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Prove the chain rule without a hidden division and separate differentiability, derivative continuity and invertibility.
Read differentiability as linear approximation, handle zero inner increments in the chain rule, construct a differentiable function with discontinuous derivative, and state sufficient hypotheses for a local differentiable inverse. Unless an endpoint is explicitly mentioned, the function is defined on an open neighborhood of the point.
Differentiability at means a finite limit of the difference quotient. Equivalently,
Define the error quotient for nonzero and give it value zero at zero. This form is the precise content of a tangent approximation. It implies continuity by letting the increment tend to zero, but does not by itself supply a numerical error constant or a bound on the second derivative.
A vertical or one-sided infinite slope is not a finite derivative under this definition. At a domain endpoint, a one-sided derivative may be a separately named object; it must not be silently identified with an unavailable two-sided derivative.
Suppose is differentiable at , is differentiable at , and the nearby composition is defined. Write
with . Let . Continuity of ensures . Substitution gives
This proof never divides by , which may be zero for infinitely many increments. The familiar product of two difference quotients needs an extra case when its proposed denominator is zero; the error-function proof includes that case automatically.
For a quotient , the requirement plus continuity of gives a neighborhood where . Thus the quotient is locally defined and its derivative formula can be justified. Merely writing a squared denominator in the final answer does not prove this local domain fact.
Define and for . The difference quotient at zero is , tending to zero by squeezing. Hence . Away from zero,
At , the derivative is minus one; at , it is plus one. Both sequences approach zero, so the derivative has no limit there. The original function is differentiable everywhere, while its derivative is discontinuous at zero.
This example does not imply derivatives can have arbitrary jump discontinuities; that is a different theorem question. It establishes only the precise distinction needed here: differentiability of at a point does not assert continuity of there. The notation explicitly adds continuous first derivative and is stronger than mere differentiability.
Let for and for . Its value at zero is one. Continuity requires . With that value, the left derivative is and the right derivative one, so differentiability requires . For those parameters the derivative equals one on the negative side and on the positive side, tending to one from both sides, so is at zero.
But the derivative's one-sided slopes at zero are zero and one, so the second derivative does not exist there. Matching a function value, a first derivative and a second derivative are separate conditions. Checking only the original branch values cannot establish any higher differentiability.
Let be on an open interval around and suppose . Then on a smaller interval it is one-to-one, its image is an interval around , and its inverse is continuously differentiable there with
Proof. By derivative continuity, shrink so that has a fixed nonzero sign and stays bounded away from zero. The mean value theorem makes strictly monotone on that interval. Continuity and the intermediate value theorem make its image an interval, and the two-sided neighborhood of gives nearby output values on both sides of . The inverse is continuous: images of nearby points on opposite sides of an input bracket its inverse value. For near ,
using inverse continuity and the nonzero derivative. The derivative formula is continuous because and the inverse are continuous and the denominator remains nonzero. Thus existence, continuity and differentiation have all been justified in that order.
These are sufficient hypotheses, not necessary ones. The function has a continuous inverse despite a zero derivative at zero, but its inverse has no finite derivative there. Conversely a nonzero derivative at one point, without suitable neighborhood information, does not alone guarantee local injectivity.
Define and for . Its derivative at zero is one because . For nonzero inputs,
Along it is for sufficiently large . Along it is . Both occur arbitrarily near zero.
A continuous injective function on an interval must be strictly monotone: otherwise three ordered points exhibit a peak or trough, and a height between the middle value and both endpoint values is attained twice by the intermediate value theorem. An increasing differentiable function has nonnegative derivatives, while a decreasing one has nonpositive derivatives, directly from its difference quotients. The two signs above therefore rule out injectivity on every interval around zero. The inverse theorem is not contradicted: derivative continuity, the hypothesis that ensured a sign on a whole neighborhood, fails.
A function has a continuous first derivative, a stronger condition than differentiability. A linear error form states exactly what the tangent approximates. A local inverse requires one-to-one behavior on a neighborhood, not only a formally nonzero slope in a formula. Chain and inverse rules are limiting theorems with domain conditions; making those conditions explicit prevents hidden zero divisions and unsupported branch claims.
Work over the ordered real numbers, with the Archimedean property, positive-integer induction and the usual absolute-value triangle inequality. A sequence converges to a finite real when every admits an that works for every .
Uniqueness, boundedness and subsequences. If and , require both errors below at the same sufficiently large index. The triangle inequality gives , a contradiction. For boundedness, require in the tail, and take a maximum of and the finitely many initial absolute values. For a subsequence , induction gives ; hence every tail threshold for the original sequence also works eventually for the subsequence.
Sum, scalar and product. If , , choose both input errors below ; then
For a fixed scalar use input tolerance ; is immediate. Choose bounding all . Require
The common later threshold gives .
