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Real function derivative

Definition

context X,YJpo
context f:XY … continuous
let X{xX | limh0f(x+h)f(x)hY}
definiendum f:XY
definiendum f(x):=limh0f(x+h)f(x)h

Discussion

To constructing f from f, we must restrict the domain X to X where, per definition, the required limit exists. We could alternatively omit this and define f to be a partial function.

In this entry we defined how to pass from a given function f to the derivative f. This process is in fact functional in f and can hence be internalized, see Fréchet derivative.

Notation

f(x)f(x)xfx

More generally we can write the differential with successive evaluation of the derivative at a point g(x) in the following ways:

f(x)x(g(x))fx(g(x))f(x)g(x)fg(x)y|y=g(x) f(y)(yf(y))y=g(x)

Note that f(x)g(x) or fg(x) might easily be misread: The expression exp(x6)x2 is taken to be (yexp(y6))y=x2 and not (yexp(x3))y=x2. I.e. functions are always derived w.r.t. their proper arguments alone.

If the domain of f is higher dimensional, some of the above notations don't work anymore. We must e.g. use the unambigous notation f(x1,x2)x2(g1(x1,x2),g2(x1,x2)). Since this is cumbersome, the variable names are usually implicitly understood to be held fixed, e.g. in writing “f(x,y)” once and then have fy, denote f(x,y)y(x,y).

Theorems

f^{(n)}(x) = \dfrac{1}{h^n}\lim_{h \to 0}\sum_{0 \le m \le n}(-1)^m {n \choose m}f(x+(n-m)h)

This can simply be extended to non-natual n and is then called Grünwald–Letnikov derivative.

For a real function \mathbb R\to\mathbb R to have a derivative at a point, it must be continuous at that point. (This is wrong for the derivative in higher dimensions, e.g. consider the function f(x,y):=\frac{xy}{x^2+y^2} on x,y\neq 0 and else f(0,0):=0.)

Fermats observation

For polynomials (and other nice functions), we have that the value of the derivative can be obtained algebraically as follows

f'(x)=\dfrac{f(x+h)-f(x)}{h}\left|_{h=0}\right.

E.g. p(x) := 2x^2-x+3 \implies p(x+h)-p(x) = 2(2xh+h^2)-h = h\,((4x-1)+2h)

It also works for f(x):=\frac{1}{a+bx}, but not for many variations of that.

Other formulations
  • If g has a power series expansion, then also an additional term h^2g(h) in the argument can't matter:

f'(x)=\mathrm{lim}_{h{\to}0}\dfrac{f(x+h+h^2g(h))}{h}

  • For a function H that eventually diverges monotonically, we have

f'(x)=\mathrm{lim}_{r\to\infty}\,H(r)\left(f(x+\frac{1}{H(r)})-f(x)\right)

H[r] = 3 + Log[r]; (* axillary growing function *)

d[f_][x_] = Limit[H[r] (f[x + 1/H[r]] - f[x]), r -> Infinity];

d[#^n &][x]

Reference

Wikipedia: Derivative of a function

Calculus developed with infinitesimals (non-standard analysis) instead of limits: http://www.math.wisc.edu/~keisler/calc.html


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