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7. Implicit and Higher Derivatives, Inequalities, and Taylor Methods
We assume basic derivative rules, Chapter 6's limits and continuity theorems, and elementary integration. This chapter develops differential-calculus methods beyond the first chapter: implicit differentiation, the higher-order Leibniz rule, convexity and derivative inequalities, qualified l'Hôpital limits, and Taylor polynomials/series with error control.
Prove local invertibility rather than only differentiating a formally assumed inverse. Use the Euclidean norm and its induced operator norm throughout. Let be open, be , , , and invertible. We will prove that some open neighborhoods of and of make a bijection with derivative of its inverse equal to .
If a map takes a nonempty closed Euclidean ball into itself and for a fixed , then it has a unique fixed point in .
Proof. Starting from any , define . If , the inequality makes constant, and its value is the unique fixed point reached at the first iteration. For , repeated contraction gives . For , summing consecutive differences bounds by , so the sequence is Cauchy. Coordinatewise real completeness gives a limit in , and closedness keeps it in . Contraction implies continuity, so passing to the limit in makes the limit fixed. Two fixed points would have distance at most times that same distance, forcing equality. This proof also gives the stated geometric error bound to the limit.
Continuity of lets us choose with the closed ball and
For a target near , set . Its derivative has norm at most on the convex ball. Applying the one-variable fundamental theorem along a segment gives . Also
Choose with . For , the second term is less than , so maps into itself. The lemma supplies a unique satisfying . The fixed-point estimate at gives
so all these roots are interior. Let . This is open, contains , and is bijective, because uniqueness holds even on the larger closed ball.
For , compare the fixed-point equations:
Thus is Lipschitz with constant . For , the matrix has . The convergent matrix series is its inverse: multiplying finite partial sums gives , which tends to . Hence is invertible throughout .
Fix , let , and take a small increment with . Set . Differentiability of gives . The Lipschitz estimate gives , so solving yields
Therefore . The inverse matrices vary continuously: the adjugate-over-determinant formula is continuous where determinant is nonzero. Together with continuity of and , this proves is . The theorem is now proved, including existence, uniqueness, neighborhoods and regularity.
Let be , , and invertible. Define . Its block derivative is
which is invertible at . The proved inverse theorem gives a local inverse. Shrink to product neighborhoods so that solving defines a unique and includes every zero in that product neighborhood. Differentiating the identity after existence is established gives
The factor order is forced by solving the matrix equation and cannot be reversed.
If a differentiable branch exists and satisfies , the chain rule gives . Where ,
This is not a global assertion that every curve is one function of .
Worked example 1: a constraint with a vertical obstruction. For , differentiation gives , so when . At this is . Differentiating again gives , hence on that branch. At the formula cannot divide by zero; the curve has a vertical tangent and cannot be represented by a differentiable there.
For sufficiently differentiable , the th derivative of a product is
For this is the product rule. If true at order , differentiate every term. Coefficients of combine as , proving the next order by induction. The endpoint coefficients are one. This argument explains the binomial pattern, not just the first few cases.
Worked example 2: a polynomial times an exponential. For , with constant , derivatives of vanish above order two. Thus for ,
For and , the term would involve the convention for . State the displayed formula for and handle directly: the th derivative of is identically for and identically for .
Let be a nondegenerate interval. Assume is twice differentiable on its interior and there. If an endpoint belongs to , assume is continuous at that endpoint. A tangent at an included endpoint is used only when the corresponding one-sided derivative exists as a finite real number.
For interior points, the mean value theorem applied to shows that is nondecreasing. The following open-interval convexity and support-line proof gives the non-strict tangent bound for two interior points.
A function on an interval is convex if for . If is differentiable on an open interval, it is convex exactly when is nondecreasing.
Proof. A convex function has ordered secant slopes: for , rearranging the convex inequality gives . Letting approach endpoints shows and hence derivative monotonicity. Conversely if is nondecreasing, mean value points in and give the first secant slope no greater than the second. Rearranging yields the convex inequality. In particular suffices when the second derivative exists. The secant estimate also gives the support-line inequality .
