0 (a) > 0 then f is strictly increasing at x = a. Proof. Suppose that f is differentiable at x = a and f 0 (a) > 0. f (x) − f (a) Then lim = f 0 (a) > 0. x→a x−a f (x) − f (a) =⇒ ∀ ε > 0, ∃ δ > 0 such that − f 0 (a) < ε for all x−a x ∈ (a − δ , a) ∪ (a , a + δ). 45 Choose ε = f 0 (a) (> 0). 2 f (x) − f (a) f 0 (a) − f 0 (a) < for all x−a 2 x ∈ (a − δ , a) ∪ (a , a + δ). Then ∃ δ > 0 such that f 0 (a) f (x) − f (a) f 0 (a) < − f 0 (a) < for all 2 x−a 2 x ∈ (a − δ , a) ∪ (a , a + δ). =⇒ − =⇒ f 0 (a) f (x) − f (a) f 0 (a) < <3 for all x ∈ (a − δ , a) ∪ (a , a + δ). 2 x−a 2 f (x) − f (a) > 0 for all x ∈ (a − δ , a) ∪ (a , a + δ). x−a f (x) − f (a) For all x ∈ (a − δ , a), > 0 and for all x ∈ (a , a + δ), x−a f (x) − f (a) >0. x−a =⇒ For all x ∈ (a − δ , a), f (x) − f (a) < 0 and =⇒ for all x ∈ (a, a + δ), f (x) − f (a) > 0 . i.e. ∃ δ > 0 such that f (x) < f (a) for all x ∈ (a − δ , a) and f (x) > f (a) for all x ∈ (a, a + δ) . Hence by the definition, f is strictly increasing at x = a. Note: Converse part of the above theorem need not be true. i.e. f is strictly increasing at x = a =⇒ f 0 (a) > 0. Eg: A function f : R → R defined by, f (x) = x3 ∀ x ∈ R, is strictly increasing at x = 0. f 0 (0) = 0. f is strictly increasing at x = 0 but f 0 (0) ≯ 0. Note: 1. If f is differentiable at x = a and f 0 (a) < 0 then f is strictly decreasing at x = a. 2. Converse part of the above result need not be true. 46 Extremum of Real-Valued Function Definition: Let f be real-valued function defined on R and let a ∈ R. Then the function f is said to have a local maximum(relative maximum) at x = a, if ∃ δ > 0 such that f (x) < f (a) for all x ∈ (a−δ , a)∪(a , a+δ). Similarly we say that the function f has a local minimum(relative minimum) at x = a, if ∃ δ > 0 such that f (x) > f (a) for all x ∈ (a − δ , a) ∪ (a , a + δ). Note:We say that f has a local extremum or relative extremum at x = a, if it has either local maximum or local minimum at x = a. Theorem 2.6. If a function f : R → R has a local extremum at x=a and f is differentiable at x = a then f 0 (a) = 0. Proof. Case(i): Suppose that f has a local maximum at x = a and f is differentiable at x = a. Since f is differentiable at x = a, f 0 (a) exists finitely. Now, there are 3 possibilities: 1. f 0 (a) > 0 2. f 0 (a) < 0 3. f 0 (a) = 0. Suppose that f 0 (a) > 0. By the last theorem, f is strictly increasing at x = a. i.e. ∃ δ > 0 such that f (x) < f (a) ∀ x ∈ (a − δ , a) and f (x) > f (a) ∀ x ∈ (a , a + δ). This contradicts to the fact that f has local maximum at x = a. Hence f 0 (a) ≯ 0. Suppose that f 0 (a) < 0. By the last theorem, f is strictly decreasing at x = a. i.e. ∃ δ > 0 such that f (x) > f (a) ∀ x ∈ (a − δ , a) and f (x) < f (a) ∀ x ∈ (a , a + δ). This contradicts to the fact that f has local maximum at x = a. Thus f 0 (a) ≮ 0. Hence f 0 (a) = 0. 