02 Differentcdfiation

Mathematics Update
Differentiation
Prof. Dr. Doina Logofatu
Differentiation
Differential
Definition 3.1 (Secant line, Difference quotient)
A secant line of the function f is a
straight line that intersects the curve of
f at two points. The quotient of the difference between the function values at
these points and the difference between
the according x-values
m=
f (x1 )f (x0 )
x1 x0
f
x
defines the slope of the secant line

g(x) = f (x0 ) + m(x x0 )
and is called a difference quotient.
E.g. Secant line
Mathematics Update
Differentiation
Definition 3.2 (Derivative and differentiability at x0 )

The limit
(x0 )
f 0 (x0 ) = lim f (x0 +x)f
x
x0
is called, if existing, the derivative of f at x0 . If truely the limit exists, the

function f is defined as differentiable at x0 . In that case f is also continuous at
that point. A variaty of notations have been accepted:
f 0 (x0 ) = f(x0 ) =
df

dx
= Df |x0
Definition 3.3 (Tangent line)

A tangent line to the curve of a function f is a straight line that passes through
a point on that curve. The tangent line
is said to be "touching"the curve of f , not
intersecting it. The limit of the following
difference quotient
f
x0 x
f 0 (x0 ) = lim
df

dx
= Df |x0
defines the slope of the tangent line

g(x) = f (x0 ) + f 0 (x0 )(x x0 )
Mathematics Update
Differentiation
E.g. Tangent line, f (x) = 1 + 2x 12 x2
E.g. Tangent line, f (x) = ex
Mathematics Update
Differentiation
Definition 3.4 (Differential)

The differential of a function f at x0 is
defined as
df |x0 = f 0 (x0 )dx.
It represents the principal part of the
change in a function y = f (x) along the
tangent line at x0 with respect to changes in the independent variable x by a
value of dx.
Differential
The differential of f at x0 is a good approximation for the actual change of the
functions value if the difference in the independent variable x is very small:
df |x0 = f 0 (x0 )x f = f (x0 + x) f (x0 ).
Derivative
Definition 3.5 (Differentiable function)
If the function f is differentiable at every point from the interval I, then f is
differentiable on the entire interval I.
E.g. a function that is not differentiable on (; )
Mathematics Update
Differentiation
Theorem 3.1 (Differentiability and continuity)

Every differentiable function is also continuous and has a definite slope at each
point of its domain. The graph of such a function doesnt have jumps, holes or
sharp bends.
Definition 3.6 (Derivative)

If a given function f is differentiable, then a new function f 0 can be defined by
assigning to each x of f the slope of the respective tangent line at that point:
x 7 f 0 (x).
E.g. Derivative, a) f (x) = xn , b) f (x) = sin(x)
Mathematics Update
Differentiation
Theorem 3.2 (Derivatives of symmetric functions)

The derivative of an even function is an odd function and the derivative of an
odd function is an even function.
E.g. a) x4 , b) x2 , c) x3
d) sin(x)
Theorem 3.3 (Mean value Theorem)

If a function f is differentiable on the closed interval [a, b], where a < b, then there exists at least one point x0 (a, b)
such that
f 0 (x0 ) =
f (b)f (a)
.
ba
The slope of the secant line passing

through the points (a|f (a)) and (b|f (b))
corresponds to the slope of the tangent
line at x0 .
Theorem 3.4 (Rolles theorem)

If a function f is differentiable on the closed interval [a, b], and the function values
at the interval borders are equal
f (a) = f (b),
then there exists at least one point x0
(a, b), where the slope of the curve is
equal to 0:
f 0 (x0 ) = 0.
Mathematics Update
E.g. f (x) =
Differentiation
x
2x1
Definition 3.7 (Higher order derivatives)

The derivative of the derivative of a function f is called the second derivative of
f . By repeatedly differentiating a function one gets the higher order derivatives:
f,
f 0,
f 00 ,
...,
f (n) ,
...,
f,
df
dx
d2 f
dx2
...,
dn f
dxn
...,
f,
Df ,
D2 f ,
...,
Dn f ,
...
E.g. a) f (x) = x2 , b) f (x) = sin(x)
Mathematics Update
Differentiation
Rules for differentiation

Derivative of a constant
A constant function has a slope equal to 0 on its entire domain:
f (x) = C
f 0 (x0 ) = 0.
Theorem 3.5 (Constant Multiple Rule for Differentiation)

