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Linearity of differentiation

From Wikipedia, the free encyclopedia
Calculus property

Incalculus, thederivative of anylinear combination offunctions equals the same linear combination of the derivatives of the functions;[1] this property is known aslinearity of differentiation, therule of linearity,[2] or thesuperposition rule for differentiation.[3] It is a fundamental property of the derivative that encapsulates in a single rule two simpler rules of differentiation, thesum rule (the derivative of the sum of two functions is the sum of the derivatives) and theconstant factor rule (the derivative of a constant multiple of a function is the same constant multiple of the derivative).[4][5] Thus it can be said that differentiation islinear, or thedifferential operator is alinear operator.[6]

Statement and derivation

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Letf andg be functions, withα andβ constants. Now consider

ddx(αf(x)+βg(x)).{\displaystyle {\frac {\mbox{d}}{{\mbox{d}}x}}(\alpha \cdot f(x)+\beta \cdot g(x)).}

By thesum rule in differentiation, this is

ddx(αf(x))+ddx(βg(x)),{\displaystyle {\frac {\mbox{d}}{{\mbox{d}}x}}(\alpha \cdot f(x))+{\frac {\mbox{d}}{{\mbox{d}}x}}(\beta \cdot g(x)),}

and by theconstant factor rule in differentiation, this reduces to

αf(x)+βg(x).{\displaystyle \alpha \cdot f'(x)+\beta \cdot g'(x).}

Therefore,

ddx(αf(x)+βg(x))=αf(x)+βg(x).{\displaystyle {\frac {\mbox{d}}{{\mbox{d}}x}}(\alpha \cdot f(x)+\beta \cdot g(x))=\alpha \cdot f'(x)+\beta \cdot g'(x).}

Omitting thebrackets, this is often written as:

(αf+βg)=αf+βg.{\displaystyle (\alpha \cdot f+\beta \cdot g)'=\alpha \cdot f'+\beta \cdot g'.}

Detailed proofs/derivations from definition

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We can prove the entire linearity principle at once, or, we can prove the individual steps (of constant factor and adding) individually. Here, both will be shown.

Proving linearity directly also proves the constant factor rule, the sum rule, and the difference rule as special cases. The sum rule is obtained by setting both constant coefficients to1{\displaystyle 1}. The difference rule is obtained by setting the first constant coefficient to1{\displaystyle 1} and the second constant coefficient to1{\displaystyle -1}. The constant factor rule is obtained by setting either the second constant coefficient or the second function to0{\displaystyle 0}. (From a technical standpoint, thedomain of the second function must also be considered - one way to avoid issues is setting the second function equal to the first function and the second constant coefficient equal to0{\displaystyle 0}. One could also define both the second constant coefficient and the second function to be 0, where the domain of the second function is a superset of the first function, among other possibilities.)

On the contrary, if we first prove the constant factor rule and the sum rule, we can prove linearity and the difference rule. Proving linearity is done by defining the first and second functions as being two other functions being multiplied by constant coefficients. Then, as shown in the derivation from the previous section, we can first use the sum law while differentiation, and then use the constant factor rule, which will reach our conclusion for linearity. In order to prove the difference rule, the second function can be redefined as another function multiplied by the constant coefficient of1{\displaystyle -1}. This would, when simplified, give us the difference rule for differentiation.

In the proofs/derivations below,[7][8] the coefficientsa,b{\displaystyle a,b} are used; they correspond to the coefficientsα,β{\displaystyle \alpha ,\beta } above.

Linearity (directly)

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Leta,bR{\displaystyle a,b\in \mathbb {R} }. Letf,g{\displaystyle f,g} be functions. Letj{\displaystyle j} be a function, wherej{\displaystyle j} is defined only wheref{\displaystyle f} andg{\displaystyle g} are both defined. (In other words, the domain ofj{\displaystyle j} is the intersection of the domains off{\displaystyle f} andg{\displaystyle g}.) Letx{\displaystyle x} be in the domain ofj{\displaystyle j}. Letj(x)=af(x)+bg(x){\displaystyle j(x)=af(x)+bg(x)}.

