Proofs of various derivative rules

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Derivative of a constant

$$\begin{split} \textrm{let }f(x) &= c \\\frac{d}{dx}f(x) &= \lim_{\Delta x\to0}\frac{f(x+\Delta x)-f(x)}{\Delta x} \\&= \lim_{\Delta x\to0}\frac{c-c}{\Delta x} \\&= \lim_{\Delta x\to0}\frac{0}{\Delta x} \\&= 0 \end{split}$$

Constant multiple rule

$$\begin{split} \frac{d}{dx}cf(x) &= \lim_{\Delta x\to0}\frac{cf(x+\Delta x)-cf(x)}{\Delta x} \\&= c\lim_{\Delta x\to0}\frac{f(x+\Delta x)-f(x)}{\Delta x} \\&= cf'(x) \end{split}$$

Sum rule

$$\begin{split} \frac{d}{dx}(f(x)+g(x)) &= \lim_{\Delta x\to0}\frac{(f(x+\Delta x)+g(x+\Delta x))-(f(x)+g(x))}{\Delta x} \\&= \lim_{\Delta x\to0}\frac{f(x+\Delta x)+g(x+\Delta x)-f(x)-g(x)}{\Delta x} \\&= \lim_{\Delta x\to0}\frac{f(x+\Delta x)-f(x)+g(x+\Delta x)-g(x)}{\Delta x} \\&= \lim_{\Delta x\to0}\left(\frac{f(x+\Delta x)-f(x)}{\Delta x}+\frac{g(x+\Delta x)-g(x)}{\Delta x}\right) \\&= \lim_{\Delta x\to0}\frac{f(x+\Delta x)-f(x)}{\Delta x}+\lim_{\Delta x\to0}\frac{g(x+\Delta x)-g(x)}{\Delta x} \\&=f'(x)+g'(x) \end{split}$$

Product rule

$$\begin{split} \frac{d}{dx}f(x)g(x) &= \lim_{\Delta x\to0}\frac{f(x+\Delta x)g(x+\Delta x)-f(x)g(x)}{\Delta x} \\&= \lim_{\Delta x\to0}\frac{f(x+\Delta x)g(x+\Delta x)-f(x+\Delta x)g(x)+f(x+\Delta x)g(x)-f(x)g(x)}{\Delta x} \\&= \lim_{\Delta x\to0}\left(\frac{f(x+\Delta x)g(x+\Delta x)-f(x+\Delta x)g(x)}{\Delta x}+\frac{f(x+\Delta x)g(x)-f(x)g(x)}{\Delta x}\right) \\&= \lim_{\Delta x\to0}\frac{f(x+\Delta x)g(x+\Delta x)-f(x+\Delta x)g(x)}{\Delta x}+\lim_{\Delta x\to0}\frac{f(x+\Delta x)g(x)-f(x)g(x)}{\Delta x} \\&= \lim_{\Delta x\to0}f(x+\Delta x)\frac{g(x+\Delta x)-g(x)}{\Delta x}+\lim_{\Delta x\to0}g(x)\frac{f(x+\Delta x)-f(x)}{\Delta x} \\&= \lim_{\Delta x\to0}\left(f(x+\Delta x)\right)\lim_{\Delta x\to0}\left(\frac{g(x+\Delta x)-g(x)}{\Delta x}\right)+\lim_{\Delta x\to0}\left(g(x)\right)\lim_{\Delta x\to0}\left(\frac{f(x+\Delta x)-f(x)}{\Delta x}\right) \\&= f(x)g'(x)+g(x)f'(x) \end{split}$$

