Skip to main content

Mathematical Analysis

Section 5.1 The Derivative

Definition 5.1. Interior Point.

For a metric X and a set SβŠ†X, a point a∈S is called an interior point if there is some Ξ΅>0 such that BΞ΅(a)βŠ†S.
In particular, if SβŠ†R,a∈S is an interior point iff exists Ξ΅>0 such that (aβˆ’Ξ΅,a+Ξ΅)βŠ†S.

Definition 5.2. Derivative.

Suppose SβŠ†R and a is an interior point of S0. We'll say a function f:Sβ†’R is differentiable at a if
fβ€²(a):=limxβ†’af(x)βˆ’f(a)xβˆ’a
exists.
We need to show that limxβ†’af(x)=f(a). If x∈Sβˆ–{a}
f(x)=f(x)βˆ’f(a)xβˆ’a(xβˆ’a)+f(a)⟹limxβ†’af(x)=fβ€²(a)β‹…0+f(a)=f(a).
(1), (2) are exercises
  1. For x∈Sβˆ–{a},
    (fg)(x)βˆ’(fg)(a)xβˆ’a=f(x)g(x)βˆ’f(a)g(a)xβˆ’a=(f(x)βˆ’f(a)xβˆ’a)g(x)+f(a)(g(x)βˆ’g(a)xβˆ’a)
    Know
    limxβ†’af(x)βˆ’f(a)xβˆ’a=fβ€²(a);limxβ†’ag(x)βˆ’g(a)xβˆ’a=gβ€²(a)
    and since g is continuous at a,
    limx→ag(x)=g(a).
    Therefore
    limxβ†’a(fg)(x)βˆ’(fg)(a)xβˆ’a=fβ€²(a)g(a)+f(a)gβ€²(a).
  2. To make sense of (fg)(a), let T={x∈S:g(x)β‰ 0}, and we'll view fg as a function fg:Tβ†’R. Since g(a)β‰ 0 and g is continuous at a, there exists Ξ΄>0 such that g(x)β‰ 0 whenever x∈(aβˆ’Ξ΄,a+Ξ΄). So (aβˆ’Ξ΄,a+Ξ΄)βŠ†T and a is an interior point of T. The rest of the computation is similar to the one in (3).
n=0,1 are exercises Assume the result holds for some nβ‰₯1. Set f(x)=xn+1,g(x)=xn,h(x)=x so f=gh. Then
fβ€²(x)=gβ€²(x)h(x)+g(x)hβ€²(x)=nxnβˆ’1β‹…x+xnβ‹…1=(n+1)xn.

Remark 5.6.

We could've defined derivatives of functions f:Rβ†’C (or f:Sβ†’C,SβŠ†R) in the same way. Then f is differentiable at at point a iff Re(f) and Im(f) are, in which case
(Re(f))β€²(a)=Re(fβ€²(a));(Im(f))β€²(a)=Im(fβ€²(a)).
One can also define derivatives on functions
f:C→C
in the same way
fβ€²(a)=limxβ†’af(x)βˆ’f(a)xβˆ’a,
but the theory is much different. In some sense, not many functions on C are differentiable.