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sections)
9 relevant sections)
Lebesgue measurability.
Unit 8: Integration of non-negative
Integration of series
nondifferentiable functions.
Text Books:
1. Principles of Mathematical
ANALYSIS III
S.
TITLE
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Unit 1
Unit 2
Unit 3
Unit 4
20 4.2: Differentiation
Unit 5
25 5.3: Determinants
Unit Structure
Integral.
differentiation
Introduction
Definition:
a=x 0 x 1 x 2 ...x n = b
.,n.
Suppose f is a bounded real function
U(P,f) = M x , L(P,f) = m x
i i i i
i=1 i=1
b
_
bounded function f.
Definition:
Riemann-Stielties integral
Let be monotonically increasing
i = (x i ) (x i1 ) for i = l,2,...,n.
on [a,b] we put
n n
over [a,b].
Remark:
Riemann-Stieltjes integral.
Definition:
refinement of P if P* P.
if P* = P 1 P 2 .
Theorem 1.1.1:
If P* is a_refinement of P then
U(P,f,).
Proof:
partition of [a,b].
P*P.
consecutive points of P.
Put w1 = inf(f(x)), xi-1 x x*
w2 = inf (f(x)), x* x xi
U(P*,f,) U(P,f,).
Theorem 1.1.2:
b
b _
fd fd
a
a
Proof:
U(P 2 ,f,) .
fd infU(P , f,) 2
b b
fd fd
a a
Theorem 1.1.3:
( Necessary and Sufficient condition
Proof:
Necessary Condition:
Let f ().
Then, by definition
b
b _
fd = fd ----------------(1)
a
a
a
b
_
refinement of P 1 and P 2
have
fd < L(P,f,) + 2 ------------------(2)
a
b
_
and U(P,f,) < fd + 2 ------------ (3)
a
By (1), we have
U(P,f,) < L(P,f,) +
(i.e)U(P,f,)-L(P,f,)<
Sufficient Condition
L(P,f,) fd fd U(P,f,)
a
a
b b
_ _
(i.e)fd fd <
a
a
This is true for > 0, we have
b
b _
fd = fd.
a
a
Hence f () on [a,b].
Theorem 1.1.4:
a. If U(P,f,) L(P,f,) < holds
refinement P.
[x i1 ,x i ] then
n
| |
n b
f(t ) fd
i i <
i=1 a
Proof:
L(P,f,) L(P*,f,) .
in [x i1 ,x i ].
|
Then f(si) f(ti) Mi mi |
n n
|f(s ) f(t )| (M m )
i i i i i i
i=1 i=1
n n
(M ) (m )
i i i i
i=1 i=1
m f(t ) M
i i i i i i
i=1 i=1 i=1
n
| |
n b
() on [a,b].
Proof:
< .
continuous.
[a,b] and
U(P,f,) L(P,f,) = M m
i i i i
i=1 i=1
n
= (M -m )
i i i
i=1
< i
i=1
= (1 + 2 + ... + n)
(
= (x1) (x0) + (x2) (x1) + ... + (xn) (xn-1) )
(
= (xn) (x0) )
= ((b) (a))
<
U(P,f,) L(P,f,) <
Theorem 1.1.6:
Proof:
By hypothesis f is monotonic on
[a,b].
f(x i1 ).
n n
U(P,f,) L(P,f,) = M m
i i i i
i=1 i=1
n
= (M m ) i i i
i=1
n
(f(x ) f(x ))
(b) (a)
= i i-1 n
i=1
(b) (a)
= n f (xn) f(x0)
(b) (a)
= n f (b) f(a)
<, if n is taken large enough.
By theorem 1.1.3, f () on [a,b].
Theorem 1.1.7:
is discontinuous. Then f () .
Proof:
(u j ) < .
of some [u j ,v j ].
tK, |s t| < .
< .
Note that M i m i 2M for every i,
of the u j .
(a)] + 2M.
1.1.6, f ().
Theorem 1.1.8:
Suppose f () on [a,b], m f
() on [a,b].
Proof:
Choose > 0.
continuous on [m, M]
there exist > 0 such that <
2
U(P,f,) L(P,f,) < . ------------------(1)
Let Mi = sup f(x), ,xi-1 x xi,
i A if M i m i < and i B if M i
m i .
M* i m i * < .
sup||(t)|, m t M.
We have (M m )
i i i i
iB iB
= M m
i i i i
iB iB
<U(P,f,) L(P,f,)
< .(by(1))
2
U(P,f,) L(P,f,) = (M * m * ) + (M * m * )
i i i i i i
iA iB
< + 2K i i
iA iB
[
< (xn) (x0) + 2K(by(2)) ]
<[(b) (a)] + 2K
CYP QUESTIONS:
x 0 b, is continuous at x 0 ,
fd = 0
SECTION-1.2 PROPERTIES OF
THE INTEGRAL
Theorem 1.2.1:
a. f1 () and f2 () on [a,b], then f1 + f2 (), cf () for
b b b b
b b
fd(c) = c fd
a a
U(P,f1,) L(P,f1,) < U(P1,f1,) L(P1,f1,) (by theorem 1.1.1) < -------------------(4)
and(3) implies
U(P,f1,) < f d +
1 ----------------(7)
a
b
U(P,f2,) < f d +
2 ----------------(8)
a
= f d + f d + 2
1 2
a a
b b
But fd U(P,f,)
a
get
b b b
fd < f d + f d + 2
1 2
a a a
fd f d + f d
1 2 --------------------(10)
a a a
fd f d + f d
1 2 --------------------(11)
a a a
fd f d + f d
1 2
a a a
b b b
b b b
f2d f d
1 f1d f d
2
a a a a
(e).
Theorem 1.2.2:
If f () and g () on [a,b]
then
i. fg () ;
b b
Proof:
2
If we take (t) = t , then by theorem
1.1.8,
f ( ) f2 () -------------------(1)
4fg ()
1
4 (4fg) () on [a,b] (by therom 1.2.)
fg () on [a,b]
theorem 1.1.8,
f () | f | ().
b
b b b b
Definition:
{
0 ( x0 )
I(x) =
1 (x>0)
f is continuous at s,
b
Proof:
Consider partitions P = {x 0 ,x 1 ,x 2 ,x 3
=b.
Then U(P,g,)=M11+M22+M33
[ ] [ ] [
= M1 (x1) (x0) + M2 (x2) (x1) + M3 (x3) (x2) ]
[ ] [ ] [
= M1 I(x1 s) I(x0 s) + M2 I(x2 s) I(x1 s) + M3 I(x3 s) I(x2 s) ]
= M1[0 0] + M2[1 0] + M3[1 1]
to f(s) as x 2 s.
Therefore fd = f(s)
a
Theorem 1.2.4:
c n converges, {s n } is a sequence of
(x) = c I(x-s )
n n be continuous on
n=1
b
Proof:
c I(x-s )
n n is also converges for
n=1
by theorem 1.2.3,
b N
fd 1 = c f(s ) n n --------------------(2)
a n=1
| |
b
properties of integral)
Since = 1 + 2 , we have
| | | |
b N b N
| | | |
b b N N b N
= fd2 M(by(3))
a
| |
b N
(i.e) fd c f(s )
n n M
a n=1
Theorem 1.2.5:
fd = f(x) '(x)dx
a a
Proof:
| | | |
n n n n
f(si) i f(s ) (s )x
i i i i = f(si) '(ti)xi f(s ) '(s )x
i i i
i=1 i=1 i=1 i=1
| |
n n
= (
f(si) '(ti) '(si) xi ) |f(s )| | '(s ) '(t )|x
i i i i
i=1 i=1
In particular
n
| |
b
b _
fd-f(x)'(x)dx M.
a
a
b b
b b
_ b _ b
f () fd = fd f(x)'(x)dx = f(x)'(x)dx
a a
a a
b b
Theorem 1.2.6:
g () and gd = fd
a a
Proof:
( ) ( )
= (yi) (yi-1) = (yi) (yi-1) = i
g () and gd = fd
a a
CYP QUESTIONS:
(e).
SECTION-1.3 INTEGRATION
AND DIFFERENTIATION
Theorem 1.3.1:
f(x 0 ).
Proof:
Since f () , f is bounded.
| |
y x
| |
a y
= f(t)dt+ f(t)dt
x a
| |
y y
= f(t)dt |f(t)|dt
x x
M(y-x).
on [a,b].
F is continuous on [a,b].
a t b.
+ and a s < t b
| |
t
1
t-s (f(u) f(x ))du
0
s
t
< t-s
1
du
s
<
Hence F'(x0) = f(x0).
Calculus)
Proof:
Choose a partition P = {x 0 x 1
1,2,...., n.
n
| |
n b
f(t )x fd
i i <
i=1 a
| |
b
have
Theorem 1.3.3:
(Integration by Parts)
Suppose F and G are differentiable
Proof:
= f(x)G(x) + F(x)g(x)
F= f and G= g H on
[a,b].
H'(x)dx=H(b) H(a)
a
CYP QUESTIONS:
1. Suppose f 0, f is continuous on
b
Definition:
case we define
( )
b b b
fd = f d, ...., f d
1 k
a a a
Theorem 1.4.1:
k
If f and F map [a,b] into R , if f
,F 2 ,... ,F k ).
( )
b b b
(i.e.)f(t)dt=F(b) F(a)
a
Theorem 1.4.2:
k
If f maps [a,b] into R and if f ()
and
| |
b b
fd |f|d
a a
Proof:
|f| () on [a,b]
fd and |y| y .y = y f d
2
Then y= = j j j j
a j=1 j=1 a
b b
= y f d |y||f| d
j j
a a
b
=|y| |f| d.
a
| |
b b b
CYP QUESTIONS:
b
1. Define fd if f:[a,b] Rk
a
Definition:
curve.
(P,) = |(x ) (x )|
i i-1
i=1
rectifiable.
