Math 201 (Introduction to Analysis) Instructor: Dr. Kin Y.

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

e-mail address: makyli@ust.hk

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?

Try to see if there is a real solution to the equation

Suppose we want to nd lim

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.

Remark. Note p and q p or q p or q

3

 

 

    

 

Example. (5)

statement : opposite statement : rule :

If x x p

0 then x x (True) 0 and x x (False) q p and q

 

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.

quantied opposite statement :

quantied statement : opposite statement :

x 0 There exists x

y 0 y 0 such that for every y

x 0 y2

(4)

statement :

For every x

0 there is y

0 such that y 2

quantied opposite statement :

x has a square root

(3)

statement : quantied statement : opposite statement :

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)

expression : opposite expression : rule :

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)

statement : converse : contrapositive :

If x If x If x

3 then x 3 then x 3 then x

3 (False, as x may be 3.) 3 (True) 3 (False, as x may be 3.)

 

 

6 6

 

(7)

statement : converse : contrapositive :

x 2x 2x

2x x x

contrapositive :

If x 2

9 then x

3 (True) 6 (True) 3 (True) 3 (True)

statement : converse :

If x If x 2

3 then x 2 9 then x

9 (True) 3 (False, as x may be 3.)

 

 

 

 

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.

Denitions. For sets A1 A2



An

(iii) their Cartesian product is

Remarks. (i) For the case of the empty set, we have

'

'

A and

'

 1

0  

(iv)

x y z :x y z

a b : a is rational and b is irrational

'

'

(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

'

(iv) the complement of A2 in A1 is A1

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

""

# """!#

(ii) their intersection is A1

A2

An

x :x

A1 and x

A2 and

and x

""

"""!

(i) their union is A1

A2

An

x :x

A1 or x

A2 or

or x

An

An



(iv) The set of points (or ordered pairs) on the line

with equation y

mx is x mx : x



 

 

(ii) The set of square numbers is 1 4 9 16 25

n :n



Examples. (i) The closed interval with endpoints a b is [a b]

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



'

 

(iv) For each m

let

be the line with equation y

mx on the plane, then

0 y : y

""%$

A1

A2

A3

(iii) For every k

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

the union of all the sets A x s for all x

S is denoted by

Ax Similar abbreviations exist for intersection and

k 1

1 2 3

""

notation A1

A2

A3

may be abbreviated as

Ak or

 ""

(iii) The set A1

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

C are bijections, then h

Remarks (Exercises). (a) Let f : A g:B A such that g f I A and f

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

(vii) For an injective function f : A x f x y f 1 y

(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

B is injective (or one-to-one) iff f x

(iv) A function f : A

B is surjective (or onto) iff f A

f y implies x

: f A

A dened by

(iii) Let f : A B be a function and C is called the restriction of f to C

A The function f

:C

(ii) Let f : A B g : B C be functions and f A g f :A C dened by g f x g f x for all x

The composition of g by f is the function B dened by f x f x for every x C

Denitions. (i) The identity function on a set S is I S : S

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.

Bijection Theorem. Let g: S

T be a bijection. S is countable if and only if T is countable. g

Remarks. Similarly, taking contrapositive, S is uncountable if and only if T is uncountable.

To determine the countability of more complicated sets, we will need the theorems below.
8

f f f f

1 2 3 4

0 a11a12a13a14 0 a21a22a23a24 0 a31a32a33a34 0 a41a42a43a44

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

 

(4) The open interval 0 1

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

2m if m 0 Just check g f 1 2m if m 0 m n :m n is countably innite.

and f

1 1

1 2

1 3

The function f :

is given by f n

n 2

n 1 2

if n is even and its inverse function g : if n is odd

(2)

is countably innite because the following function is a bijection (one-to-one correspondence): 1 2 3 4 5 6 7 8 9

Basic Examples. (1)

is countably innite (because the identity function I

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

S which implies h is bijective.)

is given

1 4

countable union of countable sets is countable.)

(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.

""$

""

Solution. As in example (10), let An

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.

(11) Show that the power set P

of all subsets of

is uncountable.

""!$

""%$

(9) Show that the set L of all lines with equation y

mx

b where m b

is countable.

""

01

Solution. Taking m observe that B

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

(8) Show that the set A is countable.

r m:m

0 1 is uncountable, but the set B

r m:m

""

(7)

iy : x y

contains

and

is uncountable, so by the countable subset theorem,

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 is a bijection) and As is countable for every s

S then

As

Countable Union Theorem. If An is countable for every n

then

Countable Subset Theorem. Let A uncountable, then B is uncountable.)

B If B is countable, then A is countable. (Taking contrapositive, if A is An is countable. In general, if S is countable Af

n

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.)

card S (This means every uncountable set has at least as

For the second statement, observe that B

g A

g x

If A is countable, then it is a countable union of

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

So to see if a series converges, we may ignore nitely many terms.

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

for any constant c

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

""

(2) Let N be a positive integer.

ak converges to A if and only if

ak converges to B

a1

an

S1

S2

S1

Sn

Sn

Sn . So Sn is the partial sum sequence of

ak . Conceptually,

a1

Sn is given, we can nd the terms an as follows: a1

S1 , a2

S2

S1 ,

Remarks. (1) For every series

In that case, we may write

ak

S and say S is the sum of the series. A series diverges to

iff the partial sum S n

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

converges to a number S iff lim a1

(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

.) We say the series diverges (to

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

The rst partial sum is S1

a1 . The second partial sum is S2

a1 a2 . The n th partial sum is Sn

An innite series is of the form a1

a2

a3

or we may write it as

ak

a1 a2

an .

1 2n

2.) ).

Theorem (Geometric Series Test). We have

 

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

1 for all k, so lim 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

by the geometric series test. 1 1 1 1 1 1 (5) 1 2 2 4 4 4 4

(4) 1

1 2

1 4

1 8

. Here ak

1 k 1 2

for all k, so lim ak

0 (Term test doesnt apply!) Series converges

contradiction.)

0 (Term test doesnt apply.) Series

lim sin k


lim

cos2 k

1 and 0

lim cos k

lim cos k cos 1

sin k sin 1

k 1

sin 1

(3)

cos k

cos 1

cos 2

cos 3

diverges because lim cos k

k 1

0 (Otherwise, lim cos k

(2)

cos

1 k

cos 1

cos

1 2

cos

1 3

diverges because lim cos

1. Series diverges. 1 k cos 0 1 0. 0 Then 0 a

k 1

(Reason. Suppose

ak converges to S Then lim Sn

lim ak

0, the series

ak may or may not converge.

