Finding Limit related to third derivative without L'Hospital
Let $f(x)$ be a real function and we know that $f'(x) , f''(x) , f'''(x)$ are defined on the domain of the function.
Find $$lim_{hto 0} frac{f(x+3h) - 3 f(x+h) + 3 f(x-h) - f(x-3h)}{h^3}$$
I can find this limit using L'Hospital's rule and it is equal to $8f'''(x)$ But I want to know how can I find the limit without using L'Hospital's rule.
Also using more advanced methods like Taylor series, etc. are not valid. Only obvious things like definition of derivative $$lim_{hto 0} frac{f(x+h)-f(x)}{h}$$ and some equation like $a=a+b-b$ are valid.
calculus limits limits-without-lhopital
add a comment |
Let $f(x)$ be a real function and we know that $f'(x) , f''(x) , f'''(x)$ are defined on the domain of the function.
Find $$lim_{hto 0} frac{f(x+3h) - 3 f(x+h) + 3 f(x-h) - f(x-3h)}{h^3}$$
I can find this limit using L'Hospital's rule and it is equal to $8f'''(x)$ But I want to know how can I find the limit without using L'Hospital's rule.
Also using more advanced methods like Taylor series, etc. are not valid. Only obvious things like definition of derivative $$lim_{hto 0} frac{f(x+h)-f(x)}{h}$$ and some equation like $a=a+b-b$ are valid.
calculus limits limits-without-lhopital
Have you tried Taylor expansion?
– gammatester
Nov 24 at 18:22
@gammatester The question is meant to be solved without using any advanced method. Only the definition of derivative and some obvious equations like $a = a + b -b$ are valid. I edited the question for more clarification.
– amir na
Nov 24 at 18:37
A solution to this problem requires the use of L'Hospital's Rule or Taylor or an argument which is equivalent to the proof of these theorems. It is not a matter of simple algebraic manipulation and then application of algebra of limits.
– Paramanand Singh
Nov 25 at 1:09
add a comment |
Let $f(x)$ be a real function and we know that $f'(x) , f''(x) , f'''(x)$ are defined on the domain of the function.
Find $$lim_{hto 0} frac{f(x+3h) - 3 f(x+h) + 3 f(x-h) - f(x-3h)}{h^3}$$
I can find this limit using L'Hospital's rule and it is equal to $8f'''(x)$ But I want to know how can I find the limit without using L'Hospital's rule.
Also using more advanced methods like Taylor series, etc. are not valid. Only obvious things like definition of derivative $$lim_{hto 0} frac{f(x+h)-f(x)}{h}$$ and some equation like $a=a+b-b$ are valid.
calculus limits limits-without-lhopital
Let $f(x)$ be a real function and we know that $f'(x) , f''(x) , f'''(x)$ are defined on the domain of the function.
Find $$lim_{hto 0} frac{f(x+3h) - 3 f(x+h) + 3 f(x-h) - f(x-3h)}{h^3}$$
I can find this limit using L'Hospital's rule and it is equal to $8f'''(x)$ But I want to know how can I find the limit without using L'Hospital's rule.
Also using more advanced methods like Taylor series, etc. are not valid. Only obvious things like definition of derivative $$lim_{hto 0} frac{f(x+h)-f(x)}{h}$$ and some equation like $a=a+b-b$ are valid.
calculus limits limits-without-lhopital
calculus limits limits-without-lhopital
edited Nov 27 at 20:02
Lorenzo B.
1,8222520
1,8222520
asked Nov 24 at 18:01
amir na
385
385
Have you tried Taylor expansion?
– gammatester
Nov 24 at 18:22
@gammatester The question is meant to be solved without using any advanced method. Only the definition of derivative and some obvious equations like $a = a + b -b$ are valid. I edited the question for more clarification.
– amir na
Nov 24 at 18:37
A solution to this problem requires the use of L'Hospital's Rule or Taylor or an argument which is equivalent to the proof of these theorems. It is not a matter of simple algebraic manipulation and then application of algebra of limits.
– Paramanand Singh
Nov 25 at 1:09
add a comment |
Have you tried Taylor expansion?
– gammatester
Nov 24 at 18:22
@gammatester The question is meant to be solved without using any advanced method. Only the definition of derivative and some obvious equations like $a = a + b -b$ are valid. I edited the question for more clarification.
