The Derivative and the Mean Value Theorems
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1 · Prerequisites
Real Analysis
- Construction of the Real Numbers via Cauchy Sequences
- Construction of the Real Numbers via Dedekind Cuts
- Continuity, IVT, EVT, and Uniform Continuity
- Countability and Uncountability
- Foundations of the Real Numbers for Analysis
- Limits of Real Functions
- Monotone Functions, Discontinuities, and Continuity Sets
- Monotone Sequences, Bolzano-Weierstrass, and Cauchy Completeness
- Roots, Rational Powers, and Classical Inequalities
- Sequences and Limits
- Suprema and Infima
- Topology of ℝ
Set Theory
2 · Logical flowchart
3 · Items
Definition
The derivative f'(c) = lim_x → c f(x) - f(c)/x - c of f : A → ℝ at a point c ∈ A that is a limit point of A, and differentiability on a set
Theorem
Carathéodory's characterisation: f is differentiable at c if and only if there is φ : A → ℝ, continuous at c, with f(x) - f(c) = φ(x)(x - c) for every x ∈ A, and then φ is unique and φ(c) = f'(c)
Corollary
A function differentiable at c is continuous at c
Theorem
The linear-approximation form of the derivative: f is differentiable at c with f'(c) = L if and only if the remainder r(x) = f(x) - f(c) - L(x-c) satisfies lim_x → c r(x)/(x-c) = 0; at most one L does so, so x ↦ f(c) + L(x-c) is the unique affine map approximating f to first order at c
Theorem
Sums, scalar multiples, products and quotients: (f+g)'(c) = f'(c) + g'(c), (α f)'(c) = α f'(c), (fg)'(c) = f'(c)g(c) + f(c)g'(c), and (f/g)'(c) = (f'(c)g(c) - f(c)g'(c))/g(c)² when g(c) ≠ 0
Lemma
For a natural n ≥ 1 the function x ↦ xⁿ is differentiable everywhere with derivative ι(n) x^ n-1; for n = 0 it is the constant 1, with derivative 0; for a natural n ≥ 1 the function x ↦ x⁻ⁿ is differentiable at every x ≠ 0 with derivative -ι(n) x⁻ⁿ⁻¹; consequently every polynomial function is differentiable at every real, with the derivative computed term by term
Theorem
The chain rule, in one line from Carathéodory: if g is differentiable at c and f is differentiable at g(c), then f ∘ g is differentiable at c with (f ∘ g)'(c) = f'(g(c)) g'(c)
Theorem
Derivative of an inverse: if f is continuous and injective on a nondegenerate interval I and differentiable at c ∈ I with f'(c) ≠ 0, then the inverse g is differentiable at f(c) with g'(f(c)) = 1/f'(c); and if f'(c) = 0 then g is not differentiable at f(c)
Definition
Local (relative) maximum and minimum of f : A → ℝ at a point, the strict forms, and what it means for the point to be interior to A
Theorem
Fermat's interior extremum theorem: if f has a local extremum at a point c interior to its domain and is differentiable at c, then f'(c) = 0
Theorem
Rolle's theorem: if a < b, f is continuous on [a,b], differentiable at every point of (a,b), and f(a) = f(b), then f'(c) = 0 for some c ∈ (a,b)
Theorem
Cauchy's mean value theorem: for f, g continuous on [a,b] with a<b and differentiable on (a,b) there is c ∈ (a,b) with (f(b)-f(a))g'(c) = (g(b)-g(a))f'(c); no hypothesis on g' is needed in this product form
Corollary
The mean value theorem, as the case g(x) = x of Cauchy's: for f continuous on [a,b] with a < b and differentiable on (a,b) there is c ∈ (a,b) with f(b) - f(a) = f'(c)(b-a)
Corollary
A function continuous on an interval I whose derivative vanishes at every interior point of I is constant on I; consequently two such functions with the same derivative differ by a constant
Theorem
On an interval I, for f continuous on I and differentiable at every interior point: f' ≥ 0 throughout gives f nondecreasing, f' > 0 gives f increasing, f' ≤ 0 and f' < 0 give the two decreasing forms; conversely a nondecreasing f has f' ≥ 0 and a nonincreasing f has f' ≤ 0 wherever it is differentiable, and no strict converse is claimed
Corollary
If f is continuous on an interval I and |f'| ≤ M at every interior point, then |f(x) - f(y)| ≤ M|x-y| for all x,y ∈ I, so f is Lipschitz with constant M and uniformly continuous on I
Remark
What is fixed here and what is not: the derivative is taken at a point of the domain that is also a limit point of it, one-sided derivatives and derivatives of order above one are not introduced at this point in the reading order, and f'(c) and df/dx(c) name the same real number
False statement
FALSE: differentiability at every point of (a,b) alone yields a c ∈ (a,b) with f(b) - f(a) = f'(c)(b-a)
False statement
FALSE: if f'(c) = 0 then f is not increasing on any interval containing c
Sources
- Derivative (Wikipedia)
- W. Rudin, Principles of Mathematical Analysis, 3rd ed., Ch. 5 (Def. 5.1)
- J. Lebl, Basic Analysis I, §4.1
- T. Tao, Analysis I, 3rd ed., §10.1
- T. Gantumur, Differentiation
- J. Lebl, Basic Analysis I, The Derivative
- Carathéodory's theorem (Wikipedia)
- S. Kuhn, The Derivative à la Carathéodory, Amer. Math. Monthly 98 (1991)
- Differentiable function (Wikipedia)
- W. Rudin, Principles of Mathematical Analysis, 3rd ed., Ch. 5 (Thm 5.2)
- Linear approximation (Wikipedia)
- W. Rudin, Principles of Mathematical Analysis, 3rd ed., Ch. 5
- Product rule (Wikipedia)
- Quotient rule (Wikipedia)
- W. Rudin, Principles of Mathematical Analysis, 3rd ed., Ch. 5 (Thm 5.3)
- Power rule (Wikipedia)
- Chain rule (Wikipedia)
- W. Rudin, Principles of Mathematical Analysis, 3rd ed., Ch. 5 (Thm 5.5)
- J. Hunter, An Introduction to Real Analysis
- Inverse function rule (Wikipedia)
- J. Lebl, Basic Analysis I, §4.4
- Maximum and minimum (Wikipedia)
- J. Lebl, Basic Analysis I, §4.2
- J. Lebl, Basic Analysis I, Mean Value Theorem
- Fermat's theorem (stationary points) (Wikipedia)
- W. Rudin, Principles of Mathematical Analysis, 3rd ed., Ch. 5 (Thm 5.8)
- Rolle's theorem (Wikipedia)
- Mean value theorem (Wikipedia)
- W. Rudin, Principles of Mathematical Analysis, 3rd ed., Ch. 5 (Thm 5.9)
- W. Rudin, Principles of Mathematical Analysis, 3rd ed., Ch. 5 (Thm 5.10)
- Monotonic function (Wikipedia)
- W. Rudin, Principles of Mathematical Analysis, 3rd ed., Ch. 5 (Thm 5.11)
- Lipschitz continuity (Wikipedia)
- Notation for differentiation (Wikipedia)
- One-sided limit (Wikipedia)
- Stationary point (Wikipedia)