T. M. Apostol
Chapter 3
Mathematical Analysis by Tom M. Apostol
Let h > 0, and let x be a given point. The open interval (x-h, x+h) is called a
neighbourhood with x as centre and of radius h. We denote the neighbourhood by N(x; h), or
simply by N(x) if the radius is unimportant.
Let S be a set in E1 and assume that x S. Then x is called an interior point of S if there
is some neighbourhood N(x) all of whose points belong to S.
Let S be a set in E1. S is called an open set if every point of S is an interior point of S.
Thus an open set is such that each of its points can be enclosed in a neighbourhood which is
completely contained in the set. The simplest kind of open set is an open interval. The empty
set is also open, as is the real line E1.
The union of any collection of open sets is an open set. The intersection of a finite
collection of open sets is open. Note that arbitrary intersections will not always lead to open
sets. The union of a countable collection of disjoint open intervals is an open set and,
remarkably enough, every open set on the real line can be obtained in this way.
If S is a bounded open set, then (i) each point of S belongs to a uniquely determined
component interval of S; and (ii) the component intervals of S form a countable collection of
disjoint sets whose union is S. From this, it follows that an open interval in E1 cannot be
expressed as the union of two disjoint open sets when neither set is empty.
Every open set in E1 is the union of a countable collection of disjoint open intervals.
Accumulation points and the Bolzano-Weierstrass theorem in E1. Let S be a set in E1 and
x a point in E1, x not necessarily in S. Then x is called an accumulation point of S, provided
every neighbourhood of x contains at least one point of S distinct from x. If x is an
accumulation point of S, then every neighbourhood N(x) contains infinitely many points of S.
Theorem 3-13 (Bolzano-Weierstrass): If a bounded set S in E1 contains infinitely many
points, then there is at least one point in E1 which is an accumulation point of S. Examples: (1)
The set of numbers of the form 1/n, n = 1, 2, 3, ... has 0 as an accumulation point. (2) The set of
rational numbers has every real number as an accumulation point. (3) Every point of the closed
interval [a, b] is an accumulation point of the set of numbers in the open interval (a, b).
Closed sets in E1. A set is called closed if it contains all its accumulation points. Thus a
closed interval is a closed set. An open interval, however, is not a closed set because it does
not contain its endpoints, both of which are accumulation points of the set. A set which has no
accumulation points is automatically closed and, in particular, every finite set is closed. The
empty set is also closed, as is the whole real line E1. (These last two sets are also open!) A set
which is not closed need not be open, as, for example, the half-open interval (a, b], which is
neither open nor closed.
Let n > 0 be an integer. An ordered set of n real numbers (x1, x2, ..., xn) is called an
n-dimensional point or a vector with n components. Points or vectors will be denoted by single
boldfaced letters, e.g. x = (x1, x2, ..., xn), where xk is the kth co-ordinate of the point or vector x.
The set of all n-dimensional points is called the n-dimensional Euclidean space and is denoted
by En. The usual vector rules apply. Note: Unit coordinate vectors: uk = (k,1, k,2, ..., k,n) (k =
1, 2, ..., n), where k,j is the Kroneker delta, defined by k,j = 0 if k j, and k,k = 1.
Let x = (x1, ..., xn) and y = (y1, ..., yn) be in En. The absolute value, or length, or norm of x
is given by |x| = x 21 + ... + x 2n . The distance between x and y is given by |x-y| = S i=1 n
(x i y i ) 2.
|x| > 0, and |x| = 0 iff x = 0. |x-y| = |y-x|. |x+y| |x| + |y|.
By an open sphere of radius r > 0 and centre at the point x0 in En, we mean the set of all
x in En such that |x-x0| < r. The set of x such that |x-x0| r form a closed sphere, the boundary
of the sphere being the set of x with |x-x0| = r. An open sphere with centre at x0 is called a
neighbourhood of x0 and is denoted by N(x0) or by N(x0; r) if r is the radius. The
corresponding closed sphere is denoted by N(x0). The open sphere with its centre removed is
called a deleted neighbourhood of x0 and is denoted by N(x0).
Let a = (a1, ..., an) and b = (b1, ..., bn) be two distinct points in En, such that ak bk for
each k = 1, 2, ..., n. The n-dimensional closed interval [a, b] is defined to be the set [a, b] =
{(x1, ..., xn) | ak xk bk, k = 1, 2, ..., n}. If ak < bk for every k, the n-dimensional open interval
(a, b) is the set (a, b) = {(x1, ..., xn) | ak < xk < bk, k = 1, 2, ..., n}.
Thus, for example, (a, b) can be considered as the cartesian product (a, b) = (a1, b1)
(a2, b2) ... (an, bn) of the n one-dimensional open intervals (ak, bk). An open interval in En
could then be called a neighbourhood of any of its points, and in what follows, it makes no
difference whether a neighbourhood is taken to be a sphere or an interval (we will use
spheres).
Let S be a set of points in En, and assume that x S. Then x is called an interior point of
S if there exists a neighbourhood N(x) S. The set S is said to be open if each of its points is
an interior point. The interior of S is the collection of its interior points.
Examples of open sets in the plane are: the interior of a disk; the first quadrant; the
whole space. Any n-dimensional open sphere and any n-dimensional open interval is an open
set in En. Caution: an open interval (a, b) in E1 is no longer an open set when it is considered as
a subset of the plane. In fact, no subset of E1 (except the empty set) can be open in E2, because
such a set can contain no two-dimensional neighbourhoods.
The union of an arbitrary collection of open sets in En is an open set in En, and the
intersection of a finite collection of open sets in En is an open set in En.
A set S in En is said to be bounded if S lies entirely within some sphere; that is, for some
r > 0, we have S N(0; r). Theorem 3-29 (Bolzano-Weierstrass): If a bounded set S in En
contains infinitely many points, then there exists at least one point in En which is an
accumulation point of S.
A set S in En is closed iff EnS is open. The union of a finite collection of closed sets in
En is closed and the intersection of an arbitrary collection of closed sets in En is closed.
Let G = {A1, A2, ...} denote the countable collection of neighbourhoods in En having
rational radii and centres at points with rational co-ordinates. Assume that x En, and let S
be an open set in En which contains x. Then at least one of the neighbourhoods in G contains
x and is contained in S. That is, we have x Ak S for some Ak in G.
Assume that A En, and let F be an open covering of A. Then there is a countable sub
collection of F which also covers A.
Let {Q1, Q2, ...} be a countable collection of non empty sets in En such that (1) Qk+1 Qk
(k = 1, 2, 3, ...); (ii) Each set Qk is closed and Q1 is bounded. Then the intersection k=1 Qk is
closed and non empty.
Theorem 3-38 (Heine-Borel) Let F be an open covering of a closed and bounded set A in
En. Then a finite sub collection of F also covers A.
A set S in En is said to be compact iff every open covering of S contains a finite sub
collection which also covers S.
The Heine-Borel theorem states that every closed and bounded set in En is compact. The
converse result is as follows: Let S be a compact set in En. We have (i) every infinite subset of
S has an accumulation point in S; (ii) the set S is closed and bounded.
By the extended real number system E1* we shall mean the union of the set of real
numbers E1 with two symbols + and - which satisfy the following properties: (1) If x E1,
then we have x+(+) = +, x+(-) = -, x-(+) = -, x-(-) = +, and x/(+) = x/(-) = 0. (2) If
x > 0, then we have x(+) = + and x(-) = -. (3) If x < 0, then we have x(+) = - and
x(-) = +. (4) (+)+(+) = (+)(+) = (-)(-) = +, (-)+(-) = (+)(-) = -. (5) If x
E1, then we have - < x < +.
Every open interval (a, +) is called a neighbourhood of +, and every open interval
(-, a) is called a neighbourhood of -. E1 = (-, ); E1* = [-, ]. Every set in E1* has a sup
it is finite if the set is bounded above, and it is + if the set is not bounded above. Note that
E1* does not satisfy all the axioms for the real number system.
By the extended complex number system E2* we shall mean the union of the complex
plane E2 with a symbol which satisfies the following properties: (1) If z E2, then z+ =
z- = , z/ = 0. (2) If z E2, but z 0, then z() = , and z/0 = . (3) + = ()() = .
Note that - is not needed here because no ordering is involved with complex numbers. Every
open set in E2 of the form {z| |z| > r > 0} is called a neighbourhood of .
Chapter 3: Selected Exercises
3-1. Prove that an open interval in E1 is an open set and that a closed interval is a closed
set.
Answer: Let us first look at some definitions. Definition 1: An open interval (a, b) is
defined by (a, b) = {x | a < x < b}. Definition 2: Let S be a set in E1 and assume that x S.
Then x is called an interior point of S if there is some neighbourhood N(x) all of whose points
belong to S. Definition 3: If S is a set in E1, S is an open set if every point of S is an interior
point of S.
To prove that an open interval in E1 is an open set, we need to prove that every point in
an open interval is an interior point. To do this, we must prove that every point in an open
interval has an associated neighbourhood, all of whose points belong to the open interval.
Consider an arbitrary open interval (a, b). Let x be any point in this interval, x (a, b).
A neighbourhood of x is given by the interval (x-h, x+h), where h > 0. What we have to show
is that one of these neighbourhoods is entirely contained within the interval (a, b), i.e. we have
to show that (x-h, x+h) (a, b) for every x and for some h > 0. To do this, we have to show
that for every y (x-h, x+h), we also have y (a, b).
Let us now analyse what we know about the point y. First of all, we know that y (by
definition) sits in the interval (x-h, x+h), so that x-h < y < x+h. In order to show that a < y < b,
which is what we want to prove, all we have to show is that (1) a < x-h, and that (2) x+h < b.
Let us consider an arbitrary closed interval [a, b]. The complement of this interval is
given by E1[a, b] = (-, a)(b, ), the union of two open intervals, which we know are open
sets by the above. Further, the union of two open sets is also an open set (Theorem 3.5), so that
E1[a, b] is an open set. So, as the complement of a closed interval is an open set, then a
closed interval must therefore be a closed set. QED.
3-2. Determine all the accumulation points of the following sets in E1 and decide
whether the sets are open or closed (or neither). (a) All integers. (b) The interval (a, b]. (c) All
numbers of the form 1/n, (n = 1, 2, 3, ...). (d) All rational numbers. (e) All numbers of the form
2-n + 5-m, (m, n = 1, 2, ...). (f) All numbers of the form (-1)n + (1/m), (m, n = 1, 2, ...). (g) All
numbers of the form (1/n) + (1/m), (m, n = 1, 2, ...). (h) All numbers of the form (-1)n/[1+(1/n)], (n
= 1, 2, ...).
Answer: Let us first remind ourselves of the definition of an accumulation point: Let S
be a set in E1 and x a point in E1, x not necessarily in S. Then x is called an accumulation point
of S provided every neighbourhood of x contains at least one point of S distinct from x.
(a) Let S = {x | x Z}. S contains no accumulation points because every point x has a
neighbourhood (x-, x+) which contains no other integers, so that x is not an accumulation
point. Because S contains all its accumulation points (of which there are none!), it follows that
S is a closed set, and hence not an open set (because of exercise 3-5).
(b) Let S = (a, b]. Consider an arbitrary point x S. Taking an arbitrary neighbourhood
N(x) of x, N(x) = (x-h, x+h), with h > 0, then it is clear that the point max{x-a/2, x-h/2} will
always be in S and in N(x) so that every neighbourhood of a point in S will always contain at
least one other point from S. We therefore conclude that all the points in S are accumulation
points. Further, a is an accumulation point of S so that the set of accumulation points of S is
given by the set {x | a x b}.
S is not closed because it doesnt contain the accumulation point a. Further, S is not
open because b is not an interior point (in the neighbourhood (b-h, b+h), with any h > 0, the
points in (b, b+h) (b-h, b+h) do not belong to S but do belong to the neighbourhood. It
follows that b is not an interior point).
(e) Let S = 2-n+5-m (n, m = 1, 2, ...). Claim: all numbers of the form x = 2-n (n = 1, 2, ...)
and of the form y = 5-m (m = 1, 2, ...) are accumulation points of S. Justification: to show that
each point x = 2-n is an accumulation point of S (n = 1, 2, ...), consider an arbitrary
neighbourhood N(x) of x, N(x) = (x-h, x+h), with h > 0. If we now choose an integer l so that
5-l h/2 (and there will always be such an l, given by l = ceiling(-log(n/2)/log(5))), then the point
y = 2-n+5-l will be in N(x) and in S.
It therefore follows that all points of the form x = 2-n (n = 1, 2, ...) are accumulation
points of S. A similar argument can be used to show that all points of the form y = 5-m (m = 1,
2, ...) are accumulation points of S. There is one other accumulation point of S: zero (every
neighbourhood of zero will contain a point from S if n and m are large enough), and because 0
S, then S is not a closed set.
Because S does not contain its two accumulation points (-1 S and 1 S), then S is not
a closed set. By the same argument as in part (e), no neighbourhood of the largest element of S,
2
/3, will contain elements just from S, so that 2/3 is not an interior point of S, and so S is not an
open set.
3-6. Show that every closed set in E1 is the intersection of a countable collection of open
sets.
Answer: Let us first consider some examples of closed sets and the intersection of open
sets that is equivalent to the closed set in question. To start with, consider the set S consisting
of a single point x E1. This set is closed because it has no accumulation points, and it can be
expressed as the intersection of a countable collection of open sets as follows:
Now consider a closed interval [a, b], which we have shown in a previous exercise to be
a closed set, which we shall denote by T. This closed set can be expressed as the intersection of
a countable collection of open sets as follows:
We therefore have some evidence that the statement that we are trying to prove is
correct. We now want to show that every closed set C can be expressed as the intersection of
some countable collection of open sets, i.e. we want to show that C can be written as
The question now arises as to whether we have the conclusion F = C. We have already
shown that F is the intersection of an arbitrary collection of open sets, and so it is in the right
form to be considered as the solution to this exercise. We will in fact show that F = C, i.e. show
that F is the closure of the set C. If we can do this, then we will also show that F = C because
for a closed set C, we have (looking at part (f) of exercise 3-12) C = C. Therefore, if we can
show that F = C, then we reach the required conclusion. To do this, as C= CC (see exercise
3-12 for this definition), then we first need to show that F contains all of Cs accumulation
points and all of the points from C.
Claim 1: F contains all of Cs accumulation points, whether they are in C or not. Proof
of Claim: Consider an arbitrary accumulation point of the set C, say the point x. If x C, then
we refer to the proof of claim 2 below to show that x F. If the accumulation point x is not in
C, then we must take a little more care.
Claim 2: F contains all of the points from C, i.e. C F. Proof of Claim. Consider a point
y C. If y C, then there is a set Dy, j = (y-1/j, y+1/j), where j R>0. It follows that y belongs to
each Ej, where Ej = i Di, j, and so y belongs to F = j=1 Ej, so that y F. Because y C y
F, then C F. End of Proof.
If z F, then z belongs to all of the sets Ej, where Ej = i Di, j. If z belongs to all of the
sets Ej, then there must be a set Dx, j = (x-1/j, x+1/j), where j R>0. It follows (by the definition
of Di, j and by the proof of claims 1 and 2 above) that z CC, and so z F z CC, so
that F CC. QED. Conclusion: we have expressed an arbitrary closed set C as the
intersection of a countable collection of open sets, namely the set F. QED.
3-9. Show that the interior of a set S in En is an open set.
Answer: Let I be the set of all interior points from S, i.e. (by definition) I is the interior
of S. For a set A to be an open set, all the points in A must be interior points. Because all the
points in our set I are interior points of S, it follows that I is an open set, and therefore the
interior of a set S in En is an open set. QED.
3-12. If S is a set in En, let S denote the set of accumulation points of S, and let S =
SS. (The set S is called the derived set of S and S is called the closure of S.) Show that (a)
S is a closed set, that is, (S) S. (b) If S T, then S T. (c) (ST) = ST. (d) (S) =
S. (e) S is a closed set. (f) S is closed if, and only if, S = S.
(c) To prove that (ST) = ST, we must prove that (i) (ST) ST, and that (ii)
ST (ST). (i) If x (ST), then x is an accumulation point of the set ST, which
implies that either (1) x is an accumulation point of S, or (2) an accumulation point of T, or (3)
an accumulation point of both S and T; which implies that either (1) x S ST, or (2) x
T ST, or (3) x ST ST. In all cases, x (ST) x ST, so that
(ST) ST. (ii) If x ST, then either x S (ST), or x T (ST), so that x
ST x (ST), and so ST (ST). QED.