– amir na
Nov 24 at 18:37
A solution to this problem requires the use of L'Hospital's Rule or Taylor or an argument which is equivalent to the proof of these theorems. It is not a matter of simple algebraic manipulation and then application of algebra of limits.
– Paramanand Singh
Nov 25 at 1:09
Have you tried Taylor expansion?
– gammatester
Nov 24 at 18:22
Have you tried Taylor expansion?
– gammatester
Nov 24 at 18:22
@gammatester The question is meant to be solved without using any advanced method. Only the definition of derivative and some obvious equations like $a = a + b -b$ are valid. I edited the question for more clarification.
– amir na
Nov 24 at 18:37
@gammatester The question is meant to be solved without using any advanced method. Only the definition of derivative and some obvious equations like $a = a + b -b$ are valid. I edited the question for more clarification.
– amir na
Nov 24 at 18:37
A solution to this problem requires the use of L'Hospital's Rule or Taylor or an argument which is equivalent to the proof of these theorems. It is not a matter of simple algebraic manipulation and then application of algebra of limits.
– Paramanand Singh
Nov 25 at 1:09
A solution to this problem requires the use of L'Hospital's Rule or Taylor or an argument which is equivalent to the proof of these theorems. It is not a matter of simple algebraic manipulation and then application of algebra of limits.
– Paramanand Singh
Nov 25 at 1:09
add a comment |
2 Answers
2
active
oldest
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Using the definition of a derivative, in symmetric form, as
$$f'(x) = lim_{h to 0} frac{f(x+h) - f(x-h)}{2 , h}$$
then the second derivative follows
begin{align}
f''(x) &= lim_{h to 0} frac{f'(x+h) - f'(x-h)}{2 , h} \
&= lim_{h to 0} frac{f(x+ 2h) - 2 f(x) + f(x- 2h)}{4 , h^2}.
end{align}
Taking another derivative yields
begin{align}
f'''(x) &= lim_{h to 0} frac{f'(x+ 2h) - 2 f'(x) + f'(x- 2h)}{4 , h^2} \
&= lim_{h to 0} frac{f(x+ 3h) - 3 f(x+h) + 3 f(x-h) - f(x- 3h)}{8 , h^3}.
end{align}
The last result can be restated as
$$8 , f'''(x) = lim_{h to 0} frac{f(x+ 3h) - 3 f(x+h) + 3 f(x-h) - f(x- 3h)}{h^3}.$$
2
Replacing a $f'(x+h)$ inside a limit as $hto 0$ with $ frac{f(x+2h)-f(x)}{h}$ feels like it's obviously valid, but when you look at it carefully you're making an implicit simplification along the lines of $$lim_{hto 0}left(lim_{kto 0} frac{f(x+h+k)-f(x+h)-f(x+k)+f(x)}{hk}right) = lim_{hto 0} frac{f(x+2h)-2f(x+h)+f(x)}{h^2}$$, which seems less obvious to me. For this particular case the proofs justifying this interchange rely on continuity of $f''$, which is fine, but I'm worried when you do a similar interchange later it implicitly relies on $f'''$ being continuous
– Rolf Hoyer
Nov 24 at 19:29
Your first and second use of equal sign is fine, but further usage is not automatic/obvious and needs to be justified using L'Hospital's Rule or Taylor.
– Paramanand Singh
Nov 25 at 1:07
add a comment |
By the Taylor Theorem, write $f(x+h)$ as
$$ f(x+h)=f(x)+f'(x)h+frac12f''(x)h^2+frac16f'''(x)h^3+R(x,h)h^3$$
where the Peano remainder $R(x,h)$ satisfies
$$ lim_{hto0}R(x,h)=0. $$
Then
$$ f(x+h)-f(x-h)=2f'(x)h+frac13f'''(x)h^3+(R(x,h)-R(x,-h))h^3$$
and
$$ f(x+3h)-f(x-3h)=6f'(x)h+9f'''(x)h^3+27(R(x,3h)-R(x,-3h))h^3.$$
Therefore
begin{eqnarray*}
&&lim_{hto 0} frac{f(x+3h) - 3 f(x+h) + 3 f(x-h) - f(x-3h)}{h^3}\
&=&lim_{hto 0} frac{bigg[f(x+3h)- f(x-3h)bigg] - 3bigg[ f(x+h)- f(x-h) bigg]}{h^3}\
&=&lim_{hto 0} frac{8f'''(x)h^3+27bigg[R(x,3h)-R(x,-3h)bigg]h^3-3bigg[R(x,h)-R(x,-h)bigg]h^3}{h^3}\
&=&8f'''(x)+lim_{hto0}bigg{27bigg[R(x,3h)-R(x,-3h)bigg]-3bigg[R(x,h)-R(x,-h)bigg]bigg}\
&=&f'''(x).
