Jim Whitney | Economics 102 |
Notation: "delta" is denoted here by "ch" (for "change")
Rule 1: Rule of constants: Y=b => dY/dX = 0
If Y = b, then: (1) Y = f(X) = b and (2) Y+chY
= f(X+chX) = b. So:
chY f(X+chX)
- f(X) b - b 0
--- = ---------------
= ----- = --- = 0. QED
chX
chX chX
chX
Rule 2: Power rule: Y = Xn => dY/dX = nXn-1
This is proven last, because it is the longest proof,
and part of it relies on the quotient rule and
the chain rule.
Rule 3: Rule of coefficients: Y = b u(X) =>
dY/dX = b du/dX
If Y = bu(X), then Y+chY = b(u+ch(u)). So:
chY b(u+ch(u))
- bu bu + b ch(u) - bu ch(u)
--- = ---------------
= ----------------- = b-----
chX
chX
chX
chX
dY
ch(U) du
-- = lim
b----- = b--. QED
dX
chX->0 chX dx
Rule 4: Summation rule: Y = u + v => dY/dX =
du/dX + dv/dX
If Y = u + v, then Y+chY = (u+ch(u)) + (v+ch(v)).
So:
chY (u +
ch(u)) + (v + ch(v)) - (u + v) ch(u) ch(v)
--- = -----------------------------------
= ----- + -----
chX
chX
chX chX
dY
ch(u) ch(v) du dv
-- = lim
----- + ----- = -- + --. QED
dX
chX->0 chX chX dX
dX
Rule 5: Product rule: Y = u v => dY/dX = u dv/dX
+ v du/dX
If Y = uv, thenY+chY = (u+chu)(v+chv) = uv +
u chv + chu v + chu chv. So:
chY (uv +
u chv + chu v + chu chv) - uv chv chu
chv
--- = -----------------------------------
= u--- + v--- + chu---
chX
chX
chX chX chX
dY
chv chu chv
dv du dv
dv du
-- = lim
(u--- + v--- + chu---) = u-- + v-- + chu-- = u-- + v--
dX
chX->0 chX chX chX
dx dx dx
dx dx
since chu-> 0 as chX-> 0. QED
v du/dX - u dv/dX
Rule 6: Quotient rule: Y = u/v => dY/dX =
----------------------
v2
Since Y = u/v, Y+chY = (u+chu)/(v+chv). So:
u+chu u (u+chu)v - u(v+chv) v chu -
u chv
chY = ----- - - = -------------------
= -------------
v+chv v v(v+chv)
v2 + v chv
Dividing both sides by chX to get the slope yields:
chY v (chu/chX)
- u (chv/chX)
--- = -------------------------
chX
v2 + v chv
dY
v (chu/chX) - u (chv/chX) v du/dX - u dv/dX
-- = lim
(-------------------------) = -----------------
dX
chX->0 v2
+ v chv
v2
since chv-> 0 as chX-> 0. QED
Rule 7: Chain rule: Y = f(u(X)) => dy/dX = dY/du du/dX
--Define e = chY/chu - dy/du, and note that e->0
as chu->0 since the slope and derivative converge to the same value.
--Rearrange terms: chY = (dY/du)chu + e chu.
--Divide by chX:
chY dY chu
chu
--- = ------ + e---
chX du chX
chX
dY
dY chu chu dY du
du dY du
-- = lim
(------ + e---) = -- -- + e-- = -- --
dX
chX->0 du chX chX du dX
dX du dX
since e-> 0 as chX-> 0. QED
Rule 2: Power rule: Y = Xn => dY/dX
= nXn-1
Note: This proof relies
on several of the previous rules.
This is proven for 3 cases: Case 1: n = a nonnegative
integer
Case 2: n = a negative integer
Case 3: n = a rational number (a/b)
Case 1: n = a nonnegative integer
--Compute Y+chY = (X+chX)n as n gets
bigger
n=1: Y+chY = (X+chX)1
= X + chX
n=2: Y+chY = (X+chX)2
= X2 + 2X chX + chX2
n=3: Y+chY = (X+chX)3
= (X+chX)2(X+chX)
= (X2 + 2X chX + chX2)(X+chX)
= X3 + 3X2chX + 3X(chX)2 + (chX)3
Factor chX2
out of
the last 2 terms:
= X3 + 3X2chX + (3X + chX)(chX)2
n>3 => Y+chY = (X+chX)n
= Xn + 3Xn-1chX + (terms in X + chX)(chX)2
(We just add more terms
with
chX raised to even higher
powers)
--Define T = (terms in X + chX)
--Compute chY = (X+chX)n - Xn
= Xn + nXn-1chX + T(chX)2 - Xn
= nXn-1chX + T(chX)2
--Divide by chX to compute slope:
chY nXn-1chX
+ T(chX)2
--- = -----------------
= nXn-1 + T(chX)
chX
chX
--let chX->0:
dY
-- = lim
nXn-1 + T(chX) = nXn-1. QED
dX
chX->0
Case 2: n = a negative integer
1
--Rearrange terms: Y = ---, where -n > 0 since
n < 0.
X-n
--Apply the quotient rule whre u=1 and v=X-n:
dY X-nd(1)/dX
- 1 d(X-n)/dX 0 - (-nX-n-1)
-- = -----------------------
= ------------ = nX2n-n-1 = nXn-1. QED
dX
(X-n)2
X-2n
Case 3: n = a/b, a rational number
--Raise both sies to the b power: Y = Xa/b
=> Yb = X(a/b)b = Xa
--Rearrange terms to set up an implicit function:
Yb - Xa = 0
--Use the chain rule to differentiate the implicit
function:
d(Yb - Xa)/dX = bYb-1 dY/dX - aXa-1 dX/dX = bYb-1 dY/dX - aXa-1 = 0.
--Rearrange trems to isolate dY/dX:
bYb-1 dY/dX - aXa-1 = 0 => dY/dX = aXa-1 / bYb-1 = (a/b)Xa-1Y1-b.
--Substitute back the original expression for Y and rearrange terms:
dY/dX = (a/b)Xa-1Y1-b
= (a/b)Xa-1(Xa/b)1-b = (a/b)Xa-1Xa/b-a)
= (a/b)Xa/b-1. QED