Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-oxford/2017/prelims/mathematics-ii/6/a/solution

The function is differentiable at if the finite limit of a function
exists. If it exists, put and define
The definition of derivative gives as . For , rearrangement gives the desired local linear approximation
At , this identity holds because both terms containing vanish. Conversely, if such an identity holds, then for its difference quotient is . Hence is differentiable at , and necessarily .

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