(e) To be a closed set, S must contain all its accumulation points. From (d), we know
that the set of the accumulation points of S is the set S. But S S as S = (SS). So as S
contains all its accumulation points, we conclude that Sis a closed set. QED.
(f) If. If S = S, then either S = , i.e. S contains no accumulation points, and so S is
closed by definition; or S consists of points from S, i.e. S S, so that again S contains all its
accumulation points, and is again a closed set by definition. Only If. If S is closed, then it
contains all its accumulation points. Therefore, S will consist of elements from S, so that S
S, and so S = (SS) = (using S S) = S in this case. QED.
3-15. The collection F of intervals of the form 1/n < x < 2/n, (n = 2, 3, 4, ...), is an open
covering of the interval 0 < x < 1. Show (without using Theorem 3-40) that no finite
subcollection of F covers the interval 0 < x < 1.
Answer: Let us first consider some elements from F. n = 2: we have the interval (, 1).
n = 3: we have the interval (1/3, 2/3), etc. Let us denote by G any finite subcollection of F.
Because G is a finite subcollection, it will have a finite number of elements, say g elements. If
we order the elements in G with respect to the number n, then it follows that we can write G in
the following form:
G = {(1/n1, 2/n1), (1/n2, 2/n2), ..., (1/ng, 2/ng)}, where n1 < n2 < ... < ng.
We must now show that G does not cover the interval 0 < x < 1. To do this, it is
sufficient to show that G does not cover the interval (0, 1/ng], where (0, 1/ng] (0, 1), and ng
R (ng < ). To cover at least part of this interval, the set G must contain elements of the form
(1/, 2/), where > ng. But G (by construction) has no elements of this type, so that the set G
covers no part of the interval (0, 1/ng]. We therefore conclude that the set G does not fully
cover the interval (0, 1). QED. (Note: a quicker proof is to show that 1/ng (0, 1) but 1/ng
G.)
S Answer: Divide the set S up into n (possibly partially overlapping) sets Si,
where n is a finite number; i = 1, 2, ..., n; and i Si = S. If the set S is not
S1 S2 S3 Sn countable, then at least one of these regions will have to be uncountable as
well, or else we will have a finite collection of countable sets and thus S
will be countable and we will have a contradiction.
Choose one of the sets Si which is uncountable, and repeat the above with this set (i.e.
divide it up into a finite collection of smaller sets, at least one of which will be uncountable). If
we continue to do this, then this process will converge onto a point z S which will be the
condensation point we are looking for. Justification: with every subdivision, we find a smaller
and smaller region which is uncountable. In the limit of this process, every neighbourhood of
the point z we converge onto will contain one of the regions which we know to be uncountable
(i.e. some region Sj N(z)). Therefore, every neighbourhood of this point z has the property
that N(z)S is not countable, i.e. z is a condensation point. Conclusion: given an uncountable
set S, we can always find a condensation point z S. QED.
3-20. Assume that S En and assume that S is not countable. Let T denote the set of
condensation points of S. Show that
Answer: (a) If ST was not countable, then by 3-19 it would contain a condensation
point. But if T is the set of condensation points of S, then ST contains no condensation
points. It follows (by contradiction) that ST is countable. QED
(b) The set ST is the set of condensation points which are in S. We must therefore
prove that the set of condensation points in S is not countable. To do this, we use three pieces
of information: (1) From set theory, we know that ST = STc; (2) We know that S is not
countable; and (3) We know that ST is countable. If ST is countable, and if S is not
countable, then STc must be non countable. Using (1), it follows that ST must also be non
countable. QED.
(c) By definition, T is closed if it contains all its accumulation points. We know that
every point x T is a condensation point, so that every neighbourhood N(x) of a point x T is
not countable (more precisely, N(x)S is not countable). This implies (by Exercise 3-19) that
the neighbourhood contains another condensation point y T (N(x)S uncountable a
condensation point y N(x)S), so that the point x is an accumulation point of the set T. This
applies for all condensation points, so that every point x T is an accumulation point.
It remains to show that T has no accumulation points that are not in T. Assume that z is
an accumulation point of the set T with z T. Because z is not a condensation point, it
follows that not all neighbourhoods N(z) are uncountable. Pick one such neighbourhood, say
N1(z). By the definition of an accumulation point, N1(z) contains an element z1 T. But the
neighbourhoods of z1 are uncountable (by the definition of a condensation point). Pick a
neighbourhood of z1 which is contained in N1(z), say the
neighbourhood N2(z1) (We can always do this see the answer to N 2(z 1) z1
exercise 3-12, part (a)). Because N2(z1) is uncountable, N1(z) cannot z N 1(z)
possibly be countable, contradicting our assumption that N1(z) was
countable. It follows that all the neighbourhoods of the point z must be
uncountable, and so we must have z T, and so T has no accumulation
points that are not in T. QED
Answer: Let T be the set of condensation points of S. It follows that TS is the set of
condensation points in S, and that ST is the set of points in S which are not condensation
points. We can therefore write S = (TS)(ST), i.e. S is the union of all the condensation
points of S together with the points of S which are not condensation points. From 3-20, we
know that all the points in TS are accumulation points, i.e. we have TS = (TS). It follows
that TS is a perfect set. Also from 3-20, we know that ST is countable. Therefore, S =
(TS)(ST) is the required form, where A = TS is a perfect set, and B = ST is
countable. QED.
Possible Further Work / Evaluation
Exercise 3-19: I could make a slight adjustment in the answer due to the comment in
Draft 2 to divide the set S up into a countable collection of sets instead of into a finite
collection of sets. Adjusted answer:
Choose one of the sets Si which is uncountable, and repeat the above with this set (i.e.
divide it up into a countable collection of smaller sets, at least one of which will be
uncountable). If we continue to do this, then this process will converge onto a point z S
which will be the condensation point we are looking for. Justification: with every subdivision,
we find a smaller and smaller region which is uncountable. In the limit of this process, every
neighbourhood of the point z we converge onto will contain one of the regions which we know
to be uncountable (i.e. some region Sj N(z)). Therefore, every neighbourhood of this point z
has the property that N(z)S is not countable, i.e. z is a condensation point. Conclusion: given
an uncountable set S, we can always find a condensation point z S. QED.
Chapter 4
Chapter 4: The Limit Concept and Continuity: Notes
Let us begin with the equation lim xdx0xn = A, which is meant to convey the idea that
when x is sufficiently near to x0, then f(x) will be as near to A as desired. The statements x
sufficiently near to x0 and f(x) will be as near to A as desired are made mathematically
precise by the following type of definition: the symbolism lim xdx 0 f(x) = Ameans that for every
number > 0, there is another number > 0 such that whenever 0 < |x-x0| < , then |f(x)-A| < .
We write ndlim
xn = A to mean that for every > 0, there is an integer N such that
whenever n > N, then |xn-A| < .
If we use neighbourhood terminology, we see that both above definitions involve the
same principle. To say that 0 < |x-x0| < means that x is in a neighbourhood of x0, but x x0.
That is, x is in a deleted neighbourhood N(x0). Also, to say that n > N is the same as saying
that n is in a deleted neighbourhood of +.
The parts of the definitions concerned with can also be rephrased in neighbourhood
terminology. For example, the inequality |f(x)-A| < states that f(x) N(A; ) and, similarly,
|xn-A| < means that xn N(A; ). The basic principle involved in both definitions of limit is
that for every neighbourhood N(A) there must exist a neighbourhood N(x0) such that x
N(x0) implies f(x) N(A).
If f is a real-valued function defined at a point x = (x1, ..., xm) in Em, we use either f(x1,
..., xm) or f(x) to denote the value of f at that point. If we have several real-valued functions,
say f1, ..., fk defined on a common subset S of Em, it is extremely convenient to introduce a
vector-valued function f, defined by the equation f(x) = (f1(x), ..., fk(x)), if x S.
Our definition of limit now assumes the following form: Let f be a function defined on a
set S in Em and let the range of f be a subset T of Ek. If a is an accumulation point of S and if b
Ek, then the symbolism xda lim
f(x) = b is defined to mean the following: For every
neighbourhood N(b) Ek, there exists a neighbourhood N(a) Em such that x N(a)S
implies f(x) N(b).
Note 1: we write x N(a)S rather than x N(a) in order to make certain that x is in
the domain of f. Also, we require that a be an accumulation point of S in order to make certain
that the intersection N(a)S will never be the empty set. Note 2: If limxa f(x) exists (finite or
infinite), its value is uniquely determined.
Strictly speaking, we should somehow indicate the fact that the limit just defined
depends on the set S through which x is allowed to range. This will usually be clear from the
context but, if necessary, we will write lim
xda f(x) = b to emphasise the fact more explicitly. An
x`S
important special case of this occurs when S is an interval in E1 having a as its left endpoint.
We then write lim lim
xda f(x) = xda+ f(x) = b, and b is called the right-hand limit at a. (left-hand limits
x`S
are similarly defined).
Theorem 4-4. Let a be an accumulation point of a set S in Em. Then there exists an
infinite sequence {xn} whose terms are distinct points of S, such that limn xn = a.
Note: Suppose a sequence {xn} has a limit, say a = limn xn, and let S = {x1, x2, ...}
denote the range of the sequence. If S is infinite, it follows at once from the definition of limit
that a is an accumulation point of S. The above theorem tells us that S can have no further
accumulation points. Therefore, a sequence {xn} whose range S is infinite has a limit if, and
only if, S has exactly one accumulation point, in which case the accumulation point is also the
limit of the sequence.
Theorem 4-5. Let f be defined on a set S in Em with function values in Ek, and let a be an
accumulation point of S. Let {xn} be an infinite sequence whose terms are points of S, such
that each term xn a but such that ndlim
xn = a. Then we have (i) If limxa f(x) = b, then limn
f(xn) = b; (ii) Conversely, if for each such sequence we know that limn f(xn) exists, then all
these sequences have the same limit (call it y) and also limxa f(x) exists and equals y.
In the definition of the statement limxa f(x) = b, it was assumed that the limiting value b
was given. The following theorem gives us a condition (called the Cauchy condition) which
enables us to determine, without knowing its value in advance, whether such a point b exists.
Theorem 4-6 (Cauchy condition for sequences). Let {xn} be an infinite sequence whose
terms are points in Ek. There exists a point y in Ek such that limn xn = y if, and only if, the
following condition is satisfied: For every > 0, there exists an integer N such that n > N and
m > N implies |xn-xm| < .
Theorem 4-7 (Cauchy condition for functions). Let f be defined on a set S in Em, the
function values being in Ek. Let a be an accumulation point of S. There exists a point b in Ek
such that limxa f(x) = b if, and only if, the following condition holds: For every > 0, there is
a neighbourhood N(a) such that x and y in N(a)S implies |f(x)-f(y)| < .
Let f and g be two functions, each defined on a set S in En, with function values in E1 or
lim lim
in E2. Let a be an accumulation point of S and assume we have xda f(x) = A, xda g(x) = B. Then
we also have (i) xda [f(x)g(x)] = AB, (ii) xdaf(x)g(x) = AB, (iii) xda f(x)/g(x) = A/B if B 0.
lim lim lim
Continuity. Definition 4-9. Let f be defined on a set S in En with function values in Em,
and let a be an accumulation point of S. We say that f is continuous at the point a provided that
(i) f is defined at a, (ii) limxa f(x) = f(a). If a is not an accumulation point of S, we say f is
continuous at a provided only (i) holds. If f is continuous at every point of S, we say f is
continuous on the set S.
It is convenient to note that whenever f is continuous at a, we can write part (ii) of the
lim lim
above definition as follows: xda f(x) = f( xda x). Thus, when we deal with continuous functions,
the limit symbol may be interchanged with the function symbol. Observe also that continuity
at a means that for every neighbourhood N(f(a)), there exists a neighbourhood N(a) such that
f[N(a)S] N[f(a)].
Theorem 4-10. Let f and g be continuous at the point a in En and assume that f and g
have function values in E1 or E2. Then f+g, f-g, and fg are each continuous at a. The quotient
f/g is also continuous at a, provided that g(a) 0. Note that the product fg should not be
confused with the composition fg, defined by fg(x) = f[g(x)].
Theorem 4-11. Let f be a function defined on a set S in En and assume f(S) Em. Let g
be defined on f(S) with values in Ek, and let gf be the composite function defined on S by the
equation gf(x) = g[f(x)]. Suppose that we have (i) The point a is an accumulation point of S
and f is continuous at a; (ii) The point f(a) is an accumulation point of f(S) and g is continuous
lim
at f(a). Then the composite function gf is also continuous at a; that is, xdag[f(x)] = g[f(a)].
Examples of continuous functions. In E2, constant functions (f(x) = c), the identity
function (f(x) = x) and hence all polynomial functions are continuous. A rational function g/f
is continuous whenever the denominator does not vanish. The familiar real-valued functions
of elementary calculus such as exponential, trigonometric and logarithmic functions, are
continuous whenever they are defined.
Note: If f has an inverse function f-1, the inverse image of Y under f is the same as the
image of Y under f-1, and in the case there is no ambiguity in the notation f-1(Y).
Theorem 4-13. Let f be a function with domain S and range T. Assume X S and Y
T. Then we have (i) If X = f-1(Y), then Y = f(X), (ii) If Y = f(X), then X f-1(Y). It should be
observed that, in general, we cannot conclude that Y = f(X) implies X = f-1(Y). Note that the
statements in this theorem can also be expressed as follows: Y = f[f-1(Y)], X f-1[f(X)].
Theorem 4-14. Let f be a function which is continuous on a closed set S in Em, and let
the range of f be a set T in Ek. Then if Y is a closed subset of T, the inverse image f-1(Y) will be
a closed subset of S.
Theorem 4-15. Let f be a function which is continuous on an open set S in Em, and let the
range of f be a set T in Ek. Then if Y is an open subset of T, the inverse image f-1(Y) will be an
open subset of S.
We have already seen that the image of an open set under a continuous mapping is not
always open. The example in E1, defined by the equation f(x) = tan-1(x), shows that the image
of a closed set under a continuous mapping need not be closed, since f maps E1 onto the open
interval (-/2, /2). However, the image of a compact set under a continuous mapping is always
compact. This will be proved in the next theorem.
Functions continuous on compact sets. Theorem 4-16. Let f be a function which is
continuous on a compact set S in Em, and assume that f(S) Ek. Then f(S) is a compact set.
Theorem 4-17. Let f be a function which is continuous on a compact set S in Em, and
assume that f(S) Ek. Suppose further that f is one-to-one on S so that the inverse function f-1
exists. Then f-1 is continuous on f(S).
Theorem 4-21 (Bolzano). Let f be real-valued and continuous on a closed interval [a, b]
in E1, and suppose that f(a) and f(b) have different signs; that is, assume f(a)f(b) < 0. Then
there is at least one point x in the open interval (a, b) such that f(x) = 0.
An immediate consequence of the above theorem is the intermediate value theorem for
continuous functions (Theorem 4-22): If f is real-valued and continuous on a closed interval
S in E1, then f assumes every value between its maximum, sup f(S), and its minimum, inf f(S).
Definition 4-23. Let f be defined on a set S in En with function values in Em. Then f is
said to be uniformly continuous on S if the following statement holds: For every > 0, there
exists a > 0 (depending only on ) such that if x S and y S and |x-y| < , then |f(x)-f(y)| <
. Observe that uniform continuity is a property of the whole set S, that is, a global property. It
follows from the definition that uniform continuity on a set implies continuity on the set. The
converse of this statement is also true when the set is compact.
Theorem 4-24 (Heine). Let S be a compact set in En. If f is continuous on S, then f is
also uniformly continuous on S.
It is clear that we have f(x+) = f(x-) = f(x) if, and only if, f is continuous at x. If f is
defined at x, then x can be a discontinuity of f only under one of the following conditions: (a)
If either f(x+) or f(x-) does not exist; (b) If both f(x+) and f(x-) exist but have different values;
(c) If f(x+) = f(x-) f(x).
