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Theory Part I

The document discusses real-valued functions of a single real variable and their derivatives. It defines a function, its domain, and gives examples of real-valued functions like polynomials, rational functions, and trigonometric functions. It then defines continuity and states properties of continuous functions. Finally, it defines the derivative of a function, gives rules for computing derivatives of basic functions using limits, and introduces the chain rule for derivatives of composite functions.

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0% found this document useful (0 votes)
47 views

Theory Part I

The document discusses real-valued functions of a single real variable and their derivatives. It defines a function, its domain, and gives examples of real-valued functions like polynomials, rational functions, and trigonometric functions. It then defines continuity and states properties of continuous functions. Finally, it defines the derivative of a function, gives rules for computing derivatives of basic functions using limits, and introduces the chain rule for derivatives of composite functions.

Uploaded by

jidsjijsdwd
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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REAL-VALUED FUNCTIONS.

CONTINUITY
Definition of a function:
Given two sets A and B, a function from A to B is a rule that associates with each element of A one
and only one element of B. We can write the function as:
f :A→ B
x → f ( x)

Domains of some functions:


Consider a function f : A → B . The domain (that is, the set in which the function is defined) of
each of the following functions is as follows:
▪ If f is polynomial, its domain is the entire A.
1
▪ The domain of the function is D= {x ∈ A / f ( x) ≠ 0} .
f

▪ The domain of the function f is D= {x ∈ A / f ( x) ≥ 0} .

▪ The domain of the function ln( f ) is D= {x ∈ A / f ( x) > 0} .

Real-valued functions of a single real variable:


A real-valued function of a single real variable is a function f : D ⊂  →  , where D is the domain
of the function.

f(x)
Examples:
Gf

• f ( x) = x 2 . D =  and its graph is:

1
• f ( x) = . D = {x ∈  / x ≠ 0} = (−∞, 0) ∪ (0, +∞) and its graph is:
x
f(x)

Gf

x
Gf

1
• f ( x) = ln( x) . D= {x ∈  / x > 0}
= (0, +∞) and its graph is:

f(x)
Gf

1 x

• f ( x) = e x . D =  and its graph is:

f(x)
Gf

1
x

• f ( x) = sin( x) and f ( x) = cos( x) . D =  and their graphs are:

f(x)
sin(x) cos(x)

0 π/2 π 3π/2 2π x

Continuity:
A real-valued function of a single variable f : D ⊂  →  is continuous at x0 if the following three
conditions are met:
i) x0 ∈ D , that is, f ( x0 ) is defined.

ii) lim f ( x) exists.


x → x0

iii) lim f ( x) = f ( x0 ) .
x → x0

2
Properties of continuity:
Consider the functions f , g : D ⊂  →  , x0 ∈ D and λ ∈  . If f and g are continuous at the point

x0 , then the following functions are also continuous at x0 :

f + g, λ f , f − g, f ⋅ g, f / g (if g ( x0 ) ≠ 0) .

Important continuous functions:


The following types of functions are continuous at every point in their domains:
Linear function: f ( x=
) ax + b , where a,b∈  , a ≠ 0 .

Polynomial: f ( x=
) an x n + an −1 x n −1 + ... + a1 x + a0 , where all ai are real numbers, an ≠ 0 .

P( x)
Rational function: f ( x) = , where P(x) and Q(x) are polynomials.
Q( x)

Absolute value function: f ( x) = x .

Radical function: f ( x) = x .

Exponential function: f ( x) = e x .
Logarithmic function: f ( x) = ln( x) .
Trigonometric functions: f ( x) = sin( x) ; f ( x) = cos( x) .

Continuity of a composite function:


If f : D ⊂  →  is continuous at a point x0 ∈ D and g :  →  is continuous at the point f ( x0 ) ,

then the composite function g  f is continuous at the point x0 ∈ D .

Example:
• The function f ( x) = x 2 is continuous on  and the function g ( x) = sin( x) is continuous on  .
Then, the composite function
 
f
→  
g
→
x → f ( x) =x 2 → g ( f ( x)) =
sin( x 2 )
is continuous on  .

Bolzano’s theorem (Intermediate Value Theorem):


Let y = f ( x) be a real-valued function that is continuous on the closed interval [a, b] , and such that
f (a ) and f (b) differ in sign. Then there is at least one point c (a < c < b) such that f (c) = 0 .

3
Parabolas and hyperbolas

A quadratic function is one of the form f ( x) = ax 2 + bx + c , where a ≠ 0 . Its graph is a parabola


−b
and the vertex satisfies x0 = .
2a
For example, f ( x) = x 2 + 4 x + 5 is a quadratic function. The vertex:
−4
= x0 = − 2 , y0 =(−2) 2 + 4(−2) + 5 =1.
2
That is, the vertex is (−2,1).

