3

Consider

$$ f(x) = \lim_{\delta \to 0} \frac{x^\delta - 1}{\delta} $$

Then, naively, $$ \frac{df(x)}{dx} = \lim_{\delta \to 0} \frac{\frac{d{x^\delta}}{dx}}{\delta} = \lim_{\delta \to 0} \frac{\delta x^{\delta-1}}{\delta} = \lim_{\delta \to 0} x^{\delta-1} = \frac1{x}$$

what is $f$? And why? Are there any problems with using this?

  • You probably wanted to have $\frac{d}{dx}f\left(x\right)=\frac{d}{dx}\lim_{\delta\to0}\frac{x^{\delta}-1}{\delta}=\lim_{\delta\to0}\frac{\frac{d}{dx}\left[x^{\delta}-1\right]}{\delta}=\lim_{\delta\to0}\frac{\delta x^{\delta-1}}{\delta}$, but I am not sure how you'd justify exchanging the limit and the derivative. – fiftyeight Aug 21 '17 at 11:13
  • @fiftyeight Whoops. THere was a typo. Fixed. The word "naively" covers the exchange of limits But what are rules for safely changing the order of limits? Are there none? – Peter Driscoll Aug 21 '17 at 11:27
  • I'd need to know more analysis to answer your question well. The question https://math.stackexchange.com/questions/409178/can-i-exchange-limit-and-differentiation-for-a-sequence-of-smooth-functions seems related. – fiftyeight Aug 21 '17 at 12:13
  • I must say that I had never thought of exchanging the limit and derivative operation (as the limit could be easily evaluated using other techniques). +1 – Paramanand Singh Aug 21 '17 at 15:20
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    @ParamanandSingh Note that$$\frac{x^\delta-1}\delta=\int_1^xt^{\delta-1}~\mathrm dt$$So there is much intuition around this limit. – Simply Beautiful Art Aug 21 '17 at 23:55
  • @ Simply Beautiful Art Interesting observation. – Peter Driscoll Aug 21 '17 at 23:58
  • But where $\delta = 0$ then $\ln x=\int_1^x t^{-1}~\mathrm dt$ – Peter Driscoll Aug 22 '17 at 00:44
  • @SimplyBeautifulArt: I think you have described this intuition in some answer. Perhaps you can add a link for benefit of everyone. – Paramanand Singh Aug 22 '17 at 01:19
  • The formula arrises first from the derivative of $a^x$. $ \frac{a^{x+\delta}-a^x}{\delta} =a^x \frac{a^{\delta}-1}{\delta} $. And from this we get the value for e. So it is very basic stuff. But the limit definition obscures it. – Peter Driscoll Aug 23 '17 at 01:51
  • The epsilom delta definition (to zero) says we can find a value of delta small enough so the answer is accurate enough. So the epsilom defines the meaning of accurate enough. So the limit says the formual holds for any level of accuracy. But that is a fairly narrow definition of accurate enough. So I want to define accurate enough to include multiple limit values, with the limit process applied at the end to all limit values. But for most purposes, the simple limple definition is enough, so I can understand why people don't bother with a more advanced definition. – Peter Driscoll Aug 23 '17 at 02:08

5 Answers5

7

The main problem with this approach is that you try to use the general argument

$$ \frac{\partial}{\partial y} \lim_{x \to a} f(x,y) = \lim_{x \to a} \frac{\partial}{\partial y} f(x, y) $$ but this is not a theorem. In more detail, what you need is

$$ \lim_{h \to 0} \frac{\lim_{x \to a} f(x, y+h) - \lim_{x \to a} f(x,y)}{h} = \lim_{x \to a} \lim_{h \to 0} \frac{f(x,y+h) - f(x,y)}{h} $$

and assuming the two limits in the numerator of the left hand side exist, this is equivalent to

$$ \lim_{h \to 0}\lim_{x \to a} \frac{f(x,y+h) - f(x,y)}{h}= \lim_{x \to a} \lim_{h \to 0} \frac{f(x,y+h) - f(x,y)}{h} $$

but this reverses the order of the limits — an operation that must be done with care, since it's not always true.

In order to make the argument work as is, you would need to find some way to justify why you can reverse the order of the limits.

A more typical way to continue is to use this argument as inspirational — now that you have a reasonable suspicion that $f'(x) = 1/x$, if you verify $f(1) = 0$ you should suspect that $f(x) = \ln x$, and you can search for an argument to verify that suspicion.

