Step 1 (the two open half-lines). Put P={sβR:0<s} and N={sβR:s<0}. We check that each is an interval all of whose points are interior points of it.
P is an interval: if x,zβP and yβR satisfies xβ€yβ€z, then 0<x and xβ€y, so 0<y by claim 2 of Elementary Order Arithmetic in an Ordered Field, i.e. yβP. Let xβP. By claim 8 there, 0<xβ 2β1 and xβ 2β1<x, so u=xβ 2β1 lies in P and u<x. By claim 6 there 0<1, so x<x+1 by claim 1 there, and v=x+1βP by claim 2. Thus u<x<v with u,vβP, so x is an interior point of P.
N is an interval: if x,zβN and xβ€yβ€z, then yβ€z and z<0, so y<0 by claim 2. Let xβN. From 0<1 and claim 4 we get β1<0, hence x+(β1)<x by claim 1, and x+(β1)<x<0 gives x+(β1)βN by claim 2. Put w=(βx)β 2β1; since 0<βx by claim 4, claim 8 gives 0<w, so x<x+w by claim 1, while x+w<x+(βx)=0 by claim 1 and w<βx (claim 8). Thus x+wβN and x+(β1)<x<x+w, so x is an interior point of N.
Step 2 (localisation). We record the following elementary fact. Let f:RβR, let x0ββR, let JβR be an interval containing x0β as an interior point, and let ΞΈβR with 0<ΞΈ be such that every zβR with β£zβx0ββ£<ΞΈ belongs to J. If the restriction fβ£Jβ is differentiable at x0β with derivative L, then f is differentiable at x0β with derivative L.
Indeed, let Ξ΅>0 and let Ξ΄>0 be as in Derivative at an Interior Point for fβ£Jβ at x0β with the value L and this Ξ΅. Let Ξ΄β² be the smaller of Ξ΄ and ΞΈ (claim 9 of Elementary Order Arithmetic in an Ordered Field); then 0<Ξ΄β². If hβR satisfies 0<β£hβ£<Ξ΄β², then β£(x0β+h)βx0ββ£=β£hβ£<ΞΈ, so x0β+hβJ; since also 0<β£hβ£<Ξ΄, the choice of Ξ΄ gives
βhf(x0β+h)βf(x0β)ββLβ<Ξ΅,
because f and fβ£Jβ take the same values at x0β and at x0β+h. As Ξ΅>0 was arbitrary, f is differentiable at x0β with derivative L.
We apply this in two situations. If 0<x0β we take J=P and ΞΈ=x0β: if β£zβx0ββ£<x0β then βx0β<zβx0β by claim 9 of Properties of the Absolute Value in an Ordered Field, so 0<z by claim 1 of Elementary Order Arithmetic in an Ordered Field. If x0β<0 we take J=N and ΞΈ=βx0β, which is positive by claim 4 of that lemma: if β£zβx0ββ£<βx0β then zβx0β<βx0β by claim 9 of the absolute value lemma, so z<0 by claim 1.
Step 3 (the family D). For a polynomial functionq on R define Οqβ:RβR by
and let D be the set of all functions from R to R of the form Οqβ with q a polynomial function on R.
Fix a polynomial function q on R, and let qβ be the polynomial function supplied by claim 2 of Derivative of a Polynomial Function on the Real Line, so that for every interval I and every interior point x0β of I the restriction qβ£Iβ is differentiable at x0β with derivative qβ(x0β). Define qβ―:RβR by
Step 4 (points of P). Let s0ββP and put u0β=s0β1β; then 0<u0β by claim 7 of Elementary Order Arithmetic in an Ordered Field, so u0ββP. Let r:PβR be given by r(s)=sβ1. Since 0β/P and every point of P is an interior point of P by Step 1, claim 2 of Reciprocal Rule for One-Dimensional Derivatives shows that r is differentiable at s0β with rβ²(s0β)=β(u0β)2. Moreover r(s)βP for every sβP, again by claim 7.
(a) The point r(s0β)=u0β is an interior point of P at which qβ£Pβ is differentiable with derivative qβ(u0β). Hence Chain Rule for One-Dimensional Derivatives applies to Ξ³=r and g=qβ£Pβ and gives that qβr:PβR is differentiable at s0β with
which is qβ―(u0β)exp(β(s0β1β))=Οqβ―β(s0β). By Step 2 with J=P and ΞΈ=s0β, Οqβ is differentiable at s0β with Οqβ²β(s0β)=Οqβ―β(s0β).
Step 5 (points of N). Let s0ββN. Every sβN satisfies sβ€0, so Οqββ£Nβ is the function on N with constant value 0, which by claim 1 of Sum, Constant Multiple, and Product Rules for One-Dimensional Derivatives is differentiable at s0β with derivative 0. By Step 2 with J=N and ΞΈ=βs0β, Οqβ is differentiable at s0β with Οqβ²β(s0β)=0; and Οqβ―β(s0β)=0 because s0ββ€0.
Since Οqβ(0)=0, the difference quotient of Οqβ at 0 for hξ =0 equals hβ1Οqβ(h). Let hβR with 0<β£hβ£<Ξ΄. If h<0 then Οqβ(h)=0, so the quotient is 0 and its distance to 0 is 0<Ξ΅. If 0<h then h=β£hβ£<Ξ΄ and
Step 8 (proof of claim 1). If sβ€0 then Ο(s)=0, so 0β€Ο(s) and 0<Ο(s) fails. If 0<s then Ο(s)=exp(β(sβ1)), which is positive by claim 2 of Basic Properties of the Exponential Function; hence 0<Ο(s), and 0β€Ο(s). Both assertions of claim 1 follow. β