Theorem 1.5.1:
Proof:
If a x i1 x i b, then |(x i ) (
x i1 )|
| |
xi xi
= '(t)dt |'(t)| dt
xi-1 xi-1
partition P of [a,b].
b
Let P = P = {x 0 , x 1 , x 2 ,...,x n } be a
(x i )| < .
(i.e.) | (t)| | (x i )| +.
xi xi xi
(|'(x )| + )(x x
i i i-1 )
(|'(x )| + )x
i i
|
'(xi) xi + xi |
|( |
xi
)
'(t) + '(xi) '(t) dt + xi
xi-1
| | |( ) |
xi xi
| |
xi
| | (
(xi) (xi-1) +) '(xi) '(t) dt
xi-1
xi
|
(xi) (xi-1) + | dt + xi
xi-1
| |
(xi) (xi-1) + (xi + xi-1)xi
|
(xi) (xi-1) + 2xi |
If we add this inequality for i = 1,2,..
.,n,
n xi n n
xn
|'(t)| dt (P,).
a
CYP QUESTIONS:
on [0,1].
Unit Structure
main problem
convergence
families of functions
Weierstrass Theorem
Introduction
SECTION-2.1 DISCUSSION OF
THE MAIN PROBLEM
Definition:
Suppose {f n }, n = 1,2,..,, is a
function f by
(1) holds.
then n.
Example 1:
Example 2:
2
x
Let fn(x) = 2 n (x real; n=0,1,2,...),
( 1+x )
2
x
and consider fn(x) = fn(x) = 2 n
. -------------(1)
n=0 n=0 ( 1+x )
sum.
Example 3:
2n
For m=1,2,...,put fm(x) = lim (cosm ! x)
m
m; hence f(x) = 0.
1.
{
2n
0 (x irrational)
Hence lim lim (cosm! x) =
m n 1 (x rational)
integrable.
Example 4:
sin nx
Let fn(x) = n (x real;n=1,2,3,...), and
to f . For instance
fn '(0) = n + as n , whereas
f(0) = 0.
Example 5:
2 n
2
(
Let fn(x) = n x 1 x ) (0 x 1,n=1,2,3....) --------(2)
For 0 x 1,we have lim fn(x) = 0
n
( )
n
Since,if p>0 and is real,then lim n =0
(1+p)
n
Also ( x 1x
2 n
) dx= 2n+2
1
.
0
2
n
fn(x)dx= 2n+2 + as n
0
2
If we replace n by n in (2), (3) still
[ ]
1 1
lim
n 0
f (x)dx= lim
n
n
n
2n+2
1
= 2 , whereas lim fn(x) dx=0.
n
0
The limit of the integral need not
CYP QUESTIONS:
SECTION-2.2 UNIFORM
CONVERGENCE
Definition:
A sequence of functions {f n }, n =
convergent is : If {f n }converges
{f n } converges uniformly on E, it is
by f (x) = s (x)
i n converges
i=1
uniformly on E.
Cauchy criterion for uniform
convergence:
Theorem2.2.1 :
Proof:
E.
0.
n N, xE implies
|fn(x) fm(x)| 2
condition holds.
xE implies
complete).
E, to f.
We have to prove that the
convergence is uniformly.
{f n } converges uniformly to f on E.
Theorem 2.2.2:
if
M n 0 as n .
Proof:
Suppose f n f uniformly on E.
(i.e.) M n if n N.
(i.e) M n 0 as n.
Conversely, suppose M n 0 as n
N such that n N M n .
(i.e.) n N
sup |fn(x) f(x)|
xE
Weierstrass theorem on
uniform convergence.
Theorem 2.2.3:
if M n converges.
Proof:
Suppose M n converges.
| |
m m m
f (x)
i |f (x)| M
i i ( xE )
i=n i=n i=n
enough.
(i.e.) there is an integer N such that
n N, m N, xE implies
|f n (x) f m (x)| .
uniformly on E.
CYP QUESTIONS:
SECTION-2.3 UNIFORM
CONVERGENCE AND CONTINUITY
Theorem 2.3.1:
{A n }converges, and
Proof:
get n, m N implies |A n A m |
|f(t) An| 3
(
if t V E,t x. since lim
tx
fn(t) = An
) -----(6)
if t V E,t x
on E, and if f n f uniformly on E,
then f is continuous on E.
Proof:
Since {f n } is a sequence of
t x n
( )
(i.e.) lim fn(t) = lim fn(x) = f(x) since fnf uniformly on E .
is continuous on E.
Example:
2 2 n
f n (x) = n x(1 x ) (0 x 1, n =
1,2,3,....)
Theorem 2.3.3:
a. {f n } is a sequence of continuous
functions on K,
continuous function f on K,
1,2,3,.....
Then f n f uniformly on K.
Proof:
Put g n = f n f.
Since f n and f are continuous, g n is
also continuous.
wise.
uniformly on K.
(i.e.) to prove that g n 0 uniformly
on K.
1
(i.e.) K n = {xK \ xg n ([,))}.
1
(i.e.) K n = g n ([,)).
Since g n is continuous and [,) is
compact).
Then K n K n+1 n.
large. Thus x K n .
(i.e.) f n f uniformly on K.
Definition:
domain X.
continuous functions on X if X is
compact.
xE
If h = f + g, then |h(x)| =
|f(x)+g(x)| |f(x)|+|g(x)|
= ||h|| ||f||+||g||.
Theorem 2.3.4:
Proof:
(X).
xX, f is bounded.
Thus f C(X).
||f f n || 0 as n .
CYP QUESTIONS
1. If {f n } and {g n } converge
{f n + g n } converges uniformly on
E.
2. If {f n } and {g n } converge
{f n g n } converges uniformly on E.
SECTION-2.4 UNIFORM
CONVERGENCE AND INTEGRATION
Theorem 2.4.1:
fd = n
lim f d
a
n
a
Proof:
b.
(i.e) n f-fn n. -----------------(1)
(i.e.)fn n f fn + n
b b
b b _ _
(f n n) d fd fd (f n + n)d
a a
a a
b
b b _ b
(f n n) d fd fd (f n + n)d
a a a
a
b
_ b b b
0 fd fd (f n + n)d- (f - )d n n
a a a
a
b b
By theorem 2.2.2,n
0 as n
( . fn f uniformly on [a,b])
b
_ b
From(1), 0 fd fd 0 as n
a
a
b
_ b
Therefore fd = fd -----------(3)
a
a
(i.e.) f().[a,b].
b b b b
| |
b b
b b
Therefore fd = n
lim
a
f d. n
a
[a,b], then fd = f d n
a n=1 a
SECTION-2.5 UNIFORM
CONVERGENCE AND
DIFFERENTIATION
Theorem 2.5.1:
Suppose {f n } is a sequence of
Proof:
|
m N,t E implies fn(x0) fm(x0) |
2 ------------------(1)
function f n f m , we get
|
Also |fn(x) fm(x)| = fn(x) fm(x) fn(x0) + fm(x0) + fn(x0) fm(x0) |
| ||
fn(x) fm(x) fn(x0) + fm(x0) fn(x0) fm(x0) |
(by(1) and (4))
<2 + 2
Allowing n
in n(t), we get lim n(t) = lim
n n
fn(t) fn(x)
t-x ,
f(t) f(x)
and lim (t) = lim t-x = f '(x), for a t b,t x --------------(7)
tx t-x
| |<
fn(x) fn(t) fm(x) + fm(t)
t-x 2(b-a)
| |<
fn(x) fn(t) fm(x) fm(t)
(i.e) t-x t-x 2(b-a)
Theorem 2.5.2:
nowhere differentiable.
Proof:
1
In particular, is continuous on R .
(?).
( ) (4 x)
n
3 n
Define f(x) =
4
n=0
| ( ) ( ) | | ( ) |
n n
3 3
Since 0 1,we have |f(x)| =
n
4 x
4 4
n=0 n=0
( )
n
3
4
n=0
( )
n
3
Since is a geometric series
4
n=0
3
with the common ratio 4 < 1 and
( )
n
3 1
hence converges in R .
4
n=0
( )
n
3
4
4 x ( ) n
converges uniformly
n=0
1
on R . By theorem 2.3.2, f is
1
continuous on R .
| m
= 4 m = 4 | m
|m| = 4
m
| 12 4-m| = 4m4-m 12 = 12
(
4 (x+m) 4 x
n
) (n)
Define m = m
n
When n > m, 4 m = 4 m = 4 2 .4
n n
( 1 -m
) = 12 4n-m = 12 22(n-m) = 22(n-m) 1
= even integer.
n n
Therefore (4 (x + 5 m )) (4 x)
| |
f(x+m) f(x)
We conclude that m
| |
| ( ) |
( ) ) ( ) (4 x)
n n
3 3
4 (
4 x+m
n
4
n
n
3
= = n
n=0 n=0
m 4
n=0
(
n
3
= n n
4
n=0
m-1 m-1
( ) ( ) (by (5))
n n
3 m 3 3 m m 3
() 4 m
4
n () 4 4
4 n
n=0 n=0
3
m
3 n m
( 2
3 1 + 3 + 3 + .... + 3
m-1
)
n=0
m
( m
)
( ) ( )
m 3 1
m
m
m
3 1 2.3 3 1
3 3 12 3 2 2
( ).
m
3 +1
2
As m ,m 0
at x.
SECTION-2.6
EQUICONTINUOUS FAMILIES OF
FUNCTIONS
Definition:
1,2,3,....)
wise on E.
Example:
1,2,3,....)
we have
By Lebesgue's theorem,
2
(sin n x-sin n
2
lim k k+1x ) dx=0 --------(1)
k 0
But
2
(sin n x-sin n
2
k k+1x ) dx = 2, which contradicts (1)
0
convergent subsequence.