S and lim ak

k 1

k 1

lim Sk

Sk

Theorem (Term Test). If

ak converges, then lim ak

0. (If lim ak

0, then the series

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

converges if and only if lim bn is a number.

n

1 3

k 1

1 3

1 4

lim

""

Theorem (Telescoping Series Test). We have

bk

bk

lim

b1

b2

""

""

""

Example. 0 999

9 10

9 100

9 1000

9 1 1 10 1 10

k 0

1 000

So 1 has two decimal representa-

b2

b3

rk

lim 1

r2

rn

lim

rn 1 r

1 if r 1 1 r doesnt exist otherwise

bn

bn

k 1

k 1

k 1

k 1

k 1

k 1

as shown in the gures below.)

f (1) f (2) f (3) ... 1 2 3 4 ... n 1 2 3 f (2)

... 4 ... n

k 1

k 1

13

90

2n

n 1

Remarks. For even positive integer p the value of

if p

1, the integral test gives the conclusion.)

1 dx xp

p 1

p was computed by Euler back in 1736. He got 2 2n B2n 2 2n !

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

Theorem (p-test). For a real number p

1 kp

1 2p

1 3p

1 4p

k 2

k 2

So

converges.

converges if and only if p

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

so their reciprocals decrease to 0 Now

ln ln x

k 2

k 2

(2) Consider the convergence or divergence of

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

Examples. (1) Consider the convergence or divergence of

1 k2 1 1 k2

""

""

(Reason. This follows from f 2

f 3

f n

f x dx

. (Note in general,

f k

f x dx ) f x dx f 1

f 2

Theorem (Integral Test). Let f : [1

decrease to 0 as x

. Then

or

ak

.) For nonnegative series, we have the following tests.

f k converges if and only if

f n

number or equal to

. So either

ak converges to a number or

ak diverges to

. (In short, either

k 1

For a nonnegative series

ak (i.e. ak

0 for every k), we have S1

S2

S3

and lim Sn must exist as a

n

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

 

Theorem (Alternating Series Test). If ck decreases to 0 as k

(i.e. c1

c2

c3

sin

1 diverges by the limit k

0 and lim ck

(4) When k is large,

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 converges by the limit comparison test. 5k

1 (i.e. sin

as

5k

k2

k2

k3

k2

0).

0),

(3) When k is large,

. 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

diverges by the geometric series test,

Solutions. (1) Since 0

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

1 . k 1 1 cos converges. 2 k k 3k k2 1 diverges. 1 k3 2

(Sketch of Reason. For k large,

uk

lim

then

u k diverges

diverges.

k 1

k 1

k 1

k 1

uk

u k and

converge) or (both diverge to

). If lim

0 then

u k converges

uk

Theorem (Limit Comparison Test). Given u k ,

0 for every k If lim

is a positive number L then either (both

k

converges. If

(Reason.

uk

uk

0. If

is a number, then

u k is a number. If

uk

diverges, then

diverges.

, then

Theorem (Comparison Test). Given

uk

0 for every k. If

converges, then

u k converges. If

1980s, R. Apery was able to show

where B0

1 and k

1 Bk

Bm for k m 3 was irrational.

k 1

1 The values of

are unknown. Only in the

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

Examples. Determine if the following series converge absolutely or conditionally

k 1

k 1

comparison test. So

k 1

cos k converges absolutely by the absolute convergence test. k3

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

Theorem (Ratio Test). If ak

0 for every k and lim ak

converges. Therefore

cos k converges conditionally. 1 k

1

ak exists, then

However,

decreases to 0 as k

. So by the alternating series test,

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

1 converges by p-test, it follows that k3

(a)

cos k k3

(b)

cos k . 1 k cos k converges by the k3

converges, but

ak diverges.

1 1 k

diverges. 1
k

Denition. We say

ak converges absolutely iff

ak converges. We say

ak converges conditionally iff

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.

2 ak converges, so by the comparison test,

Examples. Both

cos k converge by the alternating series test because as k

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

Theorem (Summation by Parts). Let S j

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

Examples. (1) Let ak

k then lim

lim

1 So, lim

ak 1 ak

applied to more series than the ratio test.)

Theorem. If ak

0 for all k and lim

ak 1 ak

then lim

ak

r (This implies that the root test can be

1 k k

(2) Since lim

1 ! kk 1 k 1 k!

lim

1 e

1 by the ratio test,

test,

1 3k 2k

converges.

k! converges. kk

3k

2k

3k

2k

2 k 3

converges. Alternatively, since lim

lim

3k 2k

k 1

lim

1 3

1, by the root

1 1

3k 1

Solutions. (1) Since lim

lim

lim

3k

2k

3k

2k 2k

1 3

2 k1 3 3 2 k 1 3

1 3

1 by the ratio test,

(Sketch of reason. Let r

lim

ak , then for k large,

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

Theorem (Root Test). If lim

ak exists, then ak converges absolutely 1 k

ak


ak


ak

ak 2 ak ak r n diverges if r

3k

(Sketch of reason. Let r

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

z diverges by the ratio test. k2

  

(2) If z

1 then

z k2

1 and k2

1 converges by p-test implies k2

z converges absolutely. However, if k2

Examples. (1) Note lim i n

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.

i k diverges by term test.

also true for complex series. For z k

xk

iyk we have

z k converges to z

iy if and only if

x k converges

absolute convergence test,

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

1 by the telescoping series test. So by the sin 1 2

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

Example. Show that

sin k converges. k 1 1 Using the identity sin m sin k 2 1 cos m 2 1 2 1 2 we have

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

Inserting Parentheses and Rearrangements of Series.

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

Riemanns Rearrangement Theorem. Let ak

and

ak converge conditionally. For any x

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 (which converges conditionally). Consider the rearrangement 6 . Observe that

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

ak iff there is a bijection

""

son test with

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

converges (by the limit compariconverges to the same sum.