When differentiating the product of a function and a constant factor, then the
constant factor remains unchanged:
(C f (x))0 = C f 0 (x).
Theorem 3.6 (Sum rule for differentiation)
Differentiating the sum or the difference of two or more functions is the same as
differentiating each of these separately and adding resp. subtracting the result:
(f (x) g(x))0 = f 0 (x) g 0 (x).
Theorem 3.7 (Product rule for differentiation)
When differentiating the product of two functions f and g, the result would be
the product of the first functions derivative f 0 and the second function g plus
the product of the first function f and the second functions derivative g 0 :
(f (x) g(x))0 = f 0 (x) g(x) + f (x) g 0 (x).
E.g. a) (x ex )0
b) ((2x2 7x + 5)(sin(x) + cos(x))0
c) (x2 cos(x))0
Mathematics Update
Differentiation
Theorem 3.8 (Quotient rule for differentiation)

The derivative of the quotient of two functions f and g is determined by using
the following formula

0
f (x) 0
(x)g 0 (x)
= f (x)g(x)f
.
g(x)
g 2 (x)
0
E.g. a)
ex
x+1
E.g. b)
6x3
2x2 7x+5
E.g. c)
0

sin(x) 0
cos(x)
Mathematics Update
Differentiation
Theorem 3.9 (Chain rule for differentiation)

The result when differentiating the composition of two functions f u is the
product of the outer functions derivative f 0 and the inner functions derivative
u0 :
(f (u(x)))0 = f 0 (u(x)) u0 (x).
E.g. a) ex
0
E.g. b) (sin(x2 ))
E.g. c) (A sin(t + ))0
10
Mathematics Update
Differentiation
E.g. d) ((6x 3)3 )
Differentiating an inverse function

Theorem 3.10 (Derivative of an inverse function)
The derivative of a given inverse function
f 1 at y is the reciprocal for the derivative of the function f at x:
(f 1 (y))0 =
1
.
f 0 (x)
The following expressions

y = f (x),
x = f 1 (y)
define the relationship between x and y.

E.g. Derivative of the inverse function, a) f (x) = ex
11
Mathematics Update
Differentiation
E.g. Derivative of the inverse function, b) f (x) = xn
Logarithmic differentiation
Logarithmic differentiation
If a given function f has a dependent variable x as an exponent, then one can
differentiate such a function by using the derivative of the e-function and the
derivative of the ln-function as follows

0
f 0 (x) = eln(f (x)) .

This is called logarithmic differentiation.
E.g.
a) f (x) = ax
12
Mathematics Update
E.g.
Differentiation
b) f (x) = xx
Rules for differentiation

Constant mutiple rule (C f (x))0 = C f 0 (x)
Sum rule
(f (x) g(x))0 = f 0 (x) g 0 (x)
Product rule
(f (x) g(x))0 = f 0 (x)g(x) + f (x)g 0 (x)
Quotient rule
Chan rule
(f (g(x)))0 = f 0 (g(x)) g 0 (x)
Inverse function
(f 1 (y)) =

f (x) 0
g(x)
f 0 (x)g(x)f (x)g 0 (x)

g 2 (x)
1
f 0 (x)
Derivatives of widely used functions

Function f (x) Derivative f 0 (x) Function f (x)
xa (a R)
axa1
sin(x)
ex
ex
cos(x)
ln(x)
5
x
a (a R)
1
x
arctan(x)
e (a R)
tan
0
a ln(a)
x
Derivative f 0 (x)
cos(x)
sin(x)
1
1+x2
ax
ax
1
cos2 (x)
ae
= 1 + tan2 (x)
13
Mathematics Update
Differentiation
Theorem 3.11 (Bernoulli-de LHpital rule)

If both limits xx
lim f (x) and xx
lim g(x) are either 0 or infinite , then their
0
0
quotient can be transformed as follows
f (x)
xx0 g(x)
lim
f 0 (x)
,
0
xx0 g (x)
= lim
as long as the the right-side limit is a real number or infinite, and the functions
f and g are differentiable at x0 . The rule is valid for x as well.
Limit of sine for very small x-values
For very small x-values sin(x) behaves as x, in other words:
lim
x0
sin(x)
x
= 1.
Limiting behavior of e-function and power functions

For very big x-values the e-function increases faster than any power function and
therefore faster than any polynomial function as well. Expressed as a limit:
n
lim xx = x
lim an x
x e
n +a
n1 +...+a x2 +a x1 +a
n1 x
2
1
0
ex
= 0, n N.
Transforming undefined expressions

