FUNDAMENTALS OF ANALYSIS

W W L CHEN
c

W W L Chen, 1994, 2008.

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Chapter 5
DIFFERENTIATION

5.1. Introduction
We begin by recalling the familiar definition of differentiability.
Definition. We say that a function f (x) is differentiable at x = a if the limit
lim

xa

f (x) f (a)
xa

exists. In this case, the limit is denoted by f 0 (a) and called the derivative of f (x) at x = a.
Example 5.1.1. Consider the function f (x) = c, where c R is a constant. For every a R, we have
f (x) f (a)
=00
xa
as x a. It follows that f 0 (a) = 0 for every a R.
Example 5.1.2. Consider the function f (x) = x. For every a R, we have
f (x) f (a)
=11
xa
as x a. It follows that f 0 (a) = 1 for every a R.
Example 5.1.3. Consider the function f (x) = xn , where n 2 is an integer. For every a R, we have
f (x) f (a)
xn an
=
= xn1 + xn2 a + xn3 a2 + . . . + x2 an3 + xan2 + an1 nan1
xa
xa
as x a. It follows that f 0 (a) = nan1 for every a R.
Chapter 5 : Differentiation

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Fundamentals of Analysis

Example 5.1.4. Consider the function f (x) =

f (x) f (a)
=
xa

W W L Chen, 1994, 2008

x. For every positive a R, we have

x a
x a
1
1

=

=
xa
( x a)( x + a)
x+ a
2 a

as x a. It follows that f 0 (a) = 1/2 a for every positive a R.

Example 5.1.5. Consider the function f (x) = sin x. For every a R, we have
2 cos 12 (x + a) sin 12 (x a)
sin 1 (x a)
f (x) f (a)
1
sin x sin a
cos (x + a) cos a
=
=
= 12
xa
xa
xa
2
2 (x a)
as x a. It follows that f 0 (a) = cos a for every a R.
Example 5.1.6. Consider the function f (x) = cos x. For every a R, we have
2 sin 12 (x + a) sin 21 (x a)
sin 1 (x a)
1
f (x) f (a)
cos x cos a
sin (x + a) sin a
=
=
= 12
xa
xa
xa
2
(x

a)
2
as x a. It follows that f 0 (a) = sin a for every a R.
Example 5.1.7. Consider the function f (x) = x1/3 . For every non-zero a R, we have
x1/3 a1/3
1
1
f (x) f (a)
=
= 2/3
2/3
1/3
1/3
2/3
xa
xa
x +x a +a
3a
as x a. It follows that f 0 (a) = 13 a2/3 for every non-zero a R. On the other hand, we note that
f (x) f (0)
x1/3
1
=
= 2/3
x0
x
x
does not tend to a limit as x 0, so that the function f (x) is not differentiable at x = 0.
Examples 5.1.3 and 5.1.7 above raise the question of determining derivatives of functions of the type
f (x) = xn , where n is a real number, not necessarily a positive integer. We state the following important
result.
THEOREM 5A. Suppose that n Q is a fixed rational number. Then for the function f (x) = xn , we
have f 0 (a) = nan1 for every a R, except for
(a) a = 0 and n < 1; or
(b) a 0 when n = p/q in lowest terms with p Z and even q N.
We shall leave the proof of this result until later in this section.
Example 5.1.8. Consider the function
f (x) =

x
0

if x Q,
if x R \ Q.

For every a R, it is not difficult to check that

f (x) f (a)
xa
does not tend to a limit as x a, so that the function f (x) is differentiable nowhere.
Chapter 5 : Differentiation

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W W L Chen, 1994, 2008

Example 5.1.9. Consider the function f (x) = |x|, so that

f (x) =

x
x

if x 0,
if x < 0.

For every non-zero a R, it is not difficult to check that

f (x) f (a)
=
xa
xa
lim

1
1

if a > 0,
if a < 0,

so that f 0 (a) = 1 for every positive a R and f 0 (a) = 1 for every negative a R. On the other hand,
we note that
f (x) f (0)
x0
does not tend to a limit as x 0, so that the function f (x) is not differentiable at x = 0.
Suppose that a function f (x) is differentiable at x = a. Then
f (x) f (a)
f 0 (a)
xa
as x a. On the other hand, clearly the function x a 0 as x a. By the product rule of limits,
we have