end{eqnarray*}
add a comment |
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2 Answers
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2 Answers
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Using the definition of a derivative, in symmetric form, as
$$f'(x) = lim_{h to 0} frac{f(x+h) - f(x-h)}{2 , h}$$
then the second derivative follows
begin{align}
f''(x) &= lim_{h to 0} frac{f'(x+h) - f'(x-h)}{2 , h} \
&= lim_{h to 0} frac{f(x+ 2h) - 2 f(x) + f(x- 2h)}{4 , h^2}.
end{align}
Taking another derivative yields
begin{align}
f'''(x) &= lim_{h to 0} frac{f'(x+ 2h) - 2 f'(x) + f'(x- 2h)}{4 , h^2} \
&= lim_{h to 0} frac{f(x+ 3h) - 3 f(x+h) + 3 f(x-h) - f(x- 3h)}{8 , h^3}.
end{align}
The last result can be restated as
$$8 , f'''(x) = lim_{h to 0} frac{f(x+ 3h) - 3 f(x+h) + 3 f(x-h) - f(x- 3h)}{h^3}.$$
2
Replacing a $f'(x+h)$ inside a limit as $hto 0$ with $ frac{f(x+2h)-f(x)}{h}$ feels like it's obviously valid, but when you look at it carefully you're making an implicit simplification along the lines of $$lim_{hto 0}left(lim_{kto 0} frac{f(x+h+k)-f(x+h)-f(x+k)+f(x)}{hk}right) = lim_{hto 0} frac{f(x+2h)-2f(x+h)+f(x)}{h^2}$$, which seems less obvious to me. For this particular case the proofs justifying this interchange rely on continuity of $f''$, which is fine, but I'm worried when you do a similar interchange later it implicitly relies on $f'''$ being continuous
– Rolf Hoyer
Nov 24 at 19:29
Your first and second use of equal sign is fine, but further usage is not automatic/obvious and needs to be justified using L'Hospital's Rule or Taylor.
– Paramanand Singh
Nov 25 at 1:07
add a comment |
Using the definition of a derivative, in symmetric form, as
$$f'(x) = lim_{h to 0} frac{f(x+h) - f(x-h)}{2 , h}$$
then the second derivative follows
begin{align}
f''(x) &= lim_{h to 0} frac{f'(x+h) - f'(x-h)}{2 , h} \
&= lim_{h to 0} frac{f(x+ 2h) - 2 f(x) + f(x- 2h)}{4 , h^2}.
end{align}
Taking another derivative yields
begin{align}
f'''(x) &= lim_{h to 0} frac{f'(x+ 2h) - 2 f'(x) + f'(x- 2h)}{4 , h^2} \
&= lim_{h to 0} frac{f(x+ 3h) - 3 f(x+h) + 3 f(x-h) - f(x- 3h)}{8 , h^3}.
end{align}
The last result can be restated as
$$8 , f'''(x) = lim_{h to 0} frac{f(x+ 3h) - 3 f(x+h) + 3 f(x-h) - f(x- 3h)}{h^3}.$$
2
Replacing a $f'(x+h)$ inside a limit as $hto 0$ with $ frac{f(x+2h)-f(x)}{h}$ feels like it's obviously valid, but when you look at it carefully you're making an implicit simplification along the lines of $$lim_{hto 0}left(lim_{kto 0} frac{f(x+h+k)-f(x+h)-f(x+k)+f(x)}{hk}right) = lim_{hto 0} frac{f(x+2h)-2f(x+h)+f(x)}{h^2}$$, which seems less obvious to me. For this particular case the proofs justifying this interchange rely on continuity of $f''$, which is fine, but I'm worried when you do a similar interchange later it implicitly relies on $f'''$ being continuous
– Rolf Hoyer
Nov 24 at 19:29
Your first and second use of equal sign is fine, but further usage is not automatic/obvious and needs to be justified using L'Hospital's Rule or Taylor.
