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Evelyn M. Silvia1 April 1, 1999

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c hEvelyn M. Silvia 1999

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Contents

Preface 0.0.1 0.0.2 vii About the Organization of the Material . . . . . . . . . . . viii About the Errors . . . . . . . . . . . . . . . . . . . . . . . viii 1 1 11 15 17 25 27 29 33 34 39 43 49 49 54 61 62 65 69 70

1 The Field of Reals and Beyond 1.1 Fields . . . . . . . . . . . . . . . . . . . . 1.2 Ordered Fields . . . . . . . . . . . . . . . 1.2.1 Special Subsets of an Ordered Field 1.2.2 Bounding Properties . . . . . . . . 1.3 The Real Field . . . . . . . . . . . . . . . . 1.3.1 Density Properties of the Reals . . . 1.3.2 Existence of nth Roots . . . . . . . 1.3.3 The Extended Real Number System 1.4 The Complex Field . . . . . . . . . . . . . 1.4.1 Thinking Complex . . . . . . . . . 1.5 Problem Set A . . . . . . . . . . . . . . . . 2 From Finite to Uncountable Sets 2.1 Some Review of Functions . . . . . . . . 2.2 A Review of Cardinal Equivalence . . . . 2.2.1 Denumerable Sets and Sequences 2.3 Review of Indexed Families of Sets . . . 2.4 Cardinality of Unions Over Families . . . 2.5 The Uncountable Reals . . . . . . . . . . 2.6 Problem Set B . . . . . . . . . . . . . . .

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3 METRIC SPACES and SOME BASIC TOPOLOGY 73 3.1 Euclidean n-space . . . . . . . . . . . . . . . . . . . . . . . . . . . 73 iii

iv 3.2 3.3

CONTENTS Metric Spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . Point Set Topology on Metric Spaces . . . . . . . . . . . . . . . 3.3.1 Complements and Families of Subsets of Metric Spaces 3.3.2 Open Relative to Subsets of Metric Spaces . . . . . . . 3.3.3 Compact Sets . . . . . . . . . . . . . . . . . . . . . . . 3.3.4 Compactness in Euclidean n-space . . . . . . . . . . . . 3.3.5 Connected Sets . . . . . . . . . . . . . . . . . . . . . . 3.3.6 Perfect Sets . . . . . . . . . . . . . . . . . . . . . . . . Problem Set C . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 77 82 87 96 98 105 111 114 118 123 124 135 139 145 149 152 156 169 173 176 177 178 183 183 197 200 203 206 208 211 221 225

3.4

4 Sequences and Series–First View 4.1 Sequences and Subsequences in Metric Spaces . . . . . . . . . . 4.2 Cauchy Sequences in Metric Spaces . . . . . . . . . . . . . . . . 4.3 Sequences in Euclidean k-space . . . . . . . . . . . . . . . . . . 4.3.1 Upper and Lower Bounds . . . . . . . . . . . . . . . . . 4.4 Some Special Sequences . . . . . . . . . . . . . . . . . . . . . . 4.5 Series of Complex Numbers . . . . . . . . . . . . . . . . . . . . 4.5.1 Some (Absolute) Convergence Tests . . . . . . . . . . . . 4.5.2 Absolute Convergence and Cauchy Products . . . . . . . 4.5.3 Hadamard Products and Series with Positive and Negative Terms . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4.5.4 Discussing Convergence . . . . . . . . . . . . . . . . . . 4.5.5 Rearrangements of Series . . . . . . . . . . . . . . . . . 4.6 Problem Set D . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5 Functions on Metric Spaces and Continuity 5.1 Limits of Functions . . . . . . . . . . . . . . . . . . . . . . . . . 5.2 Continuous Functions on Metric Spaces . . . . . . . . . . . . . . 5.2.1 A Characterization of Continuity . . . . . . . . . . . . . . 5.2.2 Continuity and Compactness . . . . . . . . . . . . . . . . 5.2.3 Continuity and Connectedness . . . . . . . . . . . . . . . 5.3 Uniform Continuity . . . . . . . . . . . . . . . . . . . . . . . . . 5.4 Discontinuities and Monotonic Functions . . . . . . . . . . . . . 5.4.1 Limits of Functions in the Extended Real Number System 5.5 Problem Set E . . . . . . . . . . . . . . . . . . . . . . . . . . . .

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CONTENTS 6 Differentiation: Our First View 6.1 The Derivative . . . . . . . . . . . . . . . . . . . . . . . . . . . 6.1.1 Formulas for Differentiation . . . . . . . . . . . . . . . 6.1.2 Revisiting A Geometric Interpretation for the Derivative 6.2 The Derivative and Function Behavior . . . . . . . . . . . . . . 6.2.1 Continuity (or Discontinuity) of Derivatives . . . . . . . 6.3 The Derivative and Finding Limits . . . . . . . . . . . . . . . . 6.4 Inverse Functions . . . . . . . . . . . . . . . . . . . . . . . . . 6.5 Derivatives of Higher Order . . . . . . . . . . . . . . . . . . . 6.6 Differentiation of Vector-Valued Functions . . . . . . . . . . . . 6.7 Problem Set F . . . . . . . . . . . . . . . . . . . . . . . . . . . 7 Riemann-Stieltjes Integration 7.1 Riemann Sums and Integrability . . . . . . . . . 7.1.1 Properties of Riemann-Stieltjes Integrals 7.2 Riemann Integrals and Differentiation . . . . . . 7.2.1 Some Methods of Integration . . . . . . . 7.2.2 The Natural Logarithm Function . . . . . 7.3 Integration of Vector-Valued Functions . . . . . . 7.3.1 Recti¿able Curves . . . . . . . . . . . . 7.4 Problem Set G . . . . . . . . . . . . . . . . . . .

v 229 229 242 243 244 250 251 254 258 262 266 275 277 295 307 311 314 315 318 321 325 326 334 335 339 349 363 363 369 369 379 388 393 394 397

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8 Sequences and Series of Functions 8.1 Pointwise and Uniform Convergence . . . . . . . . . . . . . . . . . 8.1.1 Sequences of Complex-Valued Functions on Metric Spaces . 8.2 Conditions for Uniform Convergence . . . . . . . . . . . . . . . . 8.3 Property Transmission and Uniform Convergence . . . . . . . . . . 8.4 Families of Functions . . . . . . . . . . . . . . . . . . . . . . . . . 8.5 The Stone-Weierstrass Theorem . . . . . . . . . . . . . . . . . . . 8.6 Problem Set H . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9 Some Special Functions 9.1 Power Series Over the Reals . . . . . . . . . . . . . . . . . . . 9.2 Some General Convergence Properties . . . . . . . . . . . . . . 9.3 Designer Series . . . . . . . . . . . . . . . . . . . . . . . . . . 9.3.1 Another Visit With the Logarithm Function . . . . . . . 9.3.2 A Series Development of Two Trigonometric Functions 9.4 Series from Taylor’s Theorem . . . . . . . . . . . . . . . . . .

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vi 9.4.1 Some Series To Know & Love 9.4.2 Series From Other Series . . . Fourier Series . . . . . . . . . . . . . Problem Set I . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

CONTENTS . . . . . . . . . . . . . . . . . . . . 399 404 408 416

9.5 9.6

Preface

These notes have been prepared to assist students who are learning Advanced Calculus/Real Analysis for the ¿rst time in courses or self-study programs that are using the text Principles of Mathematical Analysis (3rd Edition) by Walter Rudin. References to page numbers or general location of results that mention “our text” are always referring to Rudin’s book. The notes are designed to encourage or engender an interactive approach to learning the material, provide more examples at the introductory level, offer some alternative views of some of the concepts, and draw a clearer connection to the mathematics that is prerequisite to understanding the development of the mathematical analysis. On our campus, the only prerequisites on the Advanced Calculus course include an introduction to abstract mathematics (MAT108) course and elementary calculus. Consequently, the terseness of Rudin can require quite an intellectual leap. One needs to pause and reÀect on what is being presented stopping to do things like draw pictures, construct examples or counterexamples for the concepts the are being discussed, and learn the de¿nitions is an essential part of learning the material. These Companion Notes explicitly guide the reader/participant to engage in those activities. With more math experience or maturity such behaviors should become a natural part of learning mathematics. A math text is not a novel simply reading it from end to end is unlikely to give you more than a sense for the material. On the other hand, the level of interaction that is needed to successfully internalize an understanding of the material varies widely from person to person. For optimal bene¿t from the combined use of the text (Rudin) and the Companion Notes ¿rst read the section of interest as offered in Rudin, then work through the relevant vii

viii

PREFACE

section or sections in the Companion Notes, and follow that by a more interactive review of the section from Rudin with which you started. One thing that should be quite noticeable is the higher level of detail that is offered for many of the proofs. This was done largely in response to our campus prerequisite for the course. Because most students would have had only a brief exposure to some of the foundational material, a very deliberate attempt has been made to demonstrate how the prerequisite material that is usually learned in an introduction to abstract mathematics course is directly applied to the development of mathematical analysis. You always have the elegant, “no nonsense” approach available in the text. Learn to pick and choose the level of detail that you need according to your own personal mathematical needs.

**0.0.1 About the Organization of the Material
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The chapters and sections of the Companion Notes are not identically matched with their counterparts in the text. For example, the material related to Rudin’s Chapter 1 can be found in Chapter 1, Chapter 2 and the beginning of Chapter 3 of the Companion Notes. There are also instances of topic coverage that haven’t made it into the Companion Notes the exclusions are due to course timing constraints and not statements concerning importance of the topics.

**0.0.2 About the Errors
**

Of course, there are errors! In spite of my efforts to correct typos and adjust errors as they have been reported to me by my students, I am sure that there are more errors to be found and I hope for the assistance of students who ¿nd things that look like errors as they work through the notes. If you encounter errors or things that look like errors, please sent me a brief email indicating the nature of the problem. My email address is emsilvia@math.ucdavis.edu. Thank you in advance for any comments, corrections, and/or insights that you decide to share.

is a b : a + A F b + B. there are a few slight differences in the de¿nitions for some of the terms. with one exception. 1. we will base our discussion and derivations on the new set. Rather than prove that we can get from the presentation given by the author of our MAT127A textbook to the previous set of properties.Chapter 1 The Field of Reals and Beyond Our goal with this section is to develop (review) the basic structure that characterizes the set of real numbers. denoted by A B. YOUR GLOSSARIES ALWAYS SHOULD CONTAIN THE (IN SYMBOLIC FORM) DEFINITION AS GIVEN IN OUR NOTES because that is the form that will be required for successful completion of literacy quizzes and exams where such statements may be requested.1 Fields Recall the following DEFINITIONS: The Cartesian product of two sets A and B. Much of the material in the ¿rst section is a review of properties that were studied in MAT108 however. As a general rule the de¿nitions offered in this set of Companion Notes will be stated in symbolic form this is done to reinforce the language of mathematics and to give the statements in a form that clari¿es how one might prove satisfaction or lack of satisfaction of the properties.

. 1 .

