Chapter 3 Real Functions of A Real Variable Part 2 Differentiability

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Chapter III.

Coordination SM-ST of MATH 1


U.S.T.H.B Differentiability
Module
Faculty of Mathematics Taylor’s Formula
Academic year 2023-2024
Part II

I) Differentiability
1) Differentiability at a point
Definition 1. Let I be an open interval in R, and f : I ⊂ Df → R be a function. The function f is
f (x) − f (x0 )
differentiable at x0 ∈ I if and only if the rate of change has a finite limit as x approaches
x − x0
x0 .
The limit is then called the derivative of f at x0 and is denoted by f 0 (x0 ). Thus,

f (x) − f (x0 )
lim = f 0 (x0 )
x→x0 x − x0

Geometric Interpretation
 →
− → −
In a cartesian coordinate system O, i , j , con-
sider the curve (Cf ) of a function f . Let A(x0 , f (x0 ))
and Ah (x0 +h, f (x0 +h)) be two points on this curve.
The line (Dh ) joining the points A and Ah has a slope
given by
f (x0 + h) − f (x0 )
.
h
If f is differentiable at x0 , then the limiting position
of (Dh ) as h approaches 0 is the line (T ), which is the
tangent to the curve at point A. Hence, the slope of
the tangent (T ) is equal to
f (x0 + h) − f (x0 )
lim = f 0 (x0 ).
h→0 h
Thus, the equation of the tangent (T ) to the curve (Cf ) at x0 is (T ) : y = f 0 (x0 )(x − x0 ) + f (x0 ).
Proposition 1. Let I be an open interval in R, and f : I ⊂ Df → R be a function.
f (x0 + h) − f (x0 )
• f is differentiable at x0 ∈ I if and only if lim exists and is finite.
h→0 h
• f is differentiable at x0 ∈ I if and only if there exists a real number l and a function ε : I → R
satisfying lim ε(x) = 0, such that
x→x0

∀x ∈ I, f (x) = f (x0 ) + (x − x0 )l + (x − x0 )ε(x) .

The real number l is then equal to f 0 (x0 ).


Example 1. The function f defined on R by f (x) = sin(x) is differentiable at 0. Indeed,
f (x) − f (0) sin(x)
lim = lim = 1.
x→0 x−0 x→0 x
The derivative of f at 0 is f 0 (0) = 1.

1
( 1
x sin if x 6= 0
Example 2. The function g defined on R by g(x) = x is not differentiable at 0.
0 if x = 0
Indeed, 1
g(x) − g(0) x sin 1
lim = lim x = lim sin does not exist.
x→0 x−0 x→0 x x→0 x
Definition 2. (Differentiability on the Right and on the Left)
Let I be an open interval in R, and f : I ⊂ Df → R be a function.
f (x) − f (x0 )
I We say that f is differentiable on the right at x0 ∈ I if and only if the limit lim exists
>
x→x0 x − x0
and is finite. This limit is denoted fd0 (x0 ) and is called the right derivative of f at x0 .
f (x) − f (x0 )
I We say that f is differentiable on the left at x0 ∈ I if and only if the limit lim exists
x→x0
< x − x0
and is finite. This limit is denoted fg0 (x0 ) and is called the left derivative of f at x0 .
Proposition 2. f is differentiable at x0 if and only if f is differentiable on the right and on the left at
x0 , and fd0 (x0 ) = fg0 (x0 ) = f 0 (x0 ).
Example 3. The absolute value function defined on R by f (x) = |x| is differentiable on the right at 0 and
on the left at 0, but it is not differentiable at 0. Indeed, we have:
f (x) − f (0) |x|
lim = lim = 1 = fd0 (0), so f is differentiable on the right at 0.
>
x→0
x − 0 >
x→0
x
f (x) − f (0) |x|
lim = lim = −1 = fg0 (0), so f is differentiable on the left at 0.
<
x→0
x − 0 <
x→0
x
As fd0 (0) 6= fg0 (0), we conclude that f is not differentiable at 0.


