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Differentiation Ba Econ 3rd Year

Unit 7 covers differentiation, including the definition and properties of derivatives, rules of differentiation, and theorems such as Rolle's theorem and the Mean Value Theorem. It also discusses concepts like monotonic functions, concavity, and the use of Taylor's theorem for approximating functions. Additionally, it addresses critical points, local and absolute maxima, and the continuity requirements for applying these theorems.

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16 views26 pages

Differentiation Ba Econ 3rd Year

Unit 7 covers differentiation, including the definition and properties of derivatives, rules of differentiation, and theorems such as Rolle's theorem and the Mean Value Theorem. It also discusses concepts like monotonic functions, concavity, and the use of Taylor's theorem for approximating functions. Additionally, it addresses critical points, local and absolute maxima, and the continuity requirements for applying these theorems.

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Unit 7 - DIFFERENTIATION 1. Derivative of a real-valued function of a single variable: ‘The derivative of a function f(x) Aer the rate of change of f with respect to x. It is denoted by tas ore = Sand i is defined as the limit: f(x) oe fetn I8) oc h-00, 2 msi at a point and in an interval: A function f{x) is differentiable at a point 'a' if its derivative f(a) exists. A function is differentiable in an interval if it is differentiable at every point within the interval. 3, Sequential criterion for derivatives: ‘A function f(x) is differentiable at a point ‘a! if and only if for every sequence {%, } in the domain of f, x, — a and x, #a for all n, it holds that SOLO f(a), 4, Differentiability and continuity: Ifa function is differentiable at a point, it is also contiriuous at that point. However, continuity does not guarantee differentiability. '5. Monotonic functions: ‘ A function is monotonic if itis either entirely non-increasing or non- decreasing. 6. Rules of differentiation: Differentiation rules include the power rule, product ‘rule, quotient rule, chain rule, and the rules for differentiating trigonometric, exponential, and logarithmic functions. 7. Rolle's theorem: Ifa function f{(x) is continuous on [a, b], differentiable on (a, b), and f(a) = f(b), then there exists a point c in (a, b) such that f(c) = 0. 8. Lagrange's mean value theorem: 450_| Real Analysis Ifa function f(x) is continuous on (a, b) and differentiable on (a,b), then £o)= f@) there exists a point ¢ in (a, b) such that f(6) = boa 9.Cauchy's mean value theorem: If two functions f(x) and g(x) are continuous on [a, b] and differentiable 0) f(a) _ £0) on (a,b), then there exists a point cin (a,b) such that > = 2 10. Higher-order. derivatives: — The n-th derivative of a function f(x) is denoted by f or d"f /dx", representing the rate of change of the (n-1)-th derivative. 11. Taylor's theorem and Maclaurin's theorem: Taylor's theorem states that a function f(x) can be approximated by a polynomial of degree n, called the Taylor polynomial, near a point ‘a’. Maclaurin's theorem is a special case of Taylor's theorem when a = 0. 12. Infinite series form of Taylor's and Maclaurin's theorems: The Taylor series of a function f(x) is the infinite series representation. of the.function in terms of its derivatives at a point 'a’. The Maclaurin series is a special case when a= 0. 13. Applications of Taylor's theorem in extreme values problems: Taylor's theorem can be used to’ find local: maxima, minima, and inflection points of a function by analyzing its derivatives. 14, Indeterminate forms: ' Indeterminate forms are expressions involving limits that do not have a unique, well-defined vaive, such as 0/0, colo, co-0, 0°, 1°, and 00°, These forms arise when evaluating certain'limits and require special techniques to find the actual limit value. 