Differentiability in R, Derivative
Sections A,B,C,D
January 14, 2024
1 Differentiability
1.1 Differentiability at one point
Definition Let f be a function defined in a neighborhood of a real x0 .
f (x) − f (x0 )
f is differentiable at x0 if and only if ∃l ∈ R such that lim = l.
x→x0 x − x0
df
l is called the derivative of f at x0 ; it is denoted f 0 (x0 ) or (x0 ).
dx
Example
1. Prove that the function f (x) = b is differentiable at any point x0 of R and determine
f 0 (x0 )
2. Same question for f (x) = x.
3. f (x) = sin x.
1.2 One-sided Differentiability
Definition
1. Let f be a function defined on the right of x0 .
f is differentiable at x0 on the right (or differetiable, on the right at x0 ) iff
f (x) − f (x0 )
∃l ∈ R | x→x
lim =l
>
0 x − x0
l is denoted fr0 (x0 ) and it is called the right derivative of f at x0 .
2. Let f a function defined on the left of x0 .
f is differentiable at x0 on the left (or differetiable, on the left at x0 ) iff
f (x) − f (x0 )
∃l ∈ R | lim =l
x→x0
<
x − x0
l is denoted fl0 (x0 ) and it is called the left derivative of f at x0 .
1
√
Example Examine the differentiability of f (x) = x at the right of 0
Theorem 1.2.1 Let f be a function defined in a neighborhood of x0 ,
is both differentiable on the left and on the right
f
f is differentiable at x0 ⇐⇒
at x0 and fl0 (x0 ) = fr0 (x0 ).
Remark If f isn’t differentiable on the left at x0 or on the right at x0 then f isn’t differentiable
at x0 .
Example Prove that f (x) = |x| isn’t differentiable at 0.
Theorem 1.2.2 Let f be a function defined in a neighborhood Nx0 of a point x0 .
If f is differentiable at x0
then ∀x ∈ Nxˆ0 lim ε(x) = 0 and f (x) = f (x0 ) + (x − x0 )f 0 (x0 ) + (x − x0 )ε(x)
∃ε | x→x
0
Theorem 1.2.3 If f is differentiable at a point x0 then f is continuous at x0 .
Remark
1. The inverse of this theorem is false.
Example: Examine the differentiability of f at 0
x cos 1
si x 6= 0
f (x) = x
0 si x = 0
2. f is discontinuous at x0 =⇒ f isn’t differentiable at x0 .
Example f (x) = int(x) is defined on R;
study the differentiability of f at each point of R.
1.2.1 Algebraic operations on differentiable functions
Theorem 1.2.4 If f and g are differentiable at x0 then
1. f + g is differentiable at x0 and (f + g)0 (x0 ) = f 0 (x0 ) + g 0 (x0 ).
2
2. f.g is differentiable at x0 and (f.g)0 (x0 ) = f 0 (x0 ).g(x0 ) + f (x0 ).g 0 (x0 ).
!0
f f f 0 (x0 ).g(x0 ) − f (x0 ).g 0 (x0 )
3. If g(x0 ) 6= 0 then is differentiable at x0 and (x0 ) = .
g g (g(x0 ))2
Example
1. f (x) = an xn + an−1 xn−1 · · · + a0 is differentiable at any point of R.
an xn + an−1 xn−1 · · · + a0
2. g(x) = , is differentiable at any point of Dg.
bm xm + bm−1 xm−1 · · · + b0
Remark In the previous theorem the condition "f and g are differentiable at x0 " is only a
sufficient condition, it isn’t a necessary condition.
Example
Test the differentiability of h(x) = x2 int(x) at 0 .
1.2.2 Composition of differentiable functions
Theorem 1.2.5 Let f : E −→ F and g : F −→ G, such that E is a neighbohood of x0 and
F is a neighborhood of f (x0 ).
If f is differentiable at x0 and g is differentiable at f (x0 ) then g ◦ f is differen-
tiable at x0 moreover (g ◦ f )0 (x0 ) = g 0 (f (x0 )) .f 0 (x0 ).