f (x) f (a)
f (x) f (a) =
(x a) 0
xa
as x a. It follows that f (x) f (a) as x a. We have therefore established the following result.
THEOREM 5B. Suppose that a function f (x) is differentiable at x = a. Then f (x) is continuous at
x = a.
As is in the case of limits and continuity, we have the sum, product and quotient rules for derivatives.
We shall establish the following result.
THEOREM 5C. Suppose that the functions f (x) and g(x) are differentiable at x = a. Then
(a) f (x) + g(x) is differentiable at x = a;
(b) f (x)g(x) is differentiable at x = a; and
(c) if g(a) 6= 0, then f (x)/g(x) is differentiable at x = a.
Furthermore, we have
(a) (f + g)0 (a) = f 0 (a) + g 0 (a);
(b) (f g)0 (a) = f (a)g 0 (a) + f 0 (a)g(a); and
 0
f
g(a)f 0 (a) f (a)g 0 (a)
(c)
(a) =
.
g
g 2 (a)
Proof. (a) Note that
(f (x) + g(x)) (f (a) + g(a))
f (x) f (a) g(x) g(a)
=
+
.
xa
xa
xa
It follows from Theorem 4C that
(f (x) + g(x)) (f (a) + g(a))
= f 0 (a) + g 0 (a).
xa
xa
lim

Chapter 5 : Differentiation

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W W L Chen, 1994, 2008

(b) Note that

f (x)g(x) f (a)g(a)
f (x)g(x) f (x)g(a) + f (x)g(a) f (a)g(a)
=
xa
xa
g(x) g(a)
f (x) f (a)
= f (x)
+ g(a)
.
xa
xa
In view of Theorem 5B, we clearly have f (x) f (a) as x a. It follows from Theorem 4C that
lim

xa

f (x)g(x) f (a)g(a)
= f (a)g 0 (a) + g(a)f 0 (a).
xa

(c) We shall first show that 1/g(x) is differentiable at x = a. Note that

(1/g(x)) (1/g(a))
g(x) g(a) 1
1
=
.
xa
xa
g(x) g(a)
In view of Theorem 5B, we clearly have g(x) g(a) as x a. It follows from Theorem 4C that
g 0 (a)
(1/g(x)) (1/g(a))
= 2 .
xa
xa
g (a)
lim

We now apply part (b) to f (x) and 1/g(x) to get the desired result.
Example 5.1.10. Consider the function f (x) = tan x. We know that
tan x =

sin x
.
cos x

It follows that for every a R such that cos a 6= 0, we have, by the quotient rule, that
f 0 (a) =

1
cos2 a + sin2 a
=
= sec2 a.
cos2 a
cos2 a

Example 5.1.11. Consider the function f (x) = csc x. We know that

csc x =

1
.
sin x

It follows that for every a R such that sin a 6= 0, we have, by the quotient rule, that
f 0 (a) =

0 cos a
= cot a csc a.
sin2 a

Example 5.1.12. Consider the function

f (x) =

x3 sin x
.
x2 + 3

We can write f (x) = g(x)/h(x), where g(x) = x3 sin x and h(x) = x2 + 3. For every a R, we have
g 0 (a) = a3 cos a + 3a2 sin a and h0 (a) = 2a. It follows that
f 0 (a) =
Chapter 5 : Differentiation

(a2 + 3)(a3 cos a + 3a2 sin a) 2a4 sin a

h(a)g 0 (a) g(a)h0 (a)
=
.
h2 (a)
(a2 + 3)2
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W W L Chen, 1994, 2008

From now on, we shall slightly abuse our notation, and simply refer to f 0 (x) as the derivative of the
function f (x). We shall further write
y = f (x)

and

dy
= f 0 (x).
dx

It follows, for example, that if we write

d  x  sin x x cos x
=
,
dx sin x
sin2 x
then we mean that we are considering the function f (x) = x/ sin x, and that for every a R for which
sin a 6= 0, we have f 0 (a) = (sin a a cos a)/ sin2 a.
An important technique in differentiation is through the use of composite functions.
Example 5.1.13. Let y = (x3 + 1)2 . To calculate the derivative dy/dx, we can first of all write
y = x6 + 2x3 + 1, and then differentiate to obtain
dy
= 6x5 + 6x2 = 6x2 (x3 + 1).
dx
Let us look at this in a different way. We can write y = u2 , where u = x3 + 1. Then
dy
= 2u
du

