Chapter 5

Derivability
Outline
Functions f : A R R
Definition of the derivability / dierentiability of a function f : A R R
The connection between derivability and dierentiability

Properties of dierentiable functions (sum/dierence/product/quotient/composition)

Relationship between dierentiability and continuity
Extremum points. Fermats theorem
Rolle, Lagrange and Cauchys theorems
Characterization of monotonicity using the derivative
LHopitals rule
Higher order derivatives
Taylors polynomial and Taylors formula. Examples (ex , sin, cos,
Sucient conditions for extremum of a function

1
1x ,

ln (1 x), (1 + x) )

Extensions of dierentiability to functions f : A Rn R

Definition of partial derivatives / dierentiability. Examples
The connection between derivability (partial derivatives) and dierentiability
Properties (sum/dierence/product/quotient/composition)
Schwarzs theorem
Properties: Lagranges theorem, Taylors formula. Examples
Extensions of dierentiability to vector valued functions f : R Rm
Definition of derivability, equivalence with the derivability of component functions
Extensions of dierentiability to functions f : Rn Rm
In the previous chapter we studied continuous functions, functions for which a small change in the
argument produces a small change in the value of the function. In this chapter we will take a closer
look at the change in the value of a function determined by a change in its variable, more precisely
by examining the rate at which the value of the function is changing when we change the value of its
variable.

41

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5.1

42

The derivative of a real-valued function of a real variable

Definition 5.1.1 Let f : A R R and x0 A be a limit point of A. We define the derivative of

the function f at x = x0 by
f (x) f (x0 )
,
(5.1)
f 0 (x0 ) = lim
xx0
x x0
if this limit exists.
If the above limit exists and it is finite, we say that f is derivable at x0
If f is derivable at any point x0 A, we say that the function f is derivable on A and call the
function f 0 : A R R the derivative of f .

Example 5.1.2 As an example, let us consider the function f : R R given by f (x) = xn (n N).
For any x0 R, the limit
lim

xx0

f (x) f (x0 )
x x0

xn xn0
xx0 x x0

(x x0 ) xn1 + xn2 x0 + xn3 x20 + . . . + xxn2

+ xn1
0
0
= lim
xx0
x x0
n1

n2
n3 2
= lim x
+ x x0 + x x0 + . . . + xxn2
+ xn1
0
0
=

lim

xx0
+ xn2
x0
xn1
0
0
n1
nx0 ,

+ xn3
x20 + . . . + x0 xn2
+ xn1
0
0
0

.
exists and it is finite, and therefore the function f (x) = xn is derivable at x0 and f 0 (x0 ) = nxn1
0
Since x0 R was arbitrarily chosen, it follows that the function f (x) = xn is derivable on R and
its derivative is f 0 (x) = nxn1 .
The appendix at the end of the chapter contains a list of most common dierentiable functions
and their derivatives.
A notion related to the derivability is the dierentiability, defined as follows:
Definition 5.1.3 Let f : A R R and x0 A be a limit point of A. We say that f is dierentiable
at x = x0 if there exists a constant c and a function : A R R with limxx0 (x) = (x0 ) = 0
such that
x A.
(5.2)
f (x) = f (x0 ) + c (x x0 ) + (x) (x x0 ) ,
If f is dierentiable at any point x0 A, we say that the function f is dierentiable on A (the
linear function df (x0 , h) = ch is called the dierential of f at x0 .
The next proposition shows that for functions f : A R R the notions of derivability and
dierentiability are the same:
Proposition 5.1.4 Let f : A R R and x0 A be a limit point of A. Then f is derivable at x0
if and only if f is dierentiable at x0 , and moreover in this case the constant c is given by c = f 0 (x0 ).
Proof. If f is derivable at x0 , by Definition 5.1.1 the limit in (5.1) exists and is finite, and it can
be written in the equivalent form

f (x) f (x0 )
0
f (x0 ) = 0.
lim
xx0
x x0
Denoting by (x) the function : A R R defined by
(
f (x)f (x0 )
f 0 (x0 ) , x 6= x0
xx0
(x) =
,
0,
x = x0

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43

we have equivalent
lim (x) = 0.

xx0

Solving for f (x) we obtain therefore

f (x) = f (x0 ) + f 0 (x0 ) (x x0 ) + (x) (x x0 ) ,

x A,

(5.3)

with limxx0 (x) = (x0 ) = 0, which shows that the function f is dierentiable at x0 , and comparing
with (5.2) we see that c = f 0 (x0 ).
Conversely, if f is dierentiable at x0 , then there exists c R and a function : A R R with
limxx0 (x) = (x0 ) = 0 such that
f (x) = f (x0 ) + c (x x0 ) + (x) (x x0 ) ,

x A,

which for x A {x0 } can be written equivalently as

f (x) f (x0 )
= c + (x) .
x x0
Passing to limit with x x0 we obtain
lim

xx0

f (x) f (x0 )
= lim c + (x) = c,
xx0
x x0

hence the above limit exists and it is finite, which by the definition shows that f is derivable at x0
and its derivative is f 0 (x0 ) = c, concluding the proof.
Remark 5.1.5 (Tangent line approximation) Since for values of x x0 close to x0 we have
(x) 0, formula (5.2) above shows that the function f can be approximated near x0 as follows:
f (x) f (x0 ) + f 0 (x0 ) (x x0 ) ,

for x x0 .