π
Example Examine the differentiability of h(x) = |sin x| at x0 = , then at x0 = 0 .
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1.2.3 Derivative of the inverse function
Theorem 1.2.6 Let f : I −→ J be a function, I and J intervalls
If f is bijective and f is differentiable at x0 ∈ I provided that f 0 (x0 ) 6= 0
0 1
then f −1 is differentiable at f (x0 ) moreover (f −1 ) (f (x0 )) = 0 .
f (x0 )
1.3 Extremum
1.3.1 Definition of a critical point
A point x0 is said to be a critical point of a function f iff f is differentiable at x0 and
f 0 (x0 ) = 0.
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1.3.2 Definition of an extremum
Let f be a function defined in a neighborhood of x0 .
1. f has a local maximum at x0 ⇐⇒ ∃η > 0 | ∀x ∈ ]x0 − η, x0 + η[ f (x) ≤ f (x0 ).
2. f has a local minimum at x0 ⇐⇒ ∃η > 0 | ∀x ∈ ]x0 − η, x0 + η[ f (x) ≥ f (x0 ).
3. f has an extremum at x0 ⇐⇒ f has a local maximum at x0 or a local
minimum at x0 .
Figure 1: Example on extremum
Definition
1. If f has a maximum at a point x0 which means:
∀x ∈ Df f (x) ≤ f (x0 )
we say that f has a global maximum at x0 .
2. If f has a minimum at a point x0 which means
∀x ∈ Df f (x) ≥ f (x0 )
we say that f has a global minimum at x0 .
Theorem 1.3.1 If f has an extremum at x0 and f is differentiable at x0
then f 0 (x0 ) = 0.
Remark
1. A critical point of a function f is not always an extremum of f .
Example: f (x) = x3 ; f admits at x0 = 0 a critical point but f does not admit at x0 = 0
an extremum , we say that (0, 0) is an inflexion point of f .
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Figure 2: x power 3
2. A function can have at a point an extremum without being differentiable at this point.
Example: f (x) = |x| admits at x0 = 0 an extremum but f is not differentiable at 0; we
say that f has a corner at 0.
Figure 3: The absolute value
Example Find the extrema of f (x) = x3 + x2 + 1.
1.4 Fundamental theorems of differentiable functions on an interval
1.4.1 Definition
1. f is differentiable on ]a, b[ ⇐⇒ f is differentiable at each point of ]a, b[.
2. f is differentiable on [a, b[ ⇐⇒ f is differentiable on ]a, b[ and on the right at a .
3. f is differentiable on ]a, b] ⇐⇒ f is differentiable on ]a, b[ and on the left at b .
4. f is differentiable on [a, b] ⇐⇒ f is differentiable on ]a, b[ and f is differentiable on
the right at a and on the left at b.
Theorem 1.4.1 Rolle’s Theorem
If f is continuous on [a, b] and f is differentiable on ]a, b[ and f (a) = f (b)
then ∃c ∈ ]a, b[ such that f 0 (c) = 0.
Prove that f (x) = 1 + (x − 1)(x − 2)(x − 3) admits two extremums.
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Theorem 1.4.2 Mean Value Theorem
Let f be a function defined on [a, b] , a 6= b;
If f is continuous on [a, b].
and f is differentiable on ]a, b[
then ∃c ∈ ]a, b[ | f (b) − f (a) = (b − a)f 0 (c)
Example Prove that |sin x| ≤ |x| ∀x ∈ R
Corollary Let f be a function differentiable on an interval I.
we have:
∀x, y ∈ I : (x 6= y =⇒ ∃z strictly between x and y | f (x) − f (y) = f 0 (z).(x − y)) .
Exercise Prove by the Mean value theorem MVT that :
1 1
< ln(1 + x) − ln x < ∀x ∈ R∗+ .
x+1 x
Theorem 1.4.3 Generalized Mean Value Theorem
Let f and g be functions defined on [a, b].
