Derivative of delta cosine

Theorem

The following formula holds: $$\cos_p^{\Delta}(t,t_0)=-p(t)\sin_p(t,t_0),$$ where $\cos_p$ denotes the delta cosine function and $\sin_p$ denotes the delta sine function.

Proof

Compute $$\begin{array}{ll} \cos_p^{\Delta}(t,t_0) &= \dfrac{1}{2} \dfrac{\Delta}{\Delta t} (e_{ip}(t,t_0) + e_{-ip}(t,t_0) \\ &= \dfrac{ip}{2} (e_{ip}-e_{-ip}(t,t_0)) \\ &= -\dfrac{p}{2i} (e_{ip}-e_{-ip}(t,t_0)) \\ &= -\sin_p(t,t_0), \end{array}$$ as was to be shown. █