L'Hôpital's rule ( loh-pee-TAHL), also known as Bernoulli's rule, is a mathematical theorem that allows evaluating limits of indeterminate forms using derivatives. Application (or repeated application) of the rule often converts an indeterminate form to an expression that can be easily evaluated by substitution. The rule is named after the 17th-century French mathematician Guillaume de l'Hôpital. Although the rule is often attributed to de l'Hôpital, the theorem was first introduced to him in 1694 by the Swiss mathematician Johann Bernoulli.
L'Hôpital's rule states that for functions
and
which are defined on an open interval
and differentiable on
for a (possibly infinite) accumulation point
of
, if
or
and
for all
in
, and
exists, then
The differentiation of the numerator and denominator often simplifies the quotient or converts it to a limit that can be directly evaluated by continuity.
History
Guillaume de l'Hôpital (also written l'Hospital[a]) published this rule in his 1696 book Analyse des Infiniment Petits pour l'Intelligence des Lignes Courbes (lit. 'Analysis of the Infinitely Small for the Understanding of Curved Lines'), the first textbook on differential calculus.[1][b] However, it is believed that the rule was discovered by the Swiss mathematician Johann Bernoulli.[3]
The general form of l'Hôpital's rule covers many cases. Let
and
be extended real numbers: real numbers, as well as positive and negative infinity. Let
be an open interval containing
(for a two-sided limit) or an open interval with endpoint
(for a one-sided limit, or a limit at infinity if
is infinite).
Assumption 1: On
, the real-valued functions
and
are differentiable with
.
Assumption 2:
, a finite or infinite limit.
If either
or
then
Although we have written
throughout, the limits may also be one-sided limits (
or
), when
is a finite endpoint of
.
In the second case b), the hypothesis that
diverges to infinity is not necessary; in fact, it is sufficient that
The hypothesis that
appears most commonly in the literature, but some authors sidestep this hypothesis by adding other hypotheses which imply
. For example,[4] one may require in the definition of the limit
that the function
must be defined everywhere on an interval
.[c] Another method[5] is to require that both
and
be differentiable everywhere on an interval containing
.
Necessity of conditions: Counterexamples
All four conditions for l'Hôpital's rule are necessary:
- Indeterminacy of form:
or
;
- Differentiability of functions and
are differentiable on an open interval
except possibly at the limit point
in
;
- Non-zero derivative of denominator:
for all
in
with
;
- Existence of limit of the quotient of the derivatives:
exists.
Where one of the above conditions is not satisfied, l'Hôpital's rule is not valid in general, and its conclusion may be false in certain cases.
The necessity of the first condition can be seen by considering the counterexample where the functions are
and
and the limit is
.
The first condition is not satisfied for this counterexample because
and
. This means that the form is not indeterminate.
The second and third conditions are satisfied by
and
. The fourth condition is also satisfied with
But the conclusion fails, since
2. Differentiability of functions
Differentiability of functions is a requirement because if a function is not differentiable, then the derivative of the function is not guaranteed to exist at each point in
. The fact that
is an open interval is grandfathered in from the hypothesis of the Cauchy's mean value theorem. The notable exception of the possibility of the functions being not differentiable at
exists because l'Hôpital's rule only requires the derivative to exist as the function approaches
; the derivative does not need to be taken at
.
For example, let
,
, and
. In this case,
is not differentiable at
. However, since
is differentiable everywhere except
, then
still exists. Thus, since
and
exists, l'Hôpital's rule still holds.
3. Derivative of denominator is zero
The necessity of the condition that
near
can be seen by the following counterexample due to Otto Stolz.[6] Let
and
Then there is no limit for
as
However,
which tends to 0 as
, although it is undefined at infinitely many points. Further examples of this type were found by Ralph P. Boas Jr.[7]
4. Limit of derivatives does not exist
The requirement that the limit
exists is essential; if it does not exist, the original limit
may nevertheless exist. Indeed, as
approaches
, the functions
or
may exhibit many oscillations of small amplitude but steep slope, which do not affect
but do prevent the convergence of
.
For example, if
,
and
, then
which does not approach a limit since cosine oscillates infinitely between 1 and −1. But the ratio of the original functions does approach a limit, since the amplitude of the oscillations of
becomes small relative to
:
In a case such as this, all that can be concluded is that
so that if the limit of
exists, then it must lie between the inferior and superior limits of
. In the example, 1 does indeed lie between 0 and 2.)
Note also that by the contrapositive form of the Rule, if
does not exist, then
also does not exist.
Examples
In the following computations, each application of l'Hôpital's rule is indicated by the symbol
.
- Here is a basic example involving the exponential function, which involves the indeterminate form
at
:
- This is a more elaborate example involving
. Applying l'Hôpital's rule a single time still results in an indeterminate form. In this case, the limit may be evaluated by applying the rule three times:
- Here is an example involving
: Repeatedly apply l'Hôpital's rule until the exponent is zero (if
is an integer) or negative (if
is fractional) to conclude that the limit is zero.
