Advanced Level Pure Mathematics Chapter 4 Derivatives

Derivatives
Advanced Level Pure Mathematics

Calculus I
Chapter 4 Derivatives
4.1 Introduction 2
4.2 Differentiability 4
Continuity and Differentiability 6
4.3 Rules of Differentiation 10
4.5 Higher Derivatives 17
4.6 Mean Value Theorem 22
Prepared by K. F. Ngai(2003)
Page 1
4
Derivatives
4.1 INTRODUCTION
Let ) , (
0 0
y x A be a fixed point and ) , ( y x P be a variable point on the curve ) (x f y as shown on about
figure. Then the slope of the line AP is given by
0
0
x x
y y
or
0
0
) ( ) (
x x
x f x f
. When the variable point P moves

closer and closer to A along the curve ) (x f y , i.e.
0
x x . the line AP becomes the tangent line of the
curve at the point A. Hence, the slope of the tangent line at the point A is equal to
0
0
) ( ) (
lim
0 x x
x f x f
x x

. This
term is defined to be the derivative of ) (x f at
0
x x and is usually denoted by ) ( '
0
x f . The definition of
derivative at any point x may be defined as follows.
Definition Let ) (x f y be a function defined on the interval [ ] b a, and
( ) b a x ,
0
.
) (x f is said to be differentiable at
0
x ( or have a derivative at
0
x ) if the limit
0
0
) ( ) (
lim
0 x x
x f x f
x x

exists. This lime value is denoted by ) ( '

0
x f or
0
x x
dx
dy
and is called the

derivative of ) (x f at
0
x .
If ) (x f has a derivative at every point x in ( ) b a, , then ) (x f is said to be differentiable on
( ) b a, .
Remark As
0
x x , the difference between x and
0
x is very small, i.e.
0
x x tends to zero. Usually, this
difference is denoted by h or x . Then the derivative at
0
x may be rewritten as
h
x f h x f
h
) ( ) (
lim
0 0
0
+
. ( First Principle )
Example Let 1 ) (
2
+ x x f . Find ) 2 ( ' f .
Page 2
Derivatives
Example Let
'
0 , 0
0 ,
1
cos
) (
2
x
x
x
x
x f . Find ) 0 ( ' f .
Example If x x f ln ) ( , find (x) f ' .
Example Let f be a real-valued function defined on R such that for all real numbers x and y,
) ( ) ( ) ( y f x f y x f + + . Suppose f is differentiable at
0
x , where R x
0
.
(a) Find the value of
h
h f
h
) (
lim
0
.
(b) Show that f is differentiable on R and express (x) f ' in terms of
0
x .
Page 3
Derivatives
4.2 DIFFERENTIABILITY
Example Let
'
0 0,
0 ,
1
sin
) (
x
x
x
x
x f . Show that 0 x , f is continuous but not differentiable.
Solution
By definition, (0) ' f =
h
f h f
h
) 0 ( ) 0 (
lim
0
+
=
h
) f( h f
h
0 ) (
lim
0
=
h
h
h

h
1
sin
lim
0
=
h
h
1
sin lim
0
.
Since
h
h
1
sin lim
0
does not exist, f is not differentiable at 0 x .
Example If 3
1
) ( x x f
, show that 0 x , f is continuous but not differentiable.
Example Let
'
>
1 x if , 1 2
1 if ,
) (
2
x
x x
x f .
Find ) ( f ' 1
+
and ) ( f ' 1
by definition. Does (1) ' f exist? Why?

Page 4
Derivatives
Example Show that ) ( x x f is not differentiable at 0 x . Find also the derivative of ) (x f when
0 x .
Example Let
'
<
+
,
0
0
) (
2
x x
x x x
x f Find (0) ' f .
Example Let
3
) ( x x f . Find (0) ' f .
Page 5
Derivatives
Example A function f is defined as
'
c x b ax
c x x
x f
,
,
) (
2
.
Find a, b ( in term of c ) if ) ( ' c f exists.
CONTINUITY AND DIFFERENTIABILITY
Theorem Let ) (x f y . If ) ( ' x f exist, then 0 x implies that 0 y .
Proof Since x
x
y
y
) ( , we have
y
x