. dom h (ii) 1a 1b 1c [a b + h F a c + h " b A. (A) Axioms of Addition (I e is a commutative group under the binary operation of addition with the additive identity denoted by e) (A1) :III (A2) 1x 1y x y + I " x y y x (commutative with respect to addition) b d ec (A3) 1x 1y 1z x y z + I " x y z x y z (associative with respect to addition) (A4) 2e [e + I F 1x x + I "x e e x x] (additive identity property) (A5) 1x x + I " 2 x [x + I F x x x x e] (additive inverse property) (M) Axioms of Multiplication (I f is a commutative group under the binary operation of multiplication with the multiplicative identity denoted by f ) (M1) : I I I (M2) 1x 1y x y + I " x y y x (commutative with respect to multiplication) b d ec (M3) 1x 1y 1z x y z + I " x y z x y z (associative with respect to multiplication) d e (M4) 2 f f + I F f / e F 1x x + I " x f f x x (multiplicative identity property) (M5) 1x x + I e. h is single-valued.. A binary operation on a set A is a function from A A into A. Axioms of Multiplication. A ¿eld is an algebraic structure.2 CHAPTER 1. addition and multiplication . THE FIELD OF REALS AND BEYOND A function h from A into B is a subset of A B such that (i) 1a [a + A " 2b b + B F a b + h] i. I. and the Distributive Law as described in the following list.e. denoted by I e f . that includes a set of objects. and c] i.e. that satisfy the Axioms of Addition. and two binary operations.

" cc b ce db b 1 x 1 + I F x x 1 x 1 x f 2 x (multiplicative inverse property) .

FIELDS (D) The Distributive Law 1x 1y 1z x y z + I " [x y z x y x z] 3 Remark 1. note that.1. two distinct identities. for I 0 1.2 The additive identity and multiplicative identity properties tell us that a ¿eld has at least two elements namely. To see that two elements is enough. respectively.1.1 Properties (A1) and (M1) tell us that I is closed under addition and closed under multiplication.1.1. Remark 1.

When discussing ¿elds. The latter observation is important because it explains why we can’t claim e * from I e f being a ¿eld and x * x e x we don’t have anything that allows us to “subtract from both sides of an equation”. We will list some properties that require proof and offer some proofs to illustrate an approach to doing such proofs. we should distinguish that which can be claimed as a basic ¿eld property ((A).(M). A slightly different listing of properties with proofs of the properties is offered in Rudin.1. For example. A ¿eld that we will discuss shortly is the complex numbers F 0 0 1 0 Since each of these distinctly different sets satisfy the same list of ¿eld properties. we don’t claim as axioms that which can be proved from the “minimal” set of axioms that comprise the de¿nition of a ¿eld. Remark 1. In general.3 The ¿elds with which you are probably the most comfortable are the rationals T 0 1 and the reals U 0 1. and (D)) from properties that can (and must) be proved from the basic ¿eld properties.. we can claim that 1x 1y x y + I " x y + I as an alternative description of property (A1) while we can not claim that additive inverses are unique. the algebraic structure I c e 0 1 where c : I I I and e : I I I are de¿ned by the following tables: c 0 1 is a ¿eld. 0 0 1 1 1 0 e 0 1 0 1 0 0 0 1 . we will expand our list of properties in search of ones that will give us distinguishing features. given that I is a ¿eld. The relatively small number of properties that are offered in the de¿nition of a ¿eld motivates our search for additional properties of ¿elds that can be proved using only the basic ¿eld properties and elementary logic.

by the x 1 x f . Then. and M. Then multiplicative inverse property. Q. Since x + I. Now by x e x.1. x y e F x e implies that y e.*** Proposition 1.1.5 Use #1 to prove #2. by the x x e. for x y + I.4 CHAPTER 1. e 2.4 Properties for the Additive Identity of a ¿eld I e f 1. x + I is such that x x substitution and the associativity of addition. (of #1) Suppose that x + I satis¿es x x additive inverse property. The claim now follows immediately upon noting that.1. e x x x x x x x x (of #3) Suppose that x y + I are such that x y e and x / e. [P " Q G M] is logically equivalent to [P F Q " M].6 Uniqueness of Identities and Inverses for a ¿eld I e f 1. for any propositions P. . x 1 + F satis¿es x x 1 substitution. 1x x + I " x e e x d 3. 1x x + I F x x x"x e e " x eGy e e x. Excursion 1. the associativity of multiplication. Hence. and #2 yields that r s y f y x 1 x y x 1 x y x 1 e e. THE FIELD OF REALS AND BEYOND Proposition 1. The additive identity of a ¿eld is unique. ***The key here was to work from x e x e e. 1x 1y x y + I F x y Proof.

The multiplicative identity of a ¿eld is unique.1. 4.1. 3. The multiplicative inverse of any element in I e. The additive inverse of any element in I is unique. FIELDS 2.

You needed to remember to take you arbitrary element in F to not be the additive identity and then simply change the operation to multiplication. From the additive identity and associative properties * * e * a x * a x e x x. Since e is given as an additive identity and * + I. since e + I. we conclude that the additive inverse of each element in a ¿eld is unique Excursion 1. From the transitivity of equals.*** . e * *. Since a was arbitrary. Therefore. you remembered to start with one of the inverses of your arbitrary element and work to get it equal to the other one. Proof.1. ***Completing this excursion required only appropriate modi¿cation of the proof that was offered for #3. Hopefully. (of #1) Suppose that * + I is such that 1x x + I " x * * x x 5 In particular. is unique.7 Prove #4. (of #3) Suppose that a + I is such that there exists * + I and x + I satisfying a * * a e and a x x a e. we conclude that e *. we have that e e *. the additive identity of a ¿eld is unique.

1a 1b a b + I " a b a b r r d e1 b c 6. 1a 1b a b + I " a b 5. THE FIELD OF REALS AND BEYOND Proposition 1. 1a a + I e.8 Sums and Products Involving Inverses for a ¿eld I e f 1.6 CHAPTER 1. 1a a + F " a a a b a b ss b a b 3.1. 1a 1b a b + I " a 2. 1a 1b a b + I " a b 4.

1a 1b a b + I e. " a 1 / e F a 1 a F a 1 b 7.

9 Fill in what is missing in order to complete the following proof of #6. Suppose that a + I e.e.. Since a is the additive inverse of a. Proof.1. a a e. we conclude that a a. " a b1 b 1 c b 1 cc a b a1 Proof. Excursion 1. From the uniqueness of additive inverses (Proposition 1.1. a a a a e which also justi¿es that a is an additive inverse of a.6). (of #2) Suppose that a + I. By the additive inverse property a + I and a + I is the additive inverse of a i.

1..4(#2). / e. a 1 + I satis¿es . a 1 a e. Thus. by Proposition 1. If a 1 e. this would imply that which contradicts part of the property. From the multiplicative inverse property. then. Since a 1 + I e. Since multiplication is single-valued.

. From Proposition that a is a multiplicative inverse for a . b c1 we conclude that a 1 5 a.. a 1 + b c1 1 b c1 I and satis¿es a 1 a a 1 a 1 f but this equation also justi¿es b 1 c1 1 . by the 4 2 1 a 1 3 b c1 property.

FIELDS cc b b From (#5). 1a 1b a b + I " 2!x x + I F a 2. Since a1 is a mul- tiplicative inverse for a and multiplicative inverses are unique. (2) e f .1. 1. Since a + I 0. and (6) multiplicative inverse.1. (3) multiplicative identity. ***Acceptable responses are: (1) a a 1 f . Given a ¿eld I 0 1. a 1 a b c that a 1 is a 6 7 a 1 a f from which we conclude for a.*** Proposition 1.10 Solutions to Linear Equations. (4) multiplicative inverse. (of #1) Suppose that a b + I and a / 0.6(#4). we have that b c a 1 a1 as claimed.1. 1a 1b a b + IFa / x b b 0 " 2!x x + I F a x Proof. (5) 1.1.

suppose that * + I also satis¿es a * r s a 1 a * a 1 a * a 1 b x. there exists a 1 + I such that a a 1 a 1 a 1. Substitution and the associativity of multiplication x a de f yield that ax Hence. x satis¿es a x * 1* r s a a 1 b r s a a 1 b 1b b. b. then * z and if * z + I.10.1. Remark 1. Now.11 As a consequence of Proposition 1.1. Because a 1 + I and b + I. 1 b + I from (M1). if x * z + I and x * x z. we now can claim that. Since a and b were arbitrary. x + I 0. 1a 1b a b + I " 2!x x + I F a x b . Then b.

The justi¿cation is the uniqueness of solutions to linear equations in a ¿eld. the proposition justi¿es what is commonly referred to as “adding a real number to both sides of an equation” and “dividing both sides of an equation by a nonzero real number. then * z.” . and * x z x. In terms of your previous experience with elementary algebraic manipulations used to solve equations.

a b c 3.8 CHAPTER 1. THE FIELD OF REALS AND BEYOND Proposition 1. 1a 1b [a b + I F b / 0 " a b1 a b1 a b1 ] 4. a c b d a b c d Proposition 1. a b c a c b a c b a 2. 1a 1b 1c 1d [a + I F b c d + I 0. Suppose that I is a ¿eld and a b c d + I. Then 1.1.1. 1a 1b 1c a b c + I F c / 0 " a c1 b c1 a b c1 b c b c b c 3.12 Addition and Multiplication Over Fields Containing Three or More Elements. 1a 1b 1c 1d " b d / 0 F a b1 c d 1 a c b d1 d b c b c e 2.13 Multiplicative Inverses in a ¿eld I 0 1 w v Fb a b c d + I F b / 0 c d / 0 c b 1. a c acb b d cba b c d 4.

" c d 1 / 0 b b c b c1 c b c F a b1 c d 1 a b1 d c1 ] a d b c1 5. 1a 1b 1c 1d [a c + I F b d + I 0.

" b d / 0F c b c b a b1 c d 1 a d b c b d1 ] Proof. Since b / 0. the zero of the ¿eld is its own additive inverse. (of #3) Suppose a b + I and b / 0. we have that b / 0. and additive inverses are unique. Since a + I and b + I 0.

implies that a + I and b1 + I 0.

we b c know that b1 b1 . by b c Proposition 1.1. r s r r s s a b1 a b1 a b1 b1 a b1 b1 a0 0 from which we conclude that a b1 is an additive inverse for ac b1 . Combining our results yields that r s a b1 a b1 a b1 as claimed.1. . a b1 a b1 .8(#2). From the distributive law and Proposition 1.. From Proposition 1.1.8(#6).8(#4). Since b additive inverses are unique. it follows that a b1 a b1 .

(of #4) Suppose that a + I and b c d + I 0.14 Fill in what is missing in order to complete the following proof of #4.1.1.1. Proof. FIELDS 9 Excursion 1.

Since d + I 0..

. In the following. From the contrapositive of Proposition 1.4(#3). (3) Proposition 1. b c b c1 b c r b c1 s a b1 c d 1 a b1 c1 d 1 3 b c b c a b1 c1 d 4 b 1 b 1 cc a b c d 5 bb c c a b1 c1 d 6 b b cc a d b1 c1 7 b c 1 a d b c a d b c 1 8 . a b1 c d 1 claimed.1.1.8(#7) combined with the associative and commutative properties of addition we also have that b c a d b c1 a d b1 c c1 b 1 1 ba bd b cc c 1 a d b1 c 10 bb c c a b1 bd c1 b c c a b1 d c1 . by Proposition . b c b c1 Consequently. a d b c1 b c b c a b1 d c1 as ***Acceptable responses are: (1) 1.8(#7). 9 From Proposition 1. the justi¿cations for the step taken is provided on the line segment to the right of the change that has been made. (6) associativity of . d 1 / 0. (4) Proposition 1. (5) associativity of multiplication.1.1. c/ 0 and d 1 / 1 0 implies that 2 .1.8(#6).8(#6). (2) cd 1 / 0.