Definition 4-26. Let f be a real-valued function defined on an interval [a, b]. If f(x+) and
f(x-) both exist at some interior point x, then the difference f(x)-f(x-) is called the left-hand
jump of f at x, the difference f(x+)-f(x) is called the right-hand jump of f at x, and their sum,
f(x+)-f(x-), is called the jump at x. If any one of these three numbers is different from 0, then x
is called a jump discontinuity of f. (For the endpoints a and b, only one-sided jumps are
considered.) We say that f is continuous from the right at x if the right-hand jump is equal to 0,
whereas f is discontinuous from the right if either f(x+) does not exist or the right-hand jump is
0. (Similar terminology applies from the left.)
In the case that f(x+) = f(x-) f(x), the point x is also said to be a removable
discontinuity, since the discontinuity can be removed by redefining f at x to have the value
f(x+) = f(x-). If either limxc+ f(x) or limxc- f(x) is infinite (+ or -), then f is sometimes said
to have an infinite discontinuity at c. Example: The function f defined by f(x) = sin(1/x) if x 0,
f(0) = A, has a discontinuity at x = 0, regardless of the value of A. In this case, neither f(0+)
nor f(0-) exists.
Theorem 4-28. If f is increasing on [a, b], then f(x0+) and f(x0-) both exist for each x0 in
(a, b) and we have f(x0-) f(x0) f(x0+). At the endpoints, we have f(a) f(a+) and f(b-) f(b).
Theorem 4-29. Let f be strictly increasing on [a, b]. Then we have: (i) The inverse
function f-1 exists and is strictly increasing on its domain; (ii) If f is continuous on [a, b], then
f-1 is continuous on [f(a), f(b)]. This theorem tells us that a continuous, strictly increasing
function is a topological mapping. Conversely, every topological mapping of an interval [a,
b] onto an interval [c, d] must be a strictly monotonic function.
Necessary and sufficient conditions for continuity. Continuous functions can be
characterised in a very elegant fashion if we introduce a slight generalisation of the notions of
open and closed sets.
Definition 4-30. Let A and B be two sets in En, with A B. We say that A is closed
relative to B if those accumulation points of A which lie in B are also in A. We say that A is
open relative to B if the complement BA is closed relative to B.
It is clear that every closed set in En is closed relative to En, and every open set in En is
open relative to En. It is also clear that every set is both open and closed relative to itself. A set
which is open relative to B need not, of course, be an open set open set S in E 2
(relative to En). However, such a set must be the intersection of a
B with an open set. This statement, which will form the basis of b
B
the following theorem, is illustrated as shown. The shaded c
region (which includes the arc abc, except for the endpoints a
and c) is open relative to B. BS open relative to B
Theorem 4-31. Assume that A B En. Then A is open relative to B if, and only if, A
is the intersection of B with a set which is open relative to En. Note that this theorem also
holds with open replaced by closed throughout. Using these concepts, we can give the
following characterisation of continuous functions:
Theorem 4-32. Let f be a function defined on a set S in En, and let T = f(S) be a subset of
Em. Then the following three statements are equivalent: (a) The function f is continuous on S;
(b) If Y is closed relative to T, then f-1(Y) is closed relative to S; (c) If Y is open relative to T,
then f-1(Y) is open relative to S.
Chapter 4: Selected Exercises
4-1. Prove statements (i) and (iii) of Theorem 4-8.
Answer: Let us first remind ourselves of the statements that we are trying to prove.
Theorem 4-8. Let f and g be two functions, each defined on a set S in En, with function
lim
values in E1 or in E2. Let a be an accumulation point of S and assume that we have xda f(x) = A
lim lim lim
and xda g(x) = B. Then we also have (i) xda[f(x) g(x)] = A B, (ii) xdaf(x)g(x) = AB, and
lim
(iii) xda f(x)/g(x) = A/B if B 0.
Proof. (i) Let an arbitrary > 0 be given and let be a second number ( > 0) which
will be made to depend on in a way to be described later. Choose a neighbourhood N(a) such
that if x N(a)S, then we have both |f(x)-A| < and |g(x)-B| < .
(iii) Let an arbitrary > 0 be given and let be a second number ( > 0) which will be
made to depend on in a way to be described later. Choose a neighbourhood N(a) such that if
x N(a)S, then we have both |f(x)-A| < and |g(x)-B| < . In this question, the conclusion
we want is to show that |f(x)/g(x) - A/B| < whenever x N(a)S.
f(x) f(x)BAB+ABAg(x)+ABAB B(f(x)A)+ABA(g(x)B)AB B(f(x)A)A(g(x)B)
Now | g(x) AB | = | Bg(x) |=| Bg(x) | =| Bg(x) |
B(f(x)A) A(g(x)B) Be Ae
[ | Bg(x) | + | Bg(x) | < | Bg(x) | + | Bg(x) |.
Answer: (a) Consider an arbitrary point x (a, b). If (i) holds, then hd0lim
|f(x+h)-f(x)| = 0.
In other words, given an arbitrary > 0, there exists a > 0 such that if |h| < , then
|f(x+h)-f(x)| < /2 (---(1)). Similarly, if we replace h by -h (which holds since |-h| = |h|), then if
|-h| < (which is equivalent to the condition |h| < ), we have |f(x-h)-f(x)| < /2 (---(2)).
Therefore, given an arbitrary > 0, there exists a > 0 such that if |h| < , then
|f(x+h)+f(x-h)| < , i.e. hd0
lim
|f(x+h)-f(x-h)| = 0 as required. QED.
(b) Let us define a function f to be given by the following: f(x) = x if x 0, and f(x) = 1
if x = 0 (with x E1). At x = 0, hd0
lim lim
|f(x+h)-f(x-h)| = |0-0| = 0, but hd0 |f(x+h)-f(x)| = |0-1| = 1.
4-5. If x is any real number in [0, 1], show that the following limit exists:
md [ nd cos (m!ox)].
lim lim 2n
Therefore, when x is rational and when m is large enough, our expression consists of an
infinite power of 1s which will still be 1, so that we have nd lim
cos 2n (m!ox)= 1 provided that
m is large enough. In other words, md lim
[ nd
lim
cos 2n (m!ox)] = 1 when x is rational. Conclusion:
the limit in question exists when x is rational, and it has the value 1.
If x is irrational, then m!x cannot possibly be an even or an odd number (no irrational
number is ever even or odd). It follows that we must have |cos(m!x)| 1 in this case (for any
m), and so it follows that cos(m!x) (-1, 1).
Claim: if y (-1, 1), then nd
lim n
y = 0. Proof of Claim. We need to find an N such that if n
> N, then for an arbitrary > 0 and a particular y (-1, 1) we have |y|n < (We need the
modulus signs in because if we dont put them in, then for any > 0 we will always have yn <
for any y (-1, 0) and any odd n. We will therefore prove a stronger condition than the one we
need). But |y|n < happens exactly when nlog|y| < log(), or when n > log()/log|y|. Therefore,
if we choose N = log()/log|y|, then we will always have |y|n < for all n > N. End of Proof.
md [ nd cos (m!ox)] = 0 when x is irrational. Conclusion: the limit in question exists when x
lim lim 2n
4-7. Let f be continuous on [a, b] and let f(x) = 0 when x is rational. Show that f(x) = 0
for every x in [a, b].
Answer: If f is continuous on [a, b], then f is continuous at every point in [a, b]. We
know that f(x) = 0 when x is rational. But every irrational number y is an accumulation point
of the set of rational numbers, so by definition 4-9, and by knowing that f is continuous at the
point y, it follows that (i) f is defined at y, and (ii) limxy f(x) = f(y).
We now know that f(y) = limxy f(x) for any irrational point y, but what is this limit? It
must be zero, as in every neighbourhood N(y), because y is an accumulation point, there is a
rational number z such that f(z) = 0 and so f(x) N(0), thus satisfying the definition for a
limit. Conclusion: f(x) = 0 for all x [a, b].
4-8. Let f be continuous at the point a = (a1, a2, ..., an) in En. Keep a2, a3, ..., an fixed and
define a new function g of one real variable by the equation g(x) = f(x, a2, ..., an). Show that g
is continuous at the point x = a1. (This is sometimes stated as follows: A continuous function
of n variables is continuous in each variable separately.)
Looking at the above definition and at the question itself, we see that we can now write
g(x) as follows: g(x) = f(s(x)) for an arbitrary x E1. Looking at Theorem 4-11, we see that in
order to prove that g(x) is continuous at the point a = (a1, a2, ..., an) in En, we need to show that
(i) the arbitrary point x E1 is an accumulation point of E1, (ii) the function s(x) is continuous
at x, (iii) The point s(x) is an accumulation point of En, and (iv) f is continuous at the point
s(x). If we can show that the four conditions above hold, then we can say that g is continuous
at the point x = a.
(i) We know that any real number is an accumulation point of the real line E1, so that
condition (i) is satisfied for an arbitrary real number x = a1.
(ii) To prove that the function s(x) is continuous at an arbitrary point x E1, we need to
show that the function is defined at x and that adx lim
s(a) = s(x). The first part follows
immediately because the function s(x) is defined for all real numbers x E1 by its definition
on the previous page. It remains to show that we have adxlim
s(a) = s(x).
lim
But adx lim
s(a) = adx (a, a 2 , a 3 , ..., a n ) = ( adx
lim
(a), adx
lim
(a 2 ), ..., adx
lim
(a n )) = (x, a 2 , ..., a n ) = s(x).
We can therefore say that condition (ii) holds. For condition (iii) to hold, we must show that
the point s(x) is an accumulation point of the set En. But by the same argument as in condition
(i), as s(x) is a point in En, and as all points in En are accumulation points, then s(x) = (x, a2, ...,
an) is an accumulation point of the set En, satisfying condition (iii).
Finally, we must show that f is continuous at the point s(x). But if we let x = a1, then
s(a1) = (a1, a2, ..., an) = a, and we know by the assumption made in the question that f is
continuous at the point a in En. Therefore, condition (iv) is satisfied, and thus we have shown
that all four conditions hold, and can subsequently say that the function g is continuous at the
point x = a1. QED.
4-11. For each x in [0, 1], let f(x) = x if x is rational, and let f(x) = 1-x if x is irrational.
Show that (a) f is continuous only at the point x = ; (b) f assumes every value between 0 and
1.
Now consider the case when x . If f(x) is continuous for x , then given an
arbitrary > 0, we need to find a > 0 such that if |x-y| < , with y [0, 1] x, then |f(x)-f(y)|
< . In order to prove that the above definition cannot be satisfied, it is sufficient to find a
single 1 > 0 such that there is no neighbourhood N(x)[0, 1] in which all the points within
of x in [0, 1] satisfy |f(x)-f(y)| < 1.
Consider that we fix x to be a number in [0, 1] which is not a half. As stated above,
every neighbourhood of this point x will contain both rational and irrational numbers from [0,
1]. Consider the case when x is rational and we therefore have f(x) = x.
Consider also that we define a number 1 = |2x-1| > 0. Given this 1 (which will be
greater than zero if x is not a half), we need to find a > 0 such that if |x-y| < for y [0, 1],
then we will always have |f(x)-f(y)| < 1. Assume that such a exists, and let us pick out an
element y from the neighbourhood N(x)[0, 1] which is an irrational number.
In this case, we have f(x) = x and f(y) = 1-y, with |x-y| < .
It follows that |f(x)-f(y)| = |x-(1-y)| = |x+y-1|.
Now if |x-y| < , then y is bounded from above by x+, i.e. y < x+.
Therefore, we will have |x+y-1| < |x+(x+)-1| = |2x-1+|.
But if f is continuous at x, then we need |2x-1+| < 2, i.e.
|2x-1+| < |2x-1|.
There is no possible > 0 that we can pick that will satisfy the above inequation.
Therefore, we conclude that when x is rational and not equal to a half, if we pick 1 = |2x-1| >
0, then there is no > 0 that will suffice so that if |x-y| < , then |f(x)-f(y)| < 1 for ALL
irrational y in this neighbourhood. Conclusion: f(x) is not continuous when x is a rational
number in [0, 1] and x .
The other case to consider is when x is a fixed irrational number in [0, 1]. Consider now
that for this fixed irrational number x, we define a number 2 = 1. Given this 2, we need to find
a > 0 such that if |x-y| < for y [0, 1] x, then we will always have |f(x)-f(y)| < 2. Assume
that such a exists, and let us pick out an element y from the neighbourhood N(x)[0, 1]
which is a rational number.
In this case, we have f(x) = 1-x and f(y) = y, with |x-y| < .
It follows that |f(x)-f(y)| = |1-x+y| = |-x+y+1|.
Now if |x-y| < , then y is again bounded from above by x+, i.e. y < x+.
Therefore, we will have |-x+y+1| < |-x+(x+)+1| = |+1|.
But if f is continuous at x, then we need |+1| < 2, i.e.
|+1| < 1.
But there is no possible > 0 that we can pick that will satisfy the above inequation.
Therefore, we conclude that when x is irrational, if we pick 2 = 1, then there is no > 0 that
will suffice so that if |x-y| < , then |f(x)-f(y)| < 1 for ALL rational y in this neighbourhood.
Conclusion: f(x) is not continuous when x is an irrational number in [0, 1].
We have now considered all cases for x in [0, 1]: x = , so that f(x) is continuous; and x
, so that f(x) is not continuous. QED.
(b) It is a trivial matter to show that f assumes the value of every rational number in the
interval [0, 1], as f(x) = x for all rational numbers in [0, 1]. Our only problem occurs in
showing that f assumes the value of every irrational number in the interval [0, 1], i.e. if we
have an arbitrary irrational number y [0, 1], then we need to find a number z [0, 1] such
that f(z) = y.
If y is our arbitrary irrational number in the interval [0, 1], then 1-y will also be an
arbitrary irrational number in this interval. Thus f(1-y) = 1-(1-y) = y (because 1-y is irrational),
and thus z = 1-y is the number we are looking for so that f(z) = y for all irrational numbers y
[0, 1]. Conclusion: f assumes every value between 0 and 1. QED.
4-14. Let f be defined and bounded on the closed interval S = [a, b]. (That is, assume that
f(S) is a bounded set.) If T is a subset of S, the number f(T) = sup{f(x)-f(y) | x T, y T} is
called the oscillation of f on T. If x S, the oscillation of f at x is defined to be the number
f(x) = hd0+
lim
f(N(x; h)S). Show that this limit always exists and that f(x) = 0 if, and only if,
f is continuous at x.
Answer: By definition, f(T) is the biggest value of f(x)-f(y) in T (x, y T). It follows
that f(x) is the biggest value of f(x)-f(y) in N(x; h)S (x, y N(x; h)S), i.e. in the
neighbourhood of x in S. The value f(x) is thus determined by two points (say x1 and x2) in
N(x; h)S. Because f(S) is bounded (i.e. f(S) is a subset of some finite interval), then the two
points in question will have finite values, and so their difference (i.e. f(x1)-f(x2)) will also be
finite. Therefore, for a particular h, f(N(x; h)S) will exist and is a finite value.
lim
Does the limit hd0+ f(N(x; h)S) exist? To show that it does exist, all we need do is to
show that if h2 > h1, then f(N(x; h1)S) f(N(x; h2)S). If this is true, then the sequence of
numbers f(N(x; h)S) given by decreasing h will be a bounded monotonic sequence of finite
positive numbers (bounded above by, say, the entry where h = 1), and thus we can apply
Theorem 12-6 to say that this sequence converges to a value, say A, and so we can write
A= lim
hd0+ f(N(x; h)S), where 0 A f(N(x; 1)S), say.
Claim: If h2 > h1, then f(N(x; h1)S) f(N(x; h2)S). Proof of Claim. To start with,
let us look at what exactly is sup{f(x1)-f(x2) | x1 (N(x; h)S), x2 ((x; h)S)}? Well, it is the
maximum value of f(x1)-f(x2) in the neighbourhood N(x; h)S. But if this is so, then f(x1)
must be the highest value of f(x) in the neighbourhood N(x; h)S, and f(x2) must be the
smallest value of f(x) in the neighbourhood N(x; h)S. Therefore, we have
The proof centres on the fact that if h2 > h1, then sup{f(x) | x N(x; h1)S} sup{f(x) |
x N(x; h2)S}, and inf{f(x) | x N(x; h1)S} > inf{f(x) | x N(x; h2)S}
I will not prove these statements (intuitively, if we are considering a smaller
neighbourhood, there are less points to consider, and so the maximum value in a smaller
neighbourhood will be smaller and the smallest value in a smaller neighbourhood will be
bigger). Assuming that these statements are correct, we have
Only If. If f(x) = 0, then we need to show that f is continuous at x. To do this, we need
to show that f is defined at x and that limyx f(y) = f(x). The first bit follows immediately from
the fact that f is defined and bounded on the interval [a, b], so that f is defined for all x [a,
b]. For the second bit, we note that limyx f(y) = f(x) can be equivalently written as the two
hd0+ (x + h) = f(x) and hd0+ (x h) = f(x);
lim lim
following equations:
lim
or hd0+ (x + h) f(x) = 0 and hd0+
lim
f(x) (x h) = 0.
