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Real Analysis: Math 4050-4060

Section 5.1 The derivative

Subsection 5.1.1 Definition of derivative

Let \(I\) be an open interval in \(\mathbb R\text{,}\) and let \(c\in I\text{.}\) We say that a function \(f: I \rightarrow {\mathbb R}\) is differentiable at \(c\) if the limit
\begin{equation} \lim_{h\rightarrow 0}\frac{f(c+h)-f(c)}{h}\tag{5.1.1} \end{equation}
exists. In this case, we denote the limit by \(f'(c)\text{,}\) and we say that \(f'(c)\) is the derivative of \(f\) at \(x=c\text{.}\)

Exercise 5.1.1.

Prove that if the limit (5.1.1) exists, it is equal to
\begin{equation*} \lim_{x\rightarrow c}\frac{f(x)-f(c)}{x-c} \end{equation*}
So, provided the limit exists, we can write
\begin{equation*} f'(c)=\lim_{h\rightarrow 0}\frac{f(c+h)-f(c)}{h}=\lim_{x\rightarrow c}\frac{f(x)-f(c)}{x-c}. \end{equation*}
If the limit does not exist, we say that \(f\) is not differentiable at \(x=c\text{,}\) or that \(f'(c)\) does not exist.

Exercise 5.1.2.

Show that \(f(x)=x^2\) is differentiable at every \(c\in {\mathbb R}\text{,}\) and \(f'(c)=2c\text{.}\)

Exercise 5.1.3.

Prove that \(f(x)=|x|\) is not differentiable at \(x=0\text{.}\)
Find two sequences converging to \(0\) for which you can apply Theorem 4.1.4.

Subsection 5.1.2 Basic results

Note that by suitable choice of \(a\) and \(b\) in the previous theorem, we obtain the familiar rules:
\begin{equation*} (f\pm g)'(c)=f'(c)\pm g'(c), \hspace{3ex} (af)'(c)=af'(c). \end{equation*}
Multiply \(f(x)-f(c)\) by \((x-c)/(x-c)\)
Add and subtract \(f(c+h)g(c)\) to \(f(c+h)g(c+h)-f(c)g(c)\)
Re-write \(\frac{1}{h}\left(\frac{1}{f(c+h)}-\frac{1}{f(c)}\right)\) as a single fraction.
Write \(\dfrac{f}{g}=f\dfrac{1}{g}\) and use product and reciprocal rules.
If we knew that \(g(x)\neq g(c)\) for all \(x\) close enough (but not equal to) \(c\text{,}\) we could write
\begin{equation*} \frac{f(g(x))-f(g(c))}{x-c}=\frac{f(g(x))-f(g(c))}{g(x)-g(c)}\frac{g(x)-g(c)}{x-c} \end{equation*}
and do the limit as \(x\rightarrow c\text{.}\) But \(g(x)-g(c)\) could be zero, so we cannot do that. To fix the problem, define a function \(\phi(t)\) by
\begin{equation*} \phi(t)=\begin{cases} \frac{f(t)-f(g(c))}{t-g(c)} \amp \mbox{ if } t\neq g(c)\\ f'(g(c)) \amp \mbox{ if } t=g(c)\end{cases}. \end{equation*}
Proof Define \(\phi\) as in the hint. Note that by definition of the derivative of \(f\) at \(g(c)\text{,}\)
\begin{equation*} \lim_{t\rightarrow g(c)}\phi(t) = \lim_{t\rightarrow g(c)}\frac{f(t)-f(g(c))}{t-g(c)}=f'(g(c))=\phi(g(c)). \end{equation*}
So \(\phi\) is continuous at \(g(c)\text{.}\) Now check that
\begin{equation*} \frac{f(g(x)) - f(g(c))}{x-c}=\phi(g(x))\frac{g(x)-g(c)}{x-c}. \end{equation*}
This is clearly true if \(g(x)\neq g(c)\text{,}\) and it is also true if \(g(x)=g(c)\) because in that case both sides are \(0\text{.}\) Taking the limit as \(x\rightarrow c\) and using continuity of \(g\) and \(\phi\text{,}\) we find our result.