1.10 CHAPTER 1. Notation 1. ¿ll in appropriate justi¿cations for the steps given in the following outline of a proof that for a b c d in a ¿eld.*** The list of properties given in the propositions is. THE FIELD OF REALS AND BEYOND multiplication. The propositions illustrate the kinds of things that can be concluded (proved) from the core set of basic ¿eld axioms. (Note that applying this notab tional convention to the Properties of Multiplicative Inverses stated in the last proposition can make it easier for you to remember those properties.1. exhaustive.1. (8) Proposition 1. (9) b b cc associativity of multiplication.15 We have listed the properties without making use of some notational conventions that can make things look simpler.16 On the line segments provided. a b c d a c b d Observation Justi¿cation notational a b c d a b c d convention a b c d a b c d a a a a a a a b b b b c c c c b b b d d d d d d d a a a a a b b a b c d 3 1 d 2 c c b b b d d 4 c c c b d 5 c c c d 6 d 7 8 a c .8(#7).) Excursion 1. The two that you might ¿nd particularly helpful are that the expression a as a b and b may be written as a b a b may be written a the expression a b1 may be written as . (7) commutativity of multiplication. (10) a b1 d c1 . by no means.

for any set S.2 Ordered Fields Our basic ¿eld properties and their consequences tell us how the binary operations function and interact. The set of basic ¿eld properties doesn’t give us any means of comparison of elements more structure is needed in order to formalize ideas such as “positive elements in a ¿eld” or “listing elements in a ¿eld in increasing order. and (8) notational convention.8(#1).1. a relation on S is any subset of S S De¿nition 1.” To do this we will introduce the concept of an ordered ¿eld. (5) commutativity of addition. then one and only one of x y or x is true.1 An order.2. (2) Proposition 1. Recall that.8(#2). and 1x 1y x y + S " y x " x y F x y be true. The Trichotomy Law: If x + S and y + S.2 Satisfaction of the Trichotomy Law requires that 1x 1y x y + S " x be true and that each of 1x 1y x y + S " x y " x y F y x . Remark 1.1.1. d e 2. The Transitive Law: 1x 1y 1z x y z + S F x y F y z " x z .2. (6) and (7) associativity of addition. The ¿rst statement.2. (3) and (4) associativity of addition. y G x y G y x y or y x .*** 1. 1x 1y x y + S " x y G x y G y x is not equivalent to the Trichotomy Law because the disjunction is not mutually exclusive. denoted by . on a set S is a relation on S that satis¿es the following two properties: 1. 1x 1y x y + S " x y " x y F y x . ORDERED FIELDS 11 ***Acceptable responses are: (1) Proposition 1.

3 For S a b c.2.12 CHAPTER 1. THE FIELD OF REALS AND BEYOND Example 1.

and c distinct. with a. a b b c a c. b.

2. Then T is an ordered set. De¿nition 1.7 An ordered ¿eld I 0 1 is an ordered set that satis¿es the following two properties. The given ordering has the minimum and maximum number of ordered pairs that is needed to meet the de¿nition. 1x 1y x y + S F x y + n F y x + n " x and the Comparability Law. Example 1. we must have one and only one of x y + or y x +. up to the de¿ner. With this notation. The notational convention for a b + is a b. x and y. let t T T be de¿ned by r s +% s r is a positive rational. d e (OF1) 1x 1y 1z x y z + I F x y " x z y z d e (OF2) 1x 1y 1z x y z + I F x y F 0 z " x z y z y . This is because. the set of rationals.2. orders are de¿ned by some kind of formula or equation. we can claim that the Antisymmetric Law and the Comparability Law are satis¿ed for an ordered set.5 For T.6 The treatment of ordered sets that you saw in MAT108 derived the Trichotomy Law from a set of properties that de¿ned a linear order on a set.2. given any two distinct elements of S. the two linear ordering properties that could have been introduced and used to prove the Trichotomy Law are the Antisymmetric law. After making free choices of two ordered pairs to go into an acceptable ordering for S.4 The de¿nition of a particular order on a set S is. 1x 1y x y + S " x y + n G y x + n Now. because we have made satisfaction of the Trichotomy Law part of the definition of an order on a set. to a point.2. Given an order on a set. Remark 1. we write x n y for x y G x y. the choice of the third ordered pair for inclusion will be determined by the need to have the Transitive Law satis¿ed. You can choose elements of S S almost by preference until you start having enough elements to force the choice of additional ordered pairs in order to meet the required properties. Remark 1. In practice. is an order on S.

equivalent to satisfaction of O F1 and O F2. It now follows from O F1 and the associative property of addition that 0 x z y z x z x z y z x z x z yz 0. 0 0 y x y. y.” The following proposition offers a short list of other order properties that follow from the basic set. The second condition given in the text is that d e 1x 1y x y + I F x 0 F y 0 " x y 0 let’s denote this proposition by alt O F2.4(#2).2. x z + I and y z x z + I. 0 y and 0 z implies that 0 y x z y z x z y z x z . O F1 F alt O F2 " O F1 F O F2. we have deviated from one of the statements that is given in our text. Suppose that O F1 and O F2 are satis¿ed and let x y + I be such that 0 x and 0 y. Since x. Since x and y were arbid e trary.1. Suppose that O F1 and alt O F2 are satis¿ed and let x y z + I be such that x y and 0 z. in fact.1.8 In the de¿nition of ordered ¿eld offered here.1. From O F2 and Proposition 1. Hence. ORDERED FIELDS 13 Remark 1.8 (#4). Therefore. we conclude that 1x 1y x y + I F x 0 F y 0 " x y 0 . From O F1 we have that 0 x x y x . x z y z. and z were arbitrary. x From alt O F2. From the additive inverse property x + I is such that [x x x x 0]. Because and are binary operations on I. Hence. We will show that satisfaction of O F1 and alt O F2 is.2. . To get from the requirements for a ¿eld to the requirements for an ordered ¿eld we added a binary relation (a description of how the elements of the ¿eld are ordered or comparable) and four properties that describe how the order and the binary operations “interact. Combining the implications yields that O F1 F O F2 % O F1 F alt O F2 as claimed. the Distributive Law and Proposition 1. we have shown that d e 1x 1y 1z x y z + I F x y F 0 z " x z y z which is O F2. O F2 " alt O F2 from which we have that O F1 F O F2 " O F1 F alt O F2.

For an ordered ¿eld I 0 1 we have each of the following. or 1 0 is true in the ¿eld.8(#3). 1x 1y x y + I F x y " y x d e 5.e. Proof.. In view of the additive inverse property. Proofs for all but two of the statements are given in our text. Hence y x as sociativity allows us to conclude that y claimed. O F2 implies that 1 1 0 1 which. .14 CHAPTER 1.8.0 x 0 and 1 . we have one and only one of 0 1 or 1 0. We will prove two others. 0 1 F 1 0 " 0 0 which is a contradiction. 1x 1y x y + I F 0 x y " 0 y 1 x 1 In the Remark 1. Repeated use of commutativity and asx y x. from the transitivity property. 0 1. 1x 1y x y + I F x e 0 0Fy 0"xy 3. 1x x + I F x / 0 " x x x 2 0 d e 7. we have that 0 1 1 0 1 1 i. But. Hence. 1x [x + I F x 0 " x 0] d e 4. 0 1 d 2. by Proposition 1.e. Suppose that x y + I are such that x y.2. Suppose that 1 0. x i. Proof. we proved the second claim. x + I and y + I satisfy x From 2 x x x . 0 1.1.2. 0 / 1 thus. 3 x y 4 and 0 y y. THE FIELD OF REALS AND BEYOND Proposition 1.10 Fill in what is missing in order to complete the following proof of Proposition 1. is equivalent to 1 0.9 Comparison Properties Over Ordered Fields. Excursion 1. From O F1.2.2. 1x 1y 1z x y z + I F x y F z 0 " x z y z e d 6..9(#4). (or #1) By the Trichotomy Law one and only one of 0 1. From the multiplicative identity property. 1.

2. the general statement becomes 0 n n 1.2.*** y y y 0. Remark 1. Using the convention 1 1 ^] 1 n.13 For I 0 1 n an ordered ¿eld.1 Special Subsets of an Ordered Field There are three special subsets of any ordered ¿eld that are isolated for special consideration.2. 1x x + S " x 1 + S.2. 1 + S and 2. A subset S of I is said to be inductive if and only if 1. De¿nition 1. 1 ` _ n of them 1.12 Let I 0 1 n be an ordered ¿eld. From 0 1 and O F1. ORDERED FIELDS ***Acceptable responses are: (1) y (4) y x. de¿ne ? QI S S+8 where 8 I. (3) 0 y 15 x.2.2. (2) OF1. S l I : S is inductive.9(#1) we see that the two additional properties needed to get from an ordered set to an ordered ¿eld led to the requirement that 0 1 be an element of the ordering (binary relation). We offer their formal de¿nitions here for completeness and perspective. De¿nition 1.11 From Proposition 1. we also have that 1 1 1 2.1. 2 2 1 3 etc.

. T x + I : x o 1. We will call QI the set of natural numbers of Note that.

denoted ]I .14 Let I 0 1 n be an ordered ¿eld. is inductive because 1 + T and closure of I under addition yields that x 1 + I whenever x + I. we immediately have that any n + QI satis¿es n o 1. De¿nition 1. is ]I a + I : a + QI G a + QI G a 0. Because 1u u 1 " u + T and T + 8.2. The set of integers of I.

.

16 CHAPTER 1. Recall that to do this. m + QI F n m + QI This claim requires proof because the fact that addition and multiplication are binary operations on I only places n m and n m in I because QI t I and ]I t I. you should have had lots of practice using the Principle of Mathematical Induction to prove statements involving the natural numbers. This is a useful tool for proving statements involving the natural numbers. Once we show that 1 + S and 1k k + S " k 1 + S. Suppose S is a nonempty set of natural numbers. That is. If S is an inductive set of natural numbers. If 1m m + Q F k + Q : k m. PRINCIPLE OF MATHEMATICAL INDUCTION (PMI). then S Q In MAT108. THE FIELD OF REALS AND BEYOND It can be proved that both the natural numbers of a ¿eld and the integers of a ¿eld are closed under addition and multiplication. Q under addition and multiplication that you Proofs of the closure of QI might have seen in MAT108 made use of the Principle of Mathematical Induction. that S Q which yields that the given statement is true for all Q Two other principles that are logically equivalent to the Principle of Mathematical Induction and still useful for some of the results that we will be proving in this course are the Well-Ordering Principle and the Principle of Complete Induction: WELL-ORDERING PRINCIPLE (WOP). Any nonempty set S of natural numbers contains a smallest element. by the Principle of Mathematical Induction. 1m 1n n + QI F m + QI " n and 1m 1n n + ]I F m + ]I " n m + ]I F n m + ]I . you start the proof by de¿ning a set S to be the set of natural numbers for which a given statement is true. Then we conclude. we observe that S is an inductive set of natural numbers. PRINCIPLE OF COMPLETE INDUCTION (PCI).

t S " m + S then S Q. .

