Differtiable Functions - Integral-use Full Functions

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8.

DIFFERENTIATION
8.1. Derivative of a function

a. Definition : Let f be a function defined on an open interval containing 𝑥0 and (𝑥0 ∈ ℛ).
𝒇 𝒙 −𝒇(𝒙𝟎 )
Suppose the 𝐥𝐢𝐦𝒙→𝒙𝟎 𝒙−𝒙𝟎
exists. Then we say that f is differentiable at 𝒙𝟎 .

Example Let 𝑓: ℝ ⟶ ℝ defined by 𝑓 𝑥 = 𝑥 3 . Find the derivative of the function f at the𝑥0


(𝑥0 ∈ ℛ).

𝑓 𝑥 − 𝑓 𝑥0 𝑥 3 − 𝑥0 3 𝑥 − 𝑥0 (𝑥 2 + 𝑥𝑥0 + 𝑥0 2 )
𝑓 ′ 𝑥0 = lim = lim = lim = 3𝑥0 2
𝑥→𝑥 0 𝑥 − 𝑥0 𝑥→𝑥 0 𝑥 − 𝑥0 𝑥→𝑥 0 𝑥 − 𝑥0

Theorem 1: Let 𝑓 be defined on [𝑎,], if 𝑓is differentiable at a point 𝑥∈[𝑎,𝑏], then 𝑓is continuous
at 𝑥.
Proof :
𝑓 𝑥 −𝑓 𝑥 0
We want that lim𝑥→𝑥 0 𝑥−𝑥 0
= 𝑓 ′ 𝑥0 where 𝑥 ≠ 𝑥0 and 𝑎 < 𝑥 < 𝑏.

𝑓 𝑥 −𝑓 𝑥 0
Now lim𝑥→𝑥 0 𝑓 𝑥 − 𝑓 𝑥0 = lim𝑥→𝑥 0 𝑥−𝑥 0
. lim 𝑥 − 𝑥0 = 𝑓 ′ 𝑥0 . 0 = 0
𝑥→𝑥 0

⟹ lim 𝑓 𝑥 = 𝑓(𝑥0)
𝑥→𝑥 0

Note that the converse of Theorem 1 does not hold.

Example: Let 𝑓: ℝ ⟶ ℝ defined by 𝑓 𝑥 = 𝑥 . Is this function continuous and differentiable at


𝑥 = 0?

lim 𝑓 𝑥 = lim+ 𝑥 = 0 = lim− 𝑥 = 𝑓(0) Then f is continuous at 𝑥 = 0


𝑥→0+ 𝑥→0 𝑥→0

𝑓 𝑥 −𝑓(0) 𝑥 𝑓 𝑥 −𝑓(0) 𝑥
lim𝑥→0+ 𝑥−0
= lim𝑥→0+ 𝑥
= 1 and lim𝑥→0− 𝑥−0
= lim𝑥→0− 𝑥
= −1

Then f is not differentiable at 𝑥 = 0 (𝑓 ′ 0 doesn’t exist) because

𝑓 𝑥 −𝑓(0) 𝑓 𝑥 −𝑓(0)
lim𝑥→0+ 𝑥−0
≠ lim𝑥→0− 𝑥−0

The geometric interpretation

The derivative 𝑓 ′ 𝑥0 of the function f at the point 𝑥0 is interpreted as the slop of the tangent of the
curve 𝑦 = 𝑓(𝑥) at the point (𝑥0 , 𝑓 𝑥0 ). Hence the equation of the tangent is

𝑦 = 𝑓 𝑥0 + 𝑓 ′ 𝑥0 (𝑥 − 𝑥0 )

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8.2. Rules of differentiation:

Suppose 𝑓 and 𝑔 are differentiable on [𝑎,] and are differentiable at a point 𝑥 on [a, b], then 𝑓+𝑔,
𝑓
𝑓. 𝑔 and are differentiable at 𝑥 and
𝑔

i. 𝑓 + 𝑔 ′ 𝑥 = 𝑓 ′ 𝑥 + 𝑔′ (𝑥)
ii. 𝑓𝑔 ′ 𝑥 = 𝑓 ′ 𝑔 + 𝑔′ 𝑓
𝒇 ′ 𝒈 𝒙 𝒇′ 𝒙 −𝒇 𝒙 𝒈′ (𝒙)
iii. 𝒈
𝒙 = [𝒈(𝒙) 𝟐

Differentiation of composite functions

Let 𝑓: I → J and 𝑔: 𝐽 → ℝ be functions. The composite function 𝑔𝑜𝑓: 𝐼 ⟶ ℝ,

𝑔𝑜𝑓 𝑥 = 𝑔(𝑓 𝑥 ), is also a real function, and its derivative is given by:

𝑔𝑜𝑓 𝑥 = 𝑔′ 𝑓 𝑥 . 𝑓 ′ 𝑥 .

