Real Analysis Lecture

Real Analysis
Lecture 6: Differentiation
Manasa Mandava
Indian School of Business, Hyderabad
Term 1, 2015
Uniform continuity
Definition (Uniform continuity)

Let f : X Y . The function f is uniformly continuous on X if
for every > 0 there exists a > 0 such that dY (f (p), f (q)) <
for all p and q in X for which dX (p, q) < .
Theorem
A function is continuous if it is uniformly continuous.
Example : Uniformly continuous function
Example
Let f (x) = x, x (0, ). Then for every > 0 choose = 2 .

Then for all x, y R such that |x y| < 2 ,
|f (x) f (y)|2 = | x y|2 | x y|| x + y|

= |x y| < 2 .
Thus, it follows from the above inequality that |f (x) f (y)| <
for all x, y R such that |x y| < 2 . Since the choice = 2 for
each does not depend on x, y, the function f (x) = x is

uniformly continuous.
Example: Function that is continuous but not uniformly

continuous
Example
Let f (x) = 1/x, x (0, 2). Clearly the function f is continuous on
(0, 2). Assume that f is uniformly continuous. Take = 1. Fix an
arbitrary > 0. Then, for x := min(, 1) and y = x/2,
|x y| = |x/2| <
(1)
|f (x) f (y)| = |1/x 2/x| = |1/x| 1.
(2)
and
Since (1) and (2) hold for any > 0, we have that for = 1, there
exists no > 0 such that |f (x) f (y)| < for all |x y| < .
Therefore, f (x) = 1/x is not uniformly continuous.
Definition
Let f be a real valued function defined on an interval of R.

Definition
For each x [a, b], consider the function x : (a, b) \ {x} R,
x (t) =
f (t) f (x)
,
tx
t (a, b), t 6= x.
Denote f (x) := limtx x (t). If f (x) exists, then the function f

is said to be differentiable at x, and f (x) is called the derivative of
f at x.
If f (x) is differentiable at every point of a set E, we say that f is

differentiable on E.
Similar to left and right hand limits, we can consider left and right
hand derivatives at a point x as the left and right hand limits at a
point x of the function x (t).
If f is defined on [a, b], the derivative of f (x) at x = a is the right

hand derivative and the derivative of f (x) at x = b is the left hand
derivative provided they exist.
Properties of differentiation
Theorem
Let f : [a, b] R. If f is differentiable at a point x [a, b], then f
is continuous at x.
Theorem
Suppose f and g are defined on [a, b] and are differentiable at a
point x [a, b]. Then,
(a) (f + g) (x) = f (x) + g (x);
(b) (f g) (x) = f (x)g(x) + f (x)g (x);

(x)f (x)
.
(c) If g(x) 6= 0, then fg (x) = g(x)f (x)g
g 2 (x)
Chain rule of differentiation
Theorem
Suppose f is continuous on [a, b] and is differentiable at some
point x [a, b], and g is defined on an interval which contains the
range of f and is differentiable at the point f (x). If
h(t) = g(f (t)),
t [a, b],
then h is differentiable at x, and h (x) = g (f (x))f (x).
Find the derivative of the following functions: f (x) = c,

f (x) = xn , f (x) = x sin( x1 )I{x 6= 0}, f (x) = x2 sin( x1 )I{x 6= 0}.
Local Maximum and Local Minimum
Definition
Let f be a real function defined on a metric space X. The
function f is said to have a local maximum at a point p X, if
> 0 such that f (q) f (p) q X with d(p, q) < .
(3)
The function f is said to have a local minimum at a point p X,

if (3) holds with the inequality replaced by .
Theorem
Let f be defined on [a, b]. If f has a local extremum at a point
x (a, b) and if f (x) exists, then f (x) = 0.
Examples
Example (Derivative can be zero at a point which is not a local
extremum)
f (x) = x3 . Then f (x) = 3x2 exists for all x R. At x = 0,
f (x) = 0. However, f (x) > 0 for all x R \ {0}. Hence, x = 0
is neither a point of local maximum nor a point of local minimum.
Example (Derivative may not exist at a point of local maximum)

x
x < 1,
f (x) =
Then, f (1) does not exist. However, f
2 x x 1.
has a local maximum at x = 1.
Example (Derivative may not exist at a point of local minimum)

1/x2 x 6= 0
f (x) =
Then, f (0) does not exist. However, f
2 x = 0.
has a local minimum at x = 0.
Mean value theorem