Theorem 1.19 in our text asserts that U is an ordered ¿eld the proof is given in an appendix to the ¿rst chapter.15 Let I 0 1 n be an ordered ¿eld.1. 17 Properties #1 and #5 from Proposition 1. De¿ne Q r sR 1 TI r + I : 2m 2n m n + ]I F n / 0 F r mn The set TI is called the set of rational numbers of I. The notation (and numerals) for the corresponding special subsets of U are: ] Q M 1 2 3 4 5 .13 can be used to show the set of rationals of a ¿eld is also closed under both addition and multiplication. ORDERED FIELDS De¿nition 1.2.1.2. The set of real numbers U is the ordered ¿eld with which you are most familiar.

the set of natural numbers m : m + Q G m 0 G m + Q.

3 2 1 0 1 2 3 .

p T p q 1 q : p q + ] F q / 0.

Remark 1.. while the set of nonnegative integers is M C 0.2.16 The set of natural numbers may also be referred to as the set of positive integers.

Another common term for MC 0..

Towards that end. we will use the “blackboard bold” form of the capital letter. we see that Lrr is not closed under either addition or multiplication. while the author of our MAT127 text is using the letter J . Since T t U and U T / 3. we let Lrr U T denote the set of irrationals. This naturally prompts us to look for other properties that will distinguish the two algebraic . Because 2 2 0 + Lrr T T and 2 2 2 + Lrr .2. Feel free to use either (the old) Q or (the new) M for the natural numbers in the ¿eld of reals.2 Bounding Properties Because both T and U are ordered ¿elds we note that “satisfaction of the set of ordered ¿eld axioms” is not enough to characterize the set of reals. both T and U are ordered ¿elds that have several distinguishing characteristics we will be discussing shortly. While Q and ] are not ¿elds. It de f r T s T T was shown in MAT108 that 2 is irrational. is the set of whole numbers which may be denoted by Z. In MAT108. it is natural to want a notation for the set of elements of U that are not rational. To make it clearer that we are referring to special sets of numbers. the letter Q was used to denote the set of natural numbers. 1.

. The distinction that we will illustrate in this section is that the set of rationals has “certain gaps. (a) For p + A. justify that q p and q + B. you might ¿nd it intuitively helpful to visualize the “old numberline” representation for the reals. justify that q p and q + A.” During this (motivational) part of the discussion.17 Let A p + T : p 0 F p2 2 and j k B p + T : p 0 F p 2 2 . Now we will expand a bit on the approach used in our text to show that A has no largest element and B has not smallest element. Then r1 r m 21 + T and s1 m s 21 + T are such that r r1 m and m s1 s. for example. it can be shown that m r s 21 + T is such that r m s. let q Then q 2 2 p p2 2 p 2 2p p 2 . THE FIELD OF REALS AND BEYOND systems. The following excursion will motivate the property that we want to isolate in our formal discussion of bounded sets.” A rigorous study of the situation will lead us to conclude that the thought is shockingly inaccurate. (b) For p + B. Continuing this process inde¿nitely and “marking the new rationals on an imagined numberline” might entice us into thinking that we can “¿ll in most of the points on the number line between r and s. k j Excursion 1. 2 c b 2 p2 2 p 22 . For p a positive rational. 2 could never be written in the form of r s 21 for r s + T.2.18 CHAPTER 1. We certainly know that not all the reals T can be found this way because. Given two rationals r and s such that r s.

the least upper bound of A is denoted by lub A or sup A. simply ¿nd. Notation 1. the u that satis¿es 1a a + A " a n u and 1b [1a a + A " a n b " u n b] . is an order on the set S. For A t S.1. De¿nition 1. Finally q 2 2 2 p 2 2 p 22 0 yields that q + A as claimed. Finding a q that corresponds to a p + A and a p + B would pretty much tell b you why the claims are true. the same reasons extend tobthe discussion needed here the only c change is that. p2 2 implies that p 2 2 p 21 0 from which c b b 2 c b c p p 2 p 21 it follows that p 2 2 p 21 0 and q p 0 p. if it exists. The next few examples illustrate how we can use basic “pre-advanced calculus” knowledge to ¿nd some least upper bounds of subsets of the reals. you should c have noted that q p because p 2 2 p 21 0 whenever p 2 2 then c b b c c b p p 2 2 p 21 p 0 p 2 2 p 21 0 implies that q p. For (b). ORDERED FIELDS 19 ***Hopefully you took a few moments to ¿nd some elements of A and B in order to get a feel for the nature of the two sets.2.19 For S n an ordered set and A t S. Since a given set can be a subset of several ordered sets. . Let S n be an ordered set i. u + S F 1a a + A " a n u and 2. 1b [b + S F 1a a + A " a n b " u n b].18 Let S n be an ordered set.e. for p + B.” When asked to do this. For (a). A subset A of S is said to be bounded above in S if 2u u + S F 1a a + A " a n u Any element u + S satisfying this property is called an upper bound of A in S.. u is a least upper bound or supremum of A in S if and only if 1. it is often the case that we are simply asked to ¿nd the least upper bound of a given set without specifying the “parent ordered set.*** Now we formalize the terminology that describes the property that our example is intended to illustrate. That q is rational follows from the fact that the rationals are closed under multib c plication and addition.2.2.

From calculus (MAT21A or its equivalent) x we can show that f x has a relative minimum at x 1 and a relative 1 x2 maximum at x 1 we also know that y is t 0u a horizontal asymptote for the 1 graph. Thus. you can use any pre-advanced calculus information that is helpful. is an upper 2 x 2 2 Example 1. . Since . for x + U. 2 1 x 2 we are home free because that property is given in one of our propositions about ordered ¿elds. 1 x2 From Proposition 1. Excursion 1.2. we can work backwards from this inequality to try to ¿nd something that we can claim from what we have done thus far simple algebra gets use from x 1 n to 1 2x x 2 o 0. In the scratch 2 1 x 2 work phase.21 Find the lub A for each of the following. Armed with the information that 1 is a maximum for f .2.20 CHAPTER 1.9(#5).20 Find the lub from which we conclude that 1x x + U " 1 | } x 1 1 bound for : x + U . THE FIELD OF REALS AND BEYOND | x } :x+U . Since your goal is simply to ¿nd the least upper bound.2. Once we see that desire to claim 1 x2 o 0. we know 2 x 1 that all we need to do is use inequalities to show that n . it follows that 2 2 1 x 1 1 2 | lub 1 x x2 } :x +U 1 . we know that. 2 The way that this example was done and presented is an excellent illustration of the difference between scratch work (Phase II) and presentation of an argument (Phase III) in the mathematical process. 1 x2 o 0 this is equivalent to 1 t x 2 o 2x x u 1 1 n .

A 3 1n 2n 1 21 } :n+M 2.2.1. ORDERED FIELDS | 1. A sin x cos x : x + U.

Consequently 2 2 1 1 the terms in A are never greater than with the value of being achieved when 2 2 n 1 and the terms get arbitrarily close to 0 as n approaches in¿nity. For (2).22 Find lub A where A x + U : x2 x 3 .*** 2 k j Example 1. 2 4 T T . 1 1 . it is helpful to recall that sin x cos x sin 2x.2. The well lub A 2 2 1 known behavior of the sine function immediately yields that lub A . Hence. Hence. 4 2 t u 1 1 f is a parabola with vertex . What we are looking for here is sup A where A f 1 * 3 for f x 2 x x. 3 1n 1 ***For (1). Because t u 1 1 2 2 y x x%y x . let x n then x2 j is a sequence that is strictly n 1 2 j1 2 2 1 1 decreasing from to 0 while x2 j1 is also decreasing from to 0.

1 1 13 13 A f 1 * 3 x+R: x 2 2 T 1 13 from which we conclude that sup A . 2 .

If A has a least upper bound in X.27 Find the glb A where A :n+Q . and d e 2. there is no least upper bound of A in S T.2. THE FIELD OF REALS AND BEYOND k j Note that the set A p + T : p 0 F p2 2 is a subset of T and a subset of U.2. Now lub A 2 + T hence. is an order on the set S. + S F 1a a + E " a n .25 Let X n be an ordered set and A l X. The proof of the following lemma is left an exercise.2. A subset A of S is said to be bounded below in S if 2) ) + S F 1a a + A " ) n a Any element u + S satisfying this property is called a lower bound of A in S. 1E " 2u u lub E F u + S Remark 1. Lemma 1. and motivates us to name the important distinguishing property. We have that T n and U n are ordered sets where is de¿ned by T r s % s r is positive. gives us a distinction between T and U as ordered ¿elds.24 As noted above. .23 An ordered set S has the least upper bound property if and only if v w E t S F E / 3 F 2. 1c c + S F 1a a + A " c n a " c n g . Let S n be an ordered set i.e. We have analogous or companion de¿nitions for subsets of an ordered set that are bounded below. while U n does satisfy this property. but A t S U has a least upper bound in S U. De¿nition 1. T n does not satisfy the “lub property”. for n even. for n odd.26 Let S n be a linearly ordered set. This tells us that the “parent set” is important. 1 4 n t u 1 2 2 1 1n then. xn and. 4 n . 2g g + S F 1a a + A " g n a.22 CHAPTER 1. A subset A of S is said to have a greatest lower bound or in¿mum in S if 1. it is unique. Let x n 4 n n 4 1 2 xn .2. De¿nition 1..2. | t u } 2 n 1 Example 1.

2 2 1 1 n 0 and 2 0 implies that 0 and o . By Proposition 1. ORDERED FIELDS 23 1 1 n . for any n + Q .2. n n 4 n 4 4 Combining our observations.2.9(#1) that n 0. n 4 2 n 4 2 4 4 2 1 2 1 respectively. we have that o . n 2 n 2 1 2 1 1 1 Thus.9(#7) and O F1. from Proposition n n 4 4 2 2 1 2 1 1 1.2.2. it follows from Proposition 4 n 4 2 4 1. we have that 1n and w 1 1 . Suppose that n o 4.9(#4). From n and Proposition 1. 1n n + Q 1 2 3.2. Now. Similarly.1. 0 implies that 0 and 0 . it follows that n 4 2 2 1 2 1 1 1 1 Then O F2 and O F1 yield that n and n . From Proposition 1. o from O F1.2.9(#7).9(#3) and O F1.

you can use any pre-advanced calculus information that is helpful. each of which is outside of . A 3 1n 2n 1 v b 1 1 n + Q 1 2 3. 4 7 . x2 4 3 . F 2 n " n xn n 4 4 v w 1 1 5 .2. | 1. Since your goal is simply to ¿nd the greatest lower bound. x1 12 4 4 3 Comparing the values leads to the conclusion that glb A .28 Find glb A for each of the following. Finally. and x3 4 Excursion 1.