47 Case(ii): Suppose that f has a local minimum at x = a and f is differentiable at x = a. Since f is differentiable at x = a, f 0 (a) exists finitely. Now, there are three possibilities, 1. f 0 (a) > 0 2. f 0 (a) < 0 3. f 0 (a) = 0. Suppose that f 0 (a) > 0. By the last theorem, f is strictly increasing at x = a. i.e. ∃ δ > 0 such that f (x) < f (a) ∀ x ∈ (a − δ , a) & f (x) > f (a) ∀ x ∈ (a , a + δ). This contradicts to the fact that f has local minimum at x = a. Hence f 0 (a) ≯ 0. Suppose that f 0 (a) < 0. By the last theorem, f is strictly decreasing at x = a. i.e. ∃ δ > 0 such that f (x) > f (a) ∀ x ∈ (a − δ , a) & f (x) < f (a) ∀ x ∈ (a , a + δ). This contradicts to the fact that f has local minimum at x = a. Thus f 0 (a) ≮ 0. Hence f 0 (a) = 0. In both cases f 0 (a) = 0. Note: 1. Converse part of the above theorem need not be true. i.e. f 0 (a) = 0 =⇒ f has a local extremum at x = a. Eg: Consider the function f : R → R defined by f (x) = x3 ∀ x ∈ R. f 0 (x) = 3x2 . f 0 (0) = 0. If x > 0, f (x) > f (0). If x < 0, f (x) < f (0). f has no extremum at x = 0. 2. In the above theorem the statement that the function f is differentiable at x = a is essential. 48 Eg: Consider the function f : R → R defined by f (x) = |x| ∀ x ∈ R. f has a local minimum at x = 0 and f is not differentiable at x = 0. f 0 (0) does not exist. 3. A point x = a at which f 0 (x) = 0 where f has no local extremum at x = a , then x = a is called a point of inflexion. Theorem 2.7. ( Rolle’s Theorem): Let A ⊆ R and f : A → R be a function with [a , b] ⊆ A. Suppose that f is continuous on [a , b] and differentiable on (a , b). If f (a) = f (b), then ∃ c ∈ (a , b) such that f 0 (c) = 0. Proof. Suppose that f is continuous on [a , b] and differentiable on (a , b). Suppose also that f (a) = f (b). Since f is continuous on [a , b], f is bounded on [a , b]. Then f attains its supremum & its infimum. Let M = sup f (x) and m = inf f (x). [a , b] [a , b] Then ∃ c , d ∈ [a , b] such that f (c) = M and f (d) = m. Case(i): Both c and d are end points of [a , b]. f (c) = M, f (d) = m and f (a) = f (b). =⇒ M = m. =⇒ f (x) = M = m is constant function on [a , b]. =⇒ f 0 (x) = 0 ∀ x ∈ [a , b]. Hence the result follows. Case(ii): At least one of c , d is not an end point of [a , b]. Without loss of generality we assume that c ∈ (a , b). Since f is differentiable on (a , b), f 0 (c) exists. 1. Suppose that f 0 (c) > 0. Then f is strictly increasing at x = c. =⇒ ∃ δ > 0 such that f (x) < f (c) ∀ x ∈ (c − δ , c) and f (x) > f (c) ∀ x ∈ (c , c + δ). =⇒ f (x) < M ∀ x ∈ (c − δ , c) and f (x) > M ∀ x ∈ (c , c + δ). Then the second inequality contradicts to the fact that M supremum of f (x). Hence f 0 (c) ≯ 0. 