2

Let $g(t)=x^t$ and $x>0$

Then $$\ln{x}=g'(0)=\lim_{t \to 0} \frac{g(t) - g(0)}{t-0}=\lim_{t \to 0} \frac{x^t - 1}{t}$$

where $g(0)=1$

0

We have :

$$x^\delta - 1 = e^{\delta \ln(x)} -1 \underset{\delta \to 0}{\sim} \delta \ln(x)$$

By dividing by $\delta$, we obtain :

$$\frac{x^\delta - 1}{\delta} \underset{\delta \to 0}{\sim}\ln(x)$$

So indeed, $f = \ln$. From this follows that $f'(x) = 1/x$.

Wirius
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  • Where do you get $ e^{\delta \ln(x)} -1 \underset{\delta \to 0}{\sim} \delta \ln(x) $ – Peter Driscoll Aug 21 '17 at 22:30
  • To obtain this, one could use Taylor series to proove that. In fact, we have : $$e^x = \sum_{n = 0}^\infty \frac{x^n}{n!}$$

    This way, we have : $$e^{\delta \ln(x)} - 1 = \sum_{n = 1}^\infty \frac{(\delta \ln(x))^n}{n!} = \delta \ln(x) \underbrace{\sum_{n = 0}^\infty \frac{(\delta \ln(x))^n}{(n+1)!}}_{\underset{\delta \to 0}{\to} 1}$$

    This prooves that $e^{\delta \ln(x)} - 1 \underset{\delta \to 0}{\sim} \delta \ln(x)$

    – Wirius Aug 22 '17 at 09:57
0

This is another way to deal with your problem of evaluation of the derivative of the limit in question.


The limit in question crucially depends on definition of symbol $x^{\delta} $. If the definition is based on exponential and logarithmic functions, then the answer $\log x$ is an immediate consequence of the properties of exponential and logarithmic functions.

If the definition of $x^{\delta} $ is independent of exponential and logarithmic functions then one can prove with some effort that the limit in question exists and defines a function, say $L(x) $ of $x$ for $x>0$. Further it can be proved that $$L(1)=0,L(xy)=L(x)+L(y),L'(x)=\frac{1}{x}$$ You may want to look at this answer for more details.


Assuming that the limit $$L(x) =\lim_{h\to 0}\frac{x^{h} -1}{h}$$ exists it is easy to see that $L(1)=0$ and as shown in linked answer we have $L(x) \leq x-1$. Next we have \begin{align} L(xy) &=\lim_{h\to 0}\frac{(xy)^{h}-1}{h}\notag\\ &=\lim_{h\to 0}x^{h}\cdot\frac{y^{h}-1}{h}+\frac{x^{h}-1}{h}\notag\\ &=1\cdot L(y) +L(x) \notag\\ &=L(x) +L(y) \notag \end{align}

Putting $y=1/x$ we get $L(1/x)=-L(x)$. We have further $$x-1\geq L(x) =-L(1/x)\geq - \left(\frac{1}{x}-1\right)=\frac{x-1}{x}$$ and thus $$\frac{1}{x}\leq \frac{L(x)}{x-1} \leq 1$$ for $x>1$. Letting $x\to 1^{+}$ and using Squeeze Theorem we get $$\lim_{x\to 1^{+}}\frac{L(x)}{x-1}=1$$ The limit above holds for $x\to 1^{-}$ also and it can be easily demonstrated by using substitution $x=1/t$. So we have finally arrived at $$\lim_{x\to 1}\frac{L(x)}{x-1}=1$$ or equivalently $$\lim_{x\to 0}\frac{L(1+x)}{x}=1$$ The calculation of derivative $L'(x)$ is now straightforward. We have \begin{align} L'(x) &=\lim_{h\to 0}\frac{L(x+h)-L(x)}{h}\notag\\ &=\lim_{h\to 0}\frac{L((x+h)/h)}{h}\notag\\ &=\lim_{h\to 0}\frac{L(1+(h/x))}{h/x}\cdot\frac{1}{x}\notag\\ &=1\cdot\frac{1}{x}\notag\\ &=\frac {1}{x}\notag \end{align}

