Li Ofce: Room 3471 Ofce Phone: 2358 7420 Ofce Hours: Tu. 3:30pm - 4:30pm (or by appointments) Prerequisite: A-level Math or One Variable Calculus Website for Lecture Notes and Practice Exercises: http://www.math.ust.hk/ makyli/UG.html
Fall 2004-2005
Grade Scheme: Homeworks (4%), Tutorial Presentations (6%), Midterm (40%), Final Examination (50%) All records of grades will be put on the website http://grading.math.ust.hk/checkgrade/ as soon as they are available. This course is essentially graded by curve with one exception, namely students who achieve 40% or less of the overall grade will fail the course. Students who take the same midterm will be grouped under the same curve. Students should make copies of homeworks before submitting the originals. In case homeworks are not received, students will be required to resubmit copies within a short period of time (may be less than a day). For tutorial presentations, students will form groups (of 1 to 3 students) and present solutions to assigned problems in the tutorial sessions. All members of a group must attend the sessions to assist in answering possible questions from presentations. Marks will be deducted for failure to present solutions or for absence in supporting his/her group. Course Description: This is the rst of two required courses on analysis for Math majors. It is to be followed by Math 301 (Real Analysis). This course will focus on the proofs of basic theorems of analysis, as appeared in one variable calculus. Along the way to establish the proofs, many new concepts will be introduced. These include countability, sequences and series of numbers, of functions, supremum/inmum, Cauchy condition, Riemann integrals and improper integrals. Understanding them and their properties are important for the development of the present and further courses. Textbooks: Kenneth A. Ross, Elementary Analysis : The Theory of Calculus, Springer-Verlag, 1980. Robert Bartle and Donald Sherbert, Introduction to Real Analysis, 3rd ed., Wiley, 2000. Ross is for students who are taking this course for the rst time. Students who are repeating may use either Ross or Bartle and Sherbert. References:
1. 2. 3. 4. *5.
J. A. Fridy, Introductory Analysis 2nd ed., Academic Press, 2000. Manfred Stoll, Introduction to Real Analysis, Addison Wesley, 1997. Walter Rudin, Principles of Mathematical Analysis, 3rd ed., McGraw-Hill, 1976. Tom Apostol, Mathematical Analysis, 2nd ed., Addison-Wesley, 1974. Chinese Solution Manual to Tom Apostols Mathematical Analysis, 2nd ed.
Reminders: Students are highly encouraged to come to ofce hours for consultation. This is a difcult course for many, but not all students. Although there are lecture notes, students should attend all lectures and tutorials as lectures notes are only brief records of materials covered in class, which may contain typographical errors. Of course, questions from students and answers from instructors or other digressions will not be recorded. Students are advised to take your own notes. All materials presented in lectures and tutorials as well as proper class conduct are the students responsibility. The instructor reserves the right to make any changes to the course throughout the semester. The only way to succeed in this course is to do the work.
Objectives of the Course The objectives of the course are to learn analysis and learn proofs. Questions: What is analysis? How is it different from other branches of mathematics? Analysis is the branch of mathematics that studies limit and concepts derived from limit, such as continuity, differentiation and integration, while geometry deals with gures, algebra deals with equations and inequalities involving addition, subtraction, multiplication, division and number theory studies integers. When we try to solve problems involving real or complex numbers, such as nding roots of polynomials or solving differential equations, we may not get the right answers the rst time. However, we can get approximations and the limits of these approximations, we hope, will give us the right answers. At least, we can know solutions exist even though we may not be able to write them explicitly. Problems involving integers can be much harder since integers are discrete, i.e. there are minimum distance separating distinct integers so that one cannot nd integers arbitrarily close to another integer. 2x x 2 987654321 Then try to see if there is an integer 4x 4 1 solution. What are the differences in the way you solve these two problems? Question: Why should we learn proofs? A statement is true not because your teacher tells you it is true. A teacher can make mistakes! There were famous mathematicians who made conjectures that were discovered to be wrong years later. How can we be certain the facts we learned are true? How can we judge when more than one proposed solutions are given, which is correct? x 2 sin 1 x Since the numerator is between x 2 and x 2 the numerator has limit 0. x 0 sin x x 2 sin 1 2x sin 1 cos 1 x x x The denominator also has limit 0. So, by lHopitals rule, lim lim However, the new x 0 sin x x 0 cos x numerator does not have a limit because cos 1 has no limit as x 0 while the new denominator has limit 1. So the x limit of the original problem does not exist. Is this reasoning correct? No. Where is the mistake? Sometimes we explain facts by examples or pictures. For instance, the statement that every odd degree polynomial with real coefcients must have at least one root is often explained by some examples or some pictures. In our lifetime, we can only do nitely many examples and draw nitely many pictures. Should we believe something is true by seeing a few pictures or examples? Draw the graphs of a few continuous functions on [0 1] Do you think every continuous function on [0 1] is differentiable in at least one point on 0 1 ? Or do you think there exists a continuous function on [0 1] not differentiable at any point of 0 1 ? Consider the function f n n 2 n 41 Note f 1 41 f 2 43 f 3 47 f 4 53 f 5 61 f 6 71 f 7 83 f 8 97 f 9 113 f 10 131 are prime numbers. Should you believe that f n is a prime number for every positive integer n? What is the rst n that f n is not prime?
In order to have condent, you have to be able to judge the facts you learned are absolutely correct. Almost correct is not good enough in mathematics.
Chapter 1. Logic To reason correctly, we have to follow some rules. These rules of reasoning are what we called logic. We will only need a few of these rules, mainly to deal with taking opposite of statements and to handle conditional statements. We will use the symbol (or ) to denote the word not. Also, we will use the symbol to denote for all, for any, for every. Similarly, the symbol will denote there is (at least one), there exists, there are (some) and usually followed by such that. The symbols and are called quantiers. Negation. Below we will look at rules of negation (i.e. taking opposite). They are needed when we do indirect proofs (or proofs by contradiction). For any expression p we have p p expression : opposite expression :
If-then Statements. If-then statements occur frequently in mathematics. We will need to know some equivalent ways of expressing an if-then statement to do proofs. The statement if p then q may also be stated as p implies q, p only if q, p is sufcient for q, q is necessary for p and is commonly denoted by p q. For example, the statement if x 3 and y 4 then x 2 y 2 25 may also be stated as x 3 and y 4 are sufcient for x 2 y 2 25 or x 2 y 2 25 is necessary for x 3 and y 4.
Example. (5)
If x x p
to
From examples (3) and (4), we see that the rule for negating statements with quantiers is rst switch every and every to , then negate the remaining part of the statement.
x 0 There exists x
x 0 y2
(4)
statement :
For every x
0 there is y
0 such that y 2
(3)
For every x 0 x has a square root. (True) x 0 x has a square root There exists x 0 such that x does not have a square root. (False)
(2)
x x
0 or x 1 0 and x 1 p or q p and
rule :
p and q
x x
0 and x 1 0 or x 1 p or q
Examples. (1)
x (True) x (False)
For the statement if p then q p q there are two related statements: the converse of the statement is if p) and the contrapositive of the statement is if q then p ( q p). q, then p (q
Examples. (6)
Remarks. Examples (6) and (7) showed that the converse of an if-then statement is not the same as the statement nor the opposite of the statement in general. Examples (6), (7) and (8) showed that an if-then statement and its contrapositive are either both true or both false. In fact, this is always the case because by the remark on the last page,
p or q p q
So an if-then statement and its contrapositive statement are equivalent. Finally, we introduce the terminology p if and only if q to mean if p then q and if q then p. The statement p if and only if q is the same as p is necessary and sufcient for q. We abbreviate p if and only if q by p q. So p q means p q and q p. The phrase if and only if is often abbreviated as iff. Caution! Note and but For example, every student is assigned a number is the same as student, number such that the student is assigned the number. This statement implies different students may be assigned possibly different numbers. However, if we switch the order of the quantiers, the statement becomes number such that student, the student is assigned the number. This statement implies there is a number and every student is assigned that same number!
q or q or p
(8)
If x If x If x
6 6
(7)
x 2x 2x
2x x x
contrapositive :
If x 2
9 then x
statement : converse :
If x If x 2
3 then x 2 9 then x
Chapter 2. Sets To read and write mathematical expressions accurately and concisely, we will introduce the language of sets. A set is a collection of objects (usually numbers, ordered pairs, functions, etc.) If object x is in a set S, then we say x is an element (or a member) of S and write x S If x is not an element of S, then we write x S A set having nitely many elements is called a nite set, otherwise it is called an innite set. The empty set is the set having no objects and is denoted by A set may be shown by listing its elements enclosed in braces (eg. 1 2 3 is a set containing the objects 1 2 3 the positive integer 1 2 3 , the integer 2 1 0 1 2 , the empty set ) or by description m enclosed in braces (eg. the rational numbers :m n the real numbers x : x is a real number n and the complex numbers x iy : x y ) In describing sets, the usual convention is to put the form of the objects on the left side of the colon and to state the conditions on the objects on the right side of the colon. It is also common to use a vertical bar in place of colon in set descriptions.
2
(iii) The set of all positive real numbers is x : x and x 0 (If we want to emphasize this is a subset of we may stress x is real in the form of the objects and write x : x 0 If numbers are always taken to mean real numbers, then we may write simply x: x 0 )
For sets A B we say A is a subset of B (or B contains A) iff every element of A is also an element of B In that case, we write A B (For the case of the empty set, we have S for every set S ) Two sets A and B are equal if and only if they have the same elements (i.e. A B means A B and B A ) So A B if and only if (x A x B). If A B and A B then we say A is a proper subset of B and write A B (For example, if A 1 2 B 1 2 3 C 1 1 2 3 then A B is true, but B C is false. In fact, B C Repeated elements are counted only one time so that C has 3 elements, not 4 elements.) For a set S we can collect all its subsets. This is called the power set of S and is denoted by P S or 2 S For examples, P P 0 0 and P 0 1 0 1 0 1 For a set with n elements, its power set will have 2n element. This is the reason for the alternative notation 2 S for the power set of S Power set is one operation of a set. There are a few other common operations of sets.
An
'
'
A and
'
1
0
(iv)
x y z :x y z
'
'
(iii) [0 7]
n :n
0 1 2 3 4 5 6 7
1 4 9 16 25
(ii) [ 2 4]
1 2 3 4
[0 2]
[1 5]
[4 6]
[0 6]
0 2 3 5 6 7
'
Examples. (i) 1 2 3
3 4
1 2 3 4
1 2 3
2 3 4
2 3
'
A2
x :x
A1 and x
A2
1 2 3
2 3 4
""
$ &""%$
A1
A2
An
x1 x2
xn : x1
A1 and x 2
A2 and
and x n
""
# """!#
A2
An
x :x
A1 and x
A2 and
and x
""
"""!
A2
An
x :x
A1 or x
A2 or
or x
An
An
with equation y
mx is x mx : x
n :n
x: x
and a
An
(ii) The notions of union, intersection and Cartesian product may be extended to innitely many sets similarly. The union is the set of objects in at least one of the sets. The intersection is the set of objects in every one of the sets. The Cartesian product is the set of ordered tuples such that the i-th coordinate must belong to the i-th set.
n
k 1
x S
Cartesian product. 1 n 1 2 1 3 1 4
We shall say that sets are disjoint iff their intersection is the empty set. Also, we say they are mutually disjoint iff the intersection of every pair of them is the empty set. A relation on a set E is any subset of E E The following is an important concept that is needed in almost all branches of mathematics. It is a tool to divide (or partition) the set of objects we like to study into mutually disjoint subsets.
$
Denition. An equivalence relation R on a set E is a subset R of E (a) (reexive property) for every x E x x R (b) (symmetric property) if x y R then y x R (c) (transitive property) if x y y z R then x z
E such that
z x z y z [y] If x y then [x] [y] because assuming z [x] [y] will z [x] lead to x z and z y which imply x y a contradiction. So every pair of equivalence classes are either the same or disjoint. Therefore, R partitions the set E into mutually disjoint equivalence classes. Examples. (1) (Geometry) For triangles T1 and T2 dene T1 T2 if and only if T1 is similar to T2 This is an equivalence relation on the set of all triangles as the three properties above are satised. For a triangle T [T ] is the set of all triangles similar to T (2) (Arithmetic) For integers m and n dene m n if and only if m n is even. Again, properties (a), (b), (c) can easily be veried. So this is also an equivalence relation on There are exactly two equivalence classes, namely [0] 4 2 0 2 4 (even integers) and [1] 5 3 1 1 3 5 (odd integers). Two integers in the same equivalence class is said to be of the same parity. (3) Some people think that properties (b) and (c) imply property (a) by using (b), then letting z x in (c) to conclude x x R This is false as shown by the counterexample that E 0 1 and R 1 1 which satises properties (b) and (c), but not property (a). R fails property (a) because 0 E but 0 0 R as 0 is not in any ordered pair in R
6
x E
We write x y if x y R For each x E let [x] containing x Note that every x [x] by (a) so that [x]
y : x E If x
y This is called the equivalence class y then [x] [y] because by (b) and (c),
and
0 0
'
let
0 y : y
""%$
A1
A2
A3
let Ak
0 1 then
x1 x2 x3
: each x k is 0 or 1 for k
""!#
(ii)
0 1
[0 2
0 1
0 1
0 1
[0 1]
""!
Examples. (i) [1 2]
[2 3]
[3 4]
[4 5]
[1
S is denoted by
k 1
1 2 3
""
notation A1
A2
A3
may be abbreviated as
Ak or
""
A2
An may be written as
Ak If for every positive integer k there is a set Ak then the Ak If for every x S there is a set A x then
A function (or map or mapping) f from a set A to a set B (denoted by f : A B) is a method of assigning to every a A exactly one b B This b is denoted by f a and is called the value of f at a Thus, a function must be well-dened in the sense that if a a then f a f a The set A is called the domain of f (denoted by dom f ) and the set B is called the codomain of f (denoted by codom f ). We say f is a B-valued function (eg. if B then we say f is a real-valued function.) When the codomain B is not emphasized, then we may simply say f is a function on A The image or range of f (denoted by f A or im f or ran f ) is the set f x : x A (To emphasize this is a subset of B we also write it as f x B : x A ) The set G x f x : x A is called the graph of f Two functions are equal if and only if they have the same graphs. In particular, the domains of equal functions are the same set. Examples. The function f : given by f x x 2 has dom f codom f Also, ran f 0 1 4 9 16 This is different from the function g : given by g x x 2 because dom g dom f Also, a function may have more than one parts in its denition, eg. the absolute value function h : dened by x if x 0 h x Be careful in dening functions. The following is bad: let x n 1 n and i x n n The x if x 0 rule is not well-dened because x 1 1 x 3 but i x 1 1 3 i x3
Remarks. A function f : A B is surjective means f A B which is the same as saying every b B is an f a for at least one a A In this sense, the values of f do not omit anything in B We will loosely say f does not omit any element of B for convenience. However, there may possibly be more than one a A that are assigned the same b B Hence, the range of f may repeat some elements of B If A and B are nite sets, then f surjective implies the number of elements in A is greater than or equal to the number of elements in B Next, a function f : A B is injective means, in the contrapositive sense, that x y implies f x f y which we may loosely say f does not repeat any element of B However, f may omit elements of B as there may possibly be elements in B that are not in the range of f So if A and B are nite sets, then f injective implies the number of elements in A is less than or equal to the number of elements in B Therefore, a bijection from A to B is a function whose values do not omit nor repeat any element of B If A and B are nite sets, then f bijective implies the number of elements in A and B are the same.
To deal with the number of elements in a set, we introduce the following concept. For sets S 1 and S2 we will dene S1 S2 and say they have the same cardinality (or the same cardinal number) if and only if there exists a bijection from S1 to S2 This is easily checked to be an equivalence relation on the collection of all sets. For a set S the equivalence class [S] is often called the cardinal number of S and is denoted by card S or S This is a way to assign a symbol for the number of elements in a set. It is common to denote, for a positive integer n card 1 2 n n card (read aleph-naught) and card c (often called the cardinality of the continuum). 0
7
(c) Let A B be subsets of and f : A B be a function. If for every b graph of f exactly once, then f is a bijection.
(b) If f : A
B and h : B
B be a function. We have f is a bijection if and only if there is a function g I B (In fact, for f bijective, we have g f 1 is bijective.) f :A C is a bijection. B the horizontal line y b intersects the
(vi) A function f : A
B is a bijection (or a one-to-one correspondence) iff it is injective and surjective. B the inverse function of f is the function f
1
(v) A function f : A
(iv) A function f : A
f y implies x
: f A
A dened by
A The function f
:C
S given by I S x
x for all x
Chapter 3. Countability Often we compare two sets to see if they are different. In case both are innite sets, then the concept of countable sets may help to distinguish these innite sets. Denitions. A set S is countably innite iff there exists a bijection f : S (i.e. and S have the same cardinal number 0 ) A set is countable iff it is a nite or countably innite set. A set is uncountable iff it is not countable. S is a bijection. Then f is injective means f 1 f 2 f 3 are all distinct and f Remarks. Suppose f : is surjective means f 1 f 2 f 3 S So n f n S is a one-to-one correspondence between and S Therefore, the elements of S can be listed in an orderly way (as f 1 f 2 f 3 ) without repetition or omission. Conversely, if the elements of S can be listed as s 1 s2 without repetition or omission, then f : S dened by f n sn will be a bijection as no repetition implies injectivity and no omission implies surjectivity.
To determine the countability of more complicated sets, we will need the theorems below.