For a given h, the neighbourhood given by N(x; h)S will contain the point x and the
points (x+h) and (x-h). Now if f(x) = 0, then
hd0+ sup{f(x1)-f(x2) | x1 (N(x; h)S), x2 ((x; h)S)} = 0.
lim
4-17. Let f be defined and continuous on a closed set S in En. Let A = {x | x S, f(x) =
0}. Show that A is a closed set.
Answer: Assume that the range of f is a set T in E1 (i.e. T = f(S)). Let Y be the subset of
T consisting only of the zero point, i.e. Y = {0}. Because Y consists of just a single point, then
Y contains all its accumulation points (of which there are none of), and thus Y is a closed
subset of T.
By Theorem 4-14, the inverse image f-1(Y) is a closed subset of S. But f-1(Y) is the set A,
i.e. the elements of S which map onto 0, and thus A must be a closed subset of S. QED. Note:
in the case that 0 f(S), then A = {}, and is a closed set by definition.
4-19. Let f be continuous on a closed interval [a, b]. Suppose that f has a local maximum
at x1 and a local maximum at x2. Show that there must be a third point between x1 and x2 where
f has a local minimum.
Answer: Consider the interval [x1, x2] [a, b]. Because f is continuous on the closed
interval [a, b], then it will be continuous on the subinterval [x1, x2] as well. Further, the interval
[x1, x2] is a closed interval. By Exercise 3-1, this interval is a closed set, and so by the note
following Definition 3-39 (and by knowing that [x1, x2] is a bounded set (it is a subset of [a,
b]), we can say that [x1, x2] is a compact set. Therefore, we can apply Theorem 4-20 to say that
f has an absolute maximum and an absolute minimum on [x1, x2].
If f has an absolute minimum on [x1, x2], then there exists a point c [x1, x2] such that
f(x) > f(c) for all x [x1, x2]. If we now take any neighbourhood around the point c such that
N(c) [x1, x2], then we can say that f has a local minimum at the point c in question.
The only detail left to mop up is to make sure that c is not either x1 or x2 (we need a third
point between x1 and x2). But, using the above, if we find that we arrive at the conclusion c =
x1 or c = x2, then we proceed as follows: for the case c = x1, because x1 is a local maximum,
then there is a neighbourhood N(x1) such that for all x N(x1)[a, b], we have f(x) f(x1).
But because c is the absolute minimum of f on [x1, x2], then we must have f(x) = f(x1)
for x [x1, x1+h), where h is the radius of the neighbourhood N(x1), or else c would have been
incorrectly found. Therefore, f(x1) = f(x1+h), and so we can equally well define c to be given by
c = x1+h to represent our absolute/local minimum on [x1, x2]. Note: if x1+h > x2, then just take a
point half way between x1 and x2 to represent c in this situation f must be a constant
function between x1 and x2.
The case c = x2 goes through in much the same way as above (i.e. we redefine c to be
given by c = x2-h or by c = (x1+x2)/2 as appropriate), so that we have found a point c between
x1 and x2 which is a local minimum in the interval [x1, x2]. QED.
4-21. Show that a function which is uniformly continuous on a set S is also continuous
on S.
Let a denote any arbitrary accumulation point in S, and let > 0 be an arbitrary number.
If f is uniformly continuous, then for every there exists a > 0 (depending only on ) such
that if x S, and |x-a| < , then |f(x)-f(a)| < . But this is exactly the condition we want so that
the function f is continuous on S (it doesnt matter that does not depend on a), and therefore
we have reached the conclusion we want, in that uniform continuity on S does imply continuity
on S. QED.
4-22. Show that the function f defined by f(x) = x is not uniformly continuous on E1.
Answer: Consider that we are given two arbitrary points x and y in E1. We need to show
that if the distance between x and y is less than , then the distance between f(x) and f(y) is
less than , where depends only on . In other words, given , if |x-y| < , then we need to
show that |f(x)-f(y)| < .
Now |f(x)-f(y)| = |x-y| = |(x-y)(x+y)| = |(x-y)||(x+y)|. If |x-y| < , then |f(x)-f(y)| < |x+y|.
In the example in the book where we considered points in the interval (0, 1], the value |x+y|
was bounded above by 2, and so as |x+y| 2, then |f(x)-f(y)| < 2, so that if we choose = /2
for a given arbitrary > 0, then we get the required result: |f(x)-f(y)| < if |x-y| < .
However, if x, y E1, then |x+y| is not bounded above, so that we cannot choose a value
n so that |f(x)-f(y)| < n, and therefore cannot define = /n for a given arbitrary > 0 so that
|f(x)-f(y)| < . Proof by Contradiction: Suppose that there was a positive number n so that if
we defined = /n for a given arbitrary > 0, then we would get |f(x)-f(y)| < for every |x-y| <
(i.e. the definition of uniform continuity). Note: with our definition of , = /n, we get =
n.
But we can always choose two numbers c and d which are greater in magnitude than n
(because c, d E1) and which are at a distance of /2 apart, so that we have |c-d| < , but
|f(c)-f(d)| = |(c-d)||(c+d)| > |(c-d)||(n+n)| = 2n(/2) = n = . So we have a contradiction, and thus
cannot define in terms of only so that the function f(x) = x in uniformly continuous on E1.
End of Proof, and QED.
4-25. Let f be a function defined on a set S in En and assume that f(S) Em. Let g be
defined on f(S) with values in Ek, and let gf denote the composite function defined by gf(x) =
g[f(x)], if x S. If f is uniformly continuous on S and if g is uniformly continuous on f(S),
show that gf is uniformly continuous on S.
Answer: (1) If f is uniformly continuous on S, then given an 1 > 0, we can always find a
1 > 0 (dependent only on 1) such that |x-y| < 1 |f(x)-f(y)| < 1. (x, y En). (2) If g is
uniformly continuous on f(S), then given an 2 > 0, we can always find a 2 > 0 (dependent only
on 2) such that |p-q| < 2 |g(p)-g(q)| < 2. (p, q Em).
Now let a = f(x) and let b = f(y). We know that if |x-y| < 1, then |a-b| < 1. Assume for
the moment that 2 = 1, so that |a-b| < 1 |a-b| < 2. But if |a-b| < 2, then |g(a)-g(b)| < 2, i.e.
|g(f(x))-g(f(y))| < 2. Therefore, given an 2 > 0, by (2) we can always find a 2 > 0 (dependent
only on 2) such that |f(x)-f(y)| < 2 |g(f(x))-g(f(y))| < 2. If we let 2 = 1, then given that
particular 1 (which is dependent only on 2), we can (by (1)) always find a 1 > 0 (which now
is dependent only on 2) such that |x-y| < 1 |f(x)-f(y)| < 1.
Putting the above all together, we conclude that given an 2 > 0, we can always find a 1
> 0 (dependent only on 2) such that |x-y| < 1 |f(x)-f(y)| < 1 = 2 |g(f(x))-g(f(y))| < 2, i.e.
|x-y| < 1 |g(f(x))-g(f(y))| < 2 (x, y En); and so gf is uniformly continuous on S. QED.
4-27. Locate and classify the discontinuities of the function f defined on E1 by the
following equations:
(a) f(x) = (sin x)/x if x 0, f(0) = 0.
(b) f(x) = e 1/x
if x 0, f(0) = 0.
(c) f(x) = e + sin( /x) if x 0, f(0) = 0.
1/x 1
(c) In this case, as before, f(x) is continuous everywhere except at x = 0. This time, f(x)
has an infinite right-hand jump discontinuity as in part (b), and f(0-) does not exist. We
therefore conclude that f(x) is discontinuous at x = 0. (d) In this final example, we have f(0-) =
1, f(0+) = 0, and f(0) = 0. As f(x) has a left-hand jump at x = 0, then f(x) has a left-hand jump
discontinuity at x = 0. Apart from this, f(x) is continuous at every other point in E1.
4-29. Let f be defined in the open interval (a, b) and assume that for each interior point x
of (a, b) there exists a neighbourhood N(x) in which f is increasing. Show that f is an
increasing function throughout (a, b).
Answer: We saw in exercise 3-1 that an open interval (a, b) is an open set so
therefore all points x (a, b) are interior points. This implies that for all points x (a, b), there
exists a neighbourhood N(x) in which f is increasing. Let us now prove that f is increasing by
contradiction.
If f is not increasing on (a, b), then there is a subinterval (say (c, d)) of (a, b) in which f
is not increasing, i.e. f is strictly decreasing in this subinterval. Consider a point z (c, d). If z
(c, d), then because (c, d) (a, b), we have z (a, b), and thus there is some neighbourhood
of z in which f is increasing. Because of this, then we must throw away this neighbourhood
from our subinterval (c, d) in which we are claiming that f is strictly decreasing. But we can
apply the above argument with any point in the subinterval (c, d), and thus there cannot
possibly be any such subinterval (c, d) in which f is strictly decreasing because for any point in
such an interval, f will be increasing in a neighbourhood of that point. We therefore conclude
that f must be increasing on the interval (a, b). QED.
Here is a second proof for the above question. Suppose that we pick two arbitrary
numbers x1 and x2 from the interval (a, b) so that a < x1 < x2 < b. To show that f is an increasing
function throughout (a, b), all we must show is that f(x1) f(x2) for our arbitrary numbers x1
and x2.
The interval [x1, x2] is a closed interval. By Exercise 3-1, this interval is a closed set, and
so by the note following Definition 3-39 (and by knowing that [x1, x2] is a bounded set (it is a
subset of (a, b)) we can say that [x1, x2] is a compact set. Now for every point x [x1, x2],
there will be a corresponding neighbourhood N(x) in which f is increasing. Consider that we
define a covering of the compact set [x1, x2] given by the union of all such neighbourhoods of
points in [x1, x2] in which f is increasing. In other words, we can write
4
[x1, x2] = all x c [x 1 ,x 2 ] N(x) .
Now because [x1, x2] is a compact set, a finite number of these neighbourhoods will
cover [x1, x2], say a collection of n neighbourhoods. Therefore, we can write
Because f is increasing throughout all of these neighbourhoods, and because this finite
collection of neighbourhoods covers [x1, x2], then f will be increasing throughout the interval
[x1, x2], enabling us to say that f(x1) f(x2) as required. QED.
4-31. If f is one-to-one and continuous on [a, b], show that f must be strictly monotonic
on [a, b]. That is, prove that every topological mapping of [a, b] onto an interval [c, d] must be
strictly monotonic.
Answer: If f is one-to-one on [a, b], then for all points y in the range, there exists one
and only one point x in the domain such that f(x) = y. If f is continuous on [a, b], then we
know that f is defined for all points in the interval [a, b]. Because of this, we know that f(a)
will have a value: say f(a) = y1; and that f(b) will have a value: say f(b) = y2.
Because f is one-to-one, then we cannot have y1 = y2, and thus we must have either y1 >
y2 or y1 < y2. Consider the case where y1 < y2 (we will only consider this case the other case
can be derived from the following by replacing all < by > and vice-versa). Because of the
continuity of f on the closed interval [a, b], then the intermediate value theorem says that f
assumes all values between y1 and y2.
Consider an arbitrary point c (a, b). What is f(c)? First of Diagram 1
all, f(c) cannot be equal to either y1 or y2 because f is a f(c)
one-to-one function. Further (as seen in Diagram 1), we cannot
have f(c) > y2 as then (according to the IVT) there will be a point f(p)
p in the interval (a, c) where f(p) = y2, and this cannot be the f(b)
case if f is one-to-one (because then we will have f(p) = f(b) = f(a)
y2). Similarly (as seen in Diagram 2), we cannot have f(c) < y1 as f(b)
then (again according to the IVT) there will be a point q in the f(a)
f(q)
interval (c, b) where f(q) = y1, and this cannot be the case if f is
one-to-one (because then we will have f(q) = f(a) = y1).
Therefore, we conclude that we must have y1 < f(c) < y2. f(c)
Diagram 2
If we apply the same sort of argument for the point d (c,
b), we would reach the following conclusion: y1 < f(c) < f(d) < y2. In other words, given any
pair of points c and d in [0, 1], with c < d, then we must have f(c) < f(d), and thus f is strictly
increasing on [a, b].
With the other case, where y1 > y2, we would reach the conclusion that f would be
strictly decreasing on [a, b]. Putting all of this together, we conclude that f is either a strictly
monotonically increasing function or a strictly monotonically decreasing function, i.e. f is a
monotonic function. QED.
Possible Further Work / Evaluation
Exercise 4-7: Clarification in the wording, or possibly an alternative solution, e.g. if we
consider an arbitrary irrational number in [a, b], and because we know that there exists a
sequence of rational numbers xn converging to y, the result follows because of the continuity of
f?
Exercise 4-11: A small gap left unfilled in the first part of the answer. In the second
part, I made a slip up with a negative sign. New version:
...The other case to consider is when x is a fixed irrational number in [0, 1]. Consider
now that for this fixed irrational number x, we define a number 2 = 1. Given this 2, we need
to find a > 0 such that if |x-y| < for y [0, 1] x, then we will always have |f(x)-f(y)| < 2.
Assume that such a exists, and let us pick out an element y from the neighbourhood
N(x)[0, 1] which is a rational number.
In this case, we have f(x) = 1-x and f(y) = y, with |x-y| < .
It follows that |f(x)-f(y)| = |1-x-y| = |-x-y+1| = |x+y-1| (as |A-B| = |B-A|). But this is what
we had in the first section of the answer so the result follows by the validity of this first
section. QED.
Exercise 4-14: I was mistaken in thinking that sup was the same thing as maximum.
I therefore looked at the following definitions in Chapter 1:
Definition 1.6: Let A be a set of real numbers. If there is a real number x such that a A
implies a x, then x is called an upper bound for the set A and we say that A is bounded
above.
Definition 1.7: Let A be a set of real numbers bounded above. Suppose there is a real
number x satisfying the following two conditions:
Exercise 4-22: Need to prove the general case not just for a particular formula for
in terms of .
....Now because [x1, x2] is a compact set, a finite number of these neighbourhoods will
cover [x1, x2], say a collection of n neighbourhoods N(y1), ...., N(yn). Therefore, we can write
Given a sequence {fn}, each term of which is a function defined on a set S, for each x in
S we can form another sequence {fn(x)} whose terms are the corresponding function values.
Let T denote the set of these points x in S for which the second sequence converges. The
lim
function f defined by f(x) = nd fn(x), if x T, will be referred to as the limit function of the
sequence {fn} and we will say that {fn} converges pointwise on the set T.
If each term of the sequence {fn} has a certain property, then to what extent does the
function f also possess this property? In general, we need a study of stronger methods that
do preserve these properties. The most important of these is the notion of uniform
convergence.
When we ask whether continuity at each fn at x0 implies continuity of the limit function f
lim lim
at x0, we are really asking whether the equation xdx 0 fn(x) = fn(x0) implies the equation xdx 0 f(x)
In general, we shall see that we cannot interchange the symbols. First of all, the limit in
lim
the equation ( xdx 0 fn(x) = fn(x0)) may not exist; or, even if it does exist, it may not be equal to
f(x0). In chapter 12, it is stated that m=1 n=1 f(m, n) is not necessarily equal to n=1 m=1
f(m, n). For example, consider the following function:
The question arises frequently as to whether we can change the order of the limit
processes. We shall find that uniform convergence is a far-reaching sufficient condition for
the validity of interchanging certain limits, but it does not provide the complete answer to the
question. Examples can be found in which the order of the two limits can be interchanged
although the sequence is not uniformly convergent.
A sequence of functions {fn} is said to converge uniformly to f on a set T if, for every
> 0, there exists an N (depending only on ) such that n > N implies |fn(x)-f(x)| < , for every x
in T. We denote this symbolically by writing fn f uniformly on T.