Example 4. The function g defined on [1, +∞[ by g(x) = x − 1 is not differentiable on the right at 1.
Indeed, √
g(x) − g(1) x−1 1
lim = lim = lim √ = +∞.
>
x→1
x−1 >
x→1
x−1 >
x→1
x−1
Geometric Interpretation

(a) If f is differentiable on the right at x0 (re-


spectively on the left at x0 ), then the graph
(Cf ) has a non-vertical half-tangent on the
right (respectively on the left) at M (x0 , f (x0 )).
Moreover, if fd0 (x0 ) 6= fg0 (x0 ), we say that
M (x0 , f (x0 )) is an angular point for the graph
(Cf ).

f (x) − f (x0 )
(b) In the case where lim = ±∞,
x→x0 x − x0
we say that the graph (Cf ) has a vertical tan-
gent at the point M (x0 , f (x0 )).

2) Differentiability on an Interval
Definition 3. Let I be an open interval in R, and f : I ⊂ Df → R be a function. f is differentiable on
7 f 0 (x) is the derivative of f ,
I if and only if f is differentiable at every point x0 ∈ I. The function x →
df
denoted as f 0 or .
dx
2
Example 5. The function defined by f (x) = x2 is differentiable at every point in R. Indeed:
f (x) − f (x0 ) x2 − x20 (x − x0 )(x + x0 )
Let x0 ∈ R, = = = x + x0 .
x − x0 x − x0 x − x0
f (x) − f (x0 )
So, lim = lim (x + x0 ) = 2x0 .
x→x0 x − x0 x→x0
It follows that the derivative of f at x0 is 2x0 , in other words, f 0 (x) = 2x for all x ∈ R.

Derivative of Some Standard Functions:

Function f (x) Differentiable on Derivative f 0 (x)


xn (n ∈ N) R nxn−1

1 −1
R∗
x x2
√ 1
x ]0, +∞[ √
2 x

√ 1
3
x R∗ √
3
3 x2

xα (α ∈ R) ]0, +∞[ or R∗ ou R αxα−1


according to the values of α
ex R ex
1
ln x ]0, +∞[
x
cos x R − sin x
sin x R cos x
nπ o 1
tan x R− + kπ/k ∈ Z 1 + tan2 x =
2 cos2 x

Proposition 3. Let I be an open interval in R, and f : I ⊂ Df → R be a function. If f is differentiable


at x0 ∈ I (respectively, on I), then f is continuous at x0 (respectively, on I).

Remark 1. The converse is false; a function can be continuous at a point without being differentiable at
that point. For example, the absolute value function is continuous at 0 but not differentiable at 0.

II) Operations on Derivatives


Proposition 4. Let f be a differentiable function on D1 and g be a differentiable function on D2 . Then:

1. f + g is differentiable on D1 ∩ D2 , and for all x in D1 ∩ D2 , (f + g)0 (x) = f 0 (x) + g 0 (x).

2. (λf ) is differentiable on D1 , and for all x in D1 , (λf )0 (x) = λf 0 (x), where λ is a fixed real number.

3. f × g is differentiable on D1 ∩ D2 , and for all x in D1 ∩ D2 , (f × g)0 (x) = f 0 (x)g(x) + f (x)g 0 (x).


 
f
4. If, in addition, g(x) 6= 0 for all x in D2 , then is differentiable on D1 ∩ D2 , and for all x in
g
D1 ∩ D2 ,
 f 0 f 0 (x)g(x) − f (x)g 0 (x)
(x) = .
g (g(x))2

3
Proposition 5. (Derivative of a composite function)
If f is differentiable at x0 and g is differentiable at f (x0 ), then g ◦ f is differentiable at x0 , and we have

(g ◦ f )0 (x0 ) = g 0 (f (x0 ))f 0 (x0 ) .

Remark 2. If f is differentiable on an interval I and g is differentiable on an interval J = f (I), then


g ◦ f is differentiable on I, and its derivative is given by:

∀x ∈ I, (g ◦ f )0 (x) = g 0 (f (x))f 0 (x) .

Example 6. Let’s calculate the derivative of h(x) = ln(1 + x2 ).