15, L'H6pital's rule: L'H6pital’s rule is a technique used to evaluate the limits of indeterminate forms 0/0 and oofeo, If lim eo as x —> a results in an indeterminate form and f(x) and g'(x) exist in a neighborhood of 'a‘ (excluding ‘a' itself), then lim “ asx a= lim £ ra asx > a, provided the limit on the right-hand side exists, L'Hépital’s rule can be applied repeatedly for higher-order derivatives if necessary. | UNIT7 © Differentiation | 451 ng Answer Questions (LAQ) Q.1. State and prove: intermediate value theorem. Interpret it. geometrically. Find the lim (4x +3) using e- 8 method. [5 + 242] (Tu 2071) Solution: State and prove Intermediate Value Theorem: ~ Statement: Ifa function f(x) is continuous on a closed interval (a; b] and k is any number between f(a) and f(b), then there exists a number c in the interval (a,b) such that f(c) =k. Proof: Let f(x) be continuous on the closed interval [a, b], and let k be a number between fa) and f(b). Since f(x) is continuous on [a, bj, it is also .. continuous on the open interval (a, b). Define a new, function g(x) = f(x) - k. Then g(x) is continuous on (a, b) because the difference of two continuous functions is continuous. i Now, g(a) = f(a) - k, and g(b) = f(b) - k. Since k is between fla) and f(b), either g(a) < 0 < g(b) or a(b) <0 < g(a). Without loss of generality, assume g(a) <0 Obe given, Werneed to find 6 > 0 such that ff0 <|x -2] <8, then |(4x +3)-ll| f{x) for all x in that neighborhood, Suppose f{x) is differentiable in the neighborhood of c. Then, by the definition of the derivative, we have: lim im [O— \- r'© Since f{c) isa local maximum, f{) - f(¢) is non-positive for all x in the neighborhood of c, except for x = c itself. Therefore: 1, When x <, (f(x) - f(c)) $0 and (x - c) <0, so the quotient ferro is non-negative. 2. When x >, (f(x) - f(c)) <0 and (x - c) > 0, so the quotient [O10 ig non-positive. Taking the limit as x approaches c, we have: [f @)- FO x-c¢ lim xc = f'() S$ Owhenx c tim in (SO fo). f Since f(c) is both non-negative and Aon: poaiive; £(c) must be equal to 0. Hence, x = isa critical point of the function f(x); Q.3. Define the concavity of a function on an interval [a, b]. What is meant by a point of inflection? Determine the intervals, on which the function f(x) = x'- 6x? + 9x + 30 is concave up and concave down. [1 +1 +5] ; [TU 2073} Solution: The concavity of function on an interval (a, b] is determined by the second derivative of the function. A function is said to be concave up on an interval if its second derivative is positive, and concave down ifits second derivative is negative. A point of inflection is a point on the graph of a function where the concavity changes, i.e., the function transitions from being concave up to concave down or vice versa. Now, let's ‘find the intervals where the function f(x) = x3 — 6x? + 9x + 30 is concave up and concave down, First, we need to find the first and second derivatives of f(x): f= Bx? = 12x 4:90 f'l@e) = 6x = 12 To find the points of inflection, we need to set f"(xx) equal to zero: 6x - 12 =0 x=2 Now, let's determine the concavity on the intervals based on the sign of f'(x): 1. Forx <2: F(@) 2. For x>2: £"(x) = 6x ~12> 0, so f(x) is concave up, Therefore, the function f(x) = x3 — 6x? + 9x'+ 30 is contave down on the interval (-, 2) and concave up on the interval (2,0). x - 12.< 0, so ffx) is concave down. Q.4, Define monotonic function. Let f be a strictly monotonic and continuous function defined on a; b]. Prove that {has an inverse f on [f(a), f(b)], and that this inverse function f is also strictly monotonic and continuous on [f(a), f(b)]-[1 + 6] [TU 2074] Solution: A monotonic function is a function that either always increases (strictly monotonically increasing) or always decreases (strictly monotonically decreasing) as its input value changes. In other words, if f(x) 154_|/Real Analysis is a monotonic function, then either f(x,) < f(x2) for all x1 < x2 (increasing) or f(x,) > f (x2) for all x; < x2 (decreasing). ‘Now, let f be a strictly monotonic and continuous function defined on [a, b]- We will prove that f has an inverse f~* on-[f(a), f(b)], and that this inverse function f~* is also strictly monotonic and continuous on [f(a), f(b)]. Proof: 1. Since fis strictly monotonic on [a, b], it is either strictly increasing or strictly decreasing. As a result, fis injective (one-to-one) on [a, b]. 2. Since f is continuous on [a, b] and injective, it is also surjective (onto) on [f(a), f(b]. This means that every,value in the range [f(a), £(b)] is the image of some value in the domain (a, b]. 