We want to prove thatj(x)=af(x)+bg(x){\displaystyle j^{\prime }(x)=af^{\prime }(x)+bg^{\prime }(x)}.

By definition, we can see that

j(x)=limh0j(x+h)j(x)h=limh0(af(x+h)+bg(x+h))(af(x)+bg(x))h=limh0(af(x+h)f(x)h+bg(x+h)g(x)h){\displaystyle {\begin{aligned}j^{\prime }(x)&=\lim _{h\rightarrow 0}{\frac {j(x+h)-j(x)}{h}}\\&=\lim _{h\rightarrow 0}{\frac {\left(af(x+h)+bg(x+h)\right)-\left(af(x)+bg(x)\right)}{h}}\\&=\lim _{h\rightarrow 0}\left(a{\frac {f(x+h)-f(x)}{h}}+b{\frac {g(x+h)-g(x)}{h}}\right)\\\end{aligned}}}


In order to use the limits law for the sum of limits, we need to know thatlimh0af(x+h)f(x)h{\textstyle \lim _{h\to 0}a{\frac {f(x+h)-f(x)}{h}}} andlimh0bg(x+h)g(x)h{\textstyle \lim _{h\to 0}b{\frac {g(x+h)-g(x)}{h}}} both individually exist. For these smaller limits, we need to know thatlimh0f(x+h)f(x)h{\textstyle \lim _{h\to 0}{\frac {f(x+h)-f(x)}{h}}} andlimh0g(x+h)g(x)h{\textstyle \lim _{h\to 0}{\frac {g(x+h)-g(x)}{h}}} both individually exist to use the coefficient law for limits. By definition,f(x)=limh0f(x+h)f(x)h{\textstyle f^{\prime }(x)=\lim _{h\to 0}{\frac {f(x+h)-f(x)}{h}}} andg(x)=limh0g(x+h)g(x)h{\textstyle g^{\prime }(x)=\lim _{h\to 0}{\frac {g(x+h)-g(x)}{h}}}. So, if we know thatf(x){\displaystyle f^{\prime }(x)} andg(x){\displaystyle g^{\prime }(x)} both exist, we will know thatlimh0f(x+h)f(x)h{\textstyle \lim _{h\to 0}{\frac {f(x+h)-f(x)}{h}}} andlimh0g(x+h)g(x)h{\textstyle \lim _{h\to 0}{\frac {g(x+h)-g(x)}{h}}} both individually exist. This allows us to use the coefficient law for limits to write

limh0af(x+h)f(x)h=alimh0f(x+h)f(x)h{\displaystyle \lim _{h\to 0}a{\frac {f(x+h)-f(x)}{h}}=a\lim _{h\to 0}{\frac {f(x+h)-f(x)}{h}}}

and

limh0bg(x+h)g(x)h=blimh0g(x+h)g(x)h.{\displaystyle \lim _{h\to 0}b{\frac {g(x+h)-g(x)}{h}}=b\lim _{h\to 0}{\frac {g(x+h)-g(x)}{h}}.}