8
f f f f
1 2 3 4
Suppose 0 1 is countably innite and f : 0 1 is a bijection as shown on the left. Consider the number x whose decimal representation is 2 if ann 1 0 b1 b2b3b4 , where bn . Then 0 x 1 and x f n 1 if ann 1 for all n because bn ann . So f cannot be surjective, a contradiction. Next is uncountable because tan x 1 provides a bijection from 0 1 onto 2
x: x
and 0
1 is uncountable. Also,
is uncountable.
k 0
4 1
m n
m n 2
2 m 2
3 1
3 2
2 1
2 2
2 3
(Diagonal Counting Scheme) Using the diagram on the right, dene f : by f 1 1 1, f 2 2 1, f 3 1 2, f 4 3 1, f 5 2 2, f 6 1 3, , then f is injective because no ordered pair is repeated. Also, f is surjective because
(3)
by g m
and f
1 1
1 2
1 3
The function f :
is given by f n
n 2
n 1 2
(2)
n is a bijection).
(Reasons. The theorem is true because S countable implies there is a bijective function f : h g f : T is bijective, i.e. T is countable. For the converse, h is bijective implies f
is given
1 4
(Sketch of Reasons. For the countable subset theorem, if B is countable, then we can list the elements of B and to count the elements of A, we can skip over those elements of B that are not in A For the countable union theorem, if we list the elements of A1 in the rst row, the elements of A2 in the second row, then we can count all the elements by using the diagonal counting scheme. As for the product theorem, we can imitate the example of and also use the diagonal counting scheme.)
0 1 is countable and r m has 1 element for every r 0 1 Bm is countable by the countable union theorem. Finally, since is countable and Bm is countable for every m B is countable by the countable union theorem.
Solution. Note that for each pair m b of rational numbers, there is a unique line y mx b in the set L So the function f : L dened by letting f m b be the line y mx b (with f 1 sending the line back to m b ) is a bijection. Since is countable by the product theorem, so the set L is countable by the bijection theorem. (10) Show that if An 0 1 for every n then A1 A2 A3 is uncountable. (In particular, this shows that the product theorem is not true for inntely many countable sets.) Solution. Assume A1 A2 A3 a1 a2 a3 : each ai 0 or 1 is countable and f : A1 A2 A3 is a bijection. Following example (4), we can change the n-th coordinate of f n (from 0 to 1 or from 1 to 0) to produce an element of A1 A2 A3 not equal to any f n which is a contradiction. So it must be uncountable.
""$
""
0 1 for every n Dene g : P A 1 A2 A3 by 1 if m S g S a 1 a2 a3 where am (For example, g 1 3 5 1 0 1 0 1 ) Note 0 if m S g has the inverse function g 1 a1 a2 a3 m : am 1 Hence g is a bijection. Since A1 A2 A3 is uncountable, so P is uncountable by the bijection theorem.
of all subsets of
is uncountable.
""!$
""%$
mx
b where m b
is countable.
""
01
1 we see that 0 1 A Since 0 1 is uncountable, A is uncountable. Next we will Bm where Bm r m :r 0 1 r m for each m Since
r m:m
r m:m
""
(7)
iy : x y
contains
and
is uncountable. r 0 1
'
'
'
'
(6)
is uncountable. (In fact, if A is uncountable and B is countable, then A B is uncountable as A B countable implies A B A B A countable by the countable union theorem, which is a contradiction).
"
'
Examples. (5)
m m :m For every n the function f n : Sn given by f n m n 1 n n is a bijection (with fn 1 m m), so Sn is countable by the bijection theorem. Therefore, is countable by the n countable union theorem. (Then subsets of like 0 0 0 1 are also countable.) Sn where Sn
Product Theorem. If A, B are countable, then A B a b : a A b B is countable. In fact, if A 1 A2 are countable, then A1 A2 An is countable (by mathematical induction).
s S
$ &""%$
(say f :
S then
As
then
is countable. (Briey,
An
(12) Show that the set S of all polynomials with integer coefcients is countable. For n the set of Sn of all polynomials of degree n with integer coefcients is countable Solution. Let S0 because the function f : Sn 0 dened by f an x n an 1 x n 1 a0 an an 1 a0 is a bijection and 0 is countable by the product theorem. So, S S 0 Sn is countable by the countable union theorem.
(13) Show that there exists a real number, which is not a root of any nonconstant polynomial with integer coefcients. Solution. For each polynomial f with integer coefcients, let R f denotes the set of roots of f Then R f has at most deg f elements, hence R f is countable. Let S be the set of all nonconstant polynomials with integer Sn of S in the last example. Then R f is the set of all roots of nonconstant coefcients, which is the subset polynomials with integer coefcients. It is countable by the countable union theorem. Since is uncountable, R f is uncountable by the fact in example (6). So there exist uncountably many real numbers, which are
f S
not roots of any nonconstant polynomial with integer coefcients. Remarks. Any number which is a root of a nonconstant polynomial with integer coefcients is called an algebraic number. A number which is not a root of any nonconstant polynomial with integer coefcients is called a transcendental number. Are there any algebraic numbers? Are there any transcendental numbers? If so, are there nitely many or countably many such numbers? Since every rational number a is the root of the polynomial bx a every rational number is algebraic. There b are irrational numbers like 2 which are algebraic because they are the roots of x 2 2 Using the identity cos 3 4 cos3 3 cos the irrational number cos 20 is easily seen to be algebraic as it is a root of 8x 3 6x 1 Example (12) and the fact that every nonconstant polynomial has nitely many roots showed there are only countably many algebraic numbers. Example (13) showed that there are uncountably many transcendental real numbers. It is quite difcult to prove a particular number is transcendental. In a number theory course, it will be shown that and e are transcendental. The following are additional useful facts concerning countability. Theorem. (1) (Injection Theorem) Let f : A B be injective. If B is countable, then A is countable. (Taking contrapositive, if A is uncountable, then B is uncountable.) (2) (Surjection Theorem) Let g : A B be surjective. If A is countable, then B is countable. (Taking contrapositive, if B is uncountable, then A is uncountable.) (Reasons. For the rst statement, observe that the function h : A f A dened by h x f x is injective (because f is injective) and surjective (because h A f A ). So h is a bijection. If B is countable, then f A is countable by the countable subset theorem, which implies A is countable by the bijection theorem.
x A
countable sets. By the countable union theorem, B is countable.) A Famous Open Problem in Mathematics For two sets A and B it is common to dene card A card B if and only if there exists an injective function f :A B This is a way to indicate B has at least as many elements as A
In 1940, Kurt G del showed that the opposite statement would not lead to any contradiction. In 1966, Paul Cohen o won the Fields Medal for showing the statement also would not lead to any contradiction. So proof by contradiction may not be applied to every statement.
10
Continuum Hypothesis. If S is uncountable, then card many elements as the real numbers.)
g A
g x
f S
""
$ ""
$ 0""!$ $ '
'
'
Chapter 4. Series Denitions. A series is the summation of a countable set of numbers in a specic order. If there are nitely many numbers, then the series is a nite series, otherwise it is an innite series. The numbers are called terms. The sum of the rst n terms is called the n-th partial sum of the series.
1st term
2nd term
3rd term
k 1
Series are used frequently in science and engineering to solve problems or approximate solutions. (E.g. trigonometric or logarithm tables were computed using series in the old days.)
k 1
tends to innity as n tends to innity. A series diverges iff it does not converge to any number.
k 1
k 1
series and sequences are equivalent. So to study series, we can use facts about sequences.
k 1
k N
because
n
k 1
k 1
k 1
k 1
k 1
k 1
k 1
k 1
k 1
k 1
For simple series such as geometric or telescoping series, we can nd their sums.
11
ak
bk
ak
bk
ak
bk
ak
bk
cak
cA
Theorem. If
ak converges to A and
bk converges to B then
""
""
""
""
lim a N
an
lim a1
a2
an
a1
aN
a1
aN
ak
""
ak converges to B
a1
an
S1
S2
S1
Sn
Sn
ak . Conceptually,
a1
S1 , a2
S2
S1 ,
ak
ak , there is a sequence (of partial sums) Sn . Conversely, if the partial sum sequence , ak Sk Sk
1
for k
k 1
1. Then
aN
Denitions. A series
ak
a1
a2
a3
(3) 1
. (Sn
1 0
if n is odd , lim Sn doesnt exist.) We say the series diverges. if n is even n a2 an lim Sn S
1 1 1 Examples.(1) 1 2 1 1 16 ? (Sn 1 1 1 2 21n 1 4 8 2 4 2n We say the series converges to 2, which is called the sum of the series. (2) 1 1 1 1 1 1 (Sn 1 1 1 n, lim Sn
1 2
1 4
1 8
1 16
lim 2
a2
a3
or we may write it as
ak
a1 a2
an .
1 2n
2.) ).
tions!
If a series is not geometric or telescoping, we can only determine if it converges or diverges. This can be done most of the time by applying some standard tests. If the series converges, it may be extremely difcult to nd the sum!
k 1 1
Term test is only good for series that are suspected to be divergent!
Examples. (1) 1
. Here ak
12
""
diverges to
2 times
4 times
8 times
because S1
S2
S3
and S2n
n has limit
1 8
1 8
. We have lim ak
(4) 1
1 2
1 4
1 8
. Here ak
1 k 1 2
contradiction.)
lim sin k
lim
cos2 k
1 and 0
lim cos k
sin k sin 1
k 1
sin 1
(3)
cos k
cos 1
cos 2
cos 3
k 1
(2)
cos
1 k
cos 1
cos
1 2
cos
1 3
k 1
(Reason. Suppose
lim ak
0, the series
S and lim ak
k 1
k 1
lim Sk
Sk
0. (If lim ak
k 1
""
(2)
51
51
k 1
lim 51
k 1
50
k 1
k 1
ak diverges.) If
k k
0.)
""
Examples. (1)
1 k
1 2
1 2
lim b1
bn
b1
lim bn
1 3
k 1
1 3
1 4
lim
""
bk
bk
lim
b1
b2
""
""
""
Example. 0 999
9 10
9 100
9 1000
9 1 1 10 1 10
k 0
1 000
b2
b3
rk
lim 1
r2
rn
lim
rn 1 r
bn
bn
k 1
k 1
k 1
k 1
k 1
k 1
... 4 ... n
k 1
k 1
13
90
2n
n 1
if p
1 dx xp
p 1
to 0 as x
(Reason. For p
0 the terms are at least 1, so the series diverges by term test. For p 0 f x 1 x p 1 1 1 . Since dx if p 1 dx ln x 1 xp p 1 1 p 1 xp 1 1
1 xp
decreases 1 and
if p
1 kp
1 2p
1 3p
1 4p
k 2
k 2
So
converges.
1 diverges. Next k ln k
dx x ln x
1 ln x
1 ln 2
1 k ln k
As x
x ln x and x ln x
ln ln x
k 2
k 2
1 and k ln k
1 . k ln k 2 dx x ln x So
converges.
k 1
x2
x2
As x
x2
so
0 Now
dx
arctan x
So
1 k2 1 1 k2
""
""
f 3
f n
f x dx
. (Note in general,
f k
f x dx ) f x dx f 1
f 2
decrease to 0 as x
. Then
or
ak
f n
number or equal to
. So either
ak converges to a number or
ak diverges to
k 1
ak (i.e. ak
S2
S3
ak
1.
m 0
k 1
k 1
k 1
k 1
k 1
k 1
k 1
k 1
k 1
.)
k 1
k 1
k 1
L. For L 0 Lu k L u k . If one series converges, then the k uk other also converges. If one diverges (to ), so does the other. For L 0 k u k eventually. For L uk k eventually. So the last two statements follow from the comparison test.) Examples. Consider the convergence or divergence of the following series:
k 1
k 2
k 1
k 1
k 1
k 1
k 2
k 2
k 1
k 1
k 1
For series with alternate positive and negative terms, we have the following test.
k 1
then
k 1
ck
c1
c2
c3
c4
c5
converges.
14
(i.e. c1
c2
c3
sin
0 and lim ck
1 1 1 sin is close to 0, so sin is close to because lim 0 k k k sin 1 sin 1 k We compute lim lim 1. Since diverges by p-test, 1 k 0 k k 1 k comparison test.
converges by p-test,
k2
1 (i.e. sin
as
5k
k2
k2
k3
k2
0).
0),
. We compute lim 2
lim
1 5k
k 1 k 2 5k k k2
k2
1 Since
k2
(2) Since 0
for k
2 and
3 2
3 2
1 1 cos 2 k k
1 and k2
1 converges by p-test, k2
k2
k2
(1)
(2)
(3)
(4)
sin
1 1 cos k2 k
3k
1 5k
uk
lim
then
u k diverges
diverges.
k 1
k 1
k 1
k 1
uk
u k and
). If lim
0 then
u k converges
uk
converges. If
(Reason.
uk
uk
0. If
is a number, then
u k is a number. If
uk
diverges, then
diverges.
, then
uk
0 for every k. If
converges, then
u k converges. If
where B0
1 and k
1 Bk
k 1
1 The values of
uk
For series with arbitrary positive or negative term, we have the following tests. Theorem (Absolute Convergence Test). If ak converges, then
k 1
k 1
k 1
k 1
k 1
k 1
k 1
k 1
k 1
k 1
k 1
k 1
k 1
k 1
comparison test. So
k 1
k 1
k 1
k 1
k 1
k 1
k 1
k 1
k 1
ak diverges
15
lim
ak may converge e g
or diverge e g
ak 1 ak
1 k2
ak converges absolutely 1 k
converges. Therefore
ak exists, then
However,
decreases to 0 as k
k 1
k 1
cos k 1 k
k 1
(b)
because cos k
1 k.
ln 1
cos k 1 k
dx
k 1
k 1
k 1
k 1
Solutions. (a)
cos k k3
1 . Since k3
(a)
cos k k3
(b)
converges, but
ak diverges.
1 1 k
diverges. 1
k
Denition. We say
ak converges. We say
ak
ak converges. Then
ak
ak
ak
ak converges.)
(Reason. From
ak
ak
ak we get 0
ak
ak
2 ak Since
0 and cos k
and ek
ak converges.
Examples. Both
k ln k
1 k
1k and e k ln k k 2 k 1 so 1 k ln k 0 and e
ak
(Reason. Since c1 c2 c3 0, we have 0 S2 S4 S6 S5 S3 S1 Since lim Sn n lim cn 0, the distances between the partial sums decrease to 0 and so lim Sn must exist.)
Sn
k 1
k 1
k 1
k 1
Examples. Consider the convergence or divergence of the following series: 1 k! (1) (2) . k k 3 2 kk k 1 k 1
k 1
k 1
Remarks. You may have observed that in example (1), the limit you got for applying the root test was the same as the limit you got for applying the ratio test. This was not an accident!
k k
k 1
k 1
16
ak bk
Sn bn
n 1
Sk bk
k 1
ak
a1
a2
a j and
bk
bk 1 bk k 1 k
bk
bk then
(2)
k k! ak 1 1 k! 1 k k as above. So lim k ak then lim lim i.e. when k is large, k! k k k kk ak e k e e which is a simple version of what is called Stirlings formula. It is useful in estimating n! when n is large. For 100 100 example, since log10 1 566 so 101 566 then we get 100! 10156 6 which has about 157 digits. e e
Let ak
k then lim
lim
1 So, lim
ak 1 ak
Theorem. If ak
ak 1 ak
then lim
ak
1 k k
1 ! kk 1 k 1 k!
lim
1 e
test,
1 3k 2k
converges.
k! converges. kk
3k
2k
3k
2k
2 k 3
lim
3k 2k
k 1
lim
1 3
1, by the root
1 1
3k 1
lim
lim
3k
2k
3k
2k 2k
1 3
2 k1 3 3 2 k 1 3
1 3
lim
ak
r So ak
ak
ak diverges
k
k 1
rk ,
r k .)
lim
ak
ak may converge e g
or diverge e g
1 k2
ak
ak
ak
ak 2 ak ak r n diverges if r
3k
lim
ak 1 ak 1 ak 2 ak n , then for k large, , , , r, so ak n ak r n and ak ak ak 1 ak n 1 1 r r2 r3 which converges if r 1 by the geometric series test and 1 by the term test.)
1 2k
n k 1
k 1
k 1
k 1
Complex Series Complex numbers S1 S2 S3 with Sn u n i n are said to have limit lim Sn u i iff lim u n u n n and lim n A complex series is a series where the terms are complex numbers. The denitions of convergent, n absolutely convergent and conditional convergent are the same. The remarks and the basic properties following the denitions of convergent and divergent series are also true for complex series. The geometric series test, telescoping series test, term test, absolute convergence test, ratio test and root test are
k 1 k 1
k 1
k 1
k 1
17
1 then lim
zk
k2 1 2 zk
lim
k2
1 implies
k 1
k 1 k
(2) If z
1 then
z k2
1 and k2
0 (otherwise 0
lim i n
lim 1 is a contradiction). So
to x and
yk converges to y So complex series can be reduced to real series for study if necessary.
xk
iyk we have
z k converges to z
iy if and only if
x k converges
Sk
sin k k
1 k
converges.
k 1
k 1
Now
Sk
1 k
1 sin 1 2
k 1
k 1
k 1
1 k
k 1
lim
lim
Sk
Sk
sin k k
sin k k
Sn n
n 1
1 k
1 k
This implies Sk
1 Sn for every k Applying summation by parts and noting that lim n sin 1 2 n
""
Sk
sin 1
sin 2
sin k
2 sin 1 2
cos 1 2
cos k
1 2
Let ak
sin k and bk
cos m
Sn bn
S1 b2
b1
Sn
bn
ak bk
S1 b1
S2
(Reason. Note a1
S1 and ak
Sk
Sk
for k
1. So, S1 b2 Sn Sn
1
bn
1
bn
0 we get
k 1
k 1
k 1
k 1
n k 1
n k 1
p n
k 1
j 1
k 1
k 1
k 1
k 1
k 1
k 1
k 1
18
there is a rearrangement
of
ak such that
and
or x
1 3
1 2
1 5
1 7
1 4
1 2 1 2
1 3
1 4 1 4
Example. Given ln 2 1 1 1 1 1 3 2 5 7
1 1 4
1 2 1 9
1 3 1 11
1 4 1 6
1 5
1 5
1 6 1 6
1 7
1 8 1 8
ln 2 1 ln 2 2
3 2
ln 2
Denition.
bk is a rearrangement of
""
1 ), so by the theorem, 1 j2
1 2
1 3
1 4
1k k
such that bk
j 1
j 1
2j
""
(3) Since 1
1 2
1 3
1 4
1 2j
1 2j 2j
""
""
""
(2)
converges to 0, but 1 1 1 1 1 1 1 1 1 1 Also, 1 1 2 2 2 2 3 3 3 1 and Sn2 n without parentheses diverges (as Sn2 important.
