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I have been trying to understand why this is true:

$$f'(x)=\lim_\limits{h \to 0}\frac{f(x+h)−f(x)}{h}=\lim_\limits{h \to 0}\frac{f(x-h)−f(x)}{-h}$$

While I understand the intuition, I do not understand the formal basis for it. Every resource I have consulted points to an argument similar to the one found here (Formal basis for variable substitution in limits) as the justification. However, a problem occurs when I attempt to justify the result using this argument:

Let $p(y)=\frac{f(x+y)-f(x)}{y}$ and $g(h)=-h$

Then we have

$\lim_\limits{h \to 0}g(h)=0$ and $\lim_\limits{y \to 0}p(y)=f'(x)$

If $p(y)$ is continuous at zero, then I can use the substitution theorem mentioned above to conclude that: $$\lim_\limits{h \to 0}p(g(h))=\lim_\limits{y \to 0}p(y)$$ so $$\lim_\limits{h \to 0}\frac{f(x-h)−f(x)}{-h}=\lim_\limits{y \to 0}\frac{f(x+y)-f(x)}{y}=f'(x)$$

And now the problem: how do I know $p(y)$ continuous at $y=0$? It appears I am dividing by zero, creating a removable discontinuity. Is it assumed that $p(0)=f'(x)$ and thus, because $\lim_\limits{y \to 0}p(y)=f'(x)$, $p(y)$ is continuous at $p(0)$?

This seems like the most likely option, but I just want to make sure I am not making a mistake somewhere!

Edit:

After quite a bit more work, I believe I have cleared up my confusion. Figured I would follow up here for anyone who walks in my footsteps.

The overall question here is related to an intuition about limits. Consider the case $\lim_\limits{x \to a}f(g(x))$ where we assume $g(x)$ has a limit as $x\to a$. It seems reasonable to conclude that we can analyze the limit from "the inside to the outside". In other words, as $x\to a$, g(x) will get close to some value $L$. Thus, to figure out what happens to $f(g(x))$ as $x\to a$, we simply need to understand how $f(y)$ behaves as $y\to L$. Under what conditions does this logic hold? Two theorems provide the answer.

The first is the one most commonly used and found in entry level textbooks. It is as follows:

Let $f$ be continuous at $L$. Then if $\lim_\limits{x \to a}g(x)=L$ we can conclude that $\lim_\limits{x \to a}f(g(x))=\lim_\limits{y \to L}f(y)=f(L)$

The intuition behind this result is that as $g(x)$ gets close to L, we know $f(x)$ is going to stay close to $f(L)$ because it is continuous. But what can we say when $f$ is not continuous at $L$? This leads us to a more general theorem, which is mentioned here and it turns out in the original post as well:

Let $\lim_\limits{ x \to a}g(x)=L$ and $\lim_\limits{ y \to L}f(y)=M$. Then, if there exists a neighborhood of $a$ such that $g(x)$ does not take on the value $L$, except possibly at $a$, we can conclude that $$\lim_\limits{x \to a}f(g(x))=\lim_\limits{y \to L}f(y)=M$$

Of course, the condition on the neighborhood of $a$ is usually satisfied, so I believe these considerations are usually swept under the rug when doing variable substitutions in limits. I found a slightly more practical version of the theorem here. Roughly, it leads to the same conclusion but assumes that $g(x)$ is continuous and non-constant on an inteval containing $a$, things which are usually the case for common substitutions.

Now, lets link this back to the original question! Clearly $g(h)=-h$ does not take on the value zero in any neighborhood of zero. Thus by the above theorem, the substitution is valid!

The careful reader may notice that I misinterpreted the theorem linked in the original post. As I understand it now, continuity of $f(y)$ at $L$ is only required in the case that every neighborhood of $L$ contains a point $x$ such that g(x)=L

Ben
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1 Answers1

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The point of the limit $h \to 0$ is that the limiting value of the quotient ${f(x+h)-f(x) \over h}$ is independent of how $h$ gets to zero.

Note that $h \to 0$ iff $(-h) \to 0$.

Note that $\lim_{h \to 0} {f(x+h)-f(x) \over h} = \lim_{z \to 0} {f(x+z)-f(x) \over z} = \lim_{(-h) \to 0} {f(x)+(-h))-f(x) \over (-h)} = \lim_{h \to 0} {f(x)+(-h))-f(x) \over (-h)}$.

All say essentially the same thing.

The first equality just changes the letter.

The second equality just uses $-h$ instead of $z$ (and since $z \to 0 $ iff $ (-h) \to 0$ using the transformation $z=-h$).

The third equality just uses the fact that $(-h) \to 0$ iff $h \to 0$.

copper.hat
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  • I understand the intuition that it does not matter how h gets to zero. I'm curious how to justify this claim. Is there a theorem that justifies your equalities that is not the one I attempted to use? – Ben Apr 04 '20 at 00:32
  • Well, there is no standard theorem as such. It just follows from an $\epsilon$-$\delta$ sort of thing. Really the above boils down to $h \in B(0,\delta) $ iff $-h \in B(0,\delta)$. – copper.hat Apr 04 '20 at 00:52