– Paramanand Singh
Nov 25 at 1:07
add a comment |
Using the definition of a derivative, in symmetric form, as
$$f'(x) = lim_{h to 0} frac{f(x+h) - f(x-h)}{2 , h}$$
then the second derivative follows
begin{align}
f''(x) &= lim_{h to 0} frac{f'(x+h) - f'(x-h)}{2 , h} \
&= lim_{h to 0} frac{f(x+ 2h) - 2 f(x) + f(x- 2h)}{4 , h^2}.
end{align}
Taking another derivative yields
begin{align}
f'''(x) &= lim_{h to 0} frac{f'(x+ 2h) - 2 f'(x) + f'(x- 2h)}{4 , h^2} \
&= lim_{h to 0} frac{f(x+ 3h) - 3 f(x+h) + 3 f(x-h) - f(x- 3h)}{8 , h^3}.
end{align}
The last result can be restated as
$$8 , f'''(x) = lim_{h to 0} frac{f(x+ 3h) - 3 f(x+h) + 3 f(x-h) - f(x- 3h)}{h^3}.$$
Using the definition of a derivative, in symmetric form, as
$$f'(x) = lim_{h to 0} frac{f(x+h) - f(x-h)}{2 , h}$$
then the second derivative follows
begin{align}
f''(x) &= lim_{h to 0} frac{f'(x+h) - f'(x-h)}{2 , h} \
&= lim_{h to 0} frac{f(x+ 2h) - 2 f(x) + f(x- 2h)}{4 , h^2}.
end{align}
Taking another derivative yields
begin{align}
f'''(x) &= lim_{h to 0} frac{f'(x+ 2h) - 2 f'(x) + f'(x- 2h)}{4 , h^2} \
&= lim_{h to 0} frac{f(x+ 3h) - 3 f(x+h) + 3 f(x-h) - f(x- 3h)}{8 , h^3}.
end{align}
The last result can be restated as
$$8 , f'''(x) = lim_{h to 0} frac{f(x+ 3h) - 3 f(x+h) + 3 f(x-h) - f(x- 3h)}{h^3}.$$
answered Nov 24 at 18:46
Leucippus
19.6k102871
19.6k102871
2
Replacing a $f'(x+h)$ inside a limit as $hto 0$ with $ frac{f(x+2h)-f(x)}{h}$ feels like it's obviously valid, but when you look at it carefully you're making an implicit simplification along the lines of $$lim_{hto 0}left(lim_{kto 0} frac{f(x+h+k)-f(x+h)-f(x+k)+f(x)}{hk}right) = lim_{hto 0} frac{f(x+2h)-2f(x+h)+f(x)}{h^2}$$, which seems less obvious to me. For this particular case the proofs justifying this interchange rely on continuity of $f''$, which is fine, but I'm worried when you do a similar interchange later it implicitly relies on $f'''$ being continuous
– Rolf Hoyer
Nov 24 at 19:29
Your first and second use of equal sign is fine, but further usage is not automatic/obvious and needs to be justified using L'Hospital's Rule or Taylor.
– Paramanand Singh
Nov 25 at 1:07
add a comment |
2
Replacing a $f'(x+h)$ inside a limit as $hto 0$ with $ frac{f(x+2h)-f(x)}{h}$ feels like it's obviously valid, but when you look at it carefully you're making an implicit simplification along the lines of $$lim_{hto 0}left(lim_{kto 0} frac{f(x+h+k)-f(x+h)-f(x+k)+f(x)}{hk}right) = lim_{hto 0} frac{f(x+2h)-2f(x+h)+f(x)}{h^2}$$, which seems less obvious to me. For this particular case the proofs justifying this interchange rely on continuity of $f''$, which is fine, but I'm worried when you do a similar interchange later it implicitly relies on $f'''$ being continuous
– Rolf Hoyer
Nov 24 at 19:29
Your first and second use of equal sign is fine, but further usage is not automatic/obvious and needs to be justified using L'Hospital's Rule or Taylor.