1 diverges by term test. So lim an 0 is important. n 1 1 1 converges to 0. However, the series 3 3 3 0) even though the terms have limit 0. So kn bounded is
""
1 2
1 4
1 8
1 16
1 32
1 64
""
1 2k
1 2
1 4
1 8
1 16
k 1
""
""
cr
ap i 0
cM
let p n
pn
k 1
pi
k 1
1 For r
(Reason. Let sn
ak and tn
bk
lim tn
lim
ak
0 kn is bounded and
k 1
k 1
k 1
k 1
bk converges to s then
ak will converge to s
bk be obtained from
ak by inserting parentheses. If
ak converges to s then
""
""
""
Denition. We say
bk is obtained from
bk
k 1
k 1
k 1
k 1
k 1
k 1
k 1
Let m 1 k1 be the smallest integers such that P1 Pm 1 Pm 1 Q1 Q k1 u1 1 and P1 Let m 2 k2 be the smallest integers such that P1 Pm 1 Q1 Q k1 Pm 1 1 Pm 2 2 and P1 Pm 1 Q 1 Q k1 Pm 1 1 Pm 2 Q k1 1 Q k2 u 2 and continue this way. This is possible since the sums of Pk and Q k are Now if sn tn are the partial sums of this series P1 Pm 1 Q 1 Q k1 whose last terms are Pm n Q kn respectively, then sn Pm n and tn u n Q kn by the choices of m n kn Since n Pn Q n have limit 0, so sn tn must have limit x As all other partial sums are squeezed by s n and tn the series we constructed must have limit x )
k 1
k 1
k 1
m k 1
n k 1
k 1 k
k 1
k 1
k 1 1 2
2 terms
4 terms
8 terms
k 1
Remarks. As a consequence of the rearrangement theorem, the sum of a nonnegative series is the same no matter how the terms are rearranged.
is a rearrangement of
1 k , so it also converges to 2
1 . 3
19
1 2
1 22
1 24
1 23
1 28
1 27
1 26
1 25
1 216
1 215
1 214
1 213
1 212
1 211
k 1
1 2
1 210
Example.
converges (absolutely) to
1 2
1 2
1 22
1 23
1 24
1 25
As n
we get
p Similarly,
q Then
k 1
k 1
ak ) 1 . 3
1 29
pk
k 1
zeros where a
k 1
k 1
pk
p Since pk
Since a
we may view
k 1
k 1
ak
pk
ak .
and
""
""
""
""
""
""
""
""
""
""
""
Pk
Q k differ from
pk
k 1
nonnegative terms of
""
also.) Let u n
0 Now let P1 P2
then
ak
pk
qk will diverges to
k 1
k 1
k 1
Now both
pk
qk must diverge to
ak 0
if ak if ak
0 and qk 0
0 ak
if ak if ak
0 Then ak 0
pk
qk and ak
pk
qk
""
Chapter 5. Real Numbers Decimal representations and points on a line are possible ways of introducing real numbers, but they are not too convenient for proving many theorems. Instead we will introduce real numbers by its important properties.
(This axiom allows us to work with inequalities. For example, using (ii) and (iii), we can see that if a b and c d then a c b d because a c b c b d Also, we can get 0 1 (for otherwise 1 0 would imply by (iii) that 0 1 1 0 1 1 which implies by (iv) that 0 1 1 1 a contradiction). Now dene a b to mean b a a b to mean a b or a b etc. Also, dene closed interval [a b] x :a x b open interval a b x :a x b etc. Part (i) of the order axiom implies any two real numbers can be compared. We dene max a 1 an to be the maximum of a1 an and similarly for minimum. Also, dene x max x x Then x x and x x i.e. x x x Next x a if and only if x a and x a i.e. a x a Finally, adding x x x and y y y we get x y x y x y which is the triangle inequality x y x y ) 1 2 3 is a well-ordered subset of (i.e. for any nonempty subset S of , there (3) (Well-ordering Axiom) is m S such that m x for all x S. This m is the least element (or the minimum) of S). (This axiom allows us to formulate the principle of mathematical induction later.) Denitions. For a nonempty subset S of , S is bounded above iff there is some M such that x M for all x S. Such an M is called an upper bound of S. The supremum or least upper bound (denoted by sup S or lub S) of S is an upper bound M of S such that M M for all upper bounds M of S. 1 Examples. (1) For S :n 1 1 1 the upper bounds of S are all M 1 So sup S 1 S n 2 3 (2) For S x : x 0 , the upper bounds of S are all M 0 So sup S 0 S (This axiom allows us to prove results that have to do with the existence of certain numbers with specic properties, as in the intermediate value theorem.)
Remarks (Exercises). The rst three axioms are also true if is replaced by However, the completeness axiom is false for For example, S x :x x2 2 2 2 is bounded above in but it does not have a supremum in
20
!
'
1 2 3 4 m :m n
is the natural numbers (or positive integers), and n is the rational numbers and
3 2 :x
1 0 1 2 3 is the irrational
(iv) if a
b and 0
c, then ac
(iii) if a
b, then a
(ii) if a
b, b
c, then a
c, c,
bc.
b, a
b, b
a is true,
(This axiom allows us to do algebra with equations. Dene a mean a b 1 Also, dene 2 1 1 3 2 1 )
(vi) a
a b
such that x
with 1
0 such that a
a, a 1
to
(i) a
b, a b
(ii) a
a, a b
b a,
(iii) a
is a eld (i.e.
, c, a b c a b c,
As above, we dene S to be bounded below if there is some m such that m x for all x S. Such an m is called a lower bound of S. The inmum or greatest lower bound (denoted by inf S or glb S) of S is a lower bound m of S such that m m for all lower bounds m of S.
inf S lower bounds are here S sup S upper bounds are here
If S is bounded above and below, then S is bounded. (Note sup S, inf S may or may not be in S. Also, if S is bounded, then for all x S x M max sup S inf S ) Remarks (Exercises). (1) (Completeness Axiom for Inmum) Every nonempty subset of which is bounded below has an inmum in . This follows from considering B x : x B (This is the reection of B about 0.) If B is bounded below, then B is bounded above and inf B sup B Similarly, if B is bounded above, then B is inf B bounded below and sup B
-B
(
inf(-B)
)
A supA
sup(-B)
infB
infA
supB
(2) For a set B, if it is bounded above and c 0 then let cB cx: x B (This is the scaling of B by a factor of c ) We have sup cB c sup B If A B, then inf B inf A whenever B is bounded below and sup A sup B whenever B is bounded above.
c units infB
supB
inf(c+B)
c+B
sup(c+B)
(3) For c let c B c x : x B (This is a translation of B by c units.) It follows that B has a supremum if and only if c B has a supremum, in which case sup c B c sup B The inmum statement is similar, i.e. inf c B c inf B More generally, if A and B are bounded, then letting A B x y : x A y B we have sup A B sup A sup B and inf A B inf A inf B Simple Consequences of the Axioms. Theorem (Innitesimal Principle). For x, y ,x y for all 0 if and only if x y (Similarly, y x for all 0 if and only if y x.) 0, x y y 0 y by (iv) of the eld axiom and (iii) of the order axiom. Proof. If x y, then for all Conversely, if x y for all 0 then assuming x y we get x y 0 by (iii) of the order axiom. Let x y then x y 0 we also have x y 0 0 Since 0 0 These contradict (i) of the order axiom. So x y The other statement follows from the rst statement since y x is the same as y x Remarks. Taking y 0, we see that x for all 0 if and only if x 0. This is used when it is difcult to show two expressions a b are equal, but it may be easier to show a b for every 0 Theorem (Mathematical Induction). For every n , A n is a (true or false) statement such that A 1 is true and for every k , A k is true implies A k 1 is also true. Then A n is true for all n . Proof. Suppose A n is false for some n . Then S n : A n is false is a nonempty subset of . By the well-ordering axiom, there is a least element m in S Then A m is false. Also, if A n is false, then m n. Taking contrapositive, this means that if n m then A n is true.
21
Theorem (Supremum Property). If a set S has a supremum in and 0 then there is x S such that sup S x sup S. Proof. Since sup S sup S, sup S is not an upper bound of S. Then there is x S such that sup S x. Since sup S is an upper bound of S, x sup S. Therefore sup S x sup S. Theorem (Inmum Property). If a set S has an inmum in and 0 then there is x S such that inf S x inf S. Proof. Since inf S inf S, inf S is not a lower bound of S. Then there is x S such that inf S x. Since inf S is a lower bound of S, x inf S. Therefore inf S x inf S. Theorem (Archimedean Principle). For any x , there is n such that n x. such that for all n we have n x Then n: n has an upper Proof. Assume there exists x bound x. By the completeness axiom, has a supremum in . By the supremum property, there is n such that sup 1 n, which yields the contradiction sup n 1 .
'
Question. How is
contained in ? How is
contained in ?
Below we will show that is dense in in the sense that between any two distinct real numbers x y, no matter how close, there is a rational number. Similarly, is dense in First we need a lemma. Lemma. For every x there exists a least integer greater than or equal to x (In computer science, this is called the ceiling of x and is denoted by x ) Similarly, there exists a greatest integer less than or equal to x (This is denoted by [x] In computer science, this is also called the oor of x and is denoted by x ) Proof. By the Archimedean principle, there is n such that n x Then n x n By (iii) of the order axiom, 0 x n 2n The set S k : k x n is a nonempty subset of because 2n S By the well-ordering axiom, there is a least positive integer m x n Then m n is the least integer greater than or equal to x So the ceiling of every real number always exist.
Next, to nd the oor of x let k be the least integer greater than or equal to less than or equal to x
x then
Examples. (1) Let S 3 4 5] then S is not bounded below and so S has no inmum. On the other hand, S is bounded above by 5 and every upper bound of S is greater than or equal to 5 S So sup S 5
1 (2) Let S :n 1 1 1 1 In the examples following the denition of supremum, we saw sup S 1 n 2 3 4 1 Here we will show inf S 0 (Note 0 S.) Since n 0 for all n 0 is a lower bound of S. So by the completeness axiom for inmum, inf S must exist. Assume S has a lower bound t 0 By the Archimedean principle, there is n such that n 1 t Then t 1 n S a contradiction to t being a lower bound of S So 0 is the greatest lower bound of S
(3) Let S [2 6 Since 2 x 6 for every x S S has 2 as a lower bound and 6 as an upper bound. We will show inf S 2 and sup S 6 (Note 2 S and 6 S.) Since 2 S so every lower bound t satisfy t 2 Therefore inf S 2 For supremum, assume there is an upper bound u 6 Since 2 S so 2 u By the density of rational numbers, there is a r such that u r 6 Then r [2 6 S As u r contradicts u being an upper bound of S so every upper bound u 6 Therefore, sup S 6
22
'
then
m n
'
Theorem (Density of Irrational Numbers). If x y, then there is Proof. Let 0 . By the density of rational numbers, there is m n then pick another rational number between 0 and y0 So we may take m n x y
y.
y
(If
m n
0 and
m Theorem (Density of Rational Numbers). If x y, then there is m such that x y. n n Proof. By the Archimedean principle, there is n such that n 1 y x So ny nx 1 and hence nx 1 m Let m [nx] 1 then m 1 [nx] nx [nx] 1 m So nx m nx 1 ny i.e. x y n
ny
'
then k
%
'
Chapter 6. Limits Limit is the most important concept in analysis. We will rst discuss limits of sequences, then limits of functions. or S [0 1]) is a list x 1 x 2 x 3 of elements of S in a Denitions. An (innite) sequence in a set S (e.g. S specic order. Briey it is denoted by x n (Mathematically it may be viewed as a function x: S with x n xn for n ) We say the sequence x n is bounded above iff the set x 1 x 2 x 3 is bounded above. (Bounded below and bounded sequences are dened similarly.) We will also write sup x n for the supremum of the set x 1 x 2 x 3 and inf x n for the inmum of the set x 1 x 2 x 3 CAUTION: Since we seldom talk about a set with one element from now on, so notations like x n will denote sequences unless explicitly stated otherwise. For x y the distance between x and y is commonly denoted by d x y which equals x y Below we will need a quantitative measure of what it means to be close for a discussion of the concept of limit. For 0 the open interval c c is called the -neighborhood of c Note x c c if and only if d x c x c i.e. every number in c c has distance less than from c Limit of a sequence x n is often explained by saying it is the number the x n s are closer and closer to as n gets larger and larger. There are two bad points about this explanations. (1) Being close or large is a feeling! It is not a fact. It cannot be proved by a logical argument. (2) The effect of being close can accumulate to yield large separation! If two numbers having a distance less than or equal to 1 are considered close, then 0 is close to 1 and 1 is close to 2 and 2 is close to 3, 99 is close to 100, but 0 is quite far from 100. So what is the meaning of close? How can limit be dened so it can be checked? Intuitively, a sequence x n gets close to a number x if and only if the distance d x n x goes to 0. This happens if and only if for every positive the distance d x n x eventually becomes less than The following example will try to make this more precise.
Let us now do a few more examples to illustrate how to show a sequence converges by checking the denition. Later, we will prove some theorems that will help in establishing convergence of sequences.
implies
23
(2) Let
c For every
0, let K
1, then n
K implies
. So
Denition. A sequence x n converges to a number x (or has limit x) iff for every every n K it implies d x n x xn x (which means x K x K 1 x K 2
0, there is K x x
converges to c
Solution. Consider d x n 2
2n 2 1 3 2 Solving for n we get n 2 3 1 If 0 1 then n2 1 n2 1 29 So as soon as n 6 the distance between x n and 2 will be less than 01 n (If 0 01 then n 299 So n 18 will do. If 0 001 then n 2999 So n 55 will do. If 0 3 then n [ 3 1] 1 will do. If 3 then since n23 1 3 for every n so n 1 will do. So for every 0 there is a K so that as soon as n K the distance d x n 2 will be less than ) Note the value of K depends on the value of the smaller is, the larger K will be. (Some people write K to indicate K depends on )
2n 2 1 gets close to 2. For 0 1 how soon (that is, for n2 1 2 be less than ? (What if 0 01? What if 0 001? What if is an arbitrary
2 1
(ii) To show x n converges to x means for every 0 we have to nd a K as in the denition or show such a K exists. On the other hand, if we are given that x n converges to x, then for every 0 (which we can even choose for our convenience,) there is a K as in the denition for us to use.
n
0.
Theorem (Computation Formulas for Limits). If x n converges to x and yn converges to y, then (i) x n yn converges to x y, respectively, i.e. lim x n yn lim x n lim yn ,
24
0, since M 0 M bn
(ii) We prove a lemma rst. Lemma. If an is bounded and lim bn 0, then lim an bn 0. n n Proof. Since an is bounded, there is M such that an M for all n. For every bn converges to 0, there is K such that n K bn 0 M a n bn
xn
yn
xn
yn
xn
yn
0 and .
0, there are K 1 K 2 Proof. (i) For every Let K max K 1 K 2 Then n K implies n
K2
yn
0. 2.
lim x n
lim yn ,
Remarks. The converse is false. The sequence may or may not converge.
Boundedness Theorem. If x n converges, then x n is bounded. Proof. Let lim x n x. For 1, there is K such that n K n x then for every n xn Let M max x 1 , , x K 1 , 1
xn x 1 xn xn M (i.e. x n [ M M]).
x.