3. The combination of injectivity and surjectivity implies that fis bijective on [a, b], which means there exists an inverse function f~* on [f{a), f(b)]. 4. Now, we will prove that f~ is strictly monotonic. Suppose fis strictly increasing. ‘Then, for any y1,¥2 € [f{a), f(b)] with y, < yo; we have £701) < FG») - If this were not the case, then f(f-*(y,)) = f(F*G2)), which would contradict the strict monotonicity of f. A similar argument can be made if fis strictly decreasing. 5. Finally, we will prove that f~1 is continuous. Since fis continuous and strictly monotonic, it is an open mapping. This means that the inverse image of every open set under f is open. From.a previous result, we know that the inverse image of an open set under a continuous function is open. Therefore, f~! must be continuous as well. In conclusion, if fis a strictly monotonic and continuous function defined on [a, b], then it has an inverse f*(-1) on [f{a), f(b)], and this inverse function is also strictly monotonic and continuous on [f{a), f(b)]. Q.5. Prove that if f is differentiable on (a, b) and has a local extremum. at some point c in (a, b), then f'c) =0. Is its converse true? Justify your answer. State Rolle's theorem, In Rolle's theorem, why the function should be continuous at the end points of the interval? Justify your answer. [3 +2 +1 +2] ITU 2076} Solution: 1, Proof: Let f be differentiable on (a, b) and assume that f has a local extremum at a point c in (a, b). Without loss of generality, let's assume f has a local maximum at ¢ (the argument for a local minimum is similar). UNIT 7 « Differentiation | 155 Since f is differentiable on (a, b), it is also continuous on (a, b). Therefore, there exists an open interval (c - 5, c + 8) € (a, b) such that for all x € (c - 8, +8), f(c) > fx). 7 Now, consider the limits of the difference quotient as x approaches c from the left and right: f0-fO . , x-¢ tig LOHAOS, xa" x-c¢ Since f is differentiable at’c, both of these limits exist and are equal to f(c). As a result, f(c) <= 0 and f(c) >= 0, which implies that f(c) = 0. Thus, if f is differentiable on (a, b) and has a local extremum at some point c in (a, b), then f(c)=0. 2. Converse: Thie converse of the statement is not true in general. A counterexample.is the __ function f(x) = x*. This function is differentiable everywhere, and £(0) = 0, but there is no local extremum at x = 0. 3. Rolle's theorem: Rolle's theorem states that if a function f is continuous. on. [a, b], differentiable on (a, b), and f(a) = f(b), then there exists at least one point ¢ in (a, by such that f(c) =0. 4, Continuity at the endpoints: In Rolle's theorem, the function should be continuous at the endpoints of the interval to ensure that the function is continuous on the entire closed interval [a, b]. This is important because the theorem relies on the intermediate value theorem, which requires the function to be continuous on the closed interval [a, b]. If the function were not continuous at the endpoints, we could not guarantee the existence of a point c in (a, b) where f(c) = 0. Q.6. Let f : [a,b] + R’be differentiable in (a, b) and if f has local maximum (or minimum) at a point c €(a, b), then prove that f"(c) ‘= 0. Hence or otherwise prove Rolle's theorem. . Determine. whether Rolle's theorem is applicable to the function defined by F (x) =34x-3] on [0, 6). [3+ 3+ 1] [TU 2077] Solution: 1. Proof that if f has a local extremum at c, then (c) = 0: Let f be differentiable on (a, b) and assume that f has a local maximum (or minimum) at a point c’in (a, b). 156_| Real Analysis Since f is differentiable on (a, b), it is also continuous on (a, b). Therefore, there exists an open interval (¢ - 5, c + 8) S (a, b) such that for all x € (c - 8, c+ 8), either f{c) > f(x) for a local maximum or f(c) < {(x) for a local ” minimum. Now, consider the limits of the difference quotient as x approaches c from _ the left and right: Fora local maximum: im {P=FO xe xX C }. Fora local minimum: f@)- fO xt ox 6 lit <=0 Since f is differentiable at c, both of these limits exist.and are equal to f(c). Asa result, for both cases, f(c) = 0. Thus, if f is differentiable on (a, b) and has a.local extremum at some point cin (a, b), then f(c) = 0. : 2. Proof of Rolle's theorem: Iffis a function continuous