In today's blog, I present a proof for L'Hopital's Rule which is also known as L'Hospital's Rule
which states that under certain circumstances,
lim (x → a) f(x)/g(x) = lim (x → a) f'(x)/g'(x). I use it for example in the proof that
∑ 1/n2 = π2/6 (Proof to be added later).
To prove this theorem, I will need to start with some lemmas that show that L'Hopital's Rule is true for specific cases.
Lemma 1: L'Hopital's Rule for 0/0 limits Let
f(x),g(x) be two functions that are differentiable in a
deleted neighborhood (b,a) such that
g'(x) is a nonzero, finite real number in that neighborhood, that is, when
b is less than
x is less than
a.
If:
lim(x → a) f(x) = 0 and
lim(x → a) g(x) = 0 and
lim(x → a) f'(x)/g'(x) = a finite, real number
Then:
lim (x → a) f(x)/g(x) = lim (x → a) f'(x)/g'(x)Proof:
(1) Let
f(x),g(x) be
continuous functions such that
f(a)=0, g(a)=0(2) Using Cauchy's Mean Value Theorem (see Theorem,
here), for any
x, there exists a point
c such that
x is less than
c which is less than
a and:
[f(a) - f(x)]g'(c) = [g(a)-g(x)]f'(c)
(3) We can rerrange the equation to give us:
f'(c)/g'(c) = [f(a) - f(x)]/[g(a) - g(x)](4) Since
f(a)=0 and
g(a) = 0, this gives us:
f'(c)/g'(c) = f(x)/g(x)(5) Let
L = lim(x → a) f'(x)/g'(x) [We know that
L is a finite real number from the given]
(6) Let
ε be any positive real value.
(7) By definition of limits (see Definition 1,
here), for
ε, there exists a
δ such that:
if
(x - a) is between
-δ and
+δ, then
f'(x) - L is between
-ε and
+ε(8) Since
c is between
x and
a, we can see that as
x moves toward
a so does
c. This gives us:
lim(c → a) f'(c)/g'(c) = L since
if
(c-a) is between
-δ and
+δ, then
f'(c) - L is between
-ε and
+ε(9) But from step #4, since
f(x)/g(x) = f'(c)/g'(c), we can see that as
x moves toward
a,
c likewise moves toward
a and we have:
lim(x → a) f(x)/g(x) = L since:
for
ε, there exists a
δ such that:
if
(x - a) is between
δ and
+δ, then
(x-c) is also between
-δ and
+δ and since
f(x)/g(x) = f'(c)/g'(c), we have that
f(x)/g(x) - L is between
-ε and
+ε since
f(c)/g'(c) - L is between
-ε and
+ε [See step #7]
QED
Lemma 2: L'Hopital's Rule for ∞/∞ limitsLet
f(x),g(x) be two functions that are differentiable in a
deleted neighborhood (b,a) such that
g'(x) is a nonzero, finite real number in that neighborhood, that is, when
b is less than
x is less than
a.
If:
lim(x → a) f(x) = ∞ and
lim(x → a) g(x) = ∞ and
lim(x → a) f'(x)/g'(x) = a finite, real number
Then:
lim (x → a) f(x)/g(x) = lim (x → a) f'(x)/g'(x)Proof:
(1) Let
L = lim (x → a) f'(x)/g'(x) where
L is a finite real number.
(2) Let
ε be any positive value.
(3) From step #1, there exists
δ such that if
x -a is between
-δ and
δ, then
f'(x) - L is between
-ε and
ε [Definition of limit, see
here]
(4) Let
b = a - δ(5) Using Cauchy's Mean Value Theorem (see
here), we know that there exists a value
c such that
c is in
(a,b) and:
[f(a) - f(x)]g'(c) = [g(a)-g(x)]f'(c)(6) Multiplying both sides by
1/([g'(c)][g(a) - g(x)]) gives us:
[f(a) - f(x)]/[g(a) - g(x)] = f'(c)/g'(c)(7) Likewise, we can multiply
(-1)/(-1) to both sides to get:
[f(x) - f(a)]/[g(x) - g(a)] = f'(c)/g'(c)(8) Since
c is in
(a,b) and
c moves toward
a as
x moves toward
a, we have:
lim (c → a) f'(c)/g'(c) = lim (x → a) f'(x)/g'(x) = L(9) But this means that:
lim (x → a) ([f(x) - f(a)]/[g(x) - g(a)]) = lim (c → a) f'(c)/g'(c) = L(10) So using the definition of a limit we have:
If
x - a is between
-δ and
+δ, then:
[f(x) - f(a)]/[g(x) - g(a)] - L is between
-ε and
+ε(11) But since
x is in
(a,b), we know that
x - a is less than
a - (a - δ) = δ so we can conclude that:
[f(x) - f(a)]/[g(x) - g(a)] - L is between
-ε and
+ε(12) Let
h(x) = [1 - f(a)/f(x)]/[1 - g(a)/g(x)](13) Now,
lim (x → a) h(x)*f(x)/g(x) = lim(x → a) ([1 - f(a)/f(x)]/[1 - g(a)/g(x)]*f(x)/g(x) == lim (x → a) =([f(x) - f(a)]/g(x)-g(a)]) = L(14) So, it follows that for
x in
(a,b), we have:
h(x)*f(x)/g(x) - L is between
-ε and
+ε(15) Since
lim (x → a) f(x) = ∞ and
lim (x → a) g(x) = ∞, we have:
lim (x → a) [1 - f(a)/f(x)] = 1 - 0 = 1lim (x → a) [1 - g(a)/g(x)] = 1 - 0 = 1(16) Using the Quotient Rule for Limits (see Lemma 7,
here), we have:
lim (x → a) h(x) = (lim (x → a) [1 - f(a)/f(x)])/(lim (x → a)[1 - g(a)/g(x)]) = 1/1 = 1(17) Using the Product Rule for Limits (see Lemma 2,
here), we have:
lim (x → a) h(x)*f(x)/g(x) =lim (x → a) h(x) * lim (x → a) f(x)/g(x)(18) This means that:
lim (x → a) f(x)/g(x) = [lim (x → a) h(x)*f(x)/g(x)]/[lim (x → a) h(x)] == L/1 = LQED
Lemma 3: L'Hopital's Rule for 0/0 limits where f'(x)/g'(x) has an infinite limitLet
f(x),g(x) be two functions that are differentiable in a
deleted neighborhood (b,a) such that, when
b is less than
x is less than
a.
If:
lim(x → a) f(x) = 0 and
lim(x → a) g(x) = 0 and
lim(x → a) f'(x)/g'(x) = +∞ or
-∞Then:
lim (x → a) f(x)/g(x) = lim (x → a) f'(x)/g'(x)Proof:
(1) Let
f(x),g(x) be
continuous functions such that
f(a)=0, g(a)=0(2) Using Cauchy's Mean Value Theorem (see Theorem,
here), for any
x, there exists a point
c such that
x is less than
c which is less than
a and:
[f(a) - f(x)]g'(c) = [g(a)-g(x)]f'(c)
(3) We can rerrange the equation to give us:
f'(c)/g'(c) = [f(a) - f(x)]/[g(a) - g(x)](4) Since
f(a)=0 and
g(a) = 0, this gives us:
f'(c)/g'(c) = f(x)/g(x)(5) Let
L = lim(x → a+) f'(x)/g'(x) We can assume that
L is
+∞. We could make the same argument with some adjustments if
L is
-∞(6) Let
ε be any positive real value.
(7) For an infinite limit, for
ε, there exists a
δ such that:
if
(x - a) is between
-δ and
+δ, then
f'(x) is between
-1/ε and
+1/ε(8) Since
c is between
x and
a, we can see that as
x moves toward
a so does
c. This gives us:
lim(c → a+) f'(c)/g'(c) = +∞ since
if
(c-a) is between
-δ and
+δ, then
f'(c) is between
-1/ε and
+1/ε(9) But from step #4, since
f(x)/g(x) = f'(c)/g'(c), we can see that as
x moves toward
a,
c likewise moves toward
a and we have:
lim(x → a+) f(x)/g(x) = +∞ since:
for
ε, there exists a
δ such that:
if
(x - a) is between
δ and
+δ, then
(x-c) is also between
-δ and
+δ and since
f(x)/g(x) = f'(c)/g'(c), we have that
f(x)/g(x) is between
-1/ε and
+1/ε since
f(c)/g'(c) is between
-1/ε and
+1/ε [See step #7]
QED
Lemma 4: L'Hopital's Rule for ∞/∞ limits where f'(x)/g'(x) has an infinite limit
Let
f(x),g(x) be two functions that are differentiable in a
deleted neighborhood (b,a) such that, when
b is less than
x is less than
a.
If:
lim(x → a) f(x) = ∞ and
lim(x → a) g(x) = ∞ and
lim(x → a) f'(x)/g'(x) = +∞ or -∞Then:
lim (x → a) f(x)/g(x) = lim (x → a) f'(x)/g'(x)Proof:
(1) Let
L = lim (x → a) f'(x)/g'(x) where
L is
+∞NOTE: We can use the same argument with some modifications if
L is
-∞(2) Let
ε be any positive value.
(3) From step #1, there exists
δ such that if
x -a is between
-δ and
δ, then
f'(x) is between
-1/ε and 1/
εThis is true since we are talking about an infinite limit where
1/ε can get as close to infinity as one wishes.