For example
2
x
fn(x) = 2 2 (0 x 1,n=1,2,3,.....)
x + (1 nx)
uniformly on [0,1].
Definition:
X is said to be equicontinuous on E if
continuous.
Theorem 2.6.1:
Proof:
converges as k .
array
S1: f1,1f1,2f1,3f1,4.... ....
S2: f2,1f2,2f2,3f2,4.... ....
S3:f3,1f3,2f3,3f3,4.... ....
.... ........ ........ ............
and which have the following
properties:
a.
S n is a subsequence of S n1 , for
n = 2,3,4,......
b. {f n,k (x n )} converges as k .
every x i E.
Theorem 2.6.2:
{f n } is , equicontinuous on K.
Proof:
that
fn fN + |fN(x) fN(y)| + fN fn
<++ = 3.
Therefore {f n } is equicontinuous on
K.
Theorem 2.6.3:
then
a. {f n } is uniformly bounded on K,
b. {f n } contains a uniformly
convergent subsequence.
Proof:
Since {f n } is equicontinuous on
x,yK
d(x,y) < |f (x) f (y)| < ,for all n.
n n -------------(1)
d(x, p i ) < .
|
If M=max(M1, M2, .....Mr), then|fn(x)| = fn(x) fn(pi) + fn(pi) |
| | |
fn(x) fn(pi) + fn(pi) |
<+Mi.(by(2) & (3))
+M
Therefore, {f n } is uniformly
bounded on K.
subset of K.
converges uniformly on K.
Since {f n } is equicontinuous on
{
Let V(x,) = y E/d(x,y) < . }
Since E is dense in K and K is
)....V(x m , ).
such that
If xK V(x 1 , )V(x 2 ,
i.
If i N, j N ,
|gi(x) gj(x)| = |gi(x) gj(xs) + gi(xs) gj(xs) + gj(xs) gj(x)|
| | | | |
gi(x) gi(xs) + gi(xs) gj(xs) + gj(xs) gj(x) |
<++ = 3
Therefore, {g i } converges
uniformly on K.
on K
on K
convergent subsequence.
CYP QUESTIONS:
on E, and
partial sums;
b. g n 0 uniformly on E;
on E.
SECTION-2.7 THE STONE
WEIERSTRASS THEOREM
Theorem 2.7.1:
Proof:
since f g is a polynomial.
2 n
(
We put Qn(x) = cn 1 x ) (n = 1,2,3,....), ------(1)
1
1 1 1 / n
Now (1 x )2 n
dx=2 (1 x ) 2 n
dx 2 (1 x ) 2 n
dx
1 0 0
1 / n
[ ]
3 1 / n
nx
2 x- 3
0
[ ]
3
n n(1)
=2
1
n
3 [1
0 = 2 n 3n
1
]
1 1
1 1
2 n
For any >0(1) and (3) implies that Qn(x) < n 1 ( )
where |x| 1 ------------------(4)
t=1xy=1,t=1 y = x + 1.
0 1 x+1
polynomial in x. Thus {P n } is a
real if f is real.
If 0 x 1
| |
1 1
| |
1
= (f(x+t) f(x))Qn(t)dt
1
2M (
n 1 dt+ 2
2
)
Qn(t)dt+2M n(1 )dt(by(4))
2
2 n 2 n
< 2Mn 1 ( )
+2 (1)+2Mn(1 ) (1 )(by(2))
2 n
< 4Mn 1 ( ) + 2.
< 2 + 2 , for large enough n
=
Therefore lim Pn(x) = f(x) uniformly on[a,b].
n
Proof:
desired properties.
Defintion:
to be uniformly closed.
closed algebra.
Proof:
in each case.
Hence f +g , fg and cf
Therefore is an algebra.
(uniformly).
Definition: Let ? be a family of
Theorem 2.7.3:
= c2.
Proof:
where g,h,k ? ,.
u,v ? , .
= g(x 1 )h g(x 2 )h 0.
c1v c2u
Let f= + .
v(x1) u(x2)
c1v(x1) c2u(x1)
Then f(x1) = + = c1 + 0 = c1 and
v(x1) u(x2)
c1v(x2) c2u(x2)
f(x2) = + = 0 + c2 = c2
v(x1) u(x2)
Theorem 2.7.4:
steps.
| |
n
member of .
, |f| .
defined by
{
f(x) if f(x) g(x),
h(x) =
g(x) if f(x)<g(x),
{
f(x) if f(x) < g(x),
and min(f,g) = .
g(x) if f(x) g(x),
Proof:
f+g |f-g|
and min(f,g) = 2 2 .
Since is an algebra and f and
g , we have
f+g |f-g|
f+g,f-g B. Also 2 , 2 B
. (tK)
Proof:
theorem 2.7.3.
2.7.3)-------(3)
that
( )
hy(t) > f(t) . t Jy -------------(4)
By step 2, g.
Proof:
that
By Step 2, h .
dense in C(X).
Proof:
that u ? r .
> 0.
of theorem 2.7.4.
K, f = u + iv, then u , v .
Hence f .
CYP QUESTIONS:
metric space.
convergent.
UNIT-3
Unit Structure
Logarithmic functions
Functions
Field
function
Introduction
Exponential, Logarithmic,
is f(x) = cnx
n
or more generally
n=0
n
f(x) = cn(x-a)
n=0
These are called analytic functions.
n
If the series f(x) = cn(x-a)
n=0
Theorem 3.1.1:
n=0
f(x) = cnx
n
(|x| < R) . Then the
n=0
series cnx
n
converges uniformly
n=0
,R), and
f '(x) = n-1
ncnx (|x| < R)
n=0
Proof:
n
For |x| R , we have |c n x |
n
|c n (R ) |.
n
Since cn(R-) converges
n=0
root test)
the series c x n
n
converges
n=0
uniformly on [ R + , R ].(by
theorem 2.2.3)
limsup n|cn| = limsup |cn|
n n
n n
n=0
f '(x) = nc x n
n-1
holds for |x|<R
n=1
holds if |x| R .
n=1
holds for |x| < R.
by
f( )(x) =
k
n(n-1)....(n-k+1)cnx
n-k
n=k
(k)
In particular, f (0) = k!c k , (k =
0,1,2,....).
Proof:
f(x) = n
cnx we get
n=0
f '(x) = ncnx
n-1
n=1
Apply theorem 3.1.1, to f , we get
(k)
(x) = n(n-1)....(n-k+1)cnx , -----------(1)
n-k
f
n=1
(k)
Putting x = 0 in (1), we get f (0)=
k!c k , (k = 0,1,2,....).
Abel's Theorem
Theorem 3.1,2:
n=1
Proof:
Let s n = c 0 + c 1 + ....+ c n , s 1 = 0.
m m
Then c x n
n
= (s n sn-1)x
n
n=0 n=0
1 1 2 2 m-1 m
= s01 + s1x s0x + s2x s1x ..... sm-1x + smx
1 2 m-1 m
= (1 x)s0 + (1 x)s1x + (1 x)s2x ....(1 x)sm-1x + smx
m-1
= (1-x) s x n
n
+ smx
m
n=0
n=0 n=0
(i.e.)f(x) = (1 x) snx
n
n=0
converges to s.
(i.e.) lim sn = s.
n
n=0
| || |
| |
= (1-x) (s -s)x n
n
n=0
n=0
|s -s||x| |s -s||x|
n n
(1 x) n + (1 x) n
n=0 n=N+1
n
|s -s||x|
n
< (1 x) n + 2. ---------------(3)
n=0
|f(x) s| < 2 + 2 =
to A,B,C , and if c n = a 0 b n + a 1 b n1
Theorem 3.1.3:
1,2,3,..., j = 1,2,3,...,
suppose x n x 0 as . Define
Proof:
fi(x0) = a (i=1,2,3,...)
ij ----------(2)
j=1
n
fi(xn) = a (i,n=1,2,3,...)
ij ----------(3)
j=1
g(x) = a f (x)( xE )
ij i ----------(4)
i=1
we get
(i.e.) x n x 0 f i (x n ) f i (x 0 ) as n
at x 0 .
x0.
Therefore a ij = f (x ) (by(2))
i 0
i=1 j=1 i=1
=g(x0) (by(4))
= lim g(xn)
n
= lim
n i=1
f (x )(by(4))
i n
= lim
n
(a )(by(3))
i=1 j=1
ij
= lim
n
(a )(by(3))
j=1 i=1
ij
= lim
n
(a ) = a
j=1 i=1
ij ij
j=1 i=1
a ij = a ij
i=1 j=1 j=1 i=1
TAYLOR'S THEOREM
Theorem 3.1.4:
n
f(x) =
n!
( x-a) (|x-a| < R-|a|)
n=0
Proof:
We have f(x) = c x n
n
n=0
n
= cn(x-a+a)
n=0
n
= cn((x-a)+a)
n=0
( )
n
( )
n n-m m
= cn a (x-a)
m
n=0 m=0
x = a.
|() n n-m
| |c |(|x-a| + |a|)
m n
But cn a (x-a) = n
m
n=0 m=0 n=0
theorem 3.1.1,
f( )(0) = k!ck.
k
(k=0,1,2,....).
f( )(0)
k
(i.e.)ck = k! (k=0,1,2,...)
f( )(a)
n
n
f(x) =
n!
( x-a) (|x-a| < R-|a|)
n=0
Theorem 3.1.5:
n n
Suppose the series a n x and b n x
n
anx = n
bnx
n=0 n=0
Hence anx =
n
n
bnx holds for all
n=0 n=0
xS.
Proof:
Put cn = an bn and
f(x) = n
cnx ( xS )
n=0
n=0
points of S.
open.
Let x 0 A.
