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Advanced Mathematics D Chapter Three The Derivatives Definition of The Derivative Function The function f’ defined by the formula f ( x h) f ( x ) f '( x) lim h 0 h which is called the derivative of f with respect to x. The domain of f’ consists of all x in the domain of f for which the limit exists. Definition of Differentiability A function f is said to be differentiable at x0 if the limit f ( x0 h) f ( x0 ) f '( x0 ) lim h 0 h exists. If f is differentiable at each point of the open interval of the form (a,b), then we say that it is differentiable on (a,b), and similarly for open intervals of the form (a,+∞) and (-∞,+∞). The last case, we say that f is differentiable everywhere. Differentiable Point VS Continuous Point Theorem If a function f is differentiable at x0, then f is continuous at x0 One-sided Derivative Left-hand derivatives f ( x0 h) f ( x0 ) f '( x0 ) lim h 0 h Right-hand derivatives f ( x0 h) f ( x0 ) f '( x0 ) lim h 0 h Differentiable in a Cloed/Half Closed Interval F is differentiable on an interval of the form [a,b], [a,+∞),(-∞,b],[a,b) of (a,b] if it is differentiable all points inside the interval and the appropriate one-sided derivative exists at each included endpoint. Other Notations d f '( x) [ f ( x)], dx f '( x) Dx [ f ( x)], For y = f (x), f '( x) y '( x), dy f '( x) dx Derivative at point x0, d f '( x0 ) [ f ( x)] , dx x x0 f '( x0 ) y '( x0 ), f '( x0 ) Dx [ f ( x)] x x dy f '( x0 ) dx 0 x x0 Derivative of a Constant f (x) = const. ═> f’(x) = 0 Theorem The derivative of a constant function is 0; that is, if c is any real number, then d [c ] 0 dx Derivatives of Integer Powers of x Theorem (The Power Rule) If n is any integer, then d n [ x ] nx n 1 dx Derivative of a Constant Times a Function Theorem (Constant Multiple Rule) If f is differentiable at x and c is any real number, then cf is also differentiable at x and d d [cf ( x)] c [ f ( x)] dx dx Derivatives of Sums and Differences Theorem (Sum and Difference Rules) If f and g are differentiable at x, so are f±g d d d [ f ( x) g ( x)] [ f ( x)] [ g ( x)] dx dx dx Derivative to Polynomia Joint together about rules, we have d d n n 1 1 [ Pn ( x)] [an x an 1 x ... a1 x a0 ] dx dx n 1 n2 an nx an 1 (n 1) x ... a1 High Derivatives f’ is a function If f’ is derivatiable, the derivative of f’ is denoted f’’, called the second derivative of f So on, y ' dy d [ f ( x)] dx dx 2 d2y d d d y '' 2 f ( x) 2 [ f ( x)] dx dx dx dx ...... y(n) dny dn n n [ f ( x)] dx dx Derivative of A Product At first view If (fg)’=f’g’? The answer is negative Theorem (The Product Rule) If f and g are differentiable at x, then so is the product f*g and d d d [ f ( x) g ( x)] f ( x) [ g ( x)] g ( x) [ f ( x)] dx dx dx Derivative of a Quotient If f and g is differentiable at x and g(x)≠0, then f/g is differentiable at x and d d g ( x) [ f ( x)] f ( x) [ g ( x)] d f ( x) dx dx 2 dx g ( x) g ( x) Derivatives of Trigonometric Function d d sin x cos x, cos x sin x dx dx d d 2 tan x sec x, sec x sec x tan x dx dx d d 2 cot x csc x, csc x csc x cot x dx dx The Derivatives of Compositions An Example: how to find d ( x 2 1)100 ? dx We can consider y u , & u x 1 100 2 Chain Rule Theorem If g is differentiable at x and f is differentiable at g(x), then the composition f◦g is differentiable at x. Moreover, if y f ( g ( x)) & u g ( x) y f (u ) and dy dy du * dx du dx Other Expression of the Chain Role d f ( g ( x)) ( f g ) '( x) f '( g ( x)) g '( x) dx d du f (u ) f '(u ) dx dx Generalized Derivative Formulas 1 du d d n n 1 du u nu u , dx 2 u dx dx dx du d du d