of [a,b] and differentiable on (a,b), with f(a)=f(b)=0, then there exists some c in (a,b) where f(c)0. Proof: Consider the two cases that could occur: Case 1: flx)=0 for all x in [a,b]. In this case, any value between a and b can serve as the c guaranteed by the theorem, as the function is constant on [a,b] and the derivatives of constant functions are zero. Case 2: £(x)#0 for some x in (a,b). We know by the Extreme Value Theorem, that fattains both its absolute maximum and absolute minimum values somewhere on [a,b]. | UNIT 7 Differentiation | 157 Recall by our hypothesis, f(a)=f(b}=0, and that in this case, f{x) is not zero for some x in (a,b). Thus, f will have either a positive absolute maximum value at. some cmax in (a,b) or a negative absolute minimum value at some cmin in (a,b) or both. Take c to be either cmin or cmax, depending on which you have. Note then, the open interval (a,b) contains c, and either: A(©)ZA(x) for all x in (a,b); or £(c)SA(x) for all x in (a,b). Either way, this means f has a local extremum at c. As fis also differentiable at c, Fermat's Theorem applies, and concludes that f(c)=0. 3. Application to the given function: The function f{x) = 3 - |x - 3] is coritinious on [0, 6]. However, it is not differentiable on the entire interval (0, 6) due to the absolute value function, which has a sharp corner at x = 3. Therefore, Rolle’s theorem is not applicable to this function. Q.7. Let f be continuous on [a, b] and differentiable on (a, b). If f (a) =f (b), then there exists a number c in (a, b) such that f' (c) = 0. » Interpret it geometrically. Is the continuity of f at the end-points necessary? Justify your answer. [TU 2078] Solution: This statement is known as Rolle's Theorem. Let's first state and" prove the theorem, then we'll interpret it geometrically and discuss the necessity of continuity at the end-points. ‘ Rolle's Theorem: If a-function f is continuous on [a, bj and differentiable on (a, b), and if f(a) = f(b), then there exists a number c in (a, b) such that £(c) = 0. Proof: Since f is continuous on [a, b] and differentiable on (a, b), it satisfies the conditions of the Mean Value Theorem ae By the MVT, there exists a number ¢ in (a, b) such that: floes se fo fo Given that f(a) = f(b), we have: pig -fD2IO. 9 458 _| Real Analysis Thus, there exists a number c in (a, b) such that f(c) = 0. Geometrical Interpretation: ' Geometrically, Rolle's Theorem states that if a continuous function has the same value at two distinct points (a, b), then there-must be at least one point * ¢ between a and b where the tangent to the curve is horizontal (i.e., the — derivative f(c) is zero).-This can be visualized as a point where the curve has alocal maximum or minimum, or a flat region on the curve. c f(a) = f(b) Fig: Geometric inyerpretation of Rolle's Theorem Necessity of continuity at, end-points: : The continuity of f at the end-points (a and b) is necessary for Rolle's Theorem to hold, Without continuity at these points, there is no guarantee that the function would have a horizontal tangent between the points (a, b). If the function were’ discontinuous at either a or b, it could exhibit abrupt changes in value that would invalidate the conclusion of the theorem. Here's an example to illustrate this point: Consider the function f(x) = x? for x in (0, 2) and f(0) = f(2) = 1. In this case, f is not continuous at the end-points, and there is no point c in (0, 2) where f(c) = 0. If we consider the continuous function g(x) = (x - 1)? for x in [0, 2], then g(0) = (2) = 1, and there exists a point c= 1 in (0, 2) where g(c) = 0. So, continuity at the end-points is necessary for Rolle's Theorem to hold. Q.8. State and prove Roll's theorem. [4] [Tu 2071) Solution: * Proof of Rolle's theorem: If f is a function continuous on [a,b] and differentiable on (a,b), with f(a)=f(b)=0, then there exists some c in (a,b) where P(C)=0. UNIT 7 Differentiation | 159 Proof: Consider the two cases that could occur: Case 1: £(x)=0 for all x in [a,b]. In this case, any value between a and b can serve as the c guaranteed by the theorem, as the function is.constant on [a,b] and the derivatives of constant functions are zero. Case 2: £(x)40 for some x in (a,b). ‘We know by the Extreme Value Theorem, that f attains both