(5.4)

Geometrically this shows that for x close to x0 , the values of f (x) can be approximated by the
values of the tangent line to the graph of y = f (x) at x = x0 (see Figure 5.1).

y = f (x0 ) + f  (x x0 )(x x0 )
y = f (x)

y
f (x0 )

f (x) f (x0 ) + f  (x x0 )(x x0 )

x0 x

Figure 5.1: Near x0 , the tangent line (red) is a good approximation of the value of the function (blue).
Example 5.1.6 Let us show
above) to
how we can use the tangent line approximation (formula (5.4)

approximate the value of 2. Consider the function f : [0, ) R given by f (x) = x, for which
f 0 (x) = 21 x for all x > 0.
In this case the formula (5.4) becomes

1
x x0 + (x x0 ) ,
2 x0
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44

which for x = 2 and x0 gives

1
2 1 + (2 1) ,
2 1

or equivalent 2 1, 5, which is a reasonably

good approximation (recall that 2 = 1, 414 . . .).
To obtain a better approximation of 2, we must choose a point x0 closer to 2, for example
x0 = 1, 44. We obtain in this case

and therefore

2 1, 2 +

0,56
21,2

1
(2 1, 44) ,
2 = 1, 44 +
2 1, 44
= 1, 2 +

7
3

4,3
3

= 1, 433 . . .

Some properties of dierentiable functions are contained in the following:

Proposition 5.1.7 Let f, g : A R R and let x0 A be a limit point of A. If f and g are
dierentiable at x = x0 , then:
i) f g is also dierentiable at x = x0 and we have
(f g)0 (x0 ) = f 0 (x0 ) g 0 (x0 )
ii) f g is also dierentiable at x = x0 and we have
(f g)0 (x0 ) = f 0 (x0 ) g (x0 ) + f (x0 ) g 0 (x0 )
iii) if g 6= 0 and g 0 (x0 ) 6= 0 then

f
g

is also dierentiable at x = x0 and we have

0
f 0 (x0 ) g (x0 ) f (x0 ) g 0 (x0 )
f
(x0 ) =
g
g 2 (x0 )

iv) if g (A) B and h : B R R is dierentiable at x = g (x0 ), then the composition h g : A

R R is dierentiable at x = x0 and we have
(h g)0 (x0 ) = h0 (g (x0 )) g 0 (x0 )
Proof. Follows by using the corresponding properties of limits. For example, to prove i):
lim

xx0

(f g) (x) (f g) (x0 )
f (x) f (x0 )
g (x) g (x0 )
= lim
lim
= f 0 (x0 ) g 0 (x0 ) ,
xx0
xx0
x x0
x x0
x x0

since the last two limit exist by hypothesis.

To prove ii), we write
(f g) (x) (f g) (x0 )
lim
xx0
x x0

f (x) f (x0 )
g (x) g (x0 )
= lim
g (x) + f (x0 )
xx0
x x0
x x0
f (x) f (x0 )
g (x) g (x0 )
lim g (x) + f (x0 ) lim
= lim
xx0
xx0
xx0
x x0
x x0
0
0
= f (x0 ) g (x0 ) + f (x0 ) g (x0 ) ,

since by hypothesis f, g are dierentiable at x0 (also note that above we used the continuity of g at
x0 : limxx0 g (x) = g (x0 ); since g is dierentiable at x0 it is also continuous at x0 ).
Similar proof for the remaining two properties.
The following shows the relationship between dierentiability and continuity:
Theorem 5.1.8 If f : A R R is dierentiable at x0 then f is continuous at x0 .
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CHAPTER 5. DERIVABILITY

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Proof. Since x0 A is a limit point of A, to prove continuity of f at x0 we can use the definition
with limits of continuity, that is we will show that
lim f (x) = f (x0 ) .

xx0

To prove this, we write the above limit as follows:

lim f (x) = f (x0 ) + lim (f (x) f (x0 ))
xx0

f (x) f (x0 )
(x x0 )
= f (x0 ) + lim
xx0
x x0
f (x) f (x0 )
= f (x0 ) + lim
lim (x x0 )
xx0
xx0
x x0
0
= f (x0 ) + f (x0 ) 0

xx0

= f (x0 ) ,

where we have used the fact that the last two limits exist and are finite (and therefore by a theorem,
the limit of the product is the product of the limits), concluding the proof.
As we will see, the derivative of a function is useful for finding the maximum /minimum value of
a function. We recall first the formal definition of an extremum point of a function:
Definition 5.1.9 Let f : A R R and let x0 A. We say that x0 is a:
i) local / relative minimum point for f if for some > 0 we have
f (x0 ) f (x) ,

x A (x0 , x0 + )

(5.5)

ii) local / relative maximum point for f if for some > 0 we have
f (x0 ) f (x) ,

x A (x0 , x0 + )

(5.6)

iii) local / relative extremum point for f if x0 is either a local minimum or a local maximum point
for f .
If we have strict inequalities in (5.5) or (5.6), we say that x0 is a strict local minimum / local
maximum / local extremum for f .
If the inequalities in (5.5) or (5.6) hold for any x A, then x0 is called an absolute (or global)
minimum / maximum / extremum point for f .
Example 5.1.10 Consider the function f : [2, 3] R having the graph in Figure 5.2 below. We see
that x = 2, x = 0, 5 and x = 2 are relative minimum points of f , x = 1, 5, x = 1 and x = 3 are
relative maximum points of f , x = 3 is the absolute minimum point for f and x = 3 is the absolute
maximum point for f .
Theorem 5.1.11 (Fermats theorem) If f : A R R has a relative extremum at an interior
point x0 of A and f is derivable at x0 then f 0 (x0 ) = 0.
Proof. Assume that x0 is a relative minimum point for f (the proof is similar if x0 is a relative
maximum point for f ), thus there exists 1 > 0 such that
f (x0 ) f (x) ,

x A (x 1 , x + 1 ) .