and

du
= 3x2 .
dx

Note that
dy du
= 6ux2 = 6x2 (x3 + 1).
du dx
We therefore have
dy
dy du
=
.
dx
du dx
THEOREM 5D. Suppose that y is a differentiable function of u, and that u is a differentiable function
of x. Then y is a differentiable function of x, and
dy
dy du
=
.
dx
du dx
Proof. Write y = g(u), u = f (x) and b = f (a). Then y = (g f )(x). Note that
(g f )(x) (g f )(a)
(g f )(x) (g f )(a) f (x) f (a)
g(u) g(b) f (x) f (a)
=
=
.
xa
f (x) f (a)
xa
ub
xa
Here it is tempting to deduce the conclusion immediately. However, it is possible that u b = 0. To
overcome this difficulty, let us introduce the function

g(u) g(b) if u 6= b,
G(u) =
ub
0
g (b)
if u = b.
Since g(u) is differentiable at u = b, we have G(u) g 0 (b) as u b. Furthermore, since G(b) = g 0 (b),
it follows that G(u) is continuous at u = b. On the other hand, as x a, we have u b, so that
G(u) g 0 (b). Hence
G(u) g 0 (b)
Chapter 5 : Differentiation

as x a.
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Suppose now that u 6= b. Then we clearly have

(g f )(x) (g f )(a)
f (x) f (a)
= G(u)
.
xa
xa
Note that this also holds when u = b, since both sides are equal to 0. It now follows that
lim

xa

(g f )(x) (g f )(a)
= g 0 (b)f 0 (a) = g 0 (f (a))f 0 (a)
xa

as required.
Definitions.
(1) A function f (x) is said to be strictly increasing in the closed interval [A, B] if f (x1 ) < f (x2 )
whenever A x1 < x2 B.
(2) A function f (x) is said to be strictly decreasing in the closed interval [A, B] if f (x1 ) > f (x2 )
whenever A x1 < x2 B.
THEOREM 5E. Suppose that a function y = f (x) is continuous and strictly increasing in the closed
interval [A, B]. Suppose further that f (x) is differentiable at x = a for some a (A, B), with f (a) = b
and f 0 (a) 6= 0. Then the inverse function x = g(y) is differentiable at y = b, with
g 0 (b) =

1
f 0 (a)

Proof. The existence of the continuous and strictly increasing inverse function is a consequence of
Problem 5 for Chapter 4. Note next that
g(y) g(b)
xa
=
,
yb
f (x) f (a)
and that x a as y b, a consequence of the continuity of the inverse function.
Proof of Theorem 5A. The case when n is a positive integer has been studied in Examples 5.1.2 and
5.1.3. The case when n = 0 and a 6= 0 has been studied in Example 5.1.1. Suppose next that n is a
negative integer. Then n is a positive integer, and


f (x) f (a)
1
1
1
xn an
=

=
n
n
xa
xa x
a
(x a)xn an
xn1 + xn2 a + xn3 a2 + . . . + x2 an3 + xan2 + an1
=
xn an
n1
na

= nan1
a2n
as x a, provided that a 6= 0. Suppose now that n = p/q in lowest terms, where p Z and q N, and
where exceptions (a) and (b) do not hold. Then y = xn can be described by y = up and u = x1/q , so
that x = uq in particular. By Theorems 5D and 5E, we have

dy
dy du
dy dx
pup1
p
=
=
= q1 = upq = nxn1 .
dx
du dx
du du
qu
q
This completes the proof.
Example 5.1.14. Consider the function f (x) = cx , where c R is a fixed positive real number. Then
f (x) f (a)
cx ca
cxa 1
ch 1
=
= ca
ca lim
h0
xa
xa
xa
h
Chapter 5 : Differentiation

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W W L Chen, 1994, 2008

as x a. In the special case when c = e, we have

ch 1
= 1,
h0
h
lim

so that for the function f (x) = ex , we have

f (x) f (a)
ea
xa
as x a. Hence f 0 (a) = f (a) for every a R in this case.
Example 5.1.15. Consider the function f (x) = log x. Then the inverse function is given by g(y) = ey .
Then for every positive real number a R, writing b = log a, we have f 0 (a)g 0 (b) = 1 by Theorem 5E. It
then follows from Example 5.1.14 that f 0 (a)g(b) = 1, and so
f 0 (a) =