its absolute maximum and absolute minimum values somewhere on [a,b]. Recall by our hypothesis, f{a)=f(b)=0, and that in this case, f(x) is not zero for some x in (a,b). Thus, f will have either a positive absolute maximum value at some cmax in (a,b) or a negative absolute minimum value at some cmin in (a,b) or both. Take c to be either cmin or cmax, depending on which you have. Note then, the open interval (a,b) contains c, and either: A{C)EAx) for all x in (a,b); or- £(c)Sf(x) for all x in (a,b). Either way, this means fhas a local extremum ite, & ‘Ais PS aloo: differentiable. of, Eermats. Thecrem applies: aid coschndes that f(c)=0. Q.9. State mean value theorem. Verify it. for tl the function f(x) = x(x - 1)(x- 2) on [1, 3}. [1 +3] [TU 2071] Solution; Mean Value Theorem states that if a function f(x) is continuous on the closed interval (a, b] and differentiable on the open interval (a, b), then “there exists a point c in the interval (a, b):such that the derivative of the function at'c is equal to the average rate of change of the function over the’ interval [a, b]. Mathemiatically, it can be expressed as: b fO= oe Ogg) Now, let's verify this theorem for the on f(s) = x(x ~ 1)(x = 2) on the interval (1, 3]. First, we need to find the derivative of the function f(x): f@) = x - I - 2) 160 | Real Analysis pay = DO - 2 + xe -D4xe—Y Now, let's find the values of the function atthe endpoints ofthe interval: fa) = 10 - Na-2) =0 f@) = 3G - NG -2) =6 ‘The average rate of chanige of the furiction over the interval [1, 3] is: £@)- f@ oI fQ@ _ Sigedee Now we need to find a point cin the interval (1, 3) where f(c) = 3: 3=(-De-D+cce-H+ee-1 Expanding and simplifying the equation: B=c?-3c+240? - 24+ c?-c 3c? — 6c +2 oa Subtracting 3 from both sides: 0 = 3c? - 6-1 This is a quadratic equation, and we can‘solve it to find the value: of c. However, the exact value of c is not important for the verification of the theorem. We have shown that there exists a point ¢ in the interval (1, 3) where f(c) equals the average rate of change of the function over the interval [1, 3], thus verifying the Mean Value Theorem for the given function. Q. 10. Prove that if fis differentiable on (a, b) and continuous ont [a, b]. Then f(x) 2 0 for all x in (a,b) if and only if fis increasing on [a, b]. [4] [TU 2072] Solution: We will prove this in two parts: 1. If £(x) 20 forall x in (a, b), then f'is increasing on [a, b]: 2. Iffis increasing on [a, b], then f(x) > 0 for all x in (a b). Part 1: If f(x) 2 0 for all x in (a, b), then fis increasing on [a, b]. Assume that f(x) 2 0 for all x in (a, b), Let x: and xz be any two points in [a, b] such that x: < x2. Since f is differentiable on (a, b) and continuous on [a, b], we can apply the Mean Value Theorem. According to the Mean Value Theorem, there exists a point c in (x1, x2) such that: ro= [es = fe) =x Since P(x) > 0 for all x in (a, b), F(e) Sh Therefore: £0) ~ FG) og Ss UNIT 7 « Differentiation | 161 Since x2 > x1, we have x2 - x1> 0. Multiplying both sides by x2 - x1, we get: f(2) - fa) 2 0 This implies that f{xz) > f(:), meaning that f is increasing on [a, b]. Part 2: If fis increasing on [a, b], then (x) > 0 for all x in ts b). Assume that f is increasing on [a, b]. Let x be any point in (a, b). We want" to show that f(x) 20. Consider the difference quotient: f@ +h) f@&) h Since fis increasing on [a,b], f(x +h) > f(x) for h> 0, and f(x + h) < f(x) for h<0. Forh>0: (F@ + as fe) ect Forh <0: £e+0- 1 < 0 (multiplying both sides by -1 and noting that -h > 0) f@)- f@+ I 4 Fan haRoP ROR Since f is differentiable at x, the limit of the difference quotient ash approachies 0 exists: f'@) By the Squeeze theorem (since both the case h > O and h <0 have difference quotients greater than or equal to zero), we can conclude that: f@20 Thus, we have shown that if fis increasing on (a, b], then f(x) > 0 for all x in (a, b). By proving both parts, we have shown that (x) > 0 for all x in (a, b) if and only if fis increasing on [a, b]. li fet A= f@) _ lim————_———— = hoo h Q.11. State Rolle's theorem. Verify it for the function f(x) =“ on [0, nh. (dl [TU 2072] Solution: Rolle's Theorem states that if a function f{x) satisfies the following three conditions: 162_| Real Analysis 1. £(%) is continuous on the closed interval [a, b]. 