When each term of the sequence {fn} is real-valued, there is a useful geometric
interpretation of uniform convergence. The inequality |fn(x)-f(x)| < is then equivalent to the
two inequalities f(x)- < fn(x) < f(x)+. If this is to hold for y = fn(x) y = f(x)+ y = f(x)
all n > N and for all x in T, this means that the entire graph
of fn (that is, the set {(x, y) | y = fn(x), x T}) lies within a
band of height 2 situated symmetrically about the graph
of f (see the diagram on the right). y = f(x)-
Theorem 13-2. Let f be a double sequence and let P denote the set of positive integers.
For each n = 1, 2, ..., define a function gn on P as follows: gn(m) = f(m, n), if m P. Assume
that gn g uniformly on P, where g(m) = limn f(m, n). If the iterated limit limm (limn
f(m, n)) exists, then the double limit limm,n f(m, n) also exists and has the same value.
necessary to transmit continuity from the individual terms to the limit function.
The Cauchy condition for uniform convergence. Theorem 13-4: Let {fn} be a
sequence of functions defined on a set T. There exists a function f such that fn f uniformly
on T if, and only if, the following condition (called the Cauchy condition) is satisfied: For
every > 0 there exists an N such that m > N and n > N implies |fm(x)-fn(x)| < , for every x in
T.
Theorem 13-8: Assume that fn(x) = f(x) (uniformly on T). If each fn is continuous at a
point x0 of T, then f is also continuous at x0. Note: If x0 is an accumulation point of T, this
0 S n=1fn(x) = S n=1 xdx 0 fn(x).
lim lim
theorem permits us to write xdx
A space-filling curve. We can apply the above theorem to construct an example of what
is known as a space-filling curve. This is a continuous curve in E2 that passes through every
point of the unit square [0, 1][0, 1]. Consider the following example: Let be defined on the
interval [0, 2] by the following formulas:
(t) = 0, if 0 t 1/3, or if 5/3 t 2; (t) = 3t-1, if 1/3 t 2/3; (t) = 1, if 2/3 t 4/3; and
(t) = -3t+5, if 4/3 t 5/3. Extend the definition of to all of E1 by the equation (t+2) = (t).
This makes periodic with period 2 (as shown below). Now define two functions 1 and 2 by
the following equations:
v(3 2n2 t) v(3 2n1 t)
1(t) = S n=1 2n , 2(t) = S n=1 2n .
-2 -1 0 1 2 3 4
Both series converge absolutely for each real t and they converge uniformly on E1. In
fact, since |(t)| 1 for all t, the Weierstrass M-test is applicable with Mn = 2-n. Since f is
continuous on E1, Theorem 13-8 tells us that 1 and 2 are also continuous on E1. Let = (1,
2), and let denote the image of the unit interval [0, 1] under . We will show that fills
the unit square, i.e. that = [0, 1][0, 1].
First, it is clear that 0 1(t) 1 and that 0 2(t) 1 for each t, since n=1 2-n = 1.
Hence, is a subset of the unit square. Next, we must show that (a, b) whenever (a, b)
[0, 1][0, 1]. For this purpose, we write a and b in the binary system. That is, we write
a = S n=1 2 nn , b = S n=1 2 nn ,
a b
cn
where each an and each bn is either 0 or 1. Now let c = 2 S n=1 3 n , where c2n-1 = an and c2n =
-n
bn, n = 1, 2, ... Clearly, 0 c 1 since 2n=1 3 = 1. We will show that 1(c) = a and that 2(c)
= b. If we can prove that (3kc) = ck+1, for each k = 0, 1, 2, ... (---(1)), then we will have (32n-2c)
= c2n-1 = an, and (32n-1c) = c2n = bn, and this will give us 1(c) = a, 2(c) = b.
+ 2 S n=k+1 3 nk
c c
To prove equation (1), we write 3kc = 2 S kn=1 3 nk
n n
= (an even integer) + dk,
where dk = n=1 cn+k/2 . Since has period 2, it follows that (3 c) = (dk). If ck+1 = 0, then we
n k
have 0 dk 2n=2 3-n = 1/3, and hence (dk) = 0. Therefore, (3kc) = ck+1 in this case. The only
other case to consider is the case ck+1 = 1. But then we get 2/3 dk 1, and hence (dk) = 1.
Therefore, (3kc) = ck+1 in all cases and this proves that 1(c) = a, 2(c) = b. Hence, fills the
unit square.
An application to repeated series. As a second application of Theorem 13-8, we derive
the following generalisation of Theorem 12-43 (which went as follows: Theorem 12-43:
Suppose f(m, n) > 0 for all m, n. Assume that n=1 f(m, n) converges for each fixed m = 1, 2,
..., and that m=1n=1 f(m, n) converges. Then: (a) m=1 f(m, n) converges for each n = 1, 2, ...;
and (b) n=1m=1 f(m, n) converges and equals m=1n=1 f(m, n).):
Theorem 13-9. Let f be a complex-valued double sequence. Assume that n=1 f(m, n)
converges absolutely for each fixed m and that m=1n=1 |f(m, n)| converges. Then (a) m=1
f(m, n) converges absolutely for each n, and (b) n=1m=1 f(m, n) converges absolutely and
equals m=1n=1 f(m, n).
Uniform convergence and differentiation. Theorem 13-13: Assume that each term of
{fn} is a real-valued function having a finite derivative at each point of an open interval (a, b).
Assume that for at least one point x0 in (a, b) the sequence {fn(x0)} converges. Assume further
that there exists a function g such that fn g uniformly on (a, b). Then (a) There exists a
function f such that fn f uniformly on (a, b); (b) For each x in (a, b), the derivative f(x)
exists and equals g(x).
When we reformulate the above theorem in terms of series, we obtain the following:
Theorem 13-14: Assume that each fn is a real-valued function defined on (a, b) such that the
derivative fn(x) exists for each x in (a, b). Assume that, for at least one point x0 in (a, b), the
series fn(x0) converges. Assume further that there exists a function g such that fn(x) = g(x)
(uniformly on (a, b)). Then (a) There exists a function f such that fn(x) = f(x) (uniformly on (a,
b)); (b) If x (a, b), the derivative f(x) exists and equals fn(x).
Theorem 13-15: (Dirichlets test for uniform convergence). Let Fn(x) denote the nth
partial sum of the series fn(x), where each fn is a complex-valued function defined on a set T.
Assume that {Fn} is uniformly bounded on T. Let {gn} be a sequence of real-valued functions
such that gn+1(x) gn(x) for each x in T and for every n = 1, 2, ..., and assume that gn 0
uniformly on T. Then the series fn(x)gn(x) converges uniformly on T.
Example: Let Fn(x) = k=1n eikx. In a previous chapter, the inequality |Fn(x)| 1/|sin(x/2)|
was derived, valid for every real x 2m (m is an integer). Therefore, if 0 < < , we have the
estimate |Fn(x)| 1/sin(/2) if x 2-. Hence, {Fn} is uniformly bounded on the interval [,
2-]. If {gn} satisfies the conditions of the above theorem, we can conclude that the series
gn(x)einx converges uniformly on [, 2-]. In particular, if we take gn(x) = 1/n, this establishes
the uniform convergence of the series n=1 (einx/n) on [, 2-] if 0 < < . Note that the
Weierstrass M-test cannot be used to establish uniform convergence in this case, since |einx| =
1.
Bounded convergence. Arzels theorem. Definition 13-16. A sequence of functions
{fn} is said to be boundedly convergent on T if {fn} is pointwise convergent and uniformly
bounded on T. Theorem 13-17 (Arzel). Assume that {fn} is boundedly convergent on [a, b]
and suppose each fn is Riemann-integrable on [a, b]. Assume also that the limit function f is
Riemann-integrable on [a, b]. Then limn ba fn(x)dx = ba limn fn(x)dx = ba f(x)dx.
A rather surprising fact is that convergence in the mean need not imply pointwise
convergence at any point of the interval. This can be seen as follows: For each integer n > 0,
subdivide the interval [0, 1] into 2n equal subintervals and let I 2 n +k denote that subinterval
whose right endpoint is (k+1)/2n, where k = 1, 2, ..., 2n-1. This yields a collection {I1, I2, ...} of
subintervals of [0, 1] of which the first few are: I1 = [0, 1], I2 = [0, 1/2], I3 = [1/2, 1], I4 = [0, 1/4],
I5 = [1/4, 1/2], I6 = [1/2, 3/4], and so forth.
Define fn on [0, 1] as follows: fn(x) = 1 if x In, and fn(x) = 0 if x [0, 1]In. Then {fn}
converges in the mean to 0, since 10|fn(x)|dx is the length of In, and this approaches 0 as n.
lim sup
On the other hand, for each x in [0, 1], we have nd fn(x) = 1 and lim inf
nd fn(x) = 0. Hence,
{fn(x)} does not converge for any x in [0, 1].
Theorem 13-19. Assume that l.i.m.n fn = f on [a, b]. If g R on [a, b], define h(x) = ba
f(t)g(t)dt, hn(x) = xa fn(t)g(t)dt, if x [a, b]. Then hnh uniformly on [a, b].
Theorem 13-20. Assume that l.i.m.n fn = f and l.i.m.n gn = g on [a, b]. Define h(x) =
f(t)g(t)dt, hn(x) = xa fn(t)gn(t)dt, if x [a, b]. Then hnh uniformly on [a, b].
x
a
Power Series. An infinite series of the form a0+n=1an(z-z0)n, written more briefly as
n=0an(z-z0)n, is called a power series in z-z0. Here, z, z0 and an (n = 0, 1, 2, ...) are complex
numbers. With every power series, there is associated a circle, called the circle of
convergence, such that the series converges absolutely for every z interior to this circle and
diverges for every z outside this circle. The centre of the circle is at z0 and its radius is called
the radius of convergence of the power series. (The radius may be 0 or + in extreme cases.)
The next theorem establishes the existence of the circle of convergence and provides us with a
way for calculating its radius.
lim sup n
Theorem 13-21. Given a power series n=0 an(z-z0)n, let = nd |a n |, r = 1/,
(where r = 0 if = + and r = + if = 0). Then the series converges absolutely if |z-z0| < r
and diverges if |z-z0| > r. Furthermore, the series converges uniformly on every compact subset
interior to the circle of convergence.
Note: If the limit limn |an/an+1| exists (or if this limit is +), its value is also equal to the
radius of convergence of n=0an(z-z0)n.
Example: The two series n=0zn and n=1an/n have the same radius of convergence,
namely r = 1. On the boundary of the circle of convergence, the first converges nowhere, but
the second converges everywhere. This illustrates why the theorem at the top of the page
makes no assertion about the behaviour of a power series on the boundary of the circle of
convergence.
Theorem 13-22. Assume that the power series n=0 an(z-z0)n converges for each z in
N(z0;r). Then the function f defined by the equation f(z) = n=0an(z-z0)n, if z N(z0;r), is
continuous on N(z0;r). Proof. Since each point in N(z0;r) belongs to some compact subset of
N(z0;r), the conclusion follows at once from Theorem 13-8.
Theorem 13-23. Assume that an(z-z0)n converges if z N(z0;r). Suppose that the
equation f(z) = n=0an(z-z0)n is known to be valid for each z in some open subset of N(z0;r).
Then, for each point z1 in S, there exists a neighbourhood N(z1;R) S in which f has a power
series expansion of the form f(z) = k=0 bk(z-z1)k (equation (1)), where bk = n=k
( nk )a n (z 1 z 0 ) nk (k = 0, 1, 2, ...) (equation (2)). Note that the proof of this theorem asserts that
we may use any R > 0 that satisfies the condition N(z1;R) S.
Theorem 13-24. Assume that an(z-z0)n converges for each z in N(z0;r). Then the
function f defined by the equation f(z) = n=0an(z-z0)n, if z N(z0;r), has a derivative f(z) for
each z in N(z0;r), given by f(z) = n=1nan(z-z0)n-1.
Note 1: The two series above have the same radius of convergence. Note 2: By repeated
application of f(z) = n=1nan(z-z0)n-1, we find that for each k = 1, 2, ..., the derivative f(k)(z)
exists in N(z0;r) and is given by the series f(k)(z) = n=k n!/(n-k)!an(z-z0)n-k. If we put z = z0 in this
series, we obtain the important formula f(k)(z0) = k!ak (k = 1, 2, ...).
This equation tells us that if two power series an(z-z0)n and bn(z-z0)n both represent the
same function in a neighbourhood N(z0;r), then an = bn for every n. That is, the power series
expansion of a function f about a given point z0 is uniquely determined (if it exists al all), and
is given by the formula f(z) = n=0 (f(n)(z0)/n!)(z-z0)n, valid for each z in the circle of
convergence.
Theorem 13-25. Assume that an(z-z0)n converges for each z in N(z0;r). Let be a
piece-wise smooth curve in N(z0;r) joining z0 to z1. Then G(z 0 ,z 1 ) n=0an(z-z0)ndx = n=0
(an/n+1)(z1-z0)n+1.
Multiplication of power series. Theorem 13-26. Given two power series expansions
about the origin, say f(z) = n=0anzn, if z N(0;r), and g(z) = n=0bnzn, if z N(0;R), then the
product f(z)g(z) is given by the power series f(z)g(z) = n=0cnzn, if z N(0;r)N(0;R), where
cn = k=0nakbn-k (n = 0, 1, 2, ..).
Note: If the two series are identical, we get f(z) = n=0cnzn, where cn = k=0nakan-k =
S m 1 +m 2 =n a m 1 a m 2 . The symbol S m 1 +m 2 =n indicates that the summation is to be extended over all
non-negative integers m1 and m2 whose sum is n. Similarly, for any integer p > 0, we have f(z)p
= n=0cn(p)zn, where cn(p) = m 1 +...+m S =n a ...a .
p m1 mp
The substitution theorem. Theorem 13-27. Consider that we are given two power
series expansions about the origin, say f(z) = n=0anzn, if z N(0;r), and g(z) = n=0bnzn, if z
N(0;R). If, for a fixed z in N(0;R), we have n=0|bnzn| < r, then for this z we can write f[g(z)] =
k=0ckzk, where the coefficients ck are obtained as follows: Define the numbers bk(n) by the
equation g(z)n = (k=0bkzk)n = k=0bk(n)zk. Then ck = n=0anbk(n) for k = 0, 1, 2, ... Note: The
series k=0ckzk is the power series which arises formally by substituting the series for g(z) in
place of z in the expansion of f and then rearranging terms in increasing powers of z.
Real Power Series. If x, x0 and an (n = 0, 1, 2, ...) are real numbers, the series an(x-x0)n
is called a real power series. Its circle of convergence intersects the real axis in an interval
called the interval of convergence. If neighbourhoods are taken to mean one-dimensional
neighbourhoods, all the results of the last three sections can be interpreted in an obvious way
as theorems on the real line.
We shall restrict our considerations in the remainder of this chapter to real power series.
In this section, we shall deal with the following type of problem: Suppose that we are given a
real-valued function f defined in some neighbourhood of a point x0 in E1, and suppose that f
has derivatives of every order in this neighbourhood. Then we can certainly form the power
f (n) (x )
series n=0 n! 0 (x-x0)n.
Does this series converge for any x besides x = x0? If so, is its sum equal to f(x)? In
general, the answer to both questions is No. A necessary and sufficient condition for
answering both question in the affirmative can be given by using Taylors formula (f(x) = f(x0)
f (k) (x ) f (n) (x )
+ k=1n-1 k! 0 (x-x0)k + n! 1 (x-x0)n), but first we introduce further terminology and notation.
Definition 13-29. Let f be a real-valued function defined on an interval I in E1. If f has
derivatives of every order at each point of I, we write f C on I. If f C on some
neighbourhood of a point x0, the power series n=0(f(n)(x0)/n!)(x-x0)n is called the Taylors
series about x0 generated by f. To indicate that f generates this series, we write f(x) ~ n=0
(f(n)(x0)/n!)(x-x0)n.
The question we are interested in is this: When can we replace the symbol ~ by the
symbol =? Taylors formula states that if f C on the closed interval [a, b] and if x0 [a, b],
then, for every x in [a, b], and for every n, we have f(x) = k=0n-1 (f(k)(x0)/k!)(x-x0)k +
(f(n)(x1)/n!)(x-x0)n, where x1 is some point between x and x0. The point x1 depends on x, x0, and
on n. Hence a necessary and sufficient condition for the Taylors series to converge to f(x) is
that limn(f(n)(x1)/n!)(x-x0)n = 0.