  • $ x^\delta $ is defined as it is in maths. Normally as a power series, using a taylor expansion. – Peter Driscoll Aug 21 '17 at 22:36
  • @PeterDriscoll: Your comment does not provide any definition. It would be better if could explicitly write the definition you are using. – Paramanand Singh Aug 22 '17 at 01:17
  • By the way the definition of $x^{\delta} $ using a power series does seems rather unusual. If we proceed in this manner I think we have only two options : either assume binomial theorem for free or use exponential /logarithmic functions (this part is already mentioned in my answer). I wonder how useful the approach via binomial theorem would be. – Paramanand Singh Aug 22 '17 at 01:33
  • Probably a taylor series around $(x+1)^\delta$. – Peter Driscoll Aug 22 '17 at 02:07
  • @PeterDriscoll : so you assume binomial theorem for free. This works but I must say it is hardest definition (so far seen) to use in order to prove all the properties of the function. – Paramanand Singh Aug 22 '17 at 02:14
  • @PeterDriscoll: you will have a hard time trying to use the definition to make sense of symbol $2^{-\sqrt{2}}$ unless you make further assumptions. Perhaps you need to rethink about this definition. – Paramanand Singh Aug 22 '17 at 02:29
0

Let me begin by saying that I am exploring an idea here. The idea I am exploring is how to have greater freedom in correctly using limit values. Please give me a little lee way.

Let me start informally choose a small enough p. For example, say $p = 2^{-64}$. The first equation can be expressed as.

$$ y = f(x) = \frac{x^p - 1}{p} $$ $$ (1 + yp)^{\frac1{p}} = x $$ Let $ yp = q $ then $p = \frac{q}{y}$ $$ ((1 + q)^{\frac1{q}})^y = x $$

Then the following equations hold, close enough, $$ e^y = x $$ $$ y = f(x) = \ln(x) $$

And I can make them hold as tightly as I want by getting out my calculator, and choosing a smaller p.

Now I want to make this a bit more formal. Let me define this in terms of X and Y being the limit values of x and y.

Let p be a small enough number so that x is close enough to a limit value X and y is close enough to a limit value Y. So I might choose an x = X and find a small enough p so that y is close enough to Y. Or I might choose a y = Y and find a small enough p so that x is close enough to X.

Let me try to make this follow a pattern like the $\epsilon$ $\delta$ limit defintition.

The limit as $p$ goes to zero of $x$ is $X$ and $y$ is $Y$ if for every $ \epsilon > 0 $ there exists a $ \delta $ such that, for all $p \in D$, if $ 0 < p < \delta $, then $ |x-X| < \epsilon \land |y-Y| < \epsilon$.

The equation for f is, $$ y = f(x) = \frac{x^p - 1}{p} $$ Let $ yp = q $ $$ ((1 + q)^{\frac1{q}})^y = x $$

Then, $$ e^Y = X $$ $$ Y = f(X) = \ln(X) $$

In this frame work, there is only a single p that goes towards zero. And there may be multiple limit values. $$ \frac{dy}{dx} = L $$ where $ |l - L| < \epsilon $ and, $$ l = \frac{f(x+p) - f(p)}{p} = \frac{((x+p)^p - 1) - (x^p - 1)}{p^2} = \frac{p^2 x^{p-1} + p^3 r}{p^2} = x^{p-1} + p r$$ Where r is other terms. So, $$\frac{dy}{dx} = L = x^{-1}$$

I hope this makes sense :)

  • This is more easily handled in the context of equations $$y=\left(1+\frac{x}{n}\right)^{n}\Leftrightarrow x=n(y^{1/n}-1)$$ which remains valid (surprise!) even when $n\to\infty$ leading to $$y=\lim_{n\to\infty} \left(1+\frac{x}{n}\right)^{n}\Leftrightarrow x=\lim_{n\to\infty} n(y^{1/n}-1)$$ – Paramanand Singh Aug 21 '17 at 15:27
  • This second bit, $y=\lim_{n\to\infty} \left(1+\frac{x}{n}\right)^{n}\Leftrightarrow x=\lim_{n\to\infty} n(y^{1/n}-1)$ has to be proved. – Peter Driscoll Aug 21 '17 at 15:36
  • Yes! But this comes as a surprise and it is not a consequence of the previous identity which is just basic algebra. Your manipulation assuming small $p$ is also similar nature. But I find the handling of the limits as $n\to\infty$ (in this case) somewhat easier than handling $p\to 0$. – Paramanand Singh Aug 21 '17 at 15:50
  • By the way, $y=e^x=(\left(1+\frac1{n}\right)^{n})^x)\Leftrightarrow x=n(y^{1/n}-1)$ is not correct for all n. – Peter Driscoll Aug 21 '17 at 15:54
  • Forgot to mention. $n$ is a positive integer greater than $|x|$. – Paramanand Singh Aug 21 '17 at 15:56