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Advanced Honors Calculus, I and II a BOOK

Advanced Honors Calculus, I and II a BOOK

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Advanced Honors Calculus, I and II(Fall 2004 and Winter 2005)
Volker Runde
August 17, 2006
 
Contents
Introduction 31 The real number system and finite-dimensional Euclidean space 4
1.1 The real line . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41.2 Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 141.3 The Euclidean space
R
. . . . . . . . . . . . . . . . . . . . . . . . . . . . 181.4 Topology . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24
2 Limits and continuity 40
2.1 Limits of sequences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 402.2 Limits of functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 462.3 Global properties of continuous functions . . . . . . . . . . . . . . . . . . 492.4 Uniform continuity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 52
3 Differentiation in
R
55
3.1 Dierentiation in one variable . . . . . . . . . . . . . . . . . . . . . . . . . 553.2 Partial derivatives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 593.3 Vector elds . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 643.4 Total dierentiability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 663.5 Taylors theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 723.6 Classication of stationary points . . . . . . . . . . . . . . . . . . . . . . . 76
4 Integration in
R
82
4.1 Content in
R
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 824.2 The Riemann integral in
R
. . . . . . . . . . . . . . . . . . . . . . . . . 854.3 Evaluation of integrals in one variable . . . . . . . . . . . . . . . . . . . . 984.4 Fubinis theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1014.5 Integration in polar, spherical, and cylindrical coordinates . . . . . . . . . 1071
 
5 The implicit function theorem and applications 117
5.1 Local properties of 
C
1
-functions . . . . . . . . . . . . . . . . . . . . . . . . 1175.2 The implicit function theorem . . . . . . . . . . . . . . . . . . . . . . . . . 1205.3 Local extrema with constraints . . . . . . . . . . . . . . . . . . . . . . . . 127
6 Change of variables and the integral theorems by Green, Ga, andStokes 132
6.1 Change of variables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1326.2 Curves in
R
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1466.3 Curve integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1556.4 Greens theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1636.5 Surfaces in
R
3
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1676.6 Surface integrals and Stokestheorem . . . . . . . . . . . . . . . . . . . . 1726.7 Gaußtheorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 176
7 Innite series and improper integrals 183
7.1 Innite series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1837.2 Improper integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 194
8 Sequences and series of functions 201
8.1 Uniform convergence . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2018.2 Power series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2058.3 Fourier series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 213
A Linear algebra 227
A.1 Linear maps and matrices . . . . . . . . . . . . . . . . . . . . . . . . . . . 227A.2 Determinants . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 230A.3 Eigenvalues . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 233
B Stokestheorem for dierential forms 237
B.1 Alternating multilinear forms . . . . . . . . . . . . . . . . . . . . . . . . . 237B.2 Integration of dierential forms . . . . . . . . . . . . . . . . . . . . . . . . 238B.3 Stokestheorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 240
C Limit superior and limit inferior 244
C.1 The limit superior . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 244C.2 The limit inferior . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2462

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