Differentiation Rules: Product Rule
Lets f and g be linear functions:
f (x) = ax + b g(x) = cx + d
What is the derivative of f · g?
d
(f · g) 0 (x) = [f (x) · g(x)]
dx
d
= [(ax + b) · (cx + d)]
dx
d
= [acx 2 + adx + bcx + bd]
dx
= 2acx + ad + bc
= a(cx + d) + c(ax + b)
= f 0 (x) · g(x) + g 0 (x) · f (x)
We will now see that this also holds for general f and g.
Differentiation Rules: Product Rule
Assume that f and g are differentiable at x, and define
h(x) = f (x) · g(x)
We try to find the derivative of h at x:
∆h = h(x + ∆x) − h(x)
0 ∆h
h (x) = lim where ∆f = f (x + ∆x) − f (x)
∆x→0 ∆x
∆g = g(x + ∆x) − g(x)
Then
∆h = f (x + ∆x) · g(x + ∆x) − f (x) · g(x)
= (f (x) + ∆f ) · (g(x) + ∆g) − f (x) · g(x)
= ∆f · g(x) + f (x) · ∆g + ∆f · ∆g
Differentiation Rules: Product Rule
∆h = h(x + ∆x) − h(x)
0 ∆h
h (x) = lim where ∆f = f (x + ∆x) − f (x)
∆x→0 ∆x
∆g = g(x + ∆x) − g(x)
Then
∆h = ∆f · g(x) + f (x) · ∆g + ∆f · ∆g
g(x) ∆g
∆f · g(x) ∆f ∆g ∆f
f (x + ∆x) f (x) · g(x)
| {z } ∆g · f (x) f (x)
h(x)
g(x + ∆x)
Differentiation Rules: Product Rule
∆h
h 0 (x) = lim ∆h = ∆f · g(x) + f (x) · ∆g + ∆f · ∆g
∆x→0 ∆x
We compute the limit:
∆h ∆f · g(x) + f (x) · ∆g + ∆f · ∆g
h 0 (x) = lim = lim
∆x→0 ∆x ∆x→0 ∆x
∆f · g(x) f (x) · ∆g ∆f · ∆g
= lim + lim + lim
∆x→0 ∆x ∆x→0 ∆x ∆x→0 ∆x
∆f ∆g ∆f
= g(x) lim + f (x) lim + lim · ∆g
∆x→0 ∆x ∆x→0 ∆x ∆x→0 ∆x
∆f
= g(x)f 0 (x) + f (x)g 0 (x) + lim · lim ∆g
∆x→0 ∆x ∆x→0
= g(x)f 0 (x) + f (x)g 0 (x) + f 0 (x) · 0
= g(x)f 0 (x) + f (x)g 0 (x)
Differentiation Rules: Product Rule
Product Rule
If f and g are both differentiable, then
d d d
[f (x) · g(x)] = f (x) (g(x)) + g(x) · (f (x))
dx dx dx
In different notation
(f · g) 0 (x) = f (x) · g 0 (x) + f 0 (x) · g(x)
In words:
The derivative of the product of two function is the first
function times the derivative of the second function plus
the second function times the derivative of the first.
Differentiation Rules: Product Rule
Let f (x) = xex . Find f 0 (x).
d
f 0 (x) = (x · ex )
dx
d d
= x (ex ) + ex (x)
dx dx
x x
= xe + e
= (x + 1)ex
Let f (x) = xex . Find the n-th derivative f (n) (x).
d
f 00 (x) = (xex + ex ) = (x + 1)ex + ex = (x + 2)ex
dx
d
f 000 (x) = (xex + 2ex ) = (x + 1)ex + 2ex = (x + 3)ex
dx
Thus obviously we have
f (n) (x) = (x + n)ex
Differentiation Rules: Product Rule
√
Differentiate f (t) = t(a + bt).
√ d d √
f 0 (t) = t (a + bt) + (a + bt) ( t)
dt dt
√ 1 −1
= tb + (a + bt) t 2 )
2
√ a + bt
=b t+ √
2 t
2bt a + bt
= √ + √
2 t 2 t
a + 3bt
= √
2 t
√ 1 3
Alternative solution: first simplify f (t) = t(a + bt) = at 2 + bt 2 .
Then compute the derivative.
Differentiation Rules: Product Rule
√
Let f (x) = x · g(x) where g(4) = 2 and g 0 (4) = 3. Find f 0 (4).