(4) Let
b = a - δ(5) Using Cauchy's Mean Value Theorem (see
here), we know that there exists a value
c such that
c is in
(a,b) and:
[f(a) - f(x)]g'(c) = [g(a)-g(x)]f'(c)(6) Multiplying both sides by
1/([g'(c)][g(a) - g(x)]) gives us:
[f(a) - f(x)]/[g(a) - g(x)] = f'(c)/g'(c)(7) Likewise, we can multiply
(-1)/(-1) to both sides to get:
[f(x) - f(a)]/[g(x) - g(a)] = f'(c)/g'(c)(8) Since
c is in
(a,b) and
c moves toward
a as
x moves toward
a, we have:
lim (c → a) f'(c)/g'(c) = lim (x → a) f'(x)/g'(x) = L(9) But this means that:
lim (x → a) ([f(x) - f(a)]/[g(x) - g(a)]) = lim (c → a) f'(c)/g'(c) = L(10) So using the definition of a limit we have:
If
x - a is between
-δ and
+δ, then:
[f(x) - f(a)]/[g(x) - g(a)] is between
-1/ε and
+1/ε(11) But since
x is in
(a,b), we know that
x - a is less than
a - (a - δ) = δ so we can conclude that:
[f(x) - f(a)]/[g(x) - g(a)] is between
-1/ε and
+1/ε(12) Let
h(x) = [1 - f(a)/f(x)]/[1 - g(a)/g(x)](13) Now,
lim (x → a) h(x)*f(x)/g(x) = lim(x → a) ([1 - f(a)/f(x)]/[1 - g(a)/g(x)]*f(x)/g(x) == lim (x → a) =([f(x) - f(a)]/g(x)-g(a)]) = L(14) So, it follows that for
x in
(a,b), we have:
h(x)*f(x)/g(x) is between
-1/ε and
+1/ε(15) Since
lim (x → a) f(x) = ∞ and
lim (x → a) g(x) = ∞, we have:
lim (x → a) [1 - f(a)/f(x)] = 1 - 0 = 1lim (x → a) [1 - g(a)/g(x)] = 1 - 0 = 1(16) Using the Quotient Rule for Limits (see Lemma 7,
here), we have:
lim (x → a) h(x) = (lim (x → a) [1 - f(a)/f(x)])/(lim (x → a)[1 - g(a)/g(x)]) = 1/1 = 1(17) Using the Product Rule for Limits (see Lemma 2,
here), we have:
lim (x → a) h(x)*f(x)/g(x) =lim (x → a) h(x) * lim (x → a) f(x)/g(x)(18) This means that:
lim (x → a) f(x)/g(x) = [lim (x → a) h(x)*f(x)/g(x)]/[lim (x → a) h(x)] == L/1 = LQED
Theorem: L'Hopital's RuleLet
f(x),g(x) be two functions that are differentiable in a deleted neighborhood
a such that
g'(x) is nonzero in that neighborhood.
If one of the following conditions are true:
(a)
lim(x → a) f(x) = 0 and
lim(x → a) g(x) = 0(b)
lim(x → a) f(x) = ∞ and
lim(x → a) g(x) = ∞Then:
lim (x → a) f(x)/g(x) = lim (x → a) f'(x)/g'(x)Proof:
(1) Now, we need to be able to handle the following four cases:
Case I:
a is a real number/
L is a real number
Case II:
a is a real number/
L is infinity
Case III:
a is infinity/
L is a real number
Case IV:
a is infinty/
L is infinity
(2) Case I is handled through Lemma 1 and Lemma 2.
(3) Case II is handled through Lemma 3 and Lemma 4.
(4) Assume that
a is
+∞We can make the same arguments if
a is
-∞ with some modifications.
(5) There exists
y such that
1/y = x.
(6) As
x goes towards
+∞,
y goes toward
+0.
(7)
dx/dy = -1/y2 (See Lemma 2,
here)
(8) Using the Chain Rule (see Lemma 2,
here)
f'(x) = d/dy[f(1/y)] = f'(1/y)*d/dy[1/y] = f'(1/y)*(-1/y2)g'(x) = d/dy[g(1/y)] = g'(1/y)*d/dy[1/y] = g'(1/y)*(-1/y2)(9) Thus, we have:
l
im (x → +∞) [f'(x)/g'(x)] = lim (y → 0+) [f'(1/y)*(-1/y2)]/[g'(1/y)*(-1/y2)] == lim (y→ 0+) [f'(1/y)/g'(1/y)](10) Now, depending on
f(x),g(x), f'(x)/g'(x), we can use Lemma 1, 2, 3, or 4 to establish:
lim (y → 0+) [f'(1/y)/g'(1/y)] = lim (y → 0+) f(1/y)/g(1/y)(11) Since
x=1/y, this gives us:
l
im (x → +∞) [f'(x)/g'(x)] = lim(y → 0+) [f'(1/y)/g'(1/y)] = lim (y → 0+) f(1/y)/g(1/y) = lim (x → +∞) f(x)/g(x)QED
References