49 is the 2. Suppose that f 0 (c) < 0. Then f is strictly decreasing at x = c. =⇒ ∃ δ > 0 such that f (x) > f (c) ∀ x ∈ (c − δ , c) and f (x) < f (c) ∀ x ∈ (c , c + δ). =⇒ f (x) > M ∀ x ∈ (c − δ , c) and f (x) < M ∀ x ∈ (c , c + δ). Then the first inequality contradicts to the fact that M is the supremum of f (x). Hence f 0 (c) ≮ 0. Therefore f 0 (c) = 0. i.e. ∃ c ∈ (a , b) such that f 0 (c) = 0. Eg: If f : R → R is differentiable at all points of R, then between any two roots of f (x) = 0 there will be at least one root for f 0 (x) = 0. Solution: Let x1 & x2 be any two roots of f (x) = 0. Without loss of generality, we assume that x1 < x2 . Since f is differentiable on R, f is continuous on R. Then (i) f is continuous on [x1 , x2 ]. (ii) f is differentiable on (x1 , x2 ). (iii) f (x1 ) = f (x2 ) = 0. By the Rolle’s theorem, ∃ c ∈ (x1 , x2 ) such that f 0 (c) = 0. i.e. c is a root of f 0 (x) = 0. Theorem 2.8. ( Mean Value Theorem): Let f : [a , b] → R be a function. Suppose that f is continuous on [a , b] and that f is differentiable on (a , b) . Then ∃ c ∈ (a , b) such that f 0 (c) = f (b) − f (a) . b−a Proof. Suppose that f is continuous on [a , b] and that f is differentiable on (a , b). Define the function Φ : [a , b] → R by f (b) − f (a) Φ(x) = f (x) − (x − a) ∀ x ∈ [a , b]. b−a 50 Since f is continuous on [a , b] and (x − a) is continuous on [a , b], Φ is continuous on [a , b]. Since f is differentiable on (a , b) and (x − a) is differentiable on (a , b), Φ is differentiable on (a , b). Further Φ(a) = f (a), f (b) − f (a) Φ(b) = f (b) − (b − a) = f (a). b−a Therefore Φ(a) = Φ(b). By the Rolle’s theorem, 0 ∃ c ∈ (a , b) such that Φ (c) = 0. f (b) − f (a) 0 0 i.e. Φ (c) = f (c) − = 0. b−a i.e. ∃ c ∈ (a , b) such that f 0 (c) = f (b) − f (a) . (b − a) Corollary: (i) If f : R → R is continuous on [a , b] and differentiable on (a, b) and f 0 (x) = 0 ∀ x ∈ [a , b], then f is a constant function on [a , b]. Proof. Suppose that f is continuous on [a , b] and differentiable on (a , b). Let x1 , x2 be two points in [a , b]. Without loss of generality, we assume that x1 < x2 . Since f is continuous on [a , b], f is continuous on [x1 , x2 ]. Since f is differentiable on (a , b), f is differentiable on (x1 , x2 ) . By the Mean Value Theorem, f (x2 ) − f (x1 ) . x2 − x1 Since f 0 (x) = 0 ∀ x ∈ [a , b], f 0 (c) = 0. f (x2 ) − f (x1 ) =⇒ f 0 (c) = = 0. x2 − x1 =⇒ f (x2 ) = f (x1 ). ∃ c ∈ (x1 , x2 ) such that f 0 (c) = Since x1 & x2 are arbitrary points in [a , b], f is a constant on [a , b]. 51 (ii) Let f : [a , b] → R and g : [a , b] → R be two continuous functions on [a , b]. Suppose that f & g are differentiable on (a , b) and that f 0 (x) = g 0 (x) for all x ∈ [a , b], then ∃ a constant k such that f (x) = g(x) + k ∀ x ∈ [a , b]. Proof. Consider the function f − g : [a , b] → R. Since f and g are continuous on [a , b], (f − g) is continuous on [a , b]. Since f and g are differentiable on [a , b], (f − g) is differentiable on [a , b]. Since f 0 (x) = g 0 (x) ∀ x ∈ [a , b], f 0 (x) − g 0 (x) = 0 ∀ x ∈ [a , b]. =⇒ (f 0 − g 0 )(x) = 0 ∀ x ∈ [a , b]. =⇒ (f − g)0 (x) = 0 ∀ x ∈ [a , b]. By corollary (i), (f − g) is a constant function on [a , b] . i.e. ∃ a constant k such that (f − g)(x) = k ∀ x ∈ [a , b]. =⇒ ∃ a constant k such that f (x) − g(x) = k ∀ x ∈ [a , b]. =⇒ ∃ a constant k such that f (x) = g(x) + k ∀ x ∈ [a , b]. Theorem 2.9. Let f : R → R be differentiable function on R such that f 0 (c) = 0 for some c ∈ R. Suppose that f 00 (c) exists. Then, 1. if f 00 (c) > 0 then f has a local minimum at x = c. 2. if f 00 (c) < 0 then f has a local maximum at x = c. Proof. Suppose that f is differentiable on R and f 0 (c) = 0 for some c ∈ R. 1. Let f 00 (c) > 0 . Then f 0 is strictly increasing at x = c. =⇒ ∃ δ > 0 such that f 0 (c) > f 0 (x) ∀ x ∈ (c − δ , c) and f 0 (c) < f 0 (x) ∀ x ∈ (c , c + δ). i.e. ∃ δ > 0 such that f 0 (x) < 0 ∀ x ∈ (c−δ , c) and f 0 (x) > 0 ∀ x ∈ (c , c+δ). (2.5) 52 Let x ∈ (c − δ , c) be an arbitrary element. Since f is differentiable on [x , c], f is continuous on [x , c]. By the Mean Value Theorem, ∃ c0 ∈ (x , c) such that f 0 (c0 ) = From (4.5) & (4.6), we have, f (c) − f (x) . c−x (2.6) f (c) − f (x) < 0. c−x =⇒ f (c) − f (x) < 0. i.e. f (c) < f (x). Since x is arbitrary, f (c) < f (x) ∀ x ∈ (c − δ, c). (2.7) Let x ∈ (c , c + δ) be an arbitrary element. Since f is differentiable on R, f is differentiable on (c , x) and f is continuous on [c , x]. By the Mean Value Theorem, ∃ c00 ∈ (c , x) such that f 0 (c00 ) = f (x) − f (c) . x−c From (4.5),we have, f 0 (c00 ) > 0. f (x) − f (c) > 0. x−c =⇒ f (x) − f (c) > 0. =⇒ i.e. f (x) > f (c). Since x is arbitrary, f (c) < f (x) ∀ x ∈ (c , c + δ). (2.8) From (4.7) & (4.8), we obtain that, ∃ δ > 0 such that f (c) < f (x) ∀ x ∈ (c − δ , c) ∪ (c , c + δ). Hence by the definition, f has a local minimum at x = c. 2. Let f 00 (c) < 0. Then f 0 is strictly decreasing at x = c. =⇒ ∃ δ > 0 such that f 0 (x) > f 0 (c) ∀ x ∈ (c − δ , c) and f 0 (x) < f 0 (c) ∀ x ∈ (c , c + δ). 53 (2.9) i.e. ∃ δ > 0 such that f 0 (x) > 0 ∀ x ∈ (c − δ , c) and f 0 (x) < 0 ∀ x ∈ (c , c + δ). Let x ∈ (c − δ , c) be any arbitrary element. Since f is differentiable on R, f is differentiable on (x , c). By the Mean Value Theorem, ∃ c1 ∈ (x , c) such that f 0 (c1 ) = f (c) − f (x) . c−x From (4.9),we have, f 0 (c1 ) > 0. f (c) − f (x) >0. c−x =⇒ f (c) > f (x). =⇒ Since x is arbitrary, f (c) > f (x) ∀ x ∈ (c − δ , c). (2.10) Let x ∈ (c , c + δ) be any element. Since f is differentiable on R, f is differentiable on (c , x). By the Mean Value Theorem, ∃ c2 ∈ (c , x) such that f 0 (c2 ) = f (x) − f (c) . x−c From (4.9),we have, f 0 (c2 ) < 0. f (x) − f (c) <0. x−c =⇒ f (x) < f (c). =⇒ Since x is arbitrary, f (x) < f (c) ∀ x ∈ (c , c + δ). From (4.10) & (4.11), we obtain that, ∃ δ > 0 such that f (x) < f (c) ∀ x ∈ (c − δ , c) ∪ (c , c + δ). Hence by the definition, f has a local maximum at x = c. 54 (2.11) Eg: 1. If f : R → R is a twice differentiable on R such that f (a) = f (b) = 0 and f (c) > 0 for some c ∈ (a , b), then ∃ at least a ρ ∈ (a , b) such that f 00 (ρ) < 0. Solution: Since f is differentiable on R, f is differentiable on (a , c) and f is continuous on [a , c]. By the Mean Value Theorem, ∃ x ∈ (a , c) such that f 0 (x) = f (c) − f (a) f (c) = > 0. c−a c−a i.e. f 0 (x) > 0. Again f is differentiable on [c , b], f is continuous on [c , b]. By the Mean Value Theorem, ∃ y ∈ (c , b) such that f 0 (y) = f (b) − f (c) −f (c) = < 0. b−c b−c i.e. f 0 (y) < 0. Since f is twice differentiable function on R, f 0 is differentiable on R. =⇒ f 0 is differentiable on (x , y) and f 0 is continuous on [x , y]. By the Mean Value Theorem, f 0 (y) − f 0 (x) < 0. ∃ ρ ∈ (x , y) such that f (ρ) = y−x 00 i.e. ∃ ρ ∈ (a , b) such that f 00 (ρ) < 0. 2. If R → R is a twice differentiable on R such that f (a) = f (b) for some a , b ∈ R. If a and b are two consecutive roots of the equation f 00 (x) = 0 then, ∃ a unique element ρ ∈ (a , b) such that f has a maximum or minimum at x = ρ. Solution: Since a and b are two consecutive roots of the equation f 00 (x) = 0, f 00 (a) = 0 & f 00 (b) = 0 and f 00 (x) 6= 0 ∀ x ∈ (a , b). Since f is differentiable on R, f is differentiable on (a , b) and f is continuous on [a , b]. By the Mean Value Theorem, ∃ ρ ∈ (a , b) such that f 0 (ρ) = f (b) − f (a) = 0. b−a 55 (∵ f (a) = f (b) ) Since f 00 (x) 6= 0 ∀ x ∈ (a , b), f 00 (ρ) 6= 0. We have f 0 (ρ) = 0 and f 00 (ρ) 6= 0. i.e. f 0 (ρ) = 0 and f 00 (ρ) > 0 or f 00 (ρ) < 0. Hence f has a maximum or minimum at x = ρ. Suppose that ρ1 , ρ2 ∈ (a , b) such that f 0 (ρ1 ) = f 0 (ρ2 ) = 0. Assume that ρ1 6= ρ2 . Without loss of generality we assume that ρ1 < ρ2 . Since f 0 is differentiable on R, f 0 is differentiable on (ρ1 , ρ2 ) and f 0 is continuous on [ρ1 , ρ2 ]. By the Mean Value Theorem, ∃ ρ ∈ (ρ1 , ρ2 ) such that f 00 (ρ) = f 0 (ρ2 ) − f 0 (ρ1 ) = 0. ρ2 − ρ1 i.e. ∃ ρ ∈ (a , b) such that f 00 (ρ) = 0, a contradiction. =⇒ ρ1 = ρ2 . Thus, ∃ a unique ρ ∈ (a , b) such that f has a maximum or minimum at x = ρ. Note: The Mean Value Theorem is sometimes given in the following convenient form: f (a + h) = f (a) + f 0 (c)h, where c ∈ (a , a + h) or f (a + h) = f (a) + h f 0 (a + θh), where θ ∈ (0 , 1). x Eg: Show that x < sin−1 x < √ ∀ x ∈ (0 , 1). 1 − x2 Let f : [0 , 1] → R be defined by f (x) = sin−1 x ∀ x ∈ [0 , 1]. Then f is continuous on [0 , 1] and differentiable on (0 , 1). Then f is continuous on [0 , x] and differentiable on (0 , x), x ∈ (0 , 1). Then by the Mean Value Theorem, f (x) − f (0) ∃ c ∈ (0 , x) such that f 0 (c) = . x−0 f (x) =⇒ f 0 (c) = . x 1 f (x) i.e. √ = . 2 x 1−c 56 where Since 0 < c < x, 1 1 1< √ <√ . 