""

""

""

(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

""

Examples. (1) Since

1 2k

1 2

1 4

1 8

1 16

converges to 1, so by the theorem, 1 128 1 256 1 512 1 1024

k 1

""

""

cr

ap i 0

cM

let p n

pn

1 be bounded by M For a positive integer j let p i j if p i r j Then ak lim s j lim ti lim c1 if p i r j j i j

k 1

pi

k 1

1 For r

(Reason. Let sn

ak and tn

bk For the rst part,

bk

lim tn

lim

ak

s For the second part, 1 2 M dene 0 s)

will converge to s Next, if lim an

0 kn is bounded and

k 1

k 1

k 1

k 1

bk converges to s then

ak will converge to s

Grouping Theorem. Let

bk be obtained from

ak by inserting parentheses. If

ak converges to s then

""

""

""

p: 0 0 such that p 0 0 b 1 a1 (Note bn is the sum of kn pn p n 1 terms.)

Denition. We say


bk is obtained from

ak by inserting parentheses iff there is a strictly increasing function a p 1 b2 ap 1 a p 2 b3 ap 2 ap 3

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

partial sum sm is also increasing, hence

converges. Now, for every positive integer n

pk

k 1

zeros where a

0 For any positive integer m the partial sum s m

k 1

k 1

pk

p Since pk

Since a

we may view

as a rearrangement of the nonnegative terms of

k 1

k 1

ak and inserting 0 the p

(Reason. Dene pk qk as in the last proof. Since pk qk

ak

pk

converges to the same sum as

ak .

qk converge, say to p and q respectively.

Dirichlets Rearrangement Theorem. If ak

and

ak converges absolutely, then every rearrangement

""

""

""

""

""

""

 

""

""

 

""

""

""

the order they occur. Since

Pk

Q k differ from

pk

qk only by zero terms, they also diverges to

k 1

nonnegative terms of

ak in the order they occur and Q 1 Q 2

be the absolute value of the negative terms in

""

also.) Let u n

be sequences of real numbers having limits x and u n

0 Now let P1 P2

If one converges and the other diverges to

then

ak

pk

qk will diverges to

k 1

k 1

k 1

Now both

pk

qk must diverge to

(If both converges, then their sum

ak will be nite, a contradiction. a contradiction be the

(Sketch of reason. Let pk

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.


Axiomatic Formulation. There exists a set

(called real numbers) satisfying the following four axioms:

(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

 !

'

Denitions. is the integers, numbers.

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

(4) (Completeness Axiom) Every nonempty subset of

which is bounded above has a supremum in .

 

 

 

 

 

  

 

     

  

 

 

 

 

  

 

 

  

(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.

(i) exactly one of the following a

b, a

b, b

a is true,

 

(2) (Order Axiom)

has an (ordering) relation

such that for any a, b

(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

a c.) b to mean a b ab to mean a b

a b



(v) for each x element x

, there is a unique element 1 such that x x 1 1

such that x

(iv) there are unique elements 0, 1

with 1

0 such that a

a, a 1

a, 0; if x 0 then there is a unique

to

 

(i) a

b, a b

(ii) a

a, a b

b a,

(iii) a



(1) (Field Axiom)

is a eld (i.e.

has two operations

and such that for any a, b, c

, 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

k is the greatest integer

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

such that x such that x0 m 0 ) Let n

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

 

 

'

 

Now A 1 is true, so m 1 and m implies A k is true. By hypothesis, A k

imply m 2. So m 1 1 Let k A m is true, a contradiction.

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

1 For every 0, there exists an integer K n 1 1 . So n converges to c n K

(by the Archimedean principle). Then n

Examples. (1) 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

such that for

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 )

what n) will the distance d x n positive number?)

Example. As n gets large, intuitively we may think x n

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

Theorem (Uniqueness of Limit). If x n converges to x and y, then x




y (and so we may write lim x 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

such that n K 1 xn x 2 and n K 1 and n K 2 So for these ns,

K2

yn

(iii) x n yn converges to x y, provided yn

0 for all n and y

0. 2.

(ii) x n yn converges to x y, i.e. lim x n yn

lim x n

lim yn ,

Remarks. The converse is false. The sequence may or may not converge.

is bounded, but not convergent. In general, bounded sequences

 

 

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

0 there exists integer K

(by the Archimedean principle). Then n

""

un

nu n

zn n

u2 n

un n

Solution. (Let u n

zn

zn

(4) Let z n

n1

Show that z n converges to 1 by checking the denition. 1 By the binomial theorem, n n 1 n n 1 u2 n K

So x n converges to

Solution. For every n 1 cos n n

0 there exists an integer K 1 cos n 1 1 cos n n n 1 K 1

(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

[a b] (This is false for open intervals as

1 n

1 0 2 lim n n

0 2 )

 

 

Proof. Assume a a an a

0. Then for a , there is K a a 0, a contradiction.

such that n

an

Theorem (Limit Inequality). If an

0 for all n

and lim an

a, then a

0.

a , which implies

Then

2 by the sandwich theorem, lim

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

Proof. For any xn yn so n

0, there is K such that n z z , i.e.

xn .

and yn

, i.e. x n , yn

. Since

Sandwich Theorem (or Squeeze Limit Theorem). If x n lim n z.

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

is decreasing and bounded below, then lim x n



inf x n .)

0, there is

Monotone Sequence Theorem. If x n is increasing and bounded above, then lim x n

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

monotone iff strictly monotone

Proof. For every

0, there is K

such that n

xn

. Then j

nj

x nj

trivially true because every sequence is a subsequence of itself.)

Subsequence Theorem. If lim x n

x, then lim x nj

x for every subsequence x nj of x n . (The converse is .

(2) By mathematical induction, we have n j

j for all j

because n 1

1 and n j

nj

Denition. A subsequence of x n is a sequence x nj , where n j

and n 1

n2

n3

j implies n j

(3) Let A and B be bounded in

Prove that if A 2B

a 2b : a

A b

B then sup A 2B

sup A 2 inf B

1 n

1 (2) Let S x :x 0 1] y y lower bound of S Now the sequence

[1 2] Since 1 x 2 1 in S converges to 2

1 y 1 2

for all x 0 1] and y [1 2] By the inmum limit theorem, inf S

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

By the sandwich theorem, lim x 2n

x 2n

0 So by the nested interval theorem,

In

x for some

""

""

Using this, we get x 2n



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

 

Intertwining Sequence Theorem. If x 2m and x 2m

and

In

converge to x then x n also converges to x

n 1

for all n if and only if lim an

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

In contains exactly one number.