Theorem 2. Let f be a function that is defined and differentiable on an open interval 𝑎 , 𝑏[.
1) If 𝑓′ (𝑥) > 0 for all 𝑥 ∈ 𝑎; 𝑏[then f is increasing on 𝑎; 𝑏[.
2) If 𝑓′ (x) < 0 for all x ∈ a; b[then f is decreasing on a; b[.
3) If 𝑓′ (𝑥) = 0 for all 𝑥 ∈ 𝑎; 𝑏[., then f is constant on 𝑎; 𝑏[., that is, 𝑓 (𝑥1) = 𝑓 (𝑥2) for
all 𝑥1; 𝑥2 ∈ 𝑎; 𝑏[, or equivalently, there exists a real number c such that 𝑓 (𝑥) = 𝑐
for all 𝑥 ∈ 𝑎; 𝑏[.

Example: Let 𝑓: ℝ → ℝ be the function given by 𝑓 𝑥 = 27𝑥 − 𝑥 3

Find the interval(s), if any, on which 𝑓 is increasing or decreasing.

8.3. Generalization of Mean Value theorem (MVT)

Rolle theorem:

Let 𝑓: [𝑎, 𝑏] ⟶ ℝ be a function such that f is continuous at [a, b], differentiable at 𝑎, 𝑏[


and 𝑓 𝑎 = 𝑓(𝑏). Then ∃𝑥0 ∈ 𝑎, 𝑏[: 𝑓 ′ 𝑥0 = 0.

The Rolle theorem affirm that it’s exist a point c where the tangent is parallel with x axis

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Lagrange theorem

Let 𝑓: [𝑎, 𝑏] ⟶ ℝ be a function such that f is continuous at [a, b] and differentiable at 𝑎, 𝑏[.
Then ∃𝑥0 ∈ 𝑎, 𝑏[: 𝑓 𝑏 − 𝑓 𝑎 = 𝑏 − 𝑎 𝑓 ′ (𝑥0 )

L’hospital theorem

1. Let 𝑓, 𝑔: 𝐼 ⟶ ℝ be continuous functions at 𝐼 and differentiable at 𝐼 − 𝑥0 such that:


a) lim𝑥→𝑥 0 𝑓(𝑥) = lim𝑥→𝑥 0 𝑔(𝑥) = 0
b) 𝑔′ 𝑥 ≠ 0, ∀𝑥 ∈ 𝐼 − 𝑥0 ,

𝑓 ′ (𝑥) 𝑓(𝑥)
lim ′
= 𝑙 ⇒ lim =𝑙
𝑥→𝑥 0 𝑔 (𝑥) 𝑥→𝑥 0 𝑔(𝑥)

2. If lim𝑥→𝑥 0 𝑓(𝑥) = lim𝑥→𝑥 0 𝑔(𝑥) = ∞. We have the following result:


𝑓 ′ (𝑥) 𝑓(𝑥)
If lim𝑥→𝑥 0 𝑔 ′ (𝑥) = 𝑙 𝑡𝑕𝑒𝑛 lim𝑥→𝑥 0 𝑔(𝑥) = 𝑙

Example
sin ⁡
(𝑥)
Let 𝑓: ℝ/{0} ⟶ ℝ defined by: 𝑥 = 𝑥
, find the lim𝑥⟶0 𝑓(𝑥).

sin ⁡
(𝑥) q⁡
(𝑥) q′ ⁡
(𝑥) cos ⁡
(𝑥)
lim𝑥⟶0 𝑓(𝑥) = lim𝑥⟶0 𝑥
= lim𝑥⟶0 𝑔(𝑥) = lim𝑥⟶0 𝑔′ (𝑥) = lim𝑥⟶0 1
= 1 (L’hopital
theorem).

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The Integral
Definite Integrals :

Riemann Sum

Rules for Definite Integrals :