1 − c2 1 − x2 f (x) 1 i.e. 1 < <√ . x 1 − x2 x =⇒ x < sin−1 x < √ 1 − x2 ∀ x ∈ (0 , 1). Theorem 2.10. (Cauchy Mean Value Theorem): Suppose that both functions f and g are continuous on [a , b] and differentiable on (a , b). Suppose also that g 0 (x) 6= 0 ∀ x ∈ (a , b). Then f (b) − f (a) f 0 (c) = 0 . g(b) − g(a) g (c) Proof. Note that since g 0 (x) 6= 0 for x in (a , b), it follows from the Rolle’s Theorem that g(a) 6= g(b). Define Φ : [a , b] → R by f (b) − f (a) Φ(x) = f (x) − (g(x) − g(a)) ∀ x ∈ [a , b]. g(b) − g(a) Since f & g are continuous on [a , b], Φ is continuous on [a , b]. Since f & g are differentiable on (a , b), Φ is differentiable on (a , b). Further, we have, Φ(a) = f (a), Φ(b) = f (a). Thus Φ(a) = Φ(b). Then by the Rolle’s Theorem, ∃ c ∈ (a , b) such that Φ0 (c) = 0. f (b) − f (a) 0 i.e. ∃ c ∈ (a , b) such that f 0 (c) − g (c) = 0. g(b) − g(a) f (b) − f (a) f 0 (c) i.e. ∃ c ∈ (a , b) such that = 0 g(b) − g(a) g (c). Theorem 2.11. (Taylor’s Theorem):Suppose that f : R → R and its derivatives f (1) , f (2) , · · · , f (n−1) are continuous on [a , a + h] and that f (n) exists on (a , a + h). h (1) h2 (2) Then f (a + h) = f (a) + f (a) + f (a) + · · · 1! 2! n−1 h hn (n) + f (n−1) (a) + f (a + θh), (n − 1)! n! where θ ∈ (0 , 1). 57 Proof. Define Φ : [0 , h] → R by t tn−1 tn Φ(t) = f (a + t) − f (a) − f (1) (a) − · · · − f (n−1) (a) − B; 1! (n − 1)! n! where we choose B to make Φ(h) = 0. From the definition of Φ, we see that Φ(0) = 0, Φ(1) (0) = 0 = Φ(2) (0) = · · · = Φ(n−1) (0). Since f, f (1) , f (2) , · · · , f (n−1) are continuous on [a , a + h], Φ, Φ(1) , Φ(2) , · · · , Φ(n−1) are continuous on [a , a+h] and Φ, Φ(1) , Φ(2) , · · · , Φ(n−1) are differentiable on (a , a + h). Now, we will apply the Rolle’s Theorem to Φ, Φ(1) , Φ(2) , · · · , Φ(n−1) n times. Since Φ(0) = 0 = Φ(h), by the Rolle’s Theorem, ∃ h1 ∈ (0 , h) such that Φ(1) (h1 ) = 0. Since Φ(1) (0) = 0 = Φ(1) (h1 ), by the Rolle’s Theorem to Φ(1) , ∃ h2 ∈ (0 , h1 ) such that Φ(2) (h2 ) = 0. Continuing this way, we obtain that , ∃ hn ∈ (0 , hn−1 ) such that Φ(n) (hn ) = 0. Since 0 < hn < hn−1 < · · · < h2 < h1 < h, hn = θh, where 0 < θ < 1. Now Φ(n) (t) = f (n) (a + t) − B. =⇒ Φ(n) (hn ) = f (n) (a + hn ) − B. =⇒ B = f (n) (a + θh), (∵ hn = θh). Then we have, t (1) f (a) − · · · 1! tn−1 tn − f (n−1) (a) − f (n) (a + θh). (n − 1)! n! Φ(t) = f (a + t) − f (a) − (2.12) By substituting t = h in (4.12), we have, h (1) h2 (2) f (a + h) = f (a) + f (a) + f (a) + · · · 1! 2! hn−1 hn (n) + f (n−1) (a) + f (a + θh), (n − 1)! n! (2.13) where 0 < θ < 1 . Note: 1. The term Rn (h) = hn (n) f (a + θh) is called the Lagrange form of ren! mainder. 58 2. The equation (4.13) can be written as (x − x0 ) (1) (x − x0 )2 (2) f (x) = f (x0 ) + f (x0 ) + f (x0 ) + · · · 1! 2! (x − x0 )n−1 (n−1) (x − x0 )n (n) + f (x0 ) + f (c), (n − 1)! n! where c ∈ (x0 , x). Note: Taylor’s Theorem with Cauchy’s form of the remainder If f : R → R has a continuous (n − 1)th derivative on [a , a + h] and is differentiable n times on (a , b) then h2 (2) hn−1 h f (a) + · · · + f (n−1) (a) f (a + h) = f (a) + f (1) (a) + 1! 