By the above theorem,
( )
k
f(x) = (x-x0) g(x) |x-x0| < R-|x0| ,
m
where g(x) = dn+k(x-x0)
m=0
k
Therefore f(x) = (x x 0 ) g(x) 0
limit point of E.
n
So f(x) = dn(x-x0) = 0 if |x-x0| < R-|x0|
n=0
(i.e.) in a neighborhood of x 0 .
Therefore A is open.
E = S and
f( )(0)
n
cn = n! = 0 (n=0,1,2,....)
an = bn for n=0,1,2,3,....
anx =
n
n
bnx holds for all x S
n=0 n=0
CYP QUESTIONS:
{ e
1 / x2 ( x0 )
1. Define f(x) = .Prove that f has derivatives of all
0 (x=0)
(n)
orders at x = 0 and that f (0) =
0 for n = 1,2,3,...
SECTION-3.2 THE
EXPONENTIAL AND LOGARITHMIC
FUNCTIONS
Definition:
n
z
E (z ) = n!
n=0
Note 1: By the ratio test, E(z)
( )
1 n k n-k (z+w)
=
n! k
z w = n!
n=0 k=0 n=0
gives
.E(z n ).
rational).
Theorem 3.2.1:
x
Let e be defined on
n
x
x
e = E(x) = n!
n=0
x
a. e is continuous and
x x
b. (e ) = e ;
x
c. e is a strictly increasing function
x
of x, and e > 0;
x+y x y
d. (d) e = e e ;
x x
e. e + as x+ and e 0 as
x ;
n x
f. lim x e = 0 for every n.
x +
Proof:
1,2,3.
n
x
(f)By definition e =
x
n!
n=0
2 n n+1
x! x x x
=1+ 1 ! + 2! + .... + n! + (n+1) ! + .....
n+1
x
> (n+1) ! for x>0
e (n+1)!
e (n+1) !
0 as x +;
n
x x x x -x n
(i.e.)e > (n+1) !
< n
x x
x < x
n -x
(i.e.) lim x e = 0 for every n.
x +
L(E(x)) = x (x real).
CYP QUESTIONS:
SECTION-3.3 THE
TRIGONOMETRIC FUNCTIONS
Let us define
()
Since E z = E(z), C(x) and S(x) are
of E(ix),respectively, if x is real.
2
|E(ix)| = E(ix)E(ix) = E(ix)E(-ix) = 1, so that |E(ix)| = 1(x real)
, so that |E(ix)| = 1 (x real).
all x > 0.
y y
x x
= [C(x) C(y)]
2 2 2
Since 1 = |E(ix)| = C (x) + S (x),
2
C (x) 1.
[C(x) C(y)] 2.
(i.e.)S(x) (y x) 2.
a contradiction.
C(x) = 0.
Theorem 3.3.1:
period 2i,
b. C(x+2) =
1
2 [E(i(x+2)) + E(-i(x+2))]
= [E(ix+2i) + E(-ix-i2))]
1
2
=C(x)
period 2.
period 2.
2 2 2
1 = |E(it)| = x + y .
4 4 4
E(4it) = (E(it)) = (x + iy) = x
2 2 4 2 2
6 y + y + 4ixy(x y )
2 2
If E(4it) is real, then x y = 0
2 2
, that is x = y .
2 2 2 2
Since x + y = 1,2x = 1 x =
2
and y = .
2 2 2
E(4it) = (1/2) 6(l/2) (l/2)
2
+ (1/2) + 4ixy(0)
= 1/4 6/4 + 1/4 = 4/4 =
1.
E(it) 1.
0.
to 0.
2].
2 2
Since C + S = 1 and S 0 on
obtain z = E(i(t+/2)).
E(it) = E(i(t+)).
1( by (c))
CYP QUESTIONS:
2 sinx
1. If 0<x< 2 , prove that < x <1
SECTION-3.4 THE ALGEBRAIC
COMPLETENESS OF THE COMPLEX
FIELD
Theorem 3.4.1:
number z.
Proof:
that a n = 1.
n 1 n
= R [1 |a n1 |R ..... |a 0 |R ]
as R
Claim: = 0.
Suppose 0.
P(z+z0) P(z0)
Put Q(z) = .then Q(0) = = 1.
P(z0) P(z0)
| |
Since P(z0) = =inf |P(z)|, P(z+z0) P(z0)
P(z+z0)
1.(i.e) Q(z) 1 for all z.
p(z0)
there is a smallest integer k, 1 k
k
n, such that Q(z) = 1 + b k z + a 1 z
n
+.... + b n z , b k 0.
k ik
If r > 0 and |b k | < 1, |1 + b k r e |
k
= 1 r |b k | so that
i k
|Q(re )| 1 r {|b k | r|b k+1 |
nk
.... r |b n |}
Hence
i
|Q(re )| < 1, which is a contradiction
Definition:
complex numbers,Since
f(x) = c e n
inx
(x real)
N
{
1 if n=0
1
2 e inx
dx =
0 if n=1,2,...
-
cm= 2
1
f(x) e -imx
dx for |m| N.
-
= 0,1,...,N.
Note 4: We define a trigonometric
inx
cne (x real) the nth partial sum
N
inx
cne formed with these
series of f.
Definition:
Let { n} (n = 1,2,3,...) be a
Then { n } is said to be an
| |
2
[a,b]. If, in addition n(x) dx = 1,
a
orthonormal.
Example:
1
inx
The functions (2) 2
e form an
Note: If { n } is orthonormal on
[a,b] and if
b
cn = f(t)n(t) dt (n=1,2,...) we call c n
a
relative to { n }.
Theorem3.5.1:
2 2
.Then |f-sn| dx |f-tn| dx and
a a
equality holds iff m =c m ,(m =
1,2,...,n).
Proof:
Then
ftn =
f
mm=
m
fm =
mcm
n n n n
|t |
2
Now n = tntn = mm mm = mm mm
m=1 m=1 m=1 m=1
| | (since { } is orthonormal)
2
= m n
b b b
|f-t | dx =(f-t )( ) (f f ft )
2
n n f -tn dx= n tn f + tntn dx
a a a
b b b b
= f f dx- ftndx- tn f dx+ t t dx n n
a a a a
b b b b
|f| dx- |t | dx
2 2
= ftndx- tn f dx+ n
a a a a
b
= |f| dx- c
a
2
mm
c
m m m m
m cm
b b
|f-sn| |f-tn|
2 2
dx dx
a a
b b
|f| dx |c
2 2
m |
a
n b
|s (x)| dx = |c |f(x)| dx
2 2 2
n m |
m=1 a
Theorem3.5.2:
(Bessel's inequality) If { n } is
orthonormal on
n=1 n=1 a
n b
|cn| |f(x)|
2 2
Letting n ,we get dx
n=1 a
is given by
f(x) = c e n
inx
where cn =
1
2 f(x)e -inx
dx
-
series of f is given by
SN(x) = SN(f;x) = c e n
inx
-N
= 2
1
f(x-t)D (t)dt N
-
Theorem 3.5.3:
=
1
2 e inx
dx= e inx
dx
n=-N - n=-N
( { )
1 if n=0
=1
1
2 e inx
dx=
0 n=1, 2, ...
-
SN(f;x) f(x) =
1
2 f(x-t)D (t)dt-f(x) = f(x-t)D (t)dt-f(x).1
N
1
2 N
- -
=
1
2 f(x-t)D (t)dt-f(x) D (t)dt
N
1
. 2 N
-
1
=
1
2 (f(x-t)-f(x))DN(t)dt= 2 g(t)sin(t/2)D (t)dt N
- -
bounded.
Theorem 3.5.4:
Proof:
Theorem 3.5.5:
f(x) c e n
inx
, g(x) e n
inx
|f(x)-S (f;x)| c ,
1 2 1
Then lim 2 N dx=0, 2 f(x) g(x) dx= n n
N - -
|f(x)| dx= |c |
1 2 2
2 n
-
Proof:
{ }
1
2
2
|h(x)| dx
2 1
h = 2
-
{ } { } { }
1 1 1
2 2 2
|h(x)-P(x)| dx dx dx
2 2
1 1 2
h-P 2 = 2 < 2 = 2
- - -
{ }
2
2
= 2 2 =
<++ = 3.
lim f-SN(f) 2 = 0
N
{ }
1
2
2
|f(x)-SN(f;x)|
1
(i.e) lim 2 dx =0
N -
{ }
2
|f(x)-SN(f;x)|
1
(i.e) lim 2 dx = 0
N -
N
inx inx
Next, 2
1
1
SN(f)gdx= 2 cne g(x)dx= cn 2
1
e g(x) dx
- - -N -
N
= c n n ---------------(1)
n=-N
| | { | |}
1
||
2
2 2
(i.e.)
|
fg
SN(f)g
| 0 as N
lim
N -
SN(f)g =
fg
(i.e.) lim
N
1
2 SN(f)g =
1
2 fg
- -
- n=-
(i.e.) 2
1
f(x)g(x) dx = cnn
- -
get
| |
2 2
|cn|
1
2 f(x) dx =
- n=-
CYP QUESTIONS:
coefficients of f.
2
sin (n) -
b. Conclude that n
= 2
Definition
For 0<x<,(x) t
x-1 -t
e dt
0
Theorem 3.6.1:
a. The functional equation (x+1) =
Proof:
a. Let 0 < x < .
(x) = t x-1 -t
e dt
0
(x+1) = t x+1-1 -t
e dt= t e x -t
dt= t d(e )
x -t
0 0 0
= ( t e )0 + xt
x -t x-1 -t
e dt=0+x t x-1 -t
e dt=x(x)
0 0
(n+1) = n(n+1)(n-2).....1 = n!
1 1
Let 1<p< and p + q = 1.
