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MA105: Calculus Lecture 5 (D1) : Shripad M. Garge IIT Bombay, Mumbai

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14 views21 pages

MA105: Calculus Lecture 5 (D1) : Shripad M. Garge IIT Bombay, Mumbai

MA105 lecture3

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MA105: Calculus

Lecture 5 (D1)

Shripad M. Garge
IIT Bombay, Mumbai.

August 9, 2018.

Shripad M. Garge, IITB MA105: D1-05


Recall

Limit of a function,

subsequent results (+/−, ×/÷, order, sandwich),

continuity of a function, subsequent results,

IVP, EVP,

tutorials on August 15 and 22,

quiz 1 on August 18, 2-2.50 pm,

the seating arrangement will be announced 2-3 days before


the quiz.

Shripad M. Garge, IITB MA105: D1-05


Continuity and sequences

A function f : (a, b) → R is continuous at c ∈ (a, b) if and only if


for every sequence {xn } converging to c the sequence f {(xn )}
converges to f (c).

You see, we have stated several results without proving many of


them. The important point is that you should understand each of
the statements and be able to apply them. Unfortunately, we do
not have much time to prove each of these results, however much I
would have liked to do that.

Having said that, if you are interested in seeing these proofs then
you may read the books suggested to you in the tutorial booklet or
attend the real analysis course, MA403, next year in the
Mathematics Department.

Shripad M. Garge, IITB MA105: D1-05


Differentiability

Now, we take the next step, and start the disucussion of


differential calculus.

Given a function f : (a, b) → R, the derivative of f at c ∈ (a, b)


gives the best linear approximation to f at c.

This linear function is given by drawing a tangent to the curve of f


at the point (c, f (c)) and these were obtained by geometric
constructions.

Analytic geometry developed by René Descartes (1596–1650) and


Pierre de Fermat (1601–1665) changed the viewpoint completely.

The connection between tangent to a curve and the velocity of a


moving particle was discovered by Issac Newton in late 1660s, and,
of course, that made derivatives very popular.

Shripad M. Garge, IITB MA105: D1-05


Differentiability

Definition
Let f : (a, b) → R be a function and let c ∈ (a, b). We say that
L ∈ R is (the) derivative of f at c if for every  > 0 there exists
δ = δ() > 0 such that

f (x) − f (c)
− L <  for every x with 0 < |x − c| < δ.
x −c

f (x) − f (c)
In other words, lim = L.
x→c x −c
We then say that f is differentiable at c and write f 0 (c) = L.

The derivative, f 0 (c) is the slope of the tangent which, together


with the point c, determines the tangent to the curve at c.

Shripad M. Garge, IITB MA105: D1-05


Differentiability =⇒ continuity

Theorem
If f is differentiable at c then it is continuous at c.

Proof.
For every point x 6= c, we have

f (x) − f (c)
f (x) − f (c) = · (x − c).
x −c
The limit of the right hand side at c exists and is equal to
f 0 (c) · 0 = 0, hence we get limx→c f (x) = f (c).

(Contrapositive)
If a function f is not continuous at a point c, it cannot be
differentiable at c.

Shripad M. Garge, IITB MA105: D1-05


Differentiability: some GK

Of course, a function can be continuous at a point without being


differentiable. For instance, f (x) = |x| (why?).

Question: Do there exist functions which are continuous


everywhere but differentiable nowhere?

Mathematicians kept thinking that such an example would not


exist, until, in 1872, Karl Weierstraß astounded everyone by giving
an example of an everywhere continuous nowhere differentiable
function.

It can be shown that the following function is one such:



X 1
f (x) = cos(3n x).
2n
n=0

Google for Weierstrass function.


Shripad M. Garge, IITB MA105: D1-05
Differentiability: algebraic rules

One has following results, analogues of similar results from


sequences, limits of functions and continuity:

A constant function is always differentiable and its derivative


at every point is zero.
The identity function is always differentiable and its derivative
at every point is 1.
Let f , g : (a, b) → R be functions differentiable at c ∈ (a, b)
then so are f ± g and f · g with (f ± g )0 (c) = f 0 (c) ± g 0 (c)
and (f · g )0 (c) = f 0 (c)g (c) + f (c)g 0 (c).
If g (c) 6= 0 then f /g is differentiable at c and

f 0 (c)g (c) − f (c)g 0 (c)


(f /g )0 (c) = .
g (c)2

Shripad M. Garge, IITB MA105: D1-05


Differentiability: increment function

Theorem (Carathéodory)
Let f : (a, b) → R be a function and let c ∈ (a, b). Then f is
differentiable at c if and only if there exists a function
φ : (a, b) → R continuous at c and satisfying

f (x) − f (c) = φ(x)(x − c).

In this case, we have φ(c) = f 0 (c).

One can now prove the product/quotient rules rather easily and
also the following result:

Shripad M. Garge, IITB MA105: D1-05


Differentiability: chain rule

Theorem
Let f : (a, b) → (c, d) be differentiable at m ∈ (a, b) and
g : (c, d) → R be differentiable at f (m) ∈ (c, d) then g ◦ f is
differentiable at m and (g ◦ f )0 (m) = g 0 (f (m))f 0 (m).

