Notes on Limit, Continuity, and Differentiability

Jitender Singh
Department of Mathematics, Guru Nanak Dev University, Amritsar-143005, India
E-mail: sonumaths@gmail.com

Definition 1(Limit): A function f : R → R is said to have a limit ℓ at a point x = a, a ∈ R if for every ϵ > 0 there is
a δ > 0 such that
|x − a| < δ ⇒ |f (x) − ℓ| < ϵ
Note that in this definition, δ = δ(ϵ) i.e. δ is a function of ϵ.
We may define left hand limit (LHL) and right hand limit (RHL) of f at point x = a to be as follows:
Definition 2(LHL): f (x) is said to have left hand limit ℓ1 at point x = a if for every ϵ > 0, there is a δ1 > 0 such that

a − x < δ1 ⇒ |f (x) − ℓ1 | < ϵ

Definition 3(RHL): f (x) is said to have right hand limit ℓ2 at point x = a if for every ϵ > 0, there is a δ2 > 0 such that

x − a < δ2 ⇒ |f (x) − ℓ2 | < ϵ

Definition 4: f (x) is said to be continuous at a point x = a of its domain if for every ϵ > 0, there is a δ > 0 such that

|x − a| < δ ⇒ |f (x) − f (a)| < ϵ

Definition 5: f (x) is said to be differentiable at a point x = a of its domain with derivative f ′ (a) ∈ R if for every ϵ > 0,
there exists a δ > 0 such that  
 f (x) − f (a) 
|x − a| < δ ⇒  − f ′ (a) < ϵ
x−a
Remark 1: If left hand Limit of a function f at a point x = a is ℓ1 we write lim− f (x) = ℓ1 . Similarly if right hand
x→a
Limit of f at x = a is ℓ2 then we write lim+ f (x) = ℓ2 . If Limit of f at a point x = a is ℓ we write lim f (x) = ℓ. If
x→a x→a
f is continuous at x = a, we write lim f (x) = f (a). and if f is differentiable at x = a with derivative f ′ (a), we write
x→a
f (x) − f (a)
lim = f ′ (a).
x→a x−a
Theorem 1: If a function f is differentiable at a point x = a with derivative f ′ (a) then f is continuous at x = a.
Proof: Let f is differentiable at a point x = a with derivative f ′ (a). Then for every ϵ > 0 there is a δ > 0 such that
 
 f (x) − f (a) 
|x − a| < δ1 ⇒  − f ′ (a) < ϵ
x−a
As    
 f (x) − f (a)   
  − |f ′ (a)| ≤  f (x) − f (a) − f ′ (a) < ϵ,
 x−a   x−a 
we need to find a δ > 0 such that

|x − a| < δ ⇒ |f (x) − f (a)| ≤ (ϵ + |f ′ (a)|)|x − a| < ϵ.

{ }
ϵ
This can be done by defining δ := min δ1 , . Result follows now.
ϵ + |f ′ (a)|
Remark 2: Converse of the theorem 1 is not true as there are continuous functions which are not differentiable. An
example is f (x) = |x| which is continuous at x = 0 but fails to have derivative at x = 0 as can be seen readily from the
|x| − 0 |x|
following: lim = lim which does not exist!
x→0 x − 0 x→0 x
Theorem 2(Chain Rule): If f : A → f (A) and g : f (A) → C are differentiable at x = a and f (x) = f (a) respectively,
then g ◦ f : A → C is differentiable at x = a and (g ◦ f )′ (a) = g ′ (f (a))f ′ (a).
Proof: Given that for every ϵ1 > 0 and ϵ2 > 0 there exist δ1 , δ2 > 0 such that
 
 f (x) − f (a) 
|x − a| < δ1 ⇒   − f (a) < ϵ1
′
(0.1)
x−a

1
and  
 g(f (x)) − g(f (a)) 
|f (x) − f (a)| < δ2 ⇒  − g (f (a)) < ϵ2 .
′
(0.2)
 f (x) − f (a)
Let ϵ > 0 be given. Consider
  ( g(f (x)) − g(f (a)) ) ( f (x) − f (a) ) 
 (g ◦ f )(x) − (g ◦ f )(a)   
 − g ′
(f (a))f ′
(a) 
= × − g ′
(f (a))f ′
(a) 
 x−a f (x) − f (a) x−a 
( ) 
 g(f (x)) − g(f (a)) f (x) − f (a) f (x) − f (a) 
=  − g ′ (f (a)) + g ′ (f (a)) − g ′ (f (a))f ′ (a)
f (x) − f (a) x−a x−a
    
 g(f (x)) − g(f (a))   f (x) − f (a)   f (x) − f (a) 
≤  − g ′ (f (a))  − f ′ (a) + f ′ (a) + |g ′ (f (a))|  − f ′ (a)
f (x) − f (a) x−a x−a
≤ ϵ2 (ϵ1 + |f ′ (a)|) + |g ′ (f (a))|ϵ1 (by (0.1) and (0.2))
< max(ϵ1 , ϵ2 ) {max(ϵ1 , ϵ2 ) + |f ′ (a)| + |g ′ (f (a))|} := ϵ
(0.3)

for
1( √ )
max(ϵ1 , ϵ2 ) := −|f ′ (a)| − |g ′ (f (a))| + (|f ′ (a)| + |g ′ (f (a))|)2 + 4ϵ > 0
2
and
|x − a| < δ := min{δ1 , δ2 }.