Proofs Derivative Proofs Constant Rule (3.2) The derivative of a constant function is 0. That is, if c is a real number, then d c 0 . dx Proof: Let f(x) = c. Then by the definition of the derivative : d f ( x x ) f ( x ) cc 0 lim lim lim 0 0 . c lim x 0 x 0 x 0 dx x x x x0 Quod erat demonstrandum. Power Rule (3.3) If n is a rational number not equal to 0 (constant case above), then the function d x n nx n 1 . For f to be differentiable at x=0, it must f ( x ) x n is differentiable and dx be a number ∋ x n 1 is defined on an interval containing 0. Proof #1 (by mathematical induction): Case 1: n=1 d x x x x lim lim 1 1 1x 0 . Let f ( x ) x1 , then x lim x 0 x 0 x x 0 dx x d x n nx n 1 , then Case 2: Assume the rule works for n, and prove for n+1, i.e, that is dx d x n 1 ( n 1) x n . dx Let f ( x ) x n , and let g ( x ) x n1 x x n x f ( x ) , then d n 1 g ( x x ) g ( x ) ( x x ) f ( x x ) x f ( x ) x lim lim x 0 x 0 dx x x ( x x )( x x ) n x x n x ( x x ) n x ( x x ) n x x n lim lim x 0 x 0 x x x ( x x )n x n x ( x x ) n ( x x ) n x n x ( x x ) n lim lim x x 0 x 0 x x x f ( x x ) f ( x ) x lim lim ( x x ) n xf ( x ) x n x 0 x x 0 x nx n 1 x n nx n x n (n 1) x n Quod erat demonstrandum. Proof #2 (by using the binomial theorem): Case 1: n ∈ : To complete this proof, we will apply the Binomial Theorem: n n ( x a )n x n i a i , i.e. for example, n=4: i 0 i 4 4 4 4 4 4 4 ( x x )4 x 4i x i x 4 x 0 x 3x1 x 2 x 2 x1x 3 x 0x 4 i 0 i 0 1 2 3 4 n n! x 4 4 x 3x 6 x 2 x 2 4 xx 3 x 4 , where nCi , thus for i !( n i )! i 4 n 4! 24 n! n(n 1)(n 2)...3 2 1 2 2!2! 4 6 , and in general, for 1 1!(n 1)! 1 (n 1)(n 2)...3 2 1 n , n n! n(n 1)(n 2)(n 3)...3 2 1 n(n 1) , and 2 2!(n 2)! 2 1 ( n 2)( n 3)...3 2 1 2 n n! n(n 1)(n 2)...3 2 1 n 1 (n 1)!1! (n 1)(n 2)...3 2 1 1 n Thus, employing this theorem, let f ( x ) x n , then apply the theorem and simplify. 1 x n nx n 1x x n 2 x 2 ... x n x n d n ( x x )n x n 2 x lim lim x 0 dx x0 x x 1 1 x nx n 1 x n 2 x ... x n 1 nx n 1x x n 2 x 2 ... x n 2 2 lim lim x 0 x 0 x x 1 1 lim nx n 1 x n 2 x ... x n 1 nx n 1 x n 2 (0) ... (0) nx n 1 x 0 2 2 Case 2: n ∈ . This case requires application of the chain rule, together with the natural number case above, since all rational numbers can be written as a combination of roots and powers. Note that both these cases actually exclude the case of n=0 since that case is handled by the constant case previously addresses. Case 3: n ∈ R . This case requires advanced calculus to prove and is beyond the scope of this course, but is essentially a limiting process involving the fact that all real numbers can be approximated as closely as we like to a rational number, to which we can then d x x 1 as we would expect. apply case 2. So, dx Quod erat demonstrandum. Constant Multiple (3.4) If f is a differentiable function and k ∈ R , then kf is also differentiable and d kf ( x ) kf ( x ) dx Proof: Let g ( x ) kf ( x ) , then k f ( x x ) f ( x ) d g ( x x ) g ( x ) kf ( x x ) kf ( x ) lim lim g ( x) lim x 0 x 0 x 0 dx x x x f ( x x ) f ( x ) kf ( x ) . Since f is differentiable, k lim x 0 x f ( x) 1 f ( x ) , so that the same theorem applies. Note that k k Quod erat