Department of Mathematical Sciences

Advanced Calculus and Analysis MA1002
Ian Craw

ii

April 13, 2000, Version 1.3 Copyright © 2000 by Ian Craw and the University of Aberdeen All rights reserved. Additional copies may be obtained from: Department of Mathematical Sciences University of Aberdeen Aberdeen AB9 2TY DSN: mth200-101982-8

Foreword
These Notes
The notes contain the material that I use when preparing lectures for a course I gave from the mid 1980’s until 1994; in that sense they are my lecture notes. ”Lectures were once useful, but now when all can read, and books are so numerous, lectures are unnecessary.” Samuel Johnson, 1799. Lecture notes have been around for centuries, either informally, as handwritten notes, or formally as textbooks. Recently improvements in typesetting have made it easier to produce “personalised” printed notes as here, but there has been no fundamental change. Experience shows that very few people are able to use lecture notes as a substitute for lectures; if it were otherwise, lecturing, as a profession would have died out by now. These notes have a long history; a “first course in analysis” rather like this has been given within the Mathematics Department for at least 30 years. During that time many people have taught the course and all have left their mark on it; clarifying points that have proved difficult, selecting the “right” examples and so on. I certainly benefited from the notes that Dr Stuart Dagger had written, when I took over the course from him and this version builds on that foundation, itslef heavily influenced by (Spivak 1967) which was the recommended textbook for most of the time these notes were used. A The notes are written in L TEX which allows a higher level view of the text, and simplifies the preparation of such things as the index on page 101 and numbered equations. You will find that most equations are not numbered, or are numbered symbolically. However sometimes I want to refer back to an equation, and in that case it is numbered within the section. Thus Equation (1.1) refers to the first numbered equation in Chapter 1 and so on.

Acknowledgements
These notes, in their printed form, have been seen by many students in Aberdeen since they were first written. I thank those (now) anonymous students who helped to improve their quality by pointing out stupidities, repetitions misprints and so on. Since the notes have gone on the web, others, mainly in the USA, have contributed to this gradual improvement by taking the trouble to let me know of difficulties, either in content or presentation. As a way of thanking those who provided such corrections, I endeavour to incorporate the corrections in the text almost immediately. At one point this was no longer possible; the diagrams had been done in a program that had been ‘subsequently “upgraded” so much that they were no longer useable. For this reason I had to withdraw the notes. However all the diagrams have now been redrawn in “public iii

iv domaian” tools, usually xfig and gnuplot. I thus expect to be able to maintain them in future, and would again welcome corrections.

Ian Craw Department of Mathematical Sciences Room 344, Meston Building email: Ian.Craw@maths.abdn.ac.uk www: http://www.maths.abdn.ac.uk/~igc April 13, 2000

Contents
Foreword Acknowledgements . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1 Introduction. 1.1 The Need for Good Foundations 1.2 The Real Numbers . . . . . . . . 1.3 Inequalities . . . . . . . . . . . . 1.4 Intervals . . . . . . . . . . . . . . 1.5 Functions . . . . . . . . . . . . . 1.6 Neighbourhoods . . . . . . . . . 1.7 Absolute Value . . . . . . . . . . 1.8 The Binomial Theorem and other 2 Sequences 2.1 Definition and Examples . . . . 2.1.1 Examples of sequences . 2.2 Direct Consequences . . . . . . 2.3 Sums, Products and Quotients 2.4 Squeezing . . . . . . . . . . . . 2.5 Bounded sequences . . . . . . . 2.6 Infinite Limits . . . . . . . . . . 3 Monotone Convergence 3.1 Three Hard Examples . . . . . 3.2 Boundedness Again . . . . . . . 3.2.1 Monotone Convergence 3.2.2 The Fibonacci Sequence 4 Limits and Continuity 4.1 Classes of functions . . . . . . . 4.2 Limits and Continuity . . . . . 4.3 One sided limits . . . . . . . . 4.4 Results giving Coninuity . . . . 4.5 Infinite limits . . . . . . . . . . 4.6 Continuity on a Closed Interval iii iii 1 1 2 4 5 5 6 7 8 11 11 11 14 15 17 19 19 21 21 22 22 26 29 29 30 34 35 37 38

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vi 5 Differentiability 5.1 Definition and Basic Properties . . . 5.2 Simple Limits . . . . . . . . . . . . . 5.3 Rolle and the Mean Value Theorem 5.4 l’Hˆpital revisited . . . . . . . . . . . o 5.5 Infinite limits . . . . . . . . . . . . . 5.5.1 (Rates of growth) . . . . . . . 5.6 Taylor’s Theorem . . . . . . . . . . .

CONTENTS 41 41 43 44 47 48 49 49 55 55 56 58 61 64 67 67 69 70 72 73 73 73 73 74 77 77 81 84 85 86 90 91 92

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6 Infinite Series 6.1 Arithmetic and Geometric Series . . . 6.2 Convergent Series . . . . . . . . . . . . 6.3 The Comparison Test . . . . . . . . . 6.4 Absolute and Conditional Convergence 6.5 An Estimation Problem . . . . . . . .

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7 Power Series 7.1 Power Series and the Radius of Convergence . . . . . . . . . . . 7.2 Representing Functions by Power Series . . . . . . . . . . . . . 7.3 Other Power Series . . . . . . . . . . . . . . . . . . . . . . . . . 7.4 Power Series or Function . . . . . . . . . . . . . . . . . . . . . . 7.5 Applications* . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7.5.1 The function ex grows faster than any power of x . . . . 7.5.2 The function log x grows more slowly than any power of 2 α 7.5.3 The probability integral 0 e−x dx . . . . . . . . . . . 7.5.4 The number e is irrational . . . . . . . . . . . . . . . . . 8 Differentiation of Functions of Several 8.1 Functions of Several Variables . . . . . 8.2 Partial Differentiation . . . . . . . . . 8.3 Higher Derivatives . . . . . . . . . . . 8.4 Solving equations by Substitution . . . 8.5 Maxima and Minima . . . . . . . . . . 8.6 Tangent Planes . . . . . . . . . . . . . 8.7 Linearisation and Differentials . . . . . 8.8 Implicit Functions of Three Variables . Variables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

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9 Multiple Integrals 9.1 Integrating functions of several variables . 9.2 Repeated Integrals and Fubini’s Theorem 9.3 Change of Variable — the Jacobian . . . . References . . . . . . . . . . . . . . . . . . . . . Index Entries

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93 . 93 . 93 . 97 . 101 101

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Graph of the function sin(1/x). . . . . . . . . . . . . . . . . . . . A picture of the definition of convergence . . . . .3 8. . . . . . . . . . . . . . . . . The accurate statement of this “obvious” observation is Rolle’s Theorem. . . . .4 4. . . . . . . . . . . . . . Here it is easy to see the problem at x = 0. . . . . . . . . . . . . If f crosses the axis twice. . . . . . . . . . . . . . . . sin(1/x). . . . . . . . . . . . . . . Graph of a simple function of one variable . . . . Graph of the function (x2 − 4)/(x − 2) The automatic graphing routine does not even notice the singularity at x = 2. . . Comparing the area under the curve y = 1/x2 with the area of the rectangles below the curve . . An upper and lower approximation to the area under the curve . . . You can probably see how the discontinuity of sin(1/x) gets absorbed. it has a jump discontinuity at x = 0. . Graph of the function sin(x)/x. . . . . . . . . . . . . . . . . . . .1 44 5. . . . . . . . . . . . .6 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .3 8.1 6. . . . the function is flat. .5 31 32 32 33 34 5. . . . .2 4.5 8. . . . . . A monotone (increasing) sequence which is bounded above seems to converge because it has nowhere else to go! . . . . . . . . . . . The accurate statement of this common-sense observation is the Mean Value Theorem. . .2 46 57 58 64 78 78 79 80 85 89 6. . Somewhere inside a chord. . . . . . . . . . . . 12 14 23 4. . . . . . .1 2.1 A sequence of eye locations. . . . Sketching a function of two variables . . . . .4 8. . . . .3 4. . . . . . . Contour plot of the surface z = x2 − y 2 . . . . . . . . . . . . . . . . . . the tangent to f will be parallel to the chord. . Comparing the area under the curve y = 1/x with the area of the rectangles above the curve . . The lines y = x and y = −x are also plotted. . . . . . . .1 8. . . . . . . . . . . . . . . . .1 4.axis . . . . Graph of the function x. . . . . . . . . . . . . . The function which is 0 when x < 0 and 1 when x ≥ 0. somewhere between the two crossings. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A dimensioned box . . . . . . . . . the plotting routine gives up near this singularity. . . Again the automatic graphing routine does not even notice the singularity at x = 0. . . . . A string displaced from the equilibrium position . . . . . . . . . . . . . . .List of Figures 2. . . . . . . . . . . . .2 3. . . . . . . . Surface plot of z = x2 − y 2 . . . . . . . . . . . . . . the x . .2 6. . . . . . The missing points near are an artifact of the plotting program. . . . . . . . . . vii . . . . .2 8. . . . . . . . . .

. . . The transformation from Cartesian to spherical Cross section of the right hand half of the solid a and inside the sphere of radius 2a . . . . . .1 9. . . Area of integration.4 Area of integration. . . . . . . . . . . . . . . . . . . . . . LIST OF FIGURES . . . . . . . . . . polar co-ordinates. . . . . . . . . . . . . . . . . . . . . . .viii 9. . . . . . . . . .2 9. . . . . . outside a cylinder of radius . . . .3 9. . . 95 96 99 99 . . . . . . . .

And ask in tutorial if you don’t understand something here.1 The Need for Good Foundations It is clear that the calculus has many outstanding successes. So another aim of this chapter is to repeat the ideas. and there is no real discussion about its viability as a theory. If there is material here with which you are not familiar. so you can easily look back and check things when you are in doubt. It makes for a boring chapter. even though it is in fact true. volume V and temperature T of an enclosed gas are related. and to collect it in one place. despite this. and perhaps should have been headed “all the things you hoped never to see again”. and we shall prove it towards the end of the course. any of the books mentioned in the book list can give you more information.1) a result which certainly does not appear “obvious”.Chapter 1 Introduction. However. Indeed you will find there are a number of ideas here which it is essential you now understand. we have ∂P ∂V ∂T = −1. because you will be using them all the time. dx dy dx and the “quick” form of the proof of the chain rule — cancel the dy’s — seems helpful. in which the pressure P . and the first tutorial sheet is designed to give you practice. you usually get a second chance. However I am only emphasising things that you will be using in context later on. For example the chain rule can be phrased as df df dy = . You are aware by now of just how sequential a subject mathematics is. don’t panic. It is here both to remind you that you have. because naive arguments can quickly lead to errors. ∂V ∂T ∂P (1. This chapter contains reference material which you should have met before. 1 . there are problems if the theory is accepted uncritically. 1. However if we consider the following result. If you don’t understand something when you first meet it.

and the usual rules of arithmetic hold — such results as x + y = y + x.. However. it can be ignored. In this course you will start to see why this complication is necessary. ±n. . ±1. The only inclusion in any doubt is the last one. n. It is subtle: for example when computing. Q — the Rational numbers are defined as the set {p/q : p. . and explains why in the rest of this section we need to revise elementary notions. . . We hope to show that the complication of introducing the “extra” reals such as 2 is worthwhile because it gives simpler results.e. . }.. . as you use the distinction between R and Q . . Another example comes when we deal with infinite series. Note: We have a natural inclusion N ⊂ Z ⊂ Q ⊂ R . because a computer always works with a rational approximation to any number. Properties of R We summarise the properties of R that we work with. . Addition: We can add and subtract real numbers exactly as we expect. Contrast these with the positive integers.2 CHAPTER 1. the same set without 0. q = 0}. .. q ∈ Z. INTRODUCTION. to ensure we can rely on calculations we do. recall that 2 ∈ R \ Q (i. 2 3 4 5 6 7 8 9 10 adds up to log 2. and this clearly adds up to half of the previous sum — or log(2)/2. in increasing order of complication: N — the Natural numbers are defined as the set {0. 2. R — the Reals are defined in a much more complicated way.√ and each inclusion is proper. 1. . It is this need for care. Z — the Integers are defined as the set {0. an apparently simple re-arrangement gives 1 2 1 + 4 1 1 − 3 6 1 + 8 1 1 − 5 10 1− − − . . . illustrates why we emphasise accurate argument as well as getting the “correct” answers. and as such can’t distinguish between the two √ sets. One point of this course is to illustrate the difference between Q and R . . it is a real number that is not rational). . }. 1. ±2. We shall see later on that the series 1− 1 1 1 1 1 1 1 1 1 + − + − + − + − . .. that motivates much of this course.2 The Real Numbers We have four infinite sets of familiar objects.

Order As well as the algebraic properties. usually written as “a > 0” or “≥”. we are simply saying that a number is either positive. So we have rules such as a(b + c) = ab + ac. even those like x2 = 2 which can’t be solved in Q . If you don’t know whether x = 0 or not. Completion The set R has an additional property. One reason for looking carefully at the properties of R is to note possible errors in manipulation. More generally. exactly one of a > 0. the rest of your argument may need to be split into the two cases when x = 0 and x = 0. then of course 2x > 2y. negative or zero. Show that if a > 0 then −a < 0. 1. If multiplying by an expression. . a = 0 or a < 0 holds. If x > y.2. multiplication and division behave as we expect. even in the “funny” case when a = 0. so for us 0/0 is meaningless. Example. which in contrast is much more mysterious — it is complete. Addition The order behaves as expected with respect to addition: if a > 0 and b > 0 then a + b > 0. One aim of the course is to emphasise accurate explanation. Note that we can divide by any number except 0. Normal algebraic manipulations can be done without comment. certainly not rational. why x = 0. i. We make no attempt to make sense of a/0. but in fact not even an algebraic number. Multiplication The order behaves as expected with respect to multiplication: if a > 0 and b > 0 then ab > 0.e. so you don’t need to justify dividing by 2. However. then again it may be necessary to consider different cases separately. i.e. although it is perfectly sensible to multiply an equality by a constant. and if a < 0 then −a > 0. Thus there are enough to solve any algebraic equation. you should always say. Of course we know that 2 is non zero. Here it is even possible to make the mistake with numbers. are also in R. we have (−2)x < (−2)y. Never multiply an inequality by a number without checking first that the number is positive.1. Formally these two properties say that (algebraically) R is a field. R has an ordering on it. the same is not true of an inequality. We explore this property during the course. the sum of positives is positive. in words. the product of positives is positive.all the numbers like π. at least the first time.1. where we write a < 0 instead of the formally correct 0 > a. we write a > b whenever a − b > 0. In fact there are (uncountably many) more . and interact with addition and subtraction in the usual way. THE REAL NUMBERS 3 Multiplication: In the same way. Its effect is that there are always “enough” numbers to do what we want. although it is not essential at this stage to know the terminology. Note that we write a ≥ 0 if either a > 0 or a = 0. but two cases arise when more care is needed: Never divide by a number without checking first that it is non-zero. It is this property that distinguishes it from Q . but if you divide by x. There are three parts to the property: Trichotomy For any a ∈ R.

This also isn’t very interesting. then ab > 0.5. 1.Geometric mean inequality). can we perhaps ignore a term because it is small and simplify things? In order to to this we need to estimate — replace the term by something bigger which is easier to handle. 1. 1. Show that if a > b and c < 0. 1. This is an idea you will find a lot in example sheets. then a + (−a) is the sum of two positives and so is positive. It often turns out that we can “give something away” and still get a useful result. It may dissuade you from dipping into a sheet. For example.3 Inequalities One aim of this course is to get a useful understanding of the behaviour of systems. in which case both x < 2 and x < −3. Solution. Show that if a < 0 and b < 0. Solution. 1. then ac < bc. or at best unhelpful. The other part is essentially the same argument. So the only consistent possibility is that −a < 0. so x < −3. and so bc − ac > 0 or bc > ac as required. Thus {x : (x − 2)(x + 3) > 0} = {x : x > 2} ∪ {x : x < −3}. we have (a − b)(−c) > 0. Solution. Exercise. then by trichotomy. we can produce some interesting results.6. Applying Example 1. where the next question uses the result of the previous one. But a + (−a) = 0.1. try rather to work through systematically. Find {x ∈ R : x2 − x − 2 < 0}. Example. or x − 2 < 0 and x + 3 < 0. so x > 2.1 in the case a = −c. If a ≥ 0 and b ≥ 0 then a+b √ ≥ ab. but is here to show how to use the properties formally. 1. This section is probably all revision. Proposition (Arithmetic . whereas calculating directly can prove either impossible. and is here to remind you that the order in which questions are asked can be helpful. INTRODUCTION. it is here to emphasise the need for care. Assume the result is false. Even at this simple level. Suppose (x − 2)(x + 3) > 0. Exercise. when our detailed calculations tell us about individual trees. and by trichotomy 0 > 0 is false. So either x − 2 > 0 and x + 3 > 0. If this latter holds. Thus using the multiplication rule. This is not very interesting. or (−a) > 0.4 CHAPTER 1. −a = 0 (which is false because we know a > 0). Think of it as trying to see the wood. We have just looked at the rules for manipulating the order relation. Note that if the product of two numbers is positive then either both are positive or both are negative.3. The hard bit about doing this is in Example 1. we may want to know roughly how a function behaves. and so we have to deal with inequalities. we see that −c > 0 and a − b > 0. in which case both x > 2 and x > −3. Example.2. Find {x ∈ R : (x − 2)(x + 3) > 0}. 2 .4.

Exercise. while the example (1. Can you still do this. For any value of x. We say that I ⊂ R is an open interval if I = (a. I2 is centred on 2 and that I1 and I2 have the same (positive) length? What happens if you replace 1 and 2 by any two numbers l and m with l = m? 1. Thus a2 − 2ab + b2 ≥ 0. so (a − b)2 ≥ 0. Can you find the largest such interval? Is there a largest such interval if you also require that I is closed? Given l and m with l = m. a2 + 2ab + b2 ≥ 4ab. it should be clear from the context whether this is being allowed. Write down a pair of intervals I1 and I2 such that 1 ∈ I1 . 2 ∈ I2 and I1 ∩ I2 = ∅. b] = (a. Of course we can easily get to more general subsets of R. 2) ∪ (3. b) = {x ∈ R : a < x < b}. It is sometimes convenient to allow also the possibility a = −∞ and b = +∞. we have ≥ ab. It is trivial that [a. just for emphasis. . So (1.7.4.geometric mean inequality. We study further work with inequalities in section 1. 3] = (1. Write down an interval I with 2 ∈ I such that 1 ∈ I and 3 ∈ I. 2) ∪ [2. Exercise.7. 5 a+b √ Since a ≥ 0 and b ≥ 0. In contrast a closed interval contains both its end points. taking square roots.open intervals like (a. INTERVALS Solution. If these extensions are being excluded. This is the arithmetic 2 . It is also sometimes useful to have half . 3] shows that the union of two intervals may be an interval. b] and [a. 4) shows that the union of two intervals need not be an interval.4 Intervals We need to be able to talk easily about certain subsets of R . b) ∪ {a} ∪ {b}. b). 1. the interval is sometimes called a finite interval. The two end points a and b are points in R . (a + b)2 ≥ 4ab. if you require in addition that I1 is centred on 1. Thus an open interval excludes its end points. T is the target space and f (D) = {f (x) : x ∈ D} is the range of f .8.1. we have x2 ≥ 0 (why?). but contains all the points in between. 1.5 Functions Recall that f : D ⊂ R → T is a function if f (x) is a well defined value in T for each x ∈ D. b] = {x ∈ R : a ≤ x ≤ b}. We say that D is the domain of the function. 1. and is of the form I = [a. show there is always an interval I with l ∈ I and m ∈ I.

values. and provides an indication as to how f may be extended through the singularity at a — by giving it the value (2a)−1 . a + d). This distinction will start to be important in this course. just that the result must be properly defined. Thus the function f (x) = 1 x−3 has domain {x ∈ R : x = 3}. Given f : R → R . This is of course a different representation of the function. This illustrate our first use of intervals.6 Neighbourhoods This situation often occurs. And the definition can be complicated. 4]. but sometimes it is useful.9. even though they both are “x2 ” Note also that the range of f2 is [0. so that T ⊂ R . Another natural situation in which we need to be careful of the domain of a function occurs when taking quotients. b). 1 if a < x < b. INTRODUCTION. like f (x) = x2 the domain of f is the whole of R.] In the simplest examples. The point we have excluded. Note that the domain is part of the definition of a function.6 CHAPTER 1. For traditional reasons. and is zero elsewhere [and is usually called the characteristic function of the interval (a. so changing the domain technically gives a different function. which has the value 1 on the open interval (a. For example if f (x) = x−a x−a = x2 − a2 (x − a)(x + a) for x = a. we usually replace the . Exercise. we don’t want to worry about the singularity at x = −a when we are discussing the one at x = a (which is actually much better behaved). 1. for example f (x) = 0 if x ≤ a or x ≥ b. to avoid dividing by zero. but even √ for relatively simple cases. So f1 : R → R defined by f1 (x) = x2 and f2 : [−2. Write down the natural domain of definition of each of the functions: f (x) = x2 x−2 − 5x + 6 g(x) = 1 . in the above case 3 is sometimes called a singularity of f . defines a function on the whole of R. 1. Mostly this is trivial. b). since we cannot define the square root of a negative number. sin x Where do these functions have singularities? It is often of interest to investigate the behaviour of a function near a singularity. 2] → R defined by f2 (x) = x2 are formally different functions. If we only look at the points distant less than d for a. Note first that the definition says nothing about a formula. we call such an interval a neighbourhood of a. We need to be able to talk about a function near a point: in the above example. in this case the domain D is {x : x ≥ 0}. at least if we want the function to have real . we are really looking at an interval (a − d. then since x = a we can cancel to get f (x) = (x + a)−1 . such as f (x) = x. we need to restrict to a smaller domain. we can always restrict the domain of f to an interval I to get a new function.

We use this result in Prop 2. It’s particular use is in describing distances. Proposition (The Triangle Inequality. |x + y| ≤ |x| + |y|. . we interpret |x − y| as the distance between x and y. Show that for any x. |x − y| ≥ |x| − |y| . z ∈ R . 1. For any x.7 in this language. |x − z| ≤ |x − y| + |y − z|.7. It usually doesn’t matter whether δ is very big or not. We can rephrase the result of Ex 1. So if |x − y| < k. y. y ∈ R . We write |x| = x if x ≥ 0. We sometimes call this “unwrapping” the modulus.10.12. 1.neighbourhoods of l and m. so a δ . combining these we have −|x| − |y| ≤ x + y ≤ |x| + |y| and this is the same as the required result. and speak of a distance δ. conversely. given l = m there is some (sufficiently small) δ such that we can find disjoint δ . Exercise. 1. Exercise.13. Since −|x| ≤ x ≤ |x|.7 Absolute Value Here is an example where it is natural to use a two part definition of a function. consider: 1.).6. √ An equivalent definition is |x| = x2 . a + δ) a neighbourhood (sometimes a δ .neighbourhood of a consists of all points which are closer to a than δ.1. For any x. This is the absolute value or modulus of x. Thus (a − δ. Show that an open interval contains a neighbourhood of each of its points. Proposition. To see this. 1. −x if x < 0.11. and the same holds for y. Proof. ABSOLUTE VALUE 7 distance d by its Greek equivalent. it is simply necessary to show the corresponding pair of inequalities. we can rewrite this without a modulus sign as the pair of inequalities −k < x − y < k. Note that we can always “expand out” the inequality using this idea. a + δ) = {X ∈ R : |x − a| < δ}. The significance of a neighbourhood is that it is an interval in which we can look at the behaviour of a function without being distracted by other irrelevant behaviours. y ∈ R .neighbourhood) of a. If δ > 0 we call the interval (a − δ. in order to establish an inequality involving the modulus.