0
lim
x
x
y
) (
( ) x
x
y
x x

,
_
0 0
lim lim ( Since both limit exist )
( ) x x f
x

0
lim ) ( '
.
As ) ( ' x f exists, ) ( ' x f is bounded. Futhermore,
0 lim
0

x
x
and so
0 lim
0

y
x
.
Theorem If ) (x f y is differentiable at ,
0
x then ) (x f is continuous at
0
x .
Proof By Theorem,
0 lim
0

y
x
, i.e.
0 )] ( ) ( [ lim
0 0
0
+

x f x x f
x
.
Hence, ) (x f is continuous at
0
x .
Page 6
Derivatives
Remark We should have a clear concept about the difference between
(a) ) (x f is well-defined at
0
x .
(b) the limit of ) (x f at
0
x exists.
(c) ) (x f is continuous at
0
x .
(d) ) (x f is differentiable at
0
x .
D
L
Example Let
'
>
< <
a x
x
a x a
a x
a x
a
a x
x f
,
) (
, 0
0 ,
) (
2
2 2
2 2
.
Show ) (x f is continuous at
a x
and discuss the continuity of ) ( ' x f at
a x
.
Example Prove that if f satisfy ) ( ) ( ) ( y f x f y x f + R y x , and ) ( 1 ) ( x xg x f + where
1 ) ( lim
0

x g
x
, then ) ( ' x f exist R x and ) ( ) ( ' x f x f . Find ). (x f
Page 7
Derivatives
Example Prove that if f satisfies ) ( ) ( ) ( y f x f xy f + , then
x
) f '(
f '(x)
1
, where 0 x and
find ) (x f .
Example Find a, b in terms of c for ) ( ' c f exists where
'
+
> >
c if bx a
c c x if
x
x f
x
0 ,
1
) (
2
Example Let f be a real-valued function such that
2
) ( ) ( ) ( a x a f x f ) , ( R a x
Show that 0 ) ( ' x f for all R x .
Page 8
Derivatives
Exercise 4A Name: ________________________
1. Determine which of following functions are differentiable at 0 x .
(a) 3
2
) ( x x f
(b)
'
) 0 ( 0
) 0 (
1
sin
) (
x
x
x
x
x f
2. Find ) ( ' x f of the following functions. Also, locate the points at which the function is not differentiable.
(a)
'

<
) 3 ( 6 2
) 3 ( 4
) (
2
x x
x x
x f (b) 8 ) (
3
+ x x f
3. Let
'
> +
1 ,
1 ,
) (
3
x b ax
x x
x f .
Find the values of a and b so that f is differentiable at 1 x .
Page 9
Derivatives
4.3 RULES OF DIFFERENTIATION
Composite functions
dx
du
k ku
dx
d
dx
dv
dx
du
v u
dx
d
t t ) (
dx
du
v
dx
dv
u uv
dx
d
+
2
v
dx
dv
u
dx
du
v
v
u
dx
d

,
_
dx
du
du
dy
dx
dy

dy
dx
dx
dy 1
Algebraic functions
1
k k
kx x
dx
d
where k must be independent of x (usually a constant)
Inverse functions (esp.: inverse of trigo func)
dy
y df
dx
dy
x f y
) (
1
n the ) ( If
1

Trigonometric functions
x x
dx
d
cos sin x x
dx
d
sin cos x x
dx
d
2
sec tan
x x x
dx
d
tan sec sec x x x
dx
d
cot csc csc x x
dx
d
2
csc cot
Logarithmic functions
x x
e e
dx
d
x
x
dx
d 1
ln
a a a
dx
d
x x
ln
a x
x
dx
d
a
ln
1
log
Parametric functions (commonly use in Rate of change)
dt
dx
dt
dy
dx
dy
Page 10
Derivatives
Theorem Chain Rule
If f g h , i.e. )) ( ( ) ( x f g x h and f, g are differentiable, then ) ( ' )) ( ( ' ) ( ' x f x f g x h .
Example
x
e x h
sin
tan ) ( , ) ( ' x h =
=
= ) cos ( sec
sin sin 2
x e e
x x
Example Find the derivatives of the following functions:
(a) ) 1 ln( x x y (b)
2
1 x
x
y
(c)
60
) 100 3 ( + x y (d) x
e y
1
sin
, where 0 x
Example Let , ) sin( xy xy find
dx
dy
.
Page 11
Derivatives
Example ( Derivatives of inverse function )
Prove
2
1
1
1
) (sin
x
x
dx
d
Solution Let x y
1
sin
.
x
= y sin
1 =
dx
dy
y cos
dx
dy
=
y cos
1
) sin (
1
x
dx
d