Quotient rule

$$\begin{split} \frac{d}{dx}\frac{f(x)}{g(x)} &= \lim_{\Delta x\to0}\frac{\frac{f(x+\Delta x)}{g(x+\Delta x)}-\frac{f(x)}{g(x)}}{\Delta x} \\&= \lim_{\Delta x\to0}\frac{1}{\Delta x}\left(\frac{f(x+\Delta x)}{g(x+\Delta x)}-\frac{f(x)}{g(x)}\right) \\&= \lim_{\Delta x\to0}\frac{1}{\Delta x}\left(\frac{f(x+\Delta x)g(x)}{g(x+\Delta x)g(x)}-\frac{f(x)g(x+\Delta x)}{g(x+\Delta x)g(x)}\right) \\&= \lim_{\Delta x\to0}\frac{1}{\Delta x}\left(\frac{f(x+\Delta x)g(x)-f(x)g(x+\Delta x)}{g(x+\Delta x)g(x)}\right) \\&= \lim_{\Delta x\to0}\frac{1}{\Delta x}\left(\frac{f(x+\Delta x)g(x)-f(x)g(x)+f(x)g(x)-f(x)g(x+\Delta x)}{g(x+\Delta x)g(x)}\right) \\&= \lim_{\Delta x\to0}\frac{1}{g(x+\Delta x)g(x)}\left(\frac{f(x+\Delta x)g(x)-f(x)g(x)+f(x)g(x)-f(x)g(x+\Delta x)}{\Delta x}\right) \\&= \lim_{\Delta x\to0}\frac{1}{g(x+\Delta x)g(x)}\left(g(x)\frac{f(x+\Delta x)-f(x)}{\Delta x}-f(x)\frac{g(x+\Delta x)-g(x)}{\Delta x}\right) \\&= \lim_{\Delta x\to0}\frac{1}{g(x+\Delta x)g(x)}\left(\lim_{\Delta x\to0}g(x)\lim_{\Delta x\to0}\frac{f(x+\Delta x)-f(x)}{\Delta x}-\lim_{\Delta x\to0}f(x)\lim_{\Delta x\to0}\frac{g(x+\Delta x)-g(x)}{\Delta x}\right) \\&= \frac{1}{g(x)g(x)}\left(g(x)f'(x)-f(x)g'(x)\right) \\&= \frac{g(x)f'(x)-f(x)g'(x)}{\left(g(x)\right)^2} \end{split}$$

Power rule

$$\begin{split} \frac{d}{dx}x^n &= \lim_{\Delta x\to0}\frac{\left(x+\Delta x\right)^n-x^n}{\Delta x} \\&= \lim_{\Delta x\to0}\frac{\sum^{n}_{i=0}\binom{n}{i}x^i\Delta x^{n-i}-x^n}{\Delta x} \\&= \lim_{\Delta x\to0}\frac{x^n+\Delta x\binom{n}{n-1}x^{n-1}+\Delta x^2\sum^{n-2}_{i=0}\binom{n}{i}x^i\Delta x^{n-2-i}-x^n}{\Delta x} \\&= \lim_{\Delta x\to0}\frac{\Delta x\binom{n}{n-1}x^{n-1}+\Delta x^2\sum^{n-2}_{i=0}\binom{n}{i}x^i\Delta x^{n-2-i}}{\Delta x} \\&= \lim_{\Delta x\to0}\frac{\Delta x\left(\binom{n}{n-1}x^{n-1}+\Delta x\sum^{n-2}_{i=0}\binom{n}{i}x^i\Delta x^{n-2-i}\right)}{\Delta x} \\&= \lim_{\Delta x\to0}\binom{n}{n-1}x^{n-1}+\Delta x\sum^{n-2}_{i=0}\binom{n}{i}x^i\Delta x^{n-2-i} \\&= \binom{n}{n-1}x^{n-1} \\&= \frac{n!}{\left(n-1\right)!\left(n-\left(n-1\right)\right)!}x^{n-1} \\&= \frac{n!}{\left(n-1\right)!1!}x^{n-1} \\&= \frac{n!}{\left(n-1\right)!}x^{n-1} \\&= nx^{n-1} \end{split}$$

Chain rule

$$\begin{split} \frac{d}{dx}f(g(x))) &= \lim_{\Delta x\to0}\left(\frac{f(g(x+\Delta x))-f(g(x))}{\Delta x}\right) \\&= \lim_{\Delta x\to0}\left(\frac{f(g(x+\Delta x))-f(g(x))}{\Delta x}\cdot\frac{g(x+\Delta x)-g(x)}{g(x+\Delta x)-g(x)}\right) \\&= \lim_{\Delta x\to0}\left(\frac{f(g(x+\Delta x))-f(g(x))}{g(x+\Delta x)-g(x)}\cdot\frac{g(x+\Delta x)-g(x)}{\Delta x}\right) \\&= \lim_{\Delta x\to0}\left(\frac{f(g(x+\Delta x))-f(g(x))}{g(x+\Delta x)-g(x)}\right)\cdot\lim_{\Delta x\to0}\left(\frac{g(x+\Delta x)-g(x)}{\Delta x}\right) \\&= \lim_{\Delta x\to0}\left(\frac{f(g(x+\Delta x))-f(g(x))}{g(x+\Delta x)-g(x)}\right)\cdot g'(x) \\&= \lim_{k\to0}\left(\frac{f(u+k)-f(u)}{k}\right)g'(x) \\&= f'(u)g'(x) \\&= f'(g(x))g'(x) \end{split}$$
$$\begin{split} &\textrm{let }k=g(x+\Delta x)-g(x). \\&\textrm{let }u=g(x). \\\\&\textrm{Properties:} \\&\hspace{1.5em}g(x+\Delta x)=u+k. \\&\hspace{1.5em}k\to0\textrm{ as } \Delta x\to0. \end{split}$$