. ∞). Describe {x ∈ R : |x + 3| < 1}. Exercise.k Recall in particular a few simple cases: (1 + x)3 = 1 + 3x + 3x2 + x3 . a a 1.12 we have CHAPTER 1. INTRODUCTION..k with corresponding special cases.(n − 1). in fact it holds appropriately for more general exponents as we shall see in Chapter 7 Another simple algebraic formula that can be useful concerns powers of differences: a2 − b2 = (a − b)(a + b). .8 Proof. . (1 + x)5 = 1 + 5x + 10x2 + 10x3 + 5x4 + x5 .15. .(n − 1) 2 n. (1 + x)4 = 1 + 4x + 6x2 + 4x3 + x4 . We have (1 + x)n = 1 + nx + n. Interchanging the rˆles of x and y.2 1. . the binomial theorem gives an expansion of (1 + x)n for any positive integer n. |x| = |x − y + y| ≤ |x − y| + |y| and so |x| − |y| ≤ |x − y|.. a4 − b4 = (a − b)(a3 + a2 b + ab2 + b3 ) .14. Proof. + x + . There is a more general form: (a + b)n = an + nan−1 b + n. and noting that |x| = | − x|. Multiplying this inequality by −1 and combining these we have −|x − y| ≤ |x| − |y| ≤ |x − y| and this is the required result.8 The Binomial Theorem and other Algebra At its simplest. + bn . Describe the set {x ∈ R : 1 ≤ x ≤ 3} using the absolute value function.2 1.. Example. the other inequality gives 5x > 4 + 3.2. . . or 5x − 3 > 4. From one inequality we get 5x < −4 + 3. Using 1.(n − 1). . Unwrapping the modulus. . or x > 7/5.. −1/5) ∪ (7/5. a3 − b3 = (a − b)(a2 + ab + b2 ). . 1.16. + xn . Formally this result is only valid for any positive integer n. 1. o gives |y| − |x| ≤ |x − y|.(n − k + 1) k x + . Exercise. + b + . . . 1. or x < −1/5.2. Thus {x ∈ R : |5x − 3| > 4} = (−∞. 1. we have either 5x − 3 < −4.(n − 1) n−2 2 n. Describe {x ∈ R : |5x − 3| > 4}. 1.(n − k + 1) n−k k b + .

1. + c− . Note that we made use of this result when discussing the function after Ex 1. And of course you remember the usual “completing the square” trick: b b2 ax2 + bx + c = a x2 + x + 2 a 4a =a x+ b 2a 2 9 +c− b2 4a b2 4a .8. + ab n − 1 + bn−1 ). . .9. THE BINOMIAL THEOREM AND OTHER ALGEBRA and in general. we have an − bn = (a − b)(an−1 + an−2 b + an−3 b2 + .

10 CHAPTER 1. INTRODUCTION. .

1. Definition. 3. . Here are some more sequences: Definition an = n − 1 an = 1 n 1 n n−1 n First 4 terms 0.1. 3. . 1. What the definition is saying is that we can lay out the members of a sequence in a list with a first member. . 3 1.14159. 2.1 Examples of sequences The most obvious example of a sequence is the sequence of natural numbers. − 2 3 4 1 2 3 0. 1.141592 . . − . . 3. it doesn’t really matter. . −1 1 1 1 1. 3.1 Definition and Examples 2. we usually write a1 . 1 1 1 . 3 an = (−1)n+1 an = 3 A sequence doesn’t have to be defined by a sensible “formula”. 11 3.1415. Here is a sequence you may recognise:3. 3. .141.14. even though we usually write functions in this way. 3. 2 3 4 1 2 3 0. − .1. second member and so on. 2.1. a2 and so on. . A (real infinite) sequence is a map a : N → R Of course if is more usual to call a function f rather than a. 2 3 4 Limit does not exist (→ ∞) 0 does not exist (the sequence oscillates) 0 1 does not exist (the sequence oscillates) 3 an = (−1)n+1 an = (−1)n+1 an = n−1 n 1. 3. Note that the integers are not a sequence. − 2 3 4 3. and in fact we usually start labeling a sequence from 1 rather than 0. . . instead of the more formal a(1). for example by enumerating them as 0.Chapter 2 Sequences 2. If a : N → R . −1. −1. although we can turn them into a sequence in many ways. a(2). 2. . −2 .

Sequences. There is no single approximation √ to 3 2 or π which will always work.neighbourhood. If we take f (x) = x3√ 2. So we are usually interested in what happens when n → ∞. we can try to perturb it to a + h. by taking enough terms we can get an approximation that is as accurate as we need.12 CHAPTER 2. The interest is whether the sequence oscillates predictably. Often we do this by specifying a neighbourhood of the limit. Of course we can graph a sequence. we get the sequence defined as follows 2 2 a1 = 1whilean+1 = an + 2 3 3an Note that this makes sense: a1 = 1. so f (a) ≈ 0. In that case.2639. Calculating. In Fig 2. that f (a + h) ≈ f (a) + h.2599 and a5 = 1. (2. so that f (a + h) = 0.f (a) and so h ≈ f (a) .2599 In fact the sequence does converge to 3 2. One such occurs when trying to solve equations numerically. . finding a root of this equation is solving the equation x3 = 2. 66 64 62 60 58 56 54 52 0 5 10 15 20 25 30 35 Figure 2.1 + 3 3. we get a2 = 1. a4 = 1. In the examples above this was fairly easy to see. and interest in their limits.1) 2 2 etc. or in the limit of the sequence. . which is a true solution. [You can check that a3 = 2 to 6 decimal places.f (a). or what happens “when it settles down”. In order to use such a sequence of approximations.333. whether we are measuring a flower bed or navigating a satellite to a planet. in Newton’s method.] 5 Note also that we need to specify the accuracy needed.1 we show a sequence of locations of (just the x coordinate) of a car driver’s eyes. we have 0 = f (a + h) = f (a) + h. SEQUENCES where the terms are successive truncates of the decimal expansion of π. and it sometimes helps. − 3 in other words. it is first necessary to specify an acceptable accuracy. Usually we are interested in what happens to a sequence “in the long run”. arise naturally in many situations. If now we almost have a solution.12 √ a3 = 1. where we use (for error). we use the standard calculus approximation. rather than δ (for distance).1: A sequence of eye locations. finding 2 In this case. and we then often speak of an . a2 = if n > 1. f (a) Thus a better approximation than a to the root is a + h = a − f (a)/f (a).

neighbourhood of l.1. given > 0 there is some N such that |an − l| < whenever n ≥ N. Say a property P (n) holds eventually iff ∃N such that P (n) holds for all n ≥ N .4. A sequence which is not a convergent sequence is divergent. It holds frequently iff given N . according to the definitions. A more difficult one is whether Newton’s work will eventually be forgotten! Using this language. If you think you have an easier version. frequently be raining (or sunny). as long as it is still centred on the potential limit. a statement about the future of the universe. provided the sequence is eventually in the shaded strip: and this must be true even if we redraw the shaded strip to be narrower. . 2. The sequence sin(n!π/17) is eventually zero. and eventually you will die. We sometimes speak of a sequence oscillating or tending to infinity. we can rephrase the definition of convergence as We say that an → l as n → ∞ iff given any error to l then . A sequence which converges to some limit is a convergent sequence. or just plain optimism! 1 . . The definition then says the sequence is convergent to the number we have shown as a potential limit. Definition. −1. The .t. Symbolically we have > 0 ∃N s.neighbourhood of the (potential) limit l is represented by the shaded strip. talk it over with a tutor. it witnesses the fact that the property is true somewhere at least as far along the sequence as N . Say that a sequence {an } converges to a limit l if and only if. the sequence of natural numbers is frequently prime. In Fig 2. I need to assume the sequence is infinite. |an − l| < > 0 eventually an is closer n ≥ N. It may help you to understand this language if you think of the sequence of days in the future1 . DEFINITION AND EXAMPLES 13 2. whenever Another version may make the content of the definition even clearer. you may find that it picks up as convergent some sequences you don’t want to be convergent. that it will frequently be Friday. eventually it will be 1994. but properly I am just interested in divergence at present. 0. In contrast. and even frequently February 29.2. . there is some n ≥ N such that P (n) holds. > 0 eventually It is important to note that the definition of the limit of a sequence doesn’t have a simpler form. 1. 2.2. you can decide for yourself whether this is a philosophical statement. we give a picture that may help. } is eventually positive.2. Definition. The sequence {−2. 2. while individual members an of the sequence are shown as blobs. Some examples using the language are worthwhile. Definition.3. this time we use the idea of neighbourhood: We say that an → l as n → ∞ iff given any (acceptable) error an is in the . You will find. We call the n a witness.

so this holds e. So rather than always working directly. Now suppose that n ≥ N . We have 0≤ 1 1 ≤ < n N by choice of N . Proposition. for if not. Although we can work directly from the definition in these simple cases. for n ≥ N1 . Also.7. most of the time it is too hard. we see that eventually (say after N ) . Let an → l as n → ∞ and assume also that an → m as n → ∞. we also use the definition to prove some general tools. we choose disjoint neighbourhoods of l and m. We can argue this directly (so this is another version of this proof). then (take = 1). Then l = m. SEQUENCES Potential Limit n Figure 2. which is a contradiction.g. and then use the tools to tell us about convergence or divergence. we argue by contradiction. if a sequence has a limit. then there is some l such that an → l as n → ∞. an is within a distance 1 of 2. Here is a simple tool (or Proposition). • If an → 2 as n → ∞. eventually it lies in each of these neighbourhoods. Suppose that l = m. Exercise. and in particular. 2. showing this situation is impossible. Using 1.14 CHAPTER 2. In other words. and note that since the sequence converges. we have −1 ≤ (n − 1) − l < 1. Proof.2: A picture of the definition of convergence 2. Show that the sequence an = (1/ n) → 0 as n → ∞.6. eventually. and we are justified in talking about the limit of a sequence. it has a unique limit. Taking = 1. > 0 and then choose N • The sequence an = n − 1 is divergent. • Let an = 1/n. . Then eventually |an − l| < . thus n < l + 2 for all n. Then an → 0 as n → ∞. pick with N > 1/ . √ 2.2 Direct Consequences With this language we can give some simple examples for which we can use the definition directly. eventually |an − m| < .5. this is the required contradiction. Pick = |l − m|/2. One consequence of this is that eventually an > 1 and another is that eventually an < 3.. that (n − 1) − l < 1 for all n ≥ N . To check this.

2. Here they are:2. PRODUCTS AND QUOTIENTS 15 so this holds eg.9. Let an → l = 0 as n → ∞. Let an → l = 0 as n → ∞. Show that an → 1 as n → ∞. the denominator to 1 + 0 and so the quotient to (1 + 0)/(1 + 0) = 1. Then Sums: an + bn → l + m as n → ∞. we never have an = 0.” One way is just to repeat that argument in the two cases where l > 0 and then l < 0. Proof. N2 ).3. n+3 Solution. Then there is some N such that |an − l| < |l|/2 Now for all n ≥ N so |l| ≤ |l|/2 + |an |. In other words. Products and Quotients n+2 . Then both inequalities hold. l = l − an + an . and apply the definition of “an → l as n → ∞”. Then eventually an = 0. But we can do it all in one: Take = |l|/2. Exercise. There is an obvious manipulation here:2. n+3 1 + 3/n We hope the numerator converges to 1 + 0. and |an | ≥ |l|/2 = 0. The proof is a variant of “if an → 2 as n → ∞ then eventually an > 1.8. 2. 2. and |l − m| = |l − an + an − m| ≤ |l − an | + |an − m| by the triangle inequality < + = |l − m| 2. Remember what this means.10. and . SUMS. we are guaranteed that from some point onwards. and choose n ≥ N . use the first method suggested above for l > 0. Let an = an = n+2 1 + 2/n = .3 Sums. Now let N = max(N1 . and assume that l > 0. we need rules to justify what we have done. Proposition. Show that eventually an > 0. Thus |l| ≤ |l − an | + |an |. Products: an bn → lm as n → ∞. (New Convergent sequences from old) Let an → l and bn → m as n → ∞. Example. But it is not obvious that our definition does indeed behave as we would wish. for n ≥ N2 .7. Theorem.

In equation 2. then we also have an+1 → l as n → ∞. we see that 1/n2 → 0 as n → ∞. √ the limit is indeed 3 2. A helpful manipulation is easy. Thus by the “limit of quotients” result. We can now show that provided the limit exists and is non zero. Pick > 0. N2 ). Example. while the left hand side converges to l. Now because First pick > 0. and in the same way. find its limit. n2 + 3n Solution. 2. Assuming that {an } is convergent. the denominator → 1 as n → ∞. but are technically more difficult.16 Inverses: provided m = 0 then an /bn → l/m as n → ∞. n2 + 3n 1+ n We now show each term behaves as we expect. In the equation 2 2 an+1 = an + 2 3 3an we now let n → ∞ on both sides of the equation.11. Proof. Using Theorem 2. 2. Show that an → −7 as n → ∞. the quotient → −7 as n → ∞. we see that the 2 2 right hand side converges to l + 2 .14.12.10. Exercise. But they are 3 3l the same sequence. 4 Using the corresponding result for sums shows that n2 − 7 → 0 − 7 as n → ∞. Proofs can be found in (Spivak 1967).6. SEQUENCES Note that part of the point of the theorem is that the new sequences are convergent.1 we derived a sequence (which we claimed converged to 3 2) from Newton’s method. find its limit. Assuming that {an} is convergent.13. an+1 = (4an + 2)/(an + 3) for n ≥ 1. we have |an + bn − (l + m)| < |an − l| + |bn − m| < /2 + /2 = .(1/n) and 1/n → 0 as n → ∞. This gives: 2. Example. so both limits are the same by Prop 2. Exercise. Since an → l as n → ∞. Since 1/n2 = (1/n). using “product of convergents is convergent”. Thus 2 2 l= l+ 2 3 3l and so l3 = 2. Is the sequence convergent? . an+1 = (2an + 2) for n ≥ 1. In the same way. there is some N2 such that |bn − m| < /2 whenever n > N2 . Define the sequence {an } by a1 = 1. since the limit of the denominator is 1 = 0. Proof. there is some N1 such that |an − l| < /2 whenever n > N1 . Define the sequence {an } by a1 = 1. Then if N = max(N1 . CHAPTER 2. and n > N . Let an = an = 4 4 − 7n2 2 − 7 = n 3 . The other two results are proved in the same way. Note first that if an → l as n → ∞. √ 2. we must find N such that |an + bn − (l + m) < when n ≥ N . We choose to divide both top and bottom by the highest power of n around. 4 − 7n2 .

17. Lemma. Now pick N = max(N1 . then l ≤ m. we have − < an − l Using the given order relation we get − < an − l ≤ bn − l ≤ cn − l < . N2 ). 17 Proof. The first one is fairly routine to prove. but you may still find these techniques hard. The {bn } is convergent. Exercise.15.4. if so.4 Squeezing Actually. Pick > 0. Proof. and note that. It is true and looks sensible. 2. but it is another case where we need more results getting new convergent sequences from old. note the result. where we can also deduce convergence. SQUEEZING 2. we can’t take the last step yet. and cn − l < . Then since an → l as n → ∞. A simple piece of algebra gets us most of the way: √ √ √ √ n+1+ n an = n+1− n .16. . Compare this with the next result. We really want a good dictionary of convergent sequences. we can find N2 such that |cn − l| < for n ≥ N2 . and bn → l as n → ∞. Given that an → l and bn → m as n → ∞. and that an ≤ bn for each n. Example. √ √ n+1+ n = (n + 1) − n 1 √ √ = √ √ → 0 as n+1+ n n+1+ n n → ∞. in particular. The next results show that order behaves quite well under taking limits. this gives − < bn − l < or |bn − l| < as claimed. (The Squeezing lemma) Let an ≤ bn ≤ cn . and using only the middle and outer terms. 2. 2. Let an = √ √ n + 1 − n.2. but also shows why we need the dictionary. and come back to the proof later. Show that an → 0 as n → ∞. we can find N1 such that |an − l| < for n ≥ N1 and since cn → l as n → ∞. and suppose that an → l and cn → l as n → ∞.

n log n . Thus n < n log n < n2 . We have 1+ 1 1 0≤ √ √ ≤ √ . We don’t need the inequalities to hold all the time. because log(e) = 1. when n ≥ 3 and 1 1 1 < < . n √ √ Note: We can now do a bit more with the n + 1 − n example. Show that 1 → 1 as n → ∞. Now 2 n n 1 → 0. Example. we have n−1/2 → 0 as n → ∞. The application is that f (x) = x1/2 is continuous everywhere on its domain which is {x ∈ R : x ≥ 0}. but here is the results. it is clear we can state an “eventually” form of this result. Now 2 n n log n n 1 → 0 and n 1 → 0. Show that an → 0 as n → ∞. log is monotone increasing.5. Example. Proposition.18.18 CHAPTER 2. Let f be a continuous function at a. 2. 2. Here we have used the “eventually” form of the squeezing lemma. n2 so sin(n) →0 n2 as n → ∞. whatever the value of sin(n). We need the next section to prove it. Let an = √ 1 for n ≥ 2. Exercise.22. Note that. only eventually. Show that an → 0 as n → ∞. SEQUENCES Note: Having seen the proof. and suppose that an → a as n → ∞.20. Show that an → 0 as n → ∞. and 2 < e < 3. Exercise. Then f (an ) → f (a) as n → ∞. so since n−1 → 0 as n → ∞. n2 Solution. Note: This is another example of the “new convergent sequences from old” idea. We use the squeezing lemma: 2. Exercise. the result we proved in Exercise 2.19.5 that (1/ n) → 0 as n → ∞. Note that 1 ≤ log n ≤ n if n ≥ 3. 2 n n+1+ n √ so we have our result since we showed in Exercise 2. n log n Solution. we can get such results in much more generality. 2.21. Let an = 1 for n ≥ 2. we always have −1 ≤ sin(n) ≤ 1. What do you deduce about the sequence an = exp (1/n) if you apply this result to the continuous function f (x) = ex ? 2.23. This illustrates the need for a good bank of convergent sequences. sin(n) . In fact we don’t have to use ad-hoc methods here. 2. n2 so 1 → 0 as n log n n → ∞. Let an = − 1 1 < an < 2 .

28. Proposition. A convergent sequence is bounded Proof. and the sequence is actually bounded. Remember that if a definition contains a variable (like in the definition of convergence). 1 2. |an | ≤ |an − l| + |l| ≤ 1 + |l| for all n ≥ N . Example. K}. . We show how to use such a definition to get some results rather like those in 2. then in general {an bn } is not convergent. Definition. |aN −1 |. Let an → 0 as n → ∞ and let {bn } be a bounded sequence. 2.27. And here is another result on which to practice working from the definition. For example. . Proposition. Then there is some N such that |an − l| < 1 whenever n ≥ N .29. Now try: 2. In order to tackle simple proofs like this. Here we have used the definition of convergence. |a2 .30. and a bound K such that |an | ≤ K for all n ≥ N . However. to be 1. using the definitions. with limit l say. Say that {an } is a bounded sequence iff there is some K such that |an | ≤ K for all n.] 2. . there is some N such that an ≥ K whenever n ≥ N . Let {an } be a convergent sequence. so there is some N . it does provide good practice in working with abstract formal definitions. . taking .23]. Thus the sequence {an } is eventually bounded. Definition. Show that {an } is a bounded sequence. clearly you can have an → −∞ etc.10.24.2.27. BOUNDED SEQUENCES 19 2. Then by the triangle inequality. Let L = max{|a1 |.6 Infinite Limits 2. then the definition is true whatever value you give to it — even if you use /2 (as we did in 2. 2. Let an = √ for n ≥ 2. |ak | ≤ L whenever k < N .25. [This n log n is the sequence of Exercise 2. and indeed in the same way. Say that an → ∞ as n → ∞ iff given K. Finally see how you can get from the known information to what you need. Show that the sum of two bounded sequences is bounded.10) or /K. Then write out (in symbols) what you wish to prove. so in fact |an | ≤ L for all n. This is just one definition. [If an → l = 0 as n → ∞. Give an example to show this. Exercise. But if n ≥ N then |an | ≤ K ≤ L. Exercise. This definition is correct. Let {an } be an eventually bounded sequence.26.5.5 Bounded sequences 2. the information you are given. our pre-declared error. Then by definition |a1 | ≤ L. you should start by writing down. An eventually bounded sequence is bounded Proof. and so is bounded by Prop 2. and {bn } is a bounded sequence. for any constant K. Show that an bn → 0 as n → ∞. but not particularly useful at present. 2. we show an = n2 + 5n →∞ 3n + 2 as n → ∞.

eventually. We have an = n. Using results from 2. Hence an → ∞ as n → ∞. you can’t let one part of a limit converge without letting the other part converge! And we refuse to do arithmetic with ∞ so can’t hope for a theorem directly like 2. .bn (say).10.10. CHAPTER 2.20 Pick some K. bn > 1/6 (Just take = 1/6 to see this).(1/3) → ∞. we have an > n/6 > K. we see 3n + 2 that bn → 1/3 as n → ∞. Then for large enough n. and so. Note: It is false to argue that an = n. providing in addition n > 6K. SEQUENCES n+5 = n.

We have pn+2 pn =1+ pn+1 pn+1 and so an+1 = 1 + 1 .1) Assume now that an → l as n → ∞.10 and equation 3. and see that the limit. then an → 2π as n → ∞. It is very helpful to be able to deduce convergence even when the limit is itself difficult to find. Solving the quadratic gives √ 1± 5 an = . l ≥ 1. we see that since a1 = 1. or when we can only find the limit provided it exist. pn 2 We already saw in 2. all of the limits described above are within reach with some more technique. consider the third sequence above. √ n! . then as before in 2.1 Three Hard Examples So far we have thought of convergence in terms of knowing the limit. or l2 − l − 1 = 0. In fact. let pn+2 = pn+1 + pn . although Stirling’s Formula takes quite a lot of calculation. then an → e as n → ∞. dealing with more difficult examples. an (3. then an → as n → ∞.1. we know that an+1 → l as n → ∞ (check this formally)! Using 2.12. As another example of this. n n(n/e) Fibonacci Sequence: Define p1 = p2 = 1. we have an > 1 when n > 1.Chapter 3 Monotone Convergence 3. and for n ≥ 1. 2 and so these are the only possible limits. Consider the following examples: Sequence definition of e: Let an = Stirling’s Formula: Let an = √ 1+ 1 n n . √ pn+1 1+ 5 Let an = . Going back to equation 3. 21 .1.16. we can eliminate the negative root. is unique.12 that knowing a sequence has a limit can help to find the limit. Thus by 2. There are better techniques than we have seen so far. if it exists. we have l = 1 + 1/l.

