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Differentiate from first principle(otherwise known as differentialisation)

This section and the *differentiation technique* section can be skipped if you are already familiar with calculus/differentiation.

In calculus, differentiation is a very important operation applied to functions of real numbers. To differentiate a function f(x), we simply evaluate the limit

where the means that we let h approach 0. However, for now, we can simply think of it as putting h to 0, i.e., letting h = 0 at an appropriate time. There are various notations for the result of differentiation (called the derivative), for example

and

mean the same thing. We say, f'(x) is the derivative of f(x). Differentiation is useful for many purposes, but we shall not discuss why calculus was invented, but rather how we can apply calculus to the study of generating functions.

It should be clear that if then the above law is important. If g(x) a closed-form of f(x), then it is valid to differentiate both sides to obtain a new generating function.

Also if This can be verified by looking at the properties of limits.

Example 1

Differentiate from first principle f(x) where

Firstly, we form the difference quotient

We can't set h to 0 to evaluate the limit at this point. Can you see why? We need to expand the quadratic first.

We can now factor out the h to obtain now

from where we can let h go to zero safely to obtain the derivative, 2x. So

or equivalently:

Example 2

Differentiate from first principles, p(x) = xn.

We start from the difference quotient:

By the binomial theorem, we have:

The first xn cancels with the last, to get

Now, we bring the constant 1/h inside the brackets

and the result falls out:

Important Result

If

then

As you can see, differentiate from first principle involves working out the derivative of a function through algebraic manipulation, and for that reason this section is algebraically very difficult.

Example 3

Assume that if

then

Differentiate

Solution Let

Example 4

Show that if

Solution

Example 5

Differentiate from first principle

Solution

Exercises

1. Differentiate

2. Differentiate

3. Differentiate from first principle

4. Differentiate

5. Prove the result assumed in example 3 above, i.e. if

f(x)=g(x)+h(x)

then

f(x)=g(x)+h(x).

Hint: use limits.

Differentiating f(z) = (1 - z)^n

We aim to derive a vital result in this section, namely, to derive the derivative of

where n 1 and n an integer. We will show a number of ways to arrive at the result.

Derivation 1

Let's proceed:

expand the right hand side using binomial expansion

differentiate both sides

now we use

and there are some cancelling

take out a common factor of -n, and recall that 1! = 0! = 1 we get

let j = i - 1, we get

but this is just the expansion of (1 - z)n-1

Derivation 2

Similar to Derivation 1, we use instead the definition of a derivative:

expand using the binomial theorem

factorise

take the limit inside (recall that [Af(x)]' = Af'(x) )

the inside is just the derivative of zi

exactly as derivation 1, we get

Example Differentiate (1 - z)2

Solution 1

f(z) = (1 - z)2 = 1 - 2z + z2
f'(z) = - 2 + 2z
f'(z) = - 2(1 - z)

Solution 2 By the result derived above we have

f'(z) = -2(1 - z)2 - 1 = -2(1 - z)

Exercises

Imitate the method used above or otherwise, differentiate:

1. (1 - z)3

2. (1 + z)2

3. (1 + z)3

4. (Harder) 1/(1 - z)3 (Hint: Use definition of derivative)

Differentiation technique

We will teach how to differentiate functions of this form:

i.e. functions whose reciprocals are also functions. We proceed, by the definition of differentiation:


Example 1

by

where g is a function of z, we get

which confirmed the result derived using a counting argument.


Exercises

Differentiate

1. 1/(1-z)2

2. 1/(1-z)3

3. 1/(1+z)3

4. Show that (1/(1 - z)n)' = n/(1-z)n+1

Differentiation applied to generating functions

Now that we are familiar with differentiation from first principle, we should consider:

we know

differentiate both sides


therefore we can conclude that

Note that we can obtain the above result by the substituion method as well,

letting z = x2 gives you the require result.

The above example demonstrated that we need not concern ourselves with difficult differentiations. Rather, to get the results the easy way, we need only to differentiate the basic forms and apply the substitution method. By basic forms we mean generating functions of the form:

for n 1.

Let's consider the number of solutions to

for ai 0 for i = 1, 2, ... n.

We know that for any m, the number of solutions is the coefficient to:

as discussed before.

We start from:

differentiate both sides (note that 1 = 1!)

differentiate again

and so on for (n-1) times

divide both sides by (n-1)!

the above confirms the result derived using a counting argument.

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