demonstrandum. Sum & Difference Theorem (3.5) The sum (or difference) of two differentiable functions f and g is itself differentiable. Moreover, the derivative of f+g (or f – g) is the sum (or difference) of f and g. d f ( x ) g ( x ) f ( x ) g ( x ) . dx Proof: The proof of the sum and difference rule follows directly from properties of limits. Let h( x ) f ( x ) g ( x ) . Then d h( x x ) h ( x ) f ( x x ) g ( x x ) f ( x ) g ( x ) lim h( x ) lim x 0 x 0 dx x x f ( x x ) f ( x ) g ( x x ) g ( x ) lim lim f ( x ) g ( x ) x 0 x 0 x x (The difference version is left to the reader.) Quod erat demonstrandum. Sine and Cosine Derivatives (3.6) d d sin( x ) cos( x) cos( x) sin( x) dx dx Proof: Both these proof will require the use of trigonometric identities for the sum/difference of angles. sin( ) sin cos cos sin and cos( ) cos cos sin sin Case 1: sin(x) d sin( x x ) sin( x ) sin( x ) cos( x ) cos( x )sin( x ) sin( x ) lim sin( x ) lim x 0 x 0 dx x x Collect the two terms with sin(x) and then factor out sin(x) , and collect the ∆x terms. sin( x ) cos( x ) 1 cos( x )sin( x ) sin( x ) cos( x ) sin( x ) cos( x )sin( x ) lim lim x 0 x 0 x x cox ( x ) 1 sin( x ) lim sin( x ) lim cos( x ) x0 x x 0 x cox ( x ) 1 sin( x ) sin( x ) lim cos( x ) lim x 0 x 0 x x cos( x ) 1 0 and The values of these two limits can be determined numerically: lim x 0 x sin( x ) lim 1 , thus we have sin( x ) 0 cos( x) 1 cos( x) x 0 x Case 2: cos(x) d cos( x x ) cos( x ) cos( x ) cos( x ) sin( x )sin( x ) cos( x ) lim cos( x ) lim x 0 x 0 dx x x Collect the two terms with cos(x) and then factor out cos(x) , and collect the ∆x terms. cos( x ) cos( x ) 1 sin( x )sin( x ) cos( x ) cos( x ) cos( x ) sin( x )sin( x ) lim lim x 0 x 0 x x cox ( x ) 1 sin( x ) lim cos( x ) lim sin( x ) x 0 x x 0 x thus we have cox ( x ) 1 sin( x ) cos( x ) lim sin( x ) lim x 0 x 0 x x cos( x) 0 sin( x) 1 sin( x) Quod erat demonstrandum. Exponential e (3.7) d x e e x dx Proof: ex 1 d x e x x e x e x e x e x x x e lim e lim . Factor out the : e lim . We can x 0 x 0 x 0 dx x x x e x 1 ex 1 x establish the value of lim , thus 1 e lim e x (1) e x . x 0 x 0 x x Quod erat demonstrandum. Product Rule (3.8) The product of two differentiable functions f and g is itself differentiable. Moreover, the derivative of fg is the first function times the derivative of the second plus the second function times the derivative of the first. d f ( x ) g ( x ) f ( x ) g ( x ) f ( x ) g ( x ) dx Proof: This proof requires a somewhat opaque step involving adding and subtracting the same term at one point. Where that term comes from may appear more motivated if you follow the proof from the end backwards. I’ll point the step out when we get to it. d f ( x x ) g ( x x ) f ( x ) g ( x ) add and subtract the term f ( x ) g ( x ) lim x 0 dx x f ( x x ) g ( x ) to the numerator to get f ( x x ) g ( x x ) f ( x x ) g ( x ) f ( x x ) g ( x ) f ( x ) g ( x ) lim . Separate the x 0 x first two terms and the second two terms, then factor out f ( x x ) from the first two terms, and g(x) from the second two. Because we are adding and subtracting the same value, we have not changed the value of the expression. f ( x