Probably the best way to show a sequence is bounded above is to write down an upper bound – i. This is sometime called a nondecreasing sequence. • The number K may not be the best or smallest upper bound. Solution.24). We say that K is an upper bound for the sequence.141 a5 = 3. a suitable value for K. the sequence a1 = 3 a2 = 3. All we know from the definition is that it will be an upper bound. Definition. and a (not necessarily strictly) increasing sequence. MONOTONE CONVERGENCE 3.3.2. 3. which will take care of the three sequences described above and many more. For example. Example.1415 .] 3. we have an ≤ 4 and 4 is an upper bound for the sequence {an }. Let an = 1 1 + cos . and sometimes decrease).2 Boundedness Again Of course not all sequences have limits. Exercise.5. • There is a similar definition of a sequence being bounded below.2. .14 a4 = 3. • What does it mean to say that a sequence is eventually increasing? • A sequence which is either always increasing or always decreasing is called a monotone sequence. Show that a sequence which is bounded above and bounded below is a bounded sequence (as defined in 2. then an = 2 + 1 = 3 ≤ 4.1. Monotone sequences are important because we can say something useful about them which is not true of more general sequences. . Nevertheless. [Recall that | cos x| ≤ 1 for all x. • If we need precision. To check this we must show that an ≤ 4 for all n. monotone sequences do happen in real life.22 CHAPTER 3. • There is a similar definition of a decreasing sequence. we claim K = 4 will do. To describe the result we need more definitions. is how we often describe the decimal expansion of π.4. 3. Exercise. The sequence an = 2 + (−1)n is bounded above. So for any n. Of course 3 is also an upper bound for this sequence. 3. 3. In this case. Definition. But there is a useful special case. an = 2 − 1 = 1 ≤ 4. A sequence {an } is an increasing sequence if an+1 ≥ an for every n. Note that an “arbitrary” sequence is not monotone (it will usually sometimes increase. A sequence {an } is bounded above if there is some K such that an ≤ K for all n. But if n is even. we can distinguish between a strictly increasing sequence. .1 Monotone Convergence 3. Show that {an } is bounded above and is bounded n n below.e. while if n is odd. which describe extra properties of sequences.1 a3 = 3.

we show eventually an > K. the situation is clear.6. Example. Let the sequence be {an }. Show that the sequence an = n+1 n − 2(n + 1) + 1 2n + 1 (2n2 + 3n + 1) − (2n2 + 3n) (2n + 3)(2n + 1) 1 > 0 for all n (2n + 3)(2n + 1) Upper bound n Figure 3. if there is no upper bound. Let {an } be a decreasing sequence which is bounded below. But in that case. there is some aN with aN > K. In other words.2. Exercise. Show that the sequence an = 23 n is increasing.2. we have an ≥ aN ≥ K for all n ≥ N .7. it is an interesting question whether or not it is bounded above. 1 1 − 2 is decreasing when n > 1. 3. Theorem (The monotone convergence principle). an+1 − an = = = and the sequence is increasing. then {an } is a convergent sequence Proof.3. there is some witness to this. . Since K is not an upper bound for the sequence. and assume it is not bounded above. An increasing sequence which is not bounded above tends to ∞ (see definition 2. Hence an → ∞ as n → ∞. 2n + 1 Solution. If an upper bound does exist. as described in Section 1. Pick K.9.30).1: A monotone (increasing) sequence which is bounded above seems to converge because it has nowhere else to go! In contrast. To prove this we need to appeal to the completeness of R. or you can look in (Spivak 1967) for an accurate deduction from the appropriate axioms for R . Details will be given in third year. Solution. and we will see more ways later. BOUNDEDNESS AGAIN 3.8. n n If a sequence is increasing. a second way is to compute an+1 /an . since the sequence is increasing monotonely. 3. Let {an } be an increasing sequence which is bounded above. One way to check that a sequence is increasing is to show an+1 − an ≥ 0. then {an } is a convergent sequence. Example. 3. Here. then it seems as though the sequence can’t help converging — there is nowhere else for it to go.

Evaluate lim . Solution. Given that k > 1 is a fixed constant. Let a be fixed. by squeezing. Case 2 a > 1. and lim + n→∞ 3 n→∞ 3 5 Solution. Example. Then an → 0 as n → ∞ if |a| < 1. so by the monotone convergence theorem. and using 2.11. Let a1 = 1. How does your result compare with the sequence definition of e given in Sect 3. we have an → 0 as n → ∞ whenever |a| < 1.12 that just knowing a limit exists is sometimes enough to be able to find its value.12.an . and since a = 1.9). (3. then as in Case 1.l.27). that (4/5)n → 0 as n → ∞. 7+x so f (an ) = an+1 . Then applying 2.10 to the equation an+1 = a. If a > 1 then an+1 < an . evaluate lim n→∞ 1− 1 k n . the sequence {an } is bounded below by 0.10. 3. Example. Case 1 0 < a < 1.an . Suppose it is bounded above. then since −|an | ≤ an ≤ |an |. It is the first time we have seen a way of deducing the convergence of a sequence without first knowing what the limit is. and since |an | = |a|n → 0 as n → ∞. 2 n −2 n 4 n 3. This means that the result must still be true of we only know the sequence is eventually increasing and bounded above. We can calculate the first few terms of the sequence as follows: a1 = 1. Write an = an . the sequence {an } is increasing. it converges to a limit l satisfying l = a. 6(1 + an ) 3. And we saw in 2. 3. that the second limit is also 0. and for n ≥ 1 define an+1 = . MONOTONE CONVERGENCE This is a very important result. an → ∞ as n → ∞. This contradiction shows the sequence is not bounded above.89 .2) .24 CHAPTER 3. As before note that an+1 → l as n → ∞. we have l = a. a2 = 1.76 a4 = 1. Using the result that if |a| < 1. Note that the theorem only deduces an “eventually” property of the sequence. Case 3 |a| < 1. while if a > 1.l. . in either case the sequence is monotone. then an → 0 as n → ∞. we deduce that (−2/3)n → 0 as n → ∞. . then an+1 = a. Example. it must tend to infinity (as described in 3.10.13. and it looks as though the sequence might be increasing. Exercise. an → l as n → ∞. to be just eventually bounded above? (Compare Proposition 2. Let f (x) = 6(1 + x) . Solution.5 a3 = 1. What happens if we relax the requirement that the sequence is bounded above. Since the sequence is monotone.1. since each outer limit → 0 by case 1. we can change a finite number of terms in a sequence without changing the value of the limit. Show that {an } is 7 + an convergent. while if 0 < a < 1 then an+1 < an . we must have l = 0. and find its limit.

Thus we can only have limits 2 or −3. f (x) ≈ 6. it is precisely that f (an ) = an+1 . if it starts by increasing. Now apply 2. Let {an } be an increasing sequence which is convergent to l (In other words it is necessarily bounded above). so f (an ) = an+1 ≤ 6 for all n. with limit l (say). 2 2. We show we have an increasing sequence which is bounded above. Since the sequence is increasing. we see that f (x) ≤ 6 whenever x ≥ 0. 3.6 − 6(1 + x) 36 = > 0. Then l is an upper bound for the sequence {an }. we hope to deduce useful information about the sequence {an }.e. Clearly an ≥ 0 for all n.10 to the defining equation gives l = . and since an ≥ 0 for all n. There is of course a relationship between the function f and the sequence an . in other words. Show that {an } is convergent. BOUNDEDNESS AGAIN 25 By investigating f . if b > a then f (b) > f (a). By the binomial theorem. then f is increasing. Proposition. Hence {an } is convergent. and find it’s limit.16 to deduce that l ≥ aN > l which is a contradiction. in other words. i. Show this for yourself. there is some aN which witnesses this. as in the above example. 3. 3.14. aN > l. if it starts by decreasing.15. and the sequence {an } is increasing and bounded above. and the sequence {an } is increasing. Define the sequence {an } by a1 = 1. Hence l = 2. Proof. then {an } is convergent. we have f (a2 ) > f (a1 ). Applying this argument inductively.2 = 1+ . we have an ≥ aN > l. 2+ . We argue by contradiction. What we know is that if f is increasing. then the sequence carries on going the way it starts.3. We thus see that f is increasing. 1 n . applying 2. an+1 = (4an + 2)/(an + 3) for n ≥ 1. a3 > a2 . if n ≥ N . n Solution. Since a2 > a1 .16. so perhaps f (x) < 6 for all x. If x is large. We have f (x) = (7 + x). If l is not an upper bound for the sequence. In the same way. Example. (7 + x)2 ((7 + x)2 Recall from elementary calculus that if f (x) > 0. 6(1 + l) Since also an+1 → l as n → ∞.2 2. then it continues to increase. and showing that the sequence is increasing. Let an = 1+ 1+ 1 n n n n(n − 1) 1 n(n − 1)(n − 2) 1 1 + . 6 − f (x) = 6(7 + x) − 6 − 6x 36 = > 0 if 7+x 7+x x > −7 In particular. Thus l2 + l − 6 = 0 or (l + 3)(l − 2) = 0. 7+l or l2 + 7l = 6 + 6l. we see that an+1 > an for all n. the sequence will continue to decrease. 3 + ··· + n n 2! n 3! n n 1 1 ≤ 1 + 1 + + + ··· 2! 3! 1 1 1 ≤ 1+1+ + + + · · · ≤ 3.2. Warning: There is a difference between showing that f is increasing. necessarily l > 0.2. Exercise.

in fact we choose to use induction more. We show it is increasing in the same way. and so is convergent by the Monotone Convergence Theorem 3. by definition. √ pn+1 1+ 5 Let an = . then an → as n → ∞.67 5 5 1. and then try to prove them: • For all n. in which we show the limit is actually e is given on tutorial sheet 3. Note that we only have to show that this pn 2 √ 1+ 5 sequence is convergent. using our guess. let pn+2 = pn+1 + pn .625 7 13 1. an+1 = pn+1 1 = =1+ . Note we are really behaving like proper mathematicians here.6 6 8 1.Define p1 = p2 = 1. and • an is convergent. Recall the definition of the sequence which is the ratio of adjacent terms of the Fibonacci sequence as follows:. Also. Thus we have an increasing sequence which is bounded above. the aim is simply to use proof to see if earlier guesses were correct.5 4 3 1. and for n ≥ 1.3) Since pn+1 ≥ pn for all n. Example.62 Formula pn+2 = pn + pn+1 an = pn+1 /pn On the basis of this evidence. MONOTONE CONVERGENCE Thus {an } is bounded above. 2 Solution.26 CHAPTER 3. We compute the first few terms. The method we use could be very like that in the previous example.61 8 21 1. 3. . Either method can be used on either example.9. and you should become familiar with both techniques.2 The Fibonacci Sequence 3. in which case we already know it converges to .2. we have 1 ≤ an ≤ 2. n pn an 1 1 1 2 1 2 3 2 1. Recall that.17. we make the following guesses. pn an (3. 2! n 3! n n = 1+ from which it clear that an increases with n. • a2n+1 is increasing and a2n is decreasing. 3 + ··· + n n 2! n 3! n n 1 1 1 1 2 = 1+1+ 1− + 1− 1− + . Another method.. 1+ 1 n n n n(n − 1) 1 n(n − 1)(n − 2) 1 1 + .. 2 − an+1 = 2 − 1 + 1 an =1− 1 ≥ 0. we have an ≥ 1. 2+ . an and an ≤ 2.

This means that an+2 − an has the same sign as an − an−2 . by induction. so as usual. the limit satisfies this equation as well.2. α + α2 = 1 + 2α. we have a5 > a3 and so on. we have β = (1 + 5)/2. we already know that the denominator is positive (and in fact is at least 4 and at most 9).ask if you want to see the details) that the Fibonacci sequence itself converges to this limit. First we get a relationship like equation 3. bounded below by 1.4) We use this to compute how the difference between successive terms in the sequence behave. by induction a2n forms an increasing sequence.3. and hence is convergent to some limit β. . Since a4 < a2 = 2. Similarly. Remember we are interested in the “every other one” subsequence. and get α = (1 + 5)/2. 1 + an n an+2 = 1 + =1+ (3. It is now an easy deduction (which is left for those who are interested .4. an+2 − an = = = an an−2 − 1 + an 1 + an−2 an + an an−2 − an−2 − an an−2 (1 + an )(1 + an−2 ) an − an−2 (1 + an )(1 + an−2 ) In the above. a2n forms a decreasing sequence. we can ignore the negative root. we can now use this information on each subsequence. Thus √ α 1± 1+4 α =1+ α2 − α − 1 = 0 and α = . since a3 > a1 = 1. bounded above by 2. and hence is convergent to some limit α.3 for these. (We hope these subsequences are going to be better behaved than the sequence itself). we have a6 < a4 and so on. Remember that adjacent terms of both of these sequences satisfied equation 3. BOUNDEDNESS AGAIN 27 The next stage is to look at the “every other one” subsequences. and both subsequences converge to the same limit. 1 an+1 1 an 1 =1+ 1+a . Computing. √ In exactly the same way. 1+α 2 √ Since all the terms are positive.

MONOTONE CONVERGENCE .28 CHAPTER 3.

if it is easy to show that the function belongs to a particular class. We summarise this in the table: Strong restrictions Good behaviour Few examples Weak restrictions Bad behaviour Many examples It turns out that there are a number of “good” classes of functions which are worth studying. In selecting a suitable class of functions to study. A perfectly general function has essentially nothing useful that can be said about it. In fact this is the same as saying that given a ∈ U . so we start by studying continuous functions.1 Classes of functions We first met a sequence as a particularly easy sort of function. the first class that gives us much theory. or space. we need to balance generality. A subset U of R is open if given a ∈ U . rather than R. we often insist that we can “get a good look” at the behaviour of the function at a given point. Our main reason for being interested in studying functions is as a model of some behaviour in the real world. the number of examples steadily decreases. Definition. then it can often be quite hard to show that a given example of such a function has the required properties. In other words. we study functions which have steadily more and more restrictions on them. which has chaotic behaviour.Chapter 4 Limits and Continuity 4. We now move to the more general study of functions.1. with good behaviour which occurs rarely. Conversely. so typically we restrict the domain of the function to be well behaved. and to give an idea of appropriate methods. Typically a function describes the behaviour of an object over time. 4. it may be because the properties of that class are so weak that belonging may have essentially no useful consequences. we shall see that sequences prove a useful tool both to investigate functions. a set is open if it contains a neighbourhood of each of its 29 . there is some open interval containing a which lies in U . defined on N . a + δ) ⊆ U . In order to discuss functions sensibly. our earlier work wasn’t a diversion. because there are strong restrictions on it. If a function has lots of good properties. Which means the behaviour steadily improves. In this chapter and the next ones. However. there is some δ > 0 such that (a − δ. and at the same time.

x−a we see that as x approaches a. In example 3. what we have observed is that x2 − a2 = lim (x + a) = 2a. the function is well behaved everywhere.30 CHAPTER 4. each of which is worse behaved than the previous one. tan−1 x and sin−1 x. It thus seems very reasonable to extend the definition of f by defining f (a) = 2a. 4. We won’t spend time in this course discussing standard functions. [Recall we use radians automatically in order to have the derivative of sin x being cos x. 4. Let f (x) = sin x2 − a2 = x + a if x = a. we will assume the domain of all of our functions is suitably restricted. Let f (x) = sin(x). 1. x In each case we are trying to study the behaviour of the function near a particular point. Note also that the domain is an open set. Our aim is to isolate an imprtant property of a function called continuity. if x = 0. tan x. the value of the function approaches 2a. x−a sin x x =1 when x = 0. We shall see later that this is quite a strong piece of information.5. exp x. 1. and so naturally has a restricted domain. but rewriting the function 6. In example 1. where p and q are polynomials. the function is not defined at a. from both sides. it is assumed that you know these are differentiable everywhere they are defined. it is continuous. This is defined for all x ∈ R . We saw in 1. It is assumed that you know about functions such as sin x. where the function is not defined. as well as the “obvious” ones like polynomials and rational functions — those functions of the form p(x)/q(x).] 2. This is defined for x > 0. 4. it means they are examples of continuous functions. LIMITS AND CONTINUITY points. but we had to restrict the domain. In particular. and so there is no need to pick out particular points for special care. log x. and suppose f (a) = 2a. Let f (x) = 0 if x < 0. 3. because. Note also that even a function like f (x) = 1/x is continuous. 1 when x = 0 and let f (0) = 0. Let f (x) = 5. In example 2. wherever it is defined (ie on R \ {0}). In fact. and let f (x) = 1 for x ≥ 0.10 that an open interval is an open set. This definition has the effect that if a function is defined on an open set we can look at its behaviour near the point a of interest. there are no problems. In all of what follows. Let f (x) = log(x). In particular. cos x. the function is still well behaved wherever it is defined.2 Limits and Continuity We discuss a number of functions. Example.2. as promised in Sect. Let f (x) = x2 − a2 when x = a. x→a x − a x→a lim .

4. In fact this is not the worst that can happen.2. in order to define the function “properly” everywhere.3. and again we see that the graph shows no evidence of a difficulty at x = 0 Considering example 5 shows that these limits need not always exist. 4. Our main interest in this definition is that we can now describe continuity accurately. f is continuous at a iff given > 0. very like the “sequence” ones. But in the case of sin x/x. we note that the limit at 0 does not even exists. Sketching the graph. Say that f (x) tends to l as x → a iff given such that whenever 0 < |x − a| < δ. that of having a definition at a point which is the “right” definition.23.1: Graph of the function (x2 − 4)/(x − 2) The automatic graphing routine does not even notice the singularity at x = 2. there was no such definition. there is some δ > 0 such that whenever |x − a| < δ. which have an accurate definition. there was a more natural definition of the function which gave the “right” answer. In fact this is very similar to the definition we used for sequences. > 0. Say that f is continuous at a if limx→a f (x) = f (a). Equivalently.1 6 5 4 3 2 1 0 -1 -2 -4 -3 -2 -1 0 1 2 3 4 31 Figure 4. but differ. Definition. We sketch the function in Fig 4. as can be seen by considering example 6.2.3. In this example. then |f (x) − l| < . we are forced to make the two part definition.4. and the function has a jump discontinuity at 0. We prove this in more detail later in 4. we are only interested in the behaviour of f near a. we describe this by saying that the limit from the left and from the right both exist. LIMITS AND CONTINUITY We illustrate the behaviour of the function for the case when a = 2 in Fig 4. we can argue that the use of the (x2 − a2 )/(x − a) was perverse. given how the function behaves near the point. there is some δ > 0 Note that we exclude the possibility that x = a when we consider a limit. and with very similar properties. Definition. It is closely connected with the existence of limits. example 4. but not at a. then |f (x) − f (a)| < . . The crucial property we have been studying. 4. The function is graphed in Fig 4. near x = 0. So we again have to be careful near a particular point in this case. is the property of continuity.

everything could be traced back to the definition of a convergent sequence. LIMITS AND CONTINUITY 0 2 4 6 8 Figure 4. Again the automatic graphing routine does not even notice the singularity at x = 0. we shall state without proof a number of results which enable continuous functions both to be recognised and manipulated.6 0. Rather than do this. Note also there is a good geometrical meaning to the definition.8 0.2 -0. and a few simply – δ proofs.4 0.2: Graph of the function sin(x)/x. Given an error . just as in our work on sequences. 4. all our work on limts and continuity of functions can be traced back to this definition. there is some neighbourhood of a such that if we stay in that neighbourhood.5.32 1 0.4 -8 -6 -4 -2 CHAPTER 4. y x Figure 4.3: The function which is 0 when x < 0 and 1 when x ≥ 0. it has a jump discontinuity at x = 0.and always after checking that any needed conditions are satisfied) the standard results we are about to quote in order to do required manipulations. So you are expected to know the definition.2 0 -0. but you can apply (correctly . Note that in the “epsilon .delta” definition. Say that f : U (open) → R is continuous if it is continuous at each point . Definition. we no longer need exclude the case when x = a. We shall not insist on this definition in the same way that the definition of the convergence of a sequence was emphasised. then f is trapped within of its value f (a). However.

Note: This is important. Show how to define f (4) in order to make f x−4 a continuous function at 4. x  0 if x = 0. [Can you work out why this has something to do with the derivative of f (x) = x3 at the point x = 2?] √ x−2 4. In the next example. Solution. and so.2 + 4) = 12 as x → 2.4. a ∈ U. and is a continuous function. This is an example where the naive “can draw it without taking the pencil from the paper” definition of continuity is not helpful. 4. Let f (x) = Then f is continuous at 0. x3 − 8 for x = 2. by the definition. but turns out to be quite possible.05 0. So defining f (2) = 12 makes f continuous at 2.5 0 -0. 4. (and hence for all values of x).25 0. Example. Here it is easy to see the problem at x = 0.  1  x sin if x = 0. the plotting routine gives up near this singularity. Let f (x) = for x = 4.8.5 -1 0 0. it looks as though it is going to be hard. We have x3 − 8 (x − 2)(x2 + 2x + 4) = = (x2 + 2x + 4) x−2 (x − 2) Thus f (x) → (22 + 2.4: Graph of the function sin(1/x). directly from the definition.7. Let f (x) = a continuous function at 2. Show how to define f (2) in order to make f x−2 . LIMITS AND CONTINUITY 1 33 0.6. Sometimes. it is continuous.2. we can work out whether a function is continuous. Example.3 Figure 4.15 0.2 0. We cannot usefully define it on a larger domain.1 0. Exercise. The function f (x) = 1/x is defined on {x : x = 0}.

We give one here and more in section 4. Note that this is an example where the product of a continuous and a discontinuous function is continuous.15 0. it is usually helpful to have a larger range of techniques. then |f (x) − f (a)| < . f (x) = 2 if x = 2. The graph of this function is shown in Fig 4.3 One sided limits Although sometimes we get results directly. there is some δ > 0 such that whenever a − δ < x < a.10. 4.05 0.  x/2 if x > 2. sin(1/x).3 Figure 4. using that fact that. Define f (x) as follows:  3 − x if x < 2. Calculate the left and right hand limits of f (x) at 2. . The lines y = x and y = −x are also plotted.4. but δ = /2.25 0.5: Graph of the function x.2 -0. LIMITS AND CONTINUITY Solution. writen as limx→a+ f (x) = l 4. 4.05 0 -0.15 0. or any value of δ with 0 < δ ≤ will do]. x sin 1 1 1 − 0 = x sin = |x|.1 0. Definition.9. Then if |x| < δ. or that f has a limit from the left iff given > 0. sin ≤ |x| < δ ≤ x x x as required. we have | sin(x) ≤ 1|. You can probably see how the discontinuity of sin(1/x) gets absorbed. Pick > 0 and choose δ = [We know the answer. for all x. Say that limx→a− f (x) = l.2 0.05 -0. 0.5.1 0. Example.34 CHAPTER 4.15 -0. We prove this directy from the definition.1 -0. There is a similar definition of “limit from the right”.25 0 0.