( )= t( p q ) e dt = t( ) ( 1p + 1q )e t( 1p + 1q )dt
x y x y
x y + 1 -t +
Now p + q
p q
0 0
t( ) ( qy + 1q )e pt qt dt=
t( )e pt t( y-1q )e qt dt
x 1 x-1
= p p p
0 0
{ } { }
1/p 1/q
t x-1 -t
e dt . t y-1 -t
e dt (by Holder's inequality)
0 0
c. 1/p 1/q
= {(x)} {(x)}
Taking log on both sides,we get
1 1
= p log(x) + q log(y)
1 1 1
Put = p .Then 1-=1- p = q
Theorem 3.6.2:
If f is a positive function on (0, )
such that
b. f(1)= 1
c. log f is convex,
Proof:
x > 0.
By (c) , is convex .
Suppose 0 < x < 1, and n is a
positive integer.
1) = n!
on the intervals
(n+1+x) (n+1)
log n n+1+x-n-1 log(n+1)(by(1)) ----------(3)
=....=(x) + log[x(x+1)...(x+n)]
(3) logn
(x) + log[x(x+1)...(x+n)] log n!
x log(n+1)(by(2))
[ ] ( n+1
n )
x
n!n
0 (x) log x(x+1)...(x+n) x log
=x log 1 + ( 1
n ) 0 as n
[ ]
x
n!n
(i.e.) (x) = lim log x(x+1)...(x+n)
n
f(x) = (x).
Theorem 3.6.3:
function B(x,y))
Proof:
we have
t x-1 y-1
(x) = (1-t) dt
0
1
t x1 y-1
Now B(x, y) = (1-t) dt
0
1 1
( )
y 1
t (1-t) dt=(1-t)
11 y-1 y1 (1-t) 1
Therefore B(1,y) = dt= y = y
0
0 0
= t ( )
1-t dt
0
1
( p + q) (p + q)
(1-t) ( p q ) ( p q )dt
x x 1 1 1 1 1 1
y + +
= t
0
1
( p p) (q + q)
(1-t)( p p )(1 t)( q p )dt
x 1 x 1 y 1 y 1
= t
0
1
( p ) ( q )
(1-t)( p )(1 t)( q )dt
x-1 x-1 y-1 y-1
= t t
0
) )
p q
t( )(1 t)( ) t( )(1 t)( )
x-1 y-1 x-1 y-1
p p
dt p p
dt
0 0
{ }{ }
1 1/p 1 1/q
t t
x-1 y-1 x-1 y-1 1/p 1/q
= (1 t) dt (1 t) dt = B(x,y) , B(x,y)
0 0
(i.e.)B( p + q , y) B(x,y)
x x 1/p 1/q
.B(x,y)
t (1-t) dt = t (1-t) dt
x+1-1 y-1 x y-1
Now B(x+1,y) =
0 0
1 1
( )
x x
t t
(1 t)x (1-t) (1 t) dt= 1 t (1-t)
x y-1 x+y-1
= dt
0 0
( )dt and
x x-1
Let u= ( 1 t t ) , then du=x( 1 t t ) 1
(1 t )
2
1 x+y
(1 t)
(1 t)
x+y-1
dv= dt,v=-
x+y
0
1 x+y
( ) ( )
x (1-t)x+y 1 (1 t) t
x-1
1
B(x+1,y) = ( t
1t x+y ) 0
+ x+y
x
1-t (1 t )
2 dt
0
1 1
(1-t) ( ) t x-1 1
(1-t)
x x+y x x+y-x+1-2 x-1
=0+ x+y 1-t 2 dt= x+y t dt
(1-t)
0 0
1
(1-t)
x y-1 x-1 x
= x+y t dt = x+y B (x,y)
0
x
(i.e.)B(x+1,y) = x+y B (x,y). ------------(1)
(x+y)
Let f(x) = (y)
.B(x,y).
(x+y)(x+y) x x(x+y)
= (y)
. x+y B( x,y) = (y)
.B(x,y) = xf(x)
(y+1) (1+y) 1 y(y) 1
f(1) = (y)
.B(1,y). = (y) y
= (y) y =1
(x+1+y)
Then f(x+1) = (y)
.B(x+1,y)
(x+1+y)
. x+y B(x,y). (by(1))
x
= (y)
(x+y)(x+y) x x(x+y)
= (y)
. x+y B( x,y) = (y)
.B(x,y) = xf(x)
(y+1) (1+y) 1 y(y) 1
f(1) = (y)
.B(1,y). = (y) y
= (y) y =1
log (y).
f is also convex.
(
x-1 y-1
) ( )
2 2 (x)(y)
2 sin 1 sin sin cos d= (x+y)
0
/2
(i.e.)2(sin )
x-1 y-1
( )
2 2 (x)(y)
1 sin sin cos d= (x+y)
0
/2
(1 / 2)(1 / 2)
(sin ) (
2 1 / 2) 1
(cos ) ( ) d
2 1/2 1
(1/2+1/2)
=2
0
/2
( )
2
(1 / 2)
(i.e.) (1)
=2 d=2(/2)=
0
( )
2
Since (1) = 1, we have (1 / 2) =
Therefore (1 / 2) = .
2 2
2x-2 s 2x-1 s
(x) = s e 2sds =2 s e ds
0 0
Put x = , we get
= ( 1/2 ) = s e
2 2
2( 1/2 ) 1 s s
e ds = ds.
0 0
( 12 ) ( x +2 1 ) (Verify).
x1
2
Also (x) =
CYP QUESTIONS:
( 21 ) ( x +2 1 )
x1
2
2. Prove that (x) =
J.(Localization theorem)
4. Prove that lim x log x = 0 for
x +
every >0.
Unit Structure
Transformations
principle.
Theorem
Introduction
function theorem.
SECTION-4.1 LINEAR
TRANSFORMATIONS
Definition:
n
A non-empty set X R is a vector
Definition:
n
If x 1 ,x 2 ,...,x k R and c 1 ,c 2 ,...,c k are
,x 2 ,... ,x k .
Definition:
n
Let S R .Then the set of all linear
by L(S).
Note:
Definition:
Linear independent:
+ x 2 c 2 +... + x k c k = 0 c 1 = c 2 = ....
dependent.
Definition:
we write dim X = r.
Definition:
called a basis of X.
Note(i):
n
Let R be the set of all ordered n-
. Define x + y = (x 1 +y 1 ,x 2 +y 2 ,...
,x n +y n ) where y = (y 1 ,y 2 ,...,y n ) and
x = (x 1 ,x 2 ,..., x n ). Then x + y,
n
x R .
n
(ie) R is closed under addition and
scalar multiplication.
n
R is a vector space over the field
R.
Note(ii):
Let e1 = (1,0,0,...,0), e2 =
n
If x R , x = (x 1 ,x 2 ,...,x n ) , then x =
If a subset S = {v 1 ,v 2 ,...,v k } of X
In particular if v1 = 0, then 1
Note(iv):
remaining vectors in S.
Note(v):
The set {v} consist of single vectors
v 0.
Note(vi):
Definition:
Theorem 4.1.1:
Let dim X = r + 1.
vectors {x 1 ,x 2 ,...,x r }.
i+1 ri
a y +b x
j j k k = 0.
j=1 k=1
which is a contradiction.
S i {y i+1 }.
Let T i = S i {y i+1 }.
i.
X > r.
dim X r.
n
Cor: dim R = n.
Proof:
n
Since {e 1 ,e 2 ,.. .,e n } spans R , the
n
above theorem shows that dim R
n. Since {e 1 ,e 2 ,.. .,e n } is
n
independent, dim R n.
n
Therefore dim R = n.
Theorem 4.1.2:
X = n.
iff E is independent.
consist of n vectors
c. If 1 r n and {y 1 ,y 2 ,...,y r }
{y 1 ,y 2 ,...,y r }.
Proof:
a. Suppose E = {x 1 ,x 2 ,...,x n }.
If E is independent then to prove
that L(E) = X.
Let yX.
dependent. ( dim X = n )
a vector in A which is a
no vector in E is a linear
combination of preceding
vectors.
y is a linear combination of
{x 1 ,x 2 ,...,x n }.
y L(E).
X L(E).
independent.
vectors.
a contradiction to L(E) = X.
Therefore E is independent.
(i.e.) E = {x 1 ,x 2 ,...,x n } is
independent set in X.
By (a), L(E) = X.
X has a basis consists of n
vectors.
By hypothesis, {y 1 ,y 2 ,...,y r } is
an independent set in X.
the set
members of S.
contains {y 1 ,y 2 ,...,y r }.
Definition:
= Ax 1 +Ax 2 ,
all scalars c.
Definition:
i. is one-to-one and
invertible.
1 1
We define A on X that, A (Ax) =
1
x or A(A x) = x.
Note:
any
formula
n
Ax = c Ax i i
i=1
Theorem 4.1.3:
Proof:
{ }
n
c Ax / x X
i i i =L({Ax1, Ax2, ....Axn})
i=1
L(Q) = X.
independent.
Suppose A is one-to-one .
( )
n n
Let c Ax = 0 i i A cx i i =0
i=1 i=1
( )
n n
A cx i i = A. 0 cx =0 i i
i=1 i=1
( )
c1 = c2 = .... cn = 0 since {x1, x2, ...., xn} is independent
Q is independent.
( )
n
A cx i i =0
i=1
Then c Ax = 0
i i c1 = c2 = ....cn = 0 (Q is independent)
i=1
Therefore Ax = 0 only if x = 0.
Now, Ax = Ay A(x y) = 0 x y
= 0x = y.
Therefore A is one-to-one.
Definition:
Definition:
scalars, define c 1 A 1 +c 2 A 2 by
(c 1 A 1 +c 2 A 2 )x = c 1 A 1 x+c 2 A 2 x (xX).
Definition:
Then BA L(X,Z).