For every x in R, we have h(x) = (g ◦ f )(x) (composition of two functions f and g), where g(x) = ln x,
1
and its derivative is g 0 (x) = , and f (x) = 1 + x2 , and its derivative is f 0 (x) = 2x. Then the function
x
h = (g ◦ f ) is differentiable on R, and its derivative is given by:
2x
∀x ∈ R, h0 (x) = (g ◦ f )0 (x) = g 0 (f (x))f 0 (x) = g 0 (1 + x2 )2x = .
1 + x2
The following table summarizes some derivative formulas to be known:

1 √
Function uα (α ∈ R) u eu ln u cos u sin u tan u
u
−u0 u0 u0 u0
Derivative αu0 uα−1 √ u0 eu −u0 sin u u0 cos u u0 (1 + tan2 u) =
u2 2 u u cos2 u

Proposition 6. (Derivative of an Inverse Function)


Let I be an open interval in R. Let f : I → J be a differentiable, bijective function, and f 0 (x) does not
equal zero on I. Then the inverse function f −1 : J → I is differentiable on J, and we have:

1
∀x ∈ J, (f −1 )0 (x) =  .
f 0 f −1 (x)

Example 7. Consider the function

f : R −→ ]0, +∞[
x 7−→ f (x) = ex

The function f is continuous and strictly increasing on R, making it bijective. Thus, f has an inverse
function

f −1 : ]0, +∞[ −→ R
x 7−→ f −1 (x) = ln(x).

Moreover, f is differentiable on R, and its derivative is f 0 (x) = ex . Therefore, the inverse function f −1 is
differentiable on ]0, +∞[, and we have
1 1 1 1
∀x ∈]0, +∞[, (f −1 )0 (x) =  = = = .
f 0 f −1 (x) f 0 (ln(x)) eln(x) x

Example 8. Derivatives of Inverse Trigonometric Functions


(1) Derivative of the function arcsin
h −π π i
Consider f : , → [−1, 1], x 7→ sin(x), which is differentiable, bijective, and f 0 does not equal
2 2
4
i −π π h h −π π i
zero on , . Hence, its inverse f −1 : [−1, 1] → , , x 7→ arcsin(x), is differentiable on ] − 1, 1[
2 2 2 2
and we have
1 1
∀x ∈] − 1, 1[, arcsin0 (x) =  =  .
0
sin arcsin(x) cos arcsin(x)
By using the fundamental trigonometric identity

∀α ∈ R, cos2 (α) + sin2 (α) = 1.

We obtain: q
cos(arcsin(x)) = ± 1 − sin2 (arcsin(x)).
i −π π h
Since arcsin(x) ∈ , , then cos(arcsin(x)) > 0, so
2 2
q
cos(arcsin(x)) = 1 − sin2 (arcsin(x)).
 
Now, we know that sin arcsin(x) = x, ∀x ∈ [−1, 1], thus

cos(arcsin(x)) = 1 − x2 .

Therefore,
1
∀x ∈] − 1, 1[, (arcsin)0 (x) = √ .
1 − x2
(2) Similarly, we can show that

1 1
∀x ∈] − 1, 1[, (arccos)0 (x) = − √ ∀x ∈ R, (arctan)0 (x) = .
1 − x2 1 + x2

III) Fundamental Theorems on Differentiable Functions Over


an Interval
Theorem 1. (Rolle’s Theorem)
Let f : [a, b] → R be a function. If

• f is defined and continuous on [a, b].

• f is differentiable on ]a, b[.

• f (a) = f (b).

Then, there exists c ∈]a, b[ such that f 0 (c) = 0.

Geometrically, this means that there exists at least one point on the curve of f where the tangent to the
curve at that point is horizontal.

Example 9. Let f be the function defined on R by f (x) = x(x − 1)(x + 1)(x + 2). Show that f 0 has at
least one zero in the interval [0, 1].
The function f is a polynomial of degree 4 that is continuous on [0, 1], differentiable on ]0, 1[, and f (0) =
f (1) = 0. Therefore, according to the Rolle’s Theorem, there exists c ∈]0, 1[ such that f 0 (c) = 0.

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Theorem 2. (Mean Value Theorem)
Let f : [a, b] → R be a function such that

• f is defined and continuous on [a, b].

• f is differentiable on ]a, b[.

Then, there exists c ∈]a, b[ such that:

f (b) − f (a) = f 0 (c)(b − a) .

