Differentiation rules

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This is a summary of differentiation rules, that is, rules for computing the derivative of a function in calculus.

Elementary rules of differentiation

Unless otherwise stated, all functions are functions of real numbers (R) that return real values; although more generally, the formulae below apply wherever they are well defined[1][2]—including complex numbers (C).[3]

Differentiation is linear

For any functions and and any real numbers and the derivative of the function with respect to is

In Leibniz's notation this is written as:

Special cases include:

  • The subtraction rule

The product rule

For the functions f and g, the derivative of the function h(x) = f(x) g(x) with respect to x is

In Leibniz's notation this is written

The chain rule

The derivative of the function with respect to is

In Leibniz's notation this is correctly written as:

often abridged to Focusing on the notion of maps, and the differential being a map , this is written in a more concise way as:

The inverse function rule

If the function f has an inverse function g, meaning that g(f(x)) = x and f(g(y)) = y, then

In Leibniz notation, this is written as

Power laws, polynomials, quotients, and reciprocals

The polynomial or elementary power rule

If , for any real number then

Special cases include:

  • If f(x) = x, then f′(x) = 1. This special case may be generalized to:
    The derivative of an affine function is constant: if f(x) = ax + b, then f′(x) = a.

Combining this rule with the linearity of the derivative and the addition rule permits the computation of the derivative of any polynomial.

The reciprocal rule

The derivative of h(x) = 1/f(x) for any (nonvanishing) function f is:

In Leibniz's notation, this is written

The reciprocal rule can be derived from the quotient rule.

The quotient rule

If f and g are functions, then:

wherever g is nonzero.

This can be derived from the product rule.

Generalized power rule

The elementary power rule generalizes considerably. The most general power rule is the functional power rule: for any functions f and g,

wherever both sides are well defined.

Special cases:

  • If f(x) = xa, f′(x) = axa − 1 when a is any non-zero real number and x is positive.
  • The reciprocal rule may be derived as the special case where g(x) = −1.

Derivatives of exponential and logarithmic functions

note that the equation above is true for all c, but the derivative for c < 0 yields a complex number.

the equation above is also true for all c but yields a complex number if c<0.

Logarithmic derivatives

The logarithmic derivative is another way of stating the rule for differentiating the logarithm of a function (using the chain rule):

wherever f is positive.

Logarithmic differentiation is a technique which uses logarithms and its differentiation rules to simplify certain expressions before actually applying the derivative. Logarithms can be used to remove exponents, convert products into sums, and convert division into subtraction, each of which may lead to a simplified expression for taking derivatives.

Derivatives of trigonometric functions

It is common to additionally define an inverse tangent function with two arguments, . Its value lies in the range and reflects the quadrant of the point . For the first and fourth quadrant (i.e. ) one has . Its partial derivatives are

, and

Derivatives of hyperbolic functions

Derivatives of special functions

Gamma function

with being the digamma function, expressed by the parenthesized expression to the right of in the line above.

Riemann Zeta function

Derivatives of integrals

Suppose that it is required to differentiate with respect to x the function

where the functions and are both continuous in both and in some region of the plane, including , and the functions and are both continuous and both have continuous derivatives for . Then for :

This formula is the general form of the Leibniz integral rule and can be derived using the fundamental theorem of calculus.

Derivatives to nth order

Some rules exist for computing the nth derivative of functions, where n is a positive integer. These include:

Faà di Bruno's formula

If f and g are n times differentiable, then

where and the set consists of all non-negative integer solutions of the Diophantine equation .

General Leibniz rule

If f and g are n times differentiable, then

See also

References

  1. ^ Calculus (5th edition), F. Ayres, E. Mendelson, Schaum's Outline Series, 2009, ISBN 978-0-07-150861-2.
  2. ^ Advanced Calculus (3rd edition), R. Wrede, M.R. Spiegel, Schaum's Outline Series, 2010, ISBN 978-0-07-162366-7.
  3. ^ Complex Variables, M.R. Speigel, S. Lipschutz, J.J. Schiller, D. Spellman, Schaum's Outlines Series, McGraw Hill (USA), 2009, ISBN 978-0-07-161569-3

Sources and further reading

These rules are given in many books, both on elementary and advanced calculus, in pure and applied mathematics. Those in this article (in addition to the above references) can be found in:

  • Mathematical Handbook of Formulas and Tables (3rd edition), S. Lipschutz, M.R. Spiegel, J. Liu, Schaum's Outline Series, 2009, ISBN 978-0-07-154855-7.
  • The Cambridge Handbook of Physics Formulas, G. Woan, Cambridge University Press, 2010, ISBN 978-0-521-57507-2.
  • Mathematical methods for physics and engineering, K.F. Riley, M.P. Hobson, S.J. Bence, Cambridge University Press, 2010, ISBN 978-0-521-86153-3
  • NIST Handbook of Mathematical Functions, F. W. J. Olver, D. W. Lozier, R. F. Boisvert, C. W. Clark, Cambridge University Press, 2010, ISBN 978-0-521-19225-5.

External links

  • Derivative calculator with formula simplification
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