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The Rules, Made Rigorous

We prove the sum, product, quotient, and chain rules from the definition — and find the one genuinely subtle point in the chain rule.

Sum and product

The familiar rules are not axioms — they are theorems, each provable from the difference quotient and the algebra of limits. The sum rule is immediate because limits add. The product rule needs one clever step: adding and subtracting the same term to split a stubborn quotient into two manageable pieces.

Product rule: if f, g are differentiable at a, then (fg)'(a) = f'(a)g(a) + f(a)g'(a).

Difference quotient of fg at a (h ≠ 0):
  ( f(a+h)g(a+h) - f(a)g(a) ) / h

Add and subtract f(a+h)g(a):
  = ( f(a+h)g(a+h) - f(a+h)g(a) + f(a+h)g(a) - f(a)g(a) ) / h
  = f(a+h) · ( g(a+h) - g(a) ) / h  +  ( f(a+h) - f(a) ) / h · g(a)

Let h -> 0:
  f(a+h) -> f(a)              (f is continuous at a, since differentiable)
  (g(a+h)-g(a))/h -> g'(a)
  (f(a+h)-f(a))/h -> f'(a)

By algebra of limits:
  (fg)'(a) = f(a)·g'(a) + f'(a)·g(a).   ∎
The add-and-subtract trick, then continuity of f to handle the f(a+h) factor.

Quotient and chain

The quotient rule follows the same pattern, once you know 1/g is differentiable wherever g(a) ≠ 0 (continuity of g keeps g(a + h) away from 0 nearby). The chain rule is the deep one. The naive proof multiplies and divides by g(x) − g(a) — but that can be zero infinitely often even when g′(a) ≠ 0, so the naive step is not well-defined. The honest fix uses a correction-function argument.

Chain rule: with g differentiable at a and f differentiable at b = g(a),
             (f ∘ g)'(a) = f'(b) · g'(a).

Key device: define a function E (the 'error') near b by
    E(y) = ( f(y) - f(b) ) / ( y - b ) - f'(b)   for y ≠ b,
    E(b) = 0.
Then f(y) - f(b) = ( f'(b) + E(y) ) · ( y - b )  -- and this holds even at y = b
(both sides are 0). Because f is differentiable at b, E(y) -> 0 as y -> b, so E is
continuous at b.

Now put y = g(x), b = g(a):
    f(g(x)) - f(g(a)) = ( f'(b) + E(g(x)) ) · ( g(x) - g(a) ).
Divide by x - a (x ≠ a):
    ( f(g(x)) - f(g(a)) ) / (x - a)
        = ( f'(b) + E(g(x)) ) · ( g(x) - g(a) ) / (x - a).

Let x -> a:  g continuous so g(x) -> b, hence E(g(x)) -> E(b) = 0;
             (g(x)-g(a))/(x-a) -> g'(a).
Therefore the limit is ( f'(b) + 0 ) · g'(a) = f'(g(a)) · g'(a).  ∎
The error function E absorbs the y − b = 0 problem: the identity holds for ALL y, no division needed.