– Paramanand Singh
Nov 25 at 1:07
2
2
Replacing a $f'(x+h)$ inside a limit as $hto 0$ with $ frac{f(x+2h)-f(x)}{h}$ feels like it's obviously valid, but when you look at it carefully you're making an implicit simplification along the lines of $$lim_{hto 0}left(lim_{kto 0} frac{f(x+h+k)-f(x+h)-f(x+k)+f(x)}{hk}right) = lim_{hto 0} frac{f(x+2h)-2f(x+h)+f(x)}{h^2}$$, which seems less obvious to me. For this particular case the proofs justifying this interchange rely on continuity of $f''$, which is fine, but I'm worried when you do a similar interchange later it implicitly relies on $f'''$ being continuous
– Rolf Hoyer
Nov 24 at 19:29
Replacing a $f'(x+h)$ inside a limit as $hto 0$ with $ frac{f(x+2h)-f(x)}{h}$ feels like it's obviously valid, but when you look at it carefully you're making an implicit simplification along the lines of $$lim_{hto 0}left(lim_{kto 0} frac{f(x+h+k)-f(x+h)-f(x+k)+f(x)}{hk}right) = lim_{hto 0} frac{f(x+2h)-2f(x+h)+f(x)}{h^2}$$, which seems less obvious to me. For this particular case the proofs justifying this interchange rely on continuity of $f''$, which is fine, but I'm worried when you do a similar interchange later it implicitly relies on $f'''$ being continuous
– Rolf Hoyer
Nov 24 at 19:29
Your first and second use of equal sign is fine, but further usage is not automatic/obvious and needs to be justified using L'Hospital's Rule or Taylor.
– Paramanand Singh
Nov 25 at 1:07
Your first and second use of equal sign is fine, but further usage is not automatic/obvious and needs to be justified using L'Hospital's Rule or Taylor.
– Paramanand Singh
Nov 25 at 1:07
add a comment |
By the Taylor Theorem, write $f(x+h)$ as
$$ f(x+h)=f(x)+f'(x)h+frac12f''(x)h^2+frac16f'''(x)h^3+R(x,h)h^3$$
where the Peano remainder $R(x,h)$ satisfies
$$ lim_{hto0}R(x,h)=0. $$
Then
$$ f(x+h)-f(x-h)=2f'(x)h+frac13f'''(x)h^3+(R(x,h)-R(x,-h))h^3$$
and
$$ f(x+3h)-f(x-3h)=6f'(x)h+9f'''(x)h^3+27(R(x,3h)-R(x,-3h))h^3.$$
Therefore
begin{eqnarray*}
&&lim_{hto 0} frac{f(x+3h) - 3 f(x+h) + 3 f(x-h) - f(x-3h)}{h^3}\
&=&lim_{hto 0} frac{bigg[f(x+3h)- f(x-3h)bigg] - 3bigg[ f(x+h)- f(x-h) bigg]}{h^3}\
&=&lim_{hto 0} frac{8f'''(x)h^3+27bigg[R(x,3h)-R(x,-3h)bigg]h^3-3bigg[R(x,h)-R(x,-h)bigg]h^3}{h^3}\
&=&8f'''(x)+lim_{hto0}bigg{27bigg[R(x,3h)-R(x,-3h)bigg]-3bigg[R(x,h)-R(x,-h)bigg]bigg}\
&=&f'''(x).
end{eqnarray*}
add a comment |
By the Taylor Theorem, write $f(x+h)$ as
$$ f(x+h)=f(x)+f'(x)h+frac12f''(x)h^2+frac16f'''(x)h^3+R(x,h)h^3$$
where the Peano remainder $R(x,h)$ satisfies
$$ lim_{hto0}R(x,h)=0. $$
Then
$$ f(x+h)-f(x-h)=2f'(x)h+frac13f'''(x)h^3+(R(x,h)-R(x,-h))h^3$$
and
$$ f(x+3h)-f(x-3h)=6f'(x)h+9f'''(x)h^3+27(R(x,3h)-R(x,-3h))h^3.$$
Therefore
begin{eqnarray*}
&&lim_{hto 0} frac{f(x+3h) - 3 f(x+h) + 3 f(x-h) - f(x-3h)}{h^3}\
&=&lim_{hto 0} frac{bigg[f(x+3h)- f(x-3h)bigg] - 3bigg[ f(x+h)- f(x-h) bigg]}{h^3}\
&=&lim_{hto 0} frac{8f'''(x)h^3+27bigg[R(x,3h)-R(x,-3h)bigg]h^3-3bigg[R(x,h)-R(x,-h)bigg]h^3}{h^3}\
&=&8f'''(x)+lim_{hto0}bigg{27bigg[R(x,3h)-R(x,-3h)bigg]-3bigg[R(x,h)-R(x,-h)bigg]bigg}\
&=&f'''(x).
