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Monday, October 22, 2018
L'Hôpital's rule
From Wikipedia, the free encyclopedia
Example application of l'Hôpital's rule to f(x)=sin(x) and g(x)=−0.5x: the function h(x) = f(x)/g(x) is undefined at x = 0, but can be completed to a continuous function on whole ℝ by defining h(0) = f′(0)/g′(0) = −2.
In mathematics, and more specifically in calculus, L'Hôpital's rule or L'Hospital's rule (French: [lopital]) uses derivatives to help evaluate limits involving indeterminate forms.
Application (or repeated application) of the rule often converts an
indeterminate form to an expression that can be evaluated by
substitution, allowing easier evaluation of the limit. The rule is named
after the 17th-century FrenchmathematicianGuillaume de l'Hôpital.
Although the contribution of the rule is often attributed to L'Hôpital,
the theorem was first introduced to L'Hôpital in 1694 by the Swiss
mathematician Johann Bernoulli.
L'Hôpital's rule states that for functions f and g which are differentiable on an open intervalI except possibly at a point c contained in I, if
for all x in I with x ≠ c, and exists, then
The differentiation of the numerator and denominator often simplifies
the quotient or converts it to a limit that can be evaluated directly.
The general form of L'Hôpital's rule covers many cases. Let c and L be extended real numbers (i.e., real numbers, positive infinity, or negative infinity). The real valued functions f and g are assumed to be differentiable on an open interval with endpoint c, and additionally on the interval. It is also assumed that
Thus the rule applies to situations in which the ratio of the
derivatives has a finite or infinite limit, and not to situations in
which that ratio fluctuates permanently as x gets closer and closer to c.
If either
or
then
The limits may also be one-sided limits. In the second case, the hypothesis that fdiverges
to infinity is not used in the proof (see note at the end of the proof
section); thus, while the conditions of the rule are normally stated as
above, the second sufficient condition for the rule's procedure to be
valid can be more briefly stated as
The hypothesis ""
appears most commonly in the literature. Some authors sidestep this
hypothesis by adding other hypotheses elsewhere. One method
is to define the limit of a function with the additional requirement
that the limiting function is defined everywhere on a connected interval
with endpoint c. Another method is to require that both f and g be differentiable everywhere on an interval containing c.
Requirement that the limit exist
The requirement that the limit
must exist is essential. Without this condition, or may exhibit undampened oscillations as approaches , in which case L'Hôpital's rule does not apply. For example, if , and , then
this expression does not approach a limit as goes to , since the cosine function oscillates between 1 and −1. But working with the original functions, can be shown to exist:
In a case such as this, all that can be concluded is that
so that if the limit of f/g exists, then it must lie between the inferior and superior limits of f′/g′. (In the example above, this is true, since 1 indeed lies between 0 and 2.)
Examples
Here is a basic example involving the exponential function, which involves the indeterminate form 0/0 at x = 0:
This is a more elaborate example involving 0/0.
Applying L'Hôpital's rule a single time still results in an
indeterminate form. In this case, the limit may be evaluated by applying
the rule three times:
Here is another example involving 0/0:
Repeatedly apply L'Hôpital's rule until the exponent is zero to conclude that the limit is zero.
Here is an example involving the indeterminate form 0 · ∞ (see below), which is rewritten as the form ∞/∞:
Here is an example involving the Mortgage repayment formula and 0/0. Let P be the principal (loan amount), r the interest rate per period and n the number of periods. When r is zero, the repayment amount per period is (since only principal is being repaid); this is consistent with the formula for non-zero interest rates:
One can also use L'Hôpital's rule to prove the following theorem. If f is differentiable in a neighborhood of x, and twice-differentiable at x, then
Sometimes L'Hôpital's rule is invoked in a tricky way: suppose f(x) + f′(x) converges as x → ∞ and that converges to positive or negative infinity. Then:
and so, exists and
The result remains true without the added hypothesis that converges to positive or negative infinity, but the justification is then incomplete.
Complications
Sometimes
L'Hôpital's rule does not lead to an answer in a finite number of steps
unless some additional steps are applied. Examples include the
following:
Two applications can lead to a return to the original expression that was to be evaluated:
This situation can be dealt with by substituting and noting that y goes to infinity as x goes to infinity; with this substitution, this problem can be solved with a single application of the rule:
Alternatively, the numerator and denominator can both be multiplied by at which point L'Hôpital's rule can immediately be applied successfully:
An arbitrarily large number of applications may never lead to an answer even without repeating:
This situation too can be dealt with by a transformation of variables, in this case :
Again, an alternative approach is to multiply numerator and denominator by before applying L'Hôpital's rule:
A common pitfall is using L'Hôpital's rule with some circular reasoning to compute a derivative via a difference quotient. For example, consider the task of proving the derivative formula for powers of x:
Applying L'Hôpital's rule and finding the derivatives with respect to h of the numerator and the denominator yields
n xn−1 as
expected. However, differentiating the numerator required the use of the
very fact that is being proven. This is an example of begging the question, since one may not assume the fact to be proven during the course of the proof.
