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Algebra of derivatives

Once I can differentiate one function I want sums, scalar multiples, and products without returning to (2.1) every time. The proofs are the definition plus algebra; the point is to see where the little-o remainder (2.3) is still small enough.

Theorem 2.1
If 𝑓𝑓 and 𝑔𝑔 are differentiable at 𝑎𝑎, then so is 𝑓+𝑔𝑓+𝑔, and (𝑓+𝑔)′(𝑎)=𝑓′(𝑎)+𝑔′(𝑎){(𝑓+𝑔)}^{\prime }(𝑎)={𝑓}^{\prime }(𝑎)+{𝑔}^{\prime }(𝑎). For a constant 𝑐𝑐, (𝑐𝑓)′(𝑎)=𝑐𝑓′(𝑎){(𝑐𝑓)}^{\prime }(𝑎)=𝑐{𝑓}^{\prime }(𝑎).
Proof
The difference quotient of the sum is the sum of the difference quotients. Each side has a limit, so the sum does, and the limit of the sum is the sum of the limits. For 𝑐𝑓𝑐𝑓, every term is multiplied by 𝑐𝑐.

In particular, having already computed (𝑥2)′=2𝑥{({𝑥}^{2})}^{\prime }=2𝑥 and (𝑥3)′=3𝑥2{({𝑥}^{3})}^{\prime }=3{𝑥}^{2}, I get (𝑥3+4𝑥2)′=3𝑥2+8𝑥{({𝑥}^{3}+4{𝑥}^{2})}^{\prime }=3{𝑥}^{2}+8𝑥 by Theorem 2.1 without expanding (𝑎+h)3+4(𝑎+h)2{(𝑎+h)}^{3}+4{(𝑎+h)}^{2} from scratch.

Product

The product is the first place the algebra has to do work. If I write 𝑓(𝑎+h)=𝑓(𝑎)+𝑓′(𝑎)h+𝑟(h)𝑓(𝑎+h)=𝑓(𝑎)+{𝑓}^{\prime }(𝑎)h+𝑟(h) and 𝑔(𝑎+h)=𝑔(𝑎)+𝑔′(𝑎)h+𝑠(h)𝑔(𝑎+h)=𝑔(𝑎)+{𝑔}^{\prime }(𝑎)h+𝑠(h) as in (2.3), the product is

𝑓(𝑎+h)𝑔(𝑎+h)=𝑓(𝑎)𝑔(𝑎)+(𝑓′(𝑎)𝑔(𝑎)+𝑓(𝑎)𝑔′(𝑎))h+ε(h),𝑓(𝑎+h)𝑔(𝑎+h)=𝑓(𝑎)𝑔(𝑎)+({𝑓}^{\prime }(𝑎)𝑔(𝑎)+𝑓(𝑎){𝑔}^{\prime }(𝑎))h+\varepsilon (h),

where ε(h)\varepsilon (h) collects h2{h}^{2} terms and the remainders 𝑟𝑟, 𝑠𝑠. Then ε(h)h→0\frac{\varepsilon (h)}{h}\to 0, which is the criterion for differentiability.

Theorem 2.2
If 𝑓𝑓 and 𝑔𝑔 are differentiable at 𝑎𝑎, then so is 𝑓𝑔𝑓𝑔, and (𝑓𝑔)′(𝑎)=𝑓′(𝑎)𝑔(𝑎)+𝑓(𝑎)𝑔′(𝑎){(𝑓𝑔)}^{\prime }(𝑎)={𝑓}^{\prime }(𝑎)𝑔(𝑎)+𝑓(𝑎){𝑔}^{\prime }(𝑎).
Proof

Split the difference:

𝑓(𝑎+h)𝑔(𝑎+h)−𝑓(𝑎)𝑔(𝑎)=𝑓(𝑎+h)(𝑔(𝑎+h)−𝑔(𝑎))+𝑔(𝑎)(𝑓(𝑎+h)−𝑓(𝑎)).𝑓(𝑎+h)𝑔(𝑎+h)-𝑓(𝑎)𝑔(𝑎)=𝑓(𝑎+h)(𝑔(𝑎+h)-𝑔(𝑎))+𝑔(𝑎)(𝑓(𝑎+h)-𝑓(𝑎)).

Divide by hh. The first piece tends to 𝑓(𝑎)𝑔′(𝑎)𝑓(𝑎){𝑔}^{\prime }(𝑎) because 𝑓𝑓 is continuous at 𝑎𝑎 by Proposition 2.1 and 𝑔𝑔 is differentiable at 𝑎𝑎. The second piece tends to 𝑔(𝑎)𝑓′(𝑎)𝑔(𝑎){𝑓}^{\prime }(𝑎).

Example 2.2
Let 𝑓(𝑥)=𝑥𝑓(𝑥)=𝑥 and 𝑔(𝑥)=𝑥𝑔(𝑥)=𝑥. Then (𝑓𝑔)(𝑥)=𝑥2(𝑓𝑔)(𝑥)={𝑥}^{2}, and Theorem 2.2 says (𝑥2)′=1⋅𝑥+𝑥⋅1=2𝑥{({𝑥}^{2})}^{\prime }=1\cdot 𝑥+𝑥\cdot 1=2𝑥, which matches (2.2).

Quotient, once

If 𝑔(𝑎)≠0𝑔(𝑎)\neq 0 and 𝑔𝑔 is differentiable at 𝑎𝑎, then 1𝑔\frac{1}{𝑔} is differentiable at 𝑎𝑎 and

(1𝑔)′(𝑎)=−𝑔′𝑎𝑔(𝑎)2.{\left(\frac{1}{𝑔}\right)}^{\prime }(𝑎)=-{𝑔}^{\prime }\frac{𝑎}{{𝑔(𝑎)}^{2}}.
(2.4)

I believe this by writing 𝑔(𝑎+h)=𝑔(𝑎)+𝑔′(𝑎)h+𝑠(h)𝑔(𝑎+h)=𝑔(𝑎)+{𝑔}^{\prime }(𝑎)h+𝑠(h) and expanding 1𝑔(𝑎+h)−1𝑔(𝑎)\frac{1}{𝑔(𝑎+h)}-\frac{1}{𝑔(𝑎)} over a common denominator; the hh in the numerator is again genuine. Combined with Theorem 2.2 this is the quotient rule. I will not need a separate statement until I start dividing polynomials.

Exercise 2.2
∣𝑥∣⋅𝑥|𝑥|\cdot 𝑥 equals 𝑥∣𝑥∣𝑥|𝑥|. Is this product differentiable at 00?
Solution to Exercise 2.2
For 𝑥≥0𝑥\geq 0 the product is 𝑥2{𝑥}^{2}; for 𝑥<0𝑥<0 it is −𝑥2-{𝑥}^{2}. The difference quotient at 00 is ±h\pm h, which tends to 00 from both sides, so the derivative exists and is 00. Theorem 2.2 does not apply, because 𝑥↦∣𝑥∣𝑥\mapsto |𝑥| is not differentiable at 00; the product can be smoother than a factor.