=
2
1
1
x
Example Prove x
dx
d
1
cos
=
2
1
1
x
-
Solution
Remark ) sin (
1
x
dx
d

=
2
1
1
x
, x
dx
d
1
cos
=
2
1
1
x
-
x
dx
d
1
tan
=
2
1
1
x +
, x
dx
d
1
cot
=
2
1
1
x
-
+
x
dx
d
1
sec
=
1
1
2
x x
, x
dx
d
1
csc
=
1
1
2
x x
-
Example* (a) Find x
dx
d
ln (b) Find
x
e
dx
d

Page 12
Derivatives
Example Find
dx
dy
if
(a)
1 +
x
a y , where a is a constant.
(b) x x y
x
sin + .
Example Find the derivative of following functions
(a) ) 3 1 ( sin
3 2
x x + (b)
3
)) 2 cos ( ln ( x
Example If t x cos and t y sin , find
dx
dy
Page 13
Derivatives
Exercise 4B Name ________________________
1. Find the derivatives of the following functions.
(a)
x
e y
sin
(b)
x
e y tan (c)
[ ]
3
2
) 1 ln( + x y
(d) ) ln(tan
x
e y (e)
x
x
y
1
sin
sin
(f)
,
_

2
1
1
2
tan
x
x
y (g)
x
x y ) (cos
Page 14
Derivatives
(h)
x x
e y 3 (i) x
y
1
tan
3
(j) x
x y
1
(k) x
x
y
ln
4
2. By considering the inverse of
x cos
, show that
2
1
1
1
) (cos
x
x
dx
d
Page 15
Derivatives
3. Find
dx
dy
if
(a)
y
x xy y
1
tan
2 1
+ +
(b) 1 cos
2 2
+ + y x y x
4. Find
dx
dy
if
(a)
'

t y
t t x
sin 1
cos
(b)
'
t y
t x
3
3
sin
cos
Page 16
Derivatives
4.5 HIGHER DERIVATIVES
Definition If ) (x f y is a function of
x
, then the nth derivatives of y w.r.t. x is defined as
,
_
1
1
n
n
n
n
dx
y d
dx
d
dx
y d
if
1
1
n
n
dx
y d
is differentiable.
Symbolically, the nth derivatives of y w.r.t. x is denoted by ) ( ,
) ( ) (
x f y
n n
or
n
n
dx
y d
.
Remark 1.
dy
dx
dx
dy 1
but
2
2 2
2
1
dy
x d dx
y d
,
_
dx
dy
dx
d
dx
y d
2
2
2. If
y
is function of z , ) (x f z , then
dx
dz
dz
dy
dx
dy
(.
dx
dz
x f
dx
dy
) ( ' ).
2
2
dx
y d
=
,
_
dx
dy
dx
d
= ) ( ) ( ' ) ( ' '
dz
dy
dx
d
x f
dz
dy
x f +
=
,
_
+
dz
dy
dz
d
dx
dz
'(x) f
dz
dy
''(x) f
=
2
2
2
) (
dz
y d
'(x) f
dz
dy
''(x) f +
Example Let x y
1
sin
. Find
2
2
dx
y d
.
Example Prove that ) sin cos ( x b x a e y
kx
+

satisfies the equation 0 ) 1 ( ' 2 ' '
2
+ + + y k ky y .
Page 17
Derivatives
Example If
xu y
, where u is a function of x, Prove
) 1 ( ) ( ) (
+
n n n
nu xu y where
) (n
y and
) (n
u are the
nth derivative of y and u respectively.
Hence, if x
n
e x y
1
1
, prove x
n n n
e x y
1
) 1 ( ) (
) 1 (
+