1
1
= .
g(b)
a

5.2. Some Important Results on Derivatives

In this
section, we indicate some results which summarize, with rigour, the important role played by the
xxxxx
derivative f 0 (x) in the study of properties of a given function f (x). The first of these results appears to
be very restrictive, as it involves a hypothesis which is rarely satisfied.
THEOREM 5F. (ROLLES THEOREM) Suppose that a function f (x) is continuous in the closed
interval [A, B], where A, B R with A < B. Suppose further that f 0 (a) exists for every a (A, B). If
f (A) = f (B), then there exists c (A, B) such that f 0 (c) = 0.

y = f (x)

Proof. Since f (x) is continuous in the closed interval [A, B], it follows from Theorem 4H that there
exist x1 , x2 [A, B] such that f (x1 ) f (x) f (x2 ) for every x [A, B].
Case 1. Suppose that both x1 and x2 are endpoints of the interval [A, B]. Since f (A) = f (B), it
follows that f (x) is constant in the interval [A, B], so that f 0 (c) = 0 for every c (A, B).
Case 2. Suppose that x1 (A, B). Then f (x) has a local minimum at x = x1 . We claim that
f 0 (x1 ) = 0. Suppose on the contrary that f 0 (x1 ) 6= 0. Without loss of generality, assume that
f 0 (x1 ) = lim

xx1

Chapter 5 : Differentiation

f (x) f (x1 )
> 0.
x x1
page 7 of 16

Fundamentals of Analysis

Then there exists > 0 such that



 f (x) f (x1 )
 1 0
0



f
(x
)
1  < |f (x1 )|
 x x1
2

W W L Chen, 1994, 2008

whenever 0 < |x x1 | < ,

so that
f (x) f (x1 )
>0
x x1

whenever 0 < |x x1 | < .

It follows that f (x) f (x1 ) < 0 if x1 < x < x1 , contradicting that f (x) has a local minimum at
x = x1 .
Case 3. Suppose that x2 (A, B). Then f (x) has a local maximum at x = x2 . A similar argument
as in Case 2 gives f 0 (x2 ) = 0.
Example 5.2.1. We can prove that between any two real roots of sin x = 0 must lie a real root of
cos x = 0. To do this, let f (x) = sin x, and let A < B be any two real roots of sin x = 0. Clearly
f (A) = f (B). Furthermore, all the other hypotheses of Rolles theorem are satisfied. It follows that
there exists c (A, B) such that f 0 (c) = 0. Note, however, that f 0 (x) = cos x.
Example 5.2.2. Consider the polynomial f (x) = x3 + 3x2 + 6x + 1. We can prove that the polynomial
equation f (x) = 0 has exactly one real root. Note that f (1) < 0 and f (1) > 0. Applying the
Intermediate value theorem to f (x) in the closed interval [1, 1], we know that there exists x0 (1, 1)
such that f (x0 ) = 0. It follows that the equation f (x) = 0 has at least one real root. Suppose that there
are more than one real root. Let A < B be two such roots. Then clearly f (A) = f (B). Applying Rolles
theorem with f (x) = x3 + 3x2 + 6x + 1 in the interval [A, B], we conclude that there exists c (A, B)
such that f 0 (c) = 0. Note, however, that f 0 (x) = 3x2 + 6x + 6 = 3(x2 + 2x + 1 + 1) = 3(x + 1)2 + 3 6= 0
for any x R.
The hypotheses of Rolles theorem are rather restrictive, in that we require the function to have equal
values at the two end-points of the interval in question. However, this restriction is only deceptive, as
we can use Rolles theorem to establish the following more general result.
THEOREM 5G. (MEAN VALUE THEOREM) Suppose that a function f (x) is continuous in the closed
interval [A, B], where A, B R with A < B. Suppose further that f 0 (a) exists for every a (A, B).
Then there exists c (A, B) such that f (B) f (A) = f 0 (c)(B A).
xxxxx
To understand the Mean value theorem, it is easiest to rewrite the conclusion as
f (B) f (A)
= f 0 (c).
BA
The left-hand side represents the slope of the line joining the points (A, f (A)) and (B, f (B)). It follows
that the theorem merely says that the tangent to the curve is sometimes parallel to this line.

y = f (x)

A
Chapter 5 : Differentiation

B
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W W L Chen, 1994, 2008

It is therefore clear that Rolles theorem is a special case of the Mean value theorem. We now show that
the Mean value theorem can be deduced fairly easily from Rolles theorem.
Proof of Theorem 5G. Consider the function
g(x) = f (x)

f (B) f (A)
(x A).
BA

Then clearly g(x) is continuous in the closed interval [A, B], g 0 (a) exists for every a (A, B) and
g(A) = g(B). It follows from Rolles theorem that there exists c (A, B) such that g 0 (c) = 0. Note now
that
g 0 (c) = f 0 (c)

f (B) f (A)
.
BA

This completes the proof.