Since x0 is an interior point of A, there exists 2 > 0 such that (x0 2 , x0 + 2 ) A.

Considering = min {1 , 2 } it follows that we have
f (x0 ) f (x) ,

x (x0 , x0 + ) A.

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CHAPTER 5. DERIVABILITY

46

y = f (x)

0, 5
2 1, 5

2
1

Figure 5.2: The relative extremum points of the function f : [2, 3] R.

Since f is dierentiable at x0 , by definition it follows that the limit
lim

xx0

f (x) f (x0 )
= f 0 (x0 )
x x0

exists and it is finite.

From (5.7) it follows that
f (x) f (x0 )
0
x x0

for all x (x0 , x0 ), hence

f 0 (x0 ) = lim

x%x0

Also from (5.7) it follows that

for all x (x0 , x0 + ), hence

f (x) f (x0 )
0.
x x0

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

x&x0

We obtained
which shows f 0 (x0 ) = 0 as needed.

f (x) f (x0 )
0.
x x0

0 f 0 (x0 ) 0

Remark 5.1.12 It is important to observe that in the theorem above is essential that x0 is an interior
point of A (the domain of definition of the function f ) and also that f is dierentiable at x0 (if f is
not dierentiable at x0 , then f 0 (x0 ) is not defined, so it cannot equal 0!).
To see this, consider the function f : [1, 2] R defined by f (x) = x, and notice that x0 = 1 is a
relative minimum point for f and x0 = 2 is a relative maximum point for f (in fact these points are
also the absolute minimum and absolute maximum points for f ). We see that f is dierentiable on
[1, 2] and f 0 (x) = 1 for any x [1, 2]. In particular, f 0 (1) = f 0 (2) = 1 6= 0, which shows that the
conclusion in Fermats theorem does not hold (notice that x0 = 1 and x0 = 2 are not interior points
of the domain [1, 2] of f ).
Theorem 5.1.13 (Rolles theorem) Let f : [a, b] R and assume that f is continuous on [a, b],
dierentiable on (a, b) and f (a) = f (b). Then there exists c (a, b) such that f 0 (c) = 0.
Proof. Since f is continuous on [a, b], by Weierstrass boundedness theorem (Theorem 4.1.11) f
is bounded and attains its bounds on [a, b], that is there exist xm , xM [a, b] such that
f (xm ) f (x) f (xM ) ,

x [a, b] .

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If f (xm ) = f (xM ) then f is constant on [a, b], and therefore f 0 is identically zero on [a, b], so we
can choose any c (a, b) in this case.
If f (xm ) 6= f (xM ), then xm , xM cannot be both endpoints of [a, b] (since by hypothesis f (a) =
f (b)), and therefore at least one of xm or xM is an interior point of [a, b].
Assuming xm is an interior point of [a, b] (the proof is similar in the case when xM is an interior
point of [a, b]), by Fermats theorem (Theorem 5.1.11) it follows that f 0 (xm ) = 0, so we can choose
c = xm (a, b) and conclude the proof.
A generalization of the above theorem is contained in the following:
Theorem 5.1.14 (Lagranges theorem) Let f : [a, b] R and assume that f is continuous on
[a, b] and dierentiable on (a, b). Then there exists c (a, b) such that
f 0 (c) =

f (b) f (a)
.
ba

(5.8)

Proof. Consider the function F : [a, b] R defined by

F (x) = f (x)

f (b) f (a)
(x a) .
ba

Since f is continuous on [a, b] and dierentiable on (a, b), F is also continuous on [a, b] and dierentiable on (a, b), and we have
F (b) = F (a) = f (a) .
By Rolles theorem (Theorem 5.1.13) there exists c (a, b) such that F 0 (c) = 0, and since
0

f (b) f (a)
f (b) f (a)
0
(x a) = f 0 (x)
,
F (x) = f (x)
ba
ba
we obtain equivalent
f 0 (c)

f (b) f (a)
= 0,
ba

which proves the claim.

As a consequence, we have the following result which is useful in practice, for showing a function
is monotone:
Proposition 5.1.15 Assume f : [a, b] R is continuous on [a, b] and dierentiable (a, b).
i) If f 0 (x) > 0 for x (a, b) then f is increasing on [a, b];
ii) If f 0 (x) < 0 for x (a, b) then f is decreasing on [a, b].
iii) If f 0 (x) = 0 for x (a, b) then f is constant on [a, b].
Proof. i) For arbitrary points x1,2 [a, b] with x1 < x2 , applying Theorem 5.1.14 to the function
f on the interval [x1 , x2 ] we obtain that there exists c (x1 , x2 ) such that
f 0 (c) =

f (x2 ) f (x1 )
.
x2 x1

By hypothesis, the left side in the above equality is positive, so the right side must also be positive,
and therefore (since x2 x1 > 0) we obtain f (x2 ) f (x1 ) > 0. We showed that
f (x1 ) < f (x2 ) ,

for any x1,2 [a, b] with x1 < x2 ,

which shows that f is increasing on [a, b].

ii) A similar proof shows that in this case we have
f (x1 ) > f (x2 ) ,

for any x1,2 [a, b] with x1 < x2 ,

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48

and therefore f is decreasing on [a, b] in this case.

iii) Similarly, for arbitrarily fixed points x1,2 [a, b] with x1 < x2 we obtain that there exists
c (a, b) such that
f (x2 ) f (x1 )
= f 0 (c) = 0,
x2 x1
and therefore f (x1 ) = f (x2 ). Since x1,2 [a, b] were arbitrarily chosen, it follows that f must be
constant on [a, b], concluding the proof.
A generalization of Lagranges theorem is contained in the following:

Theorem 5.1.16 (Cauchys theorem) Let f, g : [a, b] R and assume that f and g are continuous
on [a, b], dierentiable on (a, b) and g 0 (x) 6= 0 for x (a, b). Then g (b) g (a) 6= 0 and there exists
c (a, b) such that
f 0 (c)
f (b) f (a)
=
(5.9)
g 0 (c)
g (b) g (a)
Proof. First note that applying Lagranges theorem to the function g, there exists a point c1
(a, b) such that
g (b) g (a)
= g 0 (c1 ) 6= 0,
ba

and therefore g (b) 6= g (a), which proves the first part of the claim.
Proceeding as in the proof of Lagranges theorem, we consider the function F : [a, b] R defined
by
f (b) f (a)
(g (x) g (a)) ,
F (x) = f (x)
g (b) g (a)
and we observe that since f and g are continuous on [a, b] and dierentiable on (a, b), F is also
continuous on [a, b] and dierentiable on (a, b), and we have
F (b) = F (a) = f (a) .

Applying Rolles theorem to the function F we obtain that there exists c (a, b) such that
F 0 (c) = 0, and since
f (b) f (a) 0
g (x) ,
F 0 (x) = f 0 (x)
g (b) g (a)

we obtain equivalent

f 0 (c)
Dividing by g 0 (c) 6= 0, we obtain

f (b) f (a) 0
g (c) = 0.
g (b) g (a)

f 0 (c)
f (b) f (a)
=
,
0
g (c)
g (b) g (a)
concluding the proof.
As an application of Cauchys theorem, we will derive the following result, useful for computing
limits of the type 00 d:
Theorem 5.1.17 (LHpitals rule) Let f, g : [a, b] R and x0 [a, b]. If f and g are continuous
on [a, b] and dierentiable on (a, b) {x0 }, g 0 (x) 6= 0 for x (a, b) {x0 } and f (x0 ) = g (x0 ) = 0,
then
f (x)
f 0 (x)
= lim 0
,
(5.10)
lim
xx0 g (x)
xx0 g (x)
provided the last limit exists.

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Proof. We will consider just the case when the limit

lim

xx0

f 0 (x)
=lR
g 0 (x)

is finite (the case when l = can be proved similarly).

By the definition of the limit it follows that given > 0 there exists > 0 such that
0

f (x)

for all x [a, b] with 0 < |x x0 | < .

g 0 (x) l < ,

(5.11)

Applying Cauchys theorem to the functions f and g on the interval with endpoints x and x0 ([x, x0 ]
if x < x0 , respectively [x0 , x] if x > x0 ) we obtain that there exists a point c = cx (the point c depends
on the choice of x) between x and x0 that
f 0 (cx )
f (x) f (x0 )
= 0
.
g (x) g (x0 )
g (cx )

Since f (x0 ) = g (x0 ) = 0 we obtain equivalent

f 0 (cx )
f (x)
= 0
,
g (x)
g (cx )
and therefore we obtain

f (x)
f (cx )

g (x) l = g 0 (cx ) l ,

for some point cx between x and x0 .

For x [a, b] with 0 < |x x0 | < , since the point cx is between x and x0 , we also have
0 < |cx x0 | < , and therefore by (5.11) we obtain
0

f (cx )

f (x)

for all x [a, b] with 0 < |x x0 | < ,

g (x) l = g 0 (cx ) l < ,
which by the definition with of the limit shows that
lim

xx0

f (x)
= l,
g (x)

concluding the proof.

Remark 5.1.18 (Extensionss of LHpitals rule) Choosing x = a (or x = b) in the above proof,
we see that the limit in the above theorem becomes the right (left) limit

f (x)
f (x)
f (x)
f (x)
= lim
respectively lim
= lim
.
lim
xa g (x)
x&a g (x)
xb g (x)
x%b g (x)
This observation shows that LHpitals rule holds for sided limits (left / right limits at a point).
It can be shown that the above theorem holds in the case when x0 = .
It can also be shown that LHpitals rule holds in the case
, that is in the case when limxx0 f (x) =
limxx0 g (x) = .
Example 5.1.19 As an example, let us compute the limit
1 + x ex
.
x0
x2
lim

We see that the limit is of the type 00 and the functions involved satisfy the hypothesis of LHpitals
rule above. Applying the theorem we obtain
1 + x ex
(1 + x ex )0
1 ex
.
=
lim
=
lim
0
x0
x0
x0 2x
x2
(x2 )
lim

Applying again the theorem (the resulting limit is also of the type 00 ), we obtain
1 + x ex
1 ex
(1 ex )0
ex
1
=
lim
= .
=
lim
=
lim
0
x0
x0 2x
x0 (2x)
x0 2
x2
2
lim

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When applying LHpitals rule, it is essential to check that the limit on the right of (5.10) exists.
Applying LHpitals rule without checking that this limit exist, may lead to erroneous conclusions,
as shown in the example below:
Example 5.1.20 Consider the limit
x + sin x
.
x
x
lim

It is not dicult to see that

x1
x + sin x
x+1

,
x
x
x

x > 0,

and therefore
x1
x + sin x
x+1
lim
lim
= 1,
x
x
x
x
x
x

1 = lim
which shows that

x + sin x
= 1.
x
Applying (incorrectly!) LHpitals rule we obtain
lim

x + sin x
(x + sin x)0
1 + cos x
= lim
= lim 1 + cos x,
= lim
0
x
x
x
x
x
1
(x)
lim

limit which does not exist.

The above example shows that applying incorrectly LHpitals rule (without checking that the
limit is indeed of the type 00 or
, or without checking that the limit on the right exists), we may
obtain erroneous conclusions.