Let f and g be functions that are continuous on a closed and bounded interval [𝑎; 𝑏]. Let 𝛼 be
a constant and let 𝑐 ∈ 𝑎; 𝑏[. Then we have:
𝑏 𝑏 𝑏
 𝑎
[𝑓 𝑥 + 𝑔(𝑥)]𝑑𝑥 = 𝑎 𝑓 𝑥 𝑑𝑥 + 𝑎 𝑔 𝑥 𝑑𝑥
𝑏 𝑏
 𝑎
𝛼𝑓 𝑥 𝑑𝑥 = 𝛼 𝑎 𝑓 𝑥 𝑑
𝑏 𝑏 𝑏
 𝑎
[𝑓 𝑥 − 𝑔(𝑥)]𝑑𝑥 = 𝑎 𝑓 𝑥 𝑑𝑥 − 𝑎 𝑔 𝑥 𝑑𝑥
𝑏 𝑐 𝑏
 𝑎
𝑓 𝑥 𝑑𝑥 = 𝑎 𝑓 𝑥 𝑑𝑥 + 𝑐 𝑓 𝑥 𝑑𝑥
𝑎 𝑏
 𝑏
𝑓 𝑥 𝑑𝑥 = − 𝑎 𝑓 𝑥 𝑑𝑥
𝑐
 𝑐
𝑓 𝑥 𝑑𝑥 = 0
Examples: Calculate the following integrals
1 1 1 1 1 5
 0
5𝑥 2 𝑑𝑥 = 5 0 𝑥 2 = 5 𝑥 3 = 5 − 0 =
3 0 3 3
3 2 2 3 3
 1
3 − 𝑥 𝑑𝑥 = 1 3𝑑𝑥 − 1 𝑥𝑑𝑥 = 3 2 − 1 − 2 =2
0 2 1 1
 1
𝑥 𝑑𝑥 = − 0 𝑥 2 𝑑𝑥 = − 3

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The indefinite integral
The fundamental theorem tells us that in order to compute the integral of some function f over an
interval [a; b] you should first find an antiderivative 𝐹 of 𝑓. In practice, much of the effort required to
find an integral goes into finding the antiderivative. In order to simplify the computation of the integral
𝑏

𝑓 𝑥 𝑑𝑥 = 𝐹 𝑏 − 𝐹(𝑎)
𝑎
the following notation is commonly used for the antiderivative:
𝐹 𝑥 = 𝑓 𝑥 𝑑𝑥.
For instance,
1 3 1
𝑥 2 𝑑𝑥 = 𝑥 , 𝑠𝑖𝑛5𝑥𝑑𝑥 = − 𝑐𝑜𝑠5𝑥
3 5

Examples

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1. 𝑥 − 11 + 𝑑𝑥
𝑥
2
2. 2𝑥 − 3 𝑥 + 1 𝑑𝑥

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Substitution Method
Up to R this stage, we can do simple integration using formulas and simple rules. For more
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complicated ones, like 𝑥 𝑒 𝑥 𝑑𝑥, we have to use some techniques for integration. In general, different
forms of the integrand requires different techniques. In this section, we discuss a simple but
important technique—the substitution method. It is the technique in integration that
corresponds to the chain rule in differentiation.
Let 𝑦 = 𝐹(𝑢) be a function of u and let 𝑢 = 𝑔(𝑥) be a function of 𝑥. Then 𝑦 can be
considered as a function of 𝑥 by taking the composition of 𝐹 with 𝑔:
𝑦 = 𝐹(𝑔 𝑥 )

Suppose that the function 𝑔 is differentiable on an open interval 𝐼 and that the function 𝐹 is
differentiable on an open interval containing the image of 𝐼 under 𝑔. Then by the Chain Rule,
the composition function 𝐹 ∘ 𝑔 is differentiable on 𝐼 and we have

Writing everything in terms of 𝑥, we get

This is the chain rule expressed in an alternative way. Since integration is the reverse
process of differentiation, we have (on the interval 𝐼)

Denoting 𝐹′ = 𝑓 , the above integration formula becomes

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Substitution Method for Definite Integrals
To find definite integrals using u-substitution, one method is to find anti-derivatives for the
integrands and then apply the Fundamental Theorem of Calculus. Alternatively, we may
change of the definite integrals to ones in terms of u by changing the limits of integration
accordingly:

Example Evaluate

Solution: Put 𝑢 = 𝑥 2 + 9. Then we have 𝑑𝑢 = 2𝑥 𝑑𝑥. Note that when 𝑥 = 4, 𝑢 = 25


and when 𝑥 = 0, 𝑢 = 9.

Therefore by (10.2.4), we have

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Integration of Rational Functions
To integrate rational functions in the form

Where 𝐴; 𝐵; 𝑎; 𝑏; 𝑐 are constants and 𝑎 ≠ 0, we consider the cases where the discriminant
𝑏 2 − 4𝑎𝑐 is positive, zero or negative:

Case 01 𝑏 2 − 4𝑎𝑐 > 0

Case 02 𝑏 2 − 4𝑎𝑐 = 0

Case 02 𝑏 2 − 4𝑎𝑐 < 0

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Integration by Parts

The technique in integration that corresponds to the product rule in differentiation is called
integration by parts.
Let 𝑓 and 𝑔 be functions that are differentiable on an open interval (a; b). By the product rule,
we have

which, written in terms of integration, becomes

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Chapter 02: The useful functions

2.1.Exponential Functions :
2.1.1. Definition: Let 0 < 𝑏 ≠ 1. We define expb to be the function from ℝ 𝑖𝑛𝑡𝑜 ℝ given
by: 𝑒𝑥𝑝𝑏 𝑥 = 𝑏 𝑥 , 𝑥 ∈ ℝ .