If throughout the interior, the mean value theorem makes strictly increasing there. For an interior point and any with , the mean value theorem on the segment from to gives , including when is an included endpoint. With , the same argument gives the non-strict inequality.
For endpoint tangents, first compare secant slopes. If lie in , the mean value theorem on and gives
The full chord slope is a weighted average of these two slopes, so it lies between them. If in the interior, the two slopes are strictly ordered and the full chord slope lies strictly between them.
Let be an included left endpoint and let . For , the secant comparison gives
Let . The left side tends to the finite right derivative , proving . For strict positivity of , fix any . The same comparison first gives ; the strict secant comparison then gives . Thus the endpoint tangent inequality is strict. The strict inequality comes from the secant comparison at a fixed interior point.
At an included right endpoint , take . The corresponding comparison gives
where the second inequality follows by comparing secants and then taking the endpoint limit in the definition of the finite left derivative. This gives . If , the first inequality is strict for every fixed interior , so the tangent bound is strict for .
Worked example 3: two useful inequalities. Since has positive second derivative, its tangent at zero gives for all real , with equality only at zero. Alternatively define and use its derivative's sign on either side of zero.
For , define . Its derivative is , negative below one and positive above. Thus has minimum zero at one, proving . Domain is essential; this is not an inequality for a real logarithm at negative inputs.
First/second derivative tests and global endpoint checks from Chapter 1 remain distinct. A zero second derivative at a stationary input is inconclusive: has a minimum, a maximum, and neither at zero.
If are continuous on and differentiable on with , some satisfies
Proof. The auxiliary function has equal endpoint values. Rolle's theorem gives , precisely the identity. It is valid even when a denominator in a ratio formulation would be zero. Dividing to write derivative ratios requires separately checking those denominators; this is essential in proofs of L'Hopital's rule.
Identify genuine indeterminate forms, prove the rule rather than treating derivative division as algebra, and distinguish sufficient hypotheses from necessary ones. Let be differentiable on an open interval approaching an endpoint , which may be finite or , from the left. Assume is nonzero throughout a sufficiently late approach interval. The analogous right-hand approach and negative-infinity cases follow by reversing coordinates.
Cauchy's mean value theorem says that for distinct interior , some between them satisfies
The denominator cannot vanish, for otherwise Rolle's theorem on would give a zero derivative between them. This also shows takes any value, including zero, at most once there. By shortening the approach interval we may therefore ensure , so the desired quotient is defined.
If as the endpoint is approached, then provided either (i) both , or (ii) . In case (ii), no separate assumption that is unbounded is necessary.
Proof of (i). Let . Given , throughout a sufficiently late interval . Cauchy's theorem gives for any two points there. Fix and let approach the endpoint. Since , this yields , so . This argument works even when the endpoint is infinity, without pretending infinity is an endpoint value of a continuous function.
Proof of (ii). Given , set . Again take and a late interval where the derivative ratio has magnitude below . Fix one point in it. Cauchy's theorem between and a later gives . Consequently
For sufficiently late , the first term is less than and the absolute factor in the second is less than . The total is therefore less than . Since was arbitrary, the quotient tends to .
Under the same denominator assumptions, if , then in either case (i) or (ii); replace signs for a limit of .
Proof. For any real threshold , on a sufficiently late interval . Cauchy's theorem makes every incremental ratio greater than . In case (i), fix and pass the other point to the endpoint to obtain . Since can be chosen above any requested threshold, this proves divergence to . In case (ii), fix and write the incremental ratio as :
For and sufficiently late , the multiplying factor exceeds and . Therefore . Taking arbitrarily large proves divergence to . Applying the result to covers the negative-infinity limit.
Worked example 4: turn a product into a quotient. As , . The numerator tends to negative infinity and denominator to positive infinity; derivative ratio is . Thus and . Positivity of is retained through the logarithm.
The rule is not repeated differentiation of every quotient. For at zero from the right, numerator does not tend to zero, so the quotient is not of the required form. It tends to positive infinity, whereas an invalid derivative-ratio calculation would give one.