F 2 0 n " n xn n 4 4 c w v } :n+M .

note that each of n and m are strictly de2 3 creasing to 0 as n and m are increasing.24 | 2. respectively. THE FIELD OF REALS AND BEYOND 1 : n m + Q 3m } ***Our earlier discussion in Excursion 1. we note that sup A . For (2). Theorem 1. the set given in (1) leads to the con1 1 clusion that glb A 0.2.29 Suppose S is an ordered set with the least upper bound property and that B is a nonempty subset of S that is bounded below.21. A 1 2n CHAPTER 1. This leads us to conclude that 5 glb A 0 although it was not requested.2.*** 6 We close this section with a theorem that relates least upper bounds and greatest lower bounds. Let L Then : g + S : 1a a + B " g n a.

. sup L exists in S. Then L g + S : 1a a + B " g n a. and : Proof. Suppose that S is an ordered set with the least upper bound property and that B is a nonempty subset of S that is bounded below. inf B.

. each element of B is an upper bound for L. Let : sup L. the least upper bound of L exists and is in S.. is not empty. . Since L t S is bounded above and S satis¿es the least upper bound property. Note that for each b + B we have that g n b for all g + L i.e.

3. It is interesting that our mathematics education actually builds up to the formulation of the real number ¿eld. 25 De¿nition 1. we accept our knowledge of sums and products involving real numbers. and the rationals of a ¿eld. we offered formal de¿nitions of the natural numbers of a ¿eld. the presentation is more hands-on and intuitive. THE REAL FIELD Now we want to show that : is the greatest lower bound for B. It is not the form of the objects in the ordered ¿eld that is important it is the set of properties that must be satis¿ed.30 An ordered set S has the greatest lower bound property if and only if v w E t S F E / 3 F 2< < + S F 1a a + E " < n a .1. all ordered ¿elds are alike. 1E " 2* * glb E F * + S Remark 1. Of course. Notice that the de¿nitions were not tied to the objects (symbols) that we already accept as numbers. I want to highlight parts of the building process simply to put the properties in perspective and to relate the least upper bound property to something .31 Theorem 1. 1. the integers of a ¿eld. At this point.2.29 tells us that every ordered set that satis¿es the least upper bound property also satis¿es the greatest lower bound property.2.3 The Real Field The Appendix for Chapter 1 of our text offers a construction of “the reals” from “the rationals”. In our earlier observation of special subsets of an ordered ¿eld. Once we accept the existence of an ordered ¿eld.2. we will not seek that formalization. While this identi¿cation of ordered ¿elds and their corresponding special subsets can be made more formal.

by . de¿ne the symbols 0 and 1. THE FIELD OF REALS AND BEYOND tangible. First. None of this part of the discussion is rigorous.26 CHAPTER 1.

0 and 3.

” Then the next natural number of the ¿eld is 1 1. 1 and suppose that we have an ordered ¿eld R 0 1 n. followed by [1 1 1] 1. Let’s indicate the ¿rst mark as a “place for 1. It doesn’t take too long to see that our collections of “added 1) s” is not a pretty or easy to read labelling system this motivates our desire for neater representations. The symbols that we have come to accept are 1 2 3 4 5 6 7 8 and 9. The natural numbers of this ¿eld Q R is the “smallest” inductive subset it is closed under addition and multiplication. It can be proved (Some of you saw the proofs in your MAT108 course.) that 1x x + Q R " x o 1 and 1* * + Q R " 2) ) + Q R F * ) * 1 . In the space provided draw a picture that indicates what we have thus far. The fact that. in an ordered ¿eld. while the one after that is 1 1 1. Furthermore. 0 1 tells us to place 0 to the left of 1 on our . etc. picture a representation of a straight horizontal line z on which we will place elements of this ¿eld in a way that attaches some geometric meaning to their location. This naturally leads us to choose a ¿xed length to represent 1 (or “1 unit”) and place a mark for each successive natural number 1 away from and to the right of the previous natural number. de f de f This motivates our ¿rst set of markings on the representative line.

C 3.

3.

Now the de¿nition of the integers of a ¿eld ] R adjoins the additive inverses of the natural numbers of a ¿eld our current list of natural numbers leads to acceptance of 1 2 3 4 5 6 7 8 and 9 as labels of the markings of the new special elements and their relationship to the natural numbers mandates their relative locations. representative line then 0 1 1 justi¿es placing 0 “1 unit” away from the 1. Use the space provided to draw a picture that indicates what .

3.” At this point we have the set of elements of the ¿eld that are not in any of the special subsets. 1. R T R . at the time of discovery. our “grade school knowledge” of fractions will suf¿ce. is that all the rationals r such the 0 n r n 1 will not be “enough to ¿ll the interval [0 1]. We don’t know that there is a one-to-one correspondence between them. Henceforth. . But. Picture (or use the last picture that you drew to illustrate) the following process: Mark the midpoint of the line segment 1 from 0 to 1 and label it 21 or then mark the midpoint of each of the smaller 2 1 1 line segments (the one from 0 to and the one from to 1) and label the two new 2 2 3 1 points and . the rationals of the ¿eld T R . Of course. It doesn’t take 8 4 8 2 8 4 8 too many iterations of this process to have it look like you have ¿lled the interval. Note that the sub¿eld T 0 1 is an ordered ¿eld that does not satisfy the least upper bound property. What turned out to be a surprise. 27 Your picture should show several points with each neighboring pair having the same distance between them and “lots of space” with no labels or markings. we use U 0 1 to denote the ordered ¿eld (of reals) that satis¿es the least upper bound property and may make free use of the fact that for any x + U we have that x is either rational or the least upper bound of a set of rationals. and the “set of vacancies” on our model line. respectively repeat the process with the four smaller line segments 4 4 1 1 3 1 5 3 7 to get as the marked rationals between 0 and 1. We are about to prove an important result concerning the “density of the rationals” in an ordered ¿eld. but we still have the third special subset of the ordered ¿eld namely. That there is a correspondence follows from the what is proved in the Appendix to Chapter 1 of our text.3. we know that we haven’t because any rational in the from p q 1 where 0 p q and q / 2n for any n has been omitted.1 Density Properties of the Reals In this section we prove some useful density properties for the reals.1. THE REAL FIELD we have thus far. for this intuitive discussion.

9(#3) and O F1. for every natural number n.3. Hence. then 1 + UF 0 " 2s s + S F L s n L Proof.. 0 " 2s s + S F L s n L as Theorem 1. such that n: n ... Since U n satis¿es the least upper bound property n: : n + Q. From the de¿nition of least upper bound.2 (The Archimedean Principle for Real Numbers) If : and . then there is some positive integer n such that n: . Combining this with L sup S yields that 2s s + S F L s n L .3.2. Suppose S is a nonempty subset of U such that L sup S and let + U be such that 0. Suppose that there exist positive real numbers : and .e. Since was arbitrary. 2s s + S F L s . The proof will be by contradiction. 1 + UF claimed. Since : 0. By Proposition 1.28 CHAPTER 1. : 2: 3: n: is an increasing sequence of real numbers that is bounded above by . L is not an upper bound for S from which we conclude that 1s s + S " s n L is satis¿ed i. Proof. 0 and L L. THE FIELD OF REALS AND BEYOND Lemma 1. each upper bound of S is greater than or equal to L. are positive real numbers.1 If S l U has L as a least upper bound L.

Choose > 1 : which is positive 2 because : 0. say L. Since L sup n: : n + Q. has a least upper bound in U.

1.3.. from Lemma 1. there exists s + n: : n + Q.

Hence. L 1 : N 1: and N 2: L L 2 2 :. 0 n L m: . But adding : to 1 both sides of the ¿rst inequality. . In particular. contrary to our original assumption. such that L s n L. we also have that L m: n L. If s N :. for m N . then for all natural numbers m N . yields L 2: which contradicts 2 : N 1 N 2: L 2 :. 0 n L N and 0 n L N 2: 1 : 2 1: 1 : 2 1 Thus.. there exists a natural number n such that n: . Hence.

Therefore. T ..3. :. m: n 1 m.2 Existence of nth Roots The primary result in this connection that is offered by the author of our text is the following Theorem 1. we have constructed a rational number that is between : and . or equivalently m: 1 n m. we conclude 2 2 T that < r 2 is an irrational that is between : and .3 (Density of the Rational Numbers) If : and . It follows that n 1 n m: 1 n m.3. 1.. THE REAL FIELD 29 Corollary 1. which is equivalent to having : n m 1 .. Since 2 is irrational.5 For U 0. there exists a positive integer m such that 1 m. then there is an irrational number < such that : < . are real numbers with : .3. by the Archimedean Principle. Since n is the largest integer such that n n m:. Since 1 and .3. Corollary 1. then there is a rational number r such that : r . are real numbers with : .. : there is a rational r that is between T and T . we know that m: n Consequently. Let n be the largest integer such that n n m:.3.3.1..4 (Density of the Irrational Numbers) If : and .. Proof. : are positive real numbers. Suppose that : and . By Corollary 1. Proof.3. 1. are real numbers with : ...

. we have that b b 1x 1n x + U F n + M " 2!y y + U F y n x + U : x x cc . .

30 CHAPTER 1. Our set-up automatically places 1 + S. Since 0 y. Since k was arbitrary.. e d Fact 1. k + M and y k z k .3.e.2. by O F2.3. From 0 z and repeated use of Proposition 1. let j k S n + M : y n zn . we can justify that 0 z k . this completes the justi¿cation of the claim. we note the following fact that will be used in the presentation. y k 1 y y k y z k . yk 1 y zk F y zk zk 1 " yk 1 zk 1 that is. Suppose that k + S i. S M. As a consequence of the transitive law. for y z + U satisfying are 0 y z. THE FIELD OF REALS AND BEYOND Before we start the proof. Then O F2 with 0 z k and y z yields that y z k z z k z k 1 .7 1* 1n * + U F n + M 1. we conclude that 1k k + S " k 1 + S.9(#2). Since y and z were arbitrary. d e Fact 1.6 1y 1z 1n y z + U F n + M F 0 y z " y n z n To see this. From 1 + S F 1k k + S " k 1 + S. S is an inductive subset of the natural numbers. By the Principle of Mathematical Induction (PMI). k 1 + S.

. Fact 1.e.3. F 0 * 1 " * n * Since n o 2. by Fact 1.8 1a 1b 1n [a b + U F n + M 1. n1 1 implies that * n n1 * 1 * 0 *F* * * i. *n1 1n1 1. From O F2.3. * n * as claimed. n 1 o 1 and.6.

It can be shown (by repeated application of Exercise 6(a)) that bn1 bn2 a ba n2 a n1 bn1 bn1 n1 bn1 nbn1 this. while O F2 yields that a b j b b j b j 1 for j 1 2 n 2. n o 2 F 0 a b " a n1 bn1 . implies that r n n b a b a bn1 bn2 a as claimed.3. ba n2 s a b a nbn1 u + U : u 0. with O F2. F 0 a b " bn a n b a nbn1 ] From Fact 1.6.