Counterexamples when the derivative of the denominator is zero
The necessity of the condition can be seen by a counterexample due to Otto Stolz: Choosing , , there is no limit for as . However,
which tends to 0 as . Further examples of this type were found by Ralph P. Boas Jr.
Other indeterminate forms
Other indeterminate forms, such as 1∞, 00, ∞0, 0 · ∞, and ∞ − ∞, can sometimes be evaluated using L'Hôpital's rule. For example, to evaluate a limit involving ∞ − ∞, convert the difference of two functions to a quotient:
where L'Hôpital's rule is applied when going from (1) to (2) and again when going from (3) to (4).
L'Hôpital's rule can be used on indeterminate forms involving exponents by using logarithms to "move the exponent down". Here is an example involving the indeterminate form 00:
It is valid to move the limit inside the exponential function because the exponential function is continuous. Now the exponent has been "moved down". The limit is of the indeterminate form 0 · ∞, but as shown in an example above, l'Hôpital's rule may be used to determine that
Thus
Stolz–Cesàro theorem
The Stolz–Cesàro theorem is a similar result involving limits of sequences, but it uses finite difference operators rather than derivatives.
Geometric interpretation
Consider the curve in the plane whose x-coordinate is given by g(t) and whose y-coordinate is given by f(t), with both functions continuous, i.e., the locus of points of the form [g(t), f(t)]. Suppose f(c) = g(c) = 0. The limit of the ratio f(t)/g(t) as t → c is the slope of the tangent to the curve at the point [g(c), f(c)] = [0,0]. The tangent to the curve at the point [g(t), f(t)] is given by [g′(t), f′(t)]. L'Hôpital's rule then states that the slope of the curve when t = c is the limit of the slope of the tangent to the curve as the curve approaches the origin, provided that this is defined.
Proof of L'Hôpital's rule
Special case
The proof of L'Hôpital's rule is simple in the case where f and g are continuously differentiable at the point c
and where a finite limit is found after the first round of
differentiation. It is not a proof of the general L'Hôpital's rule
because it is stricter in its definition, requiring both
differentiability and that c be a real number. Since many common functions have continuous derivatives (e.g. polynomials, sine and cosine, exponential functions), it is a special case worthy of attention.
Suppose that f and g are continuously differentiable at a real number c, that , and that . Then
This follows from the difference-quotient definition of the
derivative. The last equality follows from the continuity of the
derivatives at c. The limit in the conclusion is not indeterminate because .
The proof of a more general version of L'Hôpital's rule is given below.
General proof
The following proof is due to Taylor (1952), where a unified proof for the 0/0 and ±∞/±∞ indeterminate forms is given. Taylor notes that different proofs may be found in Lettenmeyer (1936) and Wazewski (1949).
Let f and g be functions satisfying the hypotheses in the General form section. Let be the open interval in the hypothesis with endpoint c. Considering that on this interval and g is continuous, can be chosen smaller so that g is nonzero on .
For each x in the interval, define and as ranges over all values between x and c. (The symbols inf and sup denote the infimum and supremum.)
From the differentiability of f and g on , Cauchy's mean value theorem ensures that for any two distinct points x and y in there exists a between x and y such that . Consequently, for all choices of distinct x and y in the interval. The value g(x)-g(y) is always nonzero for distinct x and y in the interval, for if it was not, the mean value theorem would imply the existence of a p between x and y such that g' (p)=0.
The definition of m(x) and M(x) will result in an extended real number, and so it is possible for them to take on the values ±∞. In the following two cases, m(x) and M(x) will establish bounds on the ratio f/g.
Case 1:
For any x in the interval , and point y between x and c,
and therefore as y approaches c, and become zero, and so
Case 2:
For every x in the interval , define . For every point y between x and c,
As y approaches c, both and become zero, and therefore
The limit superior and limit inferior are necessary since the existence of the limit of f/g has not yet been established.
It is also the case that
and
and
In case 1, the squeeze theorem establishes that exists and is equal to L. In the case 2, and the squeeze theorem again asserts that , and so the limit exists and is equal to L. This is the result that was to be proven.
In case 2 the assumption that f(x) diverges to infinity was not used within the proof. This means that if |g(x)| diverges to infinity as x approaches c and both f and g satisfy the hypotheses of L'Hôpital's rule, then no additional assumption is needed about the limit of f(x): It could even be the case that the limit of f(x) does not exist. In this case, L'Hopital's theorem is actually a consequence of Cesàro–Stolz.
In the case when |g(x)| diverges to infinity as x approaches c and f(x) converges to a finite limit at c,
then L'Hôpital's rule would be applicable, but not absolutely
necessary, since basic limit calculus will show that the limit of f(x)/g(x) as x approaches c must be zero.
Corollary
A
simple but very useful consequence of L'Hopital's rule is a well-known
criterion for differentiability. It states the following:
suppose that f is continuous at a, and that exists for all x in some interval containing a, except perhaps for . Suppose, moreover, that exists. Then also exists and
In particular, f' is also continuous at a.
Proof
Consider the functions and . The continuity of f at a tells us that . Moreover, since a polynomial function is always continuous everywhere. Applying L'Hopital's rule shows that