] b3 ] b2 ] b1

Nested Interval Theorem. If In

[an bn ] is such that I1

I2

I3

, then

1 or 2. Since

x1

x so x

In

[a b] where

""

(2) Does

represent a real number?

(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

Denition. x n is a Cauchy sequence iff for every

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

By the intertwining sequence theorem, lim x n

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

be a function. To say lim f x

Let S be an interval (or more generally a set). Suppose f : S

is a function. We would like to dene lim f x .

So for 0 by the Archimedean principle, there is K the Cauchy theorem, x n converges.

Then m n

xm

xn

1 K

'

 

n n

1m

Therefore, by

""

""

""

'

 

xm xn

1 m2

1 n

We will check the Cauchy condition. For m

n xm

xn

xk

xk

sin k and k2 1 1 1 m 1 n 1 m 1 n

Example. Does the sequence x n converge, where x 1

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

We will show lim x n n K1 xm xn

x. For every 2. Since lim x nj

0, since x n is a Cauchy sequence, there is K 1 x, there is K 2 such that j K2 x nj

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

 

 

S with 0 xn x0 L Then 0 lim f x n

1 and f x L . Now, setting there is x n n sandwich theorem, x n x 0 in S x 0 So lim f x n

1 n

and f x n L . By the L , a contradiction.

x S

'

Conversely, if xlim f x x

L then there is

0 such that for every

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

L then for every

0, there is

0 such that for x

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 (

for any, for every, for all,

there is, there exists),

x x0 x S

'

Sequential Limit Theorem. lim f x

L if and only if for every x n

x 0 in S

x 0 , lim f x n

'

'

Notation: We will write x n

x 0 in S

x 0 to mean sequence x n in S

x 0 converges to x 0

and we are done.

'

1 and


10 For every x

0 0

implies x

1 3 So f x

1 10

Solution. (Note that

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

1 Show that lim f x x 2 5x

 

[0

implies g x

1 by checking the - denition. 10 Then

For the second limit, note that

For every

0 let

x 4 x 2 x 4 2


Then for every

[0

2 Solution. For every 0 let Then for every x This takes care of the checking for the rst limit.

implies g x

Examples. (1) For g : [0

dened by g x

x show that lim g x

x x0 x S

x0

0 and lim g x

take

2 by checking

(For small min 9

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

L then for every

0 there is

0 such that for x

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

The right hand limit of f at x 0 is f x 0

lim f x

lim

f x

f x0

x0

a x0

Denitions. For f : a b

and x 0

a b the left hand limit of f at x 0 is f x 0

(3) (Limit Inequality) If f x

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 .

(2) (Sandwich Theorem or Squeeze Limit Theorem) If 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

L2 Now we take min 1 2 2 implies both 0 x x0 1 and 0

0 so that x x0

and 2 so that
1

Then, for every x

 

every x

S 0

x0

implies f x

L1

and

0 such that for every x

S 0

x0

Alternate Proof. If xlim f x x

L 1 and xlim g x x

L 2 then for every

0 there are

0 such that for

2

'

'

respectively (in the case of division, provided g x

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

(1) (Computation Formulas) If f g : S

are functions, 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.)

Appendix: Innite Limits and Limit at Innity

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.

below or above, the proof of the existence of f a

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

b . In the case f is bounded

 

a x0 0

x0

x0

x0

f c

f x

f x

f c

Proof. If a x property, for every

x0

b, then f x f x 0 . So M 0 there is c a x 0 such that M

sup f x : a x x0 f c M If we let

f x 0 By the supremum x 0 c then

For a nonempty subset S0 of S we say f is

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

monotone strictly monotone

bounded above bounded below bounded

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

Intermediate Value Theorem. If f : [a b] is (at least one) x 0 [a b] such that f x 0

is continuous and y 0 is between f a and f b inclusive, then there

Proof. Let g x g x0

g x0 0 Since g is continuous at x 0 there is 0 such that for x So x S x0 x0 0 g x0 g x

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

0, then there is an interval I 0 is similar by considering g.)

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

Proof. Since f g are continuous at x 0 lim f

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

Reason. For every x 0 1 in x 0 n x 0 Now rn

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.

Sequential Continuity Theorem. f : S lim f x n f x0 f lim x n

is continuous at x 0

S if and only if for every x n x 0 in S x 0 by x n

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

f x 0 i.e. for every

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

f [a b] . The case f is strictly decreasing is similar.

y0

The following two theorems are for explaining the

dx dy

dy rule in the next chapter. dx

theorem and the sequential continuity theorem, respectively. Similarly, inf f x : x [a b] f 0 for some 0

such that lim x nk

x 0 in [a b]. Since f is continuous at x 0

[a b], M

lim f x nk

f x 0 by the subsequence

which implies f z nj is bounded by the boundedness theorem. However, f z nj bounded, a contradiction.

nj

j implies f z nj

is not

inf f x : x

[a b]

min f x

In this case, we write f x 0

sup f x : x

[a b]

max f x and

Then p x 0

0 and p

x0

0 By the intermediate value theorem, there is a root of p x between

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

""

""

""

Appendix: Fundamental Theorem of Algebra

b a

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

 

Taking re i with a very small positive r we have f m p z0 0 and z 0 is a root of p z



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

1 For a very large K 2

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,

for every y in the domain of g. Then lim

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

are differentiable at x 0, then f f x0 g x0 , f g 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

The other case is similar.

x [a b]

The case 0

1 is similar.)
38

ln x

f x

f x

f 1

f x0 x

1 x0

(3) Show ln x that

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

x for x 1 and 1 x 0 such that

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


b a (By the mean-value theorem, there is x 0 sin a b a )

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 .

is in a b By the last theorem, f x 0

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

Local Extremum Theorem. Let f : a b

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

Proof. Let I be the closed interval with endpoints x and c. For t

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!

is called the Lagrange

k

f x

f c

f c x 1!

f c x 2!

n 1

c x 1!

n 1

x0 x n!