5.1.1

Higher order derivatives

The definition of the derivative in Definition 5.1.1 can be extended to higher order derivatives, as
follows:
Definition 5.1.21 Let f : A R R and let x0 A be an accumulation point of A. If the derivative
f 0 : A R R exists, we define the second derivative of f at x0 by
f 00 (x0 ) = lim

xx0

f 0 (x) f 0 (x0 )
x x0

(5.12)

provided the limit exists.

If the above limit exists and it is also finite, we say that the function f is twice derivable (twice
dierentiable) at x0 .
If f is twice dierentiable at any point x0 A, we say that the function f is twice dierentiable
on A and call the function f 00 : A R R the second derivative of f .
The above definition can be extended inductively, to any n N, as follows:
Definition 5.1.22 Let f : A R R and let x0 A be an accumulation point of A. If f is n times
dierentiable on A, we define the n + 1 derivative of f at x0 by
f (n+1) (x0 ) = lim

xx0

f (n) (x) f (n) (x0 )

x x0

(5.13)

provided the limit exists.

If the above limit exists and it is also finite, we say that the function f is n + 1 times dierentiable
at x0 .
If f is n + 1 times dierentiable at any point x0 A, we say that the function f is n + 1 times
dierentiable on A and call the function f (n+1) : A R R the n+1 derivative of f .
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Remark 5.1.23 There are several notations in the literature for the derivative of a function. The
most common is perhaps Lagrangess prime notation of the derivative, that is
f (x0 ) , f 0 (x0 ) , f 00 (x0 ) , f 000 (x0 ) , . . .
or
f (x0 ) , f (1) (x0 ) , f (2) (x0 ) , f (3) (x0 ) , . . .
Another notation used (mostly in Physics) is Newtons dot notation of the derivative, especially to
denote derivatives with respect to time:
...
f (x0 ) , f (x0 ) , f (x0 ) , f (x0 ) . . .
The prime and dot notations are dicult to read in the case when we want to indicate for example
a fifth order derivative. Leibnizs dierential notation
f (x0 ) ,

df
d2 f
d3 f
(x0 ) , 2 (x0 ) , 3 (x0 ) , . . .
dx
dx
dx

or Eulers notation
f (x0 ) , Df (x0 ) , D2 f (x0 ) , D3 f (x0 ) , . . .
are useful in such situations.
We saw in Proposition 5.1.4 that if f : A R R is dierentiable at the limit point x0 A, then
f can be written
f (x) = f (x0 ) + f 0 (x0 ) (x x0 ) + (x) (x x0 ) ,

x A,

and moreover limxx0 (x) = 0. The next result shows that a similar representation holds if the
function f is several times dierentiable at x0 . We have:
Theorem 5.1.24 (Taylors formula) Let f : (a, b) R R be a function which is n + 1 times
dierentiable on the interval (a, b) and let x0 (a, b). Then for each x (a, b) there exists a point
between x0 and x such that
f (x) = f (x0 ) +

f 0 (x0 )
f 00 (x0 )
f (n) (x0 )
f (n+1) ()
(x x0 ) +
(x x0 )2 + . . . +
(x x0 )n +
(x x0 )n+1
1!
2!
n!
(n + 1)!
(5.14)

Proof. If x = x0 then we can choose = x0 and the claim follows.

For x 6= x0 , if we consider the number R given by
f (x) = f (x0 )+

f 0 (x0 )
f 00 (x0 )
f (n) (x0 )
(x x0 )+
(x x0 )2 +. . .+
(x x0 )n +(x x0 )n+1 , (5.15)
1!
2!
n!

in order to prove the claim we have to show the existence of between x0 and x such that
=

f (n+1) ()
.
(n + 1)!

To prove this, consider the function F : I R defined by

F (t) = f (t) +

f 00 (t)
f (n) (t)
f 0 (t)
(x t) +
(x t)2 + . . . +
(x t)n + (x t)n+1 ,
1!
2!
n!

and note that since by hypothesis f is n + 1 times dierentiable on I, the function F is dierentiable
on I.
Also, note that
F (x) = f (x)
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CHAPTER 5. DERIVABILITY

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and
F (x0 ) = f (x0 ) +

f 0 (x0 )
f 00 (x0 )
f (n) (x0 )
(x x0 ) +
(x x0 )2 + . . . +
(x x0 )n + (x x0 )n+1
1!
2!
n!

= f (x) ,
by using the definition of the constant (formula (5.15)).
We can therefore apply Rolles theorem to the function F , and deduce the existence of a number
between x0 and x, such that
F 0 () = 0.
Computing the derivative of F we obtain:
!

0 (t)
00 (t)
(n) (t)
f
d
f
f
(x t) +
(x t)2 + . . . +
(x t)n + (x t)n+1
F 0 (t) =
f (t) +
dt
1!
2!
n!
000

00
f 0 (t)
f (t)
f (t)
f 00 (t)
2
0
(x t)
+
(x t)
(x t) + . . . +
= f (t) +
1!
1!
2!
1!

!
f (n+1) (t)
f (n) (t)
n
n1
+
(x t)
(x t)
(n + 1) (x t)n
n!
(n 1)!
=

f (n+1) (t)
(x t)n (n + 1) (x t)n ,
n!

and therefore F 0 () = 0 gives

f (n+1) ()
(x )n (n + 1) (x )n = 0,
n!
and since x 6= 0 (recall that by Rolles theorem is strictly between x0 and x), we obtain equivalent
=

f (n+1) ()
,
(n + 1)!

concluding the proof.

