Question 7.T.3: Let the functions f and g be defined on the real intervals I...

Let the functions f and g be defined on the real intervals I and J, respectively, such that f(I) ⊆ J. If f is differentiable at c ∈ I, and g is differentiable at f(c), then the composed function

g \circ f : I → \mathbb{R}

is differentiable at c, where its derivative is given by

(g \circ f )^{′}(c) = g^{′}(f (c)) · f^{′}(c).

Before we prove this theorem, it is worth pointing out a quick, but false, “proof” which begins with writing

\frac{(g  \circ f  )(x) − (g  \circ  f )(c)}{x − c} = \frac{g(f(x)) − g(f(c))}{f (x) − f (c)} · \frac{f(x) − f(c)}{x − c},

and then taking the limit as x → c. But this equation is valid only if f(x)−f(c) ≠ 0. Though we know that x−c ≠ 0, we cannot assume that f(x)−f(c) ≠ 0. The following proof covers the case when f(x)−f(c) = 0.

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Let d = f(c) and define the function φ on J by

\varphi(y)= \begin{cases} \frac{g(y) − g(d)}{y − d}, &y \neq d \\ g^{′}(d), & y = d.\end{cases}

Observe that

\underset{y→d}{\lim}  \varphi(y) = g^{′}(d) = \varphi(d),

and that g(y) − g(d) = (y − d)φ(y) for all y ∈ J , including y = d.

Now let x ∈ I\{c} and y = f(x).

(g ◦ f )(x) − (g ◦ f )(c) = g(y) − g(d)

= (y − d)φ(y)

⇒ \frac{(g  \circ  f )(x) − (g  \circ  f )(c)}{x − c} = \frac{y − d}{x − c}\varphi(y)

=\frac{f(x) − f(c)}{x − c}\varphi(y).

As x → c,

\frac{f(x) − f(c)}{x − c}→ f^{′}(c),

and y → d, by the continuity of f, hence \varphi(y) → g^{′}(d) by (7.1). Thus

\underset{x→c}{\lim}\frac{(g  \circ  f )(x) − (g  \circ  f )(c)}{x − c} = g^{′}(d) · f^{′}(c).

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