(Continuity Test) The function f is continuous at a iff both one sided limits exits and are equal to f (a). Then f is continuous in R . we say that f (x) tends to 1 from above. if both one sided limits exits and are equal. [Recall the result of 4. Instead we give a result that enables us to build new continuous functions from old ones. Note that if f and g are functions and k is a constant. but are not equal. 4.f . we see that limx→0− |x| = 0+. and check first that we have a limit. Show that f is continuous at 1. while limx→0+ |x| = 0+. so the left hand limit is 1. in 4. example 4] 4. 4. example 5. This splits the problem of finding whether a limit exists into two parts.4. just as we did for sequences. if g(a) = 0. Proposition. Note our convention: if f (x) → 1 and always f (x) ≥ 1 as x → 2−. then |x| = x and so also is continuous.12. As x → 2−. sin x for x < 0. Example. and write f (x) → 1+ etc.2. Let f and g be continuous at a. we can look on either side. Solution. Let f (x) = is continuous everywhere]. then limx→a f (x) exists. Proposition. [In fact f x for x ≥ 1.4 Results giving Coninuity Just as for sequences. 4. Example. then k. Solution. while if x > 0. As x → 2+. Exercise.16. both 1-sided limits exist. Since 0+ = 0− = 0 = |0|. It remains to examine the function at 0. We use the above criterion.11. x→1+ so f is continuous at 1. Let f (x) = |x|. . by the 4. There is now an obvious way of checking continuity. 4. [In fact x cos x for x ≥ 0. so f is not continuous at 2).4. f is continuous everywhere]. Note that if x < 0 then |x| = −x and so is continuous. For example. Also. f (x) = x/2 → 1+. Conversely. f + g and f g are continuous at f .13.f . lim f (x) = lim x2 = 1 while x→1− x→1+ lim f (x) = lim x = 1 = f (1).14.2. f + g. Thus the left and right hand limits agree (and disagree with f (2).15.12. that we get the same answer. building continuity directly by calculating limits soon becomes hard work. |x| is continuous at 0 4. From these identifications. so the right hand limit is 1. Let f (x) = Show that f is continuous at 0. Note that f (1) = 1. then both one sided limts exist and are equal. and let k be a constant. then f /g is continuous at a. f (x) = 3 − x → 1+. Proposition. f g and (often) f /g are also functions. If limx→a f (x) exists. and second. Then k. 4. Also x→1− x2 for x ≤ 1. RESULTS GIVING CONINUITY 35 Solution.

and let g be continuous at f (a). This gives the result. it is enough to show that x→a lim (f (x) + g(x)) = f (a) + g(a). and show that f 1 − x2 is continuous at every point of its domain. Show that f is continuous at every point of its x2 + a2 . Now we can deduce that it is continuous everywhere else. Let f (x) = tan domain.18. 4. The other results are similar. Example. Since. we have (f + g)(a) = f (a) + g(a). x2 − a2 . Thus f is continuous. and since x2 + a2 = 0 for any x. 4. Note that each of g and h are continuous. the function is properly defined x2 + a2 for all values of x (whilst tan x is undefined when x = (2k + 1)π/2 ). but rather harder. Note: Just as when dealing with sequences. We must find δ > 0 such that if |x − a| < δ. then |f (x) − f (a)| < δ1 . We show that f + g is continuous at a. then |g(y) − g(f (a))| < . since each term is. Let f be continuous at a. there is some δ1 > 0 such that if |y − f (a)| < δ1 . Example. and the quotient is continuous. Combining these results gives the required inequality. Write down the domain of f . Then |f (x) + g(x) − (f (a) + g(a))| ≤ |f (x) − f (a)| + |g(x) − g(a)| < /2 + /2 = . since f = tan ◦g. Thus f is continuous. see (Spivak 1967) for proofs. The function in Example 4. Let f (x) = exp As another example of the use of the definitions. δ2 ). Write g(x) = sin(x) and h(x) = x3 . Now use the fact that f is continuous at a. by definition. Exercise. we can give a proof of Proposition 2. 4.20 x2 − a2 . This can be shown using a very similar proof to the corresponding result for sequences. Let δ = min(δ1 . 4. Solution.17. so there is some δ > 0 such that if |x − a| < δ. we need to know that f /g is defined in some neighbourhood of a. 4. and that f = g ◦ h. then |g(x) − g(a)| < /2. and pick x with |x − a| < δ.20. we showed it was continuous at the “difficult” point x = 0. then g(f (x)) − g(f (a))| < . Example. Then g ◦ f is continuous at a Proof. Pick > 0. When we first studied it.36 CHAPTER 4. Proposition. Pick > 0. The function f : x −→ sin3 x is continuous. Similarly there is some δ2 such that if |x − a| < δ2 .21.8 is continuous everywhere. Solution. We find δ using the given properties of f and g.19. Since g is continuous at f (a). LIMITS AND CONTINUITY Proof. Since −1 < g(x) < 1. Let g(x) = 1 + x2 . then |f (x)−f (a)| < /2. then there is some δ1 such that if |x−a| < δ1 .

Proof. if f is well behaved on each sequence which converges to a.26.22. and so by assumption. The proof is essentially the same as the proof of Example 4. and we must also have l = 1. Example. 4. assume.25. Solution. 1 an →0 as n → ∞. Let f be a continuous function at a.22 together with Example 4. sin ≤ |an | → 0 as an an n → ∞. then xn → 0 as n → ∞. while. sin(1/xn ) = sin(nπ) = 0 → l as n → ∞. as required. . since an → a as n → ∞ there is some N (taking δ for our epsilon — but anything smaller. Example. then an sin Prove this directly using squeezing. Combining these we see that if n ≥ N then |an − f (a)| < . We have 0 ≤ an sin 1 1 = |an |. We can consider the example f (x) = sin(1/x) with this tool. Example. we can find δ such that if |x − a| < δ. The proof is a little harder than the one we have just given. We use the fact that 1/x → 0 as x → ∞. Thus x2 + 3 1 1 + 3/x2 → = 2 + 2x + 1 2 3x 3 + 2/x + 1/x 3 as x → ∞. x→∞ 3x2 + 2x + 1 Solution. there is some K such that x2 + 3 . Definition. First one that is close to the sequence definition: 4.4. consider the sequence xn = 2/(4n+1)π. we see that the limit (if it exists) can only be l. Note: Sequences often provide a quick way of demonstrating that a function is not continuous. INFINITE LIMITS 37 4. Thus. Evaluate lim > 0. then |f (x) − f (a)| < . In this case. sin(1/xn ) = sin((4n+1)π/2) = 1. Say that limx→∞ f (x) = l iff given whenever x > K. to get a contradiction. and is left until next year. But instead. Suppose that limx→0 sin(1/x) = l.8. that the limit exists. Pick > 0 we must find N such that |an − f (a)| < whenever n ≥ N . Let xn = 1/(πn). Then f (an ) → f (a) as n → ∞. like δ = /2 etc would work) such that |an − a| < δ whenever n ≥ N . 4. Thus l does not exist. in other words.24. Also. 4. The idea here should be quite familiar from our sequence work. then |f (x) − l| < .8 that if an → 0 as n → ∞. We know from Prop 4. so again xn → 0 as n → ∞. Now since f is continuous at a. then in fact f is continuous at a.5 Infinite limits There are many more definitions and results about limits. just by looking at a single sequence. and let an → a as n → ∞.5. 4.23. Proposition.

4. b]. b). Such an f has some very nice properties. Proof. Say that f is continuous on [a. but sketch a proof with a pair of sequences and a repeated bisection argument.29. That task is of course what we have just been concentrating on. then f (x) > L. 4. in addition. Proposition. Let g(x) = 1/f (x). Apply the Intermediate Value Theorem to f on the closed interval [0. Then there is a point c with a < c < b such that f (c) = h. while f (1) = 1 − cos(1) > 0. LIMITS AND CONTINUITY 4. The function is continuous on that interval. Although some of the results are “obvious”. Definition. 1). and limx→b− f (x) = f (b). Then there is some point c with a < c < b such hat f (c) = 0. 4. simply take K = 1/ . Pick > 0. It is also noted that each hypothesis is necessary. we must first be able to check our functions satisfy the hypothesis of continuity.32. Proof. and assume that f (a) < 0 and f (b) > 0. Exercise. Let f be continuous on the compact interval [a. Definition. Theorem (Intermediate Value Theorem). and indeed we present counterexamples whenever that fails. Then g(x) → 0+ as x → ∞ iff f (x) → ∞ as x → ∞. For example 4. 1]. 1) such that f (c) = 0 as required. then 0 < y < . Then y → 0+ as x → ∞. We sometimes refer to f as being continuous on a compact interval. Let f be continuous on the compact interval [a. Thus there is some point c ∈ (0.30. Show there is at least one root of the equation x − e−x = 0 in the interval (0. . 4. there is some K such that whenever x > K. Let y = 1/x. Corollary. b] iff f is continuous on (a. y → ∞ as x → 0+ Proof. Example. The converse is equally trivial. indeed. conversely. b]. 1]. and assume there is some constant h such that f (a) < h and f (b) > h.28. In fact we get the best results from assuming rather more. The reason for working on proofs from the definition is to be able to check what results of this type are trivially true without having to find it in a book. 4. and if. Say that limx→∞ f (x) = ∞ iff given L > 0.6 Continuity on a Closed Interval So far our results have followed because f is continuous at a particular point. Show there is at least one root of the equation x − cos x = 0 in the interval [0. 4.38 CHAPTER 4.31.33. they only follow from the continuity property. and f (0) = −1.27. limx→a+ f (x) = f (a). We make no attempt to prove this formally. Indeed the results in this section are precisely why we are interested in discussing continuity in the first place. So in order to be able to use the following helpful results. We show there is some K such that if x > K.

If there is some point at which f (y) = M . Consider the function g(x) = (M − f (x))−1 . b]. Then there are points x0 and x1 such that f (x0 ) < f (x) < f (x1 ) for all x ∈ [a. . 4. Note also that the hypotheses are all needed. we are guaranteed that the graph of f is bounded both above and below. we are guaranteed that the graph of f is bounded both above and below. Proof. it is in fact more akin to connectedness. 4. 1]. This is clearly continuous. This contradicts the fact that M was a least upper bound for f . this can give an inaccurate idea.34.35. there is nothing to prove. Theorem. and again no proof is offered. If M is the least upper bound given by theorem 4. and hence bounded. otherwise g(x) is defined everywhere.6. This again uses the completeness of R . b]. Note that by considering −f + h we can cope with the case when f (a) > h and f (b) < h. CONTINUITY ON A CLOSED INTERVAL 39 Proof.4. As we have seen with y = 1/x. Theorem. Note: This theorem is the reason why continuity is often loosely described as a function you can draw without taking your pen from the paper. b]. Note also that the hypotheses are all needed. This uses the completeness of R .34. and is continuous. and follows in part from the previous result. In other words. Apply the Intermediate Value Theorem to f − h on the closed interval [0. (Boundedness) Let f be continuous on the compact interval [a. In other words. and that these global extrema are actually attained. (Boundedness) Let f be continuous on the compact interval [a. Proof. b]. Then there are constants M and m such that m < f (x) < M for all x ∈ [a.

LIMITS AND CONTINUITY .40 CHAPTER 4.

The limit. if it exists. 5. Again we are passing from the general to the particular. Differentiation is as much about showing the existence of the derivative. the corresponding results are o false for continuous functions. directly from the definition. One we discuss in some detail is the ease with which certain limits can be evaluated. Show. can be extended to be a continuous function at a by defining its value at that point to be f (a). is written as f (a). as calculating the value of the derivative. show how to get “new functions from old” in what by now is a fairly routine way. Note that the Newton quotient is not defined when x = a. Example. 41 .6. the difference is that the graph of a differentiable function may not have any sharp corners in it. that f (a) = 3a2 . Let U be an open subset of R . The next most particular class of function we study after the class of continuous functions is the class of differentiable functions.Chapter 5 Differentiability 5. We say that f is differentiable at a ∈ U iff x→a lim f (x) − f (a) x−a or equivalently. if it exists. Definition. 5.2. We discuss the definition.1. Note also the emphasis on the existence of the limit. Compare this result with 4. nor need it be for the definition to make sense. Let f (x) = x3 . so we move fairly quickly over the basics. and let f : U → R. h→0 lim f (a + h) − f (a) h exists. our aim is to show that there are many attractive properties which hold for differentiable functions that don’t hold in general for continuous functions. but that there are continuous functions that are not differentiable. and prove that this is a smaller class: that every differentiable function is continuous. Informally. We take the view that much of this material has already been discussed last year. by introducing l’Hˆpital’s rule. We say that f is differentiable in U if and only if it is differentiable at each a in U . But the Newton quotient. As with continuous functions. Although we don’t prove this.1 Definition and Basic Properties In This section we continue our study of classes of functions which are suitably restricted.

and the quotient is differentiable. and calculate the derivative at each such point.2. Let f (x) = exp The first point in our study of differentiable functions is that it is more restrictive for a function to be differentiable. Thus we assume the rules for differentiation of sums products and compositions of functions. cos and tan. Then g ◦ f is differentiable at a. it is impractical to use this definition every time to compute derivatives. . together with the known derivatives of elementary functions such as sin. like 4.4. Finally to actually calculate the derivative. directly from the definition. Let f (x) = x.2x − ((x2 − a2 ). since each term is. Then f is continuous at a. Also.f . Show. we have:f (x) = sec2 = x2 − a2 (x2 + a2 ). f + g and f g are differentiable at f . and we are assuming known that the elementary functions like tan are differentiable.7. the usual rules for calculating these derivatives apply. and let g be differentiable at f (a). if g(a) = 0. and since x2 + a2 = 0 for any x since a = 0. What function do you have to consider in the particular case when a = 4? Just as with continuity. This is the same example we considered in 4. Let f be differentiable at a. and calculate the derivative at each such point. Show that f is differentiable at every x2 + a2 point of its domain. we need results showing how to differentiate the usual class of functions. and let k be a constant. In addition. Let g(x) = 2 .6. Example. There we showed the domain x2 − a2 was the whole of R . 5. Then k. compute CHAPTER 5. cosec and cot. x→a x − a x→a x→a x−a lim √ √ 5.42 Solution.5.20. Solution. Let f (x) = tan x2 − a2 for a = 0. Show that f is differentiable at every point of its 1 − x2 domain. than simply to be continuous.3. Let f and g be differentiable at a. 5. 5. x + a2 Then g is properly defined for all values of x. Proposition. Let f be differentiable at a. that f (a) = 1/2 a when a = 0. and we assume these are known from last year. 5. Thus f is differentiable using the chain rule since f = tan ◦g. and exp and log. DIFFERENTIABILITY This is just another way of asking about particular limits.2x) . their reciprocals sec. x2 + a2 (x2 + a2 )2 x2 − a2 4a2 x . Proposition. sec2 2 + a2 )2 (x x2 + a2 1 + x2 . Exercise. and that the function was continuous everywhere. we must x3 − a3 (x − a)(x2 + xa + a2 ) = lim = lim (x2 + 2xa + a2 ) = 3a2 . . then f /g is differentiable at a. Exercise.

3x − sin x 5.9. 5.(x − a) → f (a). Example. Applying the rule gives o 5.2. we must prove that limx→a f (x) = f (a). Proposition (l’Hˆpital’s rule: simple form). we are in a position to apply the simple form of l’Hˆpital.5. Example. However. If f (a) and g (a) exist. In fact l’Hˆpitals rule helps in both cases. since x = 1 = 0. We already know from Example 4. We compute the Newton quotient directly.0 x−a as x → a. f (x) − f (a) = Hence f is continuous at a. Solution. x→a g(x) g (a) lim Proof. Since f (a) = g(a) = 0. so the limit of the Newton quotient does not exist. recall that |x| = x if x ≥ 0. Remark. we have for x = a. Thus f (x) − f (0) x−0 = lim = 1.15 that |x| is continuous. 5. x→0+ x→0+ x − 0 x−0 lim while f (x) − f (0) −x − 0 = lim = −1. Show that lim = 2. we have f (x) f (x) − f (a) f (x) − f (a) x−a f (a) = = → g(x) g(x) − g(a) x−a g(x) − g(a) g (a) where the last limit exists. f (x) is easy by 4.8.7.2 Simple Limits Our calculus of differentiable functions can be used to compute limits which otherwise prove troublesome. while |x| = −x if x < 0.11. since since g(a) = 0 and so we get the indeterminate form 0/0. x→0 x Solution. provided x = a. Since the Newton quotient is known to converge. . Then f (x) f (a) = . Thus both of the one-sided limits exist. unless we get an indeterminate form 0/0 or ∞/∞ for the formal quotient. Let f (x) = |x|. computing lim 3x − sin x 3 − cos x = lim = 2. but are unequal. To establish continuity.16. SIMPLE LIMITS 43 Proof. then f is continuous everywhere. Note first that we cannot get the result trivially from 4. since g (a) = 0.10. since f and g x→a g(x) must be continuous at a by Proposition 5. 5. Let f and g be functions such that o f (a) = g(a) = 0 while f (a) and g (a) both exits and g (a) = 0. x→0 x→0 x 1 lim as x → a.16. but not differentiable at 0. x→0− x→0− x − 0 x−0 lim f (x) − f (a) . although we need o to develop stronger forms.

b]. we are in a position to apply the simple form of l’Hˆpital. Note again that we cannot get the result trivially from 4. but applying l’Hˆpital certainly gives the result. This is spurious because we need the limit to calculate the derivative in the first place. (Spurious. Then .13. since x = 1 = 0. Here is the diagram to make the point geometrically: f’(c) = 0 x a c b Figure 5. Note: The theorem guarantees that the point c exists somewhere. Then there is some c with a < c < b such that f (c) = 0. Proof. The accurate statement of this “obvious” observation is Rolle’s Theorem. It gives no indication of how to find c. b). b). Theorem (Rolle’s Theorem). Example.16.14. x Solution. Exercise. Applying the rule gives o √ 1+x−1 2−1 (1 + x)−1/2 lim = lim = 1/2. it has both a global maximum and a global minimum. Show that lim CHAPTER 5. x→0 x Solution. and suppose that f (a) = f (b). Like the results on continuous functions.15.3 Rolle and the Mean Value Theorem We can combine our definition of derivative with the Intermediate Value Theorem to give a useful result which is in fact the basis of most elementary applications of the differential calculus. In what follows. somewhere between the two crossings. Let f be continuous on [a. since this gives the indeterminate 0/0 form.12. because g(a) = 0.1: If f crosses the axis twice. Assume first that the global maximum occurs at an interior point c ∈ (a. and differentiable on (a. the function is flat. we pick h small enough so that c + h always lies in (a.44 √ 5. x→0 x→0 x 1 log(1 + x) . and so needs continuity and differentiability on a whole interval. 5. Since f is continuous on the compact interval [a. DIFFERENTIABILITY 1+x−1 = 1/2. Evaluate lim x→0 sin x = 1. it is a global result. o 5. Example. sin x x→0 5. b]. but helps to remember!) Show that lim 5. b). However.

Theorem (The Mean Value Theorem). A similar argument applies if. Fortunately the geometrical description of the result — that somewhere the tangent is parallel to the axis. and so lim ≥ 0. Also. Investigate the number of roots of each of the polynomials p(x) = x3 + 3x + 1 and q(x) = x3 − 3x + 1. but the requirement that f (a) = f (b) is sufficiently strong that it can be quite hard to apply sometimes.5. Since p (x) = 3(x2 + 1) > 0 for all x ∈ R . ROLLE AND THE MEAN VALUE THEOREM If h > 0. Thus we have 0 = h (c) = −f (c) + which is the required result.17. let h(x) = f (b) − f (x) − f (b) − f (a) (b − x). Combining these. Let f be continuous on [a. exists. b]. since we h→0+ h h know the limit exists. and in the same way. Looking as x → ∞ and as x → −∞ shows here are three roots of q. 5. Hence p has exactly one root. we see that p has at most one root. and any c ∈ (a. does have a more general restatement. 5. 1). Our version of Rolle’s theorem is valuable as far as it goes. since we know the limit h→0+ h h f (c + h) − f (c) f (c + h) − f (c) ≥ 0.3.16. b) will do. The remaining situation occurs if both the global maximum and global minimum occur at end points. We have q (x) = 3(x2 − 1) = 0 when x = ±1. f (b) − f (a) . the global minimum occurs at the interior point c. b−a . Then there is some c with a < c < b such that f (b) − f (a) = f (c) b−a or equivalently f (b) = f (a) + (b − a)f (c). We apply Rolle to a suitable function. b]. Example. We can thus apply Rolle’s theorem to h to deduce there is some point c with a < c < b such that h (c) = 0. we see that f (c) = 0. and so lim ≤ 0. Since p(0) = 1. Similarly. it follows that f is constant. 45 f (c + h) − f (c) f (c + h) − f (c) ≤ 0.18. b−a Then h is continuous on the interval [a. instead. and we have the result in this case. there is a root of q between −1 and 1 by the Intermediate Value Theorem. 5. there is at least one root by the Intermediate Value Theorem. Since q(−1) = 3 and q(1) = −1. and differentiable on (a. it is differentiable on the open interval (a. if h < 0. Show that the equation x − e−x = 0 has exactly one root in the interval (0. while p(−1) = −3. b). Solution. Proof. f (b) = 0 and f (a) = 0. b). since f is. since f (a) = f (b). Exercise. for if it had two (or more) roots there would be a root of p (x) = 0 between them by Rolle.