Taylors Theorem. Let f : a b x and c such that

be n times differentiable on a b . For every x, c

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

by sandwich theorem, lim g x

example will show.) Let f x

1 x 2 sin , g x x f x 0, lim x 0 g x

Example. (Even if lim f x

lim g x and lim

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

Sketch of Proof. Dene f b

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

L. (The rule is also true if x

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

Theorem (LH pitals Rule). Let f , g be differentiable on a b and g x , g x o

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 c 16 1 16 for some c 16 0 0125 which gives

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

then every solution y

f x of the equation

g x will have limit 0 as x

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

0 by the sandwich theorem. be differentiable. Show that lim f x f x

0 if and only if lim f x

x ex

on [1

Since

dn n x dx n

n! and lim

n! ex

0 applying LHopitals rule n times, we see lim

xn ex

0 which

0 and 0

 

Solution. There is an integer n

r (by the Archimedian principle). We have x r

x n on [1



Examples. (1) Show that lim

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

Proof. For the case

(Similarly, the rule is also true if x

b or g x

in the latter case).

 

lim f x

lim g x

or

lim g x

lim

f x g x

LH pitals Rule. Let f , g be differentiable on a b and g x g x o f x Let lim L where L Then x a 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

mean value theorem, there is x 0 between x and c such that

g x0

[p x

pc ]

p x0 [ g x

g c ].

 

Appendix 2: Convex and Concave Functions.



1,

f (b) tf (a) +(1 - t ) f (b) f (a) a

y = f (x)

We say f is a concave function on I if

convex function

(b, f (b)) (a, f ( a )) (x, f (x)) a

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

Theorem. If f is convex on a b , then f is continuous on a b .



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

0 if 0 x Example. The function f x 1 if x 1 but f is not continuous at 1 because lim f x

is convex on [0 1] by checking the slopes of the chords over [0 1], 0 1 f 1.

x0

Taking limit as x 0 , we have f x 0 f x0 f x 0 by taking u x0

. Solving for f


we get

f x0 x0

f u x0 f x0 f x0 f x0 u f x0 f x 0 , i.e. f x 0 f x 0 . Similarly, we can show Therefore, lim f x f x 0 for every x 0 a b.

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

Theorem. For f differentiable on I f is convex on I f is convex on I f 0 on I .)

f is increasing on I . (For f twice differentiable on I

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

Denitions. Let I be an interval and f : I function on I iff for every a, b I , 0 t

, we say f is a convex t f b

by LHopitals rule, we get lim f x

lim

0 and lim f x

lim

f x

f x ex ex

f x

f x

the denominator on the right side tend to

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

Chapter 9. Riemann Integral

n j 1 n j 1

n j 1

j 1

immediate technical problems with such a denition.

(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

and the upper integral of f on [a b] is

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]

(the largest underestimate

(the smallest overestimate)

wj

Let m j inf inf f x : x [ m j m j Then m j So L f P L f

f x x j] xj P .

: x [x j 1 x j ] m j inf f x : x [x j 1 ] and m j Since [x j 1 ] [ x j ] [x j 1 x j ] we have m j m j and mj xj 1 mj xj mj xj 1 mj xj Similarly, U f P U f P .

Renement Theorem. If P is a ner partition of [a b] than P, then L f 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

In 1854, George B. Riemann dened the integral of f x on [a b] to be lim

a = x0 x1 x2 . . .

xn - 1 xn = b

f tj

x j There are two

(Note K mj f tj U f P K b a )

Mj

K implies

K b

m j x j and the upper Riemann sum is U f P

Mj x j

L f P

f tj

x j where every t j is in [x j

x j ] The lower Riemann sum is L f P

Denitions. For the partition P a Riemann sum is a sum of the form S

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 )

Theorem. If f is continuous on [a b], then f is integrable on [a b].

1

j 1

j 1

By the integral criterion, f is integrable on [a b]

43

U f P

L f P

f uj

xj

xj

xj

the extreme value theorem, M j

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.

 

the sandwich theorem, tnj converges to

Then 0

 

a subsequence x nj converging to some

[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 Therefore, f is integrable on [a b] and

f x dx

cb

Example. If f x

c for every x

[a b] then L f P

cb

Therefore, f x is not integrable on every interval [a b] with a

b. a

U f P for every partition P of [a b] So

L f P

0 and U f P

a for every partition P of [a b] So L

f x dx

0, U

f x dx

subintervals [x j

Example. Recall the function f x

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

U( f, P) - L ( f, P) = sum of areas of shaded regions

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

(4) A countable union of sets of measure 0 is of measure 0. (If S 1 S2 S3

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



(5) If a set S is of measure 0 and S

S then S is also of measure 0. (For S use the same intervals an bn for S )

4k

4k

ak n

bk n

Then S

ak n bk n and

ak n

bk n

n 1

(
x4

are of measure 0 and S is their union, ak n bk n and

4n

4n

 1

x1 x2

xn

xn

and

2 4n

2 3

(2) A countable set x 1 x 2

is of measure 0 because

function f : [a b]

is integrable on [a b] since the set of discontinuities S is .

n 1

n 1

Examples. (1) The empty set

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

is of measure 0 (or has zero-length) iff for every

0, there are intervals a 1 b1

a2 b2

So every continuous

(
x5

(2) If f : [a b]

is bounded and discontinuous only at x 1

xn

[a b] show that f is integrable on [a b]

Exercises. (1) Let f : [a b] integrable on [a c] and [c b]

be a function and c

[a b] Show that f is integrable on [a b] if and only if f is

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.

Theorem (Simple Properties of Riemann Integrals). Let f and g be integrable on [a b]

a a a b a a a b a b a

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]

0 there is a partition P of [a b] such that

(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.

'

Proof. If f and g are integrable on [a b] then f and g are bounded on [a b] So f on [a b]

g f

g and f g are bounded

'

Theorem. If f g : [a b]

are integrable on [a b] then f

g f

g and f g are integrable on [a b]

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

[a b] f is integrable on [a b] if and only if f is integrable on [a c] and [c b]

 

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

Example. For x [ 1 1] dene f x is integrable on [ 1 1] Now the function

f x dx

f x dx

if x if x

0 Since f x has only one point of discontinuity at 0, f x 0 x if x if x 0 0

sup L f P1 L f P2 : P1 P2 are partitions of [a c] [c b] respectively sup L f P1 : P1 is a partition of [a c] sup L f P2 : P2 is a partition of [c b]

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

[c b] Then P is a ner L f P1 L f P2 Let

 

For the second statement, since

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

For (2), observe that g

0 on [a b] implies L g

f P

0 for every partition P So

b

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

For the second statement, the case c

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

(Note G need not be continuous by an example in the chapter on differentiation.)

