A Very Mathematical Explanation of Derivatives

post by Heighn · 2022-04-01T14:40:47.881Z · LW · GW · 0 comments

Contents

  Linear functions
  Polynomials (and more)
    Product rule
    Mathematical induction
    Proof of the power rule for natural numbers
    Chain rule
    Constant multiple rule
    Euler's number and the natural logarithm
    General proof of the power rule
    Local maxima, local minima and second derivatives
  Multivariable functions
    Partial derivatives
None
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This post is meant for readers familiar with algebra and derivatives, but want to deepen their understanding and/or need a refresh.

Linear functions

Let's start with a family of very basic functions: the linear functions, expressed as . You might remember its derivative is , because  is multiplied by  and the constant  "disappears" when taking the derivative. This is correct, but let's actually calculate the derivative. Since  is a linear function,  is the same for all  That is, a linear function "goes up" with the same "speed" everywhere, as can be seen in the following graph for :

For example, between  and  increases with , just like it does between e.g.  and . Therefore, determining the average slope between  and  will do. The average slope between  and  is how much  increases between  and , divided by the difference  between  and  (which is ). Let , in which case we don't have to do the division, as . Filling in  for  and  for , we get:

There it is! . So for , where , this means 

Polynomials (and more)

Polynomials are functions with the following form:

Determining their derivative is a bit more tricky than determining the derivative of a linear function, because now, the derivative isn't necessarily the same everywhere. After all, take :

We can see this is a curved line, and so the derivative is constantly changing. We can sill do something like the "trick" we did with linear functions, but we can't determine by looking how  changes between  and : that would assume  is the same between  and , which isn't true. For  and , we would have a better estimate of , but we'd still assume  to be constant between these values. We need to determine how  changes between  and some , where  needs to approach zero: the smaller  gets, the more accurate our calculation for  becomes. We can do this using limits:

(Since  isn't 1 now, we need to do the division.) We can read this as follows: what value does  approach when  approaches ?

Let's do this for the simple polynomial :

When  approaches  becomes :

.

So for . You might have learned the general rule:

For 

This is known as the power rule, and indeed works for , where  and and . It also works for the linear function , where  and . But does it work in general? Yes, and we can proof it. Let's first proof it works for all natural numbers (:  . We need the product rule and mathematical induction for this proof though, so let's discuss those first.

Product rule

The product rule states that when . So when e.g.  and  and

. We can show the product rule is correct by determining what  should be using the original definition of the derivative:

Since we want to write  as , let's rewrite the divisor to include the terms  and :

and note that indeed, 

, which was our original divisor.

Simplifying , we get

Since  doesn't contain , we can take it outside the first limit term. We can also rewrite the second term:

When  approaches  becomes . Furthermore, by definition,

 and ,

so we now have ,

which is the product rule!

Mathematical induction

Mathematical induction is a method for proving something is true for all natural numbers . For example, say we want to proof that for every natural number , where  is simply . We can do this by first showing the condition holds for . That's Step 1, and yes, it does: . Then, we show that if the condition holds for some , it also holds for . That's Step 2. So for this step we assume , and need to show that . That holds as well: if , then . Since for this step we assumed , we have . So .

So we now know that our condition holds for  and that if it holds for some , it must also hold for . But then it holds for all natural numbers! Does our condition hold for ? Yes! It holds for  by Step 1, so it holds for  by Step 2; but then, since it holds for , it also holds for , again by Step 2. Applying Step 2 one more time gives that the condition  holds for  as well. And we can apply this process to every natural number!

Proof of the power rule for natural numbers

Using the product rule and mathematical induction, we can show that the power rule (for ) works for all .

Step 1 is to show this is true for . Yes: then , and . (Since  is constant (), its derivative  is indeed .

Step 2 is to show that if  for some  and , then for  and .

We can write  as . Then, define . Then , and then the product rule says . But by the assumption of Step 2, . Furthermore, . So , which is what we wanted to proof!

So we have shown the power rule works for . We could extend this proof to e.g. cover negative integers for  as well. But I'd like to use a different method of proof, that proofs the power rule works for . For this, we first need to know the chain rule, the constant multiple rule, Euler's number and how to take the derivative of the natural logarithm.

Chain rule

Define . (Note this is distinct from .) We want to determine its derivative. We could say , which would make . This is true, but let's take the opportunity to study the chain rule. Define  and . We can then write  as . Then:

Multiplying by , which equals 1 and is allowed if  (otherwise we are dividing by 0), gives:

or 

Note that , and . So we now have . That's the chain rule, and it holds whenever we can write a function  as . Originally, we said , with  and . Then  and . According to the chain rule, then, , which is also what we got by applying the power rule to .

Before, we temporarily assumed . What if ? Well, then , and . Then , and . So the chain rule would still apply, as .

Constant multiple rule

If . This might make intuitive sense, but it also follows from the chain rule: define  and . Then , which is the constant multiple rule. Indeed, this same rule also follows from the product rule: if , define . Then  and .

Euler's number and the natural logarithm

You might know that Euler's number , which is chosen so that if . You may also remember the natural logarithm , where . What's the derivative of ? We can find it with the chain rule! Define  and . Then , and applying the chain rule gives . But also, , so . So we learn , or , and so . So for .

General proof of the power rule

Now we're ready to proof the power rule (for ) works for . Let's rewrite  as . Then . Define  and . Then , and via the chain rule (and the constant multiple rule) . Remember , so , which is what we need to proof the power rule for .

Local maxima, local minima and second derivatives

As you might know, polynomials like   can have local maxima (or peaks, where the graph first goes up and then goes down) and local minima (or minima, where the graph first goes down and then goes up). When a graph goes up, the derivative is positive; when it goes down, the derivative is negative. In the peak, the derivative must be ! It's similar for valleys - the derivative is there, too. That means we can find local maxima and local minima by setting the derivative to ! For  gives  and thus . Therefore, there must be a local maximum or minimum at . Which is it? Well, note that in a local maximum, the derivative must be decreasing (through ): otherwise, the graph wouldn't first go up and then go down. But if the derivative is decreasing, the derivative of the derivative, called the second derivative (written ), must be negative! Conversely, in a local minimum, the second derivative must be positive. For  and . So  is a local maximum!

Now consider . We have , and  gives  or . Then  and so . We have a local maximum or minimum in  and a local maximum or minimum in  and . Therefore, we have a local minimum in  and a local maximum in .

Multivariable functions

Multivariable functions are functions with, well, more than one variable. Take for example . For  and , we have . Or we can take , with .

Partial derivatives

A partial derivative of a multivariable function is determined by treating all but one variable like constants and taking the derivative with respect to the one variable left. For example, for , we can derive with respect to  and with respect to . More generally, for any 2-variable function  and . For , this means , which indeed simplifies to .

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