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# Lecture 2
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# Lecture 2
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## Chapter 5: Differentiation
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### Continue on Differentiation
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#### Theorem 5.5: Chain Rule
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Suppose
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1. $f:[a,b]\to \mathbb{R}$ is continuous on $[a,b]$ (or some neighborhood of $x$)
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2. $f'(x)$ exists at some point $x\in (a,b)$ ($f$ is differentiable at $x$)
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3. $g$ is defined on an interval $[c,d]$ containing the range of $f$, ($f([a,b])\subset [c,d]$)
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4. $g$ is differentiable at the point $f(x)$
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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
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$$
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h'(x) = g'(f(x))f'(x)
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$$
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Proof:
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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 $s\neq y,s\in [c,d]$.
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Notice that $u(t)\to 0$ as $t\to x$ and $v(s)\to 0$ as $s\to y$.
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Pick $s=f(t)$ for $t\in [a,b]$ so that $s\to y$ as $t\to x$. Then
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$$
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\begin{aligned}
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h(t)-h(x) &= g(f(t))-g(f(x)) \\
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&= g(t)-g(y) \\
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&= (s-y)(g'(y)+v(s)) \\
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&= (f(t)-f(x))(g'(y)+v(s)) \\
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&= (t-x)(f'(x)+u(t))(g'(y)+v(s)) \\
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\end{aligned}
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$$
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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 $h'(x)=g'(y)f'(x)$.
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EOP
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#### Example 5.6
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(a) Let $f(x)=\begin{cases}
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x\sin\frac{1}{x} & x\neq 0 \\
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0 & x=0
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\end{cases}$
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For $x\neq 0$,
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$$
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\begin{aligned}
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f'(x) &= 1\cdot\sin\frac{1}{x}+x\cos\frac{1}{x}\cdot\frac{-1}{x^2} \\
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&= \sin\frac{1}{x}-\frac{\cos\frac{1}{x}}{x}
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\end{aligned}
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$$
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For $x=0$,
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$$
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\begin{aligned}
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f'(0) &= \lim_{x\to 0}\frac{f(x)-f(0)}{x-0} \\
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&= \lim_{x\to 0}\frac{x\sin\frac{1}{x}}{x} \\
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&= \lim_{x\to 0}\sin\frac{1}{x}
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\end{aligned}
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$$
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This limit does not exist, so $f$ is not differentiable at $x=0$.
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(b) Let $f(x)=\begin{cases}
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x^2 \sin\frac{1}{x} & x\neq 0 \\
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0 & x=0
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\end{cases}$
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For $x\neq 0$,
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$$
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\begin{aligned}
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f'(x) &= 2x\sin\frac{1}{x}+x^2\cos\frac{1}{x}\cdot\frac{-1}{x^2} \\
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&= 2x\sin\frac{1}{x}-\cos\frac{1}{x}
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\end{aligned}
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$$
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For $x=0$,
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$$
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\begin{aligned}
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f'(0) &= \lim_{x\to 0}\frac{f(x)-f(0)}{x-0} \\
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&= \lim_{x\to 0}\frac{x^2\sin\frac{1}{x}}{x} \\
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&= \lim_{x\to 0}x\sin\frac{1}{x}\\
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&= 0
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\end{aligned}
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$$
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So $f'(x)=\begin{cases}
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2x\sin\frac{1}{x}-\cos\frac{1}{x} & x\neq 0 \\
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0 & x=0
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\end{cases}$.
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Notice that $f'(x)$ is not continuous at $x=0$ since $\lim_{x\to 0}f'(x)$ is undefined.
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### Mean Value Theorem
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#### Definition 5.7: Local Extrema
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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
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$$
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f(x)\geq f(t) \text{ for all }|x-t|<\delta
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$$
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for local maximum, and
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$$
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f(x)\leq f(t) \text{ for all }|x-t|<\delta
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$$
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for local minimum.
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#### Theorem 5.8
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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 $f'(x)=0$.
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Proof:
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We can find $\delta>0$ such that $a<x-\delta<x<x+\delta<b$.
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And for all $x-\delta<t<x+\delta$,
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If $x-\delta<t<x$, then $f(x)\geq f(t)$ so $\frac{f(t)-f(x)}{t-x}\leq 0$.
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If $x<t<x+\delta$, then $f(x)\geq f(t)$ so $\frac{f(t)-f(x)}{t-x}\geq 0$.
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So $\lim_{t\to x}\frac{f(t)-f(x)}{t-x}=0$.
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EOP
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@@ -4,9 +4,7 @@ export default {
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type: 'separator'
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},
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Math4121_L1: "Introduction to Lebesgue Integration (Lecture 1)",
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Math4121_L2: {
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display: 'hidden'
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},
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Math4121_L2: "Introduction to Lebesgue Integration (Lecture 2)",
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Math4121_L3: {
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display: 'hidden'
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},
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@@ -21,3 +21,10 @@ A radical Approach to Lebesgue's Theory of Integration by David
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Due every Monday.
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## Office Hour
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Monday 1pm-2pm
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Wednesday 12pm-1pm
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Friday 11:30am-12:30pm
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