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

Remarks. In (2) above, the condition G is integrable is important. The function G x

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

continuous at x 0 same we get

x0

Proof. (1) We will check lim

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

(2) If G is differentiable on [a b] with G

g integrable on [a b], then

g x dx

G b

G a .

(1) If f is integrable on [a b], continuous at x 0

Fundamental Theorem of Calculus. Let c x 0

[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 since f is With the

 

Proof. Recall there is K



0 such that f t

K for every t

[a b] For every

0 let

Then x

x0

Theorem. If f is integrable on [a b] and c

[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

We will show each Dk is of measure 0, which will imply S f is of measure 0. U f P

1 k

j J

j J

48

 

xj


xj

k Mj

mj

xj

k U f P

L f P

Next around each x j we take an open interval

j J

'

xj

xj

xj

xj

Then Dk

x0 x1

If there is x Dk 2k Let J be the set of j such that Dk

L f P

xj

xj

then M j

mj

f x

For every

0 by the integral criterion, there is a partition P

x 0 x1

x n of [a b] such that 1 f z for some z k xn x j 1 x j and

 

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

by the sequential continuity theorem, 0

'

by the denition of limit, there will be some x np

contradicting x np

[a b]

So

Next we will show

K Suppose

K then

for some i Since lim x nj

and

by the sandwich theorem, tnj converges to

 

 

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

0 such that for all x

K t

[a b] x

implies f x

f t

j 1

'

Lemma. Let f : [a b]

be a function continuous on a subset K

[a b]

Then for every

So

x dx

g x dx

g b

g a

g b

f t dt

Proof. Let g x

f t dt By part (1) of the fundamental theorem of calculus and chain rule, g x

continuous on

[a b] , then

f t dt

x dx

Theorem (Change of Variable Formula). If

: [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

Proof. By part (2) of the fundamental theorem of calculus,

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

Appendix 2: Riemanns Denition of the Integral

x 0

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

(Such a number I is unique as in the proof of uniqueness of

0 by the proof of the integral criterion, there is a

(c) for every

0 there is a partition P of [a b] such that for every renement Q

(b) lim

f tj

(a)

f x dx

xj

j 1

have

f tj

xj

(Such I is unique as in the proof of uniqueness of limit.)

x 0 x1

x n of P every

0 such that for every partition P of [a b] with P

and every choice t j

[x j

xj]

1 2

Denition. Let f be a bounded function on [a b] We write lim

f tj

xj

I iff for every

we have f x

Based on this, Riemanns approach of integral can be dened as follow.

n

0 there is a n we

 

Recall the denition of lim f x

L is that for every

0 there is

0 such that for every x with x

Therefore, by the integral criterion, f is integrable on [a b]

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]

Now take the

in the lemma for

and then

bound for f x

on [a b] By the denition of measure 0, there are intervals

such that S f

Conversely, suppose S f is of measure 0. For every

0 let

I j containing x j with length

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.


Roughly, there are three cases of improper integrals.

b

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.

Examples.(1) Consider the unbounded function f x

ln x on 0 1]. Observe that f is continuous, hence integrable,

1 c c 0

1 0

ln x dx

1 and ln x is improper integrable on 0 1]

50

on every closed subinterval of 0 1] So f

L loc 0 1] Now lim

c 0

ln x dx

lim

c ln c

1, so

We dene the improper (Riemann) integral of f on a b to be

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

dene the improper (Riemann) integral of f on [a b to be

f x dx

lim
b

f x dx provided the limit exists

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

Denition. Let I be an interval. We say f : I bounded subintervals of I We denote this by f

is locally integrable on I iff f is integrable on every closed and L loc I .

By the integral criterion, it follows that

f x dx exists. By a

b and b

c it must equal I by uniqueness.

We

 

 

 

limit, we get U f P

Similarly, we can also get L f P

Then U f P

L f P

2 3

are sequences t j k such that lim f t j k

Mj

sup f x : x

[x j

x j ] Since

f tj k

xj

a For

0 let P be the partition in (c) for

For each j

1 2

n by the supremum limit theorem, there so taking

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

g x dx converge) or (both diverge).

51

implies 0

g x

f x

Then 0

g x dx

f x dx So

f x dx

g x dx

If lim

0 then there exists

0 such that for every x

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

0 such that for every x

a a

1 which

g x is a positive number L then for f x g x 3L L L Then f x 2 2

L 2

we

Theorem (Limit Comparison Test). Suppose f x g x

0 on a b] and f g

L loc a b] If lim

function theorem. The other cases I

a b] and a b are similar.

function of d and is bounded above by

g x dx So

f x dx

lim

Proof. For the case I

[a b if 0

g on I and g is improper integrable on I then

d

f x dx exists in

1 i.e. p

1 Again adding

1 dx xp

we get the second statement.

we see that

if and only if

1 dx xp

By the rst statement, this is the same as

f x dx is an increasing
a

by the monotone

get the rst statement. Next, by the change of variable y

1 we have x 1 dy 2 p y

1 dx xp

1 c

1 y2

dy Taking limit as

Proof. In the proof of p-test for series, we saw

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

does not exist in

So e is not improper integrable on

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

by the limit comparison test, (8) For the improper integral

5 0
3

dx

5 0
3

test,

dx 7x

2x 4

converges.

7x

52

2x 4

precisely, since lim

7 and

7x

2x 4

2x 3

dx 3 x

by p-test as p

1 3

1 by the limit comparison

that

1 x

7x 1

2x 4

and the second factor on the right has a positive limit as x

dx diverges. x3

the integrand is continuous (hence locally integrable) on 0 5] Observe More

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

and the second factor on the right has a positive limit as x

More precisely,

(7) For the improper integral

dx the integrand is continuous (hence locally integrable) on [0 1 Observe that 1 x3

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

by p-test, we have sin x dx x

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

 

Theorem (Absolute Convergence Test). If f integrable on I .

L loc I and f is improper integrable on I , then f is improper f is

 

g x

f x

Hence

g x dx

f x dx So

f x dx

g x dx

If lim

then there is

0 such that for every x

a a

we have

g x f x

g x f x

1 which implies

Principal Value Symmetric Integration about Singularities.

f x dx. (Note the converse is false by example (2).)

1 1

(2) There is a similar theorem for this type of principal value integrals as the theorem above.