√ d d √
f 0 (x) = x · g(x) + g(x) · x
dx dx
√ 1 1
= x · g 0 (x) + g(x) · x − 2
2
√ 1
= x · g 0 (x) + g(x) · √
2 x
Thus
√ 1
f 0 (4) = 4 · g 0 (4) + g(4) · √
2 4
1
=2·3+2·
2·2
1
=6+
2
13
=
2
Differentiation Rules: Quotient Rule
Assume that f and g are differentiable at x, and define
∆h = h(x + ∆x) − h(x)
f (x)
h(x) = ∆f = f (x + ∆x) − f (x)
g(x)
∆g = g(x + ∆x) − g(x)
We try to find the derivative of h at x:
f (x + ∆x) f (x) f (x) + ∆f f (x)
∆h = h(x + ∆x) − h(x) = − = −
g(x + ∆x) g(x) g(x) + ∆g g(x)
(f (x) + ∆f ) · g(x) − (g(x) + ∆g) · f (x) g(x)∆f − f (x)∆g
= =
(g(x) + ∆g) · g(x) (g(x) + ∆g) · g(x)
g(x)∆f −f (x)∆g
0 ∆h (g(x)+∆g)·g(x)
∆f
g(x) ∆x − f (x) ∆g
∆x
h (x) = lim = lim = lim
∆x→0 ∆x ∆x→0 ∆x ∆x→0 (g(x) + ∆g) · g(x)
∆f ∆g
g(x) lim∆x→0 ∆x − f (x) lim∆x→0 ∆x g(x)f 0 (x) − f (x)g 0 (x)
= =
lim∆x→0 (g(x) + ∆g) · g(x) g(x)2
Differentiation Rules: Quotient Rule
Quotient Rule
If f and g are both differentiable, then
d d
g(x) · dx (f (x)) − f (x) ·
d f (x) dx (g(x))
=
dx g(x) [g(x)]2
In different notation
0
f g(x) · f 0 (x) − f (x) · g 0 (x)
(x) =
g g(x)2
In words:
The derivative of a quotient is the denominator times the
derivative of the numerator minus the numerator times the
derivative of the denominator, all divided by the square of
the denominator.
Differentiation Rules: Quotient Rule
0
f g(x) · f 0 (x) − f (x) · g 0 (x)
(x) =
g g(x)2
Let
x2 + x − 2
f (x) =
x3 + 6
Then
d d
(x 3 + 6) · 2
+ x − 2) − (x 2 + x − 2) · dx
dx (x (x 3 + 6)
f 0 (x) =
(x 3 + 6)2
(x + 6) · (2x + 1) − (x 2 + x − 2) · 3x 2
3
=
(x 3 + 6)2
(2x 4 + x 3 + 12x + 6) − (3x 4 + 3x 3 − 6x 2 )
=
(x 3 + 6)2
−x 4 − 2x 3 + 6x 2 + 12x + 6
=
(x 3 + 6)2
Differentiation Rules: Quotient Rule
0
f g(x) · f 0 (x) − f (x) · g 0 (x)
(x) =
g g(x)2
Find an equation to the tangent line to
ex
f (x) =
1 + x2
at point (1, e2 ). We have
d d
(1 + x 2 ) · x
− ex dx
dx (e ) (1 + x 2 ) (1 + x 2 )ex − ex · 2x
f 0 (x) = =
(1 + x 2 )2 (1 + x 2 )2
x 2 ex − 2xex + ex (x − 1)2 ex
= =
(1 + x 2 )2 (1 + x 2 )2
Thus the slope of the tangent is f 0 (1) = 0. Hence the tangent is
e
y=
2
Differentiation Rules: Quotient Rule
Sometimes it is easier to simplify than apply the quotient rule:
√
3x 2 + 2 x
f (x) =
x
Instead of applying the quotient rule, we can simplify to
1
f (x) = 3x + 2x − 2
which is easier to differentiate.
Differentiation Rules: Chain Rule
Suppose we want to differentiate
p
f (x) = x 2 + 1
The rules, we have seen so far, do not help.
However, we know how to differentiate the functions:
√
g(x) = x h(x) = x 2 + 1
We can write f as:
f (x) = g(h(x))
That is:
f =g◦h
We need a rule that gives us f 0 from g 0 and h 0 . . .
