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Lecture 16

1 Differentiability
Definition 1.0.1. A real valued function f (x) is said to be differentiable at x0 if

f (x0 + h) − f (x0 )
lim exists.
h→0 h
This limit is called the derivative of f at x0 , denoted by f ′ (x0 ).
Example: f (x) = x2

2xh + h2
f ′ (x) = lim = 2x.
h→0 h
Theorem 1.0.2. If f (x) is differentiable at a, then it is continuous at a.
Proof. For x ̸= a, we may write,

f (x) − f (a)
f (x) = (x − a) + f (a).
(x − a)

Now taking the limit x → a and noting that lim(x − a) = 0 and lim f (x)−f (a)
(x−a)
= f ′ (a), we
get the result.
f
Theorem 1.0.3. Let f, g be differentiable at c ∈ (a, b). Then f ± g, f g and (g(c) ̸= 0)
g
is also differentiable at c
Proof. We give the proof for product formula: First note that

(f g)(x) − (f g)(c) g(x) − g(c) f (x) − f (c)


= f (x) + g(c) .
x−c x−c x−c
Now taking the limit x → c, we get the product formula

(f g)′ (c) = f (c)g ′ (c) + f ′ (c)g(c).

Since g(c) ̸= 0 and g is continuous, we get g(x) ̸= 0 in a small interval around c.


Therefore
f f g(c)f (x) − g(c)f (c) + g(c)f (c) − g(x)f (c)
(x) − (c) =
g g g(x)g(c)
Hence
 
(f /g)(x) − (f /g)(c) f (x) − f (c) g(x) − g(c) 1
= g(c) − f (c)
x−c x−c x−c g(x)g(c)

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Now taking the limit x → c, we get

f g(c)f ′ (c) − f (c)g ′ (c)


( )′ (c) = .
g g 2 (c)

Theorem 1.0.4. (Chain Rule): Suppose f (x) is differentiable at c and g is differentiable


at f (c), then h(x) := g(f (x)) is differentiable at c and

h′ (c) = g ′ (f (c))f ′ (c)

Proof. Define the function h as


( g(y)−g(f (c))
y−f (c)
y ̸= f (c)
h(y) =

g (f (c)) y = f (c)

Then the function h is continuous at y = f (c) and g(y) − g(f (c)) = h(y)(y − f (c)), so

g(f (x)) − g(f (c)) f (x) − f (c)


= h(f (x)) .
x−c x−c
Now taking limit x → c, we get the required formula.

Local extremum: A point x = c is called local maximum of f (x), if there exists δ > 0
such that
0 < |x − c| < δ =⇒ f (c) ≥ f (x).
Similarly, one can define local minimum: x = b is a local minimum of f (x) if there exists
δ > 0 such that
0 < |x − b| < δ =⇒ f (b) ≤ f (x).
Theorem 1.0.5. Let f (x) be a differentiable function on (a, b) and let c ∈ (a, b) is a local
maximum of f . Then f ′ (c) = 0.

Proof. Let δ be as in the above definition. Then

f (x) − f (c)
x ∈ (c, c + δ) =⇒ ≤0
x−c

f (x) − f (c)
x ∈ (c − δ, c) =⇒ ≥ 0.
x−c
Now taking the limit x → c, we get f ′ (c) = 0.
Theorem 1.0.6. Rolle’s Theorem: Let f (x) be a continuous function on [a, b] and differ-
entiable on (a, b) such that f (a) = f (b). Then there exists c ∈ (a, b) such that f ′ (c) = 0.

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Proof. If f (x) is constant, then it is trivial. Suppose f (x0 ) > f (a) for some x0 ∈ (a, b),
then f attains maximum at some c ∈ (a, b). Other possibilities can be worked out similarly.
Theorem 1.0.7. Mean-Value Theorem (MVT): Let f be a continuous function on [a, b]
and differentiable on (a, b). Then there exists c ∈ (a, b) such that

f (b) − f (a) = f ′ (c)(b − a).

Proof. Let l(x) be a straight line joining (a, f (a)) and (b, f (b)). Consider the function
g(x) = f (x) − l(x). Then g(a) = g(b) = 0. Hence by Rolle’s theorem

f (b) − f (a)
0 = g ′ (c) = f ′ (c) −
b−a

Corollary 1.0.8. If f is a differentiable function on (a, b) and f ′ = 0, then f is constant.

Proof. By mean value theorem f (x) − f (y) = 0 for all x, y ∈ (a, b).
Remark 1.1. If f (x) is differentiable and sup |f ′ (x)| < C for some C. Then, f is
uniformly continuous.
Apply mean value theorem to get |f (x) − f (y)| ≤ C|x − y| for all x, y. Hence given ϵ, we
may choose δ to be less than ϵ/C.

Example 1.0.9. Show that cos x is uniformly continuous on R


By MVT, we get
| cos x − cos y| ≤ | sin c||x − y| ≤ |x − y|
therefore for any given ϵ we may choose any δ < ϵ. ///
Remark 1.2. We note that if f, g satisfies

|f (x) − f (y)| ≤ C1 |x − y|; |g(x) − g(y)| ≤ C2 |x − y|, ∀x, y

Then h(x) = f (g(x)) also satisfies

|h(x) − h(y)| ≤ C1 C2 |x − y|, ∀x, y

As a consequence, we can easily see that


Example 1.0.10. f (x) = | sin x|, x ∈ R is uniformly continuous.

Example 1.0.11. f (x) = log x, x > 2 is uniformly continuous.

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Remark 1.3. suppose we have a sequence defined by xn+1 = f (xn ), n ≥ 1, x0 ∈ domain
of f and if |f ′ | ≤ α < 1, then {xn } converges.
As a consequence of the MVT,

|xn+1 − xn | ≤ |f (xn ) − f (xn−1 )| ≤ |f ′ (c)||xn − xn−1 | < α|xn − xn−1 |

Therefore {xn } is a Cauchy sequence and hence converges.


10 1/2

Example 1.0.12. Let g(x) = 4+x on [1, 2] and the sequence defined by x1 ∈ (1, 2), xn+1 =
g(xn ), n ∈ N converges.

Definition 1.0.13. A function f (x) is strictly increasing on an interval I, if for x, y ∈ I


with x < y we have f (x) < f (y). We say f is strictly decreasing if x < y in I implies
f (x) > f (y).
Theorem 1.0.14. A differentiable function f is (i) strictly increasing in (a, b) if f ′ (x) > 0
for all x ∈ (a, b). (ii) strictly decreasing in (a, b) if f ′ (x) < 0.

Proof. Choose x, y in (a, b) such x < y. Then by MVT, for some c ∈ (x, y)

f (x) − f (y)
= f ′ (c) > 0.
x−y

Hence f (x) < f (y).


Example 1.0.15. Find the intervals where the following function is increasing and de-
creasing
3
f (x) = x2 (x − )
2

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