x ) g ( x x ) f ( x x ) g ( x ) f ( x x ) g ( x ) f ( x ) g ( x ) lim x 0 x x f ( x x ) g ( x x ) f ( x x ) g ( x ) f ( x x ) g ( x ) f ( x ) g ( x ) lim lim x 0 x x x0 g ( x x ) g ( x ) f ( x x ) f ( x ) lim f ( x x ) lim g ( x ) x 0 x x x0 g ( x x ) g ( x ) f ( x x ) f ( x ) lim f ( x x ) lim g ( x ) lim x 0 x 0 x 0 x x Because f and g are both differentiable, the second factor of each term are the derivatives of the respective functions. The first factor of the first term goes to f(x) as ∆x goes to 0. lim f ( x x) g ( x) g ( x) f ( x) f ( x) g ( x) g ( x) f ( x) , and of course, x 0 we can reorder by the commutative property. Quod erat demonstrandum. Quotient Rule (3.9) The quotient f/g of two differentiable functions f and g is itself differentiable at all values of x for which g(x)≠0. Moreover the derivative of f/g is given by the denominator times the derivative of the numerator minus the numerator times the derivative of the denominator all divided by the denominator squared. d f f ( x ) g ( x ) g ( x ) f ( x ) dx g g ( x)2 Proof: This proof is done very similarly to the proof of the product rule, as it uses the adding and subtraction of an apparently unmotivated term. As before, you may find it easier to see where the term comes from by looking at the proof in the reverse order. f ( x x ) f ( x ) f ( x) d f ( x) h( x x ) h( x ) g ( x x ) g ( x ) Let h( x ) , then . lim lim x 0 g ( x) dx g ( x ) x0 x x Simplify the complex fractions by multiplying by the common denominator g ( x ) g ( x x ) f ( x x ) g ( x ) f ( x ) g ( x x ) to get lim . Here we add and subtract x 0 g ( x ) g ( x x )x g ( x ) g ( x x ) f(x)g(x) from the numerator. f ( x x ) g ( x ) f ( x ) g ( x ) f ( x ) g ( x ) f ( x ) g ( x x ) lim . We rearrange the fraction x 0 g ( x ) g ( x x )x to get just ∆x by itself. f ( x x ) g ( x ) f ( x ) g ( x ) f ( x ) g ( x ) f ( x ) g ( x x ) 1 lim . Separate x 0 x g ( x ) g ( x x ) the first two terms of the big fraction and factor out g(x), and factor out -f(x) from the two remaining terms. 1 f ( x x ) f ( x ) g ( x ) g ( x x ) lim g ( x ) f ( x) x 0 x x g ( x ) g ( x x ) . 1 f ( x x ) f ( x ) g ( x ) g ( x x ) g ( x ) lim f ( x ) lim lim x 0 x 0 x x x0 g ( x ) g ( x x ) Because we know that f(x) and g(x) are differentiable, the two terms in square brackets are the respective derivatives. In the last factor, we see that g(x+∆x) goes to g(x) as ∆x 1 f ( x ) g ( x ) g ( x ) f ( x ) goes to zero. g ( x ) f ( x ) f ( x ) g ( x ) . 2 g ( x ) g ( x)2 Quod erat demonstrandum. More Trig Functions Derivatives (3.10) d d tan( x ) sec2 ( x ) cot( x) csc 2 ( x) dx dx d csc( x ) csc( x) cot( x) dx d sec( x) sec( x) tan( x) dx Proof: All of the following proofs employ the quotient rule and basic trigonometric identities. Case 1: tan(x) d d sin( x ) cos( x ) cos( x ) sin( x )sin( x ) cos2 ( x ) sin 2 ( x ) tan( x ) dx dx cos( x ) cos2 ( x ) cos 2 ( x ) 1 sec 2 ( x ) 2 cos ( x ) Case 2: cot(x) 2 2 d d cos( x ) sin( x )sin( x ) cos( x ) cos( x ) cos ( x ) sin ( x ) cot( x) dx dx sin( x ) sin 2 ( x ) sin 2 ( x ) 1 csc2 ( x ) 2 sin ( x ) Case 3: sec(x) d d 1 (0) cos( x ) sin( x ) (1) sin( x ) sin( x ) 1 sec( x) 2 2 