In practise it may be quite difficult to deal with this limit because of the unknown
position of x1. In some cases, however, a suitable upper bound can be obtained for f(n)(x1) and
the limit can be shown to be zero. Since (x-x0)n/n! 0 as n , limn(f(n)(x1)/n!)(x-x0)n = 0
will certainly hold if the sequence {f(n)} is uniformly bounded on [a, b]. Thus we can state the
following sufficient condition for representing a function by a Taylors series.
Theorem 13-30. Assume that f C on [a, b] and let x0 [a, b]. Assume that there is a
neighbourhood N(x0) and a constant M (which might depend on x0) such that |f(n)(x)| M for
every x in N(x0)[a, b] and every n = 1, 2, .... Then, for each x in N(x0)[a, b], we have f(x) =
n=0 (f(n)(x0)/n!)(x-x0)n.
Note that Bernsteins Theorem gives us a power series expansion about x0 valid in a
half-open interval of the form [x0, b). By Theorem 13-21, this series also converges in a
neighbourhood of radius b-x0 about x0, but we have no guarantee that it represents f(x) if x <
x0. However, if x0 is an interior point of [a, b), we can always increase the range of validity of
the series f(x) = k=0 (f(k)(x0)/k!)(x-x0)k, if x0 x < b, so that it extends to the left of x0.
Theorem 13-32. Assume that f satisfies the hypotheses of the previous theorem and
suppose that x0 is an interior point of [a, b). Let R be such that N(x0;R) (a, b). Then f(x) =
k=0 (f(k)(x0)/k!)(x-x0)k, if x0 x < b, is valid for x in N(x0;R).
The binomial series. As an example illustrating the use of Bernsteins Theorem, we will
obtain the following expansion, known as the binomial series: (1+x)a = n=0 ( an x) n, if -1 < x <
a(a1)...(an+1)
1, where a is an arbitrary real number, and ( an ) = n! . Bernsteins theorem is not
directly applicable in this case. However, we can argue as follows: Let f(x) = (1-x)-c, where c >
0 and x < 1. Then f(n)(x) = c(c+1)...(c+n-1)(1-x)-c-n, and hence f(n)(x) > 0 for each n, provided
that x < 1.
1
Therefore, we may apply Theorem 13-32, with x0 = 0, a = -1 and b = 1. We find (1x) c =
c
k=0 ( k )(-1)kxk, if -1 < x < 1. Replacing c by -a and x by -x in the above, we find that the
formula (1+x)a = n=0 ( an )xn, if -1 < x < 1, is valid for each a < 0. But now the validity of this
formula can be extended to all real a by successive integration. Of course, if a is a positive
integer, say a = m, then ( mn ) = 0 for n > m, and the formula (1+x)a = n=0 ( an )xn, if -1 < x < 1,
reduces to a finite sum (the Binomial Theorem).
Abels limit theorem. If -1 < x < 1, integration of the geometric series 1/1-x = n=0xn
gives us the series expansion log(1-x) = -n=1 (xn/n), also valid for -1 < x < 1. If we put x = -1
in the right-hand side of log(1-x) = -n=1 (xn/n), we obtain a convergent alternating series,
namely (-1)n+1/n. Can we also put x = -1 in the left-hand side? The next theorem answers this
question in the affirmative.
Theorem 13-33 (Abels limit theorem). Assume that we have f(x) = n=0 anxn, if -r < x
< r. If the series also converges at x = r, then the limit limxr-f(x) exists and we have limxr-f(x)
= n=0 anrn. Example: we may put x = -1 in log(1-x) = -n=1 (xn/n) to obtain log 2 = n=1
((-1)n+1/n). As an application of Abels theorem, we can derive the following result on
multiplication of series:
Theorem 13-34. Let n=0an and n=0bn be two convergent series and let n=0cn denote
their Cauchy product. If n=0cn converges, we have n=0cn = (n=0an)(n=0bn).
Taubers theorem. The converse of Abels limit theorem is false in general. That is, if f
is given by f(x) = n=0 anxn, and if -r < x < r, then the limit f(r-) may exist but yet the series
anrn may fail to converge. For example, take an = (-1)n. Then f(x) = 1/(1+x) if -1 < x < 1 and f(x)
as x 1-. However, (-1)n diverges. A. Tauber (1897) discovered that by placing further
restrictions on the coefficients an, one can obtain a converse to Abels theorem. A large
number of such results are now known and they are referred to as Tauberian theorems. The
simplest of these, sometimes called Taubers first theorem, is the following:
Theorem 13-35 (Tauber). Let f(x) = n=0anxn for -1 < x < 1, and assume that limn nan
= 0. If f(x) S as x 1-, then n=0an converges and has sum S.
Chapter 13: Selected Exercises
13-1. Assume that fn f uniformly on S and that each fn is bounded on S. Show that {fn}
is uniformly bounded on S.
If each fn is bounded on S, then there exists a constant Mn such that |fn(x)| Mn for all x
in S.
We now know that the sequence {fn} is uniformly bounded on S if we have n > N, where
N is associated with a particular > 0. But what about the function values f1, f2, ..., fN? Well,
max
each of these is bounded above by a particular M, so if we define O = i=1,2,...,N Mi, then O is an
upper bound for each the fi from i = 1 to i = N.
Summary: we now have a bound (O) for f1, f2, ..., fN; and another bound (MN+1+2) for
fN+1, fN+2, .... Defining P = max(O, MN+1+2), it follows that P is an upper bound such that |fn(x)|
P for all x in S and all n = 1, 2, ... In other words, we have shown that the sequence {fn} is
uniformly bounded, and that P is an uniform bound for {fn}. QED.
(a) Show that both {fn} and {gn} converge uniformly on every finite interval.
(b) Show that {hn} does not converge uniformly on any finite interval.
Answer: (a) Consider that our arbitrary finite interval is given by S = [c, d]. For fn(x),
we want to show that fn(x) f(x) on [c, d] for some function f(x). Claim: f(x) = x. To prove
this claim, we need to show that for every > 0, there exists an N (depending only on ) such
that n > N implies |fn(x)-f(x)| < for all x S.
If we choose n > |x|/, then |x|/n < certainly holds. But we know that |x| max{|c|, |d|},
so that if we choose n > max{|c|, |d|}/, then |x|/n < certainly holds. Therefore, given an
arbitrary > 0, we have found a suitable N (N = ceiling(max{|c|, |d|}/) such that n > N implies
|fn(x)-f(x)| < for all x S, i.e. |x|/n < for all x S. This proves our initial claim.
For gn(x), consider that our arbitrary interval is again given by S = [c, d]. We want to
show that gn(x) g(x) on [c, d] for some function g(x). Claim: g(x) = 0 if x = 0 or if x is
irrational; and g(x) = b if x is rational, say x = a/b, with b > 0. To prove this claim, we need to
show that for every > 0, there exists an N (depending only on ) such that n > N implies
|gn(x)-g(x)| < for all x S.
Consider an arbitrary > 0. We need to find an N such that n > N implies |gn(x)-g(x)| <
. In all cases (with our definition of g(x)), |gn(x)-g(x)| = |1/n| = 1/n. So we need to find an N such
that n > N implies 1/n < . This happens exactly when n > 1/, so that N = ceiling(1/) will do.
Therefore, given an arbitrary > 0, we have found a suitable N (N = ceiling(1/)) such that n >
N implies |gn(x)-g(x)| < for all x S. This proves our second claim.
13-4. Assume that fn f uniformly on S and suppose there is a constant M > 0 such that
|fn(x)| M for all x in S and all n. Let g be continuous on the closed disk N(0; M) and define
hn(x) = g[fn(x)], h(x) = g[f(x)], if x S. Show that hn h uniformly on S.
Answer: Because g is continuous on N(0; M), and because |fn(x)| M for all x in S and
all n, then g is uniformly continuous on N(0; M). It follows that given an 1 > 0, there exists a
1 > 0 (dependent only on 1) such that if |x-y| < 1, then |g(x)-g(y)| < 1. Because we know that
fn f uniformly on S, then given a 1 > 0 (the same one as above), then there exists an N such
that for all n > N and all x S, we have |fn(x)-f(x)| < 1.
But if |fn(x)-f(x)| < 1, then we have |g(fn(x))-g(f(x))| < 1. In other words, given an 1 > 0,
there exists an N (the same one as above which was dependent only on 1, which in turn
was only dependent on 1 so the N is only dependent on 1) such that if n > N and if x S,
then we have |g(fn(x))-g(f(x))| < 1, i.e. hn h uniformly on S. QED.
13-6. Let {fn} be a sequence of continuous functions defined on a compact set S and
assume that {fn} converges pointwise on S to a limit function f. Show that fn f uniformly on
S if, and only if, the following two conditions hold:
Hint: To prove the sufficiency of (i) and (ii), show that for each x0 in S there is a
neighbourhood N(x0) and an integer k (depending on x0) such that |fk(x)-f(x)| < if x N(x0).
By compactness, a finite set of integers, say A = {k1, ..., kr}, has the property that, for each x in
S, some k in A satisfies |fk(x)-f(x)| < . Uniform convergence is an easy consequence of this
fact.
Only If. Assume that conditions (i) and (ii) hold. We need to show that fn f uniformly
on S.
Now because we know that {fn} converges pointwise on the set S, then for every x0 S,
we know that given an > 0, there exists an N > 0 (depending only on x0 and on ) such that n
> N implies |fn(x0)-f(x0)| < /3. Our task is to find an N (depending only on a given > 0) such
that n > N implies |fn(x)-f(x)| < for all x S.
Because the limit function f is continuous on S, and because S is a compact set, then f is
uniformly continuous on S. Therefore, given an > 0, there is a 1 > 0 (dependent only on )
such that if we have |x-x0| < 1, then |f(x)-f(x0)| < /3 (x, x0 S). In other words, if x N1(x0),
then |f(x)-f(x0)| < /3 (---(1)).
Similarly, the functions fn are all uniformly continuous on the set S. Therefore, for every
given integer k > 0, and given an > 0, there is a 2 > 0 such that if |x-x0| < 2, then |fk(x)-fk(x0)|
< /3 (x, x0 S). In other words, if x N2(x0), then |fk(x)-fk(x0)| < /3 (---(2)). Now what can
we say about |fk(x)-f(x)|? If we add equations (1) and (2) together, then for a given x N3(x0),
where 3 = min{1, 2}, we have (see over)
|f(x)-f(x0)| + |fk(x)-fk(x0)| < /3 + /3
|f(x0)-f(x)| + |fk(x)-fk(x0)| < 2/3 (using |A-B| = |B-A|)
|f(x0)-f(x)+fk(x)-fk(x0)| < 2/3 (using |A+B| |A| + |B|)
|fk(x)-f(x) + (f(x0)-fk(x0))| < 2/3.
Now as |fk(x0)-f(x0)| < /3 for all k > N, then |f(x0)-fk(x0)| < /3 for all k > N, and so
|fk(x)-f(x)| < /3 + 2/3 (for all x N3(x0)),
|fk(x)-f(x)| < (for all x N3(x0)).
Therefore, for each x0 S, and given an > 0, there is a neighbourhood N3(x0) and an
integer k > N (where N corresponds to a particular > 0 and is dependent on x0) such that
|fk(x)-f(x)| < for x N3(x0).
Let us now define an open covering of S given by the union of all neighbourhoods
4
N3(x), where x S. Therefore, we have defined an open covering P = xcSN3(x) S. Because
S is a compact set, this open covering of S reduces to a finite covering of S, so that a finite
number of such neighbourhoods cover the set S. Let this collection of neighbourhoods be
denoted as Q = {N3(x1), N3(x2), ..., N3(xq)}, where each xi S.
For each of the above neighbourhoods, we have an integer ki so that for any x in a
particular neighbourhood, we have |fn(x)-f(x)| < for n > ki. If we define K = max i ki, where i =
1, ..., q, then we see that for any x S, we have |fn(x)-f(x)| < for any n > K, where K depends
solely on . Therefore, we conclude that fn f uniformly on S. QED.
13-7. (a) Use Exercise 13-6 to prove the following theorem of Dini: If {fn} is a
sequence of real-valued continuous functions converging pointwise to a
continuous limit function f on a compact set S, and if fn(x) > fn+1(x) for each
x in S and every n = 1, 2, ..., then fn f uniformly on S.
Let {fn} be a sequence of continuous functions defined on a compact set S and assume
that {fn} converges pointwise on S to a limit function f. To show that fn f uniformly on S, we
only need to show that the following two conditions hold:
But we already know that condition (i) holds because it is assumed in the question.
Therefore, to show that fn f uniformly on S, all we need show is that condition (ii) holds.
Because we know that the sequence of functions {fn} converges pointwise to a
continuous limit function f, then given any > 0, we can always find an integer k such that
|fk(x)-f(x)| < . But if we are then given another number > 0, then (a) if > , then it follows
immediately that |fk+n(x)-f(x)| < for any integer n because we know (from the question) that
fn(x) > fn+1(x) for all x S. (b) If < , then again because fn(x) > fn+1(x) for all x S, and
because {fn} converges pointwise to f, there will always be an integer n such that |fk+n(x)-f(x)| <
. Therefore, for every > 0, there exists an m > 0 and a > 0 such that n > m and |fk(x)-f(x)| <
implies |fk+n(x)-f(x)| < for all x in S and all k = 1, 2, ... This shows that condition (ii) above
holds, and therefore we conclude that fn f uniformly on S. QED.
(b) Recall that the sequence in Exercise 13-5(a) was the following sequence: fn(x) =
1
/(nx+1) for 0 < x < 1 and n = 1, 2, ... Let us analyse the properties of this sequence of functions.
First of all, every function fn(x) is continuous because fn(x) is a rational function and
the range of x does not include the single discontinuity of fn(x) which occurs at x = -1/n for each
n = 1, 2, ... Secondly, the functions fn(x) converge pointwise to a function f(x) (Exercise 13-5
asks you to show that this is true). The function f(x) to which the functions fn(x) converge
pointwise to is f(x) = 0 (as n , the denominator of fn(x) tends to and thus fn(x) tends to
0). It follows immediately that f(x) is a continuous function because it is a constant function.
Thirdly, we see that we have fn(x) > fn+1(x) for all x (0, 1): if we fix x, then we see that
the denominator of fn(x) is smaller than the denominator of fn+1(x), and thus fn(x) is larger than
fn+1(x). Therefore, as fn(x) > fn+1(x), then we definitely have fn(x) > fn+1(x) for all x in (0, 1).
Finally, we note that the set S = (0, 1) is not compact (it is an open set).
Looking at the information on the previous page, we note that all the conditions of
Dinis theorem are satisfied but for the compactness of the set S on which the functions fn and
the function f are defined upon. But Exercise 13-5(a) shows that {fn} does not converge
uniformly on (0, 1). Therefore, we conclude that the compactness of S is essential in Dinis
theorem. QED.
13-10. Assume that gn+1(x) gn(x) for each x in T and each n = 1, 2, ..., and suppose that
gn 0 uniformly on T. Show that (-1)n+1gn(x) converges uniformly on T.
Answer: Let us define the function fn(x) = (-1)n+1 defined for all x T. Let Fn(x) denote
the nth partial sum of the series fn(x). Now
F1(x) = (-1) = 1,
F2(x) = (-1)+(-1) = 1-1 = 0,
F3(x) = (-1)+(-1)+(-1)4 = 1-1+1 = 1,
F4(x) = (-1)+(-1)+(-1)4+(-1)5 = 1-1+1-1 = 0, etc.
From the above, we see that {Fn} is uniformly bounded above by the number 1. Knowing
this, knowing that {gn} is a sequence of real-valued functions such that gn+1(x) gn(x) for each
x in T and for all n = 1, 2, 3, ...; and knowing that gn 0 uniformly on T, then we can apply
Dirichlets test for uniform convergence (Theorem 13-15) to say that the series fn(x)gn(x) =
(-1)n+1gn(x) converges uniformly on T. QED.
13-11. Prove Abels test for uniform convergence: Let {gn} be a sequence of real-valued
functions such that gn+1(x) gn(x) for each x in T and for every n = 1, 2, ... If {gn} is uniformly
bounded on T and if fn(x) converges uniformly on T, then fn(x)gn(x) also converges
uniformly on T.