Theorem
If f and g are continuous real functions on [a, b] which are
differentiable in (a, b), then there is a point x (a, b) such that
(f (b) f (a))g (x) = (g(b) g(a))f (x).
Corollary
If f is a continuous real function on [a, b] which is differentiable in
(a, b), then there is a point x (a, b) such that
f (b) f (a) = (b a)f (x).
Applications
1. Suppose you drive a car from toll booth on a toll road to

another toll booth at an average speed of 70 miles per hour. What
can be concluded about your actual speed during the trip? In
particular, did you exceed the 65 mile per hour speed limit?
Applications

particular, did you exceed the 65 mile per hour speed limit? Yes
Applications

2. Suppose two different functions have the same derivative. What

can you say about the relationship between the two functions?
Applications

2. Suppose two different functions have the same derivative. What

can you say about the relationship between the two functions?
Theorem
If f (x) = g (x) for every x (a, b), then for some constant k,
f (x) = g(x) + k for all x (a, b).
Theorem
Suppose f is differentiable in (a, b).
(a) If f (x) 0 for all x (a, b), then f is monotonically
increasing.
(b) If f (x) = 0 for all x (a, b), then f is constant.
(c) If f (x) 0 for all x (a, b), then f is monotonically
decreasing.
First derivative test
Theorem
Let f : (a, b) R. Let c (a, b) such that f is continuous at c
and differentiable on some open interval containing c, except
possibly at c itself.
(a) If there exists > 0 such that f (x) 0 for all x (c , c)
and f (x) 0 for all x (c, c + ), then f has a local maximum at
c.
(b) If there exists > 0 such that f (x) 0 for all x (c , c)
and f (x) 0 for all x (c, c + ), then f has a local minimum at
c.
(c) If there exists > 0 such that f (x) 0 or if f (x) 0 for all
for all x ((c , c + ) \ {c}), then f has no local extremum at c.
Intermediate value theorem

Theorem
Let f be a continuous real function on the interval [a, b]. If
f (a) < f (b) and if c is a number such that f (a) < c < f (b), then
there exists a point x (a, b) such that f (x) = c.
Example (Continuity is not required to assume intermediate values)
Consider the function f satisfying f (x) = sin(1/x) for all x > 0
and f (0) = 0. Then, f is discontinuous at x = 0. However, it has
the intermediate value property.
Theorem
Suppose f is a real differentiable function on [a, b] and suppose
f (a) < < f (b). Then there is a point x (a, b) such that
f (x) = .
Take away: A function need not be continuous to assume
intermediate values.
Classification of discontinuities of a function

Theorem
Let f be a monotonic function on (a, b). Then f has no
discontinuities of the second kind, and the set of points of (a, b) at
which f is discontinuous is at most countable.
Theorem
If f is differentiable on [a, b], then f cannot have any simple
discontinuities on [a, b].
Example (Function can be differentiable everywhere but the
derivative need not be continuous)
Let f (x) = x2 sin(1/x)I{x 6= 0}. Then

2x sin(1/x) cos(1/x)
f (x) =
0
x 6= 0,
x = 0.
Evaluation of limits
Theorem (LHospitals rule)

Suppose f and g are real valued differentiable functions defined on
g (x) 6= 0 for all x (a, b), and for some c (a, b) and
(a, b) R,
LR
f (x)
L as x c.
g (x)
If limxc f (x) = limxc g(x) = 0 or are both +
, then
f (x)
L
g(x)
as x c.
Taylors theorem
Theorem
Suppose f is a real function on [a, b], n is a positive integer,
f (n1) is continuous on [a, b], f (n) exists for every t (a, b). Let
, be distinct points of [a, b], and define
P (t) =
n1 (k)
X
f ()
k=0
k!
(t )k .
Then there exists a point x between and such that

f () = P () +
f (n) (x)
( )n .
n!

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Real Analysis

Indian School of Business, Hyderabad

Definition (Uniform continuity)

Example : Uniformly continuous function

Let f (x) = x, x (0, ). Then for every > 0 choose = 2 .

|f (x) f (y)|2 = | x y|2 | x y|| x + y|

each does not depend on x, y, the function f (x) = x is

Example: Function that is continuous but not uniformly

|f (x) f (y)| = |1/x 2/x| = |1/x| 1.

Let f be a real valued function defined on an interval of R.

Denote f (x) := limtx x (t). If f (x) exists, then the function f

If f (x) is differentiable at every point of a set E, we say that f is

If f is defined on [a, b], the derivative of f (x) at x = a is the right

Chain rule of differentiation

then h is differentiable at x, and h (x) = g (f (x))f (x).

Find the derivative of the following functions: f (x) = c,

Local Maximum and Local Minimum

The function f is said to have a local minimum at a point p X,

Mean value theorem

1. Suppose you drive a car from toll booth on a toll road to

1. Suppose you drive a car from toll booth on a toll road to

1. Suppose you drive a car from toll booth on a toll road to

2. Suppose two different functions have the same derivative. What

1. Suppose you drive a car from toll booth on a toll road to

2. Suppose two different functions have the same derivative. What

First derivative test

Intermediate value theorem

Classification of discontinuities of a function

Theorem (LHospitals rule)

Then there exists a point x between and such that

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