2: Somewhere inside a chord. and so 4 < 5 − x2 < 5.21. Theorem. Use the Mean Value 5 − x2 Solution. Note the “common sense” description of what we have done. We now see that the accurate version of this replaces f (a) by f (c) for some c between a and a + h. b] and differentiable on (a. Since for such x.20. The function f satisfies f (x) = theorem to estimate f (1). we have 0 < x2 < 1. We first estimate the given derivative for values of x satisfying 0 < x < 1. From the given value of f (0). The accurate statement of this common-sense observation is the Mean Value Theorem. If the derivative doesn’t change much. 1] to obtain some c with 0 < c < 1 such that f (1) − f (0) = f (c). we see that 2. 5. DIFFERENTIABILITY B A a c b Figure 5. the tangent to f will be parallel to the chord. 5. the function will behave linearly. 1 and f (0) = 0.19.25 5. (The Cauchy Mean Value Theorem) Let f and g be both continuous on [a.46 CHAPTER 5. Then there is some point c with a < c < b such that g (c) f (b) − f (a) = f (c) g(b) − g(a) . 1 and f (0) = 2. b). Exercise. Now apply the Mean Value theorem to f on the interval [0. Use the Mean 5 + sin x . The function f satisfies f (x) = Value theorem to estimate f (π/2). Note also that this gives meaning to the approximation f (a + h) ≈ f (a) + hf (a). Example. Inverting we see that 1 1 < f (x) < 5 4 when 0 < x < 1.2 < f (1) < 2.

and differentiable on (a. Proposition (l’Hˆpital’s rule: general form).4 l’Hˆpital revisited o We can get a much more useful form of l’Hˆpital’s rule using the Cauchy Mean Value o Theorem. since we know the actual limit (not just the x→a+ g(x) c→a+ g (c) x→a+ g (x) one sided limit) exists. . it follows that h has these properties. 5. g(x) g(x) − g(a) g (c) f (x) f (c) f (x) = lim = lim . except perhaps at a. x]. and so we can divide the above result to get f (b) − f (a) f (c) = . Also h(a) = f (a)g(b) − g(a)f (b) = h(b). Then f (x) f (x) = lim . 5. and apply Rolle’s theorem exactly as we did for the Mean Value Theorem. Let h(x) = f (x) g(b) − g(a) − g(x) f (b) − f (a) . rather than working. b). to deduce there is some point c with a < c < b such that h (c) = 0. Pick x > a and apply the Cauchy Mean Value Theorem to the interval [a. b]. to find c with a < c < x such that f (x) f (x) − f (a) f (c) = = . L’HOPITAL REVISITED In particular. Thus we may apply Rolle to h. as we did in 5. then the Mean Value theorem shows that g(b) − g(a) = 0. Proof. If g (c) = 0 for any possible c. and suppose that f and g are differentiable on an open interval I containing a. x→a g(x) x→a g (x) lim provided the second limit exists. Note first that since both f and g are continuous on [a. whenever the quotients make sense. g(b) − g(a) g (c) giving a second form of the result. directly from the definition of the derivative. Let f and g be functions such o that f (a) = g(a) = 0. Then lim . we have f (b) − f (a) f (c) = .4.9. But h (c) = f (c) g(b) − g(a) − g (c) f (b) − f (a) Thus f (c) g(b) − g(a) = g (c) f (b) − f (a) This is one form of the Cauchy Mean Value Theorem for f and g. and that g (x) = 0. Note: Taking g(x) = x recovers the Mean Value Theorem.ˆ 5. g(b) − g(a) g (c) 47 Proof. Now repeat with x < a to get the result.22.

and suppose that lim exists. since we now o know the second limit exists. x→∞ x Solution. 5. Example.25. o 5.26. 2 x→0 x→0 x→0 x 2x 2 8 The use of l’Hˆpital is justified the second time. the use of l’Hˆpital is justified the first time. 2 x→0 x→0 2x x 2 lim where the use of l’Hˆpital is justified since the second limit exists. x→∞ y log(1 + y) = lim y→0+ y log(1 + y) = lim = 1. Then x→∞ g (x) x→∞ lim f (x) f (x) = lim . DIFFERENTIABILITY 1 − cos x sin x 1 = lim = . note also that this gives o another way of finding an = (1 + 1/n)n . since the third limit exists. Evaluate lim x sin x→∞ 1 x . Let f and g be functions such o f (x) that limx→∞ f (x) = limx→∞ g(x) = ∞.24. Example. Evaluate lim x log 1 + . 2 x→0 x 2 CHAPTER 5. since the final limit exists by l’Hˆpital.27.48 5. x→∞ lim x log 1 + 1 x = log(1 + y) writing y = 1/x. Example. Exercise. Exercise.28 to get results about infinite limits. y→0 y lim The last step is valid. and still expect to get the correct answer. Evaluate lim Solution.23. one of the hypotheses of l’Hˆpital is that the first quotient is of the 0/0 form. x→0 x sin x 5. Note that you can’t o differentiate top and bottom again. Proposition (l’Hˆpital’s rule: infinite limits). o 5. 2 x→0 x 8 Solution. Evaluate lim x→0 1 1 − sin x x = lim x − sin x . Use l’Hˆpital to establish the following: o √ 1 + x − 1 − x/2 1 lim =− . We have √ 1 + x − 1 − x/2 (1/2)(1 + x)−1/2 − 1/2 (1/2)(−1/2)(1 + x)−3/2 −1 lim = lim = lim = . 1 5. We have 1 − cos x 1 = . g(x) x→∞ g (x) .28. 5.5 Infinite limits We can use Proposition 4.

. . But important results are: • The function ex increases faster than any power of x. . .2a3 x .5.1.] We have already met the approximation f (a + h) ∼ f (a) + hf (a) when we studied the Newton . and have already observed that the Mean Value Theorem provides a more accurate version of this. + an−1 xn−1 + an xn . Then f (x) g(x) f (x) − f (a) f (x) g(x) − g(a) . Again.6. Note that although c depends on x. which can be rewritten as f (a + h) = f (a) + hf (c) where c is some point between a and a + h. then g(x) − g(a) = 0. • xα increases faster than any power of log x if α > 0. + (n − 1)an−1 xn−2 + nan xn−1 . . we have f (x) = 2a2 + 3. . we have a statement that works whether h > 0 or h < 0.6 Taylor’s Theorem We have so far explored the Mean Value theorem. Differentiating gives f (x) = a1 + 2a2 x + 3a3 x2 . Then pick K such that if x > K. TAYLOR’S THEOREM Proof. 5. . and so f (0) = a1 . Note that f (0) = a0 .5. = 5. This is explored further in the exercises. By Cauchy. f (c) f (x) − f (a) = g (c) g(x) − g(a) for all x > K. Now consider what happens when f is a polynomial of degree n f (x) = a0 + a1 x + a2 x2 + . + (n − 1)(n − 2)an−1 xn−3 + n(n − 1)an xn−2 . (Sketch for interest — not part of the course).Raphson method for solving an equation. g(x) − g(a) f (x) − f (a) g(x) → l.1 (Rates of growth) One interest in these results is to see how fast functions grow as x → ∞. . we always have c > a. Pick lim f (x) −l < g (x) 49 > 0 and choose a such that x→∞ for all x > a. . [By writing the definition of c in this way.1 as x → ∞.

and assume that each of f . Some quick comments: • the theorem is also true for x < a. x]. + for some c between a and x. as f (x) = f (0) + f (0)x + f (0) 2 f (0) 3 f (n−1) (0) n−1 f (n) (0) n + x + x + .. Then we can write f (x) = Pn (x) + Rn (x). using its value. it is called Maclaurin’s Theorem. • if n = 1. we have f (x) = f (a) + (x − a)f (c) for some c between a and x. while after k differentiations. . we have f (x) = f (a) + (x − a)f (x) + f (c) (x − a)2 2! for some c between a and x. and the value of its derivatives at 0. f . provided k ≤ n. After the next differentiation. . 2! n! where c is some point between a and x. the Taylor polynomial of degree n about a. . + x x . • just as with Rolle. a] etc. 2! (n + 1)! . . Let f be continuous on [a. this is a restatement of the Mean Value Theorem. • in general we can restate Taylor’s Theorem as f (x) = f (a) + (x − a)f (x) + . where Pn (x). just restate it for the interval [x. (n + 1)! f (a) f (n) (a) (x − a)2 + (x − a)n . x]. and so getting a generalisation of the Mean Value Theorem. f (n) (a) f (n+1) (c) (x − a)n + (x − a)n+1 .. Thus we can rewrite the polynomial. • the special case in which a = 0 has a special name. although the proof can be done with the tools we have at our disposal. the corresponding remainder. . we get f (0) = 3!a3 . this often called the Second Mean Value Theorem. or the Mean Value Theorem.Lagrange form of Remainder). we get. We make no attempt to prove this. 5. DIFFERENTIABILITY and f (0) = 2a2 . and Rn (x). are given by Pn (x) = f (a) + f (a)(x − a) + Rn (x) = f (n+1) (c) (x − a)n+1 . . Theorem (Taylors Theorem . • if n = 0. there is no useful information about the point c. f (k) (0) = k!ak .50 CHAPTER 5. f (n+1) is defined on [a. 2! 3! (n − 1)! n! This opens up the possibility of representing more general functions than polynomials in this way.29.

the Taylor series for ex . We have ex = Pn (x) + Rn (x) = Pn (x) + xn+1 c e (n + 1)! We show that Rn (x) → 0 as n → ∞. ex = 1 + x + x 2 x2 xn xn+1 c e + + . thus |Rn (x)| = |x|n+1 xn+1 c e ≤ max(ex . Solution. (n + 1)! We can actually say a little more about this example if we recall that x is fixed. Find the Maclaurin polynomial of order n > 3 about 0 for f (x) = (1 + x)3 . then since c < x. P1 (x) = ea +(x − a) ea and R1 (x) = (x − a)2 c e . Pn (x) = 1 + x + x 2 x2 xn + + . 51 5. while if x ≥ 1. f (0) = 1 f (x) = 3 f (x) = 6 f (x) = 6 . ex = ea +(x − a) ea + for some point c between a and x. Solution.32. 5. Example. We have f (x) = (1 + x)3 f (x) = 3(1 + x)2 f (x) = 6(1 + x) f (x) = 6 f (n) (x) = 0 if n > 3. ec < 1. TAYLOR’S THEOREM We now explore the meaning and content of the theorem with a number of examples. the sequence Pn (x) → ex as n → ∞.. Using the derivatives computed above. + 2! 2! n! (n + 1)! for some point c between 0 and x.. We study series (and then Taylor series) in Section 7. and write down the corresponding remainder term. we have ec < ex . If x < 0. and write down the corresponding remainder term.30. 2! (x − a)2 c e 2! 5. (n + 1)! (n + 1)! We think of the limit of the polynomial as forming a series. and write down the corresponding remainder term. Thus by Taylor’s theorem. Example.. 2! 2! n! and Rn (x) = xn+1 c e . In particular. Example. There is no difficulty here in calculating derivatives — clearly f (k) (x) = ex for all k. Find the Taylor polynomial of order 1 about a for f (x) = ex .5.. Find the Taylor polynomial of order n about 0 for f (x) = ex . 1) → 0 as n → ∞. by Taylor’s theorem.6.31. Solution. so that (again for fixed x). and so f (k) (0) = 1. In particular.

We use the Taylor polynomial for sin x of order 4 about 0.. but the important point is that |R2n+1 (x)| ≤ x2n+3 →0 (2n + 3)! as n → ∞.34.52 and so. Writing down the remainder term isn’t particularly useful. + + . Solution. Find the maximum error in the approximation sin(x) ∼ x − given that |x| < 1/2. . Thus sin x = x − x 3 x5 + cos c 3! 5! x3 3! . . Exercise.. 2! 4! 2n! cos x = 1 − 5.. Thus by Taylor’s theorem. Find the Taylor polynomial of order n about 0 for f (x) = sin x. . and write down the corresponding remainder term.. Solution. There is no difficulty here in calculating derivatives — we have f (x) = sin x f (x) = cos x f (x) = − sin x f (x) = − cos x f (4) (x) = sin x and so on.. together with the corresponding remainder. 5.35. 3! 5! (2n + 1)! f (0) = 0 f (x) = 1 f (x) = 0 f (x) = −1. by Taylor’s theorem (1 + x)3 = 1 + 3x + CHAPTER 5. DIFFERENTIABILITY 6 2 6 x + x3 . Recall that cosh x = .... + (−1)n + ... ex + e−x ex − e−x 5. Now check the 2 2 shape of the following Taylor polynomials: x2 x4 x2n + + . Example. 3! 5! (2n + 1)! x2 x4 x2n cosh x = 1 + + + . + + . but which is at least reassuring. sin x = x − x3 x5 x2n+1 + + . 2! 4! 2n! x3 x5 x2n+1 sinh x = x + + + . and that sinh x = .33.. 2! 3! a result we could have got directly. + (−1)n+1 + . Example. ..

. 5! 5! 2 . 0 if x ≤ 0.32 53 Warning: The Taylor polynomial always exists. + x + . but we omit the proof. . It turns out that f (0) = f (0) = f (0) = . Consider the example f (x) = exp(−1/x2 ) if x > 0. . . .. since |x| < 1/2. . . So the Taylor polynomial of degree n for f about 0 is Pn (x) = 0 + 0x + 0x2 + . n! f (0) = 1 f (x) = α f (x) = α(α − 1) f (x) = α(α − 1)(α − 2) f (n) = α(α − 1) . = 0. in fact |Rn (x)| → 0 when n → ∞. . . + 0. say α = n then |Rn (x)| = 0 and f (x) = Pn (x).5.5! 120. the remainder |Rn (x)| → 0 as n → ∞. The remainder is not hard to deal with. and note that this gives a derivation of the binomial theorem..8. providing f is suitably differentiable. provided |x| < 1. The interest in f is at 0. TAYLOR’S THEOREM for some c with 0 < c < 1/2 or −1/2 < c < 0. (α − n + 1) n .xn = 0. Example. In fact. Clearly in this case. Pn tells us nothing useful about the function. . (α − n + 1). x5 x5 1 1 cos c ≤ ≤ 5 ≤ . Note also that if α > 0 is an integer. In any case. But it need not be useful.. There is again no difficulty here in calculating derivatives — we have f (x) = (1 + x)α f (x) = α(1 + x)α−1 f (x) = α(α − 1)(1 + x)α−2 f (x) = α(α − 1)(α − 2)(1 + x)α−3 and in general (n) (x) = α(α − 1) . and so for every n. 5. .6. (α − n + 1)(1 + x)α−n f Thus by Taylor’s theorem.36. Solution. This is another way to get the Binomial theorem described in Section 1. Find the Taylor polynomial of order n about 0 for f (x) = (1+x)α .. it is well behaved everywhere else. Rn (x) = f (x). . = f (n) (0) = . . (1 + x)α = 1 + αx − α(α − 1) 2 α(α − 1)(α − 2) 3 x + x + 2! 3! α(α − 1) . .

54 CHAPTER 5. DIFFERENTIABILITY .

and as such we are studying series. 2 Note that if r > 0 then Sn → ∞ as n → ∞. .1 Arithmetic and Geometric Series Consider the sum a + (a + r) + (a + 2r) + · · · + (a + nr) We are trying to add up the terms in an arithmetic progression. 1−r 55 . Let Sn = a + (a + r) + (a + 2r) + · · · + (a + nr). so (1 − r)Sn = a(1 − r n+1 ).Chapter 6 Infinite Series In this section we return to study a particular kind of sequence.6. there is a closely related sequence. those built by adding up more and more from a given collection of terms. However. in which we obtained a sequence of approximating polynomials {Pn } to a given function. and (a + (a + nr)) Sn = (n + 1). 6. It is more natural to think of adding additional terms to the polynomial. We next consider a geometric progression (or series): Let Sn = a + ar + ar 2 + · · · + ar n . rSn = ar + ar 2 + ar 3 + · · · + ar n+1 . so 2Sn = (2a + nr) + (2a + nr) + · · · + (2a + nr). while if r < 0 then Sn → −∞ as n → ∞. A small amount of notation makes the addition easy. 1−r Note that if |r| < 1. then Sn → a as n → ∞. and a(1 − r n+1 ) Sn = if r = 1. Sn = (a + nr) + (a + (n − 1)r) + · · · + (a + r) + a. the sequence of partial sums. One motivation comes from section 5.

+ 2n 3n 6. is a divergent series. provided that |r| < 1. The series r n is convergent with sum 1/(1 − r). note particular cases. We can compute the partial sums explicitly: 6. n 3 2 6.56 If r > 1. . in particular. The limit of the sequence of partial sums is the sum of the series. 6. a > 0. Exercise. Example. the nth partial sum. the series Solution. Example.5. A series which is not convergent. and write lim Sn = an . Let {an } be a sequence. ∞ n=1 1 =1 2n or equivalently. 2 4 8 1 is convergent with sum 1.2. (−1)n is divergent. the series is divergent. n(n + 1) Solution. 1 1 1 + + + · · · = 1. n→∞ 6. We noted above that when |r| < 1. Sn = a > ∞ CHAPTER 6. INFINITE SERIES (1 + k)n+1 − 1 k . The sum n Sn = k=1 1 = k(k + 1) n k=1 1 1 − k k+1 =1− 1 → 1 as n+1 n → ∞. For other values of r. say r = 1 + k. Definition. we say that n→∞ an is a convergent series.1. Find n=1 Solution. a 1 + (n + 1)k − 1 > a(n + 1) → ∞ if k 1 1 . Thus a series is convergent if and only if it’s sequence of partial sums is convergent.2 Convergent Series Sn = a1 + a2 + · · · + an . Find n=1 7 1 1 −4 n . Example.4. 3 1 − 1/3 2 ∞ 6. Sn → a/(1 − r) as n → ∞.3. 1 1 + 2n 3n = 1 1 1 1 1 1 1 + = + + + ··· + + + ··· 2n 3n 2 4 8 3 9 1 1 3 =1+ = . and let If lim Sn exists.

6. We show it is bounded above. . 6. . and so 2 1 x 1 n 1 < 1+ − ≤2− .9).1: Comparing the area under the curve y = 1/x2 with the area of the rectangles below the curve Solution. We estimate the partial sums: 6. . an ) − (a1 + a2 + . an−1 ) = Sn − Sn−1 → l − l as n → ∞. clearly {Sn } is an increasing sequence. From the diagram. The sum harder. Proof. n Solution.2. Since 1/n2 > 0. .8. x 1 n < n Thus Sn < 2 for all n.7. Write l = limn→∞ Sn . . but this is much n2 1/4 1/9 1/16 y = 1/x^2 1/n2 n-1 n 1 2 3 4 Figure 6. whence by the Monotone Convergence Theorem (3. = 1 1 + ··· + 9 15 + ··· + 1 n 57 6. Example. Let an be convergent.] 1 is convergent. Proposition. [Actually the sum is π 2 /6.6. 1 1 1 + 2 + ··· + 2 2 2 3 n Sn dx . the sequence of partial sums is bounded above. and recall from our work on limits of sequences that Sn−1 → l as n → ∞. Then an → 0 as n → ∞. Then an = (a1 + a2 + . CONVERGENT SERIES 1 is divergent. The sum Sn 1 1 1 1 1 1 + + + + + ··· + + 1 2 3 4 5 8 1 2 4 1 > 1+ + + >2 if n ≥ 15 2 4 8 2 1 2 4 8 > 1+ + + + > 3 if n ≥ 31 2 4 8 16 → ∞ as n → ∞. it is convergent. and the series is convergent. Example. We estimate the partial sums.

Proposition. Then (an + bn ) and c. it is in effect the same proof that the sum of two convergent sequences is convergent etc. whence by the note after 3.] 6. y y = 1/x x 1 2 3 4 n-1 n Figure 6.2: Comparing the area under the curve y = 1/x with the area of the rectangles above the curve From the diagram. n Solution. For example we have seen that 1/n is divergent. We estimate the partial sums. The sum is divergent (Graphical method).9.58 CHAPTER 6. [There is a much better estimate.12. Then an is convergent. the difference Sn − log n → γ as n → ∞. (The Comparison Test) Assume that 0 ≤ an ≤ bn for all n. Define Sn = a1 + a2 + · · · + an . Example.10. we have Sn > log n > Sn − 1. Theorem. we can deduce many more results by comparison as follows.9.an are Proof. This gives a necessarycondition for the convergence of a series. INFINITE SERIES 6. In fact it is a lot more useful. When we know the behaviour of some simple series. clearly {Sn } is an increasing sequence. the sequence of partial sums → ∞ as n → ∞. Proof. Let convergent.3 The Comparison Test We have already used the Monotone Convergence Theorem in studying simple series. x 2 n 1 1 + · · · + . Remark. an and bn be convergent. 1+ Writing Sn = 1 + 1 1 + ··· + > 2 n n 1 dx 1 1 > + ··· + . Tn = b1 + b2 + · · · bn . We show it is not bounded above. This can be checked easily directly from the definition. 6. and suppose that bn is convergent. . it is not sufficient. Since 1/n > 0. even though 1/n → 0 as n → ∞. Thus Sn → ∞ and the series is divergent.11. 6. or equivalently 1 + log n > 2 n Sn > log n for all n. where γ is Euler’s constant. 1 6.

Hence an is convergent by 6. we have an = We deduce divergence. an n n n2 = 2 . Then +1 n an is divergent by the limiting form of the comparison test.17. For n ≥ 1. and that there is some constant k such that lim = k > 0. 0 ≤ Sn ≤ Tn . so {Sn } is a sequence that is bounded above. so we can use the same argument with an and bn interchanged. The conclusions of Theorem 6. Proof. In particular. n n bn was convergent. we have an ≤ 2kbn . Example. Note that if n ≥ 3. Then an is n→∞ bn convergent iff bn is convergent.16. Solution.15.3. it is a convergent sequence . then log n > 1. 2n 1 and let bn = 2 . Example. which is convergent by 6. Remark. so there is some K such that Tn ≤ K for all n.14. Let an = . Note that the terms are all positive. so we try to apply the limiting form of the comparison test directly. Thus Sn ≤ K for all n. Thus by the Monotone Convergence Theorem. for if it holds for n ≥ N . it is a bounded sequence by Prop 2. 3n3 − 1 2n an . Example. since an ≥ 0. log n 1 6. we replace the inequality by Sn ≤ Tn + a1 + a2 + · · · + aN and this then holds for all n. an is convergent bn is convergent. Let an = an = Since we know that 2n 2n ≤ 3 = bn .12. We can thus use the “eventually” form of the comparison test. so 3n3 − 1 ≥ 2n3 . and compare with bn = . . Since {Tn } is a convergent sequence. it is bounded above. n n Solution. THE COMPARISON TEST 59 Then by hypothesis. for if which it isn’t! log n 1 > = bn . Since an /bn → k as n → ∞. note that bn /an → 1/k as n → ∞. 6. To get the converse.12 remain true even if we only have an ≤ bn eventually.13. = 2 →1 bn n +1 1 n +1 as n → ∞. Suppose that an > 0 and an bn > 0.28. n3 ≥ 1. Thus 6. Then 3n3 − 1 n Solution. Sn+1 = Sn + an ≥ Sn and {Sn } is an increasing sequence. so is 6. Corollary (Limiting form of the Comparison Test).6. it follows that that 6. eventually (take = k > 0). Let an = n2 n 1 and let bn = . an were convergent.11. Assume first that bn is convergent.

we need a few reference sequences before we can get further. the test gives no information. we estimate the partial sums.22. Use the limiting form of the n +n+1 comparison test to show that an is convergent.20. From a diagram which is essentially the same as that of Fig 6. and consider the graph of y = 1/xα . by comparison 2 . the series is convergent. while if r = 1. Theorem (The Ratio Test). if r > 1.19. Example. 6. but as with the “new sequences from old” programme. and assume that lim Proof. by comparison with with 1/n 1/n. Let an = 2n (n!)2 . at least when α ≥ 2 when it converges. n5 We can consider the method of comparing with integrals as an “integral test” for the convergence of a series. rather than state it formally. the use of the limiting form of the comparison test is valid. Let an = ison test to show that 2n + 7 and let bn = 3n − 1 an is convergent. Let an = √ n 1 and let bn = 3/2 . One set is the geometric series. clearly {Sn } is 1 1 an increasing sequence. shaded area dx α 1 x 1 1 1 1 n + ··· + α < 2α n 1 − α xα−1 1 1 1 Sn − 1 < 1 − α−1 α−1 n 1 Sn < +1 α−1 < n Thus the sequence of partial sums is bounded above. which we have already met. A proof follows by comparing with the corresponding geometric series with ratio r. the series is divergent. 2 n noting that y is a decreasing function of x (which is where we use that fact that α > 1).1. Details will be given in full in the third year course. 6.60 CHAPTER 6. Assume α > 1. Proposition. Exercise. 6. Then (2n)! an is convergent. |an+1 | → |an | r as n → ∞. nα Solution. This is all very well. INFINITE SERIES Since the limit is non-zero. and the series converges. . 6. 2 3 n .21. and when α ≤ 1 when it diverges. 6. Let an be a series. Since 1/nα > 0. Use the limiting form of the compar- We also know about 1/nα . Note also we need our work on sequences in Section 2 to evaluate the required limit. note the method we have used.18. Exercise. Then if r < 1. The sum 1 is convergent when α > 1. Let Sn = 1 + α + · · · + α . and we see that an is divergent.

