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Mathematics and Statistics · Ch 9 — Differentiation

The Derivative from First Principles

2

The Derivative from First Principles

The formal definition of the derivative — the one all the shortcut rules are ultimately built from — is the limit of the average rate of change:

f′(x)=lim⁡h→0f(x+h)−f(x)h,f'(x) = \lim_{h \to 0} \frac{f(x+h) - f(x)}{h},

provided this limit exists. Finding a derivative directly from this limit is called differentiation from first principles (or ab initio, or by the delta method).

The standard four-step procedure:

  1. Write f(x)f(x) and form f(x+h)f(x+h) by replacing every xx with x+hx+h.
  2. Compute the difference f(x+h)−f(x)f(x+h) - f(x) and simplify.
  3. Divide by hh: form f(x+h)−f(x)h\dfrac{f(x+h)-f(x)}{h} and simplify so that the troublesome hh in the denominator cancels.
  4. Take the limit as h→0h \to 0.

Worked illustration — f(x)=x2f(x)=x^2.

f(x+h)−f(x)h=(x+h)2−x2h=x2+2xh+h2−x2h=2xh+h2h=2x+h.\frac{f(x+h)-f(x)}{h} = \frac{(x+h)^2 - x^2}{h} = \frac{x^2 + 2xh + h^2 - x^2}{h} = \frac{2xh + h^2}{h} = 2x + h.

Letting h→0h \to 0 gives f′(x)=2xf'(x) = 2x.

The reason step 3 matters: before cancelling, substituting h=0h=0 would give the indeterminate form 00\tfrac00. The algebra removes the common factor hh so that the limit becomes a legal substitution.

Note

First Principles Is the Definition; the Rules Are Its Shortcuts …

Definition 4Derivative from first principles

f′(x)=lim⁡h→0f(x+h)−f(x)hf'(x)=\lim_{h\to0}\frac{f(x+h)-f(x)}{h} — the definition of the derivative as a limit. Also called the ab-ini …

Definition 5Four-step (delta) method

(1) form f(x+h)f(x+h); (2) subtract to get f(x+h)−f(x)f(x+h)-f(x); (3) divide by hh and simplify to cancel hh; (4) t …