Some other parabolas:


y = x2 y x2 + 2
= y= ( x − 2) 2 y =( x − 2) 2 + 1 y = − x2

1
The graph of the function f ( x) = is a hyperbola:
x

Some other hyperbolas:

1 1 1 1 1
f ( x) = f ( x)= −1 ( x)
f= −1 f ( x) = (similar) f ( x) = −
x−2 x x−2 x2 x
REAL-VALUED FUNCTIONS. DERIVATIVES

The derivative of a real-valued function of a single real variable:


Let f : D   be a function and x0  int( D) . The derivative of the function f at the

df
point x0 is the following limit, provided that it exists (we write f '( x0 ) or ( x0 ) ):
dx
f ( x0  h)  f ( x0 )
f '( x0 )  lim .
h 0 h
If the derivative of the function f at the point x0 exists, we say that the function f is

derivable at the point x0 .

Gf h0 Gf
f(x0h)

f(x0h)f(x0)
 
f(x0)

x0 x0h x0

h
f ( x0  h)  f ( x0 )
The graph shows that tan( h )  (that is, the slope of the straight line
h
that passes through ( x0 , f ( x0 )) and ( x0  h, f ( x0  h)) ). When h becomes smaller, 

changes to ... what? Until it becomes the angle of the tangent line to the graph Gf at the
point ( x0 , f ( x0 )) . Then, if f is derivable at the point x0 , the derivative of f at x0 is the

slope of the tangent line to Gf at the point ( x0 , f ( x0 )) .

Example:
Consider the function f ( x)  x 2 . Calculate f '(1) , provided it exists.

f (1  h)  f (1) 1  h 2  2h  1
f '(1)  lim  lim  lim(h  2)  2 .
h 0 h h 0 h h 0

1
Properties:

If f , g : D   are derivable functions and k, then:

i) if y  k , then y '  0 .
ii) if y  kf ( x) , then y '  kf '( x) .
iii) if y  f ( x)  g ( x) , then y '  f '( x)  g '( x) .
iv) if y  f ( x) g ( x) , then y '  f '( x) g ( x)  f ( x) g '( x) .
f ( x) f '( x) g ( x)  f ( x) g '( x)
v) if y  , then y '  .
g ( x) ( g ( x))2

Derivative rules for basic functions:

function derivative

y  xn y '  nx n1

1
yn x y' 
n x n 1
n

1
y  ln( x) y' 
x

y  a x (a0) y '  a x ln(a)

y  ex y '  ex

y  sin( x) y '  cos( x)

y  cos( x) y '   sin( x)

1
y  tan( x) y'  2
 1  tan 2 ( x)
cos ( x)

2
The chain rule:
 Consider the following composite function:

f
 
g

x 
f
 f ( x) 
g
 g ( f ( x))  ( g f )( x).

If the function f is derivable at a point x0 and g is derivable at the point f ( x0 ) , then the

function g f is derivable at the point x0 and:

( g f )'( x0 )  g '( f ( x0 ))  f '( x0 ).

We can obtain from the former table and the chain rule the derivative rules for the
following composition functions:

function derivative

y  ( f ( x))n y '  n( f ( x))n1 f '( x)

f '( x)
y  n f ( x) y' 
n n ( f ( x)) n 1

f '( x)
y  ln( f ( x)) y' 
f ( x)

y  a f ( x ) (a>0) y '  a f ( x )  ln(a)  f '( x)

y  e f ( x) y '  e f ( x ) f '( x)

y  sin( f ( x)) y '  cos( f ( x)) f '( x)

y  cos( f ( x)) y '   sin( f ( x)) f '( x)

f '( x)
y  tan( f ( x)) y' 
cos 2 ( f ( x))

3
Example:
Calculate the derivative of the function z  sin(e x ) . Since the inner function is

f ( x)  e x and the outer function is g ( x)  sin( x) , then

z '   g '( f ( x))   f '( x)   cos( f ( x))   e x   cos(e x )   e x .

The derivative function and higher-order derivatives:


If a function f : D   is derivable on a subset A of D, the derivative function of f
is the function given by:
f ': A  
f ( x  h)  f ( x )
x  f '( x)  lim .
h 0 h
And if f ' is derivable on a subset B of A, the derivative function of f ' is called the
second derivative function of f:
f '' : B  
f '( x  h)  f '( x)
x  f ''( x)  lim .
h 0 h
In general, we can define the nth derivative function of f.

Example:
Let f ( x)  x3 . The function f is derivable on and f '( x)  3x 2 is the first derivative
of f. And f ''( x)  6 x is the second derivative of f.

4
Maxima and minima
On  On [a,b]

Local and global Local and global


maximum maximum
Local maximum Local maximum
Local
d minimum d
c e a c e b
Local minimum Local Minimum
Local and global
There is no global minimum
minimum

Definitions
f has a local maximum (minimum) relative to a set A at a point x0, if the highest (lowest) value
of f on A in a neighbourhood of x0 exists and is reached at x0 .
f has the global maximum (minimum) relative to a set A at a point x0 , if the highest (lowest)
value of f on A exists and is reached at x0 .