23.6. The easiest case occurs when the series really can be thought of as a series of positive terms. the series converges by the ratio test. there is very little we can say about series with mixed signs. ∞ n=1 an is absolutely convergent iff the series ∞ n=1 |an | 6. 6. ∞ 6.28.27. . Show that the series n=2 ∞ (−1)n is absolutely convergent. We have n=1 (−1)n+1 n2 = 1 (−1)n+1 and this is convergent by 6. The series is convergent. Note: We choose to work with the sign (−1)n+1 rather than (−1)n simply for tidiness. Indeed this is the easiest way to show a series is convergent if the terms are not all positive.26. Example. We look the ratio of adjacent terms in the series (of positive terms). n=1 ∞ 6. Exercise. n2 ∞ Solution. and use the comparison test. Thus that of a2 must be − etc if the series is to alternate. The series ∞ an is conditionally convergent if and only if the n=1 series ∞ an is convergent but not absolutely convergent. 6. Proposition.25. So n2 n2 n=1 n=1 ∞ is absolutely convergent. Indeed there is just one useful result at this level. Show that the series sin n is absolutely convergent. Show that the series n=1 ∞ (−1)n+1 is absolutely convergent. Since the ratio of adjacent terms in the series tends to a limit which is < 1. Exercise. so the coefficient of a1 is chosen to be +. which is the topic of this section.] Our interest in absolutely convergent series starts by observing that they are in fact all convergent. An absolutely convergent series is convergent.4 Absolute and Conditional Convergence So far most of our work has been with series all of whose terms are positive. [Hint: note that n2 n=1 | sin n| ≤ 1. n2 log n 6.19. Definition. (n + 1)st term 2n+1 (n + 1)!(n + 1)! (2n)! an+1 = = an (2n + 2)! 2n n!n! nth term 2 2(n + 1) n+1 1 = = → (2n + 2)(2n + 1) 2n + 1 2 61 as n → ∞. There is a good reason for this. 6. it is usual to start a series with a positive term. Definition. ABSOLUTE AND CONDITIONAL CONVERGENCE Solution.24.4.

Using equation 6.1.29. . . . even though it is a sequence rather than a series. This gives one way of proving that a series is convergent even if the terms are not all positive. Assume that a+ = n ∞ n=1 an CHAPTER 6. Write Sn for the nth partial sum of the series (−1)n+1 an . By definition. Warning: Note how we usually talk about the “Fibonacci series”. We show this sequence n=1 has the same type of oscillating behaviour that the corresponding sequence of partial sums in the Fibonacci example. There is essentially only one other way. INFINITE SERIES is absolutely convergent. 6. + a2n−1 − a2n + a2n+1 s2n−1 = a1 − a2 + a3 − . Theorem. Leibniz Theorem Let {an } be a decreasing sequence of positive terms such that an → 0 as n → ∞.62 Proof. . and define if an > 0 if an ≤ 0 and a− = n |an | if an < 0 0 if an ≥ 0 an 0 The point of this definition is that 0 ≤ a+ ≤ |an | and n 0 ≤ a− ≤ |an | for all n. n (6. or the theorem on alternating signs.1) so we have two new series of positive terms. while |an | = a+ + a− n n and an = a+ − a− . ∞ Proof. which is a very special. and so we can’t use the comparison test directly. Thus ∞ ∞ an = n=1 n=1 a+ − a− = n n ∞ n=1 a+ + n ∞ n=1 a− n is also convergent using 6. + a2n−1 . We give the proof because the argument is so like the proof of the convergence of the ratio of adjacent terms in the Fibonacci series 3.1 to compare with the convergent series ∞ n=1 we see that each of a+ n ∞ and n=1 a− n is a convergent series of positive terms. n n ∞ n=1 |an |. but useful case known as Leibniz theorem. Try not to be confused by this popular but inaccurate usage. we have s2n+1 = a1 − a2 + a3 − .11. Then the series ∞ (−1)n+1 an n=1 is convergent. or the alternating series test.

We have = and this is divergent by 6. . < s2n−2 < s2n < s2n+1 < s2n−1 < . Thus we have a decreasing sequence s1 > s3 > s5 > .30. an+1 < an and an → 0 as n → ∞. . and so by 3. . a2n > a2n+1 and so s2n+1 < s2n−1 . Proposition (Re-arranging an Absolutely convergent Series). Thus all the conditions ∞ (−1)n+1 of Leibniz’s theorem are satisfied. and ∞ ∞ bn = n=1 n=1 an . Write an = 1/n. 6. thus the series is n n n=1 n=1 not absolutely convergent. and all the partial sums are tending to α. > s2n−1 > s2n+1 > . s5 . and so the series is convergent. and so by 3. n n=1 6. . and so is conditionally convergent. s6 .4. . . n n=1 ∞ ∞ (−1)n+1 1 Solution. we have s2n+1 = s2n−1 − a2n + a2n+1 . so an > 0.29 that this series is still convergent. s3 . . < s2n−2 < s2n < . Also s2n+1 = s2n + a2n+1 > s2n Thus s2 < s4 < s6 . Similarly s2 . . . . . . Show that the series ∞ (−1)n+1 is conditionally convergent.19. 63 Since {an } is a decreasing sequence. Let ∞ an n=1 be an absolutely convergent series and suppose that {bn } is a re-arrangement of {an }. Similarly s2n > s2n−2 and we have an increasing sequence s2 < s4 < s6 . . ABSOLUTE AND CONDITIONAL CONVERGENCE and so. . so the series converges. Then ∞ n=1 bn is convergent.9 is convergent to α (say). is an increasing sequence which is bounded above (by s1 ). . subtracting. .31. .9 is convergent to β (say) also s2n+1 − s2n = a2n+1 and so letting n → ∞ α−β =0 So α = β. is a decreasing sequence which is bounded below (by s2 ). . s4 . s5 < s3 < s1 and the sequence s1 . We show using 6. . . .6. Example.

then there is n=1 a re-arrangement {bn } of {an } such that ∞ bn = x! n=1 In other words. Find how accurate the approximation obtained by just using the first ten terms ∞ 1 is. or (Spivak 1967).64 CHAPTER 6. INFINITE SERIES Proof.3: An upper and lower approximation to the area under the curve Writing this out geometrically gives the statement: M n=N +1 1 ≤ n2 M N dx ≤ x2 M −1 n=N 1 n2 We can evaluate the middle integral: M N dx 1 = − 2 x x M = N 1 1 − . Warning: It is not useful to re-arrange conditionally convergent series (remember the rearrangement I did in section 1. the point here is that we need absolute convergence before series behave in a reasonable way. There is a result which is an extreme form of this: Pick x ∈ R.1). and is the assertion that the area of the rectangles below the curve is less than the area under the curve. See next year. n2 n=1 Again we are going to use geometrical methods for this. we can re-arrange to get any answer we want! 6. and let ∞ an be a conditionally convergent series. N M . to . together with an indication of how good the approximation is.5 An Estimation Problem This section shows how we can use a lot of the earlier ideas to produce what is often wanted in practice — results which are an approximation. Our geometric statement follows from the diagram. y = 1/x2 N N+1 N+2 M-1 M Figure 6. which is less than the area of the rectangles which contain the curve.

we have both upper and lower bounds for S − SN .6. N +1 N 1 ≤ S − SN . n2 n=1 N We can now express our inequality in these terms: SM − SN ≤ 1 1 − ≤ SM −1 − SN −1 N M Next.5. let M → ∞. so SM → S. we define S= 1 n2 n=1 ∞ 65 and SN = 1 . N +1 In particular. . gives another inequality. Then 1 1 ≤ S − S10 ≤ 11 10 or 0 ≤ S − S10 + 1 11 ≤ 1 1 1 − = . which also holds. and 1/M → 0. We have S − SN ≤ 1 ≤ S − SN −1 N Replacing N by N + 1. as 1 1 ≤ S − SN ≤ . we have S − SN +1 ≤ 1 1 ≤ S − SN ≤ ≤ S − SN −1 . N +1 N To make the point that this is a useful statement. namely S − SN +1 ≤ and combining these two. we can describe the error well enough to get a much better approximation. we now specialise to the case when N = 10. 10 11 110 Our conclusion is that although S10 is not a very good approximation. AN ESTIMATION PROBLEM For convenience.

INFINITE SERIES .66 CHAPTER 6.

for some functions. Definition. and x is a real variable.. But note that such a test will only show that a series converges..6. We shall see in this section that this class of functions are really just “grown up polynomials”. 4! 2n! x5 x2n+1 + + . . .30 that. the remainder Rn (x) → 0 as n → ∞ for each fixed x.. they are real power series. which we can use to define functions. 2! 2! n! x2n+1 x5 + + . The following series converge for all values of x to the functions shown: ex = 1 + x + x3 3! x2 cos x = 1 − 2! x3 sinh x = x + 3! x2 cosh x = 1 + 2! sin x = x − x 2 x2 xn + + . and that almost any manipulation valid for polynomials remains valid for this larger class of function. + . together with a remainder. . where the an are . we met the idea of writing f (x) = Pn (x) + Rn (x)..Chapter 7 Power Series 7. Proposition. We saw an example of such a problem in the Warning before Example 5.6.. not that it converges to the function used to generate it in the first place. We now recognise this as showing that certain series converge.. 7. . The corresponding functions are the best behaved of all the classes of functions we meet in this course. 4! 2n! These are all examples of the subject of this section. + (−1)n+1 + .. + + . We even saw in 5.2.. We have more effective ways of showing that such a series converges — we can use that ratio test.. To summarise the results we had in Section 5. to express a function in terms of its Taylor polynomial.... indeed are as well behaved as could possibly be expected. 7.36. + + . 5! (2n + 1)! x2n x4 + + . + (−1)n + .. A real power series is a series of the form real numbers.... 67 an xn .1. 5! (2n + 1)! x4 x2n + + .1 Power Series and the Radius of Convergence In Section 5.

Only on the circle of convergence is there ambiguity. we can consider every power series to have a radius of convergence. nxn 7. n. the interval of convergence.6. Then • there is some number R > 0 such that an xn converges absolutely for all x with |x| < R. Suppose one of the following happens: • • an xn converges only when x = 0.2 2 = = . where the power series is guaranteed to converge. This regularity of behaviour makes it easy to investigate the radius of convergence of a power series using the ratio test. or an xn converges absolutely for all x. • The word “radius” is used.5. We sometimes call the interval (−R. Thus every power series has a radius of convergence. Example. No statement is made in the third case about what happens when x = R. Recall that the ratio test only applies to series of positive terms. It turns out that a power series is usually best investigated using the ratio test. POWER SERIES We are thus dealing with a whole collection of series. 2n+1 Solution. 7. the series diverges.68 CHAPTER 7. that the behaviour of series for different values of x are related in some sensible way. Theorem (Radius of Convergence). one for each different value of x. Find the radius of convergence of the series . Example. Definition. ∞ 7. Our hope is that there is some coherence. 7. it can’t even converge “accidentally” for a few x s with |x| > R. It is characterised by the fact that the series converges (absolutely) inside this interval and diverges outside the interval. or an xn is a power series.3. The number R described above is called the radius of convergence of the power series.21. And the behaviour of power series is in fact very coherent. because in fact the same result is true for complex series. with convergence for all (complex) z with |z| < R. The geometric series n=0 xn is another example of a power series we have already met. R). and diverges for all x with |x| > R. and then we have a genuine circle of convergence. and guaranteed divergence whenever |z| > R. we are guaranteed that when |x| > R. so we look at the ratio of the moduli. Theorem 6. We saw this series is convergent for all x with |x| < 1.4. |(n + 1)st term| |nth term| (n + 1)|x|n+1 2n+1 2n+2 n|x|n (n + 1)|x| |x| → as n → ∞. • Note the power of the result. By allowing R = 0 and R = ∞.

Thus the given series diverges if |x| > e and converges absolutely (and so of course converges) if |x| < e.1 to note that 1+ 1 n n → e as n → ∞.7. n2 2n The first is divergent when x = 2 and when x = −2.e. Hence it has radius of convergence 2. all of which have radius of convergence 2. Exercise. we can use it to define a function. the second converges when x = −2. i.2. ∞ n=1 xn 2n ∞ n=1 xn n2n ∞ n=1 xn . and using Theorem 6. and let I = (−R. while the third converges both when x = 2 and when x = −2. Example. 7. e n+1 n n = = = Here we have of course used the result about e given in Section 3. We now define a function f on this open interval I as follows: ∞ f (x) = n=1 an xn for x ∈ I.29. (n + 1)n+1 n!|x|n (n + 1)(n+1) n nn n |x| = |x| (n + 1)n n+1 |x| |x| → as n → ∞. Suppose the power series an xn has radius of convergence R > 0. Again we look at the ratio of the moduli of adjacent terms. This one is a little more subtle than it looks. on the circle of convergence. (−1)n n!xn .|x|.7. Consider the following power series. and diverges when x = 2.2 Representing Functions by Power Series Once we know that a power series has a radius of convergence. Hence it has radius of convergence e. REPRESENTING FUNCTIONS BY POWER SERIES 69 Thus the given series diverges if |x| > 2 and converges absolutely (and so of course converges) if |x| < 2. nn Solution. Find the radius of convergence of the series |(n + 1)st term| |nth term| nn (n + 1)!|x|n+1 nn = (n + 1). These results are all easy to check by direct substitution. 7. There is a good reason for this — it is quite hard to predict what happens. R). Find the radius of convergence of the series n=0 xn n2 + 1 We noted that the theorem gives no information about what happens when x = R.8. . ∞ 7. although we have met the limit before.

. . + (−1)n + . Proof. . Let an xn be a power series with radius of convergence R > 0. 1+x Integrating both sides then gives log(1 + x) = K + x − x2 x3 xn+1 + + . for |x| < 1.9. We summarise this result by saying that we can differentiate a power series term . then this can be done for all x. Then f has an indefinite integral defined on I.70 CHAPTER 7. Then nan xn−1 has radius of convergence R. . In fact all of what we say below remains true when R = ∞. Apply 7.1) where K is a constant of integration. . 2 3 n+1 for |x| < 1. Theorem. and show that even when we add an infinite number of errors.. and so we get the series ∞ log(1 + x) = n=0 (−1)n xn+1 n+1 valid for |x| < 1. It can be found e. Corollary. If R = ∞.9 to G to see that G (x) = f (x).3 Other Power Series We now derive some further power series to add to the collection described in 7.2) .1. . Let I be the open interval (−R. 7. in (Spivak 1967).9. + x n + . .g. and ∞ f (x) = n=1 nan xn−1 for x ∈ I. for |x| < 1. 7. and define f (x) = an xn for x ∈ I. provided we interpret the open interval I as R . 7. Let f and I be defined as 7. Starting with the geometric series 1 = 1 + x + x 2 + x3 + . (7. 1−x we replace x by −x to get 1 = 1 − x + x2 − x3 + . Evaluating both sides when x = 0 shows that K = 0. POWER SERIES It turns out that this is the last. . we need to be able to re-arrange power series. they don’t add up to too much. Proof. . . f is differentiable on I.10. and then use the Mean Value Theorem to estimate differences.by term everywhere inside the circle of convergence. (7. which is the required result. + (−1)n xn + . Quite a lot harder than it looks. and best behaved of the classes of functions we study in this course. given by ∞ G(x) = n=0 an xn+1 (n + 1) for x ∈ I. . R).

+ (−1)n x2n + . .2 4.12. 7. OTHER POWER SERIES 71 Note: It is easy to get this result directly from the Taylor Series. Proposition. we have arctan(x) = K + x − x3 x5 x2n+1 + + . .4 n(n − 1) By differentiation or otherwise. [You may assume. and doing the differentiations — which can often prove very awkward. We have now been able to derive a power series representation for a function without working directly from the Taylor series. it is permissible to differentiate term . find the sum of the series for |x| < R.1.] Solution.3) 7. Inside the circle of convergence. Denote its sum by f (x). for |x| < 1.term. for some constant of integration K. since they have the same power series. without proof. We return to equation 7.. where K is a constant of integration. Apply the ratio test to the given power series. with radius of convergence R > 0. .. .by .5) = K + x log(1 + x) − x + log(1 + x). so the given series is the Taylor (or Maclaurin) series for f n! . Example. Putting x = 0 shows that K = 0 and so f (x) = (1 + x) log(1 + x) − x.3. (7. . Find the radius of convergence R of the power series x2 x3 x4 x5 (−1)n xn − + − ··· + + ··· 2 3. and thus f (x) = log(1 + x) for |x| < 1. and ∞ f (x) = n=0 an xn for |x| < R. 3 5 2n + 1 (−1)n x2n+1 2n + 1 n=0 ∞ for |x| < 1.3 5.4) (7. Again putting x = 0 shows that K = 0. Nevertheless. . we have still found the Taylor coefficients. 1 + x2 Again integrating both sides.7. Then an = f (n) (0) . The next one is not quite so easy. and so arctan(x) = valid for |x| < 1. and replace x by −x2 to get 1 = 1 − x2 + x4 − x6 + . defined for |x| < 1. that log(1 + x) dx = K + x log(1 + x) − x + log(1 + x). Hence f (x) = log(1 + x) dx = K + x log(1 + x) − x+1−1 dx 1+x (7. Then an+1 xn+1 n(n − 1) = → |x| an xn n(n + 1) as n → ∞. Let define an xn be a power series. Thus the new series has radius of convergence 1. + (−1)n + .11.

.6. 7. A function has one definition which works everywhere it makes sense (at least for simple functions). + + . Also. Give the power series expansions for the function f (x) = .14. e. An example will probably make this clearer than further discussion. write y = x − 3. And that is why it is of interest to sometimes consider power series as complex power series.. More investigation (quite a lot more . We can already do this about 0 by the Binomial Theorem. . Example. we see that the derivatives satisfy f (n) (0) = n!an . Clearly f (n) (0) = 0 unless n is a multiple of 3. Let f (x) = 1 = 1 + x3 + x6 + x9 + . .. Example. then that function is very well behaved. the corresponding power series. It should be no surprise that this is the Taylor series for the same function about the point 3. . calculating exactly as in the start of Section 5. . 1−x 1 − (y + 3) −2 − y 2 1 − y/2 and again using the Binomial Theorem on the last representation. + xn + . for |x| < 1. 1−x To expand about a different point. 1 .. This seems implausible viewed with real spectacles. . in the obvious way.13. Then 1 1 1 1 1 = = =− . 1−x 2 Writing this in terms of x gives 1 1 =− 1−x 2 1+ x − 3 (x − 3)2 (x − 3)n + . . We use the binomial theorem to get a power series expansion about 0. .g. . + 2 4 2n for |y/2| < 1. The power series expansion for (1 + x2 )−1 has radius of convergence 1. . . and we can manipulate it by manipulating. + x3n + . .12.72 CHAPTER 7. POWER SERIES Proof. However there are snags. 7. We can differentiate n times by 7. . while f (3k) (0) = (3k)! by 7. 1−x Solution.. 1 − x3 valid for |x| < 1. we have: 1 = 1 + x + x2 + x3 + . Calculate f (n) (0).mainly for complex functions) shows the radius of convergence is always that of the largest circle that can be fitted into the domain of definition of the function. we have 1 1 = − 1 + y/2 + y 2 /4 + y 3 /9 + . 1 7. . giving the uniqueness result. whereas the power series corresponding to a function depends also on the point about which the expansion is happening. And it is in fact not an accident that the radius of convergence of the new series is 2. about 3. We now read off the various derivatives.4 Power Series or Function We have now seen that when a power series is used to define a function.9 and we still get a series with the same radius of convergence. for |x − 3| < 2. but totally explicable when it is realised that the two points i and −i are stopping the expansion from being valid in a larger circle. 1 − x3 Solution. + y n /2n + .

10 can help. each term in the series for x−α ex is positive. noting this is possible since x > 0. as y → ∞. we claim that for any α ∈ R.6. probability theory attempts to predict what will happen “on average”.3 The probability integral α −x2 e 0 dx The normal distribution is a very common model throughout the whole of science for the situation when things occur “at random”. n! n=0 ∞ Given α.5. x = ey/b . But a power series representation and Corollary 7. so we will restrict to the situation when x > 0. x−α ex > In particular. since N is fixed.5 Applications* This section will not be formally examined. limx→∞ x−β log x = 0. as x → ∞.5. Next note that provided x > 0.6) Since β > 0. which is the same as saying that . e−y → 0 as y → ∞.1 The function ex grows faster than any power of x Specifically. in so doing one is often led to consider an integral of the form α I= 0 e−x dx. but is here to show how we can get more interesting results from power series. We are interested in what happens when x → ∞. 7. APPLICATIONS* 73 7. we can always find some N such that N − α ≥ 1. xN −α x ≥ N! N! if x > 1. limx→∞ x−α ex = ∞. . We have ex = xn n! n=0 ∞ and so x −α x e = xn . and hence the sum is greater than any given term. 2 It turns out that this integral cannot be evaluated using the usual tricks — substitution. (7. x → ∞ as x → ∞. In particular. so y βy −1 eY → ∞. so y → ∞. perhaps for computing risks and premiums on life insurance. and so x−β log x = y −y . But from our previous result. we claim that for any β > 0.5. this is the required β result by equation 7.e β when y = β log x. Thus y/β = log x. or equivalently. 7.7. integration by parts etc.5. Put y = β log x. giving the result claimed. N! 7. Thus we have xβ = ey . So in particular.2 The function log x grows more slowly than any power of x Specifically.

to get our contradiction.74 Thus ∞ CHAPTER 7. POWER SERIES e = e −x2 n=0 ∞ x xn n! n (−x 2 )n ∞ = (−1) n=0 n! = (−1)n n=0 x2n n! and we can integrate this term-by term.a! = e−1 = a Thus. 1! 2! 3! a! a! a! (−1)a a! = a! − + − + . we have b(a − 1)! = a! − a! a! a! + − + .. to give α 0 e− x2 dx = (−1)n α2n+1 .. where a and b are integers. 1! 2! 3! a! . as was done to √ show that 2 was irrational. So assume. + 1! 2! 3! a! 1 1 1 + (−1)a+1 − + − .5.. From the exponential series.. by Corollary 7.10.. (2n + 1)n! n=0 ∞ The partial sums of the power series on the right can be computed. Note that this means e−1 = b/a. that e is rational. . as is each of the terms in the sum a! − a! a! a! (−1)a a! + + .a! . even thought we can’t “do” the integral. a + 1 (a + 1)(a + 2) (a + 1)(a + 2)(a + 3) ∞ n=0 ∞ (−1)n . to get e−x dx = K + 2 (−1)n x2n+1 . together with a proof by contradiction. and converge quite quickly.4 The number e is irrational We use a power series argument. so it can be written in the form e = a/b.. . 7. multiplying through by a!. n! . (2n + 1)n! n=0 ∞ Performing a definite integral removes the constant of integration. so we have a practical method of evaluating the integral. The left hand side is an integer. + . b . b (−1)n = e−1 = a n! n=0 and so.

. Since there is not. and so by 6. The 1 1 first partial sum is while the second is (check this). . so (−1)a+1 1 1 1 − + − . which decreases to 0. is convergent to a sum which lies between the first two partial sums. APPLICATIONS* it follows that the rest of that equation is an integer. But this is an alternating sequence of positive terms.5. this contradiction demonstrates our initial a+1 a+2 assertion.7.29.. a + 1 (a + 1)(a + 2) (a + 1)(a + 2)(a + 3) 75 is an integer. So there must be an integer a+1 a+2 1 1 between and .