Proof. For every 0, we will show x y . (By the innitesimal principle, we will get x y.) Let 0 2 By the denition of convergence, there are K 1, K 2 such that n K 1 xn x K2 xn y 0 and n Let K max K 1 K 2 . By the triangle inequality, x y x xK xK y x xK xK y 0 0
Remarks. (i) From the denition, we see that x n converges to x x n x converges to 0 and x n x to 0 are equivalent because in the denition, x n x is the same as x n x 0 xn x 0
implies z n
un
So z n converges to 1. converges
x). 0
so that u n
) For every
""
un
nu n
zn n
u2 n
un n
Solution. (Let u n
zn
zn
(4) Let z n
n1
So x n converges to
(3) Let x n
n cos n
Show that x n converges to 1 by checking the denition. 1 by the Archimedian principle. Then n K implies
1 (iii) Note 1 y 0 Since yn converges to y there is K 0 such that n K 0 implies yn y y By 2 2 1 1 the triangle inequality, y yn yn y y y yn for n K 0 Then for every n 2 2 yn m min y1 yK0 1 1 y 0 2 1 1 xn 1 1 x (then by (ii), lim ). For every Next we will show lim lim x n x 0 let n n n yn y yn yn y y m y 0 Since lim yn y 0, there is K such that n K yn y 0 0 Then
Remarks. (1) As in the proofs of the uniqueness of limit and part (i) of the computation formulas, when we have n K1 an a K2 bn b max K 1 K 2 to say 1 and n 2 we may as well take K n K an a b 1 and bn 2 from now on. (2) By mathematical induction, we can show that the computation formulas also hold for nitely many sequences. However, the number of sequences must stay constant as the following example shows
n terms
Remarks. By the limit inequality above, if x n yn , lim x n x, lim yn y, then taking an yn x n 0 we get n n the limit y x 0 i.e. x y Also, if a x n b and lim x n x then lim a a lim x n x lim b b
n
Supremum Limit Theorem. Let S be a nonempty set with an upper bound c There is a sequence n in S converging to c if and only if c sup S. 1 1 Proof. If c sup S then for n , by the supremum property, there is n S such that c n sup S n n 1 sup S c. Since lim c lim c c, the sandwich theorem implies lim n c sup S. n n n n Conversely, if a sequence n in S converges to c then n sup S implies c lim n sup S Since c is an n upper bound of S so sup S c Therefore c sup S
25
i.e. x n
[a b] and lim x n
x imply x
1 n
1 0 2 lim n n
0 2 )
Proof. Assume a a an a
such that n
an
0 for all n
and lim an
a, then a
0.
a , which implies
Then
10
2 10n
Example. Let
14
1 41
1 414
[10n 2] for every n (Note 10n n 10 2 10n 2 2 Since lim n n 10n 10n
1 4142
xn .
and yn
, i.e. x n , yn
. Since
yn for all n
and lim x n
""
""
""
lim
1 n
1 n
lim
1 n
lim
1 n
m y
1 yn
1 y
y yn yn y
lim yn
z then
lim x n yn
lim x n yn
xy
lim x y
lim x n yn
lim y x n
xy
xy
To prove (ii), we write x n yn x y x n yn x n y x n y x y x n yn x n is bounded by the boundedness theorem. So by (i) and the lemma,
y xn
x . Since x n converges,
xy
1 1 Examples. (1) Let S :n 1 1 1 Since 0 n for all n 0 is a lower bound of the set S Now n 2 3 1 the sequence n in S converges to 0 By the inmum limit theorem, inf S 0
Solution. Since A and B are bounded, sup A and inf B exist by the completeness axiom. For x A 2B we have x a 2b for some a A and b B So x a 2b sup A 2 inf B Hence sup A 2 sup B is an upper bound for A 2B By the supremum limit theorem, there is a sequence a n A such that an converges to sup A By the inmum limit theorem, there is a sequence bn B such that bn converges to inf B Then an 2bn is a sequence in A 2B and an 2bn converges to sup A 2 inf B by the computation formulas for limits. By the supremum limit theorem, therefore sup A 2B sup A 2 inf B
Examples. For the sequence x 1 x 2 x 3 x 4 x 5 x 6 if we set n j j 2 we get the subsequence x 1 x 4 x 9 x 16 If n j 2 j 1 then we get the subsequence x 3 x 5 x 7 x 9 If n j is the j -th prime number, then we get the subsequence x 2 x 3 x 5 x 7 Remarks. (1) Taking n j j we see that every sequence is a subsequence of itself. A subsequence can also be thought of as obtained from the original sequence by throwing away possibly some terms. Also, a subsequence of a subsequence of x n is a subsequence of x n
Question. How can we tell if a sequence converges without knowing the limit (especially if the sequence is given by a recurrence relation)? For certain types of sequences, the question has an easy answer.
respectively.
n
Remark. Note the completeness axiom was used to show the limit of x n exists (without giving the value). Examples. (1) Let 0 c 1 and x n c1 n Then x n 1 and cn 1 cn x n c1 n c1 n 1 x n 1 So by the 2 1 2n 2 monotone sequence theorem, x n has a limit x Now x 2n c c1 n x n Taking limits and using the subsequence theorem, we get x 2 x So x 0 or 1. Since 0 c x 1 x the limit x is 1. Similarly, if c 1 then cn will decrease to the limit 1.
26
Proof. Let M sup x n , which exists by the completeness axiom. By the supremum property, for any x K such that M xK M. Then j K M xK xj M xj M M xj
inf x n .)
0, there is
sup x n . (Similarly, if x n
iff
respectively. x n is
increasing decreasing Denitions. x n is strictly increasing strictly decreasing increasing or decreasing x n is strictly increasing or decreasing
x1 x1 x1 x1
x2 x2 x2 x2
x3 x3 x3 x3
0, there is K
such that n
xn
. Then j
nj
x nj
x, then lim x nj
j for all j
because n 1
1 and n j
nj
and n 1
n2
n3
j implies n j
Prove that if A 2B
a 2b : a
A b
B then sup A 2B
sup A 2 inf B
1 n
[1 2] Since 1 x 2 1 in S converges to 2
1 y 1 2
Inmum Limit Theorem. Let S be a nonempty set with a lower bound c There is a sequence to c if and only if c inf S.
in S converging
1 2 1 2
is a
2 and x n 1 2 x n The question is whether x n Here we have a nested radical dened by x 1 converges to a real number x. (Computing a few terms, we suspect that x n is increasing. To nd an upper bound, observe that if lim x n x then x 2 x implies x 2 ) Now by mathematical induction, we can show that n x n x n 1 2 (If x n x n 1 2 then 2 x n 2 x n 1 4 so taking square roots, we get x n 1 x n 2 2 ) 2 By the monotone sequence theorem, x n has a limit x We have x 2 lim x n 1 lim 2 x n 2 x Then
Another common type of sequences is obtained by mixing a decreasing sequence and an increasing sequence into one of the form a1 b1 a2 b2 a3 b3 In the next example, we will have such a situation and we need two theorems to handle these kind of sequences.
n 1
Proof. I1 I2 I3 implies an is increasing and bounded above by b1 and bn is decreasing and bounded below by a1. By the monotone sequence theorem, an converges to a sup an and bn converges to b inf bn . Since an bn for every n , taking limits, we have an a b bn . Consequently, x [an bn ] (i.e. an x bn )
n 1
Remarks. Note in the proof, the monotone sequence theorem was used. So the nested interval theorem also implicitly depended on the completeness axiom.
Example. Does
1 Here we have a continued fraction dened by x 1 1 and x n 1 1 1 x n We have x 1 1 x 2 1 2 x 3 2 3 x4 3 5 Plotting these on the real line suggests 1 2 x 2n x 2n 2 x 2n 1 x 2n 1 1 for all n This can be easily established by mathematical induction. (If 1 2 x 2n x 2n 2 x 2n 1 x 2n 1 1 then 1 x 2n 1 x 2n 2 1 x 2n 1 1 x 2n 1 Taking reciprocal and applying the recurrence relation, we have x 2n 1 x 2n 3 x 2n 2 x 2n Repeating these steps once more, we get x 2n 2 x 2n 4 x 2n 3 x 2n 1 )
1
""
represent a number?
2n 2
n 1
27
x 2n
In
x for some
""
""
x 2n
x 2n
x 2n
x2
4 x 2n 9
44 x 2n 99
4 9
4 x1 9
xm
1 2
xm
xm
1 1 2
1 xm
""
Let In
[x 2n x 2n 1] then I1
I2
I3
Now xm xm xm 1 xm
xm
xm
4 xm 9
xm
4 9
2n 2 1
Proof. For every 0 since x 2m converges to x there is K 0 such that m K 0 x 2m x Since x 2m 1 also converges to x there is K 1 such that m K1 x 2m 1 x Now if n K max 2K 0 2K 1 1 then either n 2m 2K 0 xn x x 2m x or n 2m 1 2K 1 1 xn x x 2m 1 x
and
In
n 1
lim bn So
In
[a b]. If 0
lim bn
an
a then a
n 1
[ a1
[ a2
[ a3 ...
lim an
lim bn
b If lim bn
an
0, then
I2
I3
, then
1 or 2. Since
x1
x so x
In
[a b] where
""
(2) Does
(Instead of estimating the lengths of the In s and squeezing them to 0 to see their intersection is a single point, we can also do the following. Let In [x 2n x 2n 1] be as above so that I1 I2 I3 By the nested interval 1 theorem, In [a b] where a lim x 2n and b lim x 2n 1 Taking limits on both sides of x 2n 1 and n n n 1 1 x 2n 1 1 1 x 2n we get b and a Then b 1 a 1 a 1 b which yields b ab a ab 1 x 2n 1 1 a 1 b
n 1
Back to answering the question above in general, French mathematician Augustine Cauchy (17891857) introduced the following condition.
Remark. Roughly, the condition says that the terms of these sequences are getting closer and closer to each other.
The converse of the previous theorem is true, but it takes some work to prove that. The difculty lies primarily on how to come up with a limit of the sequence. The strategy of showing every Cauchy sequence in must converge is rst to nd a subsequence that converges, then show that the original sequence also converge to the same limit.
Bolzano-Weierstrass Theorem. If x n is bounded, then x n has a subsequence x nj that converges. Proof. (Bisection Method) Let a1 inf x n , b1 sup x n and I1 [a1 b1]. Let m 1 be the midpoint of I1 . If there are innitely many terms of x n in [a m 1 ], then let a2 a1 , b2 m 1 and I2 [a2 b2]. Otherwise, there will be innitely many terms of x n in [m 1 b1], then let a2 m 1 , b2 b1 and I2 [a2 b2]. For k 2, 3, 4, , repeat I3 . By the nested interval theorem, since this bisection on Ik to get Ik 1 . We have I j [a j b j ] and I1 I2 b1 a1 lim b j a j lim 0, In contains exactly one number x. j j n 1 2j 1 Take n 1 1 then x n1 x 1 I1 . Suppose n j is chosen with x nj I j . Since there are innitely many terms x n in I j 1, choose n j 1 n j and x nj 1 I j 1. Then lim x nj x lim b j a j 0. Therefore, lim x nj x. Remarks. In the proof, the nested interval theorem was used, so the Bolzano-Weierstrass theorem depended on the completeness axiom. Alternate Proof. We will show every sequence x n has a monotone subsequence. (If x n is bounded, then the monotone sequence theorem will imply the subsequence converges.)
28
xK
xm xK
xn 1
Theorem. If x n is a Cauchy sequence, then x n is bounded. 1 Since x n is a Cauchy sequence, there is K such that m n K Proof. Let In particular, for n K xK xn 1 xn xn xK xK xn xK M max x 1 xK 1 1 x K then for all n xn M (i.e. x n [ M M]
Theorem. If x n converges, then x n is a Cauchy sequence. Proof. For every 0 since lim x n x there is K such that j K xj x n have x m x n xm x x xn 2 2 . So x n is a Cauchy sequence.
xm
xn
1 K2
So x n is a Cauchy sequence.
2. For m, n
For every
K , we
1 Let
Example. Let x n
1 1 1 (Note that if m n K say m n then we have x m x n n2 n2 m2 1 0 we can take an integer K (by the Archimedean principle). Then m n
0, there is K
such that m, n
K implies x m
xn
1 1 ) n2 K2 K implies
so a
b Hence
In is a single point.)
""(
lim 1 1
xn
1 1
x Then x
5 2 Since x
I1 x
5 2
x and lim x 2n
lim x 2n
x So x
lim x n
Call x m a peak of x n if x m x k for all k m If x n has innitely many peaks, then we order the peaks by m2 m3 By the denition of a peak, x m 1 xm2 xm3 So x m j strictly increasing subscripts m 1 is a decreasing subsequence of x n On the other hand, if x n has only nitely many peaks x m 1 x m k then let n 1 max m 1 mk 1 Since x n1 is not a peak, there is n 2 n 1 such that x n2 x n1 Inductively, if x nj is not a peak, there is n j 1 n j with x nj 1 x nj So x nj is a strictly increasing subsequence of x n Remarks. This alternate proof used the monotone sequence theorem, so it also depended on the completeness axiom. Cauchys Theorem. x n converges if and only if x n is a Cauchy sequence. Proof. The only if part was proved. For the if part, since x n is a Cauchy sequence, x n is bounded. By the Bolzano-Weierstrass theorem, x n has a subsequence x nj that converges in , say lim x nj x. n
k n 1
k n
Limits of Functions
x x0
For this to be a meaningful expression, in the interval case, x 0 must be a point on the interval or an endpoint. In the general case, x 0 must be approachable by the points of S. CONVENTION. In discussing the limit of a function f : S at x 0 x 0 is always assumed to be the limit of some sequence in S x 0 so that x 0 can be approached by points of S (We say x 0 is an accumulation (or limit or cluster) point of S iff x 0 is the limit of a sequence x n in S x 0 )
y = f (x) L y = f (x) L
x0
)(
roughly means the distance between f x and L is as small as we please when x S is sufciently close to x 0 .(Again, small and close need to be claried.)
S
x0
Example. Let f x x 3 3x 2 x 3 If x gets close to 3 and x 3 then f x x 2 should be close to 9. In other words, the distance d f x 9 f x 9 goes to 0 when the distance d x 3 x 3 gets small. So for every positive the distance f x 9 will soon or later be less than when the distance x 3 becomes small enough. For 0 1 how small d x 3 be (that is, for what x) will make d f x 9 f x 9 ? Equivalently, we are seeking a positive so that 0 x 3 f x 9 Now f x 9 89 f x 9 1 So 2 9833 89 x 9 1 3 0166 and 0 0167 x 3 0 0166 If we take 0 016 then 0 x 3 f x 9
29
x0
Let f : S
Then m n
xm
xn
1 K
'
n n
1m
Therefore, by
""
""
""
'
xm xn
1 m2
1 n
n xm
xn
xk
xk
sin k and k2 1 1 1 m 1 n 1 m 1 n
sin 1 and x k
xk
sin k for k k2
2 3 4
max K 1 K 2 , then n J
K 1, J
K 2 and x n
xn
xnJ
xnJ
such that m, x 2. If
""
""
""
""
Following the example, we are ready to state the precise denition of the limit of a function.
Denition. Let f : S be a function. We say f x converges to L (or has limit L) as x tends to x 0 in S iff for every 0, there is 0 such that for every x S 0 x x0 implies f x L . This is denoted by L (or lim f x L in short.) lim f x In the denition, depends on and x 0 For different (or different x 0 ), will be different. If a limit value exists, then it is unique. The proof is similar to the sequential case and is left as an exercise for the readers.
the - denition.
2 2
10
10
10
x x0 x S
30
1 n
x S
'
Conversely, if xlim f x x
L then there is
0 there is x
S with 0
x0
lim f x n
L.
If lim x n
x 0 and x n
x 0, then there is K
such that n
xn
x0
f xn
x S
Proof. If xlim f x x
0, there is
S, 0
x0
f x
. So
lim f x
0 such that
S 0
x0
and f x
x x0 x S
lim f x
0 such that x
S 0
x0
f x
In quantier symbols (
x x0 x S
'
x 0 in S
x 0 , lim f x n
'
'
x 0 in S
x 0 to mean sequence x n in S
x 0 converges to x 0
'
1 and
10 For every x
0 0
implies x
1 3 So f x
1 10
for x
1 3 ) For every
0 take
min 1 10
1 5x
1 10
x 2 10x
'
(2) Let f :
be dened by f x
[0
implies g x
For every
0 let
x 4 x 2 x 4 2
[0
2 Solution. For every 0 let Then for every x This takes care of the checking for the rst limit.
implies g x
dened by g x
x x0 x S
x0
0 and lim g x
take
2 by checking
0 f x 3 3
9 then 0
f x 9 x 3
9 f x
3 So we may
Remarks. If lim f x n exists for every x n x 0 in S x 0 then all the limit values are the same. To see this, suppose n xn x 0 and n x 0 in S x 0 Then the intertwining sequence z n x1 1 x2 2 x3 3 converges to x 0 in S x 0 Since f x n and f n are subsequences of the convergent sequence f z n , they have the same limit. Consequences of Sequential Limit Theorem.
x x0 x S x x0 x S
Proof. Since f x and g x have limits L 1 and L 2 respectively, as x tends to x 0 in S by the sequential limit theorem, f x n and g x n will have limits L 1 and L 2 respectively, for every x n x 0 in S x 0 By the computation formulas for sequences, the limit of f x n g x n is L 1 L 2 for every x n x 0 in S x 0 By the sequential limit theorem, f x g x has limit L 1 L 2 as x tends to x 0 in S Replacing by we get the proofs for the other parts.
x S
x S
The other parts of the computation formulas can be proved by adapting the arguments for the sequential case.
0
x S
x S
The proofs of (2) and (3) can be done by switching to sequences like the rst proof of (1) or by adapting the arguments of the sequential cases and checking the - denition like the alternate proof of (1). Next we will discuss one-sided limits.
31
f x
L x0 b 0
In particular, for x a x0 x x0 f x L
x x0 So f x 0
f x
x0
So f x 0
L Similarly, for
Proof. If lim f x
0 there is
a b
x0
x x0 x ab
Theorem. For x 0
a b
lim f x
L if and only if f x 0
x0
x0 x0 b
lim f x
lim
f x
f x0
x0
a x0
Denitions. For f : a b
and x 0
x x0 x S
x x0 x S
0 for all x
lim h x
then lim g x
S and xlim f x x
L then L
lim f x
lim x
f x .
g x
h x for every x
S and xlim f x x
f x
g x
L1
L2
f x
L1
g x
L2
f x
L1
g x
L2
implies g x 0 x x0
0 so that x x0
and 2 so that
1
every x
S 0
x0
implies f x
L1
and
S 0
x0
L 1 and xlim g x x
0 there are
'
'
0 for every x
S and L 2
0).
x x0 x S
x x0 x S
x x0 x S
lim
f x
g x
L1
L2
lim f x
L 1 and lim g x
L 2 then
lim g x
'
'
'
For monotone functions, the following theorem is analogous to the monotone sequence theorem. It will be used dx dy 1 rule later. in the next chapter to prove the continuous inverse theorem, which will be used to prove the dy dx Also, it will be used again in the chapter on integration. Monotone Function Theorem. If f is increasing on a b , then for every x 0 a b , f x0 sup f x : a x x 0 and f x 0 inf f x : x 0 x b and f x 0 f x0 f x 0 . If f is bounded below, then f a inf f x : a x b If f is bounded above, then f b sup f x : a x b Also f has countably many discontinuous points on a b i.e. J x 0 : x0 a b f x0 f x0 is countable. (The theorem is similarly true for decreasing functions and all other kinds of intervals.)