Local extreme (at a interior point). Necesary condition


Let f be continuous and derivable at a interior point x0 of A. If f reaches a local (or global) extreme at
the point x0 , then f '( x0 ) = 0 .

It is necesary, not sufficient!


If f '( x0 ) = 0 , then at 0x a extreme can be reached but it is not sure.

If f '( x0 ) ≠ 0 , then there is no extreme at x0 .

Finding local extremes (interiors). First derivative method


f ( x) = x 2 → f '( x) = 2 x = 0 ⇔ x = 0 f ( x) = x3 → f '( x) = 3 x 2 = 0 ⇔ x = 0

+ + f'
− + f '
0 f
0 f
Neither minimum nor
Local minimum at x=0
maximum at x=0
Finding local extremes (interior points). First derivative method

If f '( x0 ) = 0,

− + f' + + f'
x0 f x0 f
Local minimum at x = x0 Neither minimum nor maximum at x = x0

+ − f' − − f'
x0 f x0 f
Local maximum at x = x0 Neither minimum nor maximum at x = x0

3 2
For example, if f ( x) = 2 x − 6 x + 2,

f '( x) = 6 x 2 − 6 x = 6 x( x − 2) = 0 ⇔ x = 0, 2 (candidates)

+ − + f '
0 2 f

Local maximum Local minimum


at x = 0 at x = 2

Finding local extremes (interior points). Second derivative method

 f ''(a ) > 0 → Local minimum at x =x0


If f '( x0 ) = 0 and 
 f ''(a ) < 0 → Local maximum at x =x0

This method is not recommended for rational functions because it is much longer.

3x
For example: Let f ( x) = 2
.
x +4

Determine the local maxima and minima of f by applying both methods.


Extremes of a function on [a,b]
Weierstrass’s theorem
If f is continuous on a closed and bounded interval [a,b], f has the global maximum and
the global minimum on [a,b].

If f is not continous on [a,b] or the interval is not closed or bounded… we


cannot conclude the result!
An example to summarize all this:
− + f '
f ( x) = x 2 → f '( x) = 2 x = 0 ⇔ x = 0 f
0

On 
On the interval [1,2) On the interval [1,2] On the interval [−1,2]

−1 0 2
1 2 1 2

Global minimum at x=0 Global minimum at x=1 Global minimum at x=0


Global minimum at x=1
There is no maximum There is no maximum Global maximum at x=2
Global maximum at x=2
(There is no local maxima) (There is no local maxima) (Local maxima at −1 and 2)

(Globals are also local!)

Obtain the global extremes of f ( x) = 4 x 2 − 2 x + 2 on [1,3].


f is continuous on [1,3], hence there exists the global maximum and the global minimum on [1,3].
1
f '( x) = 8 x − 2 = =
0 ⇔x , which is not an interior point of [1,3]. Evaluate
= f (1) 4 and
= f ( 3) 20.
4
Since f (1) < f ( 3) , f has the global minimum at 1 and the global maximum at 3.

¼ 1 3
MIN MAX

Obtain the global extremes of f ( x) = 4 x 2 − 2 x + 2 on [0,3].


f is continuous on [0,3], hence there exists the global maximum and the global minimum on [0,3].
1
f '( x) = 8 x − 2 = 0 ⇔ x =, which is an interior point of [0,3].
4
= Evaluate f (1) 4,=
4 4 ( )
f 1 = 7 and f ( 3) 20.
Hence:
0 ¼ 3 f has the global maximum at 3 and max f ( x ) = 20.
x∈[0,3]
MIN MAX
f has the global minimum at 1 and max f ( x ) = 7 .
4 x∈[0,3] 4
Extremes of a function on [a,b]

We determine the local and global extremes of the previous two examples.

Take into account that there are more complex examples, for example, not bounded
functions!

Obtain the local and global extremes of f ( x) = 4 x 2 − 2 x + 2 on [1,3].

1 − f '
f '( x) = 8 x − 2 = 0 ⇔ x = +
4
¼ f

− + f '
¼ 1 3 f
Local and global min. at x=1, f(1)=4.
MIN MAX
Local and global max. at x=3, f(3)=32.

2
Obtain the local and global extremes of f ( x) = 4 x − 2 x + 2 on [0,3].

1 − f '
f '( x) = 8 x − 2 = 0 ⇔ x = +
4 f
¼
− + f '
0 ¼ 3 f
LOC Local and global min. at x=1/4,
GLOB GLOB
MAX. Local maxima at x=0 and x=3.
and LOC and LOC
Global maximum at x= 3.
Values: f (0) = 2 MIN MAX
( )
f 1 =7
4 4
f (3) = 32

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