POWER SERIES .76 CHAPTER 7.

which is 77 . as you know. V = πr 2 h. and indeed. and results such as the time when the particle hits the ground. In the earlier part of the course. x. or the maximum possible area of the rectangle. so we have y = f (x. and in the last one. and • how to interpret the process geometrically. you did a significant amount of work studying functions. the usual rules of calculus could be applied. which represented the variation that occurred in some (dependent) variable y. it is unusual to have functions which depend solely on a single variable. For example you might have been interested in the height y after a given time x. it is often convenient to use P both for the (defendant) variable. We shall mainly be concerned with differentiation and integration of functions of more than one variable. or the area y. We are going to do the same thing now for functions of several variables. Once the function was known. as another (independent) variable. t). We describe • how each process can be done. When studying the real world. move on to integration. or the pressure of a gas may depend on its volume V and temperature T . changed. so P = P (V. and which should help to remind you of the techniques you met then. Of course the single variable situation is a little simpler to study. we have extended this work by taking a more rigorous approach to a lot of the same ideas.Chapter 8 Differentiation of Functions of Several Variables We conclude with two chapters which are really left over from last year’s calculus course. T ). in terms of applications. the volume V of a cylinder depends on the radius r of the base and its height h. • why it is interesting. 8. enclosed by a rectangle with sides x and 10 − x. could be calculated. In this chapter we concentrate on differentiation. For example the height y of a particle may depend on the position x and the time t. and for the function itself: we don’t always need separate symbols as in the y = f (x) example. typically written as y = f (x).1 Functions of Several Variables Last year. Note the trick I have just used.

and we don’t need to consider more general cases like w = f (x. And just as last year. So we represent a function as a surface rather than a curve. Example. we often work with z = f (x. We then used such a graph to pick out points such as the local minimum at x = 3/2. Working with two or more independent variables is more complicated.0) x Figure 8. Sketch the surface given by z = 2 − x/2 − 2y/3 Solution. . as shown in Fig 8. because z is a linear function of x and y.2) y (0. . or even y = f (x1 . since most of the extra complications occur when we have two. y. we shall usually have a “standard” function name. instead of y = f (x). Graphing functions of Several Variables One way we tried to understand the function y = f (x) was by drawing its graph.3. 8.0) (4. . xn ). but the ideas are familiar.1. y) we think of z as the height of the function f at the point (x. This gives Fig. z). x2 .2. . and to see how we could get the same result using calculus.1: Graph of a simple function of one variable why we started with it last year.78 CHAPTER 8. We know the surface will be a plane.2: Sketching a function of two variables Of course it is easy to sketch something as simple as a plane.1.3x$. 10 8 6 4 2 0 -2 -4 -2 -1 0 1 2 3 4 Figure 8.0. and then try to sketch the resulting surface in three dimensions. DIFFERENTIATION OF FUNCTIONS OF SEVERAL VARIABLES Graph of $y = x^2 . To plot z = f (x. y). rather than one (independent) variable. z (0. There are graphical . Thus it is enough to plot three points that the plane passes through.0. 8. y).

and look at the points where z = 1. We now describe how to looking at similar examples without such a program. at the point y = 0.4. So far we have looked at the intersection of the planes z = k with the surface z = x2 − y 2 for different values of the constant k. at the value a. 8. 20 15 10 5 0 -5 -10 -15 -20 1 2 3 4 -4 -3 -2 -1 0 1 2 3 4 -4 -3 -2 -1 0 Figure 8.4.3. then z = a2 − y 2 . Such a representation is easy to create using suitable software and Fig. 8. 8. For the surface z = x2 − y 2 . which make sketching and visualisation rather harder than for functions of one variable. If instead we fix x.3. One approach is to draw a contour map of the surface. Solution. A final way to confirm that you have the right view of the surface is to section it in different planes. and then use the usual tricks to visualise the surface.3 shows the resulting surface. Example. We this get the alternative representation as a contour map shown in Fig. Each of these curves is a parabola with its vertex upwards. And if there are three or more independent variables. We can continue in this way. so x2 −y 2 = 1. z = a2 . or otherwise. so form the lines y = x and y = −x. the points where z = 0 lie on x2 = y 2 . We can represent the surface directly by drawing it as shown in Fig. By looking at the curves where z is constant. Exercise.3: Surface plot of z = x2 − y 2 . indeed.2. fixing z at different values shows the contours (lines of constant height or z value) are all the same shape. there are some tricks. . but with different constants. 8. 8. FUNCTIONS OF SEVERAL VARIABLES 79 difficulties when dealing with more complicated functions.1. 8. This is one of the hyperbolae shown Fig. But for just two independent variables. there is really no good way of visualising the behaviour of the function directly. Sketch the surface given by z = x2 − y 2 . sketch the surface given by z = x2 + y 2 .8.

y→y0 lim f (x.4. The only complication comes when we realise that there are many different ways if which x → x0 and y → y0 . . Of course f is only continuous if it has the same limit however x → 0 and y → 0. Investigate the continuity of f (x. we say that a function f of two variables is continuous at (x0 . the usual “putting together” theorems show that f is continuous everywhere else. x2 + 0 Next consider the case when x → 0 and y → 0 on the line y = x. 0).axis are an artifact of the plotting program. Continuity As you might expect.0 = 0 → 0 as x → 0. Example. y0 ). We illustrate with a simple example. so f is not continuous at (0. 0). Consider first the case when x → 0 along the x-axis. 0) = 2x. x + y2 Solution.4: Contour plot of the surface z = x2 − y 2 . DIFFERENTIATION OF FUNCTIONS OF SEVERAL VARIABLES 4 3 2 1 0 -1 -2 -3 -4 -4 -3 -2 -1 0 1 2 3 4 Figure 8. We have f (x.80 CHAPTER 8. y) = f (x0 . y = 0. We have f (x. The missing points near the x . so that throughout the process. Although we won’t go into it. so we are looking at the special case when x = y. x) = 2x2 =1→1 x2 + x 2 as x → 0. 2xy 8. y0 ) if x→x0 . y) = 2 at the point (0. and we have now seen that it doesn’t.

and so treat it as a constant. . Let z = sin(x/y). y0 ). ∂x There are a number of different notations in use to try to help understanding in different situations. y) = 2y y + cos x We can consider y fixed. we have 8. ∂x f1 (x0 . to get ∂f 2 cos x (2y + cos x). but we now require to treat the variables one at a time. y0 ). We shall meet a number of examples of such a partial differential equation later. Compute x ∂z 1 = cos ∂x y thus x ∂z ∂z x +y = cos ∂x ∂y y x y − x cos y x y = 0. = 2 ∂y (2y + cos x) (2y + cos x)2 Although a partial derivative is itself a function of several variables. keeping the others constant. fx (x0 . ∂x ∂y Solution. y0 ) = lim ∂x δx→0 δx provided of course that the limit exists.2.5. Or we can treat x as a constant. ∂z ∂z +y . x y and ∂z −x = 2 cos ∂y y x y . Treating first y and then x as constants. y0 ).2 = . All of the following mean the same thing:∂f (x0 . y0 ). Note: This equation is an equation satisfied by the function we started with. and differentiate with respect to y. Example.2 Partial Differentiation The usual rules for differentiation apply when dealing with several variables. y0 ) − f (x0 . Note also that there is a simple definition of the derivative in terms of a Newton quotient:∂f f (x0 + δx. y0 ) and D1 F (x0 .8. and its partial derivatives. which involves both the function.2 − 2y. It is for this reason that a new symbol for differentiation is introduced. We thus often write the partial derivative as ∂f (x0 . to get a partial derivative ∂f 2y sin x = ∂x (2y + cos x)2 where we have differentiated with respect to x as usual. y0 ). Consider the function f (x. we often want to evaluate it at some fixed point. such as (x0 . PARTIAL DIFFERENTIATION 81 8.

82 CHAPTER 8. Exercise. Write x = x(t). Note that ξ. and note that in this case. dt ∂x dt ∂y dt Proof. y) = F (t) − F (t0 ) ∂f (y − y0 ) (x − x0 ) ∂f = + (ξ. y) − f (x0 . Exercise.18) to write ∂f (ξ. dt . ∂x ∂y Because the definitions are really just version of the 1-variable result. y) − f (x0 . The result then follows from the continuity of the partial derivatives. 8. Show that x 8. y)(x − x0 ) + (x0 . y) − f (x0 . Assume that f and all its partial derivatives fx and fy are continuous. y) = xy. pronounced “Eta” is the Greek letter “y”. F (t) − F (t0 ) = f (x. x → x0 and y → y0 . dt ∂x dt ∂y dt The chain rule easily extends to the several variable case. y0 ) ∂f ∂f = (ξ. y)(x − x0 ) ∂x for some point ξ between x and x0 . From the chain rule. Let f (x. Thus f (x. and have argued similarly for the other part. Let F (t) = f (x(t). DIFFERENTIATION OF FUNCTIONS OF SEVERAL VARIABLES ∂z ∂z +y = 0. Show that x +y = 0. we can see that for any suitably differentiable function f . then also ξ → x0 and η → y0 . and y and y0 respectively. But there are variants. We state a typical example df when t = π/2. df ∂f dx ∂f dy = + = −y(t) sin t + x(t) cos t = −1.6. With our next result. Then F is differentiable and dF ∂f dx ∂f dy = + . The fact that the last two ∂x ∂y function satisfy the same differential equation is not a co-incidence. y) + f (x0 . y(t)).7. most of the usual rules for differentiation apply in the obvious way to partial derivatives exactly as you would expect. y) (x0 .9. Let z = log(x/y). Theorem. η)(y − y0 ) ∂x ∂y Here we have used the Mean Value Theorem (5. sin(π/2) = −1. and since ξ and η are trapped between x and x0 . Then we calculate the Newton quotient for F . Here is how we differentiate compositions. and that x = x(t) and y = y(t) are themselves differentiable functions of t. in the same way η. Compute Solution. 8. and let x = cos t. η) t − t0 ∂x t − t0 ∂y t − t0 Now let t → t0 . y) = f (x/y) satisfies this partial differential equation. where f is suitably differentiable. y = sin t. Let z = f (x/y). pronounced “Xi” is the Greek letter “x”. x0 = x(t0 ) etc. y0 ) = f (x. Example. y) − f (x0 . only the notation is complicated. these examples are quite typical.8. ∂z ∂z 8. the function z(x.

perhaps to define a new function g(x. = 1. and let f be a function defined on a subset U ∈ R 3 . v). z) have continuous partial derivatives This has the advantage that you are reminded of the names of the variables on which f acts. = −1. v).−1= − ∂u ∂v ∂w ∂u ∂w ∂f ∂f ∂f ∂f ∂f . z(u. z. w) has continuous partial derivatives.0 = − + ∂u ∂v ∂w ∂u ∂v ∂f ∂f ∂f ∂f ∂f . z). Write F (u. we have ∂u ∂x ∂u ∂y ∂u ∂z Then ∂F ∂x ∂F ∂y ∂F ∂z = = = ∂f ∂f ∂f ∂f ∂f . y.1 + . v(x.−1+ .0 + . ∂v ∂x ∂v ∂y ∂v ∂z ∂v The introduction of the domain of f above. although strictly speaking. y.10. ∂F ∂F ∂F + + = 0. PARTIAL DIFFERENTIATION 83 8. ∂v ∂x ∂v ∂y ∂v ∂z = 0. and that u = x − y. .−1+ . y. = −1. v.11. v). ∂x ∂y ∂z Solution. y(u. Then ∂F ∂f ∂x ∂f ∂y ∂f ∂z = + + ∂u ∂x ∂u ∂y ∂u ∂z ∂u and ∂F ∂f ∂x ∂f ∂y ∂f ∂z == + + . v). Let x = x(u. simply to show it was a function of three variables is clumsy.1 = − + ∂u ∂v ∂w ∂v ∂w = 1.0 + . and suppose that all the partial derivatives of f are continuous. We apply the chain rule. We often do it more quickly by saying Let f (x. y.1 + . Show that v =y−z w = z − x. these names are not bound to the corresponding places. z). noting first that from the change of variable formulae. = 0. Assume that f (u. v)). But note the confusion if you ever want to talk about the value f (y. v) = f (x(u. = 1. v) and z = z(u. Proposition. ∂w ∂x ∂w ∂y ∂w ∂z = −1. z).2.8. y. = 0. y. Adding then gives the result claimed. z) = f (u(x. y = y(u. x). w(x. z)). This is an example where we adopt the notation which is very common in engineering maths. 8. Let F (x. Example.

Assume that all second order derivatives of f exist and are continuous. we have ∂2f ∂v 2 = = ∂ 1 ∂f 1 ∂f 1 ∂f 1 ∂ ∂f 1 ∂f 1 ∂ ∂f − =− 2 + + 2 − ∂v v ∂x v ∂y v ∂x v ∂v ∂x v ∂y v ∂v ∂y 2f 2f 2f 1 ∂f 1 ∂ 1 1∂ 1 ∂f 1 1 ∂ 1 ∂2f = − 2 − + + 2 − − v ∂x v v ∂x2 v ∂y∂x v ∂y v v ∂x∂y v ∂y 2 2f 2f 2f 1 ∂f ∂ ∂f ∂ ∂ = − + 2 −2 + 2 . when f has mild restrictions. Solution. ∂x2 ∂x∂y ∂y∂x ∂y Thus using both these and their operator form.12. and to more than two derivatives in the way you would expect. ∂v ∂x ∂v ∂y ∂v v ∂x v ∂y ∂2f ∂2f ∂2f ∂2f + + + 2. ∂x ∂y ∂x∂y ∂ ∂f ∂2f = .3 Higher Derivatives Note that a partial derivative is itself a function of two variables. as follows: ∂2f . ∂x2 ∂2f . there are four derivatives of second order. we have ∂2f ∂ ∂f ∂f ∂ ∂ ∂f ∂f = + = + + 2 ∂u ∂u ∂x ∂y ∂x ∂y ∂x ∂y while differentiating with respect to v. = ∂y ∂y ∂y 2 This notation generalises to more than two variables. y) is written in terms of u and v where x = u + log v and y = u − log v. ∂x∂y ∂y∂x 8. DIFFERENTIATION OF FUNCTIONS OF SEVERAL VARIABLES 8. We write ∂ ∂f ∂2f . ∂x∂y ∂2f ∂y∂x and ∂2f . ∂y ∂x ∂y∂x ∂ ∂f ∂2f . Then the mixed second order partial derivatives of f are equal. ∂2f ∂2f ∂2f ∂2f = +2 + 2 2 2 ∂u ∂x ∂x∂y ∂y and v2 ∂2f ∂f ∂2f ∂f ∂2f ∂2f = − + 2 +2 + 2 ∂v 2 ∂y ∂x ∂x ∂x∂y ∂y You may assume that all second order derivatives of f exist and are continuous. the order in which the differentiation is done doesn’t matter. = ∂x ∂x ∂x2 ∂ ∂f ∂2f = . Using the chain rule. Example. Suppose that f (x.13. ∂2f ∂2f = . Show that. with the usual convention. i.e. we have ∂f ∂f ∂x ∂f ∂y ∂f ∂f = + = + ∂u ∂x ∂u ∂y ∂u ∂x ∂y and ∂f ∂f ∂x ∂f ∂y 1 ∂f 1 ∂f = + = − . 2 v ∂y ∂x ∂x ∂x∂y ∂y . ∂y 2 Fortunately.84 CHAPTER 8. Proposition. and so further partial derivatives can be calculated. There is a complication that does not occur when dealing with functions of a single variable. 8.

15.(−c) + ∂ ∂v . Thus we can integrate with ∂u∂v respect to v to get F (u. This is illustrated in Fig 8. t). but note that in a practical case. because the two variables appear inde∂F pendently. SOLVING EQUATIONS BY SUBSTITUTION 85 8. v) and now in principle confuse F with f . So = g1 (v).1 + ∂ ∂v . We move away from 1-variable results as soon as we have properties which depend on e. together with time. Assume the displacement of a length of string at time t from its rest position is described by the function f (x.1 and ∂ = ∂t ∂ ∂u . We illustrate with just one example.c. Solution. In practice we use different symbols to help the learning process.5: A string displaced from the equilibrium position 8.4. b where h is also an arbitrary (differentiable) function. Write f (x. Example. Rewrite the wave equation using co-ordinates u = x − ct and v = x + ct. so we can tell them apart only by the names of their arguments.14. Solution. where g1 is an arbitrary (differentiable) function. since when ∂v ∂2F differentiated with respect to u we are given that = 0.4 Solving equations by Substitution One of the main interests in partial differentiation is because it enables us to write down how we expect the natural world to behave.4. Example. t) = F (u. and allowed to move under the elastic forces of the string. ∂t2 ∂x f(x. Solve the equation ∂2F = 0. The laws of physics describe how the string behaves when released in this position. designed to whet the appetite for the whole subject of mathematical physics. the function f satisfies the wave equation ∂2f ∂2f = c2 2 .8. at least one space variable. all the F ’s that appear below. would normally be written as f ’s By the chain rule ∂ = ∂x ∂ ∂u .g. 8. ∂u∂v Such a function is easy to integrate. v) = g1 (v)dv + h(u) = g(v) + h(u). .t) a Figure 8.

. the situation is more complicated. that a necessary condition that f have a local extremum at (a. where c is a fixed constant. the boundary of the region usually consisted of a pair of end points. 8. Definition. Again as for one variable. b) = 0. Of course in R . And we can test for local maxima and minima in the same way as for one variable. 8. it must be constant when x = ct. while in R 2 . b) is that it have a critical point there. 8. Show that ∂2F ∂2F − c2 2 = 0. Note that this is not just any function. For example we may have sin(x − ct). b) if and only if ∂f ∂f (a.16. And again as before. Let F (x. we thus get 4c2 ∂2F = 0. we note that these must occur either at a local maximum or minimum. ∂x ∂y It is clear by comparison with the single variable result. and using the operator form of the chain rule as well. the principle remains the same. DIFFERENTIATION OF FUNCTIONS OF SEVERAL VARIABLES differentiating again.86 CHAPTER 8. ∂2f ∂t2 = c ∂ ∂ −c ∂v ∂u c ∂F ∂F −c ∂v ∂u ∂2F ∂2F ∂2F ∂2F − c2 − c2 + c2 2 ∂v 2 ∂u∂v ∂v∂u ∂u ∂2F ∂2F ∂2F − 2c2 = c2 + ∂v 2 ∂u2 ∂u∂v = c2 and similarly ∂2f ∂x2 = ∂2F ∂2F + ∂v 2 ∂u2 +2 ∂2F . ∂t2 ∂x Note that this is simply checking a particular case of the result we have just proved. b) = (a. then it has a global maximum and a global minimum. However. ∂u∂v Substituting in the wave equation. we shall rely on the theorem that if f is continuous on a closed bounded subset of R2 .5 Maxima and Minima As in one variable calculations. or else on the boundary of the region.17. y) has a critical point at (a. We refer to this as the first derivative test. although that is not a sufficient condition. t) = log(2x + 2ct) for x > −ct. Thus solutions to the wave equation are of the form f (u) + g(v) for any (suitably differentiable) functions f and g. Say that f (x. one use for derivatives in several variables is in calculating maxima and minima. ∂u∂v an equation which we have already solved. Exercise.

b + k) ∼ f (a. b)+k (a. Theorem (Second Derivative Test). We have fxx = fyy = 2. MAXIMA AND MINIMA 87 We can get more information by looking at the second derivative. then f has a saddle point at (a. we have fxx > 0 and fxx fyy − fxy > 0. b) + h ∂f ∂f 1 (a. see section 5. This idea extends to higher derivatives.19. ∂y 2 . b). then f has a local minimum at (a. b) + ∂x ∂y 2 h2 ∂2f ∂2f ∂2f + 2kh + k2 2 ∂x2 ∂x∂y ∂y where we have actually taken an expansion to second order and assumed the corresponding remainder is small. 2 • If. b). b). 8. Show there is a unique critical point. so ∆ = fxx fyy − fxy = 4 > 0 and there is a local minimum at (0. b). we have h (a. which is a saddle point Proof. so fx = fy precisely when x = y = 0. Show that f (x. Note that the discriminant is easily remembered as ∆= fxx fxy fyx fyy 2 = fxx fyy − fxy A number of very simple examples can help to remember this. we have fxx < 0 and fxx fyy − fxy > 0. k). b). b). ∂f ∂f We are looking at a critical point. Let f (x. at (a. Then 2 • If. fxy = 0. We start with the two dimensional version of Taylor’s theorem. the result of the test should work on things where we can do the calculation anyway! 8. but here goes with the test: Solution. 0).6. We have f (a + h. It is thus enough to study the behaviour of the quadratic Ah2 + 2Bhk + Ck2 .18. b) is a critical point for f . at (a. 8. We give an indication of how the theorem can be derived — or if necessary how it can be remembered. Recall that we gave a number of different notations for partial derivatives. 0).8. Assume that (a. ∂x2 B= ∂2f . at (a. 2 The test is inconclusive at (a. b) + k (a.5. and the investigation has to be continued some other way. After all. and this is the 2 only critical point. and in what follows we use fx rather ∂f than the more cumbersome etc. where we have written A= ∂2f . Exercise. then f has a local maximum at (a. we shall use ∂x fxx instead of ∂2f . y) = x2 + y 2 has a minimum at (0. Of course we know it has a global minimum there.20. y) = xy. so for any pair (h. b) if fxx fyy − fxy = 0. ∂x∂y and C= ∂2f . fy = 2y. Example. We have fx = 2x. ∂x2 and fxy instead of ∂2f ∂x∂y etc. we have fxx fyy − fxy < 0. b) = ∂x ∂y 0 and everything hinges on the behaviour of the second order terms. 2 • If.

fyy = −6 and fxy = −6. Note also that we could have completed the square in the same way. Let the area of the surface of the material be S. the quadratic may be made either to increase or to decrease. −1). 0). y) = xy − x2 − y 2 − 2x − 2y + 4.] Solution. 0) = 2x3 (1 − 3/x) → ∞ as x → ∞. 0). Substituting. we have a local maximum at (0. ∆ = 36 > 0 and since fxx = −12. from our restriction on the base and height. 0) and (1. 8. −1). so by going out in two different directions.88 CHAPTER 8. • if A > 0 and ∆ > 0 we have a local minimum.22. We have thus expressed the quadratic as the sum of two squares. or otherwise. so the result could just as easily be stated in terms of C instead of A 8. 30 = 2(x + y) + h. rather than the h term. Example. An open-topped rectangular tank is to be constructed so that the sum of the height and the perimeter of the base is 30 metres. Find the dimensions which maximise the surface area of the tank. Let the dimensions of the box be as shown. Thus the discriminant is ∆ = −6.21. Differentiating again. we have S = 2(x + y) 30 − 2(x + y) + xy = 60(x + y) − 4(x + y)2 + xy. Example. 8. and so at (0. Exercise. ∆ = −36 < 0. To see there is no global maximum. Solution. By considering f (x. When x = 1. we have h = 30 − 2(x + y). Then S = 2xh + 2yh + xy. so there is a saddle at (1. y) = 2x3 − 6x2 − 3y 2 − 6xy. note that f (x. Find and classify the critical points of f . We have fx = 6x2 − 12x− 6y and fy = −6y − 6x. but starting from the k term.23. and • if ∆ < 0 then the coefficients of the two squared terms have opposite signs. Let f (x. DIFFERENTIATION OF FUNCTIONS OF SEVERAL VARIABLES Assuming that A = 0 we can write Ah2 + 2Bhk + Ck2 = A h + =A h+ Bk A Bk A 2 + C− + ∆ A B2 A k2 k2 2 where we write ∆ = CA − B 2 for the discriminant.(12x − 12) − 36. since x3 → ∞ as x → ∞. Thus critical points occur when y = −x and x2 − x = 0. It is thus clear that • if A < 0 and ∆ > 0 we have a local maximum. fxx = 12x − 12. Find the extrema of f (x. What is the maximum value of the surface area? [You may assume that the maximum exists. show that f does not achieve a global maximum. When x = 0. and since. . and that the corresponding dimensions of the tank are strictly positive.