Denitions. (1) A sequence x n diverges to (or has limit ) iff for every r there is K (depending on r) such that n K implies x n r Similarly, a sequence x n diverges to (or has limit ) iff for every r there is K (depending on r) such that n K implies x n r
32
We begin with a denition of a sequence having bound in i.e. the sequence will pass any xed r and functions with limit are dened similarly.
x0
x1
as limit. In this case, the sequence does not have any upper eventually and keep on going. Sequences with as limit
q(x 0 )
q (x1)
Next let x 0 a b with f x 0 f x 0 . By the density of rational numbers, we may choose a q x 0 between f x 0 and f x 0 . The function q: J is injective because if f is discontinuous at x 0, x 1 with x 0 x 1, then x0 x1 q x0 f x0 f f x1 q x1 2 By the injection theorem, J is countable, i.e. f has countably many discontinuous points on a b The cases of decreasing functions or other kinds of intervals are similar.
or f b
x0
x0
is similar.
So lim f x
f x 0 . Similarly, f x 0
lim f x
inf f x : x 0
a x0 0
x0
x0
x0
f c
f x
f x
f c
x0
sup f x : a x x0 f c M If we let
S0 is
bounded above bounded below on S0 iff f x : x bounded respectively. If The set S0 is not mentioned, then it is the domain S
Also, f is
Denitions. A function f : S
increasing f x decreasing f x is on S iff for every x, y S, x y strictly increasing f x strictly decreasing f x increasing or decreasing on S iff f is on S respectively. strictly increasing or strictly decreasing
x0
f f f f
y y y y
0 As
Conversely, if f x 0 L f x0 then for every 0 there is 1 0 such that for x x x0 f x L and there is 2 0 such that for x x0 b 0 x x0 f x 1 2 min 1 2 a b 0 x x0 f x L So lim f x 1 and 2 we have for x
a x0 L L
(2) A function f : S diverges to (or has limit ) as x tends to x 0 in S iff for every r there is 0 (depending on r and x 0 ) such that for every x S 0 x x0 implies f x r Similarly, a function f :S diverges to (or has limit ) as x tends to x 0 in S iff for every r there is 0 (depending on r and x 0 ) such that for every x S 0 x x0 implies f x r Limit at innity for functions are dened similarly as for sequences as follow. Denitions. (1) Let f : S be a function such that is an accumulation point of S (i.e. there is a sequence in S diverges to ) We say f x converges to L (or has limit L) as x tends to in S iff for every 0 there is K such that for every x S x K implies f x L Similarly, let f : S be a function such that is an accumulation point of S (i.e. there is a sequence in S diverges to ) We say f x converges to L (or has limit L) as x tends to in S iff for every 0 there is K such that for every x S x K implies f x L (2) Let f : S be a function such that is an accumulation point of S (i.e. there is a sequence in S diverges to ) We say f x diverges to (or has limit ) as x tends to in S iff for every r there is K such that for every x S x K implies f x r Similarly, let f : S be a function such that is an accumulation point of S (i.e. there is a sequence in S diverges to ) We say f x diverges to (or has limit ) as x tends to in S iff for every r there is K such that for every x S x K implies f x r By replacing f x r with f x r we get the denitions of limit equal to as x tends to in S It is good exercises for the readers to formulate the computation formulas and properties for these limits, which can be proved by checking these denitions just like the nite cases.
33
!
Chapter 7. Continuity
x x0 x S
S, x x 0 f x f x0 . For E S we say f is continuous on E iff f is such that for all x continuous at every element of E Also, we say f is continuous iff f is continuous on the domain S
Example. It is easy to give examples of continuous functions, such as polynomials. Here is an example of a function 1 if x not continuous at any point. Let f x then f is discontinuous at every x ! 0 if x
Proof. By the sequential continuity theorem, all we need to show is that lim g f x n g f x 0 for every n sequence x n converging to x 0 Since f is continuous at x 0 , by the sequential continuity theorem, the limit of f x n is f x 0 Since g is continuous at f x 0 so lim g f x n g lim f x n g f x0 In the discussions below, S will denote an interval of positive length.
y0.
Proof. The cases y0 f a or y0 f b are trivial as x 0 a or b will do. We assume f a y0 f b . (The other possibility f a y0 f b is similar.) The set S x [a b]: f x y0 is nonempty (a S) and has b as an upper bound. Then x 0 sup S [a b].
Examples. (1) The equation x 5 3x sin x cos x 10 has a solution. To see this, let f x x 5 3x sin x cos x 10 then f 0 11 and 26 f 2 30 Since f is continuous, the intermediate value theorem implies f x 0 for some x 0 2
34
Dene g x y0 f x on [a b]. Since g x 0 0, by the sign preserving property, there is x 1 g x1 0 Then f x 1 y0 . So x 0 x 1 S which contradicts x 0 sup S. Therefore, f x 0 y0.
x 0 such that
x0
By the supremum limit theorem, there is a sequence x n in S such that lim x n x 0 . Note x n [a b] implies n [a b] Then f x 0 lim f x n y0 by continuity of f at x 0 . Assume f x 0 y0. Then x 0 b as y0 f b
Proof. Let g x g x0
x0
Theorem (Sign Preserving Property). If g: S is continuous and g x 0 x0 x0 with 0 such that g x 0 for every x S I (The case g x 0
Theorem. If f : S at x 0.
So f
g is continous at x 0 by denition. The subtraction, multiplication and division cases are similar. is continuous at x 0, f S S g:S is continuous at f x 0 , then g f is continuous
x0
x0
x0
g x
lim f x
lim g x
f x0
g x0
g x0
Theorem. If f g : S
are continuous at x 0
S then f
g f g f g (provided g x 0
x0
0) are continuous at x 0
n , by the density of rational numbers and irrational numbers, there are r n , sn x 0 , sn x 0, but lim f rn 1 and lim f sn 0. So lim f x cannot exist.
'
Proof. Just replace L by f x 0 , 0 x x0 by x x 0 and x n the x n x 0 requirement) in the proof of the sequential limit theorem.
is continuous at x 0
x 0 in S
x 0 in S (i.e. delete
Denitions. A function f : S
is continuous at x 0
S iff lim f x
0, there is
Extreme Value Theorem. If f : [a b] is continuous, then there are x 0, [a b] such that f 0 f x f x 0 for every x [a b] So the range 0 of f is f [a b] [ f 0 f x 0 ] In particular, f is bounded on [a b]
x [a b]
x [a b]
x0
w0
Proof. We rst show f [a b] f x : x [a b] is bounded above. Assume it is not bounded above. Then each n is not an upper bound. So there is z n [a b] such that f z n n By the Bolzano-Weierstrass theorem, z n in [a b] has a subsequence z nj converging to some z 0 [a b] Since f is continuous at z 0 lim f z nj f z0
By the completeness axiom, M sup f x : x [a b] exists. By the supremum limit theorem, there is a sequence x n in [a b] such that lim f x n M. By the Bolzano-Weierstrass theorem, x n has a subsequence x nk
[a b]. 1
Continuous Injection Theorem. If f is continuous and injective on [a b], then f is strictly monotone on [a b] and f [a b] [ f a f b ] or [ f b f a ]. (This is true for any nonempty interval in place of [a b] The range is an interval with f a f b as endpoints.) Proof. Since f is injective, either f a f b or f a f b . Suppose f (y) f a f b . Let y a b . Then f y cannot be greater than f b , otherwise by the intermediate value theorem, there is a y such that f f b, contradicting injectivity. Similarly, f y cannot be less than f a . Therefore, f (b) f a f y f b . If a x y b, then similarly f a f x f (a) f y f b , i.e. f is strictly increasing on [a b] and f [a b] [f a f b ] by the intermediate value theorem. a y b The case f a f b leads to f strictly decreasing on [a b]. Continuous Inverse Theorem. If f is continuous and injective on [a b], then f 1 is continuous on f [a b] . Proof. By the last theorem, f is strictly monotone on [a b]. We rst suppose f is strictly increasing. Then f 1 is also strictly increasing on f [a b] [ f a f b ]. For y0 f a f b ], let r f 1 y0 lim f 1 y which exists by the monotone function theorem. Since f y [a b] r [a b] Let yn be a sequence in f a y0 converging to y0 then n f 1 yn will converge to r by sequential limit theorem. Since f is continuous at r by the sequential continuity theorem, f r lim f n lim f f 1 yn y0 Then f 1 y0 r f 1 y0 . Similarly, if y0 [ f a f b , then
y0
y0 . So f
is continuous on [ f a
f b]
35
y0
dx dy
theorem and the sequential continuity theorem, respectively. Similarly, inf f x : x [a b] f 0 for some 0
[a b], M
lim f x nk
f x 0 by the subsequence
nj
j implies f z nj
is not
inf f x : x
[a b]
min f x
sup f x : x
[a b]
max f x and
Then p x 0
0 and p
x0
x 0 and x 0
""
""
""
n x0 n x0
p x0 p x0
n a1 x 0
an
n a1 x 0
n an x 0
a1
n an x 0
n x0
""
p x0
""
""
(2) Suppose p x x n a1 x n 1 an with n odd. Let x 0 n 1 n n n x 0 a1 x 0 an and p x 0 x 0 a1 x 0 1 p x0 n 1 n and x 0 p x 0 a1 x 0 an By the triangle inequality,
a1 n an So x 0
an
1 then we have n a1 x 0 1 an
""
""
""
x [a b]
x [a b]
Here we will mention that there is a version of the extreme value theorem for continuous functions dened on closed disks of nite radius on the plane. As an application of this fact, we can sketch a proof of the fundamental theorem of algebra, which asserts that every nonconstant polynomial with complex coefcients must have a root.
n k 1
n k 1
n k 1
n k 1
n k 1
We claim m p z0 0 Suppose m 0 Then f z p z z 0 p z 0 is a polynomial of degree n and f 0 1 So f z 1 b1 z bn z n for some b1 bn with bn 0 Let k be the smallest positive integer such that bk 0 Then f z 1 bk z k bn z n Since p z z 0 m p z 0 we get f z 1 for all z Introduce the notation e i cos i sin which describes the points on the unit circle. Since the absolute value of bk bk is 1, so bk bk ei for some Let k then e ik bk e i bk bk Considering re i k k ik k k 1 k k with r bk 1 r bk 0 we have 1 bk 1 bk r e 1 r bk 1 r bk and
36
rk
1 2
bk
1 a contradiction to
bk
bk
1 2
as
""
""
""
""
f
bk
bn
1 bk k 1 r k bk 1 r k bk
bk 1 k 1 bk 1 r k 1 bk 1 r
bn n bn r n bn r n k
Therefore
Let D K be the closed disk z : z K We have m inf p z : z z 0 D K by the extreme value theorem, since p z is continuous on D K
inf p z : z
""
p z
ak z
1 z 2
1 n K 2
""
So for z large, 1
ak z
2m we have z
K implies
DK
p z 0 for some
as
k 1
zn
p z
ak z n
p z
ak z
n k
p z
ak z
n k
""
Let p z
zn
a1 z n
an and m
inf p z
:z
We have
n
ak z
then for m
min f x and M
max f x
we have m
f x
M and m b
f x dx
The extreme value theorem is often used in estimating integrals. More precisely, if f : [a b]
is continuous, M b a
Chapter 8. Differentiation.
x S
Theorem. If f : S is differentiable at x 0, then f is continuous at x 0. Proof. By the computation formulas for limits,
Remarks. Note f differentiable at x 0 does not imply f is continuous at x 0 In fact, the function f x x 2 sin 1 for x 1 2 1 1 0 and f 0 lim x sin 0 is continuous and differentiable with f x 2x sin x cos x for x 0 and x x 0 x 1 1 1 f 0 lim x 2 sin 0 x 0 However, f is not continuous at 0 because lim f x lim 2x sin cos does x 0 x 0 x 0 x x x 1 2 not exist, hence not equal to f 0 In particular, f is not twice differentiable. (Also, the function g x x sin 2 x for x 0 and g 0 0 is differentiable on but g x is not continuous at 0 and g x is unbounded on every open interval containing 0.)
37
x0
x0
lim h f x
f x x
g f x0 x0
f x0
f x x
f x0 x0
h f x0
f x0
g f x0
f x0
is continuous at f x 0 because
lim h y
g f x0
h f x 0 . So g y
g f x0
h y y
f x0
holds
Theorem (Chain Rule). If f : S is differentiable at x 0 f S S and g : S then g f is differentiable at x 0 and g f x 0 g f x0 f x0 . Proof. The function g y g f x0 if y f x0 h y y f x0 g f x0 if y f x0
x0
x0
x0
is differentiable at f x 0 ,
lim
lim
1 f x f x0 g x0 g x g x0 x x0 f x0 g x0 f x0 g x0 g x0 2
f x g x
f x0 g
x0
x0
x0
g x x
g x0 f x0 x0
lim
lim
f x0
fg x x
f g x0
f x x
f x0 g x x0
g x x
g x0 x0
x0
x0
f x0 g x0
f x0 g x0
lim
lim
f x0
g x x
f x0
g x0
f x x
f x0 x0
g x x
g x0 x0
g x0
x0
Theorem (Differentiation Formulas). If f g : S g x0 0) are differentiable at x 0. In fact, f g f f x0 g x0 f x0 g x0 and x0 . g g x0 2 Proof. By the computation formulas for limits,
x0
x0
g, f g, f g, f g (when f x0 g x0 f x0 g x0
lim f x
lim
f x x
f x0 x0
x0
f x0
f x0
f x0
f x0
is differentiable at x 0 Denitions. Let S be an interval of positive length. A function f : S f x f x0 lim exists in . Also, f is differentiable iff f is differentiable at every element of S x x0 x x0
S iff f x 0
Notations. C 0 S C S is the set of all continuous functions on S For n C n S is the set of all functions n such that the n-th derivative f is continuous on S. C S is the set of all functions having n-th derivatives f:S for all n . Functions in C 1 S are said to be continuously differentiable on S Inverse Function Theorem. If f is continuous and injective on a b and f x 0 0 for some x 0 a b , then f 1 dx 1 dy is differentiable at y0 f x 0 and f 1 y0 , i.e. 1 . f x0 dy dx x x0 if x x 0 1 f x f x0 Proof. The function g x is continuous at x 0 because lim g x g x0 1 x x0 f x0 if x x 0 f x0 Since f is continuous and injective on a b f 1 is continuous by the continuous inverse theorem. So lim f 1 y
y y0 y y0
ab
ab
x [a b]
The case 0
1 is similar.)
38
ln x
f x
f x
f 1
f x0 x
1 x0
1 for x
0 (Let f x
ln x
1 then f 1
0 If x
1 then there is x 0
f x
f 0
f x0 x
x0
1x
1 x such
(2) Show 1 x 1 x 0 or x 0 x 0 if
1 (Let f x
x then there is x 0
Examples. (1) For a b show sin b sin a sin b sin a cos x 0 b a so sin b
a b such that 0 x if
x0
f a
f x0 b
such that 0
F x0
f a . Then F a
Mean-Value Theorem. Let f be continuous on [a a b . Then there exists x 0 a b such that f b f b f a Proof. Dene F x f x x a b a 0 F b . By Rolles theorem, there is x 0 a b f b f a f x0 , which is equivalent to f b b a
b] and differentiable on f a f x0 b a .
0 or f
min f x
. Either f x 0
f a or f
x0
x [a b]
f a . So either x 0 or
w0
Rolles Theorem. Let f be continuous on [a b] and differentiable on f a f b then there is (at least one) z 0 a b such that f z 0 Proof. This is trivial if f is constant on [a b]. Otherwise, by the value theorem, there are x 0 , 0 [a b] such that f x 0 max
x0
x0
ab
a b . If 0. extreme f x
Proof. If f x 0
min f x
then 0
lim
f x0
lim
then f x 0
f x x
f x0 x0
f x x
f x0 x0
0 So f x 0
be differentiable. If f x 0
min f x or f x 0
y0
x 0 and f
y0
lim
lim g f
y y
f y0
y0
g x0
1 f x0
y0
max f x
n 1 k 0
k!
39
where f
f and p t
We have g t
t x
n 1
and p t
n 1
By the generalized
I , dene g t
1!