With this, we can go back to apply the limit law for the sum of limits, since we know thatlimh0af(x+h)f(x)h{\textstyle \lim _{h\rightarrow 0}a{\frac {f(x+h)-f(x)}{h}}} andlimh0bg(x+h)g(x)h{\textstyle \lim _{h\rightarrow 0}b{\frac {g(x+h)-g(x)}{h}}} both individually exist. From here, we can directly go back to the derivative we were working on.j(x)=limh0(af(x+h)f(x)h+bg(x+h)g(x)h)=limh0(af(x+h)f(x)h)+limh0(bg(x+h)g(x)h)=alimh0(f(x+h)f(x)h)+blimh0(g(x+h)g(x)h)=af(x)+bg(x){\displaystyle {\begin{aligned}j^{\prime }(x)&=\lim _{h\rightarrow 0}\left(a{\frac {f(x+h)-f(x)}{h}}+b{\frac {g(x+h)-g(x)}{h}}\right)\\&=\lim _{h\rightarrow 0}\left(a{\frac {f(x+h)-f(x)}{h}}\right)+\lim _{h\rightarrow 0}\left(b{\frac {g(x+h)-g(x)}{h}}\right)\\&=a\lim _{h\rightarrow 0}\left({\frac {f(x+h)-f(x)}{h}}\right)+b\lim _{h\rightarrow 0}\left({\frac {g(x+h)-g(x)}{h}}\right)\\&=af^{\prime }(x)+bg^{\prime }(x)\end{aligned}}}Finally, we have shown what we claimed in the beginning:j(x)=af(x)+bg(x){\displaystyle j^{\prime }(x)=af^{\prime }(x)+bg^{\prime }(x)}.

Sum

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Letf,g{\displaystyle f,g} be functions. Letj{\displaystyle j} be a function, wherej{\displaystyle j} is defined only wheref{\displaystyle f} andg{\displaystyle g} are both defined.(In other words, the domain ofj{\displaystyle j} is the intersection of the domains off{\displaystyle f} andg{\displaystyle g}.) Letx{\displaystyle x} be in the domain ofj{\displaystyle j}. Letj(x)=f(x)+g(x){\displaystyle j(x)=f(x)+g(x)}.

We want to prove thatj(x)=f(x)+g(x){\displaystyle j^{\prime }(x)=f^{\prime }(x)+g^{\prime }(x)}.

By definition, we can see that

j(x)=limh0j(x+h)j(x)h=limh0(f(x+h)+g(x+h))(f(x)+g(x))h=limh0(f(x+h)f(x)h+g(x+h)g(x)h){\displaystyle {\begin{aligned}j^{\prime }(x)&=\lim _{h\rightarrow 0}{\frac {j(x+h)-j(x)}{h}}\\&=\lim _{h\rightarrow 0}{\frac {\left(f(x+h)+g(x+h)\right)-\left(f(x)+g(x)\right)}{h}}\\&=\lim _{h\rightarrow 0}\left({\frac {f(x+h)-f(x)}{h}}+{\frac {g(x+h)-g(x)}{h}}\right)\\\end{aligned}}}In order to use the law for the sum of limits here, we need to show that the individual limits,limh0f(x+h)f(x)h{\textstyle \lim _{h\rightarrow 0}{\frac {f(x+h)-f(x)}{h}}} andlimh0g(x+h)g(x)h{\textstyle \lim _{h\rightarrow 0}{\frac {g(x+h)-g(x)}{h}}} both exist. By definition,f(x)=limh0f(x+h)f(x)h{\textstyle f^{\prime }(x)=\lim _{h\rightarrow 0}{\frac {f(x+h)-f(x)}{h}}}andg(x)=limh0g(x+h)g(x)h{\textstyle g^{\prime }(x)=\lim _{h\rightarrow 0}{\frac {g(x+h)-g(x)}{h}}}, so the limits exist whenever the derivativesf(x){\displaystyle f^{\prime }(x)} andg(x){\displaystyle g^{\prime }(x)} exist. So, assuming that the derivatives exist, we can continue the above derivation

j(x)=limh0(f(x+h)f(x)h+g(x+h)g(x)h)=limh0f(x+h)f(x)h+limh0g(x+h)g(x)h=f(x)+g(x){\displaystyle {\begin{aligned}j^{\prime }(x)&=\lim _{h\rightarrow 0}\left({\frac {f(x+h)-f(x)}{h}}+{\frac {g(x+h)-g(x)}{h}}\right)\\&=\lim _{h\rightarrow 0}{\frac {f(x+h)-f(x)}{h}}+\lim _{h\rightarrow 0}{\frac {g(x+h)-g(x)}{h}}\\&=f^{\prime }(x)+g^{\prime }(x)\end{aligned}}}


Thus, we have shown what we wanted to show, that:j(x)=f(x)+g(x){\displaystyle j^{\prime }(x)=f^{\prime }(x)+g^{\prime }(x)}.

