MA1102R CALCULUS

Lesson 8
Wang Fei

matwf@nus.edu.sg

Department of Mathematics
Office: S14-02-09
Tel: 6516-2937

Chapter 3:Derivatives 2
Proof of Chain Rule . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3

Chapter 4: Application of Differentiation 5

Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
Extreme Values . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
Local Max & Min. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
Extreme Value Thm . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
Finding Extrema . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
Fermat’s Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
Closed Int. Method. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
Fermat’s Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25

1
Chapter 3:
Derivatives 2 / 26

Proof of the Chain Rule

∆y dy
• Recall that as ∆x → 0, → = g ′(a).
∆x dx
∆y
◦ Let ǫ1 = − g ′ (a) for ∆x 6= 0.
∆x
Then ∆x → 0 ⇒ ǫ1 → 0. Let ǫ1 = 0 if ∆x = 0.
• ∆y = (g ′(a) + ǫ1 )∆x.
∆z dz
• Similarly, as ∆y → 0, → = f ′ (b)
∆y dy
∆z
◦ Let ǫ2 = − f ′ (b) for ∆y 6= 0.
∆y
Then ∆y → 0 ⇒ ǫ2 → 0. Let ǫ2 = 0 if ∆y = 0.
• ∆z = (f ′ (b) + ǫ2 )∆y .
• Therefore, ∆z = (f ′ (b) + ǫ2 )(g ′ (a) + ǫ1 )∆x.

3 / 26

Proof of the Chain Rule

• ∆z = (f ′ (b) + ǫ2 )(g ′ (a) + ǫ1 )∆x.
∆z
◦ = (f ′ (b) + ǫ2 )(g ′ (a) + ǫ1 ).
∆x
∆x → 0 ⇒ ǫ1 → 0
⇓
∆y → 0 ⇒ ǫ2 → 0
dz  ∆z
= lim
dx x=a ∆x→0 ∆x

= lim (f ′ (b) + ǫ2 )(g ′(a) + ǫ1 )
∆x→0
= lim (f ′ (b) + ǫ2 ) lim (g ′(a) + ǫ1 )
∆x→0 ∆x→0

′ ′ dz  dy 
= f (b)g (a) =   .
dy y=b dx x=a
• This completes the proof of the Chain Rule.

4 / 26

2
Chapter 4: Application of Differentiation 5 / 26

An Introduction to Optimization Problem

• The application: Optimization Problems
◦ What is the shape of a can that minimizes manufacturing costs?

◦ That is, suppose the volume of a cylinder is fixed,

we want to know when its surface has the smallest area.

6 / 26

An Introduction to Optimization Problem

• The application: Optimization Problems
◦ What is the maximum acceleration of a space shuttle?

◦ What is the radius of a contracted windpipe that expels air most rapidly during a cough?

◦ At what angle should blood vessels branch so as to minimize the energy expended by the
heart in pumping blood?
• Optimization Problem is the problem of finding the best solution from all feasible solutions.
◦ In this chapter, we are going to use the method of differentiation to solve some optimization
problems.

7 / 26

3
Absolute Maximum and Minimum Values
• Definition. Let f be a function, and D be its domain.
◦ f has an global (or absolute) maximum at c ∈ D
⇐⇒ f (c) ≥ f (x) for all x ∈ D .
◦ f has an global (or absolute) minimum at c ∈ D
⇐⇒ f (c) ≤ f (x) for all x ∈ D .
◦ The absolute maximum and absolute minimum are called the (absolute) extreme values.
y
b

c2

O c1 x

8 / 26

Example
• Let f (x) = 3x4 − 16x3 + 18x2 on [−1, 3.5].
b y

b
3 3.5
b
−1 O 1 x

◦ global max: highest point f (−1) = 37.

◦ global min: lowest point f (3) = −27.
◦ What can we say about other “turning points” and “end points”?