Definition 5.1.25 Under the assumption of the previous theorem, the polynomial Tn (x) defined by
Tn (x) = f (x0 ) +

f 0 (x0 )
f 00 (x0 )
f (n) (x0 )
(x x0 ) +
(x x0 )2 + . . . +
(x x0 )n
1!
2!
n!

is called the Taylor polynomial of order n of f at the point x0 , and Rn (x) defined by
Rn (x) =

f (n+1) ()
(x x0 )n+1
(n + 1)!

is called the Taylor remainder of order n of f at the point x0 .

Remark 5.1.26 Note that in the case n = 0, the above theorem becomes Lagranges theorem (Theorem
5.1.14).
Remark 5.1.27 The formula (5.14) in the above theorem can be written in the form
f (x) = Tn (x) + Rn (x) =

n
X
f (k) (x0 )
k=0

k!

(x x0 )k +

f (n+1) ()
(x x0 )n+1 ,
(n + 1)!

or equivalently (with the substitution x = x0 + h):

f (x0 + h) = Tn (x0 + h) + Rn (x0 + h)
n
X
f (k) (x0 ) k f (n+1) () n+1
h +
h ,
=
k!
(n + 1)!
k=0

called the Taylor formula of order n of f at the point x0 .

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As an application of the Taylor formula, we obtain the following sucient condition for the extremum of a function:
Theorem 5.1.28 Let f : (a, b) R R be a function which is n + 1 2 times dierentiable with
f (n+1) (x) continuous on the interval (a, b), x0 (a, b) and assume that
f 0 (x0 ) = f 00 (x0 ) = . . . = f (n) (x0 ) = 0

and

f (n+1) (x0 ) 6= 0.

Then if:
i) n + 1 is an even number, f has a local extremum at x0 . More precisely, if f (n+1) (x0 ) > 0 then x0
is a local minimum point for f , and if f (n+1) (x0 ) < 0 then x0 is a local maximum point for f ;
ii) n + 1 is an odd number, f does not have a local extremum at x0 .
Proof. Under the assumption of the theorem, the Taylor formula of order n for f at x0 becomes
f (x) = f (x0 ) +

f (n+1) ()
(x x0 )n+1 ,
(n + 1)!

where is a point between x0 and x.

If n + 1 is an even number, from the above equality we see that f (x) f (x0 ) has the sign of
f (n+1) () (since (x x0 )n+1 0 for any x (a, b)), and therefore for any x (x0 , x0 + ) with
> 0 suciently small, f (x) f (x0 ) has the sign of f (x0 ) (recall that is between x0 and x).
It follows that if f (x0 ) is a local minimum if f (x0 ) 0, respectively a local maximum if f (x0 ) 0.
If n+1 is odd, the same reasoning shows that f (x)f (x0 ) takes both positive and negative values
in any interval (x0 , x0 + ) with > 0, so x0 is not a relative extremum for f in this case.
Example 5.1.29 Consider the functions f, g : R R given by f (x) = sin2 x and g (x) = x sin2 x.
It is easy to see that
and
f 00 (0) = 2 6= 0,
f 0 (0) = 0
and
g 0 (0) = g 00 (0) = 0

and

g 000 (0) = 6 6= 0,

and therefore by the above theorem it follows that x0 = 0 is a relative minimum point for f (n + 1 = 2
is an even number and f 00 (0) > 0), but it is not a relative extremum point for g (n + 1 = 3 is an odd
number).

Examples (ex , sin, cos,

1
1x ,

ln (1 x), (1 + x) )

5.2

The derivative of a vector-valued function of a real variable

5.3

The derivative of a real-valued function of a vector variable

5.4

The derivative of a vector-valued function of a vector variable

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54

Exercises

1. Compute the the derivatives of the following functions at the indicated points using the definition:
(a) f : [1, ) R, f (x) =

x + 1 at x0 = 3;

(b) g : R R, g (x) = cos x at x0 = 3 ;

(c) h : R R, h (x) = ln 1 + x2 at x0 = 1.

2. Determine if the indicated functions are dierentiable at the indicated points:

ln (1 + 2x) , x 12 , 0
1
;
(a) f : ( 2 , ) R, f (x) =
2x,
x [0, )

x2 + x + 2, x (0, 1)
(b) g : (0, ) R, g (x) =
;
3
1
x [1, )
4x + 4,

x2 + x + 2, x (0, 1)
(c) h : (0, ) R, h (x) =
;
3
5
x [1, )
4x + 4,
3. Study the dierentiability at x0 = 0 of the following functions:

sin x1 , x 6= 0
(a) f : R R, f (x) =
0,
x=0

x sin x1 , x 6= 0
(b) f : R R, f (x) =
0,
x=0

x sin x1 , x 6= 0
where n N.
(c) f : R R, f (x) =
0,
x=0
4. Compute the derivatives of the following functions:

(a) f (x) = 4x3 5x2 + 7x + , g (x) = x sin x + cos x2 , h (x) = x2 + 1;
3

sin x

;
(b) f (x) = x2 + x + 1 , g (x) = 3sin x , h (x) = x2 + x + 1

2
(c) f (x) = xex , g (x) = x2 + 1 arcsin (x), h (x) = 3 x2 + 1 ln (sin x);
3x2 +1
,
x2 +x+1

ln(x2 +1)
,
x4 +1

tan x
h (x) = 2+cos
x;

2
(e) f (x) = esin(ln(x +1)) , g (x) = ln sin x2 + 1 + 2 , h (x) = arcsin sin x2 .