When n Proof. (of the theorem. there is nothing to prove so we assume that n o 2. For ¿xed x + U and n + M 1.) Let U 1..

set j k E t + U : tn x .. .

t + E. By the Trichotomy Law. or y n x can hold.2. or y n x. By transitivity.8 yields that hn1 x y n . Finally. 31 0. h in Fact 1. Since y 1 0 and n o 1.9 Use * x 1 x to justify that E / 3. THE REAL FIELD Excursion 1.1.9(#7) that 0 n n and u n o u. hn y n hn y .9(#7).3. u 1 " 0 1. Let y lub E . y n x.2. we have that y o 0. Fact 1.3. one and only one of y n x. n y 1n1 0 and we can choose h such that 0 h 1 and h Taking a y and b y y x yn n y 1n1 .3. x yn Case 1: If y n x. It follows from tn u 1 1 Fact 1. lub E exists. u u t n u n F u n o u implies that t n u.3. From Proposition 1. 1t t u " t + E which is equivalent to 1t t + E " t n u. Therefore. since u x transitivity leads to the conclusion that t n x.3. Now let u 1 x and suppose that t u Since E t U . then x y n 0. From the least upper bound property.6 yields that 1 u n . Since t was arbitrary. In what follows we will that neither of the possibilities y n x. E t U is bounded above. Hence.7 and Proposition 1.

From Fact 1. you want to justify that the given * is in E.6 yields that t n o y kn . In view of fact 1.32 CHAPTER 1. we have that y n t n n y n y kn kny n1 y n x. k yn x ny n1 is such that 0 k y.3. this concludes the proof that there exists a solution to the given equation. Excursion 1.3.3. * n * F * x " * n x i. 1 x 1 x From transitivity. if y x and * is such that 0 * / y. To obtain the desired contradiction for completion of Excursion 1. Hence. For t o y k. note n that. Excursion 1. In either case. hopefully you notices that the given inequality implied that y hn x which would .10. ***For Excursion 1.3. we conclude that y n x.11 Use this to obtain another contradiction.3. To see this. Fact 1. But x 0F1 x 1 implies that 1F x 1 x. then 0 y n x ny n .6.10 Use this to obtain contradict that y Case 2: If 0 x y n . THE FIELD OF REALS AND BEYOND sup E.7.3.3.. with b y and a y k. 0 * 1. From case 1 and case 2. Because 0 x x 1 x.3. while y * implies that x y n * n .9. * + E. then * y implies that * n y n x.e. The uniqueness of the solution follows from Fact 1. * n / x. * n * for n o 2 or * n n * 1 x 1 x for n o 1.8.

In this case.13 If a and b are positive real numbers and n is a positive integer. For : a 1n and .1.n .3 The Extended Real Number System The extended real number system is U C * *. b1n . This would make y k an upper bound for E which is a contradiction. then ab1n Proof. n :. Obtaining the contradiction yields that x y n is also not true. is the unique solution to y n as needed. 1. we have that ab : n .3. Hence ab from which we conclude that ab1n :. t y k implies that t + E which is logically equivalent to t + E implies that t y k.n .3. for positive real numbers : and . the number T y that satis¿es the equation y n x is written as n x and is read as “the nth root of x. the given inequality led to t n x or t n x which justi¿es that t + E hence.” Repeated application of the associativity and commutativity of multiplication can be used to justify that.3. this would contradict that y sup E from n x is not true.*** Remark 1.12 For x a positive real number and n a natural number. :. and n a natural number. a 1n b1n . From this identity and the theorem we have the following identity involving nth roots of positive real numbers. n :. THE REAL FIELD 33 place y h in E since y h y.11 was a little more involved. which we conclude that y The work needed to complete Excursion 1. Corollary 1.3.3. :n .

With this convention. where U 0 1 is the ordered ¿eld that satis¿es the least upper bound property as discussed above and the symbols * and * are de¿ned to satisfy * x * for all x + U. This means that there is no . any nonempty subset S of the extended real number system is bounded above by * and below by * if S has no ¿nite upper bound. we write lub S * and when S has no ¿nite lower limit. The * and * are useful symbols they are not numbers. In spite of their appearance. we write glb S *. * is not an additive inverse for *.

Because the symbols * and * do not have additive (or multiplicative) inverses. THE FIELD OF REALS AND BEYOND meaning attached to any of the expressions * * or * * or in fact.34 CHAPTER 1. these * * expressions should never appear in things that you write. U C * *.

(The actual manipulations are shown in our text on pages 12-13. The additive inverse property in the ¿eld U yields that x + U . On the other hand. That addition and multiplication are binary operations on F is a consequence of the closure of U under addition and multiplication. Since the binary operations are de¿ned as combinations of sums and products involving reals. 0. is not a ¿eld. If x 0. If x + U. Hence.4 The Complex Field For F U U. direct substitution and appropriate manipulation leads to the conclusion that addition and multiplication over F are commutative and associative under addition and multiplication. respectively. It follows immediately that x y 0 0 x y and x y 1 0 x y . x * 0. note that x y + F implies that x + U F y + U. then x If x * *. de¿ne addition and multiplication by x1 y1 and x1 y1 x2 y2 x1 x2 y1 y2 x1 y2 y1 x2 . 1. then x * * and x * * and x * *. we do have some conventions concerning “interaction” of the special symbols with elements of the ¿eld U namely. x2 y2 x1 x2 y1 y2 respectively. x * * and x * *. then x * Notice that nothing is said about the product of zero with either of the special symbols.) To see that the additive inverse property is satis¿ed. 0 0 and 1 0 satisfy the additive identity property and the multiplicative identity ¿eld property.

Combining our observations justi¿es that F 0 0 1 0 is a ¿eld. Now. then a b . Checking that the distributive law is satis¿ed is a matter of manipulating the appropriate combinations over the reals. x a x 0 a 0 x a 0 and x a x 0 a 0 x a 0.1 Identifying each element of F in the form x 0 with x + U leads to the corresponding identi¿cation of the sums and products. De¿nition 1. Suppose x y + F is such that x y / 0 0.4. if a and b are real numbers. The following de¿nition will get us to an alternative formulation for the complex numbers that can make some of their properties easier to remember. It is known as the complex ¿eld or the ¿eld of complex numbers. the multiplicative inverse property is satis¿ed for F .4. the real ¿eld is a sub¿eld of the complex ¿eld. t u x y x y a b x y x 2 y2 x 2 y2 t u x y y x x 2 y 2 x 2 y 2 y2 x y2 x y2 x y2 t x u x x y y x y y x 2 2 y2 y2 t 2 x2 u x x y x y yx x 2 y2 x 2 y2 1 0. t Then x / 0 G y / u 0 from x y is well which we conclude that x 2 y 2 / 0 and a b 2 2 x2 de f x y y2 de¿ned. THE COMPLEX FIELD 35 and y + U. With this de¿nition.1. It follows that x y + F and x y x y 0 0 and needed. Hence.2 The complex number 0 1 is de¿ned to be i .4. it can be shown directly that i2 1 0 1 and a bi. This is shown in our text on page 13. Hence. Remark 1.

In z x i y. and y is the imaginary part of z.3 The modulus of a complex number z is the magnitude of the vector S representation and is denoted by z.4 The argument of a nonzero complex number z. the conjugate of z. denoted by Im z. If z x i y. De¿nition 1. When we think of the complex number x i y as a vector O P joining the origin O 0 0 to the point P x y. .36 CHAPTER 1. We plot them on a rectangular coordinate system that is called an Argand Graph. denoted by Re z. is x i y.5 For z x i y. From Rectangular Coordinates Complex numbers can be represented geometrically as points in the plane. and associativity. is a measurement of the angle that the vector representation makes with the positive real axis.4.4. x is the real part of z. commutativity. denoted by z .4. THE FIELD OF REALS AND BEYOND With these observations we can write Q F a bi : a b + U F i 2 1 R with addition and multiplication being carried out using the distributive law. then z x 2 y2. De¿nition 1. We have two useful forms for complex numbers the rectangular and trigonometric forms for the complex numbers are freely interchangeable and offer different geometric advantages. we grasp the natural geometric interpretation of addition ( ) in F. denoted by arg z. De¿nition 1. Most of the properties that are listed in the following theorems can be shown fairly directly from the rectangular form.

1.4. z* z. 37 4. Theorem 1. 0. it is customary to use cis A for cos A i sin A in which case we write z r cis A. Proof. THE COMPLEX FIELD Theorem 1. z 3. . To see the ¿rst one. The proofs are left as exercises. Re z * z* z z . Im z z * zz . i sin A . then 1. z 1 z 1 z 2 2 z 2 n z 1 z 2 and z 1 z 2 o z 1 z 2 . z o 0 with equality only if z 2.8 If z and * are complex numbers. let r Then the trigonometric form is z r cos A S x2 y 2 and A arctan rys x arg z.6 For z and * complex numbers.7 (The Triangular Inequalities) For complex numbers z 1 and z 2 . zz is a nonnegative real number.4. NOTE: While r A uniquely determines a complex number. 2 2i 4. 1.4. The proof of the second triangular inequality is left as an exercise. 5. In engineering. the converse is not true. z *2 z2 2 Re z* *2 . z* 3. Re z n z and Im z n z. z 2. Theorem 1. z *. note that z 1 2 2 Re z 1 z 2 z 2 2 n z 1 2 2 z 1 z 2 z 2 2 z 1 z 2 2 .4. From Polar Coordinates For nonzero z x i y + F.

Then? 3 1 % r 3 cis 3A 1. we need only solve the equation cis 3A 1. we immediately conclude that we must have r 1. and cis . Let ? r cis A .38 CHAPTER 1. the three 3 3 T T 1 3 1 3 complex numbers whose cubes are one are: i .12 (Schwarz’s Inequality) If a1 an and b1 bn are complex numbers. n n2 n n na j n nb j n . 0. n . then n n2 n n n n. Thus. n n2 . and .10 (DeMoivre’s Law) For A real and n + ].4. [cis A]n cis nA . Hence. we have three distinct complex numbers whose cubes are 3 3 t u t u 2H 2H one namely.4. THE FIELD OF REALS AND BEYOND Excursion 1. Since n 3 n nr cis 3A n r 3 . cis . In rectangular form. Example 1.4. Proposition 1.11 Find all the complex numbers that when cubed give the value one. we know that the last equation is equivalent to ¿nding all A such that cis 3A | } 2kH cis 2kH for k + ] which yields that 3A 2kH for k + ]. But :k+] 3 | } 2H 2H 0 .4. Due to the periodicity of the sine and cosine. We are looking for all ? + F such that ? 3 1. cis 0 1. a b n n n nj 1 j jn j 1 j 1 . The following identity can be useful when working with complex numbers in polar form. 2 2 2 2 Theorem 1. DeMoivre’s Law offers us a nice tool for solving this equation.9 Use the polar form for complex numbers to develop a geometric interpretation of the product of two complex numbers.

Lemma merely reasserts that ) ) ) ) 1.13 Make use of this inequality and the choice of 1 n n . Remark 1. Now.4.4. n n2 nb j n D ajbj j 1 j 1 to complete the proof.4. for any D + F. 1 n k n n. First the statement is certainly true if bk 0 for all k.4. note that n . then Schwarz’s n n n n n1 2 n a1 b1 a2 b2 n n1 n n2 n. It is important to gain a facility at representing sets in terms of expressions involving . THE COMPLEX FIELD 39 Proof. .1. j 1 Excursion 1. For ex 2 ample.1 Thinking Complex Complex variables provide a very convenient way of describing shapes and curves. Thus we assume that not all the bk are zero. if 1 ) ) a1 a2 and n b1 b2 are vectors in U nU.14 A special case of Schwarz’s Lemma contains information relating the modulus of two vectors with the absolute value of their dot product.n n na j Db j n2 o 0.