To illustrate the power of the Mean value theorem, we shall deduce the following simple but powerful
consequences.
THEOREM 5H. Suppose that a function f (x) is continuous in the closed interval [A, B], where
A, B R with A < B. Suppose further that f 0 (a) exists for every a (A, B).
(a) If f 0 (a) = 0 for every a (A, B), then f (x) is constant in [A, B].
(b) If f 0 (a) > 0 for every a (A, B), then f (x) is strictly increasing in [A, B].
(c) If f 0 (a) < 0 for every a (A, B), then f (x) is strictly decreasing in [A, B].
Proof. Suppose that A x1 < x2 B. Applying the Mean value theorem to the function f (x) in the
closed interval [x1 , x2 ], we have
f (x2 ) f (x1 ) = (x2 x1 )f 0 (c)
for some c [x1 , x2 ] [A, B]. It follows that

= 0 in case (a),
f (x2 ) f (x1 ) = > 0 in case (b),

< 0 in case (c),

giving the desired results.
We next discuss a generalization of the Mean value theorem to one involving two functions.
THEOREM 5J. (CAUCHYS MEAN VALUE THEOREM) Suppose that functions f (x) and g(x) are
continuous in the closed interval [A, B], where A, B R with A < B. Suppose further that f 0 (a) and
g 0 (a) exist for every a (A, B), and that g 0 (a) is non-zero for every a (A, B). Then there exists
c (A, B) such that
f (B) f (A)
f 0 (c)
= 0 .
g(B) g(A)
g (c)
Proof. We let h(x) = f (x) kg(x), where k R is a suitably chosen constant which ensures that
h(A) = h(B), so that
k=

f (B) f (A)
.
g(B) g(A)

Here we observe that the denominator g(B) g(A) is non-zero, in view of Rolles theorem and the
assumption that g 0 (a) is non-zero for every a (A, B). Clearly h(x) is continuous in the closed interval
Chapter 5 : Differentiation

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[A, B], h0 (a) exists for every a (A, B) and h(A) = h(B). It follows from Rolles theorem that there
exists c (A, B) such that h0 (c) = 0. Note now that
h0 (c)
f 0 (c)
f 0 (c) f (B) f (A)
=

k
=

.
g 0 (c)
g 0 (c)
g 0 (c)
g(B) g(A)
This completes the proof.
We are now in a position to establish the following important result.

THEOREM 5K. (LHOPITALS

RULE) Suppose that functions f (x) and g(x) are differentiable in an
open interval I containing the real number a. Suppose further that f (a) = g(a) = 0. Then
f (x)
f 0 (x)
= lim 0
,
xa g(x)
xa g (x)
lim

provided that the limit on the right-hand side exists.

Proof. For any x I such that x 6= a, we apply Cauchys mean value theorem to the closed interval
[a, x] if x > a and to the closed interval [x, a] if x < a. It is easy to check that the hypotheses of Cauchys
mean value theorem are satisfied. Hence there exists c (a, x) or c (x, a) such that
f (x) f (a)
f 0 (c)
f (x)
=
= 0 .
g(x)
g(x) g(a)
g (c)
Clearly c a as x a. Hence
f (x)
f 0 (c)
= lim 0 ,
xa g(x)
ca g (c)
lim

and the result follows.

5.3. Stationary Points and Second Derivatives

Definitions.
(1) A function f (x)
the real number
(2) A function f (x)
the real number
(3) A function f (x)

is said to have a local maximum at x = a if there is an open interval I containing

a and such that f (x) f (a) for every x I.
is said to have a local minimum at x = a if there is an open interval I containing
a and such that f (x) f (a) for every x I.
is said to have a stationary point at x = a if f 0 (a) = 0.