(d) f (x) =

g (x) =

5. Evaluate the following limits:

cos x1
sin xx
tan xx
x2 , limx0
x3 , limx0
x3
3
n
limx xex , limx lnxx , limx exax (n N,
ln(sin ax)
ax)
limx0 ln(cos
ln(cos bx) , limx&0 ln(sin bx) (a, b > 0)

(a) limx0
(b)
(c)

x
(d) limx0 1 + x1 , limx0

(1+x) x
e

a > 0)

Hint: use LHpitals rule. In d) take logarithms and then compute the limit.
6. Compute the second order derivatives of the following functions:
2

(a) f (x) = x4 5x2 + 7x + e, g (x) = x sin x + cos (3x), h (x) = ex

(b) f (x) = sin2 x, g (x) = tan x, h (x) = ln x + x2 + 1

7. Compute the nth order derivative of the following functions:

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CHAPTER 5. DERIVABILITY

55

(a) f (x) = eax (a R)

(b) g (x) = sin x

(c) h (x) =
(d) i (x) =
(e) j (x) =

1
xa (a R)
1
x2 3x+2
ax (a > 0)

8. Determine the extremum points of the following functions"

(a) f : R R, f (x) = 2 cos x + x2

(b) g : R R, g (x) = x2 (x 6)2

(c) h : R R, h (x) = x2 (x 6)4

(d) i : R R, i (x) = 2 sin (2x) + sin (4x)

q
(e) j : R R, j (x) = 3 (x2 1)2

(f) k : R R, k (x) = 2x3 + 9x2 108x + 30

(g) l : R R, l (x) = x2 e3x

(h) m : [0, 5] R, m (x) = 2x3 3x2 36x + 2

9. Compute the indicated Taylor polynomials for the given function:
(a) f (x) = x2 + 5x + 1, order n = 3 at x0 = 0 and at x0 = 1;
(b) g (x) = x sin x, order n = 3 at x0 = 0;
(c) h (x) = e2x , order n = 4 at x0 = 1;
(d) i (x) =

1
x1 ,

order n = 4 at x0 = 2;

(e) j (x) = ln (1 x), order n = 3 at x0 = 0.

10

Hint: consider the function f : [0, ) given by f (x) = x and write the tangent line approximation for f (x) near the point x = 9.

11. Use a Taylor polynomial of order 3 to approximate 10. Compare with the approximation
obtained in the previous exercise.

Hint: consider the function f : [0, ) given by f (x) = x and write the approximation
f (x) T3 (x), where T3 (x) is the Taylor polynomial of order 3 for f (x) at the point x0 = 9.
10. Use the tangent line approximation to approximate

12. Consider the function f : R2 R defined by f (x1 , x2 ) = x21 + 3x1 x2 + 4x22 .

(a) Show that f is dierentiable at (x1 , x2 ) = (0, 0) using the definition;
(b) Prove that f is dierentiable at (x1 , x2 ) = (0, 0) by using a theorem;

(c) Redo part a) and b) considering an arbitrary point x01 , x02 .

13. Consider the function f : R2 R defined by

xy
, (x, y) 6= (0, 0)
x2 +y2
f (x, y) =
0,
(x, y) = (0, 0)
(a) Is f continuous at (x, y) = (0, 0)?
(b) Is f dierentiable at (x, y) = (0, 0)?
(c) Does f have partial derivatives at (x, y) = (0, 0)?

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CHAPTER 5. DERIVABILITY

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14. Consider the function f : R2 R defined by

(
f (x1 , x2 ) =

x31
2
x1 +x22

0,

, (x1 , x2 ) 6= (0, 0)
(x1 , x2 ) = (0, 0)

(a) Show that f is continuous at (x1 , x2 ) = (0, 0);

(b) Compute

f
x1

(0, 0) and

f
x2

(0, 0)

15. Consider the function f : R2 R defined by

(
xy
, (x, y) 6= (0, 0)
x2 +y 2
f (x, y) =
0,
(x, y) = (0, 0)
Show that at the point (0, 0) the function f is continuous, has first order partial derivatives, but
it is not dierentiable.
p
x2 + y 2 does not have partial
16. Show that the function f : R2 R defined by f (x, y) =
derivatives at the point (0, 0). Is f constinuous at (0, 0)? Is f dierentiable at (0, 0)?
17. Compute the following partial derivatives by using the definition:
(a)

f
x

(1, 1) and

f
y

(b)

f
x
f
x

(2, 1) and

f
y
f
y

(c)

(1, 1) and

(1, 1), where f (x, y) = x3 x2 y + y3 ;

p
(2, 1), where f (x, y) = x2 y2 ;
(1, 1), where f (x, y) =

xy
x+y ;

18. Compute the first order partial derivatives of the following functions:
(a) f (x, y) = x3 + x3 y + xy 3 + y 3 ;
p
(b) f (x, y, z) = x2 + 2y2 + 3z 2 ;

(c) f (x, y) = arctg xy ;

p
(d) f (x, y) = ln x + x2 + y 2 ;

(e) f (x, y) = asin(xy) (a > 0 a constant);

p

(f) f (x, y) = arcsin

x2 y .

19. Compute the second order partial derivatives of the following functions:
(a) f (x, y) = x3 + x3 y + xy 3 + y 3 ;

(b) f (x, y) = ln x2 + y ;
(c) f (x, y, z) = xy + xz + yz;

(d)
20. Consider the function f : R2 R defined by f (x1 , x2 ) = x41 2x31 x2 x1 x2 . Compute the
indicated partial derivatives:
(a)

f
f
x1 , x2 ;

(b)

2
2
2f
, f , f
x21 x1 x2 x2 x1

(c)

3
3f
3f
,
, f
x31 x1 x2 x1 x1 x22

and

2f
;
x22

and

3f
.
x21 x2

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CHAPTER 5. DERIVABILITY

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21. Consider the function f : R2 R defined by

(
x2 x2
x1 x2 x12 +x22 , (x1 , x2 ) 6= (0, 0)
f (x1 , x2 ) =
1
2
0,
(x1 , x2 ) = (0, 0)
(a) Compute

f
x1

(b) Show that

and

2f
x1 x2

f
x2 ;

(0, 0) = 1 and

2f
x2 x1

(0, 0) = 1.

