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The Timpson Lyceum · Real Analysis (2020)

Lecture 14 (Real Analysis 2020)

Overview

This lecture introduces two major differentiation rules: the derivative of an inverse function and the chain rule (the derivative of a composition of two functions). Both are proven rigorously from the limit definition of the derivative, with the inverse-function rule resting on the fact that a strictly monotone continuous function has a continuous inverse. The conceptual heart of the lecture is staying disciplined about which variable belongs to which function — confusing where you evaluate f−1′f^{-1}{}' is the single most common mistake. The payoff is the general power rule: combining the inverse rule (for x1/nx^{1/n}) with the chain rule (for compositions) extends ddxxn=nxn−1\frac{d}{dx}x^n = n x^{n-1} from integer exponents to all rational exponents.

Key Concepts

Geometric intuition for the inverse derivative. A derivative is the slope of a function at a point. The inverse function swaps the roles of xx and yy (reflecting the graph, or equivalently swapping the axes). At the same geometric point, the slope ΔyΔx\frac{\Delta y}{\Delta x} becomes ΔxΔy\frac{\Delta x}{\Delta y} — the reciprocal. So if f′(x0)=mf'(x_0) = m, then (f−1)′(y0)=1m(f^{-1})'(y_0) = \frac{1}{m}.

The biggest gotcha — where you evaluate. The inverse derivative is taken at y0=f(x0)y_0 = f(x_0), not at x0x_0:

(f−1)′(y0)  =  1f′(x0),y0=f(x0).(f^{-1})'(y_0) \;=\; \frac{1}{f'(x_0)}, \qquad y_0 = f(x_0).

It is wrong to write (f−1)′(x0)=1f′(x0)(f^{-1})'(x_0) = \frac{1}{f'(x_0)}. Plugging x0x_0 into ff gives y0y_0; to recover x0x_0 you must plug y0y_0 into f−1f^{-1}. Keeping one variable tied to each function (write x=f−1(y)x = f^{-1}(y) and y=f(x)y = f(x), never re-using xx for both) prevents the confusion.

Inverse Function Theorem (derivative form). Let II be an open interval containing x0x_0 and let f:I→Rf : I \to \mathbb{R} be strictly monotone and continuous. Suppose f′(x0)f'(x_0) exists and f′(x0)≠0f'(x_0) \neq 0. Then f−1f^{-1} is differentiable at y0=f(x0)y_0 = f(x_0) and

(f−1)′(y0)  =  1f′(x0).(f^{-1})'(y_0) \;=\; \frac{1}{f'(x_0)}.

Chain rule. For the composition g∘fg \circ f, the derivative is the derivative of the outside (evaluated at the inside) times the derivative of the inside:

(g∘f)′(x0)  =  g′(f(x0))⋅f′(x0).(g \circ f)'(x_0) \;=\; g'\big(f(x_0)\big)\cdot f'(x_0).

The name "chain" reflects that a longer tower of nested functions produces a product chain of derivatives.

Auxiliary-function technicality in the chain-rule proof. Writing g(y)−g(y0)y−y0\dfrac{g(y)-g(y_0)}{y-y_0} with y=f(x)y = f(x) risks dividing by zero, because without strict monotonicity yy can equal y0y_0 at points other than x0x_0. Define

h(y)={g(y)−g(y0)y−y0,y≠y0,g′(y0),y=y0,h(y) = \begin{cases} \dfrac{g(y)-g(y_0)}{y-y_0}, & y \neq y_0,\\ g'(y_0), & y = y_0, \end{cases}

which "fills the hole" at y0y_0 without changing any limit (the limit at a removable hole is unaffected by the value there). Then lim⁡y→y0h(y)=g′(y0)\lim_{y\to y_0} h(y) = g'(y_0) holds in both cases, and the proof goes through without ever dividing by zero.

General power rule (rational exponents). For f(x)=xrf(x) = x^r on (0,∞)(0,\infty) with r∈Qr \in \mathbb{Q}:

ddx xr  =  r x r−1.\frac{d}{dx}\, x^{r} \;=\; r\, x^{\,r-1}.

Built in stages: integer exponents (earlier), then x1/nx^{1/n} via the inverse rule (it is the inverse of xnx^n), then any r=m/nr = m/n by writing xm/n=(x1/n)mx^{m/n} = \big(x^{1/n}\big)^{m} and applying the chain rule. Writing r=mnr = \tfrac{m}{n} with n∈Nn \in \mathbb{N} keeps the root's domain non-negative.

Worked Example

Verify the inverse-derivative rule for f(x)=x2f(x) = x^2 on (0,∞)(0,\infty) at x0=3x_0 = 3, so y0=f(3)=9y_0 = f(3) = 9. Here f′(x)=2xf'(x) = 2x, giving f′(3)=6f'(3) = 6, so we expect (f−1)′(9)=16(f^{-1})'(9) = \tfrac{1}{6}. The inverse is f−1(y)=yf^{-1}(y) = \sqrt{y}; compute its derivative at 99 directly from the definition, rationalizing the difference quotient:

(f−1)′(y0)=lim⁡y→y0f−1(y)−f−1(y0)y−y0(f−1)′(9)=lim⁡y→9y−3y−9=lim⁡y→9y−3(y−3)(y+3)=lim⁡y→91y+3=19+3=16.\begin{aligned} (f^{-1})'(y_0) &= \lim_{y \to y_0} \frac{f^{-1}(y) - f^{-1}(y_0)}{y - y_0} \\ (f^{-1})'(9) &= \lim_{y \to 9} \frac{\sqrt{y} - 3}{y - 9} = \lim_{y \to 9} \frac{\sqrt{y} - 3}{(\sqrt{y}-3)(\sqrt{y}+3)} \\ &= \lim_{y \to 9} \frac{1}{\sqrt{y} + 3} = \frac{1}{\sqrt{9} + 3} = \frac{1}{6}. \end{aligned}

This matches 1f′(3)=16\tfrac{1}{f'(3)} = \tfrac{1}{6}. Note the evaluation point is y0=9y_0 = 9, not x0=3x_0 = 3 — evaluating the inverse derivative at 33 would be the classic error.

Summary