The Derivative That Drags Its Function Along
Let be differentiable, and suppose
Prove that
Follow-up (think for 30 seconds each):
- Does the same conclusion hold if ?
- Does it hold if ?
- What about ?
Field: Real analysis (differentiation, limits)
Why it's interesting / classic: The hypothesis controls only a combination of and . Neither nor is assumed to converge, and one could imagine them oscillating against each other. They cannot. The equation is a damped first-order system, and the damping forces 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'HƓpital's rule at work.
Difficulty: 2 / 5
Tags: integrating factor, L'HƓpital's rule, asymptotics, Hardy
Answer: The Derivative That Drags Its Function Along
Key Idea / Intuition
Think of as the ODE . The term pulls toward the "input" , and is eventually close to , so gets pulled to . The function "forgets" its past exponentially fast.
Algebraically, the integrating factor turns the combination into a single derivative: . So is a quotient whose numerator and denominator have derivative ratio . This is exactly the setting of L'HƓpital's rule.
Formal Proof / Solution
Step 1: The integrating factor
Set . Then
Step 2: Fast route via L'HƓpital
Write . The denominator , and the ratio of derivatives is
We use the version of L'HƓpital's rule that requires only the denominator to tend to , with no assumption on the numerator (Rudin, PMA, Thm 5.13). It gives .
Step 3: Self-contained -argument (no L'HƓpital)
Fix and choose such that for all . For , integrate Step 1 from to . The integrand is a derivative, so the fundamental theorem of calculus applies in the form needed here. Writing gives
The last integral has absolute value at most . Divide by :
As , . Hence
Since was arbitrary, .
(Technical remark: if one prefers to avoid integrating a derivative that might not be Riemann integrable, apply the mean value theorem to . Its derivative has a fixed sign on , so is monotone there. This yields the same two-sided bound.)
Step 4: The derivative
We have . Since and , it follows that .
Follow-ups
-
: fails. Take . Then , but oscillates forever. The equation is an undamped oscillator, so there is no forgetting mechanism.
-
: fails. Take . Then , but . The equation is unstable: the term pushes away from equilibrium instead of pulling toward it. In the proof, the integrating factor becomes , which tends to rather than , and the argument collapses.
-
: works. Use the integrating factor : In general, forces exactly when .
Moral: the hypothesis is about stability of a linear ODE. Whether converges depends on the sign of the characteristic root of . A negative root (that is, ) gives decay and convergence. A positive root gives blow-up. A purely imaginary pair, as in , gives oscillation.
Source: G. H. Hardy, A Course of Pure Mathematics (classic exercise); cf. W. Rudin, Principles of Mathematical Analysis, Thm 5.13