end{eqnarray*}
add a comment |
By the Taylor Theorem, write $f(x+h)$ as
$$ f(x+h)=f(x)+f'(x)h+frac12f''(x)h^2+frac16f'''(x)h^3+R(x,h)h^3$$
where the Peano remainder $R(x,h)$ satisfies
$$ lim_{hto0}R(x,h)=0. $$
Then
$$ f(x+h)-f(x-h)=2f'(x)h+frac13f'''(x)h^3+(R(x,h)-R(x,-h))h^3$$
and
$$ f(x+3h)-f(x-3h)=6f'(x)h+9f'''(x)h^3+27(R(x,3h)-R(x,-3h))h^3.$$
Therefore
begin{eqnarray*}
&&lim_{hto 0} frac{f(x+3h) - 3 f(x+h) + 3 f(x-h) - f(x-3h)}{h^3}\
&=&lim_{hto 0} frac{bigg[f(x+3h)- f(x-3h)bigg] - 3bigg[ f(x+h)- f(x-h) bigg]}{h^3}\
&=&lim_{hto 0} frac{8f'''(x)h^3+27bigg[R(x,3h)-R(x,-3h)bigg]h^3-3bigg[R(x,h)-R(x,-h)bigg]h^3}{h^3}\
&=&8f'''(x)+lim_{hto0}bigg{27bigg[R(x,3h)-R(x,-3h)bigg]-3bigg[R(x,h)-R(x,-h)bigg]bigg}\
&=&f'''(x).
end{eqnarray*}
By the Taylor Theorem, write $f(x+h)$ as
$$ f(x+h)=f(x)+f'(x)h+frac12f''(x)h^2+frac16f'''(x)h^3+R(x,h)h^3$$
where the Peano remainder $R(x,h)$ satisfies
$$ lim_{hto0}R(x,h)=0. $$
Then
$$ f(x+h)-f(x-h)=2f'(x)h+frac13f'''(x)h^3+(R(x,h)-R(x,-h))h^3$$
and
$$ f(x+3h)-f(x-3h)=6f'(x)h+9f'''(x)h^3+27(R(x,3h)-R(x,-3h))h^3.$$
Therefore
begin{eqnarray*}
&&lim_{hto 0} frac{f(x+3h) - 3 f(x+h) + 3 f(x-h) - f(x-3h)}{h^3}\
&=&lim_{hto 0} frac{bigg[f(x+3h)- f(x-3h)bigg] - 3bigg[ f(x+h)- f(x-h) bigg]}{h^3}\
&=&lim_{hto 0} frac{8f'''(x)h^3+27bigg[R(x,3h)-R(x,-3h)bigg]h^3-3bigg[R(x,h)-R(x,-h)bigg]h^3}{h^3}\
&=&8f'''(x)+lim_{hto0}bigg{27bigg[R(x,3h)-R(x,-3h)bigg]-3bigg[R(x,h)-R(x,-h)bigg]bigg}\
&=&f'''(x).
end{eqnarray*}
edited Nov 27 at 19:41
answered Nov 26 at 21:56
xpaul
22.4k14455
22.4k14455
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Have you tried Taylor expansion?
– gammatester
Nov 24 at 18:22
@gammatester The question is meant to be solved without using any advanced method. Only the definition of derivative and some obvious equations like $a = a + b -b$ are valid. I edited the question for more clarification.
– amir na
Nov 24 at 18:37
A solution to this problem requires the use of L'Hospital's Rule or Taylor or an argument which is equivalent to the proof of these theorems. It is not a matter of simple algebraic manipulation and then application of algebra of limits.
– Paramanand Singh
Nov 25 at 1:09