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Exercise :

Let $f : \mathbb R \to \mathbb R$ and $x_0 \in \mathbb R$. Suppose that $f$ is differentiable for all $x \neq x_0$. If $\lim_{x \to x_0}f'(x) = c \in \mathbb R$ show that $f$ is differentiable at $x_0$ and $f'(x_0) = c$.

Attempt :

Isn't it pretty straight forward that since $\lim_{x \to x_0} f'(x) = c$ then $f'$ is continuous at $x_0$ and thus differentiablewith $f'(x_0) = c$ ? Does it need some more delicate or rigorous mathematical proof ?

Rebellos
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2 Answers2

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Figured out that applying De L'Hospital provides a brutally fast proof (assuming $f$ is continuous at $x_0$) :

$$\lim_{x \to x_0}\frac{f(x) - f(x_0)}{x-x_0} = \lim_{x \to x_0} \frac{[f(x) - f(x_0)]'}{(x-x_0)'}=\lim_{x\to x_0} \frac{f'(x)}{1}=c \implies f'(x_0) = c$$

Rebellos
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    That's a very important application of the theorem! But, as you see, it can be applied if $f$ is continuous at $x_0$. With an easy counterexample, we see that continuity is necessary anyhow. – egreg Sep 07 '18 at 15:25
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Assuming $f$ is continuous at $x_0.$ It is equivalent to show $g'(0)=c$ where $g(x)=f(x+x_0)-f(x_0).$ That is, to show $\lim_{x\to 0}\frac {g(x)}{x}=c.$

We have $\lim_{x\to 0}g'(x)=c$ and $\lim_{y\to 0}g(y)=g(0)=0.$

Since $\lim_{x\to 0}g'(x)=c,$ there exists $x_1>0$ such that $g'$ is bounded on $(0,x_1).$ For $x\in (0,x_1)$ let $M(x)=\sup_{z\in (0,x)}g'(z)$ and $m(x)=\inf_{z\in (0,x)}g'(z).$

For $0<y<x<x_1$ we have, by the MVT, $g(x)=g(y)+(x-y)g'(z_{x,y})$ for some $z_{x,y}\in (y,x).$ So $$\frac {g(x)}{x}=\frac {g(y)}{x}+(1-\frac {y}{x})g'(z_{x,y}).$$ Therefore $$\frac {g(y)}{x}+(1-\frac {y}{x})M(x)\geq \frac {g(x)}{x}\geq \frac {g(y)}{x}+(1-\frac {y}{x})m(x).$$

Now keeping $x$ fixed and letting $y\to 0,$ since $\lim_{y\to 0}g(y)=0,$ we have $$M(x)\geq \frac {g(x)}{x}\geq m(x)$$ for all $x\in (0,x_1)$.

Since $c=\lim_{x\to 0+}M(x)=\lim_{x\to 0+}m(x),$ we have therefore $ \lim_{x\to 0+}\frac {g(x)}{x}=c.$

Similarly, $\lim_{x\to 0-}\frac {g(x)}{x}=c.$

Remark . The change from $f$ to $g$ is not really necessary. It reduces what I call the "clutter", to make it easier to follow.