(This is called the n-th Taylor expansion of f about c The term R n x form of the remainder.)
x0 x n!
f x
f c
f c x 1!
f c x 2!
n 1
c x 1!
n 1
x0 x n!
f x lim x 0 g x
x lim x 0 sin x
x sin
1 x
1 0
0. a b , there is x 0 between
1 x 2 sin , g x x f x 0, lim x 0 g x
f x f x does not exist, lim may still exist as the following x a g x g x 1 sin x, a 0, then x 2 x 2 sin x 2 implies lim f x 0 x 0 x 2x sin 1 cos 1 0 cos 1 x x x lim lim does not exist. However, x 0 x 0 cos x 1
a
0 Then f and g are continuous at b So by the generalized mean value f x f x f b f x0 theorem, there is x 0 between x and b such that As x b x 0 will be squeezed to g x g x g b g x0 f x0 f x b and will be squeezed to L The case x a is similar. g x g x0
0 and g b
a or L
f x lim g x If lim x b x b g x
f x L then lim x b g x
0 for x
a b Let lim f x
Generalized Mean-Value Theorem. Let f , g be continuous x0 a b such that g x 0 f b f a f x0 g b g a Proof. Let F x f x g b g a f b f a g x Rolles theorem, there is x 0 a b such that 0 F x 0 f
f x0 y
on [a b] and differentiable on a b . Then there is . (Note the case g x x is the mean-value theorem.) g a , then F a f a g b g a F b . By x0 g b g a g x0 f b f a
Proof. If x, y
Theorem. If
f f f f f f
0 increasing 0 strictly increasing 0 decreasing everywhere on a b , then f is on a b respectively. 0 strictly decreasing 0 injective 0 constant a b and x y, then by the mean value theorem, there is x 0 x y such that f y 0 f x f y 0 f x f y 0 f x f y . Therefore, 0 f x f y 0 f x f y 0 f x f y
(4) To approximate 16 1 we can let f x x Then f 16 1 f 16 16 and f 16 1 f 16 f 16 16 1 between 16 and 16 1. Now c 16 1 f 16 1 4 0125
f x
Appendix 1: LHopitals Rule The following is a more comprehensive version of LHopitals rule.
consider r be such that L r (If L then consider r L ) Let f x f x s such that L s r Since lim L there is c a b such that a x c implies s (If x a g x g x a then c may be taken to be a x y c by the generalized mean value theorem, there is 0 ) Now, for a f x f y f t t x y such that s g x g y g t f y If lim f x 0 lim g x then letting x a we see s r for all y a c x a x a g y g x g y If lim g x then keeping y xed, g x g y for all x on some interval a c Multiplying x a g x f x g y f y on both sides of we get s s for all x a c As x tends to a the limit of the right side g x g x g x f x is s which is less than r So, r on some interval a c g x
40
f x of the equation
dy dx
lim f x
0 (This type of result is often needed in the studies of differential equations. Here if lim g x
(2) Let f : a
implies lim
x ex
on [1
Since
dn n x dx n
n! and lim
n! ex
xn ex
0 which
0 and 0
x n on [1
xr ex
0 for every r
So 0
xr ex
%
So in both cases, there exists d1 a (d1 c in the former case and d1 c in the latter case) such that f d1 implies r Similarly, for the case L consider r such that r L (If g f then consider r L ) There is d2 such that a d2 implies r Taking d min d1 d2 (and g f x d a in case a ), the denition of lim L is successfully veried. x a g x
xn ex
b or g x
lim f x
lim g x
or
lim g x
lim
f x g x
0 for x
a b where
Solving for f x
we get f x
g c n 1!
x0 x n!
x0 x x 0
n 1
x c
x x0
n 1
n 1 !f x
g x0
[p x
pc ]
p x0 [ g x
g c ].
1,
y = f (x)
convex function
Theorem. f is convex on I if and only if the slope of the chords always f x f a f b f x increase, i.e. a, x, b I , a x b . x a b x b x Proof. x ta 1 t b for some t [0 1] 0 t 1. b a
Remark. The proof of the last theorem uses the fact that on an open interval, at any point x 0, there are points on its left and points on its right, which is not true for endpoints of a closed interval.
41
x0
. Solving for f
we get
f x0 x0
Proof. For x 0
a b , consider u, ,
a b such that u
x0
. Then
f x0 x0 f
f u u f
f x0 x0
f x f a f b f x lim f b. x b x b x a b x ( ) If a, x, b I , a x b, then by the mean value theorem, there are r, s such that a f x f a f b f x f r f s . x a b x
lim
b and
Proof. (
) If a, b
I, a
b, then f a
lim
lim
f x x
f a a
f b b
f x x
f b b
f a a
f ta
1 t b
tf a
1 t f b
f x
b b
x f a a
x b
a f b a
f x x
f a a
f b b
f x x
ta+(1- t ) b
Remarks. As t ranges from 0 to 1, the point ta 1 t b f ta 1 t b traces the graph of y f x for a x b, while the point ta 1 t b t f a 1 t f b traces the chord joining a f a to b f b . So f is convex on I if and only if the chord joining two points on the graph always lies above or on the graph.
f ta
t b
tf a
t f b
f ta
t b
tf a
, we say f is a convex t f b
lim
0 and lim f x
lim
f x
f x ex ex
f x
f x
as x tend to
Since lim
f x ex ex
lim f x
f x
Solution. The if part follows by the computation formulas for limit. For the only if part, consider f x
f x ex Note ex
n j 1 n j 1
n j 1
j 1
(1) As the choices of the t j s may vary, it is hard to say how close the Riemann sum is to the actual integral. In particular, it is not clear if the Riemann sum is greater than or less than the integral at any time. (2) The type of limit involved is not the limit of a sequence nor the limit of a function. In fact, there are many variables in a Riemann sum! Instead of dealing with these technicalities, we introduce integral following the approach of J. Gaston Darboux in 1875.
Proof. P can be obtained from P by adding one point at a time. It sufces to consider the case P P with P x0 x1 x n . Suppose x j 1 xj
xj - 1
xj
Observe that L f P underestimates the area under the curve; U f P overestimates the area under the curve. Denitions. The lower integral of f on [a b] is
b a
b a
(So for every partition P of [a b] L f P L a f x dx U a f x dx U f P ) b b We say f is (Riemann) integrable on [a b] iff L a f x dx U a f x dx In that case, we denote the b b a a common value by a f x dx. (For b a, dene a f x dx 0.) b f x dx. In particular, a f x dx
42
f x dx
inf U f P : P is a partition of [a b]
b
f x dx
sup L f P : P is a partition of [a b]
wj
f x x j] xj P .
L f P
U f P
U f P .
Denition. We say P is a renement of P or P is ner than P iff P and P are partitions of [a b] and P
a = x0 x1 x2 . . .
xn - 1 xn = b
f tj
(Note K mj f tj U f P K b a )
Mj
K implies
K b
Mj x j
L f P
f tj
x j where every t j is in [x j
For a b let f be a bounded function on [a b] say f x K for every x [a b]. Let P be a partition of [a b], i.e. a x0 x1 xn 1 xn b. The length of [x j 1 x j ] is and the mesh of P is P max x 1 x n Also, on [x j 1 x j ] let m j inf f x : x M j sup f x : x [x j 1 x j ]
x 0 x1 xn xj xj xj 1 [x j 1 x j ] and
Conversely, if f is (Riemann) integrable on [a b] then for every 0 by the supremum property, we have b b b L a f x dx 2 L f P1 L a f x dx for some partition P1 of [a b] Similarly, U a f x dx b U f P2 U a f x dx 2 for some partition P2 of [a b] Let P P1 P2 then by the renement b theorem, L f P1 L f P U f P U f P2 Since U f P2 L f P1 [ U a f x dx 2] b [ L a f x dx 2] so U f P L f P U f P2 L f P1 Question. Are there integrable functions? Are there non-integrable functions? Below we will show that constant functions and continuous functions are integrable.
b a
b a
b a
b a
Uniform Continuity Theorem. If f : [a b] is continuous, then f is uniformly continuous (in the sense that for every 0 there exists a 0 such that for all x t [a b] x t implies f x f t )
j 1
j 1
43
U f P
L f P
f uj
xj
xj
xj
and m j
f u j for some
uj
[x j
x j ] Then xn b x0 a
1 j n
. By
Proof. For f x f
0, since f is uniformly continuous on [a b], there is 0 such that x, [a b], x b a . Let P a x0 x1 x n b be a partition of [a b] with max x j x j
contradiction.
Then 0
[a b] Since tnj
Proof. Suppose f is not uniform continuous. Then there is an 1 x n tn [a b] such that x n tn and f x n f tn n
1 0 such that for every n there are n By the Bolzano-Weierstrass theorem, x n has 1 tn j x n j x nj x nj by nj lim f x nj f tn j 0 which is a
f x dx
cb
f x dx
cb
Example. If f x
c for every x
[a b] then L f P
cb
b. a
L f P
0 and U f P
f x dx
0, U
f x dx
subintervals [x j
1 if x is not continuous anywhere. Partitioning an interval [a b] into 0 if x x j ], we get by the density of rational numbers and irrational numbers that m j 0 and M j 1 Then
a.
b a
Proof. If for every 0 there is a partition P of [a b] such that U f P L f P b L a f x dx U f P L f P By the innitesimal principle, we get L i.e. f is (Riemann) integrable on [a b]
, then 0 b a f x dx
U U
b a
Theorem (Integral Criterion). Let f : [a b] be a bounded function. The function f is (Riemann) integrable on [a b] if and only if for every 0, there is a partition P of [a b] such that U f P L f P
f x dx f x dx
(Hint: This can be done directly or by using (1) to reduce the problem to intervals having only one discontinuity.) Questions. How bad can an integrable function be discontinuous? Which functions are integrable?
n 1
(ii) We say a property holds almost everywhere iff the property holds except on a set of measure 0. (It is common to abbreviate almost everywhere by a.e. in advanced courses. In probability, almost surely is used instead of almost everywhere.) Lebesgues Theorem(1902). For a bounded function f : [a b] f is integrable on [a b] if and only if the set Sf x [a b]: f is discontinuous at x is of measure 0 (i.e. f is continuous almost everywhere). For a proof of Lebesgues theorem, please go to appendix 1 of this chapter.
n 1
x1 4
x1
x1 + 4
x2 16
x2 x2 + 16
x3 64 x3 x3 + 64
So every monotone function on [a b] is integrable on [a b] since the set of discontinuities S is countable, hence of measure 0. (3) There exist uncountable sets, which are of measure 0 (eg. the Cantor set). then for every 0 since Sk is of measure 0, there are intervals ak n bk n such that Sk
k 1n 1
n 1
n 1
k 1 n 1
k 1
1 if x r1 or r2 or or rn (6) Arrange [0 1] in a sequence r1 r2 r3 and dene fn x Then fn x 0 otherwise is integrable on [0 1] since the set of discontinuities S f n r1 r2 rn is nite, hence of measure 0. Now 1 if x lim fn x f x is not integrable on [0 1] since Sf x [0 1] : f is discontinuous at x n 0 if x [0 1] which is not of measure 0. So the limit of a sequence of Riemann integrable functions may not be Riemann integrable.
44
4k
4k
ak n
bk n
Then S
ak n bk n and
ak n
bk n
n 1
(
x4
4n
4n
1
x1 x2
xn
xn
and
2 4n
2 3
is of measure 0 because
function f : [a b]
n 1
n 1
is of measure 0 because
0 0 and
n 1
a3 b3
such that S
an bn and
an
bn
Denitions.(i) A set S
a2 b2
So every continuous
(
x5
(2) If f : [a b]
xn
be a function and c
Remarks. In B. R. Gelbaum and J. M. H. Olmsteds book Counterexamples in Analysis, p. 106, there is an example of the limit of a sequence of continuous functions on [0 1] which is not Riemann integrable.
Proof. Let S S1 S2 be the set of discontinuous points of f on [a b] [a c] [c b] respectively. If f is integrable on [a b] then by Lebesgues theorem, S is of measure 0. Since S 1 S2 S so both S1 S2 are of measure 0. By Lebesgues theorem, f is integrable on [a c] and [c b]
Observe that if f and g are continuous at x then f g is continuous at x Taking contrapositive, we see that if f g is discontinuous at x then f or g is discontinuous at x So if x S f g then x S f or x Sg which implies Sf g S f Sg Since f g are integrable on [a b] by Lebesgues theorem, S f Sg are of measure 0. By example (4), S f Sg is of measure 0. By example (5), S f g is also of measure 0. Therefore, by Lebesgues theorem f g is integrable on [a b] Using a similar argument, we can see that f g f g are integrable on [a b] Remarks. By a similar argument, we can show that if f : [a b] is integrable on [a b] and g is bounded and continuous on f [a b] then S g f S f (This is because if f is continuous at x then g f is continuous at x Taking contrapositive, we get if x S g f then x S f So Sg f S f ) Since S f is of measure 0, by example (5), S g f is of measure 0. So g f : [a b] is integrable on [a b] In particular, if f is integrable on [a b] then taking g x x x 2 e x cos x respectively, we get f f 2 e f cos f are integrable on [a b] However, even if f : [a b] [c d] is integrable on [a b] and g : [c d] is integrable on [c d] g f may not be integrable on [a b] (For example, dene f : [0 1] [0 1] by f 0 1 f m n 1 n where m n are positive integers with no common prime factors, and f x 0 for every x [0 1] Next, dene g : [0 1] [0 1] by g 0 0 and g x 1 for every x 0 1] As an exercise, it can be showed that S f [0 1] and S g 0 So f and g are integrable on [0 1] However, g f is the nonintegrable function that is 1 on [0 1] and 0 on [0 1] ) There is even an example of a continuous function f : [0 1] [0 1] and an integrable function g : [0 1] such that g f is not integrable (see B. R. Gelbaum and J. M. H. Olmstads book Counterexample in Analysis, pp. 106-107). Up to now, we have been trying to determine which functions are integrable. Below we will look at how the integrals of functions can be computed.
45
U f
g P
U f P
U g P
f x dx
g x dx
f x dx
g x dx
L f P
L g P
L f
g P
Proof. To get (1), by the supremum and inmum properties, for every
(3)
f x dx
f x dx
f x dx for c
[a b]
(2) If f x
g x for all x
[a b], then
f x dx
g x dx. Also,
f x dx
(1)
f x
g x
dx
f x dx
g x dx
c f x dx
f x dx for every c
f x dx.
'
g f
'
Theorem. If f g : [a b]
g f
Conversely, if f is integrable on [a c] and [c b] then S 1 S2 are of measure 0. Since S examples (4) and (5), S is of measure 0. By Lebesgues theorem, f is integrable on [a b]
Theorem. For c
S1
S2
by
b a
a b a
a b
b a
b a
b a
b a
b a
b a
a b
b a
b a
b a
f x dx
sup A
sup B
c a
b c
The most important tool for computing an integral is to nd an antiderivative or primitive function of the integrable function, which is a function whose derivative is the integrable function. What can we say about such a function?
x 0
46
F x
f t dt
f x dx
f x dx
if x if x
Since P is also a partition of [a b] we see B A and so sup B sup A By the renement theorem, L f P L f P sup B Hence sup A sup B Therefore, sup A sup B and
L f P : P is a partition of [a b]
and
L f P : P is a partition of [a b] and P
For (3), let P be a partition of [a b] P P c P1 P [a c] and P2 P partition of [a b] than P P1 is a partition of [a c] P2 is a partition of [c b] and L f P
f on [a b] we get
f x
dx
f x dx
f x
dx
g x
f x
dx
sup L g
f P : P is a partition of [a b]
0 implies
f x dx
0 on [a b] implies L g
f P
g x dx
c f x dx
c f x dx
c f x dx
f x dx
If c
0 then
b
c sup L f P : P is a partition of [a b]
c f x dx
sup cL f P : P is a partition of [a b]
f x dx
0 is clear since
0 f x dx
f x dx If c
0 then
f x dx
f x
g x
dx
f x
g x
dx
f x dx
g x dx
f x dx
inf
sup S we get
f x dx
a b
f x dx Then
b
g x dx
Letting
0 we get
f x
g x
dx
f x dx
g x dx Next, from U
f P
L f P and
is continuous on [ 1 1] hence uniformly continuous there by the uniform continuity theorem, but F x is not differentiable at 0, the same point where f x is discontinuous!
x c
The next theorem is the most important theorem in calculus. It not only tells us how to compute an integral, but also the deep fact that differentiation and integration are inverse operations on functions. Roughly, it may be x x x d d summarized by the formulas h t dt h t h t dt h x and c dx c c dt
b a
for every 0 Now for every 0 since g is integrable on [a b] by the integral criterion, there is a partition P a x0 x1 x n b such that U g P L g P For j 1 2 n by the mean value theorem, there exists t j x j 1 x j such that G x j G xj 1 G tj x j x j 1 g t j x j Then
n j 1
n j 1
1 for x 0 and x2 G 0 0 is differentiable on but G x is unbounded on [0 1] hence not integrable there. In Y. Katznelson and K. Strombergs paper Everywhere Differentiable, Nowhere Monotone Functions, American Mathematical Monthly, vol. 81, pp. 349-354, there is even an example of a differentiable function on such that its derivative is bounded, but not Riemann integrable on any interval [a b] with a b Theorem (Integration by Parts). If f , g are differentiable on [a b] with f , g integrable on [a b], then
b a
b a
47
f x g x dx
f b g b
f a g a
f x g x dx
x 2 sin
Also, L g P
g x dx
U g P Then
g x dx
G b
G a
U g P
L g P
L g P
g ti
xj
G xj
G xj
G b
G a
U g P
(2) The conclusion will follow from the innitesimal principle if we can show
g x dx
G b
G a
x0
x0
x0
x0
f x0
F x x
F x0 x0
x c
f t dt x
x0 c
f t dt
x x0
f x 0 dt
x x0
f t
f x 0 dt
x x0
dt
x0
F x0 F x f x 0 using the denition of limit. For every x x0 there exists a 0 such that for every x [a b] x x 0 f x f x0
g x dx
G b
G a .
[a b]
[a b] and F x
f t dt, then F x 0
x0
implies F x
F x0
f t dt
K x
x0
f x0 .
