This commit is contained in:
Trance-0
2025-01-15 15:01:40 -06:00
3 changed files with 146 additions and 4 deletions

View File

@@ -1 +1,138 @@
# Lecture 2
# Lecture 2
## Chapter 5: Differentiation
### Continue on Differentiation
#### Theorem 5.5: Chain Rule
Suppose
1. $f:[a,b]\to \mathbb{R}$ is continuous on $[a,b]$ (or some neighborhood of $x$)
2. $f'(x)$ exists at some point $x\in (a,b)$ ($f$ is differentiable at $x$)
3. $g$ is defined on an interval $[c,d]$ containing the range of $f$, ($f([a,b])\subset [c,d]$)
4. $g$ is differentiable at the point $f(x)$
Let $h=g\circ f$ ($h=g(f(x))$) where $f$ is differentiable at $x$ and $g$ is differentiable at $f(x)$. Then $h$ is differentiable at $x$ and
$$
h'(x) = g'(f(x))f'(x)
$$
Proof:
Let $y=f(x)$ and $u(t)=\frac{f(t)-f(x)}{t-x}-f'(x)$ for $t\neq x,t\in [a,b]$, $v(s)=\frac{g(s)-g(y)}{s-y}-g'(y)$ for $s\neq y,s\in [c,d]$.
Notice that $u(t)\to 0$ as $t\to x$ and $v(s)\to 0$ as $s\to y$.
Pick $s=f(t)$ for $t\in [a,b]$ so that $s\to y$ as $t\to x$. Then
$$
\begin{aligned}
h(t)-h(x) &= g(f(t))-g(f(x)) \\
&= g(t)-g(y) \\
&= (s-y)(g'(y)+v(s)) \\
&= (f(t)-f(x))(g'(y)+v(s)) \\
&= (t-x)(f'(x)+u(t))(g'(y)+v(s)) \\
\end{aligned}
$$
So $h'(x)=\frac{h(t)-h(x)}{t-x}=(f'(x)+u(t))(g'(y)+v(s))$. Since $u(t)\to 0$ and $v(s)\to 0$ as $t\to x$ and $s\to y$, we have $h'(x)=g'(y)f'(x)$.
EOP
#### Example 5.6
(a) Let $f(x)=\begin{cases}
x\sin\frac{1}{x} & x\neq 0 \\
0 & x=0
\end{cases}$
For $x\neq 0$,
$$
\begin{aligned}
f'(x) &= 1\cdot\sin\frac{1}{x}+x\cos\frac{1}{x}\cdot\frac{-1}{x^2} \\
&= \sin\frac{1}{x}-\frac{\cos\frac{1}{x}}{x}
\end{aligned}
$$
For $x=0$,
$$
\begin{aligned}
f'(0) &= \lim_{x\to 0}\frac{f(x)-f(0)}{x-0} \\
&= \lim_{x\to 0}\frac{x\sin\frac{1}{x}}{x} \\
&= \lim_{x\to 0}\sin\frac{1}{x}
\end{aligned}
$$
This limit does not exist, so $f$ is not differentiable at $x=0$.
(b) Let $f(x)=\begin{cases}
x^2 \sin\frac{1}{x} & x\neq 0 \\
0 & x=0
\end{cases}$
For $x\neq 0$,
$$
\begin{aligned}
f'(x) &= 2x\sin\frac{1}{x}+x^2\cos\frac{1}{x}\cdot\frac{-1}{x^2} \\
&= 2x\sin\frac{1}{x}-\cos\frac{1}{x}
\end{aligned}
$$
For $x=0$,
$$
\begin{aligned}
f'(0) &= \lim_{x\to 0}\frac{f(x)-f(0)}{x-0} \\
&= \lim_{x\to 0}\frac{x^2\sin\frac{1}{x}}{x} \\
&= \lim_{x\to 0}x\sin\frac{1}{x}\\
&= 0
\end{aligned}
$$
So $f'(x)=\begin{cases}
2x\sin\frac{1}{x}-\cos\frac{1}{x} & x\neq 0 \\
0 & x=0
\end{cases}$.
Notice that $f'(x)$ is not continuous at $x=0$ since $\lim_{x\to 0}f'(x)$ is undefined.
### Mean Value Theorem
#### Definition 5.7: Local Extrema
Let $f:[a,b]\to \mathbb{R}$. We say that $f$ has a local maximum (or minimum) at $x\in [a,b]$ if there exists some $\delta>0$ such that
$$
f(x)\geq f(t) \text{ for all }|x-t|<\delta
$$
for local maximum, and
$$
f(x)\leq f(t) \text{ for all }|x-t|<\delta
$$
for local minimum.
#### Theorem 5.8
If $f:[a,b]\to \mathbb{R}$ has a local maximum (or minimum) at $x\in (a,b)$ and $f$ is differentiable at $x$, then $f'(x)=0$.
Proof:
We can find $\delta>0$ such that $a<x-\delta<x<x+\delta<b$.
And for all $x-\delta<t<x+\delta$,
If $x-\delta<t<x$, then $f(x)\geq f(t)$ so $\frac{f(t)-f(x)}{t-x}\leq 0$.
If $x<t<x+\delta$, then $f(x)\geq f(t)$ so $\frac{f(t)-f(x)}{t-x}\geq 0$.
So $\lim_{t\to x}\frac{f(t)-f(x)}{t-x}=0$.
EOP

View File

@@ -4,9 +4,7 @@ export default {
type: 'separator'
},
Math4121_L1: "Introduction to Lebesgue Integration (Lecture 1)",
Math4121_L2: {
display: 'hidden'
},
Math4121_L2: "Introduction to Lebesgue Integration (Lecture 2)",
Math4121_L3: {
display: 'hidden'
},

View File

@@ -21,3 +21,10 @@ A radical Approach to Lebesgue's Theory of Integration by David
Due every Monday.
## Office Hour
Monday 1pm-2pm
Wednesday 12pm-1pm
Friday 11:30am-12:30pm