Differentiation rules

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 f and g and any real numbers a and b the derivative of the function h(x) = af(x) + bg(x) with respect to x is

h'(x) = a f'(x) + b g'(x).\,

In Leibniz's notation this is written as:

\frac{d(af+bg)}{dx} = a\frac{df}{dx} +b\frac{dg}{dx}.

Special cases include:

(af)' = af' \,
(f + g)' = f' + g'\,
(f - g)' = f' - g'.\,

The product rule

Main article: Product rule

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

h'(x) = f'(x) g(x) + f(x) g'(x).\,

In Leibniz's notation this is written

\frac{d(fg)}{dx} = \frac{df}{dx} g + f \frac{dg}{dx}.

The chain rule

Main article: Chain rule

The derivative of the function of a function h(x) = f(g(x)) with respect to x is

h'(x) = f'(g(x)) g'(x).\,

In Leibniz's notation this is written as:

\frac{dh}{dx} = \frac{df(g(x))}{dg(x)} \frac{dg(x)}{dx}.\,

However, by relaxing the interpretation of h as a function, this is often simply written

\frac{dh}{dx} = \frac{dh}{dg} \frac{dg}{dx}.\,

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

g' = \frac{1}{f'\circ g}.

In Leibniz notation, this is written as

\frac{dx}{dy} = \frac{1}{dy/dx}.

Power laws, polynomials, quotients, and reciprocals

The polynomial or elementary power rule

Main article: Power rule

If f(x) = x^n, for any integer n then

f'(x) = nx^{n-1}.\,

Special cases include:

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

Main article: Reciprocal rule

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

h'(x) = -\frac{f'(x)}{(f(x))^2}.\

In Leibniz's notation, this is written

\frac{d(1/f)}{dx} = -\frac{1}{f^2}\frac{df}{dx}.\,

The reciprocal rule can be derived from the chain rule and the power rule.

The quotient rule

Main article: Quotient rule

If f and g are functions, then:

\left(\frac{f}{g}\right)' = \frac{f'g - g'f}{g^2}\quad wherever g is nonzero.

This can be derived from reciprocal rule and the product rule. Conversely (using the constant rule) the reciprocal rule may be derived from the special case f(x) = 1.

Generalized power rule

Main article: Power rule

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

(f^g)' = \left(e^{g\ln f}\right)' = f^g\left(f'{g \over f} + g'\ln f\right),\quad

wherever both sides are well defined.

Special cases:

Derivatives of exponential and logarithmic functions

\frac{d}{dx}\left(c^{ax}\right) = {c^{ax} \ln c \cdot a } ,\qquad c > 0

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

\frac{d}{dx}\left(e^{ax}\right) = ae^{ax}
\frac{d}{dx}\left( \log_c x\right) = {1 \over x \ln c} , \qquad c > 0, c \ne 1

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

\frac{d}{dx}\left( \ln x\right) = {1 \over x} ,\qquad x > 0
\frac{d}{dx}\left( \ln |x|\right) = {1 \over x}
\frac{d}{dx}\left( x^x \right) = x^x(1+\ln x).

Logarithmic derivatives

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

(\ln f)'= \frac{f'}{f} \quad wherever f is positive.

Derivatives of trigonometric functions

(\sin x)' = \cos x \, (\arcsin x)' = { 1 \over \sqrt{1 - x^2}} \,
(\cos x)' = -\sin x \, (\arccos x)' = -{1 \over \sqrt{1 - x^2}} \,
(\tan x)' = \sec^2 x = { 1 \over \cos^2 x} = 1 + \tan^2 x \, (\arctan x)' = { 1 \over 1 + x^2} \,
(\sec x)' = \sec x \tan x \, (\operatorname{arcsec} x)' = { 1 \over |x|\sqrt{x^2 - 1}} \,
(\csc x)' = -\csc x \cot x \, (\operatorname{arccsc} x)' = -{1 \over |x|\sqrt{x^2 - 1}} \,
(\cot x)' = -\csc^2 x = { -1 \over \sin^2 x} = -(1 + \cot^2 x)\, (\operatorname{arccot} x)' = -{1 \over 1 + x^2} \,

It is common to additionally define an inverse tangent function with two arguments, \arctan(y,x). Its value lies in the range [-\pi,\pi] and reflects the quadrant of the point (x,y). For the first and fourth quadrant (i.e. x > 0) one has \arctan(y, x>0) = \arctan(y/x). Its partial derivatives are

\frac{\partial \arctan(y,x)}{\partial y} = \frac{x}{x^2 + y^2}, and \frac{\partial \arctan(y,x)}{\partial x} = \frac{-y}{x^2 + y^2}.