Reciprocal and quotient. If , first require , ensuring and nonzero denominators. Then
Requiring also proves reciprocal convergence. The product law now proves . Any undefined initial quotients may be omitted; convergence is a tail assertion.
Order and squeeze. If eventually and , , then : otherwise errors below would force . If eventually and both outer limits are , require both errors below . Then , proving . This proof does not require a previously known limit of .
For the corresponding function-limit laws, fix a common allowed approach domain and an accumulation point of : every punctured neighborhood of contains a point of . Let have the stated finite relative-domain limits at . Replace each tail threshold in the displayed estimates by a punctured-domain radius, and take the minimum of finitely many positive radii. For the product proof only local boundedness is needed: gives on a sufficiently small punctured -neighborhood, even if is unbounded elsewhere on . The same estimates prove sum, scalar, product, reciprocal and quotient laws with their stated nonzero limiting-denominator condition; the same order and squeeze estimates apply on the common approach domain. Accumulation supplies actual points when proving uniqueness or excluding an incompatible order of limiting values.
For composition let , let , and let be continuous at relative to . Suppose tends to and throughout some sufficiently small punctured -neighborhood of . Given , continuity supplies such that and imply . The limit of and the composition-domain condition supply a common positive radius forcing both conditions for every allowed approaching . Thus . This includes inputs with and does not divide by an inner increment.
Geometric classification. Bernoulli's bound for follows by induction: multiply the case by the positive and retain the nonnegative remainder . If , set . Thus
For any requested tolerance, the Archimedean property supplies making the right side smaller. Hence for by ; gives zero for every positive index. At the sequence is constantly one. At , the even and odd subsequences are one and minus one, so uniqueness and subsequence inheritance exclude convergence. If , Bernoulli with gives . If , by the same argument, contradicting boundedness of any convergent real sequence. These cases exhaust all real ratios.
Definition
A subsequence of is where are positive integers. If , then every subsequence converges to because and therefore eventually lies beyond any prescribed index.
Theorem
Every bounded real sequence has a convergent subsequence.
Proof
Place every term in a closed bounded interval . Bisect it. At least one half contains infinitely many terms; choose that half as . Continue, obtaining nested closed intervals of lengths tending to zero, each containing infinitely many terms. Choose indices strictly increasing with ; this is possible because each interval contains infinitely many terms. Completeness gives a common point in all intervals: the supremum of their left endpoints lies in each interval because every left endpoint is at most every right endpoint. Since , their distance is at most the interval length and tends to zero.
The conclusion is about a subsequence, not necessarily the whole sequence. For example, has constant subsequences converging to and , but does not converge.
Work on the real line in the usual classical set-theoretic setting, with countable witness selections available. A set is open when every in has some with contained in . We use the Archimedean consequence that tends to zero. For every subset of the real line, the following conditions are equivalent:
Proof of 2 implies 1. Suppose belongs to and tends to . If were outside , openness would give with disjoint from . Convergence gives a threshold after which , contradicting in . Therefore belongs to .
Proof of 1 implies 2. Fix outside . If no positive-radius interval around avoided , then for every positive integer there would be a point in with . Choose these witnesses as a sequence. Given , choose with . For , , so tends to . Condition 1 would force into , a contradiction. Hence some interval around avoids . This holds for every point of the complement, proving it open. The witness-sequence step uses the stated classical setting; this proof is not offered as a theorem about choice-free foundations. If is empty there is no sequence in , and its complement is the whole open line. If is the whole line, its empty complement is open vacuously. Both edge cases also satisfy the equivalence.
A set is compact if every family of open sets whose union contains has a finite subfamily still covering . A set is closed if it contains all limits of convergent sequences of its points, equivalently if its complement is open. Sequential compactness means every sequence in has a subsequence converging to a member of .
The empty set is compact, closed and bounded, and sequentially compact vacuously. In proofs using a selected point or an infinite sequence, treat that case separately. We may assume the real completeness property and its nested-interval and Bolzano–Weierstrass consequences from the earlier sequence units.
For , the following are equivalent: compactness by open covers; closedness and boundedness; sequential compactness.
Compact implies closed and bounded. The intervals , , cover , hence . A finite subcover gives a bound. To show closedness, take . For each , the interval avoids . A finite subfamily covers . Let be the minimum of their positive half-distances to . Every point in the chosen interval centered at has distance from strictly greater than . Thus misses , showing its complement open. If is empty this is immediate.
Closed and bounded implies compact. Enclose nonempty in a closed bounded interval . Suppose an open cover of has no finite subcover. Bisect . At least one closed half meets in a set not finitely coverable; otherwise two finite collections would cover . Choose such a half and repeat. We obtain nested closed intervals with lengths tending to zero, and not finitely coverable. Each intersection is nonempty; choose . The nested-interval property gives a unique common point , and because both lie in . Closedness gives . Some member of the cover contains , and openness gives a ball around inside . For large , the whole interval lies in that ball, so alone covers , a contradiction.