Proof.
There exist φ : (a, b) → R, continuous at m, and ψ : (c, d) → R,
continuous at f (m), such that f (x) − f (m) = φ(x)(x − m) and
g (y ) − g (n) = ψ(y )(y − n). One also has φ(m) = f 0 (m) and
ψ(n) = g 0 (n). Then

g ◦ f (x) − g ◦ f (m) = ψ(f (x))φ(x) (x − m).

Further (g ◦ f )0 (m) = ψ(f (m))φ(m) = g 0 (f (m))f 0 (m).

Shripad M. Garge, IITB MA105: D1-05


Differentiability: Some well-known derivatives

Let us record derivatives of some well-known functions:

Shripad M. Garge, IITB MA105: D1-05


Differentiability: Some well-known derivatives

Let us record derivatives of some well-known functions:


f (x) = x n , f 0 (x) = nx n−1 ,
polynomial functions,
f (x) = sin x, f 0 (x) = cos x,
f (x) = cos x, f 0 (x) = − sin x,
other trigonometric functions,
f (x) = e x , and
compositions of all these functions.

Shripad M. Garge, IITB MA105: D1-05


Differentiability: inverse functions

Theorem
Let f : (a, b) → (c, d) admit an inverse g : (c, d) → (a, b). If f is
differentiable on (a, b) and f 0 (m) 6= 0 for m ∈ (a, b) then g is
differentiable at f (m) and g 0 (f (m)) = f 0 (m)
1
.

f (x) = x n : (0, ∞) → (0, ∞), g (y ) = y 1/n : (0, ∞) → (0, ∞),


f 0 (x) = nx n−1 and hence

1
g 0 (y ) = .
ny (n−1)/n

f (x) = sin(x) : (− π2 , π2 ) → R, g (y ) = arcsin y , f 0 (x) = cos x


and hence
1
g 0 (y ) = p .
1 − y2

Shripad M. Garge, IITB MA105: D1-05


Maxima/minima

For f : (a, b) → R, a point c ∈ (a, b) is called a relative extremum,


if there is some  > 0 such that f (c) is the minimum or maximum
value of the set f (c − , c + ) .

For f : (a, b) → R, a point c ∈ (a, b) is called a global extremum if


f (c) is an extremum of the set f (a, b) . Clearly, any global
extremum is also a relative extremum.

Theorem
Let f : (a, b) → R and let c ∈ (a, b) be a relative extremum. If
f 0 (c) exists, then f 0 (c) = 0.

Shripad M. Garge, IITB MA105: D1-05


Rolle’s theorem

Theorem
Let f : [a, b] → R be continuous and differentiable on (a, b). If
f (a) = f (b) then there exists c ∈ (a, b) such that

f 0 (c) = 0.

Shripad M. Garge, IITB MA105: D1-05


Mean value theorem
Theorem
Let f : [a, b] → R be continuous and differentiable on (a, b) then
there exists c ∈ (a, b) such that

f (b) − f (a) = f 0 (c)(b − a).

Thus, there exists a point


c ∈ (a, b) such that the
tangent to the graph at
(c, f (c)) is parallel to the
line joining (a, f (a)) and
(b, f (b)).

Shripad M. Garge, IITB MA105: D1-05


Mean value theorem

While the picture is useful to remember the statement of the


theorem, it tends to suggest that its importance is geometrical in
nature, which is quite misleading.

It could be said that this theorem is a wolf in sheep’s clothing and


is the fundamental theorem of differential calculus. One can prove
many interesting results from it, for instance, the following one:

Theorem
Let f : [a, b] → R be continuous and differentiable on (a, b).
If f 0 (x) = 0 for all x ∈ (a, b) then f is a constant function.
f is increasing if and only if f 0 (x) ≥ 0 for all x ∈ (a, b).
f is decreasing if and only if f 0 (x) ≤ 0 for all x ∈ (a, b).

Shripad M. Garge, IITB MA105: D1-05


Maxima, minima

To find relative extrema, one needs to find all points where the
derivative vanishes and all those where the derivative does not
exist. These, together, are called critical points.

Relative and global extrema are among these points.

However, note that if f 0 (c) = 0 then it is not necessary that f has


a relative extremum at c.

For example, for f (x) = x 3 , f 0 (0) = 0, but x = 0 is neither a


minimum nor a maximum in any (−, ).

So we need a better test to find extrema.

Shripad M. Garge, IITB MA105: D1-05


Maxima, minima

Theorem
Let f : [a, b] → R be continuous and let c ∈ (a, b). Assume that f
is differentiable on (a, c) ∪ (c, b).
f 0 changes from positive to negative at c then f has a relative
maximum at c.
f 0 changes from negative to positive at c then f has a relative
minimum at c.
f 0 does not change sign at c then f does not have a relative
extremum at c.

Shripad M. Garge, IITB MA105: D1-05


Concavity/convexity

What does f 00 say about f ?

Let us distinguish between these two behaviors.

Shripad M. Garge, IITB MA105: D1-05


Concavity/convexity

A function f is said to be concave upward (or convex) on an


interval (a, b) if the graph of f lies above all its tangents on (a, b)
and f is concave downward (or concave) on (a, b) if graph of f lies
below all its tangents.

Theorem
If f 00 (x) > 0 for all x ∈ (a, b) then f is convex and if f 00 (x) < 0 for
all x ∈ (a, b) then f is concave.

Shripad M. Garge, IITB MA105: D1-05

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