22. Consider a dierentiable function f = f (x1 , x2 , x3 ) : R3 R.

(a) Compute the partial derivative
(b) Verify your answer in b) using

f (sin 2x+yz,tan y+3z,xyz)

;
y
f (x1 , x2 , x3 ) = x21 + x32 3x3

by direct computation.

23. Consider a dierentiable function f = f (x1 , x2 , x3 , x4 ) : R4 R.

(a) Compute the partial derivative
(b) Compute the partial derivative

f (ln(x+y)z 2 ,x2 +t2 ,x2 z+t,cos(x+z)2t)

;
x
2
2
2
2
f (ln(x+y)z ,x +t ,x z+t,cos(x+z)2t)
;
y

f (ln(x+y)z 2 ,x2 +t2 ,x2 z+t,cos(x+z)2t)

;
z
2
2
2
2
f (ln(x+y)z ,x +t ,x z+t,cos(x+z)2t)
Compute the partial derivative
;
x
Verify your answers in a) d) using f (x1 , x2 , x3 , x4 ) = 2x1 x2 +x23 x24

(c) Compute the partial derivative

(d)
(e)

by direct computation.

24. Consider a dierentiable function f = f (x1 , x2 , x3 ) : R3 R. Compute the indicated partial

derivatives:
(a)

f (x+y+z,x2y+3z,5x7y+9z) f (x+y+z,x2y+3z,5x7y+9z)
,
x
y

(b)

f (x+sin y,e2x ,2x+3y+5z ) f (x+sin y,e2x ,2x+3y+5z )

,
x
y

and

and

f (x+y+z,x2y+3z,5x7y+9z)
;
x

f (x+sin y,e2x ,2x+3y+5z )

;
z

25. Consider the function f : (0, ) R R defined by f (x, y) = xy . Compute the partial derivatives fxx , fxy , fyx and fyy .

26. Show that the function f (x, y) = ln x2 + y 2 defined on A = R2 {(0, 0)} verifies the equation
f =

2f
2f
+
=0
x2
y2

(a function satisfying f = 0 is called a harmonic function).

1
4
27. Show that the function f (x1 , x2 , x3 , x4 ) = x2 +x2 +x
2 +x2 defined on A = R {(0, 0, 0, 0)} verifies
1
2
3
4
the equation
2f
2f
2f
2f
+
+
+
=0
f =
x21
x22
x23
x24

28. Consider a twice dierentiable function f : R R. Show that f verifies the equation
2 f (x y) 2 f (x y)

=0
x2
y 2
Verify your answer by considering the function f (t) = t2 = 3t + 5.

29. Show that the function f (x, y, z) = ln x3 + y3 + z 3 3xyz verifies the equation
f
f
f
1
+
+
=
x y
z
x+y+z

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CHAPTER 5. DERIVABILITY

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30. Show that the function f (x, y) = ln x2 + xy + y 2 verifies the equation

x

f
f
+y
=2
x
y

31. Determine the indicated Taylor polynomials for the given functions:
(a) f (x, y) = sin (x + 2y) + x2 + y 4 + 3x + 5y, order n = 2 at the point (0, 0)
p
(b) f (x, y) = x2 + y 2 , order n = 2 at the point (1, 3);
(c) f (x, y) = xy , order n = 3 at the point (1, 1);

(d) f (x, y) = ex+2y , order n = 3 at the point (0, 0);

32. Determine the extremum points of the following functions:
(a) f : R2 R, f (x, y) = x3 + 3xy 2 15x 12y;

(b) f : R2 R, f (x, y) = x3 + 3xy 3x2 3y2 + 4;

(c) f : R2 R, f (x, y) = 13 x3 + 12 y 2 + 2xy + 5x + y;

(d) f : R2 R, f (x, y) = x2 y 2 5x2 8xy 5y 2 ;

(e) f : R2 R, f (x, y) = xy (12 3x 4y)

(f) f : R2 R, f (x, y) = x4 + y 4 2x2 + 4xy 2y 2

33. Find the critical points of the function f : R4 R defined by f (x) = x21 + x22 + x23 x24 2x1 x2 +
4x1 x3 + 3x1 x4 2x2 x4 + 4x1 5x2 + 7.

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CHAPTER 5. DERIVABILITY

59

Appendix
Derivatives of some common function
F unction
c (constant)
xr
sin x
cos x
tan x
cot x
arcsin x
arccos x
arctan x
arccot x
ex
ax
ln x

Derivative
0
rxr1
cos x
sin x

Domain
xR
x R (x R for r < 0)
xR
xR

x R 2k 2 : k Z
x R {k : k Z}
x (1, 1)
x (1, 1)
xR
xR
xR
xR
x>0

1
cos2 x
sin12 x
1
1x2
1
1x
2
1
2
1+x
1
1+x
2
ex

ax ln a
1
x

Some basic dierentiation properties

(cf )0 = cf 0

(c constant)

= f +g

= f 0 g + f g0
f 0 g f g0
=
g2
df dy
=

(chain rule)
dy dx
= g f g1 f 0 + f g g 0 ln f

(f + g)

(fg)
0
f
g
df
dx
(f g )0

Mihai N. Pascu Mathematical Analysis lecture notes