Closed and bounded implies sequentially compact. Every sequence in is bounded, so Bolzano–Weierstrass supplies a convergent subsequence. Closedness retains its limit in .
Sequentially compact implies closed and bounded. If unbounded, choose with ; no subsequence can converge to a finite real number, a contradiction. If is a limit of points in , choose with . A subsequence converges to a point of by sequential compactness, but it also converges to ; uniqueness of real limits gives . Thus is closed. This completes all implications.
Fix an integer and the Euclidean norm on . A set is bounded if it lies in some finite-radius ball, closed if its complement is open, and compact if every cover by open subsets of has a finite subcover. We use real completeness, including the nested closed interval property.
Theorem. A set is compact if and only if it is closed and bounded. The empty set satisfies all three properties.
Compact implies bounded. The open balls , an integer, cover . A finite subcover puts inside the largest of these balls.
Compact implies closed. Suppose and . The balls , , cover . Choose a finite subcover with centers and set . If lies in the ball centered at , the triangle inequality gives . Hence misses , so the complement is open.
Closed and bounded implies compact. Let nonempty be closed and bounded. Enclose it in a closed cube with . Suppose an open cover of has no finite subcover. Divide each coordinate interval into two closed halves. The resulting closed subcubes cover . At least one subcube has intersection with that is not finitely coverable by the given family; otherwise the finite union of the finite subcovers would cover . Select such a subcube and repeat. This produces nested closed cubes with side length and not finitely coverable, hence nonempty.
For each coordinate, the nested interval property gives a common coordinate value. Together these give . Every pair of points in has distance at most , so the intersection contains only . Choose . Then . A closed set contains such a limit: if were in its open complement, a ball around would eventually contain outside , a contradiction. Thus .
One member of the cover contains , and openness gives for some . For sufficiently large , every point of is within of , so alone covers . This contradicts the selection of . Therefore every open cover has a finite subcover. The number is finite; replacing it by infinitely many subpieces would invalidate this argument.
Theorem. If is compact and is continuous relative to , then is compact. In particular, a continuous on nonempty compact is bounded and attains its maximum and minimum.
Proof. An open cover of pulls back to relatively open sets , with open in . These cover , so finitely many suffice. Their corresponding cover , proving compactness. For scalar , the image is nonempty, closed and bounded by the theorem already proved in dimension one. Let . For each , the definition of supremum supplies with . Then , and closedness places in the image. Thus the maximum is attained. Applying the same argument to gives the minimum. This proves existence, not a formula for the maximizing input.
Fermat's necessary condition. At a differentiable interior local maximum or minimum, .
Proof. At a local maximum, sufficiently small positive increments give nonpositive difference quotients and negative increments give nonnegative ones. A two-sided derivative can satisfy both sign limits only by being zero. Negating the function treats a minimum.
The interior hypothesis matters: on has extrema at endpoints despite derivative 1. The converse fails: has zero derivative at zero but no extremum there.
Rolle's theorem. If , is continuous on , differentiable on and , then for some .
Proof. The extreme-value theorem supplies maximum and minimum. If the function is constant, every interior point works. Otherwise a value differs from the equal endpoint values, so either a maximum or a minimum occurs in the interior. Fermat's condition applies there.
Mean value theorem. Under the same continuity and differentiability hypotheses but without equal endpoint values, some satisfies .
Subtract the secant line from and apply Rolle. This proves the theorem without assuming is continuous. Consequences include: derivative zero on an interval makes the function constant; nonnegative derivative makes it nondecreasing; and on an interval gives for points in it. An interval-wide derivative bound cannot be inferred from one derivative value.
Definition
Suppose is defined at points arbitrarily close to other than . We write if for every there is such that and in the domain imply . The function is continuous at when it is defined there and this limit equals . For endpoints use the corresponding one-sided limit.
When the domain contains points arbitrarily close to on both sides, the two-sided limit exists exactly when the left- and right-hand limits both exist and agree. Polynomial functions are continuous everywhere, rational functions where the denominator is nonzero, and sums, products, quotients with nonzero denominator, and compositions of continuous functions are continuous where defined. In radian measure the standard limit is ; it supports the derivative of sine later. Limits at and describe the two directions separately; neither infinity is a real input.
Theorem
If is continuous on , it attains a maximum and a minimum there. If lies between and , then for some . Closedness, boundedness and continuity matter for the extrema assertion; continuity on an open interval alone need not give extrema.
Proof
Assume and let . The set is nonempty and bounded above, so exists. Continuity rules out because then nearby points to the right would also be in ; it rules out because points of arbitrarily close to would then have values above . Therefore . Endpoint equality is immediate, and reversing the inequalities handles the other order.