Geometrically, this means that there is at least one point on the curve of f where the tangent to the curve
at that point is parallel to the secant line (AB) where A = (a, f (a)) and B = (b, f (b)).

We have the following three consequences of the mean value theorem:


Proposition 7. (Mean Value Inequality)
Let f : I → R be a differentiable function on an open interval I. If there exists a constant M such that
for every x in I, |f 0 (x)| ≤ M , then:
∀x, y ∈ I |f (x) − f (y)| ≤ M |x − y| .
Example 10. Let f be the function defined on R by f (x) = sin x.
We have f 0 (x) = cos x, so |f 0 (x)| ≤ 1 for all x ∈ R. The mean value inequality then becomes:
∀x, y ∈ R | sin x − sin y| ≤ |x − y|.
In particular, if we set y = 0, then we obtain:
| sin x| ≤ |x|.
This is particularly interesting for x close to 0.
Proposition 8. (Monotonicity of a Differentiable Function)
Let f be a function defined on an interval I with values in R, differentiable on I.
1. f is constant on I if and only if for every x in I, f 0 (x) = 0.
2. f is increasing on I if and only if for every x in I, f 0 (x) ≥ 0.
3. f is decreasing on I if and only if for every x in I, f 0 (x) ≤ 0.
4. If for every x in I, f 0 (x) > 0, then f is strictly increasing on I.
5. If for every x in I, f 0 (x) < 0, then f is strictly decreasing on I.
Remark 3. The converse of points 4 and 5 is false. For example, the function x 7−→ x3 is strictly
increasing and yet its derivative vanishes at 0.
Proposition 9. (Hospital’s Rule)
Let x0 ∈ R and f, g be two functions differentiable in the neighborhood of x0 . We assume that g 0 does not
vanish in the neighborhood of x0 except possibly at x0 . We have:
f 0 (x) f (x) − f (x0 )
lim 0
= l =⇒ lim =l (l ∈ R).
x→x0 g (x) x→x0 g(x) − g(x0 )

Remark 4.
0 ∞
In general, Hospital’s Rule is applied in cases of indeterminate forms like or .
0 ∞
ex − 1
Example 11. Calculate lim .
x→0 x
We set f (x) = e and g(x) = x. f and g are differentiable in the neighborhood of 0, and g 0 (x) = 1 does
x

f 0 (x) ex ex − 1
not vanish in the neighborhood of 0. We have: lim 0 = lim = 1, so lim = 1.
x→0 g (x) x→0 1 x→0 x

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IV) Taylor Formulas
1) Successive Derivatives
Let f : I → R be a differentiable function, and let f 0 be its derivative.
• If the derivative function f 0 : I → R is itself differentiable at x0 , we say that f is twice differentiable
at x0 , and we write
f 0 (x) − f 0 (x0 )
lim = f 00 (x0 ).
x→x0 x − x0
• A function f 0 : I → R is twice differentiable if it is twice differentiable at every point in its domain.
More generally, we denote:

f (0) = f, f (1) = f 0 , f (2) = f 00 , f (n+1) = (f (n) )0 .

• We say that f is of class C 0 on I and write f ∈ C 0 (I) when f is continuous on I.

• We say that f is of class C n on I with n ∈ N∗ , and write f ∈ C n (I) when f is n times differentiable
on I, and f (n) is continuous on I.

• We say that f is of class C ∞ on I, and write f ∈ C ∞ (I), if f is of class C n on I for every n ∈ N,


and we also say that f is indefinitely differentiable on I.
Proposition 10. (Leibniz Formula) Let f and g be two functions defined on I in R and n times
differentiable on I. Then, the function f g is n times differentiable on I and we have
n
X
(n)
(f g) = Cnk f (n−k) g (k) .
k=0

Example 12. For n = 1, we have (f g)0 = f 0 g + f g 0 and for n = 2 we have (f g)00 = f 00 g + 2f 0 g 0 + f g 00 .

