Bourbaki

Proposition 2 ("Leibniz' formula")

Tag 084Z, permanent. Cite it as [Bourbaki, Tag 084Z].

Functions of a Real Variable, chapter I, § 3. DERIVATIVES OF HIGHER ORDER

Let E,F,GE, F, G be three topological vector spaces over R\mathbf{R}, and (x,y)↦[x.y](x, y) \mapsto [x.y] a continuous bilinear mapping of E×FE \times F into GG. If ff (resp. gg) is defined on an interval I⊂RI \subset \mathbf{R}, takes its values in EE (resp. FF) and has an nthn^{th} derivative on II, then [f.g][f.g] has an nthn^{th} derivative on II, given by the formula

Dn[f.g]=[f(n).g]+(n1)[f(n−1).g′]+⋯+(np)[f(n−p).g(p)]+⋯+[f.g(n)].(4) D^n[f.g] = [f^{(n)}.g] + \binom{n}{1}[f^{(n-1)}.g'] + \cdots + \binom{n}{p}[f^{(n-p)}.g^{(p)}] + \cdots + [f.g^{(n)}]. \tag{4}

Formula (4) is proved by induction on nn (using the relation (np)=(n−1p)+(n−1p−1)\binom{n}{p} = \binom{n-1}{p} + \binom{n-1}{p-1} for the binomial coefficients).

In the same way one can verify the following formula (where the hypotheses are the same as in prop. 2):

[f(n).g]+(−1)n−1[f.g(n)]=D([f(n−1).g]−[f(n−2).g′]+⋯+(−1)n−1[f.g(n−1)]). [f^{(n)} . g] + (-1)^{n-1} [f . g^{(n)}] = D([f^{(n-1)} . g] - [f^{(n-2)} . g'] + \cdots + (-1)^{n-1} [f . g^{(n-1)}]).

The preceding propositions have been stated for functions that are nn times differentiable on an interval; we leave it to the reader to formulate the analogous propositions for functions that are nn times differentiable at a point.

Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.

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Transcribed from the printed volume. Not translated.