Example 5.3.1. Consider the function f (x) = x2 . Since f 0 (x) = 2x for every x R, the only stationary
point is at x = 0. On the other hand, note that for every x 6= 0, we have f (x) = x2 > 0 = f (0). It
follows that there is a local minimum at x = 0.
Example 5.3.2. Consider the function f (x) = x3 . Since f 0 (x) = 3x2 for every x R, the only stationary
point is at x = 0. On the other hand, note that for every x < 0, we have f (x) = x3 < 0 = f (0), whereas
for every x > 0, we have f (x) = x3 > 0 = f (0). It follows that x = 0 does not represent a local minimum
or a local maximum.
To detect a local maximum or local minimum, we have the following result.
Chapter 5 : Differentiation

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W W L Chen, 1994, 2008

THEOREM 5L. Suppose that I is an open interval containing a. Suppose further that a function f (x)
is continuous in I, and differentiable at every x I, except possibly at x = a.
(a) If f 0 (x) > 0 for every x < a in I and f 0 (x) < 0 for every x > a in I, then the function f (x) has a
local maximum at x = a.
(b) If f 0 (x) < 0 for every x < a in I and f 0 (x) > 0 for every x > a in I, then the function f (x) has a
local minimum at x = a.
Proof. Suppose that x I and x 6= a. By the Mean value theorem, there exists a real number c in the
open interval with endpoints a and x such that f (x) f (a) = (x a)f 0 (c).
(a) Since f 0 (c) > 0 if x < a and f 0 (c) < 0 if x > a, we clearly have f (x) f (a) < 0. Hence f (x) has a
local maximum at x = a.
(b) Since f 0 (c) < 0 if x < a and f 0 (c) > 0 if x > a, we clearly have f (x) f (a) > 0. Hence f (x) has a
local minimum at x = a.
Example 5.3.3. Consider the function f (x) = 2x3 9x2 + 12x 5. Since
f 0 (x) = 6x2 18x + 12 = 6(x2 3x + 2) = 6(x 1)(x 2)
for every x R, it is clear that the only stationary points are at x = 1 and x = 2. To determine whether
either of these represents a local maximum or a local minimum, we study the function f 0 (x) more closely.
It is easy to see that

> 0 if x (0, 1),

f 0 (x) < 0 if x (1, 2),

> 0 if x (2, 3).

It follows that f (x) has a local maximum at x = 1 and a local minimum at x = 2.
If the first derivative measures the rate of change of a function, then the second derivative measures
the rate of change of the first derivative. Since the first derivative represents the slope of the tangent to
the curve, it follows that the second derivative measures the rate of change of this slope. The following
result is suggested by heuristics bases on these ideas.
THEOREM 5M. Suppose that I is an open interval containing a real number a. Suppose further that
the function f (x) is differentiable at every x I, and that f 0 (a) = 0.
(a) If f 00 (a) < 0, then the function f (x) has a local maximum at x = a.
(b) If f 00 (a) > 0, then the function f (x) has a local minimum at x = a.
Proof. We shall only prove (a), as the proof for (b) is similar. Since
f 0 (x) f 0 (a)
< 0,
xa
xa

f 00 (a) = lim

it follows that there exists > 0 such that

 0

 f (x) f 0 (a)
 1 00
00

 < |f (a)|

f
(a)

 2
xa

whenever 0 < |x a| < ,

so that
f 0 (x) f 0 (a)
<0
xa

whenever 0 < |x a| < .

Now let I = (a , a + ). Then it is easy to see that f 0 (x) > 0 for every x < a in I and f 0 (x) < 0 for
every x > a in I. It now follows from Theorem 5L that f (x) has a local maximum at x = a.
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Example 5.3.4. Consider the function f (x) = 2x3 9x2 + 12x 5, as discussed earlier in Example
5.3.3. Since
f 0 (x) = 6x2 18x + 12 = 6(x2 3x + 2) = 6(x 1)(x 2)
for every x R, it is clear that the only stationary points are at x = 1 and x = 2. On the other hand,
we have f 00 (x) = 12x 18 for every x R, so that f 00 (1) < 0 and f 00 (2) > 0. It follows that f (x) has a
local maximum at x = 1 and a local minimum at x = 2.

5.4. Series Expansion

The purpose of this section is to show that if a given function has derivatives of all orders, then it has
a nice power series expansion. We begin by establishing the following generalized version of the Mean
value theorem.
THEOREM 5N. (TAYLORS THEOREM) Suppose that n N. Suppose further that a function f (x)
satisfies the following conditions:
(a) f (x) and its first (n 1) derivatives f 0 (x), f 00 (x), . . . , f (n1) (x) are continuous in the closed interval
[a, a + h]; and
(b) the n-th derivative exists in the open interval (a, a + h).
Then
f (a + h) = f (a) + hf 0 (a) +

hn1 (n1)
hn (n)
h2 00
f (a) + . . . +
f
(a) +
f (a + h),
2!
(n 1)!
n!

where R satisfies 0 < < 1.