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4
Local Maximum and Local Minimum
• Definition. Let f be a function with domain D .
◦ f has a local (or relative) maximum at c ∈ D
⇐⇒ f (c) ≥ f (x) for all x near c
(i.e., for all x in an open interval containing c)
◦ f has a local (or relative) minimum at c ∈ D
⇐⇒ f (c) ≤ f (x) for all x near c
b (i.e.,y for all x in an open interval containing c)

local max

b 3 3.5
b
−1 O 1 x

b
local min
b

10 / 26

Examples
• Local max/min may not be global max/min:
y
b

O x

• Global max/min may not be local max/min:

y b

O x

11 / 26

5
Extreme Value Theorem
• Extreme Value Theorem.
If f is continuous on a finite closed interval [a, b],
◦ then f attains extreme values on [a, b].
Precisely, f attains an
◦ absolute maximum value f (c) at some c ∈ [a, b],
◦ absolute minimum value f (d) at some d ∈ [a, b].
(The proof requires the “compactness” of finite closed interval. It is omitted in our course.)

• Note. Similarly as the “Intermediate Value Theorem”, the “Extreme Value Theorem” only
shows the existence of the extreme values.
We shall introduce a method to find out the exact value of extreme values.

12 / 26

Remarks on Extreme Value Theorem

• The continuity is compulsory:
y

O x

• The interval should be finite:

y

O x

• The interval must be closed:

y

O x

13 / 26

6
Remarks on Extreme Value Theorem
• The extreme value may be attained more than once:
y
b b b b

x
O

b b b b

• Exercise: By combining the Intermediate Value Theorem and Extreme Value Theorem, we
can show that
◦ If f : [a, b] → R is a continuous function defined on a finite closed interval, then
the range of f is again a finite closed interval.
In other words, continuous function sends finite closed interval to finite closed interval.

14 / 26

Where are the Extreme Values?

• The extreme value may be obtained at the endpoints.
y
b

x
O
b

• If the extreme value is not obtained at the end points,

y
b

O x
b

by definition it must occur as a local max or a local min.

15 / 26

7
Finding the Extreme Values
• Let f be a continuous function on closed interval [a, b].
1. Compute the values at endpoints: f (a), f (b).
2. Find local max and local min of f on (a, b).
3. Compare the values obtained above to seek out the extreme values:

◦ The largest is the absolute maximum,

◦ The smallest is the absolute minimum.

• The 1st and the 3rd steps are easy.

How to find the local max and local min of f on (a, b)?
◦ From the graphs, it seems that the local max and local min always occur at the “turning points”.

16 / 26

Examples
• Consider the following functions:
y y
y = −x3 + 2x2 − x + 1
y = x2 − 8x + 9
b
b
y = 2x − 8

x
O x O

b y = −3x2 + 4x − 1

 f “turns” ⇔ f ′ = 0,
◦ It seems that f is increasing ⇔ f ′ > 0,
f is decreasing ⇔ f ′ < 0.


◦ In fact, “f turns” ; “f ′ = 0” and “f ′ = 0” ; “f turns”.

Their relation is given by Fermat’s Theorem.

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8
Fermat’s Theorem
• Fermat’s Theorem.
◦ Suppose f has a local maximum or local minimum at c.
If f ′ (c) exists, then f ′ (c) = 0.
• Pierre de Fermat (1601–1665), French Lawyer.
◦ Fermat’s Last Theorem: xn + y n = z n has no nontrivial integer solution for n ≥ 3.
◦ He wrote: “I have discovered a truly remarkable proof which this margin is too small to contain.”
• Note. We CANNOT find the local maximum and local minimum by simply solving f ′ (x) = 0.
◦ Even if f ′ (c) = 0, f may not have a local maximum or local minimum at c.
◦ Even if f has a local maximum or a local minimum at c, f ′ (c) may not exist, and so f ′ (c) may
not be 0.

18 / 26

Examples
• “f ′ (c) = 0 ; f has local max or local min at c” .
◦ Let f (x) = x3 . Then f ′ (x) = 3x2 and f ′ (0) = 0.
But f has no local max or local min at 0.
• “f has local max or local min at c ; f ′ (c) = 0”.
◦ Let g(x) = |x|. Then f is a local minimum at 0.
But f ′ (0) does not exist.
y y

y = x3

b
O x

y = |x|

b
O x

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9
Critical Number
• Consider the following diagram:

f ′ (c) does not exist f ′ (c) = 0

f has local max/min at c

• Definition. Let f be a function with domain D . Then c ∈ D is called a critical number of f if

◦ f ′ (c) does not exist, or f ′ (c) exists and equals 0.