0 such that f t
K for every t
[a b] For every
0 let
Then x
x0
[a b] then F x
f t dt is uniformly continuous on [a b]
Appendix 1: Proof of Lebesgues Theorem We rst modify the uniform continuity theorem to obtain a lemma.
j 1
which is a contradiction.
k 1
1 k
j J
j J
48
xj
xj
k Mj
mj
xj
k U f P
L f P
j J
'
xj
xj
xj
xj
Then Dk
x0 x1
L f P
xj
xj
then M j
mj
f x
For every
x 0 x1
Proof of Lebesgues Theorem. First suppose f : [a b] there is an 0 such that for every 0 there is z x
is integrable. Note that if f is discontinuous at x then [a b] such that f x f z Let D k be the 1 set of all x [a b] such that for every open interval I with x I there is z I [a b] such that f x f z k 1 Since every positive for some positive integer k by the Archimedian principle and every open interval I with x I k contains an interval x x for some 0 it follows that S f x [a b] : f is discontinuous at x Dk
lim f x nj
f tn j
Since f is continuous at
'
contradicting x np
[a b]
So
K Suppose
K then
and
tn j
tn j
x nj
x nj
x nj
1 nj
Proof. Suppose the lemma is false. Then there is an 1 and f x n f tn such that x n tn n x nj converging to some [a b] Since
1 0 such that for every n there are x n K tn [a b] n By the Bolzano-Weierstrass theorem, x n has a subsequence
there exists a
K t
[a b] x
implies f x
f t
j 1
'
Lemma. Let f : [a b]
[a b]
So
x dx
g x dx
g b
g a
g b
f t dt
Proof. Let g x
continuous on
[a b] , then
f t dt
x dx
: [a b]
is differentiable,
f x g x
f x g x
we can subtract the integral of f x g x on both sides to get the integration by parts formula. is integrable on [a b] and f is
fg
x dx
f b g b
f a g a Since f g
Then the intervals x j 1 x j with j J and I j s together contain Dk and the 2n 1 sum of their lengths is less than So each Dk (and hence S f ) is of measure 0. 3 N
i 1
j 1
Below we will show Darbouxs approach is the same as Riemanns by establishing the following theorem. Darbouxs Theorem. Let f be a bounded function on [a b] Then the following are equivalent:
b a
n j 1
limit.)
L f P U f P I Let where 2 2 4q K K sup f x : x [a b] If P x0 x1 x n is a partition of [a b] with P then U f P S 1 S2 where S1 is the sum of the terms from intervals not containing points in P and S2 the sum of the remaining terms. Note the rectangles for the terms of S1 are inside the rectangles for U f P So we have S1 U f P I 2 Since P S2 has at most 2q terms (one for 0 q each and at most two for 1 0 1 q q 1
49
partition P
of [a b] such that I
Proof.
b Suppose
f x dx
I For every
j 1
choice t j
[x j
x j ] we have
f tj
xj
(b) lim
f tj
(a)
f x dx
xj
j 1
have
f tj
xj
x 0 x1
x n of P every
[x j
xj]
1 2
f tj
xj
we have f x
0 there is a n we
0 there is
2N
K [x j
xj ]
K [x j
xj ]
U f P
L f P
Mj
mj
xj
Mj
mj
xj
2N
sup f t0
f x
f x
f t 1 : t 0 t1
[x j
xj]
So
i 1
[x j
xj]
If there is x
[x j
x j ] then M j
mj
sup f t0
f t1
: t 0 t1
[x j
xj]
a partition P
x0 x1
x n such that x j
xj
for j
1 2
n If K
[x j
xj]
i 1
i 1
'
and
Then f is continuous on K
[a b]
and then
bound for f x
such that S f
0 let
where N is an upper
i
n j 1
Improper Riemann Integral Integration of Unbounded Functions or on Unbounded Intervals We would like to integrate unbounded functions on unbounded intervals by taking limit of integrals on bounded intervals. Since the functions may or may not be continuous, we have to make sure the functions are integrable on bounded intervals rst.
d a
and we say f is improper integrable on [a b in that case. For f locally integrable on an interval of the form in a b] where a is real or and b is real, the denitions of the improper (Riemann) integral of f on a b] and f is improper (Riemann) integrable on a b] are similar.
b
x0
d x0
provide both limits exist in and say f is improper integrable on a b in that case. (Note the integral is the same regardless of the choices of x 0 a b .) Case 3: (Unbounded inside interval) Let f be improper integrable on intervals [a c and c b] The improper integral of f on [a b] is the sum of the improper integrals on the two intervals. The cases where a or b is excluded are similarly dened. In each case, if the improper integral is a number, then we say the improper integral converges to the number, otherwise we say it diverges.
1 c c 0
1 0
ln x dx
ln x dx
lim
c ln c
1, so
f x dx
lim
f x dx
lim
f x dx
Case 2: (Unbounded at both endpoints) Let f be locally integrable on a b with a b real or innity, and x 0
f x dx
lim
b
a b.
Case 1: (Unbounded at one endpoint) Let f be locally integrable on [a b where a is real and b is real or
f x dx exists. By a
b and b
We
limit, we get U f P
Then U f P
L f P
2 3
Mj
sup f x : x
[x j
x j ] Since
f tj k
xj
a For
For each j
1 2
b c For every 0 take as the denition above. Let P be any partition of [a b] with P every renement Q of P we have Q P and so (c) follows from the conclusion of (b).
j 1
j 1
L f P
f tj
xj
U f P
Then
f tj
xj
Then for
each). Then S2
2q K P
2qk
Thus U f P
S1
S2
Similarly, L f P
So
Remarks. By taking limits, many properties of Riemann integrals extend to improper Riemann integrals as well. There are also some helpful tests to determine if a function is improper integrable. p-test. For a
Theorem (Comparison Test). Suppose 0 f x g x on I and f g L loc I If g is improper integrable on I , then f is improper integrable on I . If f is not improper integrable on I , then g is not improper integrable on I .
g x is a x a f x b b g x positive number L then either (both f x dx and g x dx converge) or (both diverge). If lim 0 x a f x a a b b b g x then f x dx converges implies g x dx converges. If lim then f x dx diverges implies x a f x a a a b g x g x dx diverges. In the case [a b we take lim and the results are similar. x b f x a
x a
b a
b a
(both
f x dx and
51
implies 0
g x
f x
Then 0
g x dx
f x dx So
f x dx
g x dx
If lim
a a
we have 0
g x f x
g x f x
have
f x dx
g x dx
L 2
3L 2
f x dx So either
Proof. If lim
0 there is
a a
1 which
L 2
we
0 on a b] and f g
L loc a b] If lim
g x dx So
f x dx
lim
[a b if 0
f x dx exists in
1 i.e. p
1 Again adding
1 dx xp
we see that
if and only if
1 dx xp
f x dx is an increasing
a
by the monotone
1 we have x 1 dy 2 p y
1 dx xp
1 c
1 y2
dy Taking limit as
if and only if p
1 Adding
1 dx xp
1 dx xp
0 we have
if and only if p
1 Also,
1 dx xp
1 dx xp
if and only if p
we
x0
say x 0
0 Then lim
e x dx
lim 1
ec
1 but lim
e x dx
lim ed
(3) Consider f x
Now lim
(2) Consider f x
1 on the unbounded interval [1 . Observe that f L loc[1 because of continuity. x2 1 1 1 1 dx lim 1 1, so dx 1 and 2 is improper integrable on [1 2 2 d x d x x 1 e x on Since f is continuous everywhere, f L loc Now take a
1 0
5 0
3
dx
5 0
3
test,
dx 7x
2x 4
converges.
7x
52
2x 4
7 and
7x
2x 4
2x 3
dx 3 x
by p-test as p
1 3
that
1 x
7x 1
2x 4
dx diverges. x3
lim 1
x2
3 and
lim
lim
ln 1
dx
x 1 1 1 x since lim x 1 1 1 x3
dx
x3
x2
1 x
More precisely,
cos x dx converges by the comparison test and the absolute convergence test. Therefore, x2 1 converges.
Since cos c
lim
0 Since
and
cos c c
cos x x2
1 on [1 x2
1 dx x2
Examples. (4) Is
ln x improper integrable on 0 1]? Observe rst that the function is locally integrable on 0 1] 1 x2 ln x ln x on 0 1] Since ln x ln x is improper integrable on 0 1] (cf. by continuity. Also, 1 x2 ln x ln x example (1)), so is improper integrable on 0 1] by the comparison test. Then is improper 2 1 x 1 x2 integrable on 0 1] by the absolute convergence test. 1 1 dx 1 1 and converge? Observe that on [2 0 Both are (5) Does 2 2 2 x x x 1 x 1 x 1 2 1 continuous, hence locally integrable, on [2 dx Now by p-test. By the comparison test, x 2 dx diverges. x2 1 2 sin x sin x (6) Does dx converge? Since is continuous on [1 it is locally integrable there. Integrating x x 1 by parts, c c sin x cos c cos x dx cos 1 dx x c x2 1 1
Proof. We have f f f on I which implies 0 f f 2 f on I By the comparison test, f improper integrable on I Therefore, f f f f is improper integrable on I
g x
f x
Hence
g x dx
f x dx So
f x dx
g x dx
If lim
then there is
a a
we have
g x f x
g x f x
1 which implies
1 1
(2) There is a similar theorem for this type of principal value integrals as the theorem above.
53
1 dx ln 1 ln 1 0 which attempts to use part (2) of the fundamental 1 x ln x is not differentiable on [ 1 1] failing the required condition.
PV
lim
lim ln
ln
1 dx x
1 dx x
1 dx x
lim
Because of continuity,
1 x
L loc[ 1 0 and
1 x
lim
0
Example. Consider the improper sense and the principal value sense of
1 dx x
PV
f x dx
lim
f x dx
f x dx
Denition. For a b
or
let f : [a c
c b]
lim
f x dx
lim
f x dx
c 0
f x dx
PV
f x dx
lim
f x dx
lim
f x dx
f x dx
exist. So
1 c
1 dx x
f x dx and lim
f x dx exists, then P V
exist.
x dx
lim
x dx
lim
x dx
lim
c 2
c 2
lim
1
L loc
Now P V
x dx
lim
x dx
lim 0
f x dx
x2
x2
x2
dx
lim
dx
lim
dx
lim
tan
lim tan
lim 2 tan
x2
x2
1
L loc
Now P V
dx
lim
c c
1
Denition. Let f
L loc
f x dx is P V
f x dx
lim
f x dx . 1 x2
dx
Recall Taylors theorem with the Lagrange form of the remainder is the following.
Theorem (Taylors Formula with Integral Remainder). Let f be n times differentiable on a b x c a b if f n is integrable on the closed interval with endpoints x and c then
x c
b a
b a
Proof. The rst statement is the special case of the second statement when g x 1 So we only need to prove the second statement. Let M and m be the maximum and the minimum of f on [a b] respectively. Since m f x M
b a
b a
b a
b a
g x dx we see that
f x g x dx
implies
f x g x dx
on [a b] we have m
g x dx
f x g x dx
g x dx If
g x dx
b
g x dx
integrable and g
0 on [a b] then
f x g x dx
f x1
a
b
g x dx for some x 1
x1
f x dx
1!
f x dx
f x1 b
a for some
""
f c x
n 1
n 1
c 2! n 1 f c x c n 1!
""
f c x
f t
2 x
1 2!
f t x
c x
t f t dt
x
f x
f c
f t
1 dt
f t
Proof. Note
d dt
1 times, we get dt
t dt
1!
t dt
""
f x
f c
n 1
Rn x
where Rn x
n 1
f c x 1!
n 1
c x 1!
(This is called the n-th Taylor expansion of f about c The term R n x form of the remainder.)
x0 x n!
For every
f x
f c
f c x 1!
f c x 2!
n 1
c x 1!
n 1
a b , there is x 0 between x0 x n!
t dt
Theorem (Taylors Formula with Cauchy Form Remainder). Let f be n times differentiable on a b For a b if f n is continuous on the closed interval with endpoints x and c then there is x 1 between x and c such x c that n
Proof. This follows by applying the mean value theorem for integrals to the integral remainder of Taylors formula above.
k 0
Remarks. The Taylor series for sin x cos x and e x also converge if x is a complex number! In fact, this is how the sine, cosine, and exponential functions are dened for complex numbers. For every x we have
55
k 0
n 0
n 0
ei x
ix k k!
1 n x 2n 2n !
1 n x 2n 1 2n 1 !
cos x
i sin x
""
ex
for
x2 2!
x3 3!
xk k!
Now Rn x
0 as n
n 1
(3) For f x
ex , f
e x Taking c
0 we have f
0 e x0 x n!
k 0
""
cos x
for
x2 2!
x4 4!
x6 6!
1 k x 2k 2k !
(2) For f x
1 k sin x if n 2k 1 . So f n x 1 for every x 1 k cos x if n 2k Taking c 0 we have f 2k 1 0 0 and f 2k 0 1 k for every k By Taylors theorem, n 1 k 2k 1 x 1 sin x R2n 1 x for every x . Now R2n 1 x x 2n 1 0 as n 2k ! 2n 1 ! k 0 by the remarks above. Therefore, cos x, f
n
""
x 18 18!
2 18 18!
10
k 0
13
So x
x3 3!
""
sin x
for
x3 3!
x5 5!
x7 7!
1 k x 2k 1 2k 1 !
(1) For f x
if n 2k 1 . So f n x 1 for every x if n 2k Taking c 0 we have f 2k 1 k and f 2k 0 0 for every k By Taylors theorem, n 1 k 2k 1 1 x 1 sin x R2n x for every x . Now R2n x x 2n 0 as n by the re2k 1 ! 2n ! k 0 marks above. Therefore, sin x, f
n
Examples.
1 k cos x 1 k sin x 1 0
lim
the series
xk converges. This follows from the ratio test because lim k k! k 0 k x 1 By term test, we have lim 0 for every x k k!
""
f x
f c
Rn x
where Rn x
x k 1 k! k 1 ! xk
n 1
f c x 1!
n 1
c x 1!
c x
x1 n 1 f n 1!
x1
In particular, we have e i cos i sin 1 so that e i 1 0 This is known as Eulers formula. It is i e of the most beautiful formula in mathematics because it connects the ve most important constants 1 0 mathematics in one single equation!
k 1
k!
call this bn
Here are a few more common Taylor series. (Note the series only equal the functions on a small interval.) They 1 1 a 1 (with x replaced by x 2 ) and a are obtained from the cases a (with x replaced by x 2 ) of the 2 binomial theorem by term-by-term integration.
k 1
k
k 0
Remarks. Unfortunately, the Taylor series of a function does not always equal to the function away from the center. 2 e 1 x if x 0 can be shown to be innitely differentiable and f n 0 For example, the function f x 0 0 if x 0
k 0
56
for every n
0 is
0x k
k 1
""
""
sin
""
1 x3 2 3
1 3 x5 2 4 5
1 3 5 2k 1 x 2k 1 2 4 6 2k 2k 1
for
""
tan
x3 3
x5 5
x7 7
1 k x 2k 2k 1
for
""
ln 1
x2 2
x3 3
x4 4
k 1 k
for
[0 1 The case x
1 0] is similar.
n 1
1 by ratio test,
0 Then lim Rn x
0 by the sandwich
dt then Rn x
""
a 1
For x
[0 1 the function g t
x 1
1!
Rn x
t dt
""
n 1
a a
a n 1!
x 1
""
then f
a a
1 1
a n
t t
n 1
a 1
dt
""
ax
""
x3
a a 1 2 x 2!
a a
1 a 3!
if
1 then a a 1 a k 1 xk
Practice Exercises for Math 201 The starred problems are difcult and involve more work or deeper thinking. For exercises 1 to 7, negate each of the following expressions or statements.
8. Give the contrapositive of the following statements. (Since the contrapositives are equivalent to the statements, they say the same thing.)
57
B and C
D then A
'
'
'
C then B
'
'
'
'
11. (a) If B
(ii) If A B are sets that are not the empty set and A
C ? C? A C ?
[0 1] and B
[0 1]
'
(e) [0 2] [1 3]
[1 3] [0 2]
'
'
(d) n
:5
2m : m
(c)
[0 10]
1:n
(b) 1 2
3 4
'
(a)
x y z
(Here u
A and B
(d) If x 2
bx
0 then x
or x
4c
b2 2
b2 2
(c) If lim f x
a and lim g x
b then lim f x
(a) If AB
AC in
ABC then
6.
such that
0.
C in
ABC
2. x
0 and (x
1. (x
0 and x
1) or x 1 or x
1 1) C 180
g x
4c
B on the plane.
n 1
n 1
16. Let A B be subsets of and f : A B be a function. If for every b B the horizontal line y b intersects the graph of f at most once, then show that f is injective. If at most once is replaced by at least once, what can be said about f ? For each of the sets in exercises 17 to 29, determine if it is countable or uncountable:
26. the set H X Y Y X where X is a countable set and Y is an uncountable set. (Remark: The set X Y Y X is called the symmetric difference of X and Y and is usually denoted by X Y This concept will appear in other algebra and analysis courses later.)
27. (Bartle and Sherbert, p. 21) Show that the set F of all nite subsets of
is countable.
2
58
'
*29. From K 0 [0 1] remove the middle thirds to get K 1 thirds of the 2 subintervals of K 1 to get K 2 [0 1 ] 9
[0 1] [2 1] 9 3
1 2 3 3 [2 7] 3 9
'
'
28. If S is a countable subset of 2 show that for any two points x y having x y as opposite vertices.
S there is a parallelogram in
'
'
'
a3
b3 : a
X b
a : x4
ax
'
22. D
: x5
20. B
2y : x y
19. A
1 2n
'
1
18.
1 :n m 3m
with centers at rational coordinate points and positive rational radius. 5 0 has a rational root
B and h : B
f :A
C is a bijection.
and Y is an uncountable
15. (i) Let f : A B be a function. Show that if there is a function g : B then f is a bijection.
A such that g
by f x
0 if x 1 if x g and g f
Does
1 2 n
1 2 n
Q?
0 and g x 0
I A and f g
a b
(iii) For a
B and C
D then A
D?
IB
where each ai 0 1 or 2. What do the base 3 representations of numbers in K n have in common? Note some numbers have 2 representations, e.g. 1 1000 3 and 0222 3 ) 3 30. For each of the following series, determine if it converges or diverges.
k 1 k 1
k 1
k 1
k 2
k 1
k 1
k 1
k 1
k 1
k 1
k 1
k 1
k 1
(Probabilistic interpretation: the sum is the expected number of births to get babies of both sex. The probability 2 1 of the k-th birth nally resulted in babies of both sex is k ) k 1 2 2
59
""
p 1 p2
""
2 p2
3 p3
5 p4
k 2
""
k 2k 1 index from 1 to )
2 2
3 22
4 23
converges and nd the sum. (Hint: Compare the same series with
k 3
converges. (This is called Cauchys condensation test.) Use this test to determine if
1 converges. k ln k ln ln k
a2
a3
0 Prove that
(o)
(depends on p)
(p)
k 2 sin p
1 k
(m)
(n)
cos
k 1
tank
k 1
k 1
(k)
Arctan k k2 1
(l)
1 k
1
1 k
k 1
k 1
(i)
ke
k2
(j)
k k k 1!
