Skip to Content
Math4121Introduction to Lebesgue Integration (Lecture 1)

Math4121 Lecture 1

Chapter 5: Differentiation

The derivative of a real function

Definition 5.1

Let ff be a real-valued function on an interval [a,b][a,b] (f:[a,b]Rf: [a,b] \to \mathbb{R}).

We say that ff is differentiable at a point x[a,b]x\in [a,b] if the limit

limtxf(t)f(x)tx\lim_{t\to x} \frac{f(t)-f(x)}{t-x}

exists.

Then we defined the derivative of ff, ff', a function whose domain is the set of all x[a,b]x\in [a,b] at which ff is differentiable, by

f(x)=limtxf(t)f(x)txf'(x) = \lim_{t\to x} \frac{f(t)-f(x)}{t-x}

Theorem 5.2

Let f:[a,b]Rf:[a,b]\to \mathbb{R}. If ff is differentiable at x[a,b]x\in [a,b], then ff is continuous at xx.

Proof:

Recall Definition 4.5 

ff is continuous at xx if ϵ>0,δ>0\forall \epsilon > 0, \exists \delta > 0 such that if tx<δ|t-x| < \delta, then f(t)f(x)<ϵ|f(t)-f(x)| < \epsilon.

Whenever you see a limit, you should think of this definition.

We need to show that limtxf(t)=f(x)\lim_{t\to x} f(t) = f(x).

Equivalently, we need to show that

limtx(f(t)f(x))=0\lim_{t\to x} (f(t)-f(x)) = 0

So for txt\ne x, since ff is differentiable at xx, we have

limtx(f(t)f(x))=limtx(f(t)f(x)tx)(tx)=limtx(f(t)f(x)tx)limtx(tx)=f(x)0=0\begin{aligned} \lim_{t\to x} (f(t)-f(x)) &= \lim_{t\to x} \left(\frac{f(t)-f(x)}{t-x}\right)(t-x) \\ &= \lim_{t\to x} \left(\frac{f(t)-f(x)}{t-x}\right) \lim_{t\to x} (t-x) \\ &= f'(x) \cdot 0 \\ &= 0 \end{aligned}

Therefore, differentiable is a stronger condition than continuous.

There exists some function that is continuous but not differentiable.

For example, f(x)=xf(x) = |x| is continuous at x=0x=0, but not differentiable at x=0x=0.

We can see that the left-hand limit and the right-hand limit are not the same.

limt0t0t0=1andlimt0+t0t0=1\lim_{t\to 0^-} \frac{|t|-|0|}{t-0} = -1 \quad \text{and} \quad \lim_{t\to 0^+} \frac{|t|-|0|}{t-0} = 1

Therefore, the limit does not exist. for f(x)=xf(x) = |x| at x=0x=0.

Theorem 5.3

Suppose ff is differentiable at x[a,b]x\in [a,b] and gg is differentiable at a point x[a,b]x\in [a,b]. Then f+gf+g, fgfg and f/gf/g are differentiable at xx, and

(a) (f+g)(x)=f(x)+g(x)(f+g)'(x) = f'(x) + g'(x)
(b) (fg)(x)=f(x)g(x)+f(x)g(x)(fg)'(x) = f'(x)g(x) + f(x)g'(x)
(c) (fg)(x)=f(x)g(x)f(x)g(x)g(x)2\left(\frac{f}{g}\right)'(x) = \frac{f'(x)g(x) - f(x)g'(x)}{g(x)^2}, provided g(x)0g(x)\ne 0

Proof:

Since the limit of product is the product of the limits, we can use the definition of the derivative to prove the theorem.

(a)

(f+g)(x)=limtx(f+g)(t)(f+g)(x)tx=limtxf(t)f(x)tx+limtxg(t)g(x)tx=f(x)+g(x)\begin{aligned} (f+g)'(x) &= \lim_{t\to x} \frac{(f+g)(t)-(f+g)(x)}{t-x} \\ &= \lim_{t\to x} \frac{f(t)-f(x)}{t-x} + \lim_{t\to x} \frac{g(t)-g(x)}{t-x} \\ &= f'(x) + g'(x) \end{aligned}

(b)

Since ff is differentiable at xx, we have limtxf(t)=f(x)\lim_{t\to x} f(t) = f(x).

(fg)(x)=limtx(f(t)g(t)f(x)g(x)tx)=limtx(f(t)g(t)g(x)tx+g(x)f(t)f(x)tx)=f(t)limtxg(t)g(x)tx+g(x)limtxf(t)f(x)tx=f(x)g(x)+g(x)f(x)\begin{aligned} (fg)'(x) &= \lim_{t\to x} \left(\frac{f(t)g(t)-f(x)g(x)}{t-x}\right) \\ &= \lim_{t\to x} \left(f(t)\frac{g(t)-g(x)}{t-x} + g(x)\frac{f(t)-f(x)}{t-x}\right) \\ &= f(t) \lim_{t\to x} \frac{g(t)-g(x)}{t-x} + g(x) \lim_{t\to x} \frac{f(t)-f(x)}{t-x} \\ &= f(x)g'(x) + g(x)f'(x) \end{aligned}

(c)

(fg)(x)=limtx(f(t)g(x)g(t)g(x)f(x)g(x)g(t)g(x))=1g(t)g(x)(limtx(f(t)g(x)f(x)g(t)))\begin{aligned} \left(\frac{f}{g}\right)'(x) &= \lim_{t\to x}\left(\frac{f(t)g(x)}{g(t)g(x)} - \frac{f(x)g(x)}{g(t)g(x)}\right) \\ &= \frac{1}{g(t)g(x)}\left(\lim_{t\to x} (f(t)g(x)-f(x)g(t))\right) \\ \end{aligned}
Last updated on