复合函数的导数及证明

我们都知道对于在$x_0$处连续且可导的函数$f(x)$和$g(x)$，令$h(x)=f(g(x))$，若$h(x)$在$x_0$处连续且可导，则$h^{\prime }(x_0)=f^{\prime }(g(x_0))\cdot g^{\prime }(x_0)$。但是为什么是这样的呢？

求证：对于在$x_0$处连续且可导的函数$f(x)$和$g(x)$，令$h(x)=f(g(x))$，若$h(x)$在$x_0$处连续且可导，则$h^{\prime }(x_0)=f^{\prime }(g(x_0))\cdot g^{\prime }(x_0)$

解：
\qquad 根据导数定义，$h^{\prime }(x_0)=\underset{x\to x_0}{\lim }\frac{h(x)-h(x_0)}{x-x_0}=\underset{x\to x_0}{\lim }\frac{f(g(x))-f(g(x_0))}{x-x_0}$

\qquad 因为$g$为连续函数

\qquad 所以当$x\to x_0$时，$g(x)\to g(x_0)$

\qquad ①若$g(x)\ne g(x_0)$

\qquad 因为$f^{\prime }(u_0)=\underset{u\to u_0}{\lim }\frac{f(u)-f(u_0)}{u-u_0}$

\qquad 当$u=g(x),u_0=g(x_0)$时，$f^{\prime }(g(x_0))=\underset{x\to x_0}{\lim }\frac{f(g(x))-f(g(x_0))}{g(x)-g(x_0)}$

\qquad 又因为$g^{\prime }(x_0)=\underset{x\to x_0}{\lim }\frac{g(x)-g(x_0)}{x-x_0}$

\qquad 所以$h^{\prime }(x_0)=\underset{x\to x_0}{\lim }\frac{f(g(x))-f(g(x_0))}{x-x_0}=\underset{x\to x_0}{\lim }\frac{f(g(x))-f(g(x_0))}{g(x)-g(x_0)}\cdot \frac{g(x)-g(x_0)}{x-x_0}=f^{\prime }(g(x_0))\cdot g^{\prime }(x_0)$

\qquad ②若$g(x)=g(x_0)$

\qquad 则$f(g(x))=f(g(x_0))$

$h^{\prime }(x_0)=\underset{x\to x_0}{\lim }\frac{f(g(x))-f(g(x_0))}{x-x_0}=0$

$f^{\prime }(g(x_0))\cdot g^{\prime }(x_0)=f^{\prime }(g(x_0))\cdot \underset{x\to x_0}{\lim }\frac{g(x)-g(x_0)}{x-x_0}=f^{\prime }(g(x_0))\times 0=0$

\qquad 所以$h^{\prime }(x_0)=f^{\prime }(g(x_0))\cdot g^{\prime }(x_0)$

\qquad 综上所述，$h^{\prime }(x_0)=f^{\prime }(g(x_0))\cdot g^{\prime }(x_0)$

由此可得，$(f(g(x)){)}^{\prime }=f^{\prime }(g(x))\cdot g^{\prime }(x)$