To solve undefined expressions such as
, 0 , 00 , 1 , 0 ,
one has to transform them into undefined expressions of the following form:
0
0
or
14
Mathematics Update

1
x
1
sin(x)
E.g.
a) lim
E.g.
b) lim (x ln(x))
E.g.
c) lim xx
x0
Differentiation
x0
x0
15
Mathematics Update
Differentiation
Applications of differentiation
Definition 3.8 (Angle of incline)
The curve of a function f has an angle of
incline at (x0 |f (x0 )), which is the angle
between the tangent line to the curve at
the point x0 and the x-axis. The following equation represents the relationship
between and the derivative of f at x0 :
tan() = f 0 (x0 ).
Definition 3.9 (Angle of intersection)

The angle of intersection between the curves of two functions f and g, which
intersect each other at x0 , is defined as the difference between the two angles of
incline f of f and g of g at x0 :
= f g .
The angle of intersection can be calculated by using the derivatives of both functions:
f 0 (x0 )g 0 (x0 )
tan() = 1+f
0 (x )g 0 (x ) .
0
0
E.g. Angle of intersection, f (x) = sin(x), g(x) = cos(x)
16
Mathematics Update
Differentiation
Orthogonal and touching curves

The curves of the functions f and g, which have the same function value for x0 ,
are perpendicular to each other if the product of their
derivatives at x0 equals 1:
f (x0 ) = g(x0 ) and f 0 (x0 ) g 0 (x0 ) = 1.
are touching if the derivatives at x0 are identical:
f (x0 ) = g(x0 ) and f 0 (x0 ) = g 0 (x0 ).
Geometric meaning of the first derivative
The derivative of a function f at x0 describes the curves incline in the range of
x0 :
(
0
f (x0 ) =
< 0 the graph of f goes down

> 0 the graph of f goes up
This is valid when considering the graph

of the function from left to right.
First derivative and monotonocity

Given a function f . If for all x-values from the interval I the first derivative is
positive, then f is strictly increasing on the entire interval I:

f 0 (x) > 0 for all x I f (x) striclty increasing.
negative, then f is striclty decreasing on the entire interval I:

f 0 (x) < 0 for all x I f (x) strictly decreasing.
17
Mathematics Update
Differentiation
E.g. Derivative and monotonocity, f (x) =
4x
1+x2
Geometric meaning of the second derivative

The second derivative of a function f at
x0 describes the convexity of f in the
range of x0 :
f 00 (x0 ) =
< 0 concave,bending down

slope is decreasing
> 0 convex,bending up
slope is increasing
18
Mathematics Update
Differentiation
x2
E.g. Convexity, f (x) = 5e 2
Definition 3.10 (Local minimum and maximum)

A function f has
a local minimum at x0 if all other function values in the

range of x0 are greater than the value of f at that point:
f (x0 ) < f (x), x 6= x0
Such a point in the function graph is called a local minimum point.
a local maximum at x0 if all other function values in the

range of x0 are less than the value of f at that point:
f (x0 ) > f (x), x 6= x0
Such a point in the function graph is called a local maximum point.
19
Mathematics Update
Differentiation
Theorem 3.12 (Prerequisites for a minimum)

If a differentiable function f has
a local minimum at x0 , then the tangent line to the functions

curve at that point is a horizontal line.
The prerequisite f 0 (x0 ) = 0 is therefore necessary.
a horizontal tangent line at x0 , and furthermore, it is convex, then

f has a local minimum at that point. The prerequisites
f 0 (x0 ) = 0 and f 00 (x0 ) > 0 are therefore sufficient.
a horizontal tanget line at x0 , and the derivative of f changes its
sign from negative to positive when passing through that point, then
f has a local minimum at x0 . These prerequisites are therefore necessary
and sufficient.
E.g. minimum, f (x) = 2 x2 4x + 8 6
Theorem 3.13 (Prerequisites for a maximum)

a local maximum at x0 , then the tangent line to the functions

curve at that point is a horizontal line.
a horizontal tangent line at x0 , and furthermore, it is concave, then

f has a local maximum at that point. The prerequisites
f 0 (x0 ) = 0 and f 00 (x0 ) < 0 are therefore sufficient.
a horizontal tanget line at x0 , and the derivative of f changes its
sign from positive to negative when passing through that point, then
f has a local maximum at x0 . These prerequisites are therefore necessary
and sufficient.
20
Mathematics Update
Differentiation
Definition 3.11 (Point of inflection)