- Here is an example involving the indeterminate form
(see below), which is rewritten as the form
:
- Here is an example involving the mortgage repayment formula and
. Let
be the principal (loan amount),
the interest rate per period and
the number of periods. When
is zero, the repayment amount per period is
(since only principal is being repaid); this is consistent with the formula for non-zero interest rates:
- One can also use l'Hôpital's rule to prove the following theorem. If
is twice-differentiable in a neighborhood of
and its second derivative is continuous on this neighborhood, then
- Sometimes l'Hôpital's rule is invoked in a tricky way: suppose
converges as
and that
converges to positive or negative infinity. Then:and so,
exists and
(This result remains true without the added hypothesis that
converges to positive or negative infinity, but the justification is then incomplete.)
Complications
Sometimes L'Hôpital's rule does not reduce to an obvious limit in a finite number of steps, unless some intermediate simplifications are applied. Examples include the following:
- Two applications can lead to a return to the original expression that was to be evaluated:This situation can be dealt with by substituting
and noting that
goes to infinity as
goes to infinity; with this substitution, this problem can be solved with a single application of the rule:Alternatively, the numerator and denominator can both be multiplied by
at which point L'Hôpital's rule can immediately be applied successfully:[8]
- An arbitrarily large number of applications may never lead to an answer even without repeating:This situation too can be dealt with by a transformation of variables, in this case
:Again, an alternative approach is to multiply numerator and denominator by
before applying L'Hôpital's rule:
A common logical fallacy is to use L'Hôpital's rule to prove the value of a derivative by computing the limit of a difference quotient. Since applying l'Hôpital requires knowing the relevant derivatives, this amounts to circular reasoning or begging the question, assuming what is to be proved. For example, consider the proof of the derivative formula for powers of x:
Applying L'Hôpital's rule and finding the derivatives with respect to
yields
as expected, but this computation requires the use of the very formula that is being proven. Similarly, to prove
, applying L'Hôpital requires knowing the derivative of
at
, which amounts to calculating
in the first place; a valid proof requires a different method such as the squeeze theorem.
Other indeterminate forms, such as
,
,
,
, and
, can sometimes be evaluated using L'Hôpital's rule. We again indicate applications of L'Hopital's rule by
.
For example, to evaluate a limit involving
, convert the difference of two functions to a quotient:
L'Hôpital's rule can be used on indeterminate forms involving exponents by using logarithms to "move the exponent down". Here is an example involving the indeterminate form
:
It is valid to move the limit inside the exponential function because this function is continuous. Now the exponent
has been "moved down". The limit
is of the indeterminate form 0 · ∞ dealt with in an example above: L'Hôpital may be used to determine that
Thus
The following table lists the most common indeterminate forms and the transformations which precede applying l'Hôpital's rule:
Indeterminate form with and
|
Conditions
|
Transformation to
|
|
|
—N/a
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Stolz–Cesàro theorem
The Stolz–Cesàro theorem is a similar result involving limits of sequences, but it uses finite difference operators rather than derivatives.
Geometric interpretation: parametric curve and velocity vector
Consider the parametric curve in the xy-plane with coordinates given by the continuous functions
and
, the locus of points
, and suppose
. The slope of the tangent to the curve at
is the limit of the ratio
as
. The tangent to the curve at the point
is the velocity vector
with slope
. L'Hôpital's rule then states that the slope of the curve at the origin (
) is the limit of the tangent slope at points approaching the origin, provided that this is defined.
Proof of L'Hôpital's rule
Special case
The proof of L'Hôpital's rule is simple in the case where
and
are continuously differentiable at the point
and where a finite limit is found after the first round of differentiation. This is only a special case of L'Hôpital's rule, because it only applies to functions satisfying stronger conditions than required by the general rule. However, many common functions have continuous derivatives (e.g. polynomials, sine and cosine, exponential functions), so this special case covers most applications.
Suppose that
and
are continuously differentiable at a real number
, that
, and that
. Then
This follows from the difference quotient definition of the derivative. The last equality follows from the continuity of the derivatives at
. The limit in the conclusion is not indeterminate because
.
The proof of a more general version of L'Hôpital's rule is given below.
General proof
The following proof is due to Taylor (1952), where a unified proof for the
and
indeterminate forms is given. Taylor notes that different proofs may be found in Lettenmeyer (1936) and Wazewski (1949).
Let
and
be functions satisfying the assumptions in § General form. Let
be the open interval in the hypothesis with endpoint
. Considering that
on this interval and
is continuous,
can be chosen smaller so that
is nonzero on
.[d]
For each
in the interval, define
and
as
ranges over all values between
and
. (The symbols inf and sup denote the infimum and supremum.)