Note that BA need not be the same as
AB, even if X = Y = Z
Definition:
n m
For AL(R ,R ), define ||A|| = sup
n
{|Ax|/xR with |x|1} and the
Theorem 4.1.4:
n m
a. If AL(R ,R ), then ||A|| <
n m
b. If A,BL(R ,R ) and c is a scalar
a metric space.
n m n m
c. If AL(R ,R ) and BL(R ,R ),
Proof:
x = c i e i , |x| 1, so that |c i |
Ci || Ae i | | Ae i | (since |c i |
1).
|Ax| | Ae i |< .
Therefore A is uniformly
continuous.
n
b. ||A + B|| = sup{|(A+B)x|/xR
with |x|1}
n
= sup{|(Ax+Bx)|/xR with
|x|1}
n
sup {|Ax|+|Bx|/x R with
|x|1}
n
= sup{|Ax|/xR with |x|1} +
n
sup{|Ax|/xR with |x|1}
n
= sup{|c|| Ax|/x R with
|x|1}
n
= |c| sup{|Ax|/xR with
|x|1}
= |c| ||A||
n m
Now to prove that L(R ,R ) is a
metric space.
d(A,B) 0
= B.
A|| = d(B,A).
d(A,C) = ||A C|| where C
n m
L(R ,R )
= ||A B + B C||
= d(A,B) + d(B,C)
n m
Therefore L(R ,R ) is a metric
space.
n m
c. Let A,B L(R ,R ).
|x| 1}
n
sup{||B|| |Ax|/xR
with |x| 1}
n
= ||B|| sup{|Ax|/xR
with |x| 1}
= ||B|| ||A||.
Theorem 4.1.5:
n
a. If A, BL(R ), and ||B
1
A||.||A || < 1, then B.
n
b. is an open subset of L(R ),
1
and the mapping A A is
continuous on .
Proof:
1
a. Put ||A || = 1/ and ||B A||
= .
1
Then ||B A||.||A || < l /
< 1 < .
Therefore > 0,
1
Now |x| = | A A(x)| = |
1 1
A (Ax)| ||A || |A(x)|
1
= |Ax| ( ||A || = 1/)
A|||x| + |Bx|
= .)
)|x| |Bx|
> 0)
Bx 0.
Now Bx By Bx By 0
B(xy) 0 x y 0 x y.
B is one-to-one.
By theorem 4.1.3, B. This
1
b. Replace x by B y in ( )|x|
|Bx|, we get
1 1
( )| B y | |BB y |
n
= |y| (yR )
1 1
| B y | |y|( ) .
1 1 n
|| B || =sup{| B y | / yR
1
} ( ) .
1 1 1 1 1
Now B A = B A A B
1 1 1
B A = B (A B)A .
1 1 1 1
||B A || = ||B (A B)A
1 1
|| || B || ||A B|| ||A ||
1
..
As B A, 0.
1 1
||B A || as 0.
1
A A is continuous on .
Definition: Matrices
Axj = a y ij i (1 j n)
i=1
n matrix:
[ ]
a11 a12 a1n
vectors of [A].
( )
n n n n m
If x = c x then Ax = A c x
j j j j = c Ax = c a y
j j j ij j
j=1 j=1 j=1 j=1 i=1
[ ]
m n
= a c ij j yi.
i=1 j=1
{ a }
1/2
Next to prove that ||A|| ij2
definition Ax = a c
i [ ] j
ij j yi
( ) ( ) ( )
n n n
[ ] [ ]
2
m n m n n
|Ax| = a c
2
aijcj ij2 j2 (by Schwarz inequality)
i=1 j=1 i=1 j=1 j=1
2
= aij2 |x|
i, j
{ a }
1/2
Thus ||A|| ij2
1. If S is a non-empty subset of a
invertible.
1 1.
SECTION-4.2
DIFFERENTIATION
real number
f(x + h) f(x)
lim h provided that this
h0
limit exists.
f(x + h) f(x)
(i. e.) f'(x) = lim h
h0
Definition:
1 m
If f is a map from (a,b) R to R is
of
1 m
R to R that satisfies
f(x + h) f(x) f'(x)h
lim h =0
h0
Definition:
n
Suppose E is an open set in R and
m
f maps E into R and xE if there
n
exist a linear transformation A of R
m
into R such that
|f(x + h) f(x) Ah|
lim |h|
= 0, .....(1)
h 0
differentiable in E.
Theorem 4.2.1:
Proof:
Let B = A 1 A 2 .
Now Bh = (A 1 A 2 )h = A 1 h A 2 h
f(x) + A 1 h A 2 h
= [f(x+h) f(x) A 2 h]
[f(x+h) f(x) A 2 h]
|f(x+h) f(x) A 2 h|
|B(h)|
|h|
|f(x + h) f(x) A1h|
|h|
+
|f(x + h) f(x) A2h|
|h| 0
as h 0
|B(h)|
|h| 0 as h 0
|B(th)|
|th| 0 as t 0 .....(2)
The linearity of B shows that the left
n
Thus Bh = 0 for every h R . Hence
B = 0.
Therefore A 1 = A 2 .
(Chain rule)
Theorem 4.2.2:
n
Suppose E is an open set in R , f
m
maps E into R , f is differentiable at
g'(f(x 0 ))f(x 0 ).
Proof:
and define .
Since f is differentiable at x 0 , we
|f(x0 + h) f(x0) Ah|
have lim |h|
=0
h0
|u(h)| |u(h)|
(i. e.) lim |h|
= 0. (i. e.) lim (h) = 0 where (h) = |h|
h0 h0
(h) 0 as h 0.
(k) 0 as k 0.
v(k) =
B(u(h)) + v(k).
Zero
|F(x0 + h) F(x0) BAh|
(i. e.) lim |h|
=0
h0
= BA.
Definition:
m.
For x E, 1 i m, 1 j n, we
define
derivatives (D j f i )(x)
exist, and
m
f'(x)ej = (D f )(x)u j i i (1 j n)
i=1
Proof:
m
fi(x + tej) fi(x)
t0
lim t
ui = f'(x)ej.
i=1
m
fi(x + tej) fi(x)
(i. e.) lim t
ui = f'(x)ej.
t 0
i=1
(D f )(x)u = f'(x)e
j i i j
i=1
f'(x)ej = (D f )(x)u .
j i i
i=1
[ ]
(D1f1)(x) (Dnf1)(x)
(D1f2)(x) (Dnf2)(x)
[f'(x)] =
(D1fm)(x) (Dnfm)(x)
Theorem 4.2.4:
E, bE.
Proof:
(t)E.
a).
|g'(t)| = | f((t)) (b a) | ||
f((t))|| |b a| M |b a|.
When t = 0, g(0) = f((0)) = f(a).
|g(1) g(0)|(10)g'(t)
constant.
Proof:
M = 0.
A differentiable mapping f of an open
n m
set E R into R is said to be
y| < .
Theorem 4.2.5:
n
Suppose f maps an open set ER
m
into R . Then f ? (E) iff the partial
n.
Proof:
xE.
f(x)e j .u i
= (f'(y)
f(x))e j .u i .
f'(x))e j .u i |
= |(f'(y)
= ||f(y)
f(x)||
D j f i is continuous.
radius r.
Since D j f i is continuous, r can be so
chosen that
Suppose
n
v k = h 1 e 1 +h 2 e 2 + .... +
h k e k for 1 k n.
+ v0)
= [f(x + v ) f(x + v
j j1 )] .....(2)
j=1
lie in S.
v j1 = h 1 e 1 +h 2 e 2 + .... + h j1 e j1 we
have v j v j1 = h j e j v j = v j1 +
hjej,
summand in (2),
+ v j1 )] (f(x + v j1 + j h j e j ))
where 0 < j < 1 and this differs from
h j D j f(x) by less than |h| n , using (1)
D j f(x + v j1 + j h j e j )
= h j D j f(x +
v j1 + j h j e j )
n n
= h D [f(x + v
j j j1 + jhjej) ] h (D f)(x)
j j
j=1 j=1
| |
n
= h D [f(x + v
j j j1 + jhjej) ] h (D f)(x)
j j
j=1 j=1
| |
n
= [h [D [f(x + v
j j j1 ]
+ jhjej) Dj[f(x)] ]]
j=1
|h | |D [f(x + v
j j j1 ]
+ jhjej) Dj[f(x)] |
j=1
n
< |hj| n (by (1))
j=1
|h|
|
n
f is differentiable at x.
(D1fm)(x) (Dnfm)(x)
n n n
n m
= h (D f )(x)u
j j i i
j=1 i=1
CYP QUESTIONS:
1. If f(0,0) = 0 and
xy
f(x, y) = 2 2 if f(x, y) (0, 0)
x +y
at (0,0).
SECTION-4.3 THE
CONTRACTION PRINCIPLE.
Definiton:
Let X be a metric space, with metric
X.
Theorem 4.3.1: (Contraction
mapping theorem)
(x n ) = x n+1 .
sequence in X.
x,y X
d((x n ), ( x n1 )) c d(x n , x n1 )
cd((x n1 ), ( x n2 )) =
c.c
2
d(x n1 ,x n2 ) = c d(x n1 ,x n2 ) =....
n
d(x n+1 , x n ) c d(x 1 ,x 0 ) .
n n+
c d(x 1 ,x 0 ) + c 1d(x 1 ,x 0 )
m1
+.....+ c d(x 1 ,x 0 ).
n 2 mn1
c d[1 + c + c +....+ c ]
d(x 1 ,x 0 )
n 2
< c d[1 + c + c +....] d(x 1 ,x 0 )
n
d(x1, x0)
c
< 1c
n
Since c < 1, (c ) 0 as n
Therefore, given > 0, there exists a
n
d(x1, x0) <
c
1c
d(x n , X m ) <
{x n } is a Cauchy sequence in X.
{x n } x.
Since is contraction, is
continuous.
(x n ) (x).
x is a fixed point of X.
(y) = y.
since d(x,y) 0,
(1 c)d(x,y) 0, which is a
contradiction to (1).