Answer: If {gn} is uniformly bounded on T, then there exists a positive real number M
such that |gn(x)| < M for all x T and for all n = 1, 2, ... To prove that fn(x)gn(x) converges
uniformly on T, we need to show that for every > 0, there is an integer N such that n > N
implies that we have | S k=n+1 fk(x)gk(x)| < for each p = 1, 2, ... and for every x in T.
n+p
Now because {gn} is uniformly bounded above by M, we have (for any integers n and p)
| S k=n+1 fk(x)gk(x)| | S k=n+1 fk(x)||M|.
n+p n+p
Knowing that fn(x) converges uniformly on T, then we know that given an 2 > 0, there
n 2 +p
exists an integer N2 such that if n2 > N2, then we have | S k=n f (x)| < 2 for each p = 1, 2, ...
2 +1 k
and for every x in T. Therefore,
n 2 +p n 2 +p
| S k=n f (x)gk(x)| | S k=n
2 +1 k
f (x)||M| < 2|M|.
2 +1 k
So, given an > 0, pick 2 so that 2 < /|M|, or 2|M| < . By the above discussion, there
exists an integer N2 (associated with 2 and thus now with ) such that if n > N2, then we have
| S k=n+1 fk(x)gk(x)| < 2|M| < for each p = 1, 2, ... and for every x in T. This proves that
n+p
13-14. Let {fn} be a sequence of real-valued continuous functions defined on [0, 1] and
assume that fn f uniformly on [0, 1]. Prove or disprove
nd 0 f n (x)dx = 0 f(x)dx.
lim 11/n 1
Theorem (Arzel): Assume that {fn} is boundedly convergent on [a, b] and suppose each
fn is Riemann-integrable on [a, b]. Assume also that the limit function f is Riemann-integrable
on [a, b]. Then limn ba fn(x)dx = ba limn fn(x)dx = ba f(x)dx.
To be uniformly bounded, all we must show is that each individual function is bounded
because we know that fn f uniformly on [0, 1] (see Exercise 13-1). Because each function fn
is continuous and because [0, 1] is a compact set (every closed and bounded set such as [0, 1]
is a compact set see the note following definition 3-39), then every function fn is uniformly
continuous on [0, 1] (see Theorem 4-24).
Because each function fn is uniformly continuous on the bounded set [0, 1], then f must
be bounded on the set [0, 1] see Exercise 4-23. Therefore, knowing that each function fn is
bounded on [0, 1], we know that {fn} is uniformly bounded on [0, 1], and so {fn} is
boundedly convergent on [0, 1].
The next question to ask ascertains as to whether each function fn is Riemann integrable
or not on [0, 1]. Looking at Theorem 9-27, and knowing that each function fn is continuous on
[0, 1], then we can say with certainty that each fn is Riemann integrable on [0, 1]. Similarly,
because f is continuous on [0, 1] (we know that {fn} is a sequence of continuous functions
defined on a compact set [0, 1], and that fn f uniformly on [0, 1] so that we can apply part
(i) of Theorem 13-6 to say that f is continuous on [0, 1]), then f is Riemann integrable on [0, 1]
as well.
Now that we have shown that all the conditions of Theorem 13-17 have been satisfied
when applied to this exercise, we can say the following:
n 0 fn(x)dx = 0 n fn(x)dx = 0 f(x)dx.
lim 1 1 lim 1
13-17. Show that the series n=1 ((-1)n/(n))sin(1+(x/n)) converges uniformly on E1.
If n = 1, 2, 3, ...., then we see that the derivative fn(x) exists for all x E1 as cos(1+x/n)
[-1, 1] for all x E1. If we consider the point x = 0, then the series fn(0) is given by
Let us now define the terms an = 1/n. It is obvious that an is a decreasing sequence, i.e.
that an+1 an, and we can prove that an 0 as n :
Claim: limn an = 0.
To prove the above claim, we need to find an N such that if n > N, then |an-0| < , or
|an| < ,
|1/n| < ,
1/n < ,
1/n < ,
n > 1/.
Our next task is to show that the series fn(x) converges uniformly on E1. To do this, we
shall use Weierstrass M-test (Theorem 13-7). Looking at fn(x) = n=1
((-1)n/n(n))cos(1+(x/n)), we can split it up into two parts:
Now the blue bit is bounded above by 1 for all possible x and n as cos(z) [-1, 1] for
any real number z. The red bit is also bounded above by 1 for all possible n because 1/(nn) =
1/n3/2 is another decreasing sequence bounded above by 1 (for n = 1, 2, ...).
Therefore, we can say that because cos(1+(x/n)) [-1, 1] for all x and for all n, then
each term fn(x) is bounded above by |((-1)n/n3/2)|1 or simply by (1/n3/2) (to repeat, fn(x)
cannot possibly be larger than this if cos(1+(x/n)) [-1, 1]). In other words, we have 0
|fn(x)| Mn, where Mn = 1/n3/2. By Weierstrass M-test, to show that fn(x) converges
uniformly on E1, all we need do is to show that Mn converges.
To show that Mn = 1/n3/2 converges, we use the Integral Test (see Theorem 12-23 and
Thomas & Finney, Chapter 8, Section 8.4, Example 3: The p-series n=1 1/np converges if p >
1 and diverges if p 1). Therefore, we have shown that because Mn converges, we have the
conclusion that fn(x) converges uniformly on E1.
13-19. Show that n=1 ansin(nx) and n=1 ancos(nx) are uniformly convergent on E1 if
n=1 |an| converges.
Answer: Given any numbers n and x, recall that |sin(nx)| 1 and |cos(nx)| 1. Let us
define fn(x) = ansin(nx) and define gn(x) = ancos(nx). Because of the above, we see that |fn(x)|
|an|1 = |an|, and that |gn(x)| |an|1 = |an|. In other words, 0 |fn(x)| |an| and 0 |gn(x)| |an|.
Applying Weierstrass M-test, we see that n=1 fn(x) = n=1 ansin(nx) converges uniformly on
E1 if n=1 |an| converges; and that n=1 gn(x) = n=1 ancos(nx) converges uniformly on E1 if
n=1 |an| converges. QED.
13-25. Let fn(x) = cosnx if 0 x .
(a) Show that l.i.m.n fn = 0 on [0, ] but that {fn()} does not converge.
(b) Show that {fn} converges pointwise but not uniformly on [0, /2].
Answer: Before we start on the answer, recall the following definition from page 5 of
the notes: Definition 13-18. Let {fn} be a sequence of Riemann-integrable functions defined on
[a, b]. Assume that f R on [a, b]. The sequence {fn} is said to converge in the mean to f on [a,
b], and we write l.i.m.n fn = f on [a, b], if limn ba |fn(x)-f(x)|dx = 0.
(a) Looking at the above definition, we need to show that limn 0 |(cosnx-0)|dx = 0. We
can remove the modulus signs because we are squaring one term, leaving us to prove that
lim
(cosnx)dx = 0, or that limn 0 cos2nxdx = 0.
n 0
Looking at the back of Thomas & Finney in the Table of Integrals, we find that
n cos
n1 ax sin ax
cosnaxdx = cos na + n1 n2
axdx.
Therefore, lim
cos2nxdx
n 0
= lim
([(cos2n-1(x)sin(x))/n]0 + (2n-1/2n)0 cos2n-2(x)dx).
n
Now as sin(0) = 0 and as sin() = 0, the above reduces to
lim
n (
2n-1
/2n)0 cos2n-2xdx.
We can apply the result from Thomas & Finney iteratively, so we obtain
lim
n (
2n-1
/2n)0 cos2nxdx
= limn (2n-1/2n)(2n-3/2n-2)(2n-5/2n-4)....(7/8)(5/6)(3/4)0 cos2xdx.
Our next task is to show that {fn()} does not converge. We can do this simply by
observing that fn() = (-1)n for all n, a series that alternates between -1 and 1 and so does not
converge. QED.
(b) We now want to show that {fn} converges pointwise on [0, /2]. There are two cases
to deal with here: when x = 0, and when x (0, /2]. If x = 0, then because cos(0) = 1, we have
cosn(0) = 1n = 1 for all n. It follows that cosn(x) converges pointwise to 1 if x = 0.
If x (0, /2], then cos(x) [0, 1). Now consider an arbitrary y [0, 1). Claim: limn yn
= 0. In order to prove this claim, given an arbitrary > 0, we need to find an N such that if n >
N, we have yn < . But if yn = , then n = log/logy, and so if n > ceiling(log/logy), then yn <
as required. Note that this will only work if y [0, 1) (which is all right!) and if (0, 1). But
if > 1, then yn < holds automatically for y [0, 1), so we dont have to worry about this
case.
Therefore, we have just proved that limn yn = 0. It follows that if we set y = cos(x)
(which we can do because cos(x) [0, 1) for x (0, /2]), then limn cosnx = 0. It follows that
fn(x) converges pointwise for x [0, /2]: to one if x = 0, and to zero if x (0, /2].
It remains to show that {fn} does not converge uniformly on [0, /2]. I will skip this!
13-26. Let fn(x) = 0 if 0 x 1/n or if 2/n x 1, and let fn(x) = n if 1/n < x < 2/n. Show
that {fn} converges pointwise to 0 on [0, 1] but that l.i.m.n fn 0 on [0, 1].
Answer: To show that {fn} converges pointwise to 0 on [0, 1], we must show that limn
fn(x) = 0 for all x [0, 1]. To show this, for every x [0, 1], and for a given > 0, we must
find an N so that if n > N, we have fn(x) < .
Now if x = 0, then fn(x) = 0 (by definition) for all n. Therefore, fn(x) < for all > 0 and
all n if x = 0, i.e. limn fn(x) = 0 if x = 0. If x (0, 1], then in order to prove that limn fn(x) = 0,
all we need do is to find an N so that if n > N, then 2/n < x. If this is the case, then for all n > N,
we have x [2/n, 1] so that fn(x) = 0 < for all n > N, and so limn fn(x) = 0 for this particular x
(0, 1].
Claim: For a particular x (0, 1], if N = ceiling(2/x), then for all n > N, we have 2/n < x.
Proof of claim: if n > 2/x, then we can manipulate to give 2/n < x as required (the inequality
doesnt change because we have n > 0 and x > 0). It automatically follows that if n >
ceiling(2/x), then 2/n < x as required. Therefore, we have found an N (dependent on x) so that if
n > N, then we have x [2/n, 1], and so fn(x) = 0 < for all n > N, and so limn fn(x) = 0 for all
x (0, 1].
It remains to show that l.i.m.n fn 0 on [0, 1]. To do this, we must show that
n 0 |fn(x)-0|dx 0. Manipulating the left hand side of this equation, we get
lim 1
lim
|fn(x)-0|dx
n 0
1
= 10 |fn(x)|dx
lim
n
= lim
[01/n|0|dx + 1/n2/n |n|dx + 2/n1 |0|dx]
n
= lim
1/n2/n ndx
n (because n = 1, 2, ...)
lim
= [nx]1/n2/n
n
lim
= [n(2/n-1/n)]
n
lim
= [n(2-1)]
n
lim
= n
n
= 0. QED.
Answer: The important factor about this question is to show that the radius of
convergence can be defined in another way (under certain conditions), different to the
definition that forms part of Theorem 13-21 (that derives from the root test, Theorem 12-26).
Consider that we derive a definition for r by considering the ratio test. Consider the
a (zz 0 ) n+1
power series an(z-z0)n. For each n > 1, define rn = | n+1
a n (zz 0 ) n | = | a n ||z z 0 |.
a n+1
|zz 0 |
Now lim
nd r n = lim a n+1
nd | a n ||z z 0 | = lim an . If we define r = lim a n
nd | a n+1 |, then we see that
nd | a n+1 |
|zz |
lim
nd r n= r 0 . Claim: r is the radius of convergence of the series an(z-z0)n. Proof of Claim. By
the ratio test (not the one shown in Theorem 12-25 see the one for example in Thomas &
|zz 0 |
Finney, Section 8.6), the series converges absolutely when r < 1, that is, |z-z0| < r; and
|zz 0 |
diverges when r > 1, that is, |z-z0| > r. If r = 0, the test shows divergence except for z = z0 (I
will not prove this). If r = , so that ndlim a n
| a n+1 | = 0, the test shows that the series converges
absolutely for all z. Comparing the above to the definition of radius of convergence in
lim a n
Theorem 13-21, it follows that the r defined above as r = nd | a n+1 |is the radius of convergence
of the series an(z-z0) . End of Proof.
n
Note: Portions of the above proof were taken from Advanced Calculus with
Applications by Nicholas J. DeLillo, 1982, QA303.D4: see section 7.8, Theorem 7-30.
However, if the limit does not exist, then we have (using Theorem 12-3)
lim inf a n lim a n lim sup a n
nd | a n+1 | [ nd | a n+1 | [ nd | a n+1 |,
inf a n lim sup a n
or limnd | a n+1 | [ r [ nd | a n+1 | as required. QED.
lim f(x)f(c)
Answer: In this question, I shall use f(c) = xdc xc .
f(x)f(0) 1/x 2
0
= xd0
lim e
= xd0
lim 1 1/x
lim 2
Case n = 1. f(0) = xd0 x0 x0 xe .
Let t = 1/x, then t as x 0+, and t - as x 0-. Further,
lim 1 1/x 2
= xd0
lim 1 1/x 2
= td te t = 0.
lim 2
xd0 x e xe
We may continue calculating f(n)(0) and f(n)(x) for every positive integer in this manner.
However, no matter which n is chosen, we always get (for x 0) f(n)(x) = g(1/x)e-1/x, where g(1/x)
is some polynomial in 1/x. Therefore, if we continue to apply t = 1/x, then we shall always have
tf(t)e t = 0, since e-t approaches 0 more quickly than any polynomial in t
lim 2
f(n)(0) = td
approaches infinity.
Thus we conclude that f C everywhere in E1, and, in particular, f(n)(0) exists for every
n and we have f(n)(0) = 0 for every n. QED.
Note: The above solution was taken from Advanced Calculus with Applications by
Nicholas J. DeLillo, 1982, QA303.D4: see section 7.9, Exercise 7-38.
(b) The Taylors series about x0 = 0 generated by f is given by
f (k) (0)
f(x) = S k=0 k! (x 0) k = S k=0
0 k
k! x = 0 for all x. But looking at the definition of f, we see
that f is zero only at x = 0 (e > 0 for all x 0), so that the Taylor series only represents f at
-1/x
Possible method: define gn(x) = fn(x) for 0 x 1-1/n, and gn(x) = 0 for 1-1/n < x 1. Then
1
01 n f n (x) = 01 g n (x) and we need to show that gn(x) f(x) uniformly.
Chapter 15
Chapter 15: Fourier Series and Fourier Integrals
15-1. Derive the Minkowski inequality ||f+g|| ||f|| + ||g|| from the Cauchy-Schwarz
inequality.
Answer: The Cauchy-Schwarz inequality assumes the form |(f, g)| ||f|| ||g||.
15-2. Verify that the trigonometric system in equation (6) is orthonormal on [0, 2].
0(x) = 1
2o
, 2n-1(x) = cos nx
o , 2n(x) = sin nx
o (n = 1, 2, ...).
Now in order to prove that this system is orthonormal on [0, 2], we must show that the
following holds: (1) (n, m) = 0 whenever m n, and (2) ||n|| = 1 for all n. Looking at the
system in question, we see that in order to prove that it is orthonormal, we must prove the
following:
QED. Note: I have used some entries from the Table of Integrals at the back of Thomas
& Finney to do some of the calculations above.
15-9. Show that the expansions below are valid in the ranges indicated.
(1) n cos nx
(a) x = 2 S n=1 n , if - < x < .
o 2
(1) n cos nx
(b) x = 3 + 4 S n=1 n2 ,if - x .
Answer: (a) The function f(x) = x is an odd function, so that we can apply the result
from Exercise 15-6 which said that if f R on [-, ], if f has period 2, and if f(-x) = -f(x)
when 0 < x < , then f(x) ~ n=1bnsin(nx), where bn = 2/0 f(t)sin(nt)dt.