Differentiation Rules: Chain Rule
Chain Rule
If g is differentiable at x and f at g(x), then
h =f ◦g or equivalently h(x) = f (g(x))
is differentiable at x and
h 0 (x) = (f ◦ g) 0 (x) = f 0 (g(x)) · g 0 (x)
d
f
|{z} ( g(x) ) = f0
|{z} ( g(x) ) · g 0 (x)
dx | {z } | {z } | {z }
outer evaluated derivative evaluated derivative
function at inner of outer at inner of inner
function function function function
In words:
The derivative of the composition of f and g is the
derivative of f at g(x) times the derivative of g at x.
Differentiation Rules: Chain Rule
Chain Rule
If g is differentiable at x and f at g(x), then
h =f ◦g or equivalently h(x) = f (g(x))
is differentiable at x and
h 0 (x) = (f ◦ g) 0 (x) = f 0 (g(x)) · g 0 (x)
Intuition with rates of change:
I If g 0 (x) = N. Then g(x) changes N times as much as x.
I If f 0 (g(x)) = M. Then f (x) changes M times as much as g(x).
I Thus (f ◦ g)(x) = f (g(x)) changes N · M times as much as x.
Differentiation Rules: Chain Rule
(f ◦ g) 0 (x) = f 0 (g(x)) · g 0 (x)
√
Let f (x) = x 2 + 1. Find f 0 (x).
We have that
√
f (x) = g(h(x)) where g(x) = x h(x) = x 2 + 1
and
1
g 0 (x) = √ h 0 (x) = 2x
2 x
Hence:
1 x
f 0 (x) = (g ◦ h) 0 (x) = √ · 2x = √
2 x2 + 1 x2 + 1
Differentiation Rules: Chain Rule
(f ◦ g) 0 (x) = f 0 (g(x)) · g 0 (x)
Differentiate f (x) = (x 3 − 1)100 .
We have that
f (x) = g(h(x)) where g(x) = x 100 h(x) = x 3 − 1
and
g 0 (x) = 100x 99 h 0 (x) = 3x 2
Hence:
f 0 (x) = (g ◦ h) 0 (x) = 100(x 3 − 1)99 · 3x 2
= 300x 2 · (x 3 − 1)99
Differentiation Rules: Chain Rule
(f ◦ g) 0 (x) = f 0 (g(x)) · g 0 (x)
In general (combining the power and chain rule) we have:
d
[g(x)]n = n · [g(x)]n−1 · g 0 (x)
dx
if g(x) is differentiable.
Differentiate
1
f (x) = √
3
x2 +x +1
We have
1
f (x) = (x 2 + x + 1)− 3
1 4
f 0 (x) = − · (x 2 + x + 1)− 3 · (2x + 1)
3
Differentiation Rules: Chain Rule
(f ◦ g) 0 (x) = f 0 (g(x)) · g 0 (x)
Differentiate
9
x −2
f (x) =
2x + 1
We have
8
0 x −2 d x −2
f (x) = 9
2x + 1 dx 2x + 1
8
x −2 (2x + 1) · 1 − (x − 2) · 2
=9
2x + 1 (2x + 1)2
8
x −2 5
=9
2x + 1 (2x + 1)2
(x − 2)8
= 45
(2x + 1)10
Differentiation Rules: Chain Rule
(f ◦ g) 0 (x) = f 0 (g(x)) · g 0 (x)
Differentiate
f (x) = (2x + 1)5 · (x 3 − x + 1)4
We have
d
f 0 (x) = (2x + 1)5 · [(x 3 − x + 1)4 ]
dx
d
+ (x 3 − x + 1)4 · [(2x + 1)5 ]
dx
= (2x + 1)5 · 4(x 3 − x + 1)3 · (3x 2 − 1)
+ (x 3 − x + 1)4 · 5(2x + 1)4 · 2
Differentiation Rules: Chain Rule
(f ◦ g) 0 (x) = f 0 (g(x)) · g 0 (x)
Use
d x
e = ex
dx
and the chain rule to prove
d x
a = ln a · ax
dx
We have
ax = (eln a )x = eln a·x
and f = g ◦ h where g(x) = ex and h(x) = ln a · x . Thus
f 0 (x) = g 0 (h(x)) · h 0 (x) = eln a·x · ln a = ln a · ax
Summary of Differentiation Rules
d d r
(c) = 0 (x ) = r x r −1
dx dx
d x d x
(e ) = ex (a ) = ln a · ax
dx dx
(f + g) 0 = f 0 + g 0 (f − g) 0 = f 0 − g 0
(cf ) 0 = cf 0
0
0 0 0 f f 0 g − fg 0
(fg) = f g + fg =
g g2
(f ◦ g) 0 (x) = f 0 (g(x)) · g 0 (x)