One way to obtain a description is to translate the expressions to equations involving two real variables by substituting z x i y.4.15 Find all complex numbers z that satisfy 2 z Let z 2 z x i y. THE FIELD OF REALS AND BEYOND complex numbers because we will use them for mappings and for applications to various phenomena happening within “shapes. let’s do some work on describing sets of complex numbers given by equations involving complex variables. Example 1. we 4 4 2 conclude that the set of solutions for the given equation is empty.16 Find all z + F such that z z 1 2i ***Your work should have given the 3 2i as the only solution. Since y n F y o is never satis¿ed.40 CHAPTER 1. Excursion 1. x 4 2 2 Im z 1 1 1 1 The last equation implies that y n .*** 2 .4. Then 2 Im z 1 % % % % b b 2 4 x S 2 x 2 y 2 2y 1 t u c c 1 y2 4y 2 4y 1 F y o 2 1 4x 2 4y 1 F y o 2 t u 1 1 2 y Fyo .” Towards this end.

which can be quite a time saver. In order to do this.4. there are some geometric descriptions that are useful for us to recall: z : z z 0 r.1. THE COMPLEX FIELD 41 Another way. is to reason by TRANSLATING TO THE GEOMETRIC DESCRIPTION.

(a circle) is the locus of all points z equidistant from two ¿xed points. z 0 . is a constant greater than z 1 z 2 . z 1 and z 2 . (an ellipse) z : z z 1 z z 2 . z 1 and z 2 . is the locus of all points z equidistant from the ¿xed point.) is the locus of all points for which the sum of the distances from 2 ¿xed points. with the distance being r 0. (the perpendicular bisector of the line segment joining z 1 and z 2 .

z : zz 1 zz 2 I.

and/or important points for each object.17 For each of the following. n n n z 2i n n 1. n n z 3 2i n 1 2. for a constant I z 1 z 2 Excursion 1. Provide labels. z 4i z 7i 12 . sketch the set of points z that satisfy the given equations. names. without substituting x i y for z.4.

and a disk.42 3. } 9 3 set notation. you should have obtained x i y + F : y x . THE FIELD OF REALS AND BEYOND ***The equations described a straight | an ellipse. 4z 3 i n 3 CHAPTER 1. 4 8 u t 3 2 ! ! ! ! ! ! y 2 x 2 x iy + F : t u 1 . In line. respectively. and ! ! 23 62 ! ! ! ! 4 t u t u t u2 .

3 2 1 2 3 .4.19 Use the space below to justify this remark. Excursion 1.*** x iy + F : x y n 4 4 4 Remark 1. .18 In general. then | n n nz a n n z+F:n nz bn } k k / 1 describes a circle. if k is a positive real number and a b + F.4.

For I p q r. PROBLEM SET A 43 n n nz an n k leads to n ***Simplifying n z bn r s b _c 1 k 2 z2 2 Re a z from which the remark follows.5 Problem Set A 1.*** b _c 2k 2 Re b z r a2 k 2 b2 s 1.5.1.

and multiplication. . let the binary operations of addition. specify a multiplicative inverse for each element of I that has one. c. c r q p r r q p q q p r p p r q e r q p r r r r q r q p p r p q (a) Is there an additive identity for the algebraic structure I c e? BrieÀy justify your position. (b) Is the multiplicative inverse property satis¿ed? If yes.. e. be de¿ned by the following tables.

(d) Is p p p r q q p q r r . THE FIELD OF REALS AND BEYOND (c) Assuming b notation from our ¿eld properties.44 CHAPTER 1. ¿nd the c r c q e p c p 1 .

a ¿eld ordering on I? BrieÀy justify your claim.1. prove each of the following parts of Proposition 1. 2. (a) The multiplicative identity of a ¿eld is unique.6. (b) The multiplicative inverse of any element in I e. For a ¿eld I e f .

(a) 1a 1b a b + I " a b a a b a b b (b) 1a 1b a b + I " a b (c) 1a 1b a b + I " a b (d) 1a 1b a b + I " a b a b b 1 c b 1 cc b a b (e) 1a 1b a b + I e. For a ¿eld I e f . 3. prove each of the following parts of Proposition 1.8.1. is unique.

6. Give reasons for each step of your demonstration.10(#1): 1a 1b a b + I " 2!x x + I F a x b 5. For an ordered ¿eld I 0 1 . " a b1 4. prove each of the following . prove Proposition 1.1. For a ¿eld I 0 1. show that. For a ¿eld I 0 1. for a b c + I. prove that (a) 1a 1b 1c 1d [a b c d + I F a b F c d " a cb d] (b) 1a 1b 1c 1d [a b c d + I F 0 a b F 0 c d " ac bd] 7. a b c a b c and a b c a b c. For an ordered ¿eld I 0 1 .

1.5. PROBLEM SET A d (a) 1a 1b 1c a b c + I F c / 0 " c b a c1 b c 45 e b c1 a b c1 0F (b) 1a 1b 1c 1d [a c + I F b d + I 0.

} 1n :n+Q (a) n | t u } 1 (b) 1n H :n+Q n } | 1 1 (c) : m n + M m n | } 1 (d) :x +U 1 x2 } | 1 1 :n+M (e) 3n 5n1 | } 1 (f) x : x + U 0. " b d / b c b c a b1 c d 1 a d b c b d1 ] 8. Find the least upper bound and the greatest lower bound for each of the following.

x | } 1 1 (g) x : x 2 x 2 | n 9. if A has a least upper bound in X. it is unique. ¿nd x2 M . Prove that. 10. Let X n be an ordered set and A l X. Prove that 0 " 2g g + S F M n g M (a) sup f 1 * 3 (b) inf f 1 3 * . For f x 2 x 1 . Suppose that S l U is such that inf S 1 + UF 11.

15. THE FIELD OF REALS AND BEYOND 12. 14. k j 13. 1 an o 1 na. i 2 3 6i]. (e) z 1 z 2 . Let A x + U : x 2 x 31 2 . z *. If z 1 3 4i and z 2 4z 2 . 16. (c) z 1 z 2 4. Show that the following expressions are both equal to one. Find the sup A and the inf A. Find all the values of (a) 2 34 1.4. Use the Principle of Mathematical Induction to prove DeMoivre’s Law. 20. For any integers k and n. show that sup P n sup Q. Use the Principle of Mathematical Induction to prove that. How many distinct values 18. T 3 T 3 1 i 3 1 i 3 (a) (b) 2 2 17. (a) 2z 1 (b) 3z 1 2z 2 . If P and Q are bounded above. 21. (b) 1 (c) 1 2i [3 2 i3 . Carefully justify the following parts of Theorem 1. . 2 3i. Prove that there is no ordering on the complex ¿eld that will make it an ordered ¿eld.46 CHAPTER 1.6. Suppose that P t Q t U and P / 3. For z and * complex numbers. (d) 1 (e) 1 i4 . show that i n can be assumed by i n ? in 4k . for a o 0 and n a natural number. (a) z o 0 with equality only if z (b) z (c) z* z. (f) 2z 1 3z 2 1. in 1 in . obtain graphically and analytically (d) z 1 z 2 . 0. 19.

Prove that the vector z 1 is parallel to the vector z 2 if and only if Im z 1 z 2 . Carefully justify the following parts of Theorem 1. n n nz 2n n (f) n n z 1 n 2. . (c) Re z 2 25. z 1 z 2 o z 1 z 2 . 47 22. b z (d) z 1 z 1 2. then (a) z (b) z* (c) Re z * z* z z z * zz . Find the set of all z + F that satisfy: (a) 1 z n 3. When does az 0. Rez. c 0 represent a line? 0. 26. 2 2i (d) zz is a nonnegative real number. Im z 24.1. Prove the “other” triangular inequality: For complex numbers z 1 and z 2 . (e) z *2 z2 2 Re z* *2 . 23. (e) Im z 2 0.8.5.4. n n nz 3n n (b) n n z 2 n 1. If z and * are complex numbers. PROBLEM SET A (d) Re z n z and Im z n z. (g) z 2 (h) z 1 z 2 5.

48 CHAPTER 1. THE FIELD OF REALS AND BEYOND .

1 Let A and B be nonempty sets and f : A B.1. written f : A B. 49 11 11 y . we need functions with two additional properties. De¿nition 2. Our brief visit allows us to go beyond some of what we saw and to build a deeper understanding of some of the material for which a revisit would be bene¿cial. if and only if 1y y + B " 2x x + A F x y + f 3. f is a one-to-one correspondence. f is onto. written f : A B. The other “big” use of function that was seen in MAT108 was with de¿ning “set size” or cardinality. Then 1. 2. written f : A B. if and only if 1x 1y 1z x z + f F y z + f " x 2.1 Some Review of Functions We have just seen how the concept of function gives precise meaning for binary operations that form part of the needed structure for a ¿eld. if and only if f is one-to-one and onto.Chapter 2 From Finite to Uncountable Sets A considerable amount of the material offered in this chapter is a review of terminology and results that were covered in MAT108. f is one-to-one. For precise meaning of what constitutes set size.

f : A B is onto if and only if rng f de f y + B : 2x x + A F x y + f . FROM FINITE TO UNCOUNTABLE SETS Remark 2.1.50 CHAPTER 2.2 In terms of our other de¿nitions.

. B which is equivalent to f [A] In the next example. Hence. (a) By de¿nition. as long as we are looking at basic functions that result in simple algebraic combinations of variables. B. Now suppose that x + 1 1.3 For f x x 1 x u } + U U : 1 x 1 . f is a relation from 1 1 to U. |t Example 2. you can assume that was is given in that form in a function on either its implied domain or on a domain that is speci¿ed.e. the ¿rst part is shown for completeness and to remind the reader about how that part of the argument that something is a function can be proved.1. As a matter of general practice. f l U U i. 1 x1 + U 0. Then x 1 from which it follows that 1 x / 0. prove that 11 f : 1 1 U.

and y x 1 x1 + U because multiplication is a binary operation on U. and ) were arbitrary. we have shown that 1x x + 1 1 " 2y y + U F x y + f i. Since x u.. Since x was arbitrary. dom f 1 1.e. ) .e. Because f is a single-valued relation from 1 1 to U whose domain is 1 1. de f Suppose that x y + f F x ) + f .. we conclude that f : 1 1 U. 1x 1u 1) x u + f F x ) + f " u i. Then u x 1 x1 ) because multiplication is single-valued on U U. f is single-valued.