.
Example Find a general formula for the
n
th derivative of
(a)
ax
e y ( R a )
(b) x y sin
(c)
m
x y ) ( R m
Page 18
Derivatives
Theorem Let ) (x f and ) (x g be two functions which are both differentiable up to nth order. Then
(a) ) ( ) ( x f
dx
d
k x kf
dx
d
n
n
n
n
(b) ) ( ) ( )] ( ) ( [ x g
dx
d
x f
dx
d
x g x f
dx
d
n
n
n
n
n
n
t t
Theorem Leibniz's Theorem
Let f and
g
be two functions with nth derivative. Then
) ( ) ( )] ( ) ( [
) (
0
) (
x g x f C x g x f
dx
d
r n
n
r
r n
r
n
n
where ) ( ) (
) 0 (
x f x f .
Example Let
ax
xe y , where a is a real constant. Find
) 20 (
y .
Example Find ) ln (
3
x x
dx
d
n
n
, 0 > x .
Example Let x y
1
tan
. Show that for 1 n , 0 ) 1 ( ) 1 ( 2 ) 1 (

) ( ) 1 ( ) 2 ( 2
+ + + + +
+ + n n n
y n n xy n y x .
Page 19
Derivatives
Example Prove that if , cos
2
x x y then . 0 ) 6 ( 4
2
2
2
2
+ + y x
dx
dy
x
dx
y d
x
Deduce that when 0 x 0 ) 1 ( ) 3 )( 2 (
2
2
+
n
n
n
n
dx
y d
n n
dx
y d
n n
Example (a) Prove if
2
x
e y

, 0 ) 1 ( 2 2
) ( 1) ( 2) (
+ + +
+ + n n n
y n xy y .
(b) Show if ) ( ) (
2 2
x f e e
dx
d
x x
n
n

, then 0 ) ( 2 ) ( 2 ) (
2
2
+ x nf x f
dx
d
x x f
dx
d
.
Page 20
Derivatives
Exercise 4D Name ____________________
1. Let r be a real number. Define
r
x
x
y
,
_
1
1
for 1 > x .
(a) Show that
1
2
2
x
ry
dx
dy
.
(b) For , 3 , 2 , 1 n , show that
0 ) ( ) ( 2 ) 1 (
) 1 ( 2 ) ( ) 1 ( 2
+ + +
+ n n n
y n n y r nx y x
where y y
) 0 (
and
k
k
k
dx
y d
y
) (
for 1 k .
2. Let
ax n
e x x f ) ( , where a is real and
n
is a positive integer.
Evaluate ) 0 (
) 2 ( n
f .
Page 21
Derivatives
4.6 MEAN VALUE THEOREM
Definition Let ) (x f y be a function defined on an interval I. f is said to have an absolute maximum at c
if x x f c f ), ( ) ( I and ) (c f is called the absolute maximum value.
Similarly, f is said to have an absolute minimum at d if x x f d f ), ( ) ( I and f(d) is called
the absolute minimum value.
Theorem Fermat's Theorem
Let ) (x f y be defined and differentiable on an open interval (a, b). If ) (x f attains its
absolute maximum or absolute minimum (both are called absolute extremum) at
c x
, where
) , ( b a c , then 0 ) ( ' c f .
Proof For any ), , ( b a x there exists a real number h such that ) , ( ) ( b a h x and ) , ( ) ( b a h x + .
Now, suppose ) (x f attains its absolute maximum at
c x
. Then we have (a,b) h) (c and
(a,b) h) (c + , and so ) ( ) ( c f h c f and ) ( ) ( c f h c f + . Now, the left and right hand
derivatives are given by
0 lim
0