dx dx cos( x ) cos ( x ) cos ( x ) cos( x ) cos( x ) tan( x )sec( x ) Case 4: csc(x) d d 1 (0)sin( x ) cos( x )(1) cos( x ) cos( x ) 1 csc( x ) 2 2 dx dx sin( x ) sin ( x ) sin ( x ) sin( x ) sin( x ) cot( x ) csc( x ) Quod erat demonstrandum. Chain Rule (3.11) If y = f(u) is a differentiable function of u and u = g(x) is a differentiable function of x, dy dy du then y = f(g(x)) is a differentiable function of x and or equivalently dx du dx d f ( g ( x )) f ( g ( x )) g ( x ) . dx Proof: While this proof can be done with advanced calculus using the definition of the derivative we have used in previous proofs, that is somewhat beyond the scope of this course. A more obvious proof is obtainable from one of the alternate forms of the f ( x ) f (c) derivative: lim . xc xc Let h( x ) f ( g ( x )) . Then d h( x ) h(c) f ( g ( x )) f ( g (c )) lim . Multiply h( x ) lim x c x c dx xc xc g ( x ) g (c) and then collect one of these terms with the numerator and one with g ( x ) g (c) f ( g ( x )) f ( g (c)) g ( x ) g (c) the denominator. lim . This second term is clearly the x c g ( x ) g (c) xc derivative of g(x). The first term is the equivalent for the derivative form of f(u), thus f ( g ( x )) g ( x ) . by Quod erat demonstrandum. [A good mnemonic for this rule is “the derivative of the outside times the derivative of the inside”.] General Power Rule (3.12) If y [u( x )]n , where u is a differentiable function of x and n is a real number, then dy d n n 1 du u nu n 1u . n u( x ) or equivalently dx dx dx Proof: Here, we apply the chain rule together to get dy dy du dy n du u nu n 1 , and . u( x ) . Put them dx du dx du dx dy dy du n 1 n u ( x ) u . dx du dx Quod erat demonstrandum. Natural Logarithm Derivative (3.13) Let u be a differentiable function of x. d 1 du u ln(u) , u 0 . dx u dx u d 1 ln( x ) , x 0 and dx x Proof: The second part of the theorem is a direct application of the chain rule, once the first part is true, so we will prove on the first part. This proof is a form of implicit differentiation. d y d e x . Apply the chain rule on the right. Let y = ln(x), then x e y dx dx d dy dy 1 dy 1 e y e y 1 . Divide by e y to get y . Replace e y x to get . dx dx dx e dx x Quod erat demonstrandum. Derivatives of Bases Other than e (3.15) Let a be a positive real number (a≠1) and let u be a differentiable function of x. d d u d 1 d u a x ln(a )a x a ln(a )a uu loga ( x) loga (u) dx dx dx ln(a ) x dx ln(a )u Proof: As with the logarithm proof, we will consider only the cases with functions of x. The composite cases are direct applications of the chain rule based on the more general case. Case 1: a x d d ln( a ) x d a x e eln( a ) x ln(a ) x eln( a ) x ln(a ) ln(a )a x dx dx dx Case 2: loga ( x ) d ln( a ) y d e x 1 . Thus, dx dx dy 1 y a y ln(a ) 1 . Divide by a y ln( a ) . , dx a ln(a ) 1 . ln(a ) x Let y log a ( x ) a y x eln( a ) y x d dy ln(a ) y eln( a ) y ln(a ) dx dx dy and then replace a y x to get dx eln( a ) y Quod erat demonstrandum. Derivative of an Inverse Function (3.17) Let f be a function that is differentiable on an interval I. If f has an inverse function g, then g is differentiable at any x for