If f and g are continuous on [a, b].
and f and g are differentiable on ]a, b[ with g 0 (x) 6= 0 ∀x ∈ ]a, b[
f (b) − f (a) f 0 (c)
then ∃c ∈ ]a, b[ | = 0 .
g(b) − g(a) g (c)
Theorem 1.4.4 L’Hopital’s Rule
Let f and g be differentiable on Nâ such that
g 0 (x) 6= 0 ∀x ∈ Nâ and x→a
lim f (x) = x→a
lim g(x) = 0;
0
f (x) f (x)
If ∃l ∈ R | x→alim 0 = l then x→a
lim =l
g (x) g(x)
Example Calculate the following limits:
1 − sin x 0
1. limπ = ,
x→ 2 cos x 0
!
(cos x) − 1 0
2. lim = ,
x→0 x2 0
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Remark
0
1. The L’Hopital Rule is used in cases of indeterminacy of type ; it can be extended to the
0
∞
cases .
∞
f 0 (x) f (x)
2. If lim doesn’t exist we can’t say any thing about lim ; we can see that in the
x→a g 0 (x) x→a g(x)
following example:
1
Let f (x) = x2 sin( ) and g(x) = x
x
we have
2 1
f (x) x sin( ) 0
lim
= lim x =
x→0 g(x) x→0 x 0
This limit is equal to
2
1
f (x) x sin( )
1
lim
= lim x = lim x sin =0
x→0 g(x) x→0 x x→0 x
But
1 1 1
0
f (x) 2x sin − x2 . 2 cos
lim = lim x x x
x→0 g 0 (x) x→0 1
1 1
= lim 2x sin − cos n’existe pas
x→0 x x
1 1
lim 2x sin − cos doesn’t exist because
x→0 x x
1 1
lim 2x sin = 0 ∈ R et lim − cos doesn’t exist.
x→0 x x→0 x
Theorem 1.4.5 Let f and g be differentiable on Nâ such that
g 0 (x) 6= 0 ∀x ∈ Nâ and x→a lim g(x) = ∞.
lim f (x) = x→a
0
f (x) f (x)
If x→alim 0 = l ∈ R then x→alim =l
g (x) g(x)
1.4.2 Definition
◦
Let I be an interval, the interior of I, denoted I is the largest open interval included in I.
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Example Find the interior of each of these intervals:
[a, b] , ]a, b[ , [a, +∞[ , [a, b[
Theorem 1.4.6 Let f be differentiable on an interval I.
◦
1. f 0 (x) = 0 ∀x ∈ I ⇐⇒ f is constant on I.
◦
2. f 0 (x) ≥ 0 ∀x ∈ I ⇐⇒ f is increasing on I.
◦
3. f 0 (x) ≤ 0 ∀x ∈I ⇐⇒ f is decreasing on I.
◦
4. f 0 (x) > 0 ∀x ∈ I =⇒ f is strictly increasing on I.
◦
5. f 0 (x) < 0 ∀x ∈ I =⇒ f is strictly decreasing on I.
π
Example Prove that f (x) = sin x is strictly increasing on 0, .
2
Remark If I isn’t an interval the previous theorem will not be true.
0 if x ∈ [0, 1]
example: f (x) =
1 if x ∈ [2, 3]
f is differentiable on [0, 1] [2, 3] moreover f 0 (x) = 0 ∀x ;
S
but f isn’t constant on I.
1.5 Taylor’s Theorem
1.5.1 Higher order derivatives
If f is differentiable on an open interval I, we define the derivative of f , denoted f 0 by
f 0 : I −→ R
x 7−→ f 0 (x)
If f 0 , is also differentiable on I then (f 0 )0 is said second derivative of f and is noted f 00
d2 f
or f (2) or . We also say that f is twice differentiable on I
dx2
Recurrently, 0
for n ∈ N∗ : if f (n−1) is differentiable on I then f (n−1) is said derivative of order n of
dn f
f and is noted f (n) or . We also say that f is n times differentiable on I.
dxn
Conventionaly we put f (0) = f .