Theorem 4.4.1:
n
R , f(a) is invertible for some aE
Proof:
a. Put f(a) = A.
Given that f(a) is invertible.
1
A is invertible (i.e.) A exists.
1
Choose so that = .
2 || A | |
1
f(a)|| <
point of .
x is a fixed point of .
Conversely, let (x) = x.
1
Then x = x + A (y f(x))
1
A (y f(x)) = 0 yf(x) = 0
y = f(x).
1
Now '(x) = I + A (0 f'(x)) =
1 1 1
A A A f(x) = A (A f(x))
variable,
| (x 1 ) (x 2 )| = |x 1 x 2 |
||'(x)||, x(x 2 , x 1 )
is a contraction.
xU.
one in U.
Put V = f(U).
some x 0 U.
yV.
1
Since (x 0 ) = x 0 + A (y
f(x 0 )),
1
(x 0 ) x 0 = A (y f(x 0 ))
|(x0) x0| = |A 1 (y f(x0))| ||A 1 || |y f(x0)| 1
2 |y y0|
1 r
< 2 r = 2 ......(3)
If x B , then |(x) x 0 | = |(x)
(x 0 ) + (x 0 ) x 0 |
|(x)
(x 0 )| + |(x 0 ) - x 0 |
1 r
<
2 | x x0| +
2
r r
< + =r
2 2
|(x) x 0 | < r.
(x)B(x 0 ,r).
|
Also if x1, x2 B, then (x1) (x2) < | 1
2 |x1 x2| (by (2))
is a contraction of B into B .
n
Since R is complete and B is
closed, B is complete.( since any
yV.
y is open set.
y = f(x); y + k = f(x + h)
Now, (x + h) (x) = x + h +
1 1
A (y f(x + h)) x A (y
f(x))
1
= h + A (y f(x
+ h) y + f(x))
(f(x + h) f(x)) = h
1
=h + A
A 1
k .....(4)
Now |(x + h) (x)|
1
2 |h| |h A 1
|
k
1
2 |h|
1
2 |h| |h A k| |h| |A k|
1 1
|A 1
k | 1
2 |h| 2 |A 1
|
k |h|
|h| 2 |A k| 2 |A | |k|
1 1
| | 1
|k|. .....(5)
|| A
1
|| ||f'(x) A|| < 21 < 1.
linear operator.
1
(i. e.) T = f'(x) .
g(f(x)) T
= x+h x
= T[k h/
|g(y + k) |
g(y) T(k)| = T[f(x + h) f(x) hf'(x)] |
= t.
f (x) = f(g(y)),
n
an open subset of R for every open
set WE.
Proof:
W E, xE.
By hypothesis, f(x) is invertible.
n
R such that xU and yV, f is one-
selected so that U W.
(i.e,) V f(W).
But f(x) V
a neighborhood Nr(y)V,
f(W).
n
Therefore f(W) is an open in R ,
CYP QUESTIONS:
that f(x) = 0
2. If f is a differentiable mapping of
n
a connected open set E R into
m
R , and if f'(x) = 0. for every
E.
UNIT-5
Unit Structure
theorem
higher order
integrals
Introduction
integrals.
If f is a continuously differentiable
y interms of x in a neighborhood of
function theorem.
n
Notation: If x = (x 1 ,x 2 ,...,x n )R
m
and y = (y 1 ,y 2 ,...,y m )R , let us
defined by A x h = A(h,0), A y k =
n m
A(0,k) for any hR , kR . Now to
n n+m n
show that A x L(R ), A y L(R , R )
and A(h,k) = A x h + A y k.
proof:
n
i. If h 1 ,h 2 R then Ax(h 1 + h 2 ) =
= A[(h 1 ,0)] +
A[(h 2 ,0)]
=A x h 1 + A y k 2 .
ii. A x (ch) = A(ch,0) = A[c(h,0)] =
cA(h,0) = c A x h where c is a
scalar.
A x is a linear.
|||ly A y is a linear.
n+m n
Theorem 5.5.1: If A L(R , R )
Proof:
= 0. A x h = A y k.
-1
Since A x is invertible, A x exists.
1 1 1
(i.e.) A x A x = Ax AX= I Ax Ax
1
h = (A x ) Ayk
1
h = (A x ) A y k.
n
Suppose h 1 ,h 2 R such that h 1 =
1 1
(A x ) A y k 1 ., h 2 = (A x ) Ayk2
then h 1 h 2 = 0. Therefore h is
unique.
(Implicit Function Theorem)
Theorem 5.5.2:
n+m
Define F: E R by F(x,y) =
n m
Let (x,y) E and let h R , k R
F(x+h,y+k) F(x,y) =
(f(x+h,y+k),y+k) (f(x,y),y)
= (f(x+h,y+k) f(x,y), k)
E.
f(u,v))(h,k),0)
|| F'(x,y)(h,k) F'(u,v)(h,k) || ||
f(a,b) = f(a,b)(h,k)+r(h,K),
|r(h, k)|
where lim =0
|(h, k)|
(h, k) 0
f(a+h,b+k) = A(h,k) + r(h,k)
(since f(a,b) = 0)
(f(a+h,b+k),b+k) (f(a,b),b)
(f(a+h,b+k),k)
(A(h,k)+r(h,k),k)
(A(h,k),k) + (r(h,k),0)
n+m
Fis the linear operator on R
(i.e.) A(h,0) = 0 A x h = 0.
1
Since A x is invertible, A x exists .
1 1
Ax (A x h) = 0 (A x A x )h = Ih
= 0 h = 0.
n+m
F'(a,b) is a one-to-one on L(R ).
n+m
Since R is a finite dimensional
invertible.
Now apply the inverse function
theorem to F.
mapping of U onto V.
m
Let W = {y R /(0,y) V}.
(0,y) = (f(x,y),y)
f(x,y) = 0.
Now to prove the uniqueness.
(f(x,y),y) = F(x,y)
(x,y) = (x,y) x= x.
( )
Consider F(g(y), y) = f(g(y), y), y = (0, y) .....(1)
(V).
g ? (W) (or) g? .
1
Next to prove g'(b) = (Ax) Ay.
m
Let k R such that y+k W.
= (g(y+k)
g(y),k)
= (g'(y)k +
r(k),k).
= (g'(y)k,k) +
(r(k),0)
f(g(y),y) = 0 in w.
f((y)) '(y) = 0
and f'((y)) = A.
A x g'(b) +A y = 0 Axg'(b) = - A y .
-1
Since A x is invertible, A x exists.
-I
A x A x g'(b) = - (A x -1)Ay.
1
g'(b) = (Ax )A y .
Example:
given by
x1
f 1 (x 1 ,x 2 ,y 1 ,y 2 ,y 3 ) = 2e + x 2 y 1 4y 2
+ 3
f 2 (x 1 ,x 2 ,y 1 ,y 2 ,y 3 ) = x 2 cos x 1 6x 1 +
2y 1 y 3 .
f(a,b) = 0.
f'(a,b) is given by
[ ]
D1f1 D2f1 D3f1 D4f1 D5f1
[A] =
D1f2 D2f2 D3f2 D4f2 D5f2
[ ]
2 3 1 4 0
=
6 1 2 0 1
[ ] [ ]
2 3 1 4 0
Hence [Ax] = and [Ay] = .
6 1 2 0 1
g , defined in a neighborhood of
and f(g(y),y) = 0.
[ ]
1 3
[( A ) ] = [ A ]
1 1 1 1
Since x x = Adj A =
|Ax| 20
6 2
[ ][ ]
1 1 1 3 1 4 0
g'(3, 2, 7) = Ax Ay = 20
6 2 2 0 1
[ ]
1 1 6 4 3
= 20
6 + 4 24 2
[ ][ ]
1 5 4 3 1/4 1/5 3 / 20
= 20 =
10 24 2 1/2 6/5 1 / 10
conclusion is that
1 1 3
D1g1 = 4 D2g1 = 5 D3g1 = 20
1 6 1
D1g2 = 2 D2g2 = 5 D3g2 = 10 at the point (3, 2, 7)
Definition:
= 0.
X.
Let x 1 ,x 2 ? (A). Then Ax 1 = 0, Ax 2
= 0.
Now A(x 1 +x 2 ) = Ax 1 + Ax 2 = 0 + 0 =
0.
X 1 + X 2 ? (A).
a scalar.
cx ? (A).
X.
x 1 ,x 2 X such that
y 1 = Ax 1, y 2 = Ax 2 .
Now A(x 1 +x 2 ) = Ax 1 + Ax 2 = y 1 +y 2 .
x 1 + x 2 (A).
such that y = Ax
Definition:
dimension of (A).
Result 3:
n n
(i.e.) A: R R is 1 1 and onto.
n
Since A is onto, (A) = R .
n
Therefore r(A) = dim (A) = dim R
= n.
n
Conversely,let the rank of A L(R )
be n.
(i.e.) r(A) = n.
n
(i.e.) dim (A) = dim R
n
Therefore = R .
(i.e.) A is onto.
n
Since R is a finite dimensional vector
Therefore A is invertible.
Projections:
= x2.
Therefore P is a linear
transformation.
2
Now P (x) = P(P(x)) = P(x).
Therefore P is a projection.
Result 4:
x 2 ? (A).
x 1 = P(x 1 ) and Px 2 = 0.
0 = x 1 x 1, by putting P(x) = x 1 .
, x 4 ? (A)..
Then x 1 = Px = Px 3 + Px 4 = x 3 + 0 =
x 3 and x 4 = x - x 3 = x - x 1 = x 2
Therefore the expression is unique.
Result 5:
(P) = X 1 .
X 1 X, dim X 1 is finite.
2
P (x) = P(P(x)) = P(0) = 0 = P(x).)
Therefore (P) = X 1 .
Assume dim X 1 = k > 0.