Difference

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Letf,g{\displaystyle f,g} be functions. Letj{\displaystyle j} be a function, wherej{\displaystyle j} is defined only wheref{\displaystyle f} andg{\displaystyle g} are both defined. (In other words, the domain ofj{\displaystyle j} is the intersection of the domains off{\displaystyle f} andg{\displaystyle g}.) Letx{\displaystyle x} be in the domain ofj{\displaystyle j}. Letj(x)=f(x)g(x){\displaystyle j(x)=f(x)-g(x)}.

We want to prove thatj(x)=f(x)g(x){\displaystyle j^{\prime }(x)=f^{\prime }(x)-g^{\prime }(x)}.

By definition, we can see that:j(x)=limh0j(x+h)j(x)h=limh0(f(x+h)(g(x+h))(f(x)g(x))h=limh0(f(x+h)f(x)hg(x+h)g(x)h){\displaystyle {\begin{aligned}j^{\prime }(x)&=\lim _{h\rightarrow 0}{\frac {j(x+h)-j(x)}{h}}\\&=\lim _{h\rightarrow 0}{\frac {\left(f(x+h)-(g(x+h)\right)-\left(f(x)-g(x)\right)}{h}}\\&=\lim _{h\rightarrow 0}\left({\frac {f(x+h)-f(x)}{h}}-{\frac {g(x+h)-g(x)}{h}}\right)\\\end{aligned}}}

In order to use the law for the difference of limits here, we need to show that the individual limits,limh0f(x+h)f(x)h{\textstyle \lim _{h\rightarrow 0}{\frac {f(x+h)-f(x)}{h}}} andlimh0g(x+h)g(x)h{\textstyle \lim _{h\rightarrow 0}{\frac {g(x+h)-g(x)}{h}}} both exist. By definition,f(x)=limh0f(x+h)f(x)h{\textstyle f^{\prime }(x)=\lim _{h\rightarrow 0}{\frac {f(x+h)-f(x)}{h}}} and thatg(x)=limh0g(x+h)g(x)h{\textstyle g^{\prime }(x)=\lim _{h\rightarrow 0}{\frac {g(x+h)-g(x)}{h}}}, so these limits exist whenever the derivativesf(x){\displaystyle f^{\prime }(x)} andg(x){\displaystyle g^{\prime }(x)} exist. So, assuming that the derivatives exist, we can continue the above derivation

j(x)=limh0(f(x+h)f(x)hg(x+h)g(x)h)=limh0f(x+h)f(x)hlimh0g(x+h)g(x)h=f(x)g(x){\displaystyle {\begin{aligned}j^{\prime }(x)&=\lim _{h\rightarrow 0}\left({\frac {f(x+h)-f(x)}{h}}-{\frac {g(x+h)-g(x)}{h}}\right)\\&=\lim _{h\rightarrow 0}{\frac {f(x+h)-f(x)}{h}}-\lim _{h\rightarrow 0}{\frac {g(x+h)-g(x)}{h}}\\&=f^{\prime }(x)-g^{\prime }(x)\end{aligned}}}

Thus, we have shown what we wanted to show, that:j(x)=f(x)g(x){\displaystyle j^{\prime }(x)=f^{\prime }(x)-g^{\prime }(x)}.