cos u sin u sin u cos u , dx dx dx dx du d du d 2 sec u sec u tan u tan u sec u , dx dx dx dx du d du d 2 csc u csc u cot u cot u csc u , dx dx dx dx Related Rates It is in fact a derivative of component function Known a function’s derivative with respect to time t (change rate) Find the change rate of another function which is a component function of previous function Strategy for Solving Related Rate Problem 1. Assign letters . Give a definition for each letters 2. Identity the rates of change. Interpret each rate as a derivative 3. Find an equation 4. Differentiate both sides of the equation with respect to t 5. Substitute all known variables Local Linear Approximation Value of f (x) near x0 can be approximated by f(x0) plus the distance multiply the derivative of f(x) at x0, i.e. f ( x) f ( x0 ) f '( x0 )( x x0 ) Error in Local Linear Approximations Linear approximations of x to x0 has an error The error depends on The distance to x0 The high derivatives of f (x0) Differentials difference: y f ( x0 ) f ( x) f '( x)( x0 x) o(| x0 x |) f '( x)x o(x) limit: differentials: derivative: dy f '( x) dx dy f '( x) dx Derivative vs Differential d [c ] 0 dx d df [cf ] c dx dx d df dg [ f g] dx dx dx d dg df [ fg ] f g dx dx dx d f 1 df dg 2 g f dx g g dx dx d [c ] 0 d [cf ] cdf d [ f g ] df dg d [ fg ] fdg gdf f 1 d 2 gdf fdg g g Implicit Function Definition We will say that a given equation in x and y defines the function f implicitly if the graph of y=f (x) coincides with a portion of the graph of the equation. Derivatives of Rational Powers of x It has the same form as the power is integer d r r 1 [ x ] rx dx For r is a rational number Derivatives of Logarithmic Function d 1 [ln x] dx x d 1 [log b x] dx x ln b d 1 du [ln u ] dx u dx Differentiability for Inverse function Theorem Suppose that the domain of a function f is an open interval I on which f’(x) >0 or on which f’(x) <0. Then f is one-to-one, f -1(x) is differentiable at all values of x in the range of d 1 1 [ f ( x)] dx f '( f 1 ( x)) Differentiability for Inverse function Theorem Suppose that the domain of a function f is an open interval I and that f is differentiable and one-to-one in this interval, then f -1(x) is differentiable at any point x in the range of f at which f (f -1(x))≠0, and d 1 1 [ f ( x)] dx f '( f 1 ( x)) Derivatives of Exponential Function d x x [e ] e dx d x x [b ] b ln b dx d u u du [e ] e dx dx Derivatives of Trigonometric Function d 1 d 1 1 1 [sin x] , [cos x] dx dx 1 x2 1 x2 d 1 d 1 1 1 [tan x] , [cot x] 2 dx 1 x dx 1 x2 d 1 d 1 1 1 [sec x] , [csc x] 2 dx x x 1 dx x x2 1 L’HÔPITAL’s Rule Theorem of 0/0 Suppose that f and g are differentiable functions on an open interval containing x=a. except possible at x=a and that f '( x) lim f ( x) lim g ( x) 0, lim exists or = x a x a x a g '( x) Then f ( x) f '( x) lim = lim x a g ( x) x a g '( x) x a , x . The statement is also true for Applying L’HÔPITAL’s Rule Step 1 Check that the limit f(x)/g(x) is an indeterminate form of type 0/0 Step 2 Differentiate f and g separately Step 3 Find that limit of f’(x)/g’(x) If the limit is finite or±∞, it is equal to limit of f(x)/g(x) L’HÔPITAL’s Rule Theorem of ∞/∞ Suppose that f and g are differentiable functions on an open interval containing x=a. except possible at x=a and that f '( x) lim f ( x) lim g ( x) , lim exists or = x a x a x a g '( x) Then f ( x) f '( x) lim = lim x a g ( x) x a g '( x) x a , x . The statement is also true for Indeterminate Forms 0/0, ∞/ ∞, 0∙ ∞, ∞± ∞, 1∞ Method to determine the limit: Step 1 Transfer the form into 0/0 or ∞/∞ Step 2 Using L’HÔPITAL’s Rule