Remark. Taylors theorem is sometimes known as the Mean value theorem of the n-th order. Note that
for n = 1, Taylors theorem reduces to the Mean value theorem.
Proof of Theorem 5N. For every t [0, h], write
g(t) = f (a + t) f (a) tf 0 (a) . . .

tn
tn1 (n1)
f
(a) C,
(n 1)!
n!

(1)

where we shall choose C to ensure that g(h) = 0. It is easy to check that

g(0) = g 0 (0) = . . . = g (n1) (0) = 0.
We now proceed to use Rolles theorem n times. Since g(0) = g(h) = 0, there exists h1 (0, h) such
that g 0 (h1 ) = 0. Since g 0 (0) = g 0 (h1 ) = 0, there exists h2 (0, h1 ) such that g 00 (h2 ) = 0, and so on.
Finally, since g (n1) (0) = g (n1) (hn1 ) = 0, there exists hn (0, hn1 ) such that g (n) (hn ) = 0. Clearly
0 < hn < h, and so hn = h for some R satisfying 0 < < 1. Observe now that
g (n) (t) = f (n) (a + t) C.
It follows that C = f (n) (a + h). The result follows on substituting this into (1), letting t = h and noting
that g(h) = 0.
In Taylors theorem, we can write
f (a + h) = Sn + Rn ,
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where
Sn = f (a) + hf 0 (a) +

h2 00
hn1 (n1)
f (a) + . . . +
f
(a)
2!
(n 1)!

and
Rn =

hn (n)
f (a + h).
n!

(2)

If Rn 0 as n , then Sn f (a + h) as n . We therefore have the following series version of

Taylors theorem.
THEOREM 5P. (TAYLOR SERIES) Suppose that a function f (x) satisfies the following conditions:
(a) f (x) and all its derivatives f 0 (x), f 00 (x), . . . are continuous in the closed interval [a, a + h]; and
(b) the sequence Rn defined by (2) converges to 0 as n .
Then
f (a + h) =

X
hn (n)
f (a),
n!
n=0

with the convention that 0! = 1.

Remark. The Maclaurin series is the Taylor series in the special case a = 0. Under suitable conditions,
we have
f (x) =

X
xn (n)
f (0).
n!
n=0

(3)

Example 5.4.1. Consider the function f (x) = ex . Then f (x) has derivatives of all order, all equal to
ex . Note that f (n) (0) = 1 for every n N {0}. It follows that the Maclaurin series of the exponential
function is given by
ex =

X
xn
.
n!
n=0

This is the exponential series.

Example 5.4.2. Consider the function f (x) = log(1 + x). Then f (x) has derivatives of all order near
x = 0. Furthermore, it can be proved by induction that for every n N, we have
f (n) (x) =

(1)n1 (n 1)!
,
(1 + x)n

so that f (n) (0) = (1)n1 (n 1)!. Note also that f (0) = 0. It follows that the Maclaurin series for the
function is given by
log(1 + x) =

X
n=1

(1)n1

xn
.
n

This is the logarithmic series.

Example 5.4.3. Consider the function f (x) = (1 + x) , where R \ {0, 1, 2, 3, . . .}. Then f (x) has
derivatives of all order near x = 0. Furthermore, for every n N, we have
f (n) (x) = ( 1) . . . ( n + 1)(1 + x)n ,
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so that
f (n) (0) = ( 1) . . . ( n + 1).
Note also that f (0) = 1. It follows that the Maclaurin series for the function is given by
(1 + x) =

X
( 1) . . . ( n + 1) n
x .
n!
n=1

This is the Extended binomial theorem.

Example 5.4.4. Consider the function f (x) = (1 + x)n , where n N. Then f (x) has derivatives of all
order near x = 0. Furthermore, for every r = 1, . . . , n, we have
f (r) (x) = n(n 1) . . . (n r + 1)(1 + x)nr ,
so that
f (r) (0) = n(n 1) . . . (n r + 1).
On the other hand, for every natural number r > n, we have f (r) (x) = 0. Note also that f (0) = 1. It
follows that the Maclaurin series for the function has zero coefficients beyond the term xn and is given
by
(1 + x)n =

n
X
n(n 1) . . . (n r + 1)
r=0

r!

xr .