53

 

theorem of calculus, but here f x

 

Remarks. (1) It is incorrect to say

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

ln c does not exist. So the improper integral on [ 1 0

Because of continuity,

1 x

L loc[ 1 0 and

1 x

L loc 0 1] In the improper sense,

1 dx x 0 0 1] does not exist. However,

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]

be locally integrable on [a c and on c b] Dene

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

Proof. If the improper integral

f x dx exists, then it implies that both lim

f x dx and lim

Theorem. If the improper integral

f x dx exists, then P V

f x dx exists and equals the improper integral

exist.

ever the improper integral

x dx

lim

x dx

lim

x dx

lim

c 2

c 2

lim

 1

(2) Because of continuity, f x

L loc

Now P V

x dx

lim

x dx

lim 0

0 exists, howd2 does not 2

f x dx

x2

x2

x2

dx

lim

dx

lim

dx

lim

tan

lim tan

lim 2 tan

1 exists and the improper integral

x2

x2

 1

Examples. (1) Because of continuity, f x

L loc

Now P V

dx

lim

c c

1 

Denition. Let f

L loc

then the principal value of

f x dx is P V

f x dx

lim

f x dx . 1 x2

dx

Taylor Series of Common Functions

Question. How do calculators compute sin x cos x e x x y ln x

Recall Taylors theorem with the Lagrange form of the remainder is the following.

There are two other forms of the remainder.

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

this expression equals f x 1 for some x 1

g x dx we see that

f x g x dx

g x dx is between m and M By the intermediate value theorem,

a

[a b] which gives the second statement.

54

implies

f x g x dx

0 and so we may take x 1 to be any element of [a b] If

on [a b] we have m

g x dx

f x g x dx

g x dx If

g x dx
b

0 then the last sentence 0 then dividing by

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

[a b], (i.e. the mean value or average of f on [a b] is

f x dx

Mean Value Theorem for Integrals. If f is continuous on [a b], then

1!

f x dx

f x1 b

a for some

f x 0 ). More generally, if g is [a b].

""

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 Applying integration by parts n

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!

is called the Lagrange

For every

f x

f c

f c x 1!

f c x 2!

n 1

c x 1!

n 1

Taylors Theorem. Let f : a b x and c such that

be n times differentiable on a b . For every x, c

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

x ex Rn x for every x k! k 0 remarks above. So

n 1

(3) For f x

ex , f

e x Taking c

0 we have f

0 e x0 x n!

k 0

1 for every n max e0 e x x n!

By Taylors theorem, by the

""

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

""

 

Remarks. For 0 x R18 x 2 compute sin x to 10 decimal places.

x 18 18!

2 18 18!

10

k 0

13

So x

x3 3!

x 17 can be used to 17!

""

 

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

 

Remarks. For every x

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

Therefore, the Taylor series of f x equals f x only at the center c

for every n

So the Taylor series of f x about c

0 is

0x k

0 i.e. the Taylor series is the zero function. 0

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

theorem and the binomial formula is true for x

[0 1 The case x

1 0] is similar.

n 1

 

1 by ratio test,

bn converges. By term test, lim bn

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

t 1 x has derivative g t 0 On [0 x] g t g 0 x Let t 1 t 2 n 1 a a 1 a n 1 kx bn 1 a n x Since lim lim n n n 1! bn n

1!

Rn x

t dt

""

n 1

a a

a n 1!

x 1

""

To see this, let f x integral formula,

then f

a a

1 1

a n

By Taylors formula with

t t

n 1

a 1

dt

""

ax

""

x3

a a 1 2 x 2!

a a

1 a 3!

 

(4) (Binomial Theorem) For a

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.

4. There exists a man who does not have any wife.

5. For each x, there is a y such that x

8. Give the contrapositive of the following statements. (Since the contrapositives are equivalent to the statements, they say the same thing.)

(b) If a function is differentiable, then it is continuous.

9. Compute the following sets.

57

13. (i) Show that if A

B and C

D then A

'

'

'

(iii) For all sets A B C is it always true that A

(ii) For all sets A B C is it always true that if A

C then B

12. (i) For all sets A B C is it always true that A

'

'

'

'

(b) For sets X Y Z prove that X

11. (a) If B

C then prove that A

(ii) If A B are sets that are not the empty set and A

A what can be said about A and B?

C ? C? A C ?

10. (i) Let A

[0 1] and B

[0 1]

[2 3] Plot the graphs of A

'

(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

x y z are distinct objects.)

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

7. If x and y are positive, then x

6.

such that

0.

C in

ABC

3. For every triangle 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

[0 1 ] [ 2 1] Then remove the middle 3 3 [ 8 1] Inductively, remove the middle 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

'

'

'

25. the set G subet of ;

a3

b3 : a

X b

where X is a nonempty countable subet of

24. the set F

a : x4

ax

23. the set E of all circles in

 

'

22. D

: x5

21. the set C of all lines in

20. B

2y : x y

19. A

1 2n

'

 1

18.

1 :n m 3m

passing through the origin;

with centers at rational coordinate points and positive rational radius. 5 0 has a rational root

17. intervals a b and [a b], where we assume a

(ii) Show that if f : A

B and h : B

C are bijections, then h

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.

injective or surjective. Compute f

A such that g

14. Dene functions f 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

2x For f and g determine if each is

I A and f g

a b

(iii) For a

b let x : x and a x b and [a b x: x and a x b

(ii) Is it always true that if 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

for every positive integer N which will lead to a contradiction.)

59

""

p 1 p2

pn Show, by considering the prime factorization of 1

Suppose it converges to s Then the partial sum s n has limit s as n

""

*33. Let pn be the n-th prime number, i.e. p1

2 p2

3 p3

5 p4

k 2

""

32. Show that

k 2k 1 index from 1 to )

2 2

3 22

4 23

converges and nd the sum. (Hint: Compare the same series with

1 diverges. (Hint: k 1 pk 1 1 So for some n s sn Let 2 k n 1 pk N 1 1 j m Q that m 1 1 mQ j 1 k n 1 pk 7 Show that

k 3

converges. (This is called Cauchys condensation test.) Use this test to determine if

1 converges. k ln k ln ln k

31. (Bartle and Sherbert, p. 95) Let a1

a2

a3

0 Prove that

ak converges if and only if

(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

(compare with a p-series) 1 k (compare with a p-series) 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

is called the Cantor set.