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Example
π
1. f (x) = sin x, x ∈ R, Prove that f (n) (x) = sin(x + n ).
2
π
2. f (x) = cos x, x ∈ R, prove that f (n) (x) = cos(x + n ).
2
1.5.2 Leibniz’s Rule or Leibniz’s Formula
If f et g are n times differentiable at a then f.g is also n times differentiable at a, moreover :
n
k!
(f.g)(n) (a) = Cnk f (k) (a).g (n−k) (a); Cnk =
X
k=0 n! (n − k)!
1.5.3 Function of class C n
Let n ∈ N,
A function f is of class C n on an open interval I if and only if f is n times differentiable on
I and the nth derivative f (n) is continuous on I.
We denote by C n (I) the set of all functions of class C n on I.
Remark By convention, we denote by:
1. C 0 (I) the set of the continuous functions on I.
2. C ∞ (I) the set of real functions that belong to C n (I) for all n ∈ N .
Example
1. ex , cos x, sin x ∈ C ∞ (R).
2. Prove that the function
x3 cos 1
si x 6= 0
f (x) = x
0
si x = 0
is of class C 1 on R but it isn’t of class C 2 on R.
1.5.4 Taylor’s theorem (or Taylor’s formula) with the Lagrange form of the
remainder
If f is a function such that
1. f ∈ C n (I), I an open interval containing a.
2. For x ∈ I, x 6= a, f (n+1) exists on ]a, x[ (respectively on ]x, a[ ).
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then ∃cx ∈ ]a, x[ (respectively on ∃cx ∈ ]x, a[ ) such that
(x − a)0 (0) (x − a) 0 (x − a)2 (2)
f (x) = f (a) + f (a) + f (a)
0! 1! 2!
(x − a)n (n) (x − a)n+1 (n+1)
+ ··· + f (a) + f (cx )
n! (n + 1)!
n
f (k) (a) (x − a)n+1 (n+1)
(x − a)k +
X
= f (cx )
k=0 k! (n + 1)!
| {z } | {z }
T aylor polynomial theLagrangef ormof theremainder
This formula is called :
Taylor’s Formula with Lagrange form of the remainder on Na to order n.
If a = 0, the formula is called Maclaurin’s Formula with Lagrange form of the
remainder.
Remark If n = 0 et x = b, we obtain the Mean value theorem.
1.5.5 Corollary
Let I be an open interval containing a point a.
If f ∈ C n+1 (I) then ∀x 6= a ∃cx strictly between x and a such that:
n
f (k) (a) (x − a)n+1 (n+1)
(x − a)k +
X
f (x) = f (cx ).
k=0 k! (n + 1)!
Example: Maclaurin’s Formula with Lagrange form of the remainder
1. ∀x ∈ R∗ ∃cx strictly between x and 0 such that
x3 x5 x7 x2n+1 x2n+2
sin x = x − + − + · · · + (−1)n + (−1)n+1 . . sin(cx ).
3! 5! 7! (2n + 1)! (2n + 2)!
2. ∀x ∈ R∗ ∃cx strictly between x and 0 such that
x2 x4 x6 x2n x2n+1
cos x = 1 − + − + · · · + (−1)n + (−1)n+1 sin(cx ).
2! 4! 6! (2n)! (2n + 1)!
3. ∀x ∈ R∗ ∃cx strictly between x and 0 such that
x2 x3 x4 xn xn+1
ex = 1 + x + + + + ··· + + .ecx .
2! 3! 4! n! (n + 1)!
Exercise 1 Use the Taylor’s Formula with Lagrange form of the remainder to prove the
following inequalities:
x3
∀x ∈ R∗+ sin x ≥ x −
3!
10
√
Exercise 2 Let f (x) = 1+x
1. Write the Maclaurin’s Formula with Lagrange form of the remainder of f on N0̂ to order
5.
√
2. Deduce an approximate value of 2.
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