2! (n − 1)! hn (1 − θ)n−1 f (n) (a + θh), + (n − 1)! where 0 < θ < 1. Theorem 2.12. (Maclaurin’s Theorem): By putting a = 0 and h = x in the Taylor’s Theorem, we obtain for f : [0 , x] → R, which is differentiable n times, that x (1) x2 (2) xn−1 xn (n) f (0) + f (0) + · · ·+ f (n−1) (0) + f (θx), 1! 2! (n − 1)! n! for some θ ∈ (0 , 1). f (x) = f (0)+ 1 Eg: 1 − x2 6 cos x for all x ∈ R. 2 Let f (x) := cos x. Using the Taylor’s Theorem, with x0 = 0, we obtain, 1 cos x = 1 − x2 + R2 (x), 2 f (3) (c) 3 where R2 (x) = x , 0 < c < x, 3! sin c 3 x. 6 If 0 6 x 6 π, then 0 < c 6 π. = =⇒ R2 (x) > 0. Also if − π 6 x 6 0, then − π 6 c < 0. Then R2 (x) > 0. 1 2 x 6 cos x for |x| 6 π. 2 1 If |x| > π, then 1 − x2 < −3 6 cos x. 2 1 2 Hence 1 − x 6 cos x for all x ∈ R. 2 Therefore 1 − 59 Eg: For any k ∈ N, and for all x > 0, we have, 1 1 2k 1 1 x − x2 + · · · − x < ln(1 + x) < x − x2 + · · · + x2k+1 . 2 2k 2 2k + 1 Let f (x) = ln(1 + x), x > 0. Then f (1) (x) f (2) (x) f (3) (x) .. . f (n) (x) 1 . 1+x 1 = − . (1 + x)2 2 2! = = . 3 (1 + x) (1 + x)3 = = (−1)n−1 (n − 1)! . (1 + x)n Then the Taylor’s Theorem with x0 = 0 is given by, (x − x0 )2 (2) (x − x0 )n (n) (x − x0 ) (1) f (x0 ) + f (x0 ) + · · · + f (x0 ) + Rn (x), f (x) = f (x0 )+ 1! 2! n! where Rn (x) = (−1)n f (n+1) (c) (x − x0 )n+1 , where c ∈ (0 , x). (n + 1)! =⇒ f (x) = x − 1 2 (−1)n−1 xn x + ··· + + Rn (x), 2 n where Rn (x) = 1 (−1)n xn+1 . n + 1 (1 + c)n+1 Thus for any x > 0, if n = 2k, then R2k (x) > 0 and if n = 2k + 1, R2k+1 (x) < 0. Hence the required inequality follows immediately. 2.3 L’ Hospital’s Rules. Indeterminate Forms It was shown before that if lim f (x) = ` and lim g(x) = m, and if m 6= 0, x→a x→a f (x) ` then lim = . x→a g(x) m If m = 0, ` 6= 0, then the limit is infinite. f 0 For the case ` = m = 0, the limit of is , called indeterminate form. g 0 We will see that in this case the limit may not exist or may be any real value, depending on the functions f and g. For example, if we define f (x) = α x, α ∈ R, f (x) αx = lim = α. lim x→0 x x→0 g(x) 60 and g(x) = x, then Note: Other indeterminate forms are represented by the symbols ∞ , 0 · ∞ , 00 , 1∞ , ∞0 , ∞ − ∞. Our attention will be focused on the ∞ 0 ∞ indeterminate forms and . The other indeterminate forms are usually 0 ∞ 0 ∞ reduced to the form and . 0 ∞ L’Hospital’s Rule: The case 0 . 