Constant coefficient

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Letf{\displaystyle f} be a function. LetaR{\displaystyle a\in \mathbb {R} };a{\displaystyle a} will be the constant coefficient. Letj{\displaystyle j} be a function, where j is defined only wheref{\displaystyle f} is defined. (In other words, the domain ofj{\displaystyle j} is equal to the domain off{\displaystyle f}.) Letx{\displaystyle x} be in the domain ofj{\displaystyle j}. Letj(x)=af(x){\displaystyle j(x)=af(x)}.

We want to prove thatj(x)=af(x){\displaystyle j^{\prime }(x)=af^{\prime }(x)}.

By definition, we can see that:

j(x)=limh0j(x+h)j(x)h=limh0af(x+h)af(x)h=limh0af(x+h)f(x)h{\displaystyle {\begin{aligned}j^{\prime }(x)&=\lim _{h\rightarrow 0}{\frac {j(x+h)-j(x)}{h}}\\&=\lim _{h\rightarrow 0}{\frac {af(x+h)-af(x)}{h}}\\&=\lim _{h\rightarrow 0}a{\frac {f(x+h)-f(x)}{h}}\\\end{aligned}}}

Now, in order to use a limit law for constant coefficients to show that

limh0af(x+h)f(x)h=alimh0f(x+h)f(x)h{\displaystyle \lim _{h\rightarrow 0}a{\frac {f(x+h)-f(x)}{h}}=a\lim _{h\rightarrow 0}{\frac {f(x+h)-f(x)}{h}}} we need to show thatlimh0f(x+h)f(x)h{\textstyle \lim _{h\rightarrow 0}{\frac {f(x+h)-f(x)}{h}}} exists.However,f(x)=limh0f(x+h)f(x)h{\textstyle f^{\prime }(x)=\lim _{h\rightarrow 0}{\frac {f(x+h)-f(x)}{h}}}, by the definition of the derivative. So, iff(x){\displaystyle f^{\prime }(x)} exists, thenlimh0f(x+h)f(x)h{\textstyle \lim _{h\rightarrow 0}{\frac {f(x+h)-f(x)}{h}}} exists.

Thus, if we assume thatf(x){\displaystyle f^{\prime }(x)} exists, we can use the limit law and continue our proof.

j(x)=limh0af(x+h)f(x)h=alimh0f(x+h)f(x)h=af(x){\displaystyle {\begin{aligned}j^{\prime }(x)&=\lim _{h\rightarrow 0}a{\frac {f(x+h)-f(x)}{h}}\\&=a\lim _{h\rightarrow 0}{\frac {f(x+h)-f(x)}{h}}\\&=af^{\prime }(x)\\\end{aligned}}}

Thus, we have proven that whenj(x)=af(x){\displaystyle j(x)=af(x)}, we havej(x)=af(x){\displaystyle j^{\prime }(x)=af^{\prime }(x)}.

See also

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References

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  1. ^Blank, Brian E.; Krantz, Steven George (2006),Calculus: Single Variable, Volume 1, Springer, p. 177,ISBN 9781931914598.
  2. ^Strang, Gilbert (1991),Calculus, Volume 1, SIAM, pp. 71–72,ISBN 9780961408824.
  3. ^Stroyan, K. D. (2014),Calculus Using Mathematica, Academic Press, p. 89,ISBN 9781483267975.
  4. ^Estep, Donald (2002), "20.1 Linear Combinations of Functions",Practical Analysis in One Variable,Undergraduate Texts in Mathematics, Springer, pp. 259–260,ISBN 9780387954844.
  5. ^Zorn, Paul (2010),Understanding Real Analysis, CRC Press, p. 184,ISBN 9781439894323.
  6. ^Gockenbach, Mark S. (2011),Finite-Dimensional Linear Algebra, Discrete Mathematics and Its Applications, CRC Press, p. 103,ISBN 9781439815649.
  7. ^"Differentiation Rules".CEMC's Open Courseware. Retrieved3 May 2022.
  8. ^Dawkins, Paul."Proof Of Various Derivative Properties".Paul's Online Notes. Retrieved3 May 2022.
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