We know there is a global maximum. so Subtracting gives x = y and so 15x = 60.5. 0) = 2 + 2x − x2 . = −8x − 7y + 60 = 0. investigate f (0. we have x = 0 or y = 0 or x + y = 15. this must be it. while if x = 0. Thus the absolute max will occur either in the interior. = −8y − 7x + 60 = 0. A global maximum (which we are given exists) can only occur on the boundary of the ∂S ∂S domain of definition of S. If y = 9 − x. In this case exactly as in the one variable case. 9 − x) = 2 + 2x + 2(9 − x) − x2 − (9 − x)2 . which in fact reduce to 1-variable methods) and the critical points in the interior. Find the absolute maximum and minimum values of f (x. investigate f (x. y ≥ 0 and x + y ≤ 15.8. Now S ∂S ∂x ∂S ∂y = −4x2 − 4y 2 − 7xy + 60x + 60y. On the boundary of ∂x ∂y the domain of definition of S. or x = y = 4.35 holds. we need only search the boundary (using ad . investigate f (x. [If both sides of the surface are counted. y) = 2 + 2x + 2y − x2 − y 2 on the triangular plate in the first quadrant bounded by the lines x = 0. Example. y = 0 and y = 9−x Solution. 8.24. Since we are given that a maximum exists. or on the boundary. using our ability to find local maxima. or at a critical point. because the function is continuous on a closed bounded subset of R 2 . If y = 0. at a critical point. MAXIMA AND MINIMA 89 h x y Figure 8. We are given that we may ignore these cases. in which case h = 0.] Sometimes a function necessarily has an absolute maximum and absolute minimum — in the following case because we have a continuous function defined on a closed bounded subset of R 2 . when = = 0. Thus h = 14 and the surface area is S = 16(−4 − 4 − 7 + 15 + 15) = 240 square metres.6: A dimensioned box and for physical reasons. but the critical proportions are still the same. the area is doubled. y) = 2 + 2y − y 2 . S is defined for x ≥ 0.hoc methods. and so the analogue of 4.

writing this in terms of vectors. 3. y − y0 . we see that the left hand vector must be the normal to the curve. z) = c. Next we seek critical points in the interior of the plate. DIFFERENTIATION OF FUNCTIONS OF SEVERAL VARIABLES for an absolute maximum. y − y0 . z) in the tangent plane. . Note that we have defined the gradient vector F associated with the function F by F = ∂F ∂F ∂F . or (9/2. ∂x ∂y ∂z Proof. dt dt dt = 0. 0) or (9. and that requirement is the equation which gives the tangent plane. y. and so in the tangent. y. perhaps as z = f (x. dt ∂x dt ∂y dt ∂z dt or. y. y0 . we have dF ∂F dx ∂F dy ∂F dz = + + = 0.e. . 9/2). 8. −61. z0 ) is given by ∂F ∂F ∂F (x − x0 ) + (y − y0 ) + (z − z0 ) = 0. Can check also using the second derivative test. that it is a local maximum. The tangent to the surface F (x. y). we have F (x(t). say φ(t) = (x(t). 0) or (0. 4). 8. ∂x ∂z ∂z . Theorem. dx dy dz . Find the equation of the tangent plane to the surface F (x. Thus (x − x0 . fx = 2 − 2x = 0 and fy = 2 − 2y = 0. . z(t)) = c. 1) or (1. y. y(t). and suppose that f and F have continuous partial derivatives. y(t). At these points. z) = c at the point (x0 .v(t) = ∂F ∂F ∂F . the vector (x− x0 .6 Tangent Planes Consider the surface F (x. In fact extreme may occur when (x. to F ).26. 1) and f (1. 2.90 CHAPTER 8. we have F. 9). z0 ) lies on the surface. y0 . . and so. so (x. 2. and so must be normal to the normal to the curve (i.25. f takes the values −41/2. so this must be the global maximum. y) = (0. 1) = 4. z(t)). applying the chain rule. z − z0 ) must lie in the tangent plane. y) = (1. z − z0 ) and F are perpendicular. which lies on the surface. Since the RH vector is the velocity of a point on the curve. 0) or (0. then for any other point (x. Example. 8. Given that (x0 . This is a simple example of the use of vector geometry. Suppose now we have a smooth curve on the surface. Then since the curve lies in the surface. z) = x2 + y 2 + z − 9 = 0 at the point P = (1. ∂x ∂z ∂z .

y0 ) This has applications. we used the tangent line to approximate the graph of a function. 4. ∂x ∂y or df ≈ h ∂f ∂x +k (x0 . Then V = πr 2 H. and the equation of the tangent plane is 2(x − 1) + 4(y − 2) + (z − 4) = 0. ∂x ∂y ∂z and writing the derivatives in terms of f .2. (r0 .h0 ) ∂h = 250πdr + 25πdh.7. y0 )(x − x0 ) + (x0 . LINEARISATION AND DIFFERENTIALS Solution. f (x0 . yo . we have ∂f ∂f (x0 .28. y0 )(y − y0 ). so we shall use the tangent plane to approximate the surface defined by a function of two variables. 1). the height of the tangent plane above the ground plane. y. Just as in one variable. 0) and (1. z) = z − f (x. ∂x ∂y ∂f ∂f (x0 . y0 )) = 0. and so dV = ∂V ∂V dr + ∂r (r0 . we can use it to see how a function changes when its independent variables are subjected to small changes. dh. The equation of our tangent plane is ∂F ∂F ∂F (x − x0 ) + (y − y0 ) + (z − f (x0 . y) by considering the surface z = f (x. We can rewrite this with h = x − x0 and k = y − y0 .27. y). We have F |(1.y0 ) ∂f ∂y (x0 . y0 )(y − y0 ). y) = 0. y) ≈ f (x0 . Show that the tangent plane to the surface z = 3xy − x3 − y 3 is horizontal only at (0.4) = (2. Note that the tangent plane to this surface at the point (x0 . or F (x. y). y0 ). ∂x ∂y or. y) − f (x0 . How sensitive is the volume of the tank to small variations in the radius and height. y0 )) lies close to the surface itself. y0 )(x − x0 ) + (x0 . y0 ) + We call the right hand side the linear approximation to f at (x0 . y0 )(y − y0 ) + (−1)(z − f (x0 . or that f (x. Exercise. writing in terms of z. 8. 1). ∂x ∂y Our assumption that the tangent plane lies close to the surface is that z ≈ f (x. Let V be the volume of the cylindrical tank of height h and radius r. y0 ) ≈ h ∂f ∂f (x0 . y0 ) + ∂f ∂f (x0 . Solution.8. 0. y0 )(x − x0 ) + (x0 . y0 ). y0 ) + k (x0 . 8. A cylindrical oil tank is 25 m high and has a radius of 5 m. z = f (x0 . 1. Try this with a short fat tank! . Example.7 Linearisation and Differentials We obtained a geometrical view of the function f (x. to get f (x.h0 ) Thus the volume is 10 times as sensitive to errors in measuring r as it is to measuring h. y0 )) = 0. 91 8.

02) = V (0. A cone is measured. = −  ∂x   ∂F  ∂F   ∂F  ∂x ∂y ∂z ∂z ∂x ∂y We met this result as Equation 1. The volume V of a cone is given by V = πr 2 h/3. ∂x ∂x ∂x ∂y ∂x ∂z ∂x and Now assume in the same way that Fx = 0 and Fy = 0.29. related by the equation F (x. Exercise. . when it seemed totally counter-intuitive! . y)) = + + . y. y)) = 0. so we can “solve for z”. 8. so we can get two more relations like this. y.03). Then form three such equations. Now differentiate both sides partially with respect to x. y and z. The volume of a cylindrical oil tank is to be calculated from measured values of r and h. y. z) and y = y(z. z(x.06 + 0.1 in Chapter 1.8 Implicit Functions of Three Variables Finally in this section we discuss another application of the chain rule. ∂x ∂F ∂F ∂z 0= + ∂x ∂z ∂x ∂F ∂z = − ∂x ∂F ∂x ∂z ∂ ∂F ∂x ∂F ∂y ∂F ∂z F (x. with x = x(y. there is a version of the implicit function theorem which means we can in principle.92 CHAPTER 8.(0. 8. and the height an error of 2%. and h is the height.5%. z(x. Assume we have variables x. and h measured with an accuracy of 0. Example. write z = z(x. z) = 0. if r is measured with an accuracy of 2%.30. The radius has a measurement error of 3%. x). y).02) 3 3 = Thus there is an 8% error in measuring the volume. Then assuming that Fz = 0. Doing this gives F (x. + .     ∂F   ∂F ∂F ∂z ∂x ∂y    ∂y   ∂z    = −1! . DIFFERENTIATION OF FUNCTIONS OF SEVERAL VARIABLES 8.(0. What is the percentage error in the volume. where r is the radius of the cone. Thus dV 2 1 πrh dr + πr 2 dh 3 3 πr 2 h πr 2 h = 2. What is the error in measuring the volume? Solution. We get 0= and so since ∂y = 0.

This leads to the natural generalisation to several variables: we think of the function z = f (x. In one way we interpret it as the area under the graph y = f (x). yj )dxi dyj = lim Smn . We think of the area as f (xi ) dxi = f (x) dx. and interpret the integral as the sum of the volumes of a number of small boxes of height z = f (x. y) lying above a certain region R in the plane leads to integrals of the form n m = R i=1 j=1 f (xi . 93 . This gives rise to the concept of the repeated integral. There are two important orders — where we first keep x constant and vary y. y) dy dx. Thus the volume of the solid of height z = f (x. in which we can sum over the elementary rectangles dx dy in any order.1 Integrating functions of several variables Recall that we think of the integral in two different ways. while the fundamental theorem of the calculus enables us to compute this using the process of “anti-differentiation” — undoing the differentiation process. We write such a double integral as R f (x. and width dxi .2 Repeated Integrals and Fubini’s Theorem As might be expected from the form. which we write as f (x. adding up the areas of a number of rectangles each of height f (xi ). y) as representing the height of f at the point (x. and then vary x. y) dA. 9.Chapter 9 Multiple Integrals 9. and the opposite way round. y) and area dxi dyj . the order does not matter when calculating the answer. where the first sum is thought of as a limiting case. y) in the plane. y) dx R dy or R f (x.

y) | 0 ≤ x ≤ 2. Let f (x. 2 1 y=0 2 x=0 2 V = x=0 (4 − x − y) dy dx = (4y − xy − y 2 /2) 1 0 dx = x=0 (4 − x − 1/2) dx etc.94 CHAPTER 9. y) dA = R c a f (x.4. we keep y constant. We use the Fubini theorem to actually evaluate integrals. y) dx dy = a c f (x.2. Evaluate 0 (4 − y 2 ) dy dx. and integrate with respect to x. then it doesn’t matter which order we do the integration. y) be continuous on the rectangular region R : a ≤ x ≤ b. c ≤ y ≤ d. y) dy dx Note that this is something like an inverse of partial differentiation. since we have no direct way of calculating a double (as opposed to a repeated) integral. we recognise V as volume under the plane z = 4 − x − y which lies above {(x. Theorem (Fubini’s theorem for Rectangles). h1 (y) ≤ x ≤ h2 (y). In doing the first inner (or repeated) integral. Then we integrate with respect to y. From our interpretation of the integral as a volume. 9. Then d h2 (y) f (x. Then b g2 (x) f (x. Solution. y) dA = R a g1 (x) f (x. Exercise. Let f (x. 9. 0 ≤ y ≤ 1}. Of course if f is a particularly simply function. We calculate the integral as a repeated integral. g1 (x) ≤ y ≤ g2 (x). Theorem (Fubini’s theorem — Stronger Form).1. Hence calculate the volume under the plane z = 4 − x − y above the given region. Here is a pair of statements which extend its validity. 3 2 0 9. Integrate z = 4 − x − y over the region 0 ≤ x ≤ 2 and 0 ≤ y ≤ 1. using Fubini’s theorem. y) dA = R c h1 (y) f (x. MULTIPLE INTEGRALS Our result that the order in which we add up the volume of the small boxes doesn’t matter is the following. y) dy dx • if R is defined as c ≤ y ≤ d. In fact Fubini’s theorem is valid for more general regions than rectangles.3. Example. which also formally shows that we evaluate a double integral as any of the possible repeated integrals. y) = g(x)h(y). and sketch the region of integration. 9. y) be continuous on a region R • if R is defined as a ≤ x ≤ b. since b d f (x. y) dx dy . y) dA = R a g(x) dx c h(y) dy. Then d b b d f (x. say f (x.

9.2. REPEATED INTEGRALS AND FUBINI’S THEOREM

95

2

y

1

x 1 2

Figure 9.1: Area of integration. Proof. We give no proof, but the reduction to the earlier case is in principle simple; we just extend the function to be defined on a rectangle by making it zero on the extra bits. The problem with this as it stands is that the extended function is not continuous. However, the difficulty can be fixed. This last form enables us to evaluate double integrals over more complicated regions by passing to one of the repeated integrals. 9.5. Example. Evaluate the integral
2 1 x 2

y2 dy dx x2

as it stands, and sketch the region of integration. Reverse the order of integration, and verify that the same answer is obtained. Solution. The diagram in Fig.9.1 shows the area of integration. We first integrate in the given order.
2 1 x 2

y2 dy dx = x2 =

2 1

y3 3x2

2

2

dx =
x 2 x2 1 1

8 x − 2 3x 3

dx = 5 . 6

8 − 3x 6

=

4 2 − − 3 3

8 1 − − − 3 6

Reversing the order, using the diagram, gives
2 1 1 y

y2 dx dy = x2 =

2 1

y2 − x y2 2 −

y

2

dy =
1

1 3 2 y

−y + y 2 dy 8 3 1 1 − − + 2 3 = 5 . 6

3

=

1

−2 +

Thus the two orders of integration give the same answer. Another use for the ideas of double integration just automates a procedure you would have used anyway, simply from your knowledge of 1-variable results.

96

CHAPTER 9. MULTIPLE INTEGRALS

1

y

x 1
Figure 9.2: Area of integration. 9.6. Example. Find the area of the region bounded by the curve x2 + y 2 = 1, and above the line x + y = 1. Solution. We recognise an area as numerically equal to the volume of a solid of height 1, so if R is the region described, the area is
1 √ y= 1−x2 1

1 dx dy =
R 0 y=1−x

dy dx =
0

1 − x2 − (1 − x) dx = . . . .

And we also find that Fubini provides a method for actually calculating integrals; sometimes one way of doing a repeated integral is much easier than the other. 9.7. Example. Sketch the region of integration for
1 0 y 1

x2 exy dx

dy.

Evaluate the integral by reversing the order of integration. Solution. The diagram in Fig.9.2 shows the area of integration. Interchanging the given order of integration, we have
1 0 y 1

x2 exy dx

1

x

dy =
0 1

x2 exy dy dx
1

dx

=
0 1

0 2 exy x x

x
2

0

=
0

x ex dx −
1 0

x dx
0

= 9.8. Exercise. Evaluate the integral

1 x 2 x2 e − 2 2

=

1 (e −2) . 2

√ ( x − y 2 ) dy dx,
R

where R is the region bounded by the curves y = x2 and x = y 4 .

9.3. CHANGE OF VARIABLE — THE JACOBIAN

97

9.3

Change of Variable — the Jacobian

Another technique that can sometimes be useful when trying to evaluate a double (or triple etc) integral generalise the familiar method of integration by substitution. Assume we have a change of variable x = x(u, v) and y = y(u, v). Suppose that the region S in the uv - plane is transformed to a region S in the xy - plane under this transformation. Define the Jacobian of the transformation as ∂x J(u, v) = ∂u ∂y ∂u ∂x ∂v = ∂(x, y) . ∂y ∂(u, v) ∂v

It turns out that this correctly describes the relationship between the element of area dx dy and the corresponding area element du dv. With this definition, the change of variable formula becomes: f (x, y) dx dy =
S S

f (x(u, v), y(u, v)) |J(u, v)| du dv.

Note that the formula involves the modulus of the Jacobian. 9.9. Example. Find the area of a circle of radius R. Solution. Let A be the disc centred at 0 and radius R. The area of A is thus
A

dx dy. We

evaluate the integral by changing to polar coordinates, so consider the usual transformation x = r cos θ, y = r sin θ between Cartesian and polar co-ordinates. We first compute the Jacobian; ∂x = cos θ, ∂r Thus ∂x ∂r J(r, θ) = ∂y ∂r We often write this result as dA = dx dy = r dr dθ Using the change of variable formula, we have dx dy =
A A

∂y = sin θ, ∂r

∂x = −r sin θ, ∂θ

∂y = r cos θ. ∂θ

∂x cos θ −r sin θ 2 2 ∂θ ∂y = sin θ r cos θ = r(cos θ + sin θ) = r. ∂θ

|J(r, θ)| dr dθ =

R 0 0

r dr dθ = 2π

R2 . 2

We thus recover the usual area of a circle. Note that the Jacobian J(r, θ) = r > 0, so we did indeed take the modulus of the Jacobian above. 9.10. Example. Find the volume of a ball of radius 1.

y = r sin θ. Thus V =2 D 1 − x2 − y 2 dx dy = 2 = 2 0 ( 1 − r 2 ) r dr dθ D 2π 1 dθ 0 1 − r 2 dr 1 0 (1 − r 2 )3/2 = 4π − 3 = 4π . the natural co-ordinates to use are plane polars. And finally. 3 Note that after the change of variables. Although we can try to do this integration directly. y. Example. y. inside the sphere of radius 2a. z) =r ∂(r. y) | x2 + y 2 ≤ 1}. and so V =2 D 1 − x2 − y 2 dx dy where the region of integration D consists of the unit disc {(x. MULTIPLE INTEGRALS Solution. z = r cos φ. It is easy to check that Jacobian of this transformation is given by dV = r 2 sin φ dr dφ dθ = dx dy dz.98 CHAPTER 9. Calculate the moment of inertia about the z-axis of the solid of unit density which lies outside the cylinder of radius a.9. and above the x − y plane. There are (at least) two co-ordinate systems in R 3 which are useful when cylindrical or spherical symmetry arises.3.axis is given by the formula I= R (x2 + y 2 )ρ dV. z) | x2 + y 2 + z 2 ≤ 1}. The second useful co-ordinate system is spherical polars with transformation x = r sin φ cos θ. cylindrical polars is given by the transformation x = r cos θ.11. . One of these. if we write x = r cos θ. and the Jacobian is easily calculated as ∂(x. so we are able to do the dr and dθ parts of the integral at the same time. y = r sin θ. 9. The ball is the set {(x. we have dx dy = r dr dθ. z) so dV = dx dy dz = r dr dθ dz. As in 9. we show that the same ideas work in 3 dimensions. It can be thought of as twice the volume enclosed by a hemisphere of radius 1 in the upper half plane. y = r sin φ sin θ. The transformation is illustrated in Fig 9. the integrand is a product. θ. Let V be the required volume. z = z. The moment of inertia of a solid occupying the region R. when rotated about the z . and so we instead do a change of variable first.

4: Cross section of the right hand half of the solid outside a cylinder of radius a and inside the sphere of radius 2a Solution. so 2π 2a √ 4a2 −r 2 I = 0 dθ a 2a a r dr 0 r 2 dz = 2π r3 4a2 − r 2 dr.3. you can check that the √ integral evaluates to 22 3πa5 /5. CHANGE OF VARIABLE — THE JACOBIAN 99 z r ϕ y θ x Figure 9. Using the substitution u = 4a2 − r 2 . z). Exercise. Let I be the moment of inertia of the given solid about the z-axis. .9. We thus have a single integral. θ. and then by doing the z integration first and using plane polars. 9. the Jacobian gives dx dy dz = r dr dθ dz. A diagram of a cross section of the solid is shown in Fig 9.12. We use cylindrical polar co-ordinates (r. Show that z 2 dxdydz = 4 π 15 (where the integral is over the unit ball x2 + y 2 + z 2 ≤ 1) first by using spherical polars.4.3: The transformation from Cartesian to spherical polar co-ordinates. z a 2a r x Figure 9.

100 CHAPTER 9. MULTIPLE INTEGRALS .

open. 5 geometric progression series).geometric mean inequality. W. 2 real power series. 87 Second Mean Value Theorem. 92 increasing. 6 . 61 alternating series test. 8 bounded above. 61 continuity. 56 critical point. 7 101 (or Monotone Convergence Principle. 23 natural numbers. 59 completeness of R. 2 neighbourhood. 80 convergent series. 7 absolutely convergent. 2 open. 5 implicit functions. 60 rational numbers. 68 intervals. 68 range. 6 Newton quotient. 41 numbers. 35 Fubini’s Theorem. 29 open interval. 48 l’Hˆpital’s rule: simple form. 56 domain. 44 saddle point. 55 singularity. 93 function. 60 Intermediate Value Theorem. 81 positive integers. 55 gradient. 3 completing the square.Bibliography Spivak. 97 l’Hˆpital’s rule: o general form. 47 l’Hˆpital’s rule: infinite limo its. 91 local maximum. 22 bounded below. 50 Mean Value Theorem. 22 inequalities. M. Calculus. 26 first derivative test. 50 series. 90 half . o 43 Leibniz Theorem. 93 Fibonacci sequence. 3 partial differential equation. 62 arithmetic . 55 Binomial Theorem. 5 Comparison Test. 22 closed interval. Benjamin. 62 limit from the left. 5 arithmetic progression. 32. 86 cylindrical polars. 67 repeated integral. Index Entries absolute value. 38 interval of convergence. (1967). 31 continuous. 34 linear approximation. 94 Rolle’s Theorem. 2 real numbers. 5 double integral. 87 local minimum. 87 second derivative test. 30. 5 Jacobian. 5 ordering of R . 2 radius of convergence. 5 Ratio Test. 87 Maclaurin’s Theorem. A. 86 from above. 2 power series. 29. 4 integers. 67 properties of R. 9 conditionally convergent. 45 modulus. 98 divergent series. 2 integral test.

49.102 spherical polars. 98 sum of the series. 3 upper bound. 22 . 56 surface. 31 Triangle Inequlaity. 7 trichotomy. 5 Taylor series. 90 target space. iii BIBLIOGRAPHY tends to. 78 tangent planes. 50 teacher redundant. 51 Taylor’s Theorem.

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