20 / 26

Closed Interval Method

• Fermat’s Theorem (Rephrased).
If f has a local maximum or a local minimum at c,
◦ then c is a critical number of f .

• Closed Interval Method:

Let f be a continuous function on interval [a, b].
1) Find the values of f at end points: x = a, x = b,
2) Find the values of f at critical numbers of f in (a, b):

◦ number c ∈ (a, b) at which f ′ (c) does not exist, or

◦ number c ∈ (a, b) at which f ′ (c) = 0.

3) Compare the values of f (x) evaluated in 1) and 2):

◦ The largest is the absolute maximum value.

◦ The smallest is the absolute minimum value.

21 / 26

10
Examples
3
• Find the extreme values of f (x) = x 5 (4 − x) on [−1, 3].
y
b
b
−1
b
O 1.5 3 x 1) End points: −1, 3

b
2) Critical numbers: 0, 1.5
3 3
f (x) = (x ) (4 − x) + x 5 (4 − x)′
′ 5
′

3 2 3 4(3 − 2x)
= x− 5 (4 − x) − x 5 = 2 .
5 5x 5
• f ′ (x) does not exist ⇒ x = 0,
• f ′ (x) = 0 ⇒ x = 1.5.
3) Comparing f (−1), f (3), f (0), f (1.5),
• Absolute maximum: f (1.5) ≈ 3.1886.
• Absolute minimum: f (−1) = −5.

22 / 26

Examples
• Let f (x) = x3 − 3x2 + 1 be defined on [− 21 , 4].
1) End points: − 12 and 4.
2) Critical numbers: 0 and 2.
◦ f ′ (x) = 3x2 − 6x = 3x(x − 2),
f ′ (x) = 0 ⇒ x = 0, 2.
3) f (− 12 ) = 18 , f (0) = 1, f (2) = −3, f (4) = 17.

◦ Absolute maximum: f (4) = 17.

◦ Absolute minimum: f (2) = −3.
y b

b
2 x
b

−1 O b 4
2

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11
Examples
√
3
• Let f (x) = x2 − x be defined on [−1, 2].
1 2x − 1
◦ f ′ (x) = (x2 − x)−2/3 (2x − 1) = .
3 3(x2 − x)2/3
• f (x) does not exist: x = 0, x = 1;
′

• f (x) = 0:
′
x = 12 .
y
b b

1
2 x
b b

−1 O 1 2

√
3
◦ Absolute maximum: f (−1) = f (2) = 2.
1
◦ Absolute minimum: f ( 12 ) = −√
3
.
4
24 / 26

Proof of Fermat’s Theorem

• Fermat’s Theorem. If f has a local maximum or a local minimum at c and f ′ (c) exists, then
f ′ (c) = 0.
• Proof. Suppose f has a local minimum at c. Then
f (c) ≤ f (x) for all x near c.
y

b
◦ f ′ (c) ≥ 0

O c x

f (x) − f (c)
◦ Let x > c near c. Then 0 ≤ .
x−c
f (x) − f (c) f (x) − f (c)
0 ≤ lim+ = lim = f ′ (c).
x→c x−c x→c x−c

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12
Proof of Fermat’s Theorem
• Fermat’s Theorem. If f has a local maximum or a local minimum at c and f ′ (c) exists, then
f ′ (c) = 0.
• Proof. Suppose f has a local minimum at c. Then
f (c) ≤ f (x) for all x near c.
y
◦ f ′ (c) ≥ 0
b
◦ f ′ (c) ≤ 0
b

∴ f ′ (c) = 0
O x c

f (x) − f (c)
◦ Let x < c near c. Then 0 ≥ .
x−c
f (x) − f (c) f (x) − f (c)
0 ≥ lim− = lim = f ′ (c).
x→c x−c x→c x−c

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