2. f(x) is differentiable on the open interval (a, b). 3. fla) = Then, there exists at least one point c in thie open interval (a, b) such that.f(c) - =0. Now; lets verify Rolle's theorem for the function f(x) ==" on the interval [0, x]. 1. Continuity: The given function f(x) is'a quotient of two continuous functions: sin(x) and e*, where the denominator e* is never zero. Hence, {(x) is continuous on the closed interval (0, 7]. 2. Differentiability: Both sin(x) and e* are differentiable everywhere, and as f(x) is a quotient of these functions where the denominator is never zero, f(x) is differentiable on the open interval (0, m). 3. (0) = f(x): We need to check if f(0) is equal to f(x). HO. 0 fO)= aiid ae “ae f@) ree Since {(0) = f(x) = 0, the third condition is also satisfied. Since all three conditions of Rolle's theorem are satisfied, there-exists at least one point c in the open interval (0, x) such that f(c) = 0. Q. 12. Find the interval where the graph of the function f(x) = sinx is concave upward and where it is concave downward in [0, 2x). [4] . [TU 2072] Solution: To determine the intervals of concavity, we need to find the second. derivative of the given function and analyze its sign. The function is given by f(x) = sin(x). First, find the first derivative: f(x) = cos(x) Now, find the second derivative: f"@) = ~sin(x) To find the intervals where the graph is concave upward or downward, we need to examine the sign of the second derivative. 1. Concave upward: f'(x) > 0 ~sin(x) > 0 sin(x) < 0 UNIT 7 © Differentiation | 163 In the interval (0, 2n), sin(x) is negative in the range (m, 2n). Therefore, the graph of f{x) is concave upward in the interval (m, 2). 2. Concave downward: f'(x) <0 =sin(x) < 0 => sin(x) > 0 f In the interval (0, 2z), sin(x) is positive in the range (0, x). Therefore, the graph of f(x) is concave downward in the interval (0, x). In summary, the graph of f(x) = sin(x) is concave upward in the interval (x, 2n) and concave downward in the interval (0, m) within the range [0, 2m). Q. 14, State Taylor's infinite series. Expand the function f(x) = sinx in Maclaurin's infinite series with’ the Lagrange's form. of remainder. (1+4) [TU 2073] Solution: 1. Taylor's infinite series: Taylor's infinite series is an expansion of a function f(x) about a point a in terms of the function's derivatives at that’ point, The. Taylor series of a function f(x) about a point a is given by: f= 1+ Foe - 9+ (A)r@e-0 hie 2. Maclaurin's infinite series: ‘A Maclaurin series is a special case of the Taylor series, where the expansion is about the point a = 0. For a function f{x), the Maclaurin series is: 10) = 10+ Ox + (F)/"@x ; G) pmOyxt tt () FPO)x" + a 3. Expansion of sin(x) using Maclaurin's infinite series: Given the function f(x) = sin(x), we will find its Maclaurin series expansion. We need to calculate the derivatives of sin(x) evaluated:at x = 0: (0) = sin(0) = 0 f'@) = cos(x) => f'(0) = cos(0) = 1 f'() = -sin(x) => f"(0) = —sin(0) = 0 f(x) = -cos(x) => f"(0) = -cos(0) = -1 f*(a) = sin(z) => FAO) = sin(o) = 0 + (Gre - a +...4 (5) prcaee - a) 164_ | Real Analysis The pattern repeats every four derivatives. Now, we can write the Maclaurin series for sin(x): sin(x) = x - & 4, Lagrange's form of the remainder: The remainder term in the Maclaurin series is given by the Lagrange form of the remainder, which states that the error in approximating a function f(x) using its Maclaurin series up to the nth term is given by: tao = (Gay)o Here, is a value between’0 and x. For the sin(x) function, the remainder term in the Maclaurin series is: yen = (Say) mor Since the derivatives of sin(x) are periodic, the remainder term will depend on the specific value of nm and €. However, this general form gives us an estimate of the error when approximating sin(x) using its Maclaurin series. Q. 15. What is meant by a monotonic function? Prove that’a monotonic __ function on an interval [a, b] is also integrable on that interval. [143] [TU 2073] Solution: A ‘monotonic function is a fynction that either consistently increases or decreases as its input variable changes. More specifically, a function f(x) is said to be monotonic incteasing on an interval [a, b] if for any x, and x2 in the interval with x; < x2, We have f(x,) < f(x2)- Similarly, f(x) is said to be monotonic decreasing on [a, b] if for any x, and x, in the interval with x, < x2, we have f(x) > f(x). A function is monotonic if it is either monotonic increasing or monotonic decreasing. Now, let's prove that a monotonic fimetion on an interval [a, b] is also “Integrable on that interval. Let f(x) be a monotonic function on the interval [a, b]. Without loss of generality, let's assume that f(x) is monotonic increasing. Let P = {%o.