which f ( g ( x )) 0 . Moreover, 1 g ( x ) , f ( g ( x )) 0 . f ( g ( x )) Proof: Let g ( x ) f 1 ( x ) . Then by properties of inverse functions, we have f ( g ( x )) x . d d f ( g ( x )) x . By the chain rule on the left, we have f ( g ( x )) g ( x ) 1 . Divide dx dx 1 1 f 1 ( x ) by f ( g ( x )) and we are done. g ( x ) . f ( g ( x )) f ( x ) Quod erat demonstrandum. Derivatives of the Inverse Trigonometric Functions (3.18) d 1 d 1 d 1 arccos( x ) arctan( x ) arcsin( x) dx 1 x2 1 x 2 dx 1 x 2 dx d 1 arc cot( x) dx 1 x2 d 1 arcsec( x ) dx | x | x2 1 d 1 arc csc( x ) dx | x | x2 1 Proof: Each of these proofs can be done entirely algebraically, or geometrically. I’ll show the first one algebraically and geometrically, but the rest will be done only geometrically. In all problems, x may be either positive or negative, depending on the quadrant of the angle y. The only exception will be in the arcsecant and arccosecant functions, where x represents the length of the hypotenuse of the triangle, which is why |x| appears in the formulas instead. I will do these proofs assuming that x is positive. It should also be noted here that arcsin( x) sin 1 ( x) . Different books use different notations but they mean the same thing. Case 1: arcsin(x) Algebraic version: Let y arcsin( x ) or by definition, sin( y ) x . Then by the chain rule we have d dy d sin( y ) cos y x 1 . Divide by cos(y). dx dx dx dy 1 1 1 1 . The rest of the algebra here is more dx cos( y ) cos2 y 1 sin 2 y 1 x2 apparent working backwards that it appears to be motivated working forwards. Geometric version: x Opposite sin( y ) When we build our triangle using this information, we can 1 Hypotenuse find the final side by using the Pythagorean Theorem. Thus, dy 1 Hypotenuse 1 sec( y ) dx cos( y ) Adjacent 1 x2 x Case 2: arccos(x) Let y arccos( x ) or by definition, cos( y ) x . Then by the chain rule we have d dy d cos( y ) sin( y ) x 1 . Divide by -sin(y). dx dx dx Thus, dy 1 Hypotenuse 1 csc( y ) dx sin( y ) Opposite 1 x2 1 y 1 x2 1 1 x2 y x Case 3: arctan(x) Let y arctan( x ) or by definition, tan( y ) x . Then by the chain rule we have d dy d tan( y ) sec2 ( y ) x 1 . Divide by sec2 ( y ) . dx dx dx x Thus, dy 1 Adjacent 2 2 cos ( y ) dx sec2 ( y ) Hypotenuse2 12 1 x 2 1 1 x2 1 x2 y Case 4: arccot(x) 1 Let y arc cot( x ) or by definition, cot( y ) x . Then by the chain rule we have d dy d cot( y ) csc2 ( y ) x 1 . Divide by csc2 ( y ) . dx dx dx x Thus, dy 1 Opposite2 2 sin ( y ) dx csc2 ( y ) Hypotenuse2 12 1 x2 1 1 x2 1 x2 y 1 Case 5: arcsec(x) Let y arcsec( x ) or by definition, sec( y ) x . Then by the chain rule we have d dy d sec( y ) sec( y ) tan( y ) x 1 . Divide by sec( y ) tan( y ) . Thus, dx dx dx dy 1 Adjacent Adjacent cos( y ) cot( y ) dx sec( y ) tan( y ) Hypotenuse Opposite 1 1 1 x x2 1 | x | x2 1 x = |x| 1 y x2 1 Case 6: arccsc(x) Let y arc csc( x ) or by definition, csc( y ) x . Then by the chain rule we have d dy d csc( y ) csc( y ) cot( y ) x 1 . Divide by csc( y ) cot( y ) . Thus, dx dx dx dy 1 Opposite Opposite sin( y ) tan( y ) dx csc( y ) cot( y ) Hypotenuse Adjacent 1 1 1 2 x x 1 | x | x2 1 Quod erat demonstrandum. x = |x| x2 1 y 1