+
h
f(c) h) f(c
(c) f'
h
, ( since 0 + f(c) h) f(c )
and 0 lim
0

+
+
h
f(c) h) f(c
(c) f'
h
. ( since 0 + f(c) h) f(c )
Since ) (x f is differentiable at
c x
, the left and right hand derivatives must be equal,
i.e. ) ( ' ) ( ' c f c f
+
. This is possible only if 0 ) ( ' c f .
The proof for ) (x f attaining its absolute minimum at
c x
is similar and is left as an exercise.
Remark 1. 0 ) ( ' p f NOT IMPLIES absolute max. or min. at
p x
.
e.g.
3
) ( x x f at 0 x , not max. and min.
figure
2. Fermat's Theorem can't apply to function in closed interval. absolute max. or min may be
attained at the end-points. As a result, one of the left and right hand derivatives at c may
not exist.
e.g. 1 ) 2 ( ) (
2
+ x x f defined on [ 0, 5] attains its absolute max. at 5 x but its right
hand derivative does not exist.
3. Fermat' s Theorem can't apply to function which are not differentiable.
e.g. x x f ) ( . Not differentiable at 0 x but min. at 0 x .
figure
Page 22
Derivatives
Theorem Rolle's Theorem
If a function ) (x f satisfies all the following three conditions:
(1) ) (x f is continuous on the closed interval ] , [ b a ,
(2) ) (x f is differentiable in the open interval ) , ( b a ,
(3) ) ( ) ( b f a f ;
then there exists at least a point ) , ( b a such that 0 ) ( ' f .
Proof Since ) (x f is continuous on ] , [ b a ) (x f is bounded
(i) M m , where m (min), M (Max) are constant.
] , [ , ) ( b a x M x f m
] , [ , ) ( b a x M x f
) , ( , 0 ) ( ' b a x x f
(ii) M m < , the max. and min. cannot both occur at the end points a, b.
) , ( b a p such that M p f ) (
i.e. ) ( ) ( x f p f x sufficiently closed to p.
By Fermat's Theorem, ) ( ' p f exist and equal to 0.
Example Define 1 ) 2 ( ) (
2
+ x x f on [0,4]. Note that 5 ) 4 ( ) 0 ( f f .
We have 2) 2( ) ( ' x x f and so 0 (2) ' f . Since ) 4 , 0 ( 2 , Rolle's Theorem is verified.
The geometric significance of Rolle's theorem is illustrated in the following diagram.
If the line joining the end points )) ( , ( a f a and )) ( , ( b f b is horizontal (i.e. parallel to the x-axis)
then there must be at least a point (or more than one point) lying between a and b such that the
tangent at this point is horizontal.
Page 23
Derivatives
Theorem Mean Value Theorem
If a function ) (x f is
(1) continuous on the closed interval ] , [ b a and
(2) differentiable in the open interval ) , ( b a ,
then there exists at least a point ) , ( b a such that
) ( '
) ( ) (
f
a b
a f b f
.
Proof Consider the function g defined by
) ( ) (
) ( ) (
) ( a f a x
a b
a f b f
x g +
) (x g is differentiable and continuous on ) , ( b a .

Let ) ( ) ( ) ( x f x g x h
) (x h is also differentiable and continuous on ) , ( b a .
We have . 0 ) ( , 0 ) ( b h a h
By Rolle's Theorem, ) , ( b a such that 0 ) ( ' h
0 ) ( ' ) ( ' f g
a b
a f b f
f
) ( ) (
) ( '
Remark: 1. The Mean Value Theorem still holds for b a > .
a b
a f b f
p f
) ( ) (
) ( ' .
2. Another form of Mean Value Theorem ) )( ( ' ) ( ) ( a b p f a f b f +
3. The value of p can be expressed as ) ( a b a p + , 1 0 < < .
) ))( ( ( ' ) ( ) ( a b a b a f a f b f + +
Example Use the Mean Value Theorem. show b a >
(a) b a b a sin sin
(b) b a
x
bx ax

cos cos
, 0 x
(c) p
x
px
sin
, 0 , 0 > > x p .
Page 24
Derivatives
Example By using Mean Value Theorem, show that
) ( a y e e e
a a y

for all real values
y
and
a
.
Solution Let
x
e x f ) ( .
Case (i)
a y >
Case (ii)
a y
Case (iii)
a y <
Example Let R b a , such that b a < and ) (x f be a differentiable function on R such that 0 ) ( > a f ,
0 ) ( < b f and ) ( ' x f is strictly decreasing. Show that 0 ) ( ' < b f .
Example Let ) (x f be a continuous function defined on [ 3, 6 ]. If ) (x f is differentiable on ( 3, 6 ) and
3 9 ) ( ' x f . Show that 36 ) 3 ( ) 6 ( 18 f f .
Page 25
Derivatives
Example Let
0
1
1
) ( a x a x a x P
n
n
n
n
+ + +

be a polynomial with real coefficients.