0 Theorem 2.13. Suppose that f and g are continuous on [a , b], differentiable on (a , b) and that f (c) = g(c) = 0 for some c ∈ [a , b] and that g(x) 6= 0 & g 0 (x) 6= 0 for all x ∈ [a , b] \ {c}.Then f 0 (x) f (x) = L (∈ R), then lim = L. 0 x→c g (x) x→c g(x) 1. if lim f 0 (x) = +∞ (or − ∞), then x→c g 0 (x) 2. if lim f (x) = +∞ (or − ∞). x→c g(x) lim Proof. (1). Suppose that f and g are continuous on [a , b] and differentiable on (a , b) and that f (c) = g(c) = 0 for some c ∈ [a , b]. First we consider c ∈ (a , b). Let ε > 0 be given. f 0 (x) Since lim 0 = L, x→c g (x) ∃ δ > 0 such that f 0 (x) − L < ε for all x ∈ (c−δ , c)∪(c , c+δ). (2.14) g 0 (x) Case(i): x ∈ (c − δ , c). By the Cauchy Mean Value Theorem, f (c) − f (x) f 0 (cx ) ∃ cx ∈ (x , c) such that = 0 . g(c) − g(x) g (cx ) f (x) f 0 (cx ) i.e. = 0 . g(x) g (cx ) Since cx ∈ (c − δ , c), from (4.14), we have, f (x) f 0 (cx ) −L < − L < ε for all x ∈ (c − δ , c). g(x) g 0 (cx ) Case(ii) x ∈ (c , c + δ). By the Cauchy Mean Value Theorem, f (c) − f (x) f 0 (dx ) ∃ dx ∈ (c , x) such that = 0 . g(c) − g(x) g (dx ) f (x) f 0 (dx ) = 0 . i.e. g(x) g (dx ) Since dx ∈ (c , c + δ) from (4.15), we have, 61 (2.15) f (x) f 0 (dx ) −L < −L < ε . g(x) g 0 (dx ) Since x ∈ (c , c + δ) is arbitrary, ∃ δ > 0 such that f (x) − L < ε for all x ∈ (c , c + δ). g(x) (2.16) From (4.15) & (4.16), we have, f (x) − L < ε for all x ∈ (c − δ , c) ∪ (c , c + δ). ∃ δ > 0 such that g(x) Since ε > 0 is arbitrary, f (x) ∀ ε > 0, ∃ δ > 0 such that − L < ε for all x ∈ (c−δ , c)∪(c , c+δ). g(x) Hence by the definition, f (x) = L. lim x→c g(x) For the cases c = a and c = b, the proof is similar to the case(ii) and case(i) respectively. (2). Exercise. Eg: 1. sin x lim+ √ x→0 x √ sin x cos x lim+ √ = lim+ 1 = lim+ 2 x cos x = 0. √ x→0 x→0 x→0 x 2 x (1 − cos x) sin x cos x 1 = lim = lim = . 2 x→0 x→0 2x x→0 x 2 2 2. lim ln x 1 = lim = 1. x→1 x x→1 (x − 1) 3. lim L’Hospital’s Rule: The case ∞ . ∞ Theorem 2.14. Suppose that f and g are differentiable on (a , b) and continuous on [a , b] and that lim f (x) = ∞ and lim g(x) = ∞ for some x→c x→c c ∈ [a , b] and that g(x) 6= 0 and g 0 (x) 6= 0 for all x ∈ [a , b] \ {c}. Then f 0 (x) f (x) = L (∈ R), then lim = L; 0 x→c g (x) x→c g(x) 1. if lim f 0 (x) f (x) = +∞ (or − ∞), then lim = +∞ (or − ∞). 0 x→c g (x) x→c g(x) 2. if lim Eg: 62 1 ln x = lim x = 0. x→∞ 1 x→∞ x 1. lim ln sin x 2. lim+ = lim+ x→0 x→0 ln x cos x sin x 1 x x · cos x = 1. = lim+ x→0 sin x Examples of other indeterminate forms. Eg: 1. lim+ x→0 1 1 − x sin x (∞ − ∞ form). 1 1 lim − x→0+ x sin x (sin x − x) = lim+ . x→0 x sin x = lim+ (cos x − 1) . sin x + x cos x lim+ − sin x . 2 cos x − x sin x x→0 = x→0 = 0 = 0. 2 (0 · (−∞) form). 2. lim+ x ln x x→0 lim x ln x x→0+ = lim+ x→0 = lim+ x→0 = ln x 1 x . 1/x . −1/x2 lim (−x) = 0. x→0+ 3. lim+ xx (00 form). x→0 It is from the calculus that, xx = ex ln x . 63 Since exponential function is continuous, lim+ xx = lim+ ex ln x . x→0 x→0 lim x ln x = ex→0+ . = e0 = 1. 4. lim x→∞ 1 1+ x x (1∞ form). We notethat, x 1 1 1+ = ex ln(1+ x ) . x Further, we have, 1 lim x ln 1 + = x→∞ x = = ln 1 + lim x→∞ 1/x lim 1+ x→∞ 1 x→∞ 1 + lim Therefore lim x→∞ 1 1+ x x 1 x 1 x . 1 −1 (−x−2 ) x . −x−2 = 1. 1 lim ex ln(1+ x ) . x→∞ 1 lim x ln 1 + x . = ex→∞ = = e1 = e. 64