This is a special case of the Binomial theorem.

Chapter 5 : Differentiation

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Problems for Chapter 5

1. a) Suppose that f (x) and g(x) are twice differentiable at x = a. Show that
(f g)00 (a) = f 00 (a)g(a) + 2f 0 (a)g 0 (a) + f (a)g 00 (a).
b) Suppose that f (x) and g(x) are three times differentiable at x = a. Obtain a corresponding
formula for (f g)000 (a).
c) Suppose that f (x) and g(x) are n times differentiable at x = a. Analyze the results in parts (a)
and (b), make a guess for the corresponding formula for (f g)(n) (a), and prove your formula by
induction on n.
2. Suppose that f 00 (a) exists. Prove that
f (a + h) 2f (a) + f (a h)
= f 00 (a).
h0
h2
lim

x sin 1 if x 6= 0,
x
3. Let f (x) =

0
if x = 0.
a) Show that f (x) is continuous at x = 0.
b) Find the derivative of f (x) when x 6= 0.
c) Show that f (x) is not differentiable at x = 0.

x2 sin 1 if x 6= 0,
x
4. Let f (x) =

0
if x = 0.
a) Prove that f 0 (x) exists for every real number x.
b) Find f 0 (0).
c) Find f 0 (x) when x 6= 0.
d) Prove that f 0 (x) is not continuous at x = 0.
5. Construct a function g(x) for which g 0 (0) > 0, but there is no interval (A, A) in which g(x) is a
strictly increasing function.
[Hint: Try g(x) = f (x) + kx, where k is a suitable constant and f (x) is given in Problem 4.]
6. Consider the function f (x) = |x| 3.
a) Show that f (x) is differentiable at x = a for every non-zero a R.
b) Comment in view of Theorem 5L.
7. Suppose that the function f (x) satisfies f (0) = 0, f 0 (0) = 0 and f 00 (0) > 0.
f 0 (x) f 0 (0)
a) Explain why there exists > 0 such that
> 0 for every non-zero x (, ).
x0
b) Deduce that f 0 (x) > 0 for every x (0, ), and that f 0 (x) < 0 for every x (, 0).
c) Use Rolles theorem to show that f (x) 6= 0 for every non-zero x (, ).
d) Use the Mean value theorem to show that f (x) > 0 for every non-zero x (, ).
8. Consider the function f (x) = x2/3 in the closed interval [1, 1].
a) Show that f (1) = f (1).
b) Show that there is no number c (1, 1) such that f 0 (c) = 0.
c) Show that f (x) is not differentiable at x = 0.
d) Explain why the conclusion of Rolles theorem does not hold.
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9. Explain why x = 1 is the only real solution of the equation x3 3x2 + 9x 7 = 0.

10. Use the relevant theorems to prove that the equation ex = 3 x has exactly one real solution.
11. Show that the equation 3x 2 + cos

x
= 0 has exactly one real root.
2

12. Use the Mean Value Theorem to prove the inequality | sin A sin B| |A B| for all real numbers
A and B.
13. Let f (x) = tan x x. Find f (0) and use the derivative f 0 (x) to prove that tan x > x for every x
satisfying 0 < x < /2.
14. Suppose that p(x) is a polynomial, and that k R is a constant. Suppose further that A < B are
consecutive roots of the equation p(x) = 0.
a) Write p(x) = (x A)m (x B)n q(x), where q(A) 6= 0 and q(B) 6= 0. Prove that if we write
p0 (x) = (x A)m1 (x B)n1 r(x), then r(A) and r(B) have opposite signs.
b) Hence, or otherwise, prove that there is a root of the equation p0 (x) + kp(x) = 0 in the interval
[A, B].
15. Suppose that a function f (x) is differentiable at every x [A, B]. Prove that f 0 (x) takes every
value between f 0 (A) and f 0 (B).
16. Use LHopitals rule to find each of the following:
x sin x
b) lim+ x2x
a) lim
x0
x3
x0

c) lim

x0

tan x x
x3

17. Find the Maclaurin expansion of the functions sin x and cos x.
18. Find all the terms up to and including x3 in the Taylor expansion of each of the following functions:
a) f (x) = (x + 1) sin x
b) f (x) = ex cos x
c) f (x) = tan x

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