For f(x) = x on - < x < , we have x ~ n=1bnsin(nx), where bn = 2/0 tsin(nt)dt. Let us
now calculate bn for every n > 1.
bn = 2/0 xsin(nx)dx
= 2/[1/nsin(nx) - x/ncos(nx)]0 (Result taken from Thomas & Finney)
= 2/[1/nsin(n) - /ncos(n) - 1/nsin(0) + 0]
= 2/[0 - /2(-1)n - 0 + 0]
= 2/(-/2(-1)n)
= -2/n(-1)n
= 2/n(-1)n-1.
(b) The function f(x) = x is an even function, so that we can apply the result from
Exercise 15-6 which said that if f R on [-, ], if f has period 2, and if f(-x) = f(x) when 0 <
x < , then f(x) ~ 20 +n=1 ancos(nx), where an = 2/0 f(t)cos(nt)dt.
a
For f(x) = x on - < x < , which can be extended to - x because f(-) = f() for
an even function, we have x ~ 20 +n=1ancos(nx), where an = 2/0 tcos(nt)dt.
a
2
/0 xcos(nx)dx
= 2/{[x/nsin(nx)]0 - 0 2x/n sin(nx)dx}
= 2/{[/nsin(n)-0] - 0 2x/nsin(nx)dx}
= -2/0 2x/nsin(nx)dx
= -4/n0 xsin(nx)dx
=-4/n[1/nsin(nx) - x/ncos(nx)]0 (Result taken from Thomas & Finney)
=-4/n[1/nsin(n) - /ncos(n) - 1/nsin(0) + 0]
=-4/n[0 - /n(-1)n - 0 + 0]
= 4/n(-1)n
= 4/n(-1)n.
2 +n=1 ancos(nx), where a0 = 2/3 and an = 4/n(-1)n, we find that
a0
Using x ~
x = (2/3) + n=14
/n(-1)ncos(nx)
(1) cos nx
2 n
= o3 + 4 S n=1 n2 as required. QED.
o sin nx
15-10. Show that the expansion x = 4 2
3o + 4 S n=1 ( cosn 2nx n ) is valid in the range 0 <
x < 2.
Further, an = 1/02 xcos(nx)dx. Integrating by parts, we let u = x so that du/dx = 2x, and
let dv/dx = cos(nx) so that v = 1/nsin(nx). It follows that
1
/02 xcos(nx)dx
= 1/{[x/nsin(nx)]20 - 02 2x/n sin(nx)dx}
= 1/{[4/nsin(2n)-0] - 20 2x/nsin(nx)dx}
= -1/20 2x/nsin(nx)dx
= -2/n02 xsin(nx)dx
=-2/n[1/nsin(nx) - x/ncos(nx)]20 (Result taken from Thomas & Finney)
=-2/n[1/nsin(2n) - 2/ncos(2n) - 1/nsin(0) + 0]
=-2/n[0 - 2/n - 0 + 0]
= 4/n
= 4/n.
Similarly, bn = 1/02 xsin(nx)dx. Integrating by parts again, we let u = x so that du/dx =
2x, and let dv/dx = sin(nx) so that v = -1/ncos(nx). It follows that
1
/02 xsin(nx)dx
= 1/{[-x/ncos(nx)]20 + 02 2x/n cos(nx)dx}
= 1/{[-4/ncos(2n)-0] - 20 2x/ncos(nx)dx}
= 1/(-4/n) - 1/20 2x/ncos(nx)dx
= -4/n - 2/n20 xcos(nx)dx
= -4/n - 2/n[1/ncos(nx)+x/nsin(nx)]20 (Result taken from Thomas & Finney)
4 2 1 2 1 0
= - /n - /n[ /ncos(2n) + /nsin(2n) - /ncos(0) - /nsin(0)]
= -4/n - 2/n[1/n + 0 - 1/n - 0]
= -4/n.
Now that we know that a0 = 8/3, that an = 4/n for n > 1, and that bn = -4/n for n > 1, we
a
can apply the formula f(x) ~ 20 + S n=1 (a n cos nx + b n sin nx) to say that for 0 < x < 2, we have
15-22: If f satisfies the hypothesis of the Fourier integral theorem, show that
Assume that f R*(-, +). Suppose there is a point x in E1 and an interval [x-, x+]
about x such that either
(b) both limits f(x+) and f(x-) exist and both improper integrals
0+
d f(x+t)f(x+)
t dt and 0+
d f(xt)f(x)
t dt are absolutely convergent.
If f(x) is odd and if g(x) is even, then f(-t) = -f(t) and g(-t) = g(t),
f(-t)g(-t) = -f(t)g(t) so that f(x)g(x) is an odd function.
We can use the above information to simplify expression (1) in the cases where f is odd
or where f is even.
(a) If f is even, then f(u)cos(vu) will be even (as cos(vu) is even), and f(u)sin(vu) will be
odd (as sin(vu) is odd). Therefore,
1
o 0 [cos(vx) f(u) cos(vu)du + sin(vx) f(u) sin(vu)du ]dv
= o1 0 [cos(vx) % 2 0 f(u) cos(vu)du + sin(vx)(0) ]dv
= o2 0 [cos(vx) 0 f(u) cos(vu)du ]dv. QED.
(b) If f is odd, then f(u)cos(vu) will be odd (as cos(vu) is even), and f(u)sin(vu) will be
even (as sin(vu) is odd). Therefore,
1
o 0 [cos(vx) f(u) cos(vu)du + sin(vx) f(u) sin(vu)du ]dv
= o1 0 [cos(vx)(0) + sin(vx) % 2 0 f(u) sin(vu)du ]dv
= o2 0 [sin(vx) 0 f(u) sin(vu)du ]dv. QED.
Now let us integrate the above by parts, setting u = tp so that du/dx = ptp-1, and setting dv/dx
= e(-z)t so that v = 1/(-z)e(-z)t. It follows that limN[0N e(-z)ttpdt]
= limN{[(tp/(-z))e(-z)t]N0 - 0N (ptp-1/(-z))e(-z)tdt}
= limN{[0-0] - 0N (ptp-1/(-z))e(-z)tdt}
= limN[p/z-0N e(-z)ttp-1dt]
We can now integrate by parts repeatedly, and assuming that p > 0, we arrive at the
following:
N (-z)t p-1
lim
N [ / e t dt]
p
z- 0
N (-z)t p-2
= lim
N[ / e t dt]
p(p-1)
(z-) 0
lim p N (-z)t
= ... = [(p!/(z-) ) e dt]
N 0 (if p > 0).
We can now use the information gained by doing part (a) to say that
lim
N [(p!/(z-)p)0N e(-z)tdt]
p!
= (za) p ( za
1
) (if p > 0 and x > )
p+1
= p!/(z-) .
Now looking at Exercise 14-31, we see that (n+1) = n! for any integer n > 0 so that
p!/(z-)p+1
= (p+1)/(z-)p+1 if p > 0 and x > as required. QED.
Chapter 16
Chapter 16: Cauchys Theorem and the Residue Calculus
Exercise 16-1: Assume that f is analytic on a neighbourhood N(z0; R). If 0 < r < R, let
C(r) denote the circle of radius r with z0 as centre and let M(r) denote the maximum of |f| on
C(r). Deduce Cauchys inequalities:
M(r)n!
|f (n) (z 0 )| [ rn (n = 0, 1, 2, ...).
f(z 0 ) = 1
2oi
G[z] f(z)
zz 0 dz,
provided that the path [z] is positively orientated. Further, for every integer n > 1, the
derivative f(n)(z0) exists and is given by the integral
f (n) (z 0 ) = n!
2oi
G[z] f(z)
(zz 0 ) n+1 dz,
f (n) (z 0 ) = n!
2oi
C(r) f(z)
(zz 0 ) n+1 dz .
Because C(r) is a circle with radius r centred at z0, then we can write (z-z0)n+1 = rn+1.
n!
Therefore, 2oi C(r) (zzf(z)0 ) n+1 dz = 2oi
n!
C(r) rf(z)
n+1 dz = (2oi)r n+1 C(r) f(z)dz .
n!
f (n) (z 0 ) = n!
(2oi)r n+1
C(r) f(z)dz u |f (n) (z 0 )| = | (2oi)r
n!
n+1 C(r) f(z)dz| =
n!
(2o)r n+1 | C(r) f(z)dz|.
Applying Theorem 9-60 to | C(r) f(z)dz| (knowing that |f(z)| M(r) on C(r), where C(r) is
a curve of length 2r), we obtain the following:
|f (n) (z 0 )| = n!
(2o)r n+1 | C(r) f(z)dz| [ 2or n+1 (M(r)
n!
% 2or) =
n!M(r)
r n+1 .
n!M(r)
Thus |f (n) (z 0 )| [ rn as required. QED.
f(z0) = 1
2or
2o
0 u(z 0 + re )e dh +
ih ih i
2or
02o v(z 0 + re ih )e ih dh.
Now because we are integrating over a circle, then we have |u| = |v|, and so
1
2or
2o
0 u(z 0 + re )e dh =
ih ih i
2or
02o v(z 0 + re ih )e ih dh. (Note: I am not sure about the last bit,
but the conclusion reached is clearly the one we want).
Therefore,
f(z0) = 2or1
0 u(z 0 + re ih )e ih dh + 2or
2o 1
0 u(z 0 + re ih )e ih dh
2o
(b) Use (a) to deduce the inequality n=0 |an|r2n M(r), where M(r) is the maximum
of |f| on the circle |z-z0| = r.
Answer: Note: Portions of the following solution have been taken from Problems in
Complex Variable Theory by Jan G. Krzyz, 1971, Exercise 4.2.6.
where A1(r), B1(r), etc. are functions of r and the constants an, e.g.
A1(r) = a1a 0 r + a2a 1 r + ...
Because we are only dealing with values of r inside the circle of convergence of the
Taylor series, then we can integrate the expression for |f| term-by-term with respect to from
= 0 to = 2, i.e. we can find
02 |f|d = 02 (n=0 |an|r2n + A1(r)ei + B1(r)e-i + ...)d.
But knowing that 02 eind = 0 for any integer n 0, the above integral reduces to
02 (n=0 |an|r2n)d = (n=0 |an|r2n)02 d = (n=0 |an|r2n)2.
Thus 1
2o
02o |f(z 0 + re ih )| 2 dh = 2o (n=0
1
|an|r2n)2 = n=0 |an|r2n as required. QED.
(b) Let us now define a new integral I = 02 g()d, where g() = |f(z0+rei)|. Because we
know that |f| M(r) on the circle |z-z0| = r, then it follows that |f| M(r) on the circle |z-z0| = r.
By definition, we see that g() M(r) on the circle |z-z0| = r. But knowing this, we can apply
Theorem 9-60 (see the solution for Exercise 16-1 to see this) to say that
02 g()d M(r)2.
It follows that 2o 1
0 |f(z 0 + re ih )| 2 dh 2o1 M(r) 2 2o = M(r). But we know from part (a) that
2o
1
2o
02o |f(z 0 + re ih )| 2 dh = S n=0
|a n | 2 r 2n , so it follows that
S n=0 |a n | 2 r 2n = 1
2o
2o
0 |f(z 0 + re )| dh M(r) as required. QED.
ih 2
The Cauchy Residue Theorem. Let f be analytic at all points on an open region S in E2,
with the exception of a finite number of isolated singularities (poles). Let be a rectifiable
Jordan curve such that both and its interior lie within S. Assume that contains a certain
number of singularities of f in its interior, say z1, ..., zn, but there are no singularities on
itself. Then we have
In this question, we want to apply the above theorem to the integral given by
2o cos(2t)dt
, if a < 1. The first thing to do is to reparametrise the integral to see the poles,
0 12a cos(t)+a 2
and we do this by defining z = ei for 0 2.
If z = ei, then dz = izd and (because ei = cos isin) cos = (z+1/z) and cos2 =
(z+z-2). Therefore, applying all these substitutions, we see that
1 2 2 1 2 2
2 (z +z ) 2 (z +z ) z 2 +z 2
h=0
h=2o cos(2t)dt
12a cos(t)+a 2 = z=0
z=1
12a( 2 (z+ z ))+a iz
1 1 2
dz
= 1
i
01 (1a(z+ 1z )+a 2 )z
dz = 1
2i
01 zaz 2 a+a 2 z dz
1 2 2
a (z +z ) a (z +1)
1 4
= 1
2i
01 a z 1+az
z 2 dz = 1
2i
1
0 z 2 ( az z 2 1+az)dz = 1
2ai
0
1 z 4 +1
z 2 (az)(za 1 ) dz = 1
2ai
01 z 4 +1
z 2 (za)(za 1 ) dz.
z 4 +1
Let us now find the poles of f(z), where f(z) is defined as f(z) = z 2 (za)(za 1 ).
The final pole to consider is the simple pole at z = 1/a. But because 1/a is outside the area
of integration (a < 1, and 0 < z < 1), we ignore it. Now that we have found all of the poles, we
can apply Cauchys Residue Theorem to our problem:
02o cos(2t)dt 1 1
z 4 +1 1 1 1
12a cos(t)+a 2 = 2ai 0 z 2 (za)(za 1 ) dz = 2ai 0 f(z) = ( 2ai ) % 2oi k=1 z=z k f(z)
n Res
S
o a 1+a (a 1)+a +1
2 2 2 4
1
)(2oi)( 1a + a + a(aa 2+1 a 2 1+a 4 a 2 +a 4 +1 2oa 2
4
= ( 2ai 1) ) = ( a )( a(a 1)
2 ) = o( a (a 1)
2 2 ) = 1a 2 . QED.
Theorem: Rd+lim
R f(x)dx = 2oi S k=1
R n Res
z=z k f(z). This is automatically satisfied if f is the
quotient of two polynomials, say f = P/Q, provided that the degree of Q exceeds the degree of
P by at least 2.
For x 2 +x+1 dx , let f(z) = z 2 +z+1
1 1
. Then P(z) = 1 and Q(z) = z+z+1, and hence the
properties of the above theorem are satisfied. The poles of f are given by the roots of the
1! 14 1!i 3
equation z+z+1 = 0, i.e. z = 2 = 2 . Of these, only the positive root lies in the
1+i 3
upper half-plane. The residue at this pole (at z = 2 ) is given by
i 3
1+i 3 1+i 3 z+ 12
Res(f(z), 2 )= lim
1+i 3
(z ( 2 ))f(z) = lim
1+i 3 z 2 +z+1
2
zd 2 zd 2
i 3
z+ 12 3
= lim
1+i 3 i 3
2
i 3
= lim
1+i 3
1
i 3
= 1+i 3
1
i 3
= i 3
1
i 3
= 1
i 3
= 3i .
zd 2 (z+ 12 2 )(z+ 12 + 2 ) zd 2 z+ 12 + 2 2 + 12 + 2 2 + 2
1
x 2 +x+1 dx = 2oi S k=1
n Res
z=z k f(z) = 2oi
3
3i =
2o 3
3 as required. QED.
Exercise 16-38: If f and g are Mbius transformations, show that the composite
function fg is also a Mbius transformation.
Answer: Let us first remind ourselves of the definition for a Mbius transformation:
they are functions f defined as follows: if a, b, c and d are complex numbers such that ad-bc
cz+d whenever cz+d 0. It is convenient to define f everywhere on the
0, we define f(z) = az+b
extended plane E2* by setting f(-d/c) = and f() = a/c. (If c = 0, these last two equations are to
be replaced by the single equation f() = .)
pz+q
Consider that f is defined as above and we also have g defined as g(z) = rz+s whenever
rz+s 0, where p, q, r and s are complex numbers such that ps-rq 0. We define g everywhere
on the extended plane E2* as above. Let us now consider the composite function fg = f(g(z)).
Manipulating,
pz+q a(pz+q)+b(rz+s)
pz+q a( rz+s )+b a(pz+q)+b(rz+s) (ap+br)z+(aq+bs)
f(g(z)) = f( rz+s )= pz+q = rz+s
= = (cp+dr)z+(cq+ds) .
c( rz+s )+d c(pz+q)+d(rz+s)
rz+s
c(pz+q)+d(rz+s)
We now need to show that if ad-bc 0, and if ps-rq 0, then we have (ap+br)(cq+ds) -
(cp+dr)(aq+bs) 0.
az = re
i(+) (c) Recalling that a complex number can be written in the form z =
i
re , then the Mbius transformation in this case rotates the point z by an
r
z = rei angle of around the origin (in the anticlockwise direction). In other
words, f(z) = ei(+)r.
x
(c)
y
could try using the analyticity of f (i.e. using the Cauchy Riemann equations in polar form).