L'Hopital's Rule(s)

L'Hopital's Rule: 00 case

Let f,g be continuous on an interval containing a and suppose f,g are differentiable on this interval with the possible exception of the point a. If limxaf(x)=limxag(x)=0 and g(x)0 for all xa, then:

limxaf(x)g(x)=LRlimxaf(x)g(x)=L

Proof

Apply the Generalized Mean Value Theorem via the following method. For argument let (b,c) be our interval.

  1. Consider the case that a=b. Let ε>0. Supposing limxaf(x)g(x)=L, choose δ>0 such that 0<|xb|<δ implies that |f(x)g(x)L|<ε2. Let x(b,b+δ). Let y(b,x). By the Generalized Mean Value Theorem, then t(y,x) such that:
f(t)(g(x)g(y))=g(t)(f(x)f(y))

and because g(x)g(y) and g(t)0:

f(t)g(t)=f(x)f(y)g(x)g(y)

Now since b<t<b+δ then our implication we started with gives:

Lε2<f(x)f(y)g(x)g(y)<L+ε2

for all y(a,x). Let yb+ then by the Algebraic Limit Theorem for Functional Limits and Limits and Order (Order Limit Theorem) then taking a limit and using limxaf(x)=0=limxag(x) then:

Lε<f(x)g(x)<L+ε
  1. Doing the cases for a=c and ca,b are done very similarly.

L'Hopital's Rule: case

Suppose f,g are differentiable on (a,b) and that g(x)0 for all x(a,b). If limxag(x)= (defined here) (or ), then:

limxaf(x)g(x)=Llimxaf(x)g(x)=L
Notice that we only need the denominator to go to in this case. This is different than the 00 case.

Proof

Let ε>0. Because limxaf(x)g(x)=L then δ1>0 such that:

|f(x)g(x)L|<ε2

for all a<x<a+δ1. For convenience of notation, let t=a+δ1 and note that t is fixed for the remainder of the argument.

Our functions are not defined at a, but for any x(a,t) we can apply the Generalized Mean Value Theorem on the interval [x,t] to get:

f(x)f(t)g(x)g(t)=f(c)g(c)

for some c(x,t). Our choice of t then implies that:

Lε2<f(x)f(t)g(x)g(t)<L+ε2

for all x(a,t).

In an effort to isolate the fraction f(x)g(x), the strategy is to multiply the inequality by g(x)g(t)g(x). We need to be sure, however, that this quantity is positive, which amounts to insisting that 1g(t)g(x). Now, because t is fixed and limxag(x)= then we can choose δ2>0 so that g(x)g(t) for all a<x<a+δ2 (because t is fixed, so eventually we pass g(t) as g(x)). Carrying out the desired multiplication results in:

(Lε2)(1g(t)g(x))<f(x)f(t)g(x)<(L+ε2)(1g(t)g(x))

which after some manipulation becomes:

Lε2+Lg(t)+ε2g(t)+f(t)g(x)<f(x)g(x)<L+ε2+Lg(t)ε2g(t)+f(t)g(x)

Notice the g(x)'s in the denominator. Again, because t is fixed then limxag(x)=. Thus, we can choose a δ3 such that x(a,a+δ3) implies that g(x) is large enough to ensure that the terms:

Lg(t)+ε2g(t)+f(t)g(x),Lg(t)ε2g(t)+f(t)g(x)

are less than ε2 in absolute value (because the numerators are fixed, and g(x)), so using that in our original inequality and choosing δ=min{δ1,δ2,δ3} guarantees that:

Lε2+ε2<f(x)g(x)<L+ε2+ε2

Thus:

|f(x)g(x)L|<ε

for all a<x<a+δ.