🧮 Brain Teaser

The Derivative That Drags Its Function Along

Let f:R→Rf:\mathbb{R}\to\mathbb{R} be differentiable, and suppose

lim⁔xā†’āˆž(f(x)+f′(x))=L(L∈R).\lim_{x\to\infty}\big(f(x)+f'(x)\big)=L \qquad (L\in\mathbb{R}).

Prove that

lim⁔xā†’āˆžf(x)=Landlim⁔xā†’āˆžf′(x)=0.\lim_{x\to\infty} f(x)=L \qquad\text{and}\qquad \lim_{x\to\infty} f'(x)=0.

Follow-up (think for 30 seconds each):

  1. Does the same conclusion hold if f(x)+f′′(x)→0f(x)+f''(x)\to 0?
  2. Does it hold if f(x)āˆ’f′(x)→0f(x)-f'(x)\to 0?
  3. What about f(x)+2f′(x)→Lf(x)+2f'(x)\to L?

Field: Real analysis (differentiation, limits)

Why it's interesting / classic: The hypothesis controls only a combination of ff and f′f'. Neither ff nor f′f' is assumed to converge, and one could imagine them oscillating against each other. They cannot. The equation y+y′=gy+y'=g is a damped first-order system, and the damping forces ff to settle. This is a well-known exercise from G. H. Hardy's A Course of Pure Mathematics. It is a model example of the integrating factor idea in a pure-analysis setting, and it shows a sharp version of L'HĆ“pital's rule at work.

Difficulty: 2 / 5

Tags: integrating factor, L'HƓpital's rule, asymptotics, Hardy

integrating factorL'Hopital's ruleasymptoticsODE stabilitylimits

Answer: The Derivative That Drags Its Function Along

Key Idea / Intuition

Think of f+f′=gf+f'=g as the ODE y′=āˆ’y+gy'=-y+g. The term āˆ’y-y pulls yy toward the "input" gg, and gg is eventually close to LL, so yy gets pulled to LL. The function "forgets" its past exponentially fast.

Algebraically, the integrating factor exe^x turns the combination f+f′f+f' into a single derivative: (exf)′=ex(f+f′)(e^x f)'=e^x(f+f'). So f=exfexf = \dfrac{e^x f}{e^x} is a quotient whose numerator and denominator have derivative ratio f+f′→Lf+f'\to L. This is exactly the setting of L'HĆ“pital's rule.


Formal Proof / Solution

Step 1: The integrating factor

Set g=f+f′g = f+f'. Then

ddx(exf(x))=ex(f(x)+f′(x))=exg(x).\frac{d}{dx}\big(e^x f(x)\big) = e^x\big(f(x)+f'(x)\big) = e^x g(x).

Step 2: Fast route via L'HƓpital

Write f(x)=exf(x)exf(x)=\dfrac{e^x f(x)}{e^x}. The denominator exā†’āˆže^x\to\infty, and the ratio of derivatives is

(exf)′(ex)′=exg(x)ex=g(x)→L.\frac{(e^x f)'}{(e^x)'} = \frac{e^x g(x)}{e^x} = g(x)\to L.

We use the version of L'HĆ“pital's rule that requires only the denominator to tend to āˆž\infty, with no assumption on the numerator (Rudin, PMA, Thm 5.13). It gives f(x)→Lf(x)\to L.

Step 3: Self-contained ε\varepsilon-argument (no L'HÓpital)

Fix ε>0\varepsilon>0 and choose MM such that ∣g(t)āˆ’L∣<ε|g(t)-L|<\varepsilon for all t≄Mt\ge M. For x>Mx> M, integrate Step 1 from MM to xx. The integrand etg(t)e^t g(t) is a derivative, so the fundamental theorem of calculus applies in the form needed here. Writing etg=etL+et(gāˆ’L)e^t g = e^t L + e^t(g-L) gives

exf(x)āˆ’eMf(M)=L (exāˆ’eM)+∫Mxet(g(t)āˆ’L) dt.e^x f(x) - e^M f(M) = L\,(e^x-e^M) + \int_M^x e^t\big(g(t)-L\big)\,dt.

The last integral has absolute value at most ε(exāˆ’eM)\varepsilon(e^x-e^M). Divide by exe^x:

f(x)=eMāˆ’xf(M)+L (1āˆ’eMāˆ’x)+R(x),∣R(x)āˆ£ā‰¤Īµ.f(x) = e^{M-x}f(M) + L\,(1-e^{M-x}) + R(x),\qquad |R(x)|\le \varepsilon.

As xā†’āˆžx\to\infty, eMāˆ’x→0e^{M-x}\to 0. Hence

lim sup⁔xā†’āˆžāˆ£f(x)āˆ’Lāˆ£ā‰¤Īµ.\limsup_{x\to\infty}|f(x)-L|\le\varepsilon.

Since ε\varepsilon was arbitrary, f(x)→Lf(x)\to L.

(Technical remark: if one prefers to avoid integrating a derivative that might not be Riemann integrable, apply the mean value theorem to h(x)=exf(x)āˆ’(L±ε)exh(x)=e^x f(x) - (L\pm\varepsilon)e^x. Its derivative ex(gāˆ’Lāˆ“Īµ)e^x(g-L\mp\varepsilon) has a fixed sign on [M,āˆž)[M,\infty), so hh is monotone there. This yields the same two-sided bound.)

Step 4: The derivative

We have f′(x)=g(x)āˆ’f(x)f'(x) = g(x) - f(x). Since g→Lg\to L and f→Lf\to L, it follows that f′(x)→Lāˆ’L=0f'(x)\to L-L=0. ā– \blacksquare


Follow-ups

  1. f+f′′→0f+f''\to 0: fails. Take f(x)=sin⁔xf(x)=\sin x. Then f+f′′≔0f+f''\equiv 0, but ff oscillates forever. The equation y′′+y=0y''+y=0 is an undamped oscillator, so there is no forgetting mechanism.

  2. fāˆ’f′→0f-f'\to 0: fails. Take f(x)=exf(x)=e^x. Then fāˆ’f′≔0f-f'\equiv 0, but fā†’āˆžf\to\infty. The equation y′=yāˆ’gy'=y-g is unstable: the term +y+y pushes away from equilibrium instead of pulling toward it. In the proof, the integrating factor becomes eāˆ’xe^{-x}, which tends to 00 rather than āˆž\infty, and the argument collapses.

  3. f+2f′→Lf+2f'\to L: works. Use the integrating factor ex/2e^{x/2}: (ex/2f)′(ex/2)′=12ex/2(f+2f′)12ex/2=f+2f′→L.\frac{(e^{x/2}f)'}{(e^{x/2})'} = \frac{\tfrac12 e^{x/2}(f+2f')}{\tfrac12 e^{x/2}} = f+2f' \to L. In general, f+cf′→Lf+cf'\to L forces f→Lf\to L exactly when c>0c>0.

Moral: the hypothesis is about stability of a linear ODE. Whether ff converges depends on the sign of the characteristic root of y+c y′=0y + c\,y' = 0. A negative root āˆ’1/c-1/c (that is, c>0c>0) gives decay and convergence. A positive root gives blow-up. A purely imaginary pair, as in y′′+y=0y''+y=0, gives oscillation.

Source: G. H. Hardy, A Course of Pure Mathematics (classic exercise); cf. W. Rudin, Principles of Mathematical Analysis, Thm 5.13

Type: analysisSource: G. H. Hardy, A Course of Pure Mathematics (classic exercise); cf. W. Rudin, Principles of Mathematical Analysis, Thm 5.13Edit on GitHub ↗