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

(b) Prove that lim x n

x if and only if lim Mn

lim m n (i.e. limsup Mn

liminf x n ).

60

44. Let x n be a bounded sequence in

43. Show that the sequence

1 n

is increasing and bounded above. Mn sup x n x n xn and m n inf x n x n

1

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

41. If an converges to A then

should converge to

an

an 2

A Prove this by checking the denition.

xn

 %

  

 

40. If lim an A then show that lim an n n converse true?



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

""

37. Let n that if n

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

by the squeeze limit theorem.

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.)

36. Let A and B be nonempty subsets of

which are bounded above. Let C x y:x A y B

xy : x

35. Let A and B be nonempty subsets of

which are bounded above. Let A y B and T x y:x A y B

(c) C

(d) D

1 n

1 :m n 2m

2]

sup B then consider

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

56. Prove that every bounded innite subset of Weierstrass theorem.)

an

an all converge or all diverge. Try to do the above exercises without using this theorem.

has an accumulation point. (This is also often called the Bolzano-

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)

""

has value L) if lim a1a2

ak

L We say it diverges if the limit is 0 or does not exist. Determine if each of the 1 n2

55. For a sequence an of nonzero numbers, we say the innite product

an converges to a nonzero number L (or

an

*54. Let x n be a sequence and let y1 also converges.

0 and yn

xn

2x n for n

2 3 4

If yn converges, prove that x n

*53. Let x n be a sequence satisfying lim x n

xn

0 Prove that lim

xn

xn n

*52. Let an be a sequence satisfying lim an

an 2

0 Prove that lim an

51. Let S

: n

and f :

S is injective. Show that lim f n

n

""

""

 

""

""

 

48. Let 0

1 If x n

xn

k xn

xn

for n

2 3 4

then prove that x n is a Cauchy sequence.

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

45. Let x 1 1 x 2 2 and x n 1 the sequence x n converges.



xn

xn 2

for n

2 3 4

Plot the rst 4 terms on the real line. Then prove

an is also a Cauchy sequence by

For which x 0 does lim f x exist? (Hint: Sequential limit theorem.)

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

0 does not exist.

""

68. Let f :

be differentiable at c and In

[an bn ] be such that I1

I2

67. Find the derivatives of the functions f x

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 )

y for all x y and M

Show that f is f 0 , show that

 

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

62. If f x for all 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

Show that lim f x

1 by checking the denition. 2

0 for all x

x9

the sequential limit theorem and the remarks following it.) 2

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]

82. Let f : [a d] be a bounded function and a

""

[a b]

81. If f is continuous on [a b] f x

0 for all x

[a b] and

(b) Show that f : 0

dened by f x

sin

1 is not uniformly continuous. x

f x dx

 

is differentiable and f x

2 for all x

a b then show that f is uniformly continuous.

0 then prove that f x

0 for all

cos

77. Prove that if 0

, then
2 2 4

lim

f x0

f x0 h2

76. Let f :

be differentiable. If f is differentiable at x 0 show that 2 f x0 f x0

1 ] 2

 

75. Let f : [0 every x [0

be continuous and f 0 0 If f x (Hint: Let f has maximum value M on [0

74. For 0

prove that ln cos x

x tan x

converges. Also, show lim f x exists. (Hint: Check x n

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

72. Let f : [0 every x [0

be continuous and f 0 0 If f x (Hint: What if f x f x ?)

71. Let n be a positive integer and f x

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

(ii) If f and g are integrable on [a b] show that

b a

b a

b a

85. Determine if each of the following improper integrals exists or not.

0 0

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

(d) (e) (f) (g) (h) (i) (j)

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

function. (Hint: Consider the cases x

0 1 and x

[1

separately.)

87. Prove that for 0

the improper integral

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)

(Hint: First show RHS

L f P

L g P

L f

g P for some P using supremum property.)

sin x dx dx 3 x

dx x2 1
t

dt exists. This is called the gamma

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

84. (i) Let f g : [a b]

be bounded and P is a partition of [a b] Show that U f P U 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)

'

'

'

 

'

'

'

 

'

(h) (i) (j) (k) (l) (m) (n) (o)

(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

 

 

(k) S (l) S (m) S

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

106. Given lim x n

8 Prove that lim

xn

105. Given lim x n

1 n Prove that lim x n n 2

0 by checking the denition of limit. 2 by checking the denition of limit.

67

104. Given lim x n

0 Prove that lim x n

103. Prove that lim

1 n2

102. Prove that lim

1 n2

2 n3

0 by checking the denition of limit.

0 by checking the denition of limit. 1 n

0 by checking the denition of limit.

 

101. Show that for every x

there is a strictly increasing sequence of irrational numbers x n converging to x

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

1, then show that a

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 :

is differentiable and lim f x exists, then show that f is continuous at 0.

 

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

 

 

119. Let f : 0 function.

satises

f a

f b

sin a

b for every a b

Show that f is a constant

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

x y for every x y Show that x n is a Cauchy sequence. (Hint: How is

0 2

116. Suppose f g : [1 2] [3 4] are continuous functions and also g x : x c [1 2] such that f c g c

[1 2]

[3 4] Show that there is

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

 

114. Show that there is no continuous function f :



such that for every c

, f x

c has exactly 2 solutions. and f x x 4 x for

111. Give an example of a function f : that is continuous at x to give reasons to support your example.


but discontinuous at every x

%

 

 

110. If f g : 0 1 the interval 0 1

are increasing functions, show that h x

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

1 Prove that lim f x x 2 x 9 Prove that lim f x

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

state the denition of f x converges to L

108. If x n is a sequence such that x k



xk

1 for k 2k

1 2 3

then show that x n is a Cauchy sequence.

107. Given sequences x n and yn both converge to A For n to A by checking the denition.

let z n

max x n yn Show that z n converges

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]

(f) Determine if the principal value P.V.

(e) Determine if the improper integral

sin x dx exists or not. sin x dx exists or not.

127. (a) Determine if the improper integral

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

Be sure to give reasons to support your example.

125. If f g : [0 1] integrable on [0 1]

are Riemann integrable, show that the function h x

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]

123. Prove that if f : continuous.

is uniformly continuous, then the function g x

122. Use the mean value theorem to prove that f x

sin 5x is uniformly continuous. f x is also uniformly

[0 1] dened by

is Riemann