2) Lagrange’s Taylor Formula of Order n


Theorem 3. (Lagrange’s Taylor Formula of Order n) Let f : I → R be a function and a, b ∈ I
with a < b. If f is of class C n on [a, b] and f (n) is differentiable on ]a, b[ (the (n + 1)-th derivative of f
exists in ]a, b[), then there exists c ∈]a, b[ such that
n
X f (k) (a) f (n+1) (c)
f (b) = (b − a)k + (b − a)n+1
k=0
k! (n + 1)!

f 0 (a) f 00 (a) f (n) (a) f (n+1) (c)


f (b) = f (a) + (b − a) + (b − a)2 + · · · + (b − a)n + (b − a)n+1 (1) .
1! 2! n! (n + 1)!

I Formula (1) is called Lagrange’s Taylor Formula of Order n.


n
X f (k) (a)
I The sum (b − a)k is a polynomial of degree n called the Taylor polynomial.
k=0
k!

f (n+1) (c)
I The term (b − a)n+1 is called the Lagrange remainder.
(n + 1)!
Example 13. Let f : R → R be the function defined by f (x) = sin(x). According to Lagrange’s Taylor
Formula of Order 5, there exists c ∈]0, x[ such that

x3 x5 x6
sin(x) = x − + − sin(c) .
3! 5! 6!

7
Indeed, the sine function is of class C ∞ on R, and we have

f (x) = sin(x) ⇒ f (0) = 0


f 0 (x) = cos(x) ⇒ f 0 (0) = 1
f 00 (x) = − sin(x) ⇒ f 00 (0) = 0
f (3) (x) = − cos(x) ⇒ f (3) (0) = −1
f (4) (x) = sin(x) ⇒ f (4) (0) = 0
f (5) (x) = cos(x) ⇒ f (5) (0) = 1
f (6) (x) = − sin(x) ⇒ f (6) (c) = − sin(c)

Substituting into Lagrange’s Taylor Formula of Order 5, we obtain :

f 0 (0) f 00 (0) 2 f (5) (0) 5 f (6) (c) 6


f (x) = f (0) + x+ x + ··· + x + x, with c ∈]0, x[ .
1! 2! 5! 6!
This yields
x 3 x5 x6
sin(x) = x − + − sin(c) with c ∈]0, x[ .
3! 5! 6!

3) Young’s Taylor Formula of Order n


Theorem 4. (Young’s Taylor Formula of Order n)
Let f : I −→ R be a function of class C n on I and x0 ∈ I, then there exists a function ε : I → R satisfying
lim ε(x) = 0 such that, for all x ∈ I,
x→x0

n
X f (k) (x0 )
f (x) = (x − x0 )k + (x − x0 )n ε(x)
k=0
k!
0 00
f (x0 ) f (x0 ) f (n) (x0 )
f (x) = f (x0 ) + (x − x0 ) + (x − x0 )2 + · · · + (x − x0 )n + (x − x0 )n ε(x) (2) .
1! 2! n!
I Formula (2) is called Young’s Taylor Formula of Order n in the neighborhood of x0 .
n
X f (k) (x0 )
I The sum (x − x0 )k is a polynomial of degree n called the Taylor polynomial.
k=0
k!

I The term (x − x0 )n ε(x) is called the Young remainder.


Maclaurin’s Formula

If x0 = 0, the Young’s Taylor Formula takes the form

f 0 (0) f 00 (0) 2 f (n) (0) n


f (x) = f (0) + x+ x + ··· + x + xn ε(x) with lim ε(x) = 0 (3) .
1! 2! n! x→x0

The formula (3) is called the Maclaurin’s Formula of Order n.


Example 14. Let f : R → R be a function defined by f (x) = ex . The Young’s Taylor Formula of Order
n in the neighborhood of 0 (or Maclaurin’s Formula of Order n) gives

x2 x3 xn
ex = 1 + x + + + ··· + + xn ε(x), with lim ε(x) = 0.
2! 3! n! x→x0

Indeed, the exponential function is of class C ∞ on R, and we have

(f (x) = ex , f (0) = 1), (f 0 (x) = ex , f 0 (0) = 1), · · · , (f (n) (x) = ex , f (n) (0) = 1).

8
Substituting into Young’s Taylor Formula, we get

f 0 (0) f 00 (0) 2 f (n) (0) n


f (x) = f (0) + x+ x + ··· + x + xn ε(x)
1! 2! n!
x2 x3 xn
= 1+x+ + + ··· + + xn ε(x).
2! 3! n!

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