From the differentiability of
and
on
, Cauchy's mean value theorem ensures that for any two distinct points
and
in
there exists a
between
and
such that
. Consequently,
for all choices of distinct
and
in the interval. The value
is always nonzero for distinct
and
in the interval, for if it was not, the mean value theorem would imply the existence of a
between
and
such that
.
The definition of
and
will result in an extended real number, and so it is possible for them to take on the values
. In the following two cases,
and
will establish bounds on the ratio
.
Case 1:
For any
in the interval
, and point
between
and
,
and therefore as
approaches
,
and
become zero, and so
Case 2:
For every
in the interval
, define
is between
and
. For every point
between
and
,
As
approaches
, both
and
become zero, and therefore
The limit superior and limit inferior are necessary since the existence of the limit of
has not yet been established.
It is also the case that
[e]
and
and
In case 1, the squeeze theorem establishes that
exists and is equal to
. In the case 2, and the squeeze theorem again asserts that
, and so the limit
exists and is equal to
. This is the result that was to be proven.
In case 2 the assumption that
diverges to infinity was not used within the proof. This means that if
diverges to infinity as
approaches
and both
and
satisfy the hypotheses of L'Hôpital's rule, then no additional assumption is needed about the limit of
: It could even be the case that the limit of
does not exist. In this case, L'Hopital's theorem is actually a consequence of Cesàro–Stolz.[9]
In the case when
diverges to infinity as
approaches
and
converges to a finite limit at
, then L'Hôpital's rule would be applicable, but not absolutely necessary, since basic limit calculus will show that the limit of
as
approaches
must be zero.
Corollary
A simple but very useful consequence of L'Hopital's rule is that the derivative of a function cannot have a removable discontinuity. That is, suppose that
is continuous at
, and that
exists for all
in some open interval containing
, except perhaps for
. Suppose, moreover, that
exists. Then
also exists and
In particular,
is also continuous at
.
Thus, if a function is not continuously differentiable near a point, the derivative must have an essential discontinuity at that point.
Proof
Consider the functions
and
. The continuity of
at
tells us that
. Moreover,
since a polynomial function is always continuous everywhere. Applying L'Hopital's rule shows that
See also
Notes
- ^ In the 17th and 18th centuries, the name was commonly spelled "l'Hospital", and he himself spelled his name that way. Since then, French spellings have changed: the silent 's' has been removed and replaced with a circumflex over the preceding vowel.
- ^ Translated from French, "Let there be a curve AMD (where AP = X, PM = y, AB = a) such that the value of the ordinate y is expressed by a fraction whose numerator and denominator each become zero when x = a; that is, when the point P falls on the given point B. One asks what shall then be the value of the ordinate BD. [Solution: ]... if one takes the differential of the numerator and if one divides it by the differential of the denominator, after having set x = a = Ab or AB, one will have the value [that was] sought of the ordinate bd or BD."[2]
- ^ The functional analysis definition of the limit of a function does not require the existence of such an interval.
- ^ Since
is nonzero and
is continuous on the interval, it is impossible for
to be zero more than once on the interval. If it had two zeros, the mean value theorem would assert the existence of a point
in the interval between the zeros such that
. Thus, either
is already nonzero on the interval, or else the interval can be reduced in size so as not to contain the single zero of
.
- ^ The limits
and
both exist as they feature nondecreasing and nonincreasing functions of
, respectively.
Consider a sequence
. Then
, as the inequality holds for each
; this yields the inequalities
The next step is to show
. Fix a sequence of numbers
such that
, and a sequence
. For each
, choose
such that
, by the definition of
. Thus
as desired.
The argument that
is similar.
References
Sources
- Chatterjee, Dipak (2005). Real Analysis. PHI Learning Pvt. Ltd. ISBN 81-203-2678-4.
- Krantz, Steven G. (2004). A handbook of real variables. With applications to differential equations and Fourier analysis. Boston, MA: Birkhäuser Boston Inc. pp. xiv+201. doi:10.1007/978-0-8176-8128-9. ISBN 0-8176-4329-X. MR 2015447.
- Lettenmeyer, F. (1936). "Über die sogenannte Hospitalsche Regel". Journal für die reine und angewandte Mathematik. 1936 (174): 246–247. doi:10.1515/crll.1936.174.246. S2CID 199546754.
- Taylor, A. E. (1952). "L'Hospital's rule". Amer. Math. Monthly. 59 (1): 20–24. doi:10.2307/2307183. ISSN 0002-9890. JSTOR 2307183. MR 0044602.
- Wazewski, T. (1949). "Quelques démonstrations uniformes pour tous les cas du théorème de l'Hôpital. Généralisations". Prace Mat.-Fiz. (in French). 47: 117–128. MR 0034430.