The function 𝑒𝑥𝑝𝑏 is called the exponential function with base b.

2.1.2. Rules for exponent: Let a and b be positive real numbers different from 1. Then
for every: 𝑥 ∈ ℝ and every 𝑦 ∈ ℝ, we have

2.1.3. Continuity of Exponential Functions: By definition, the domain of every


exponential function is ℝ. It can be shown that exponential functions are
continuous on ℝ, that is, if 𝑥 is close to 𝑥0 , then 𝑏 𝑥 is close to 𝑏 𝑥 0 .

2.1.4. Range of Exponential Functions Since 𝑒𝑥𝑝𝑏 (𝑥) = 𝑏 𝑥 is always positive, it follows
that the ranges of the exponential functions are contained in (0; ∞). In fact, we have
𝑟𝑎𝑛𝑔𝑒 𝑒𝑥𝑝𝑏 = 0; ∞ .

2.1.5. Graph of Exponential Functions In general, the graph of an exponential function


has one of two general shapes depending on the value of the base b.

2.1.6. Continuity of Power Functions It can be shown that for every real number r, the
power function 𝑥 𝑟 is continuous on (0,1).

2.1.7. Exponential Equations: To solve simple equations involving exponentials, we use


the fact that exponential functions are injective.
Example: Find the solution set of the following equations
1 2
32𝑥−1 = 5−𝑥 ; 8𝑥 = 4𝑥+4
3
32𝑥−1 = 3− 5−𝑥 ⟹ 32𝑥−1 = 3𝑥−5 (Injectivity of 𝑒𝑥𝑝3 ) ⇒ 2𝑥 − 1 = 𝑥 − 5 ⟹ 𝑥 = −4

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The solution set is −4 .
2 𝑥2
8𝑥 = 4𝑥+4 ⇒ 23 = 22 𝑥+4
⇒ 3𝑥 2 = 2 𝑥 + 4 ⇒ 3𝑥 2 − 2 𝑥 + 4 = 0
4
⇒ 𝑥 − 2 3𝑥 + 4 = 0 ⇒ 𝑥 = − , 2
3
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The solution set is − 3 , 2 .

Limits and exponentials

𝒙 ∈ 𝓡, so we have the following limits

Let 𝜶 be a positive real number, 𝜷 ∈ 𝓡, So we have the following limits:

2.2.Logarithmic Functions :

Example: 𝐥𝐨𝐠 𝟓 𝟐𝟓 = 𝐥𝐨𝐠 𝟓 𝟓𝟐 = 𝟐, 𝐥𝐨𝐠 𝟏𝟎 𝟏 = 𝟎

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Let 𝒙 be a positive real number

Also we have the following

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2.3.Trigonometric Functions
Consider an angle 𝜃 in standard position. Let P be the point of intersection of the terminal
side and the unit circle. We define:
sin 𝜃 = 𝑦 − 𝑐𝑜𝑜𝑟𝑑𝑖𝑛𝑎𝑡𝑒 𝑜𝑓 𝑃, … (1)
cos 𝜃 = 𝑥 − 𝑐𝑜𝑜𝑟𝑑𝑖𝑛𝑎𝑡𝑒 𝑜𝑓 𝑃, … 2

2.3.1. Definition: The rules given (1) and (2) define two functions from ℝ into ℝ, called the
sine and cosine functions respectively.
Using the sine and cosine functions, we define four more trigonometric functions, called the tangent
(denoted by tan), cotangent (denoted by cot), secant (denoted by sec) and cosecant (denoted by csc)
functions as follows:

2.3.2. Properties
a. The sine and cosine functions are periodic with period 2𝜋, that is,
b. The tangent function is periodic with period 𝜋, that is,
c. The sine function and the tangent function are odd functions and the cosine function is an even
function, that is,
d. From (c), we see that the graphs of the sine function and tangent function are symmetric about
the origin and the graph of the cosine function is symmetric about the y-axis. See Figures 1(a),
(b) and (c).

a
b

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2.3.3. Important Identities

sin2 𝑥 + cos 2 𝑥 = 1; 1 + tan2 𝑥 = sec 2 𝑥

2.3.4. Compound Angle Formulas

2.3.5. Continuity of sin and cos : The sine and cosine functions are continuous on ℝ, that is, for
every 𝑎 ∈ ℝ, we have:

2.3.6. Important Limits :

2.3.7. Differentiation of Trigonometric Functions :

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