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Math Analysis 1

The product rule for derivatives: proof and examples

Why the derivative of a product is not the product of the derivatives: an intuition with rectangles, the proof, examples, the quotient rule and an application to electrical power.

The derivative of a sum is the sum of the derivatives. It is tempting to think the same holds for a product, that (fg)' = f'g'. It does not, and one example is enough to see it: with f(x) = g(x) = x the product is x^2, whose derivative is 2x, while f'g' = 1. The correct rule is Leibniz’s:

    \[ (f \cdot g)'(x) = f'(x)\,g(x) + f(x)\,g'(x). \]

An idea with rectangles

Think of f(x)\,g(x) as the area of a rectangle with sides f and g. When x increases a little, side f grows by \Delta f and side g by \Delta g. The new area is the old one plus two strips, \Delta f \cdot g and f \cdot \Delta g, plus a small corner square \Delta f \cdot \Delta g. The square is the product of two small quantities, so it is negligible compared with the strips: divide by \Delta x, take the limit, and what remains is exactly f'g + fg'.

The proof

Assume f and g are differentiable at x. The difference quotient of the product is

    \[ \frac{f(x+h)g(x+h) - f(x)g(x)}{h}. \]

The trick is to add and subtract the same term f(x)\,g(x+h) in the numerator:

    \[ \frac{f(x+h)g(x+h) - f(x)g(x+h) + f(x)g(x+h) - f(x)g(x)}{h} \]

and grouping the terms:

    \[ = g(x+h)\,\frac{f(x+h) - f(x)}{h} + f(x)\,\frac{g(x+h) - g(x)}{h}. \]

Now let h \to 0:

  • \frac{f(x+h) - f(x)}{h} \to f'(x) and \frac{g(x+h) - g(x)}{h} \to g'(x) by definition of derivative;
  • g(x+h) \to g(x) because a differentiable function is also continuous. This is the step people often forget to justify.

By the rules for limits of sums and products we get g(x)f'(x) + f(x)g'(x). ∎

Why does differentiable imply continuous? For h \neq 0 we can write g(x+h) - g(x) = \frac{g(x+h) - g(x)}{h}\cdot h. The first factor tends to g'(x), the second to 0, so the difference tends to 0.

Examples

  • \big(x^2 \sin x\big)' = 2x \sin x + x^2 \cos x.
  • \big(e^x \ln x\big)' = e^x \ln x + \dfrac{e^x}{x}.
  • \big(\sin x \cos x\big)' = \cos^2 x - \sin^2 x = \cos 2x, consistent with \sin x \cos x = \frac12 \sin 2x.

Consequences

Three or more factors. Applying the rule twice: (fgh)' = f'gh + fg'h + fgh'. Each term differentiates one factor and leaves the others alone.

Powers. With f = g = \dots = x repeated n times you get back (x^n)' = n\,x^{n-1}: n terms, all equal to x^{n-1}.

Quotients. Writing \frac{f}{g} = f \cdot \frac{1}{g} and knowing that \left(\frac{1}{g}\right)' = -\frac{g'}{g^2}, you obtain the quotient rule \left(\frac{f}{g}\right)' = \frac{f'g - fg'}{g^2}.

Integration by parts. Integrating the product rule gives \int f'g\,dx = fg - \int fg'\,dx, the integration by parts method.

An example from circuit theory

The instantaneous power absorbed by a component is p(t) = v(t)\,i(t). If voltage and current both change with time, the rate at which the power changes is

    \[ \frac{dp}{dt} = \frac{dv}{dt}\,i + v\,\frac{di}{dt}. \]

In a capacitor, where i = C\,\frac{dv}{dt}, the stored energy \frac12 C v^2 has derivative C v \frac{dv}{dt} = v\,i, which is exactly the power: a small consistency check that goes through the product rule.

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