%1)-++,%n} be a partition of [a,b], wherea = x9 f(x,). Now consider the difference quotie UNIT 7'* Differentiation | 167 £@2) - FG) Comte Since f is decreasing and x, < 22, the numerator is negative, and the denominator is positive, so the difference quotient is negative. By the definition of the derivative, we have: £2) - FG) oh Since the difference quotient is negative for all xj,x, with x; < xz, the limit, which is the derivative /"(x,), must also be negative, Thus, f(x) <0 for all x in (a,b). : 2) If f(x) <0 for allx in (a, b), then fis decreasing on (a, b): Let £(x) < 0 forall x in (a, b). We will now show that fis decreasing on (a, b). Take any two points 1, X2 in (a, b) with x; < x2. Since f(x) <0 for all x in (a, b), the derivative is negative between x,and xp. By the mean value theorem, there exists a point c in (x4,%2) such that f(c) = fea-fn, Since £(¢) <0, it follows that fenton < 0. This implies that fos) = fxs) < O,or f(x) > fla). Thus fis decreasing on (a,b). In conclusion, a function fis decreasing on (a, b) if and only if f(x) <0 for. all x in (a,b). Q. 19. Find the interval in which the function f(x) =x? * “is increasing” and decreasing, [4] ' (TU 2074] Solution: To determine the intervals. where the function f(x) = x? * e~* is increasing and decreasing, we need to find the critical points of the function by calculating its derivative and analyzing the sign of the derivative. 1, Calculate the derivative of the function using the product rule: FG) = et xs (CMY fi) = 2x + e+ x? * (-e*) F@a)'= im 2, Simplify the derivative f@= e*(2x - x?) 3. Find the critical points by setting f(x) = e*(2x - x)= 0 Since e~* is never 0, we can focus on the other factor: dx-x=0 xQ-x)= 168_| Real Analysis x= O0orx=2 4, Analyze the sign of f(x) in the intervals determined by the critical points: #Forx < 0,f'(x) = e~* (2x-- x2) > 0,sincee™* > Oand 2x = x? >. 0. For 0 < x < 2,f"(x) = e™ (2x — x?) > 0, since e-* > Oand 2x — > 0. : eForx > 2,f'(x) = e*(2x - x2) < 0,sincee™* > Oand2x.- x? < 0. From the analysis above, the function f(x) = x? + e~* is increasing on the intervals (-co, 0) and (0, 2), and decreasing on'the interval (2, +00). Ad Q. 20. State and prove L Hospital’s Rule. [TU 2066] “Solution: L'Hépital’s Rule is a technique for evaluating the limit of a quotient of two functions that have the same limit, usually of the form 0/0 or too/:t00, The rule states that: onal Solved T If tim [Z2] has the indeterminate fori 0/0 or +f, and f(x) and g'¢x) exist in an open interval containing c,(except possibly at c) and g'(x) # 0 on that interval, then: = lim ce provided the limit on the right-hand side exists or zt Proof of L'Hépital's Rule: ‘We'll prove L'Hépital's Rule using the Cauchy Mean Value Theorem, which states that for two functions u(x) and v(x) that are continuous on [a, b] and differentiable on (a, b), there exists a number c in (a, b) such that: u(b) - u(@) _u'(©) | v(b) = v(a)‘v'(c) Assume that f and g are both differentiable on the open interval I containing c (except possibly at c) and that g'(x) #0 on I. Let x,y € 1, x#y, and x, y# c. Without loss of generality, assume that f(c) = g(c) = 0 (if not, subtract the limits from f(x) and g(x) to create new functions With the desired property). Applying the Cauchy Mean Value Theorem to the functions f(x) - f{c) and (x) - g(c) on the interval [c, x], we have: f@-fO_ f'® g(x) - Ay g'(§)for Asx —+c,&—>c,and since L® ra £® exists, we can apply the limit on both sides> some § in (c,x) UNIT 7 Differentiation| 169 im £2) = FO) @)- fO = tim L®) lg@)- gO] &|9'®) Since f{c) = g(c) = 0, this simplifies to: mf) = tim (LO) [aco] * Elr@) ‘This proves L'Hopita’s Rule for the case where the limit is of the form ¢. Q. 21. Write Taylor's polynomial of degree 5 about o for f (x) =— Also write an expression for the