(g)
k k
2 1
2 3
(h)
cos k
(e)
ln k k
(f)
cos 2k k2
(c)
ln 1
(nd sum)
(d)
1 k
1 2
1 k
(a)
cos sin
1 k
(term test)
(b)
k k
1 1 k
""
a1 a2 a3
a1 3
a2 32
a3 33
""
thirds of the 2n subintervals of K n to get K n 1 The set K K0 K1 Prove that K is uncountable. (Hint: Consider base 3 representations, i.e. representations of the form
#
K2
K3
2 k a 2k
For exercises 34 to 36, use denitions, Archimedean principle, density of rationals, density of irrationals, etc. to support your reasonings. 34. For each of the following sets, if it is bounded above, give an upper bound and nd its supremum with proof. If it is bounded below, give a lower bound and nd its inmum with proof. 1 m n:m n (b) B ] 4 :n (a) A n
Must S or T be bounded above? Give a proof if you think the answer is yes or give a counterexample if you think the answer is no.
[x] [2x] [nx] 38. Let x be positive and an Show that an converges to 2 n (Here [y] is the greatest integer less than or equal to y )
sequence x n converges.
(a) Prove that both sequence Mn and m n converge. (The limit of Mn is called the limit superior of x n and is denoted by limsup x n while the limit of m n is called the limit inferior of x n and is denoted by liminf x n )
n n n n
liminf x n ).
60
1 n
42. Let x 1
4 and x n
4 1 xn for n 4 xn
1 2 3
Plot the rst 3 terms on the real line. Then prove the
should converge to
an
an 2
xn
%
A (Hint: Show x
y for x y
39. Show that if x is a real number, then there is a sequence of rational numbers converging to x
""
4n 5 then n should converge to 0. For a given 0 show there is a positive integer K such n3 K then n 0 If 0 1 give one such positive integer K
x 2
Show that C is bounded above and sup C sup A sup B (Hint: If sup C sup A sup A sup B sup C 2 Apply supremum property to get a contradiction.)
xy : x
(c) C
(d) D
1 n
1 :m n 2m
2]
rst.) Is the
for n
Cauchy sequence.
a1 a2 an 49. Prove that if an converges to A then n converges to A where n Show that the n converse is false. b1 b2 bn (Hint: Let bn an A and n then the rst part of the problem becomes showing n n converges to 0. Here use bn converges to 0 and so b K 0 b K 0 1 is small when K 0 is large. For n K0 write b1 b2 bK0 1 bK0 bn n n n
n
50. If x n is bounded and all its convergent subsequences have the same limit x then prove that lim x n
n 1
following innite products converges or diverges. Find the values of the innite products that converge.
n 0
n 1
n 1
n 1
an
an all converge or all diverge. Try to do the above exercises without using this theorem.
61
Remarks: In Apostols book, the following theorem is proved: In the case every a n
0 we have
(c)
(d)
n n3 2
1 1
n 2
n 2
z 2 for z
n n
(a)
(b)
""
ak
L We say it diverges if the limit is 0 or does not exist. Determine if each of the 1 n2
an
0 and yn
xn
2x n for n
2 3 4
xn
xn
xn n
an 2
51. Let S
: n
and f :
""
""
""
""
48. Let 0
1 If x n
xn
k xn
xn
for n
2 3 4
47. If an 0 for all n and an is a Cauchy sequence, then show that checking the denition of Cauchy sequence.
%
k 2
46. If
xk
xk
converges, then show the sequence x n is a Cauchy sequence by checking the denition of
xn
xn 2
for n
2 3 4
61. For a function f : we say f has a local (or relative) maximum at x 0 if there exists an open interval a b containing x 0 such that f x f x 0 for every x a b Similarly, we say f has a local (or relative) minimum at x 1 if there exists an open interval c d such that f x f x 1 for every x c d If f : is continuous and has a local maximum or a local minimum at every real number, show that f is a constant function.
64. Let f : [0 1] [0 1] be an increasing function (perhaps discontinuous). Suppose 0 f 0 and f 1 1 show that f has at least one xed point. (Hint: Sketch the graph of f and consider the set t [0 1] : t f t . Does it have a supremum?)
1 n
if the limit exists. (Hint: M f x 0 For every k use the sign preserving property to show that 1 f x0 f x M on an interval containing x 0. Squeeze the integral.) k x2 x
n 1
70. Let f : satises f a f b a b 2 for every a b Show that f is a constant function. If the exponent 2 in the inequality is replaced by a number greater than 1, must f be a constant function? If 2 is replaced by 1, must f be a constant function?
62
!
1
69. Let f x
for every x
Show that f
C2
However, f
Prove that if an
bn for all n
then f c
lim
f bn bn
f an an
""
68. Let f :
be differentiable at c and In
I2
if x if x
0 and g x 0
lim
f x dx
*66. Let f : [0 1]
be continuous and M
sup f x : x
[0 1] Show that
cos x
I3
and
[an bn ]
65. Let f : be a continuous function such that f x f y x bijective. (Hint: Easy to show f is injective. To show f is surjective, let and f 0 are between f M and f M )
f x
63. A xed point of a function f is a number such that f then f has at least one xed point. (Hint: Consider g x
x 3 then f f x x 9 Is there a continuous function g : [ 1 1] [ 1 1]? (Hint: If such a function g exists, then it is injective.)
[ 1 1] such that g g x
Show that if f : [0 1] x)
[0 1] is continuous,
f y for all x y
60. (a) Find all functions f : such that f x (b) Find all strictly increasing functions f :
59. If f :
is continuous and f x
x0
0 for every rational number x show that f x y f x f y for all x y such that f x y f x
58. Dene f :
by f x 8x 2x 2 if x is rational, 8 if x is irrational.
57. Let f : 0
be dened by f x
0 for all x
x9
2 2 24 (Hint: Apply Taylors theorem to the four times differentiable function cos ) 78. Let f : 0 be twice differentiable, M0 sup f x : x 0 M1 sup f x : x 0 2 and M2 sup f x : x 0 Show that M1 4M0 M2 (Hint: Let h 0 Apply Taylors theorem to f x with x c 2h then solve for f c ) 79. (a) If f : a b
80. (a) Prove that if the union of a collection of open intervals contains [a b] then there are nitely many of these intervals, whose union also contains [a b] (Hint: Suppose this is false. Let m 1 a b 2 Then one of [a m 1] or [m 1 b] is not contained in the union of nitely many of these open intervals. Proceed as in the proof of the Bolzano Weierstrass theorem.) (b) Give a proof of the uniform continuity theorem using part (a).
83. Let f : [a b] be bounded and x [a b] : f is discontinuous at x x 1 x2 x n where x 1 x 2 x n Use the integral criterion to show that f is integrable on [a b] (Hint: Divide [a b] into subintervals where f is continuous except at one endpoint and note part (i) of problem above.)
63
(ii) Use the integral criterion to show that if f is integrable on [a d] then f is integrable on [b c]
(i) Use the integral criterion to show that if f is integrable on [a b] and [b c] then f is integrable on [a c]
""
[a b]
81. If f is continuous on [a b] f x
0 for all x
[a b] and
dened by f x
sin
f x dx
is differentiable and f x
2 for all x
0 for all
cos
, then
2 2 4
lim
f x0
f x0 h2
76. Let f :
1 ] 2
74. For 0
x tan x
f x for every x 0 show that f x 0 for Apply the mean value theorem to f on [0 1 ] ) 2
73. If f : 0
is differentiable and f x
2 for all x
1 n is a Cauchy sequence. For the second part, consider 0 then show that the sequence x n f
x2
Show that the n-th derivative of f has n distinct roots. f x for every x 0 then show that f x 0 for
b a
b a
1 0
1 0
86. Find the principal value of each of the following integrals if it exists.
Past Exam Problems 88. Dene the following terms: (a) S is a countably innite set (b) S is a countable set
k 1
89. For each of the following sets S, determine if it is countable or uncountable. Be sure to give reasons to support your answer. (a) S is the set of all intersection points x y of the line y x with the graphs of all equations y x 3 x m where m (b) S is the set of all intersection points x y of the graph of y x 3 x 1 with all lines y mx where m 1 (c) S is the set of all intersection points x y of the circle x 2 y 2 1 with all hyperbolas x y where m m
64
a nonempty subset S of is bounded above the supremum of a subset S of that is bounded above a sequence x n converges to a number x a sequence x n is a Cauchy sequence x is an accumulation point of a set S f :S has a limit L at x 0 f :S is continuous at x 0 S (the - denition)
(c) a series
ak converges to a number S
0 1 and x
[1
separately.)
t x 1e
(a) P.V.
x 2 dx ex
(b) P.V.
(e)
dx x x 1
(f)
cos x dx 1 x2
(c)
dx 5x
x2
(d)
(a)
dx ex
(b)
L f P
L g P
L f
sin x dx dx 3 x
dx x2 1
t
f x
g x
dx
f x dx
g x dx
L f P
L g P
L f
g P
U f
g P
90. Determine if each of the following series converges or diverges. Be sure to give reasons to support your answer. cos k e k and (a) k 1 k2 2k k 1 k 2k ! cos k sin 2k (b) and 2k k 1 3k k 4 k 1 1 1 1 1 1 (c) cos sin and sin k k k k 1 k 1 2 k 1 2k 3k 1 (d) and cos sin 4k k k 1 1k k 1 21 k 31 k 1 (e) and cos k sin 41 k k k 1 11 k k 1 k! 2 1 1 1 (f) and cos sin tan 2 ! k 1 k k 1 k k k sin 1 2k cos k k (g) and 1! k 2 k k 2 ln k k cos k k cos k (h) and 4 3 k 3k 4 k 1 k 1 2k ! 1 (i) and k cos 2 1!k 1! k k 2 k k 1 3k ! cos 1 k (j) and 1 k 1 k! 2k ! k 2 k2 k! cos k (k) and 1! k 1 2k k 1 k 1 2k k 2 1 1 (l) and sin k 1 k! k 1 k k 1 k 2 sin 1 k (m) and 2k 1 ! k 1 k cos k k 1 1 cos sin 1 k k (n) cos 1 and k k 1 k 1 sin cos 1 k 91. Determine if each of the following set has an inmum and a supremum. If they exists, nd them and give reasons to support your answers. 1 1 2 (a) S :m n :k m n k
65
(p)
'
'
'
'
'
'
'
(g)
(f)
(d) S (e) S
a M b where M is a uncountable subset of the positive real numbers. a M b where M is a countable subset of the positive real numbers. b 2 S 2 :a b c d c d 2 0 c d 2 S x 2 y2 z2 : x A B y A z B where A is a nonempty countable subset of and B is an uncountable subset of S x y : x y A where A is an uncountable subset of S x 2 y 2 : x y A where A is a nonempty countable subset of S x sin y : x A y where A is a nonempty countable subset of 2 S x y :x A y A where A is a nonempty countable subset of S x y 2:x y A where A is a nonempty countable subset of S a b 2 c 3 : a b c T where T r :r S T U where T and U m n : m n N (Hint: Consider T U ) S is the set of all squares on the plane that can be circumscribed by circles with rational radii and centers with rational coordinates. S is the set of all nonconstant polynomials with coefcients in G where i 1 and G a bi : a b
a a
b b
: : a
66
93. If an is a decreasing sequence (of nonnegative real numbers) converging to 0, show that the sequence x n
92. For each of the following sequences x n show it converges and nd its limit. xn x n for n 1 2 3 (a) x 1 1 and x n 1 2 (b) x 1 1 x 2 2 and x n 1 xn x n 1 for n 2 3 4 2 xn (c) x 1 1 and x n 1 for n 1 2 3 3 xn xn 1 (d) x 1 15 and x n 1 1 1 x n for n 1 2 3 Also, do the sequence 16 xn an 1 (e) x n for n 1 2 3 where a1 1 a2 2 and an 1 an an 1 for n 2 3 4 an 1 (f) x 1 1 and x n 1 1 for n 1 2 3 4x n 1 4 4 (g) x 1 4 and x n 1 xn for n 1 2 3 (Hint: Sketch the graph of f x x for x 2 xn x 4 (h) x 1 5 and x n 1 3 for n 1 2 3 xn 1 (i) x 1 2 and x n 1 2 for n 1 2 3 xn 2 xn 4 (j) x 1 0 and x n 1 for n 1 2 3 5 1 (k) x 1 1 and x n 1 xn for n 1 2 3 4 1 (l) x 1 3 and x n 1 1 for n 1 2 3 xn 1 3 (m) 0 x 1 1 and 7x n 1 x n 6 for n 1 2 3 (Hint: x 3 7x 6 x 1 x 2 x 3 ) (n) x 1 [1 and x n 1 3x n 2 for n 1 2 3 3 (o) x 1 0 x 2 [0 1 ] and x n 1 1 1 x n x n 1 for n 2 3 4 2 3
""
""
""
""
""
'
(o) S
n 1 2
'
(n) S
1 n n 2 3 4 y z : x 2
1 0
k n! 10
0 1
'
'
1
y : x [0 1] :x x 1 k : k n N n!
y [0 1] 0 and x 2
(j) S
1 n x x
x :x
[0 1]
1 2 3
(i) S
y2 : x y
0 1]
k 1
(h) S
[1
(g) S
:m n k k 2 1 1 1 2k 1 2k
(f) S
y :x
[0 1]
(e) S
:x
[0
'
1
(d) S
1 0]
'
(c) S
x x x x x x3
1 :x n :x
[0 1]
'
(b) S
y:x y
1 1 2
1 :n n
1 2 z 1 1 2)
converges, where
k 1
2 b
(ii) Let
Show that the sequence x n converges. 96. Show that the sequence x n given by
converges and nd its limit. 97. Let S be a set of real numbers such that every sequence in S has a convergent subsequence, show that S is bounded.
10
k 1
xn
1 n2
1 n2
2 n3
100. Use the denitions of inmum and supremum to explain the statement: Let f : g x sup f x y : y and h y inf f x y : x Show that sup h y : y
sup
An
max x 1 x 2
99. Suppose An
2 and x n
sup An for n
1 2 3
10 Prove that x 10
[0 1] be a function, inf g x : x
98. Let A be a nonempty subset of the nonnegative real numbers. If A is bounded above and B show B is bounded above and sup B 2 sup A 2
x0
x1
1 and
xn
1 2 x 4 n
3 2 x 4 n
for n
""
x1
x2
2 and
xn
1 xn 3
2 xn 3
95. (i) If a
b and 0
ta
t b
for n
2 3 4
x2
y2 : x y
bn
an bn 94. Let 0 a b and a1 a b1 b an 1 2 and bn both converge and their limits are the same.
2 an
2 bn
for n
""
xn
k 1
ak
a1
a2
a3
n 1
an
1 2 3
Show that an
112. (a) State the intermediate value theorem. (b) Let f : [0 2] be continuous and f 0 f 2 Show that there exists c [0 1] such that f c f c 1 (c) Show that there is a nonzero function g : such that g t g 2t g 3t g 4t g 5t for every t (Hint: Try g t t r for some constant r ) 113. (a) Show that the set T x : sin x is countable. (Hint: For a xed rational r how many solutions of sin x r are there in the interval [k k 2 ?) (b) If f : [0 1] is continuous and sin f x for every x [0 1] then show that f is a constant function.
68
121. If f :
120. (a) State the mean value theorem. (b) For the function f x sin x nd the smallest constant K such that f b every a b
f a
satises
f a
f b
sin a
b for every a b
K b
a holds for
118. Give an example of a function f : 0 2 that is differentiable for every x continuous at x 1 Be sure to give reasons to support your example.
117. Let f : be continuous such that f x f y (a) Let Dene x 1 and x n 1 f x n for n x k 1 x k compared to x 2 x 1 ?) (b) Show that there is x such that f x x
1 2
0 2
[1 2]
but f x is not
115. Suppose f : is a function such that f x every x 0 (a) Show that f is continuous at some x (b) Show that f is continuous at every x (c) Give an example of such a function.
f x
f y for every x y
, f x
111. Give an example of a function f : that is continuous at x to give reasons to support your example.
%
max f x g x
(c) Let f : 1 4
be dened by f x
x2
(b) Let f : 1 3
be dened by f x
x2
9 by checking the denition. 2 5 by checking the denition. has countably many jumps on
109. (a) Let S be an open interval and x 0 (or has limit L) as x tends to x 0 in S
S For a function f : S
xk
1 for k 2k
1 2 3
107. Given sequences x n and yn both converge to A For n to A by checking the denition.
let z n
Be sure
126. For every positive integer n give an example of a Riemann integrable function f n : [0 1] [0 1] such that lim fn x exists for every x [0 1] but the function f x lim fn x is not Riemann integrable on [0 1]
cos 3x dx exists or not. 1 x2 cos 3x (b) Determine if the principal value P.V. dx exists or not. 1 x2 1 1 dx exists or not. (c) Determine if the improper integral 3 x 1 1 1 (d) Determine if the principal value P.V. dx exists or not. 3 x 1
69
125. If f g : [0 1] integrable on [0 1]
min f x g x
124. (a) State Lebesgues theorem. (b) Let f g : [0 2] [0 1] be Riemann integrable. Prove that the function h : [0 2] f x if x [0 1 h x is Riemann integrable. g x if x [1 2]
[0 1] dened by
is Riemann