Derivatives of hyperbolic functions

( \sinh x )'= \cosh x = \frac{e^x + e^{-x}}{2} (\operatorname{arsinh}\,x)' = { 1 \over \sqrt{x^2 + 1}}
(\cosh x )'= \sinh x = \frac{e^x - e^{-x}}{2} (\operatorname{arcosh}\,x)' = {\frac {1}{\sqrt{x^2-1}}}
(\tanh x )'= {\operatorname{sech}^2\,x} (\operatorname{artanh}\,x)' = { 1 \over 1 - x^2}
(\operatorname{sech}\,x)' = - \tanh x\,\operatorname{sech}\,x (\operatorname{arsech}\,x)' = -{1 \over x\sqrt{1 - x^2}}
(\operatorname{csch}\,x)' = -\,\operatorname{coth}\,x\,\operatorname{csch}\,x (\operatorname{arcsch}\,x)' = -{1 \over |x|\sqrt{1 + x^2}}
(\operatorname{coth}\,x )' = -\,\operatorname{csch}^2\,x (\operatorname{arcoth}\,x)' = -{ 1 \over 1 - x^2}

Derivatives of special functions

Gamma function

\Gamma'(x) = \int_0^\infty t^{x-1} e^{-t} \ln t\,dt

= \Gamma(x) \left(\sum_{n=1}^\infty \left(\ln\left(1 + \dfrac{1}{n}\right) - \dfrac{1}{x + n}\right) - \dfrac{1}{x}\right) = \Gamma(x) \psi(x)
Riemann Zeta function

\zeta'(x) = -\sum_{n=1}^\infty \frac{\ln n}{n^x} = -\frac{\ln 2}{2^x} - \frac{\ln 3}{3^x} - \frac{\ln 4}{4^x} - \cdots \!

= -\sum_{p \text{ prime}} \frac{p^{-x} \ln p}{(1-p^{-x})^2}\prod_{q \text{ prime}, q \neq p} \frac{1}{1-q^{-x}} \!

Derivatives of integrals

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

F(x)=\int_{a(x)}^{b(x)}f(x,t)\,dt,

where the functions f(x,t)\, and \frac{\partial}{\partial x}\,f(x,t)\, are both continuous in both t\, and x\, in some region of the (t,x)\, plane, including a(x)\leq t\leq b(x), x_0\leq x\leq x_1\,, and the functions a(x)\, and b(x)\, are both continuous and both have continuous derivatives for x_0\leq x\leq x_1\,. Then for \,x_0\leq x\leq x_1\,\,:

F'(x) = f(x,b(x))\,b'(x) - f(x,a(x))\,a'(x) + \int_{a(x)}^{b(x)} \frac{\partial}{\partial x}\, f(x,t)\; dt\,.

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

\frac{d^n}{d x^n} [f(g(x))]= n! \sum_{\{k_m\}}^{} f^{(r)}(g(x)) \prod_{m=1}^n \frac{1}{k_m!} \left(g^{(m)}(x) \right)^{k_m}

where r = \sum_{m=1}^{n-1} k_m and the set \{k_m\} consists of all non-negative integer solutions of the Diophantine equation \sum_{m=1}^{n} m k_m = n.

General Leibniz rule

Main article: General Leibniz rule

If f and g are n times differentiable, then

\frac{d^n}{dx^n}[f(x)g(x)] = \sum_{k=0}^{n} \binom{n}{k} \frac{d^{n-k}}{d x^{n-k}} f(x) \frac{d^k}{d x^k} g(x)

See also

References

  1. ↑ Calculus (5th edition), F. Ayres, E. Mendelson, Schuam's Outline Series, 2009, ISBN 978-0-07-150861-2.
  2. ↑ Advanced Calculus (3rd edition), R. Wrede, M.R. Spiegel, Schuam'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:

External links