= c 1 u 1 +c 2 u 2 +.. .+c k u k .
c 1 u 1 +c 2 u 2 +...+c k u k .
.+0.u n ]
=
= c l u l +c 2 u 2 +...+c k u k x.
But (P)X 1 .
(P) = X 1 .
(The Rank Theorem)
Theorem 5.2.1:
integers with m r, n r. F is a ?
n
-mapping of an open set E R into
m
R and the derivative F'(x) has rank r
0.
F(a)|| |b a| ||F'(x)|| = 0
||F(b) F(a)||) = 0.
0x + (0x).
dim {range of A} = r.
dim Y 1 = r.
say {y 1 ,y 2 ,... ,y r }.
n
Choose Z i R so that AZ i = Y i , 1 i
r.
n
Define S: Y1 R by
S(c 1 y 1 +c 2 y 2 +...+c r y r ) =
c 1 z 1 +c 2 z 2 +...+c r z r ,
Clearly S is linear.
ASy i = Az i ASy i = y i , 1 i r.
ASy = y, if y Y 1 . (or) AS = I.
n n
Define G: E R R by G(x) = x +
SP[F(x) Ax].
Ax]
= h+ SP[F(x+h)
F(x) Ax Ah + Ax]
= h+ SP[F(x+h)
F(x) Ah]
where
D = I +SP[F'(x)A
( since F'(a) = A)
= I.
n
G'(a) is an identity operator on R .
Clearly G is a ? -mapping on E.
,with aU,U E.
n
Let x R . Then ASPA(x) ASP[A(x)]
= ASy = Iy = y = Ax.
Therefore ASPA = A.
Since AS = I, PA = A.
ASPF(x) ASPAx
= Ax + ASPF(x) Ax =
xE.
In particular, AG(x) = PF(x) holds for
xU. (since U E)
Ax = PF(H(x))
every x V.
0.
(x) ? (P) = Y 2 .
Y2.
every x V.
'(x) = F'(H(x))H'(x)
Rank of '(x) =
Rank[F'(H(x))H'(x)] = r dim(range of
'(x)) = r.
(A)= rank A = r.
Suppose Ah = 0, where h = x 2 x 1
'(x) = F'(H(x))H'(x) A.
Ah = 0,
t[0,1].
(x 1 ) = (x 2 ).
(Ax) = (x).
X = X 0 + S(y y 0 ) lies in V,
Ax = Ax 0 + AS(y y 0 ) = y 0 + y y 0
(since AS = I)
= y
y 0 ))
'(y) = (x 0 + S(y y 0 )) S.
? (A(V)).
CYP QUESTIONS:
2 2
x y
1. For (x,y) (0,0), define f= (f1,f2) by f1(x, y) = 2 2
x +y
xy
f2(x, y) = 2 2 compute the rank
x +y
n m
2. Suppose A L(R ,R ), let r be
the rank of A.
(S).
n
is a projection in R whose
SECTION-5.3
DETERMINANTS.
Definition:
of integers.
interchanged.
Definition:
We define
det [A] =
1 jn.
Example:
[ ]
2 4
If [A] = , then det[A] = s(j1, j2)a(1, j1)a(2, j2)
5 3
=
s(1,2)a(1,1)a(2,2) +
s(2,1)a(1,2)a(2,1)
= 1.2.3 +
(1)4.5 = 6 20 = 14
[ ]
a11 a12 a1j a1n
The jth column vector xj = a1je1 + a2je1 + .... + anjen = aijei = a(i, j)e i
j=1 i=1
.,x n ).
Theorem 5.3.1:
n
a. If I is the identity operator on R
= 1.
det[A] 1 = det[A].
then det[A] = 0.
{
1 if i = j
a(i, j) =
0 if i i
j 1 )a(2,j 2 )....a(n,j n )
)a(2,2).. ..a(n,n)
= s(1,2,...,n).1
= sgn(2 1)sgn(3
2).....sgn(n (n 1))
= 1.
det [A] =
s(j 1 ,j 2 ,...j n )a(1,j 1 )a(2,j 2 )....a(n,j n )
det[A].
But [A] = [A] 1 .
Theorem 5.3.2:
then
det([B][A]) = det[B]det[A].
Proof:
[A].
vector of [B][A].
(i. e.) B(x1, x2, ...., xn) = det (Bx1, Bx2, ....., Bxn). .....(2)
By (2) and theorem 5.3.1, b also
[ ]
n n
= a(i, 1) [e , x , ..., x ].
B i 2 n
i=1
we obtain
the condition 1 i r n .
B (e 1 ,e 2 ,...,e n )
det[B].
B (e 1 ,e 2 ,...,e n ) = B [I] =
det([B][I])
b [A] =
a(i 1 ,1)a(i 2 ,2)....a(i n ,n)t(i 1 ,i 2 ,....
i n ). B (e 1 ,e 2 ,...,e n ) det([B][A]) =
det[B]det[A].
Theorem 5.3.3:
det[A] 0.
Proof:
Suppose A is invertible.
1
Then [A][A ] = I.
1
By theorem 5.3.2, det[A]det[A ] =
1
det([A][A ]) = det[I] = 1.
Therefore det[A] 0.
scalars c j . If we replace x k by x k
is true if we replace x k by
(
det[A] = det x1, x2, ....., xk + c x , ....x
jk
j j
)
n = det(x1, x2, ...., 0, ...., xn)
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derivatives D 1 f, D 2 f,..., D n f . If the
D ij f= D i D j f where i = l,2,...,n, j =
Theorem 5.4.1:
0, k 0). Put
f(a,b+k) + f(a,b).
Proof:
= u(a+h) u(a) = h
a and a+h.
Differentiate (1) with respect to t, we
get
D 1 f(x,b)]
y < b+k.
Theorem 5.4.2:
and
(D 12 f)(a,b) = (D 21 f)(a,b).
Proof:
Suppose A = (D 21 f)(a,b).
(a,b) E.
hk(D 21 f)(x,y).
(f, Q)
hk = (D21f)(x, y).
| |
(f, Q)
hk A <
(f, Q)
lim hk = A .....(1)
h 0, k 0
=
1
hk [f(a + h, b + k) f(a + h, b) (f(a, b + k) f(a, b))]
[( ]
1 f a + h, b + k) f(a + h, b) f(a, b + k) f(a, b)
= h k k
(f, Q)
lim hk
k0
=
1
h
{[ lim
k0
f(a + h, b + k) f(a + h, b)
k
] [
k0
lim
f(a, b + k) f(a, b)
k
]}
=
1
h [(D2f)(a + h, b) (D2f)(a, b)]
[(D2f)(a + h, b) (D2f)(a, b)] = D12f(a, b)
(f, Q) 1
lim hk = lim h
h 0, k 0 h0
From A = D 12 f(a,b)
CYP QUESTIONS:
differentiable.
t d;
b. is an increasing function
on[a,b];
s +).
s
Then (D 2 ) (),f'(s) exists,
b
Proof:
(x, t) (x, s)
(x, t) = ts for 0 < | t s | < .
(x, t) (x, s)
ts = D2(x, u).
s +).
b
(x, t) (x, s)
f(t) f(s)
= d (x)
ts ts
a
= (x, t) d(x)
a
D 2 (x,s),
t s
Therefore (x) (D 2 ) uniformly
on [a,b].
f d = n
lim
a
f n d
a
s t
we have (D 2 ) () (since
())
(x, t) d (x),
f(t) f(s)
Since ts =
a
b b
(x, t) d(x) =
f(t) f(s)
lim ts = lim lim (x, t) d (x)
ts ts ts
a a
e
2
x
f(t) = cos(xt) dx cos(xt)dx
and
2
x
g ( t) = xe sin (xt) dx, where < t < .
f(t) = g(t).
cos( + ) cos
If > 0, then + sin
sin sin + cos ( +) cos
= + sin
=
1
( sin sin t ) dt
| |
+
| | ( sin sin t ) dt
cos( + ) cos 1
+ sin =
||
1
| sin sin t | dt
+
||
1
| t | |dt|
[ ]
+
[ ]
2
1 ( t ) 1 2
|| 2 || ( + ) 0
| 2| =
1 2 1 ||
|| = || 2
| |
cos( + ) cos ||
(i. e.) + sin 2 .....(1)
2
x
Given that f(t) = e cos(xt) dx
e e
2 2
cos(x(t + h)) dx
x x
f(t + h) f(t) = cos(xt) dx
h = h
[ ] xe
2 2
cos(xt + xh)) cos(xt) dx +
1 x x
= h e sin(xt) dx
e
2
| | e
f(t + h) f(t) 2
| | ||
cos( + ) cos + sin
From (1) 2
2
|| 2
(i. e.) |cos( + ) cos + sin | 2 < | | .
| | e
f(t + h) f(t) 1
2
x 2
h g(t) < |h| || dx
When h 0, f is differentiable at t
2
x
f(t) = e cos(xt)dx.
2
x
Let u = e , dv = cos(xt) dx.
2
v = sin(xt) / t
du x
Then dx = 2xe
[ ]
2
x
sin xt
e sin(xt) x
2
f ( t) = +2 xe dx
t
t
2
2 x 2
=0+ t xe sin xtdx = t g(t)
2
t
Therefore e 4 f(t) = 0 + c= c.
e e
2 2
x x
Initially, when t = 0, f(0) = dx + 2 dx
0
2 dz
Let z = x . Then dx = 2x.
dz dz
(i. e.) dx = 2x = d(z)
1
1 1
z z 1 z
f(0) = 2 e dz = z 2
e dz = z2 e dz =
2z
0 0 0
c = .
2
t
The required solution is e f(t) = . 4
2
t
f(t) = e 4
.
CYP QUESTIONS:
1. For t 0, put
{
x ( 0 x t)
(x, t) = x + 2t (t x 2t)
0 otherwise
0.
f'(0) (D )(x, 0) dx
2
1