remainder, [TU 2066] Solution: To find the Taylor polynomial of degree 5 for the function f(r) = Ep we first need to comput its derivatives upto the Sth derivative, and then evaluate them at the point x = 0. fey= Tae i: f@) "Gaye 2 £'@)= Gea i 6 f (@) = "tee att ay weit re) = GF Bnaer 120 fg) = “Gask Now, we evaluate these derivatives at x = 0; (0) = 1- £(0)=-1 FO) , £"(0) = -6 £0) =24 £™(0) = -120 The Taylor polynomial of degree 5 is given by the following expression: 170 _| Real Analysis (0) x2 Pray = (0) + F'(O)x fOr + n(x iO ' 3! Pog = 1 x x? x3 + xt 28 Now, let's find the expression for thé remainder. The remainder of the Taylor series is given by the Lagrange Remainder formula: ferent Bg Rett me rd! In our case, n = 5, so we have: fF oUexe Ree) = 20. =Ginpr the Where & is’ some number between 0 and x. Since f6) remainder is: 6 x Where & is some number between 0 and x. Q. 23. Find the tayor’s polynomial of degree of 4 for the function £ (x) defined by f(x) = Vx at point x=1 and x=3, [TU 2056] Solution: To find the Taylor polynomial of degree 4 for the function f(x) = ‘x at the point x = | and x= 3, we first need to compute its derivatives up to the 4th derivative, and then evaluate them at the given points. fay = 2 r= Qi UNIT 7¢ Differentiation | 474 Now, we evaluate these derivatives at x = 1: fQ=1 1 res ay anand f"Q) = 7 may 22 MSs ray = -8 The Taylor polynomial of degree 4 at x = 1 is given by the following expression: s " =12° 3 Pray = f+ POEL OEaY | POG v? 2, 3! S f te =1t ‘ Pan = 1+ (2)@-- @) @e-1P+ @) @-1° - Gano’ Now, we evaluate these derivatives at-x =3: f@) = B f@= a f'Q@) = “a Mma= = a) r"@).= 8 The Taylor polynomial of degree 4 at x = 3 is given by the following expression: aloe Mine aR Paw) = f0)+ f@e—9 +L OES" MOG fe 3 rm | A72_| Real Analysis Pagy = V3 + (= @-3)- wan)e- 3)F V3 xa) on 3 154 + (——~ } (x -3)3- (——__] @ - 3)* (aon) ne) (arm) » Q. 24, Use Taylor Polynomial to approximate f (x) = Zz atx=0.f with error less than 0.001. : [TU 2088] Solution: To approximate f(x) = = at x = 0.1 with an error less than 0.001, we first need to find a Taylor polynomial that satisfies this error bound. f@= = can be rewritten using the geometric series as: f@steant x84 Now, we need io determine which degree of Taylor polynomial is required to achieve an error less than 0,001. We can do this by looking at the terms in the series and determining when they become smaller than 0.001. Forx=0.1: S01 x? = 0.01 = 0.001 x* = 0.0001 ' 0.001 is the first term that is less than 0,001, we can use a Taylor polynomial of degree 2 to approximate f(x) = —* at x = 0.f with an error less than 0.001. Taylor polynomial of degree 2: Since x3 Pog) = 1 - x + x? Now, we can plug in x = 0.1 to get our approximation: Pros) = 1 - 0.1 + (0.1)? . P21) = 0.9 + 0.01 Paos) = 0.91 So, the approximation of f(0.1) = a using the Taylor polynomial of degree 2 is 0.91 with an error less than 0.001, UNIT7« Differentiation | 173 Q. 25. Let f: R-> R be continuous function and set F(x) = ff fO)dy. Show that F(x) = 3x?f(x3). Solution: Given F(x) = f°" fO)dy. Setting h(x) = x3 and G(x) = ff h'(x)f (x3) we get Hence, using the chain rule, F(x) = G’(h(x)) h'(x) = 3x?f(x3). Q: 26. Suppose that F’(x) = x for all x and that F(3) = 2. What is Fx)? : Solution: Let G(x) = $x?. Then G(x) = = F(x); so F(x) = G(x)+ 0 = 3x? + C:To evaluate C, we set x = 3. Then we have 2=F@)=3x#+ C2246 Thus : e223 28 1y2_8 c= 2-5=-7,F@) 5 Q..27. Show that the function f (x) -2 | x —2 | is continuous at x = 2 but not differential at x = 2. Proof: To show that, f(x) =1x —2 | is continuous at x = 2. For Jeft hand limit at x = 2 Jim. £) = lima - 21 = lim|2—h—2),h>0 =HigI-Al=ymph=0 For right hand limit at x = 2 aim, f@) = lim |x -2| = fim|2+h-2h>0 = BRI =Bgh=0 ‘And for functional value at x = 2 F(2)=|2-2|=|0|=0 Jim, f@) = Jim £0) = F@) ” 474 | Real Analysis Therefore, the function {(x) is continuous at x = 2 Now, we assert that the function f(x) = |x — 2| is not differentiable at x = 2. We have, f"(c) = tm atte = fo“ fe —ip-d)-[2-2)_ [ea f'@) = lim stg lineata yy Z=A PED = DB ie =H = tim =F =1[lx-2| =x-2] : ~2 pre) = sim og A HE Therefore, f’(2*) # f'(2-) _ Therefore, the function f(x) = |x — 2| is not differentiable at x = 2. LOO

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