A point of inflection is a point in the graph of a function, where the curve
changes its convexity from concave to convex or vice versa.
Definition 3.12 (Saddle point)

A saddle point is a point of inflection, at which a horizontal tangent line to the
functions curve exists.
x2
E.g. Point of inflection, f (x) = 5e 2
Theorem 3.14 (Prerequisites for a point of inflection)

a point of inflection at x0 , then the second derivative at that

point is equal to 0.
a second derivative at x0 , which is equal to 0, and furthermore,

the function has a third derivative at the same point that differs
from 0, then x0 is a point of inflection. The prerequisites
f 00 (x0 ) = 0 and f 000 (x0 ) 6= 0 are therefore sufficient.
a second derivative at x0 , which is equal to 0 and changes its

sign when passing through that point, then f has a point of inflection
at x0 . These prerequisites are therefore necessary and sufficient.
21
Mathematics Update
Differentiation
E.g. Saddle point, f (x) = x3 6x2 + 12x 7
Definition 3.13 (Global maximum and minimum)

A function f , which is defined on the interval I, has
a global minimum at x0 if no other function value from the
interval I is less than the function value at x0 :
f (x) f (x0 ), x I.
a global maximum at x0 if no other function value from the
interval I is greater than the function value at x0 :
f (x) f (x0), x I.
Theorem 3.15 (Extrema of continuous functions on closed intervals)

A given continuous function f , which is defined on a closed interval I = [a, b],
has a global minimum and a global maximum on that interval. However, it is
possible that more than one global minimum resp. global maximum exist.
22
Mathematics Update
Differentiation
E.g. Global extrema, a) f (x) = cos(x),
b) f (x) =
1
,
1x2
c) f (x) =
1
1+x2
D = (1, 1)
23

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Mathematics Update

Prof. Dr. Doina Logofatu

defines the slope of the secant line

E.g. Secant line

Prof. Dr. Doina Logofatu

Definition 3.2 (Derivative and differentiability at x0 )

is called, if existing, the derivative of f at x0 . If truely the limit exists, the

Definition 3.3 (Tangent line)

defines the slope of the tangent line

Prof. Dr. Doina Logofatu

E.g. Tangent line, f (x) = 1 + 2x 12 x2

E.g. Tangent line, f (x) = ex

Prof. Dr. Doina Logofatu

Definition 3.4 (Differential)

Prof. Dr. Doina Logofatu

Theorem 3.1 (Differentiability and continuity)

Definition 3.6 (Derivative)

E.g. Derivative, a) f (x) = xn , b) f (x) = sin(x)

Prof. Dr. Doina Logofatu

Theorem 3.2 (Derivatives of symmetric functions)

Theorem 3.3 (Mean value Theorem)

The slope of the secant line passing

Theorem 3.4 (Rolles theorem)

Prof. Dr. Doina Logofatu

Definition 3.7 (Higher order derivatives)

E.g. a) f (x) = x2 , b) f (x) = sin(x)

Prof. Dr. Doina Logofatu

Rules for differentiation

Theorem 3.5 (Constant Multiple Rule for Differentiation)

b) ((2x2 7x + 5)(sin(x) + cos(x))0

Prof. Dr. Doina Logofatu

Theorem 3.8 (Quotient rule for differentiation)

Prof. Dr. Doina Logofatu

Theorem 3.9 (Chain rule for differentiation)

E.g. c) (A sin(t + ))0

Prof. Dr. Doina Logofatu

E.g. d) ((6x 3)3 )

Differentiating an inverse function

The following expressions

define the relationship between x and y.

Prof. Dr. Doina Logofatu

E.g. Derivative of the inverse function, b) f (x) = xn

f 0 (x) = eln(f (x)) .

Prof. Dr. Doina Logofatu

Rules for differentiation

(f (x) g(x))0 = f 0 (x) g 0 (x)

(f (x) g(x))0 = f 0 (x)g(x) + f (x)g 0 (x)

(f (g(x)))0 = f 0 (g(x)) g 0 (x)

f 0 (x)g(x)f (x)g 0 (x)

Derivatives of widely used functions

Prof. Dr. Doina Logofatu

Theorem 3.11 (Bernoulli-de LHpital rule)

Limiting behavior of e-function and power functions

Transforming undefined expressions

Prof. Dr. Doina Logofatu

Prof. Dr. Doina Logofatu

Definition 3.9 (Angle of intersection)

Prof. Dr. Doina Logofatu

Orthogonal and touching curves