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Math4121Introduction to Lebesgue Integration (Lecture 4)

Math4121 Lecture 4

Chapter 5. Differentiation

The continuity of the derivative

Theorem 5.12

Suppose ff is differentiable on [a,b][a,b], Then ff' attains intermediate values between f(a)f'(a) and f(b)f'(b).

Proof:

Let λ(f(a),f(b))\lambda\in (f'(a),f'(b)). We need to show that there exists x(a,b)x\in (a,b) such that f(x)=λf'(x)=\lambda.

Let g(x)=f(x)λxg(x)=f(x)-\lambda x. Then gg is differentiable on (a,b)(a,b) and

g(x)=f(x)λ.g'(x)=f'(x)-\lambda.

So g(a)=f(a)λ<0g'(a)=f'(a)-\lambda<0 and g(b)=f(b)λ>0g'(b)=f'(b)-\lambda>0.

We need to show that g(x)=0g'(x)=0 for some x(a,b)x\in (a,b).

Since g(a)<0g'(a)<0, t1(a,b)\exists t_1\in (a,b) such that g(t1)<g(a)g'(t_1)<g(a).

If not, then g(t)g(a)g(t)\geq g(a) for all t(a,b)t\in (a,b). But then g(a)g(t)g(a)ta0g'(a)\gets \frac{g(t)-g(a)}{t-a}\geq 0, which contradicts g(a)<0g'(a)<0.

With the loss of generality, since g(b)>0g'(b)>0, t2(a,b)\exists t_2\in (a,b) such that g(t2)<g(b)g'(t_2)<g(b).

Hence, gg attains its infimum on [a,b][a,b] at some x(a,b)x\in (a,b). Then this xx is a local minimum of gg on (a,b)(a,b).

So g(x)=0g'(x)=0 and f(x)=λf'(x)=\lambda.

QED

L’Hôpital’s Rule

Theorem 5.13

Suppose ff and gg are differentiable on (a,b)(a,b) and g(x)0g'(x)\neq 0 for all x(a,b)x\in (a,b), where a<b-\infty\leq a<b\leq \infty. Suppose

f(x)g(x)A as xa\frac{f'(x)}{g'(x)}\to A \text{ as } x\to a\dots

If

f(x)0 and g(x)0 as xa,f(x)\to 0 \text{ and } g(x)\to 0 \text{ as } x\to a,

or

g(x) as xa,g(x)\to \infty \text{ as } x\to a,

then

f(x)g(x)A as xa.\frac{f(x)}{g(x)}\to A \text{ as } x\to a.

Note that all these numbers AA can be \infty or -\infty (on extended real line).

We’re using the open neighborhood definition of \to here. An open neighborhood of \infty is an interval of the form (c,)(c,\infty) for some cRc\in \mathbb{R}.

Recall the Definition 3.1 .

Proof:

Main step:

Suppose A-\infty\leq A\leq \infty, and let q>Aq>A with neighborhood (,,q)(-,\infty,q). Then cR\exists c\in \mathbb{R} such that f(x)g(x)<q,x(a,c)\frac{f(x)}{g(x)}<q,\forall x\in (a,c).

Proof of the main step:

Fix A<r<qA<r<q. Then c(a,b)\exists c\in (a,b) such that f(x)g(x)<r,x(a,c)\frac{f'(x)}{g'(x)}<r,\forall x\in (a,c).

Now, for any a<x<y<ca<x<y<c, by generalized mean value theorem, t(x,y)\exists t\in (x,y) such that

f(x)f(y)g(x)g(y)=f(t)g(t)\frac{f(x)-f(y)}{g(x)-g(y)}=\frac{f'(t)}{g'(t)}

Since t(a,c)t\in (a,c), f(t)g(t)<r\frac{f'(t)}{g'(t)}<r.

Case 1: f(x)0f(x)\to 0 and g(x)0g(x)\to 0 as xax\to a.

As xax\to a, f(x)0f(x)\to 0 and g(x)0g(x)\to 0. So

limxaf(x)f(y)g(x)g(y)=limxa0f(y)0g(y)=limxaf(y)g(y)=f(y)g(y)r<q\begin{aligned} \lim_{x\to a}\frac{f(x)-f(y)}{g(x)-g(y)}&=\lim_{x\to a}\frac{0-f(y)}{0-g(y)}\\ &=\lim_{x\to a}\frac{f(y)}{g(y)}\\ &=\frac{f'(y)}{g'(y)}\\ &\leq r<q \end{aligned}

y(a,c)\forall y\in (a,c), f(y)g(y)<q\frac{f(y)}{g(y)}<q.

Case 2: g(x)g(x)\to \infty as xax\to a.

We can find c1(a,y)c_1\in (a,y) such that g(x)>g(y)g(x)>g(y) for all x(a,c1)x\in (a,c_1).

Therefore,

f(x)f(y)g(x)<r[g(x)g(y)]g(x)f(x)g(x)<rrg(y)g(x)+f(y)g(x)\begin{aligned} \frac{f(x)-f(y)}{g(x)}&<\frac{r[g(x)-g(y)]}{g(x)}\\ \frac{f(x)}{g(x)}&<r-\frac{rg(y)}{g(x)}+\frac{f(y)}{g(x)} \end{aligned}

To make the right side less than qq, we need

rg(y)+f(y)g(x)<qr\frac{|rg(y)|+|f(y)|}{|g(x)|}<q-r

so,

g(x)>rg(y)+f(y)qr|g(x)|>\frac{|rg(y)|+|f(y)|}{q-r}

There exists c2(a,c1)c_2\in (a,c_1) such that g(x)>rg(y)+f(y)qr,x(a,c2)|g(x)|>\frac{|rg(y)|+|f(y)|}{q-r},\forall x\in (a,c_2).

So x(a,c2)\forall x\in (a,c_2),

f(x)g(x)<rg(y)+f(y)g(x)<r+(qr)=q\frac{f(x)}{g(x)}<\frac{rg(y)+f(y)}{g(x)}<r+(q-r)=q

x(a,c2)\forall x\in (a,c_2), f(x)g(x)<q\frac{f(x)}{g(x)}<q.

QED

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