Each rule is proved by exhibiting an increment map continuous at x, using the increment form of the derivative and the continuity of sums, products, multiples and reciprocals; the quotient rule follows from the product and reciprocal rules, and the power rule by induction from the product rule.
Preliminaries. Continuity at relative to is read as in The Real Line: Standing Notation and Background for Calculus on Intervals (vi). The maps , and of Continuity of Sums and Products of Real-Valued Functions on a Metric Space, for and , are the pointwise operations of Pointwise Operations on Real-Valued Maps (i) (Values, Restriction and Equality of a Map, and the Map as a Defined Set Symbol (iv)).
Two facts are used throughout. First, (D): if a map has a derivative at , then is differentiable at and ; indeed is differentiable at by Derivative of a Real Function on an Interval (ii), and and are both derivatives of at , so they are equal by Uniqueness of the Derivative of a Real Function on an Interval (i). Second, by (D) and The Increment Form of the Derivative, and Differentiability Implies Continuity (i), to show that is differentiable at with it suffices to give a map , continuous at relative to , with and for every ; such a is called an increment map for and .
For , write for the constant map with value ; it is continuous at relative to by Continuity of Sums and Products of Real-Valued Functions on a Metric Space (i).
Proof of (i). For , (Difference and Quotient Identities in ℝ (i)), and . So is an increment map for and .
Proof of (ii). Let be the map (Values, Restriction and Equality of a Map, and the Map as a Defined Set Symbol (v)). For , , and . So is an increment map for and .
Proof of (iii). For let be the map (Values, Restriction and Equality of a Map, and the Map as a Defined Set Symbol (v)), and let be the set of those for which is differentiable at with (Sets and Maps: Ordinary Notation (iii)). Here and below, a natural number in a real expression is read in , and sums of natural numbers formed in agree with those formed in , by The Real Numbers, with the Natural Numbers, Integers and Rationals Identified with Subsets of the Reals, and Completeness (vi). For and we have , by Powers in a Commutative Ring, a Field and an Ordered Field: Exponent Laws, Factorisation, Geometric Sums, Monotonicity and Bernoulli's Inequality (i) and Powers in a Commutative Ring, a Field and an Ordered Field: Exponent Laws, Factorisation, Geometric Sums, Monotonicity and Bernoulli's Inequality (ii), applied in the commutative ring .
: since in by Arithmetic of Addition on Omega: Recursion Rules, Associativity, Commutativity, Cancellation and Compatibility with the Order (i), for by Powers in a Commutative Ring, a Field and an Ordered Field: Exponent Laws, Factorisation, Geometric Sums, Monotonicity and Bernoulli's Inequality (ii), so (Values, Restriction and Equality of a Map, and the Map as a Defined Set Symbol (iv)). By (ii), is differentiable at with , as by Powers with Exponents in the Natural Numbers with Zero (ii).
implies : let . For , , so (Values, Restriction and Equality of a Map, and the Map as a Defined Set Symbol (iv)). The maps and are differentiable at , by and (ii). So (vi), applied to and in the roles of and (its proof below holds for any two maps differentiable at and does not use (iii)), shows that is differentiable at with
So .
By induction from on , The Natural Numbers and the Natural Numbers with Zero: Arithmetic, Order, Induction and Recursion (viii), in which the successor of is by Natural Numbers Are the Successors in Omega: One Is Least and Not a Successor of a Natural Number, the Successor Is Injective, and N Is Closed under Addition and Multiplication (v), , which is (iii).
The maps and . Let now , and let be differentiable at . Since and are derivatives of and at (Derivative of a Real Function on an Interval (ii)), The Increment Form of the Derivative, and Differentiability Implies Continuity (i) gives an increment map for and and an increment map for and . By The Increment Form of the Derivative, and Differentiability Implies Continuity (ii), and are continuous at relative to .
Proof of (iv). For ,
The map is continuous at relative to by Continuity of Sums and Products of Real-Valued Functions on a Metric Space (ii), and . So it is an increment map for and .
Proof of (v). For , . The map is continuous at relative to by Continuity of Sums and Products of Real-Valued Functions on a Metric Space (iv), and . So it is an increment map for and .
Proof of (vi). For ,
Let . The map is continuous at relative to by Continuity of Sums and Products of Real-Valued Functions on a Metric Space (iii), as and are; is, by Continuity of Sums and Products of Real-Valued Functions on a Metric Space (iv); hence so is , by Continuity of Sums and Products of Real-Valued Functions on a Metric Space (ii). Moreover . So is an increment map for and .
Proof of (vii). Let for every , and put . For , and (Difference and Quotient Identities in ℝ (ii)), and
since the right side is , by Rules of Arithmetic in a Commutative Ring: Zero, Signs and Squares, and No Zero Divisors in a Field (ii) for and by .
Step 1: is continuous at relative to . As is continuous at relative to and has no zeros, Continuity of Identity Maps, Compositions and Reciprocals (iii), applied with , shows that the map , , is continuous at relative to ; this map is (Values, Restriction and Equality of a Map, and the Map as a Defined Set Symbol (iv)).
Step 2: the increment map. For , by , (Difference and Quotient Identities in ℝ (i)) and ,
Let . It is continuous at relative to by Step 1, Continuity of Sums and Products of Real-Valued Functions on a Metric Space (iii) and Continuity of Sums and Products of Real-Valued Functions on a Metric Space (iv). Moreover (Difference and Quotient Identities in ℝ (ii)), because by Rules of Arithmetic and Order in an Ordered Field (iii), and by Rules of Arithmetic and Order in an Ordered Field (ii). So is an increment map for and .
Proof of (viii). Let for every , and as above. For , (Difference and Quotient Identities in ℝ (ii)), so (Values, Restriction and Equality of a Map, and the Map as a Defined Set Symbol (iv)). By (vii), is differentiable at with . So (vi), applied to and , shows that is differentiable at with
since , which follows from (Rules of Arithmetic and Order in an Ordered Field (iii)) and , and since by Rules of Arithmetic and Order in an Ordered Field (ii).
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