If , 0
1
0
1
+ + +
+
a
n
a
n
a
n n
by using Mean Value Theorem, show that the equation 0 ) ( x P has at
least one real root between 0 and 1.
Example Let f be a real-valued function defined on ) , 0 ( . If ) ( ' t f is an increasing function,
show that ) )( 1 ( ' ) ( ) ( ) )( ( ' ) ( n t n f n f t f n t n f n f + + + )) 1 , ( ( + n n t
Example Let f be a real-valued function such that
2
) ( ) ( ) ( y x y f x f , ) , ( R y x
Show that f is a differentiable function.
Hence deduce that k x f ) ( for all R x , where k is a real constant.
Page 26
Derivatives
Example Let ) (x f be a function such that ) ( ' x f is strictly increasing for 0 > x .
(a) Using Mean Value Theorem, or otherwise, show that
) 1 ( ' ) ( ) 1 ( ) ( ' + < + < k f k f k f k f , 1 k
(b) Hence, deduce that
) ( ' ) 3 ( ' ) 2 ( ' ) 1 ( ) ( ) 1 ( ' ) 2 ( ' ) 1 ( ' n f f f f n f n f f f + + < < + + + , 2 n
Theorem Generalized Mean Value Theorem
Let ) (x f and ) (x g such that
(i) ) (x f and ) (x g are continuous on [ a, b ].
(ii) ) (x f and ) (x g are differentiable on ( a, b ).
Then there is at least one points ) , ( b a p such that
) ( ' )] ( ) ( [ ) ( ' )] ( ) ( [ p f a g b g p g a f b f .
Proof Let ) ( )] ( ) ( [ ) ( )] ( ) ( [ ) ( x f a g b g x g a f b f x h , b x a .
(i) ) (x h is continuous on [ a, b ].
(ii) ) (x h is differentiable on ( a, b ).
By Mean Value Theorem, ) , ( b a p such that
a b
a h b h
p h
) ( ) (
) ( ' , hence the result is obtained.
( Why ? )
Remark: Suppose that ) (x f and ) (x g are differentiable on ( a, b ) and that 0 ) ( ' ) ( ' > x g x f , ) , ( b a x
then
) ( '
) ( '
) ( ) (
) ( ) (
p g
p f
a g b g
a f b f
.
This is useful to establish an inequality by using generalized mean value theorem.
Page 27
Derivatives
Example (a) Let f and
g
be real-valued functions continuous on ] , [ b a and differentiable in ) , ( b a .
(i) By considering the function
)] ( ) ( )[ ( )] ( ) ( )[ ( ) ( a f b f x g a g b g x f x h on ] , [ b a , or otherwise,
show that there is
) , ( b a c
such that
)] ( ) ( )[ ( ' )] ( ) ( )[ ( ' a f b f c g a g b g c f
(ii) Suppose 0 ) ( ' > x g for all ) , ( b a x . Show that 0 ) ( ) ( > a g x g for any ) , ( b a x .
If, in addition,
) ( '
) ( '
x g
x f
is increasing on
) , ( b a
, show that
) ( ) (
) ( ) (
) (
a g x g
a f x f
x P
is also
Increasing on ) , ( b a .
(b) Let
'
1
]
1
0 1
4
, 0
1 cos sin
1 cos
) (
x if
x if
x x
x e
x Q
x
Show that Q is continuous at 0 x and increasing on

1
]
1
4
, 0

.
Hence or otherwise, deduce that for
1
]
1
4
, 0

x
,

x
x dt t Q
0
) ( .
Page 28

Advanced Level Pure Mathematics Chapter 4 Derivatives

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Derivatives

Advanced Level Pure Mathematics

. When the variable point P moves

exists. This lime value is denoted by ) ( '

and is called the

by definition. Does (1) ' f exist? Why?

. Show that for 1 n , 0 ) 1 ( ) 1 ( 2 ) 1 (

) (x g is differentiable and continuous on ) , ( b a .

be a polynomial with real coefficients.

Show that Q is continuous at 0 x and increasing on

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