The order- Taylor polynomial at is , whose degree may be smaller than if leading derivatives vanish.
Let and let have continuous derivatives through order on the closed interval between and . Then
Consequently, if there, then .
Proof. At , the identity is the fundamental theorem . For , integrate the remainder by parts, taking and . The boundary at is zero and at contributes . The remaining integral is the order- remainder. Induction therefore yields the identity. This uses oriented integrals, so it also holds when . Taking absolute values, reversing integration limits if needed, and integrating gives the stated bound. Continuity of the highest derivative makes every use of parts and the bound valid.
This theorem provides a sufficient regularity setting, not the weakest possible hypotheses. For a Taylor series to represent at a fixed , the remainders must tend to zero as . A finite-order error bound alone does not prove that without control of its dependence on .
With , the substitution gives
This form controls either sign of . If the derivative magnitude is at most , then . Let be a nonnegative integer, let be continuous on the closed segment between and , and suppose the integral remainder above holds. If , put . The weight is positive on and has integral . When , it is the constant polynomial on all of . If is nonconstant, continuity makes and strictly positive on some interior subintervals. The weight is positive there, so the corresponding integrals are both strictly positive. Thus the weighted average lies strictly between the minimum and maximum; the intermediate value theorem gives some attaining it. If is constant, choose any interior . Therefore
This also holds for , with the sign retained in . If , directly and no intermediate point is needed.
Worked example 5: a logarithmic approximation. At , has cubic Taylor polynomial . On , the fourth derivative magnitude is , so the error is at most , and at at most . The polynomial is a controlled approximation, not an exact equality.
An infinite Taylor series represents a function at an input only if the remainder tends to zero as degree increases. For , the remainder bound is at most , which tends to zero for every fixed real . The same factorial control with derivative bound one proves the sine and cosine series:
The geometric identity gives for . Integrating its finite form with a retained remainder gives for , with the endpoint one checked by an alternating/integral remainder and negative one excluded.
Smoothness alone is insufficient. The function equal to for and zero at zero has all derivatives zero at zero, because exponential decay dominates each reciprocal power arising after differentiation. Its Taylor series is zero yet the function is positive away from zero. Thus derivative matching alone does not prove series equality.
For every integer and , finite division gives
For fixed , integrate over the oriented segment from zero to . The fundamental theorem and give
If , the absolute remainder is at most . This includes , proving convergence to there. If , write . The denominator is at least on the integration segment, so the absolute remainder is at most , which tends to zero. At , each series term is , giving divergence by the harmonic-series proof, and the real logarithm is undefined there. For , choose . The ratio of successive term magnitudes is eventually. Iteration bounds those magnitudes below by one fixed positive magnitude times growing powers of , so the terms do not tend to zero and the series diverges. Thus its real convergence set is exactly , where its sum equals .
Use the previously proved real exponential series, positivity, reciprocal law and derivative identity . Define and for . For every real , set . Choose an integer . The nonnegative exponential series gives for , hence
At nonzero inputs, induction gives for a polynomial , starting with and using . Suppose the order- derivative has this formula off zero and value zero at zero. Every polynomial has finite degree, so the estimate above first shows and then . Thus is continuous at zero, its derivative at zero exists and equals zero, and the recurrence gives the next off-zero formula. Induction proves is smooth with every derivative zero at zero. Its Taylor series there is identically zero, whereas for each . This completes the claimed counterexample without treating smoothness as analyticity.
Worked example 6: retain the first surviving term. Taylor's theorem gives near zero. Therefore . Replacing only by would erase the term that determines the limit.
Foundation
Core
Synthesis
Implicit differentiation is local and requires a nonzero relevant coefficient. Leibniz's formula follows from product-rule induction. Derivatives prove inequalities by monotonicity or convex tangents. L'Hôpital limits need specific indeterminate-limit hypotheses, not mere unboundedness. Taylor remainders control approximation and determine when an infinite expansion is genuinely equal to the function.