For * 0. f is one-to-one.*** 1 * 1 * . * Then either * 0 or * o 0. * 1 and we conclude the x + . Let * + U. (4) 1 *. 3 For * o 0. 6 f x Since * + U was arbitrary.2. ¿ll in what is missing to ¿nish showing that f is onto. Because 1 0 and * o 0 implies that 1 * * 0 which is equivalent to having 1 x 0. In either case.. let x .e. Therefore. x 5 4 . Now x1 x2 + 1 0 yields that f x1 x1 x2 x1 f x2 . 1 x1 1 x2 Since f x1 f x2 we must have that f x1 0 F f x2 0 or f x1 o 0 F f x2 o 0 which implies that 1 x1 0 F 1 x2 0 or 1 x1 o 0 F 1 x 2 o 0. we conclude that f maps 1 1 onto U. (3) *. * ***Acceptable responses are: (1) 1 0. 1 x2 Since x1 and x2 were arbitrary. 1* t ut u1 * * * 1 . It follows that 1* 1 x and 2 f x x 1 x * .1. x1 x2 + 1 1 and 51 x2 x1 . Hence. SOME REVIEW OF FUNCTIONS (b) Suppose that f x1 f x2 i. while x1 x2 + [0 1 leads to f x1 1 x1 1 x2 1 x1 x2 f x2 . (c) Finally. (5) 1* 1* 1 * t ut u1 * * (6) 1 *. (2) . because 1 0. a simple calculation gives that x1 x2. 1x1 1x2 f x1 f x2 " x1 x2 . Then 1 * 0 1* and. 1 * and . let x * Hence. we have that 1 * * or 1 * *.

denoted by R 1 . B. and C. is y x : x y + R. let R + S A B and S + P B C where S X denotes the power set of X. we saw two relations that could be used to describe or characterize properties of functions.1. 1. the inverse of R.4 Given sets A. FROM FINITE TO UNCOUNTABLE SETS Given a relation from a set A to a set B. De¿nition 2.52 CHAPTER 2.

is x z + A C : 2y x y + R F y z + S. the composition of R and S. 2. denoted by S i R.

j k Example 2.5 For R x y + Q ] : x 2 y 2 n 4 and 1 0 1 1 1 1 1 0 2.1.

S 1 S | x y + U U : y 2x} 1..

. and S i R 1 1 1 3 1 1 2 1. R x 1 .

1. The following theorem. x y + U U : y 2 Note that the inverse of a relation from a set A to a set B is always a relation from B to A this is because a relation is an arbitrary subset of a Cartesian product that neither restricts nor requires any extent to which elements of A or B must be used. If f 1 is a function. .7 Let f : A B and g : B C. gave us necessary and suf¿cient conditions under which the inverse of a function is a function. T i S i R. Then g i f is a function from A into C.1. it need not be a function with domain B. S + S B C. C. We also saw many results that related inverses. compositions and the identity function. These should have included all or a large subset of the following. Theorem 2.6 Let f : A B. Theorem 2. it need not be a function even if the inverse is a function.8 Suppose that A.. Then f 1 is a function if and only if f is one–to– one. while the inverse of a function must be a relation. Then T i S i R and S i R1 R 1 i S 1 .1. from MAT108. Theorem 2. R + S A B. B. On the other hand. then f 1 is a function from B into A if and only if f is a function from A onto B. and D are sets. and T + S C D.

2.10 For f : A B and g : B C. parts #2 and #3.1. 2. I B i R R and R i I A R.12 Theorem 2. then h C g : A C B C C D Remark 2. SOME REVIEW OF FUNCTIONS Theorem 2. If h : A C. If h is a function having dom h A. B. R i R 1 l I B 2. 53 1. then g i f is one–to–one. 4. g : B D and A D B 3. we would show that f 1 : 1 0 * 0 and f 2 : [0 1 11 [0 * and claim f 1 C f 2 : 1 1 U from Theorem 2. R 1 R 4. A D B 11 11 3. Notice that the relation f that was given in Example 2. 1. and D are sets in the universe X . If g i f is onto C then g is onto C. whenever R is single-valued. then h C g : A C B C C D. Theorem 2.3.1.2. and A D B 3.9 Suppose that A and B are sets and that R + S A B. Theorem 2. . C.1.1.1. whenever R is one-to-one. R 1 i R + S A A and. 3.3 can be realized as f 1 C f 2 where u } |t x f1 x + U U : 1 x 0 1 x and f2 |t x x 1x u +UU:0n x 1 11 11 } for this set-up. then f is one–to–one.1.1. g : B D. 3. then h C g is a function such that dom h C g A C B. Then 1. If f and g are one–to–one. If g i f is one–to–one. If h : A C. R 1 i R l I A b c1 3. g is a function such that dom g B. R i R 1 + S B B and.11 can be used to give a slightly different proof of the result that was shown in Example 2.11. and C D D 11 3.11 Suppose that A. then g i f is onto C. If f is onto B and g is onto C.1.1.

then A and B are said to have the same cardinality.2 A Review of Cardinal Equivalence De¿nition 2. FROM FINITE TO UNCOUNTABLE SETS 2.1 Two sets A and B are said to be cardinally equivalent.2 Let A 0. If A q B (read “A is equivalent to B”.2. if and only if 2 f f : A B . denoted t u 11 by A q B.54 CHAPTER 2.2. | Example 2.

and B } 1 : n + Q . Make use of the relation n

x f x : x + [0 1]

where ! 1 ! ! 2 ! ! 1 ! ! ! x

, if x + A x 2x , if x + B , if x + [0 1] A C B

f x

**to prove that the closed interval [0 1] is cardinally equivalent to the open interval 0 1.
**

x f x : x + [0 1]

**where f is de¿ned above. Then F Proof. Let F
**

x g1 : x + A C C

x g2 : x + [0 1] A C B

where B

! 1 ! , if x + A 2 g1 x and g2 f [01]ACB . x ! ! 1 2x , if x + B 1 0 or there exists n + Q such that x . n 1 t u 1 1 1 n It follows that g1 x g1 0 or g1 x g1 + 1 2 n n 2 1 2 n 0 1. Since x was arbitrary, we have that Suppose that x + A C B. Then either x 1x x + A C B " 2y y + 0 1 F g1 x y .

2.2. A REVIEW OF CARDINAL EQUIVALENCE Thus, dom g1 A C B. Furthermore, since 1 x 1 2x x 1 2 x / 0 for x + B

55

2 x1

is de¿ned and single-valued because and are the binary operations on the ¿eld U. Hence, g1 : A C B 0 1. Since } | 1 g1 [A C B] :n+Q C, de f n 2 we have that g1 : A C B C. Now suppose that x1 x2 + A C B are such 1 that g1 x1 g1 x 2 . Then either g1 x1 g1 x2 or g1 x 1 g1 x2 + 2 | } 1 : n + Q . In the ¿rst case, we have that x1 x2 0. In the second case, n 2 we have that g1 x1 g1 x2 " x1 1 2x1 x2 % x1 1 2x2 2x1 x2 x2 2x 2 x1 % x1 x2 .

Since x 1 and x2 were arbitrary, 1x1 x2 x1 x2 + A C B F g1 x1 g1 is one-to-one. Therefore, g1 : A C B C. Note that [0 1] A C B 0 1 C. Thus, g2 , as the identity function on 0 1 C, is one-to-one and onto. That is, g2 : 0 1 C 0 1 C . From Theorem 2.1.11 #2 and #3, g1 : A C B C, g2 : 0 1 C 0 1 C, [0 1] A C B D A C B 3 and 0 1 C D C 3 implies that g1 C g2 : A C B C 0 1 C C C 0 1 C .

11 11 11 11 11

g1 x 2 " x1

x2 i.e.,

(*)

56

CHAPTER 2. FROM FINITE TO UNCOUNTABLE SETS [0 1] A C B in addition to noting that [0 1]

Substituting 0 1 C

A C B C [0 1] A C B and C C 0 1 C we conclude from (*) that F Therefore, [0 1] 0 1. 0 1

g1 C g2 : [0 1] 0 1 .

11

For the purpose of describing and showing that sets are “¿nite”, we make use of the following collection of “master sets.” For each k + M, let Mk

j + M : 1 n j n k

For k + M, the set Mk is de¿ned to have cardinality k. The following de¿nition offers a classi¿cation that distinguishes set sizes of interest. De¿nition 2.2.3 Let S be a set in the universe X. Then 1. S is ¿nite % S 3 G 2k k + M F S q Mk .

2. S is in¿nite % S is not ¿nite. 3. S is countably in¿nite or denumerable % S q M. 4. S is at most countable % S is ¿nite G S is denumerable)). 5. S is uncountable % S is neither ¿nite nor countably in¿nite. Recall that if S 3, then it is said to have cardinal number 0, written S If S q Mk , then S is said to have cardinal number k i.e., S k. 0.

Remark 2.2.4 Notice that the term countable has been omitted from the list given in De¿nition 2.2.3 this was done to stress that the de¿nition of countable given by the author of our textbook is different from the de¿nition that was used in all the MAT108 sections. The term “at most countable” corresponds to what was de¿ned as countable in MAT108. In these Companion Notes, we will avoid confusion by not using the term countable when reading your text, keep in mind that Rudin uses the term countable for denumerable or countably in¿nite.

A REVIEW OF CARDINAL EQUIVALENCE 57 We know an in¿nite set is one that is not ¿nite. Space for comments. To prove that 2k k + M F Mk q M rr s s 11 is suf¿ces to show that 1k 1 f k + MF f : Mk M " f [Mk ] / M . The ¿rst one we think of is Q or M.2. Supde f Proof. M is not empty.5 The set M is in¿nite. This leads to the following Proposition 2. 1 + M. Now it would be nice to have some meaningful in¿nite sets. it needs proving. While this claim may seem obvious. Since 3.2.2.

we have that f j 0. for any set X. Thus.6 From the Pigeonhole Principle (various forms of which were visited in MAT108). X ¿nite " 1Y Y t X F Y / The contrapositive tautology yields that 1Y Y t X F Y / which is equivalent to 2Y Y t X F Y / X F Y q X " X is in¿nite. (-) X " Y X " X is ¿nite X " Y X . Hence. For each j. Because M / 3 F 2k k + M F M q Mk 11 11 M which is it follows that M is not ¿nite as claimed. But then n + rng f from which we conclude that f is not onto M i. n is a natural number that is greater than each f j. f [Mk ] / M. Remark 2. n / f j for any j + Mk . . Since k and f were rr s s arbitrary. pose that k + M and f is such that f : Mk M. we have that 1k 1 f k + MF f : Mk M " f [Mk ] / equivalent to the claim that 1k k + M " Mk M.2.e. we know that.. 1 n j n k. Let n f 1 f 2 f k 1.

FROM FINITE TO UNCOUNTABLE SETS In fact. note that Me 11 n + M : 2n. To see how - can be used to prove that a set is in¿nite. - could have been used as a alternative de¿nition of in¿nite set.58 CHAPTER 2.

complete each of the following.7 (Cantor’s Theorem) For any set S.2.8 It can be shown. n +MF2n . 2x : is such that Me + M and Me q M where that latter follows because f x M Me consequently. M is in¿nite. that SM q U. and in some sections of MAT108 it was shown. Remark 2. an abbreviation for continuum.9 As a memory refresher concerning proofs of cardinal equivalence. Since M U. Use the function f n ! n ! ! 2 ! n1 ! ! 2 . n + MF2 0 n .2.” Also shown in MAT108 was that the set SM cannot be (cardinally) equivalent to M this was a special case of Theorem 2. 1. the cardinality of U represents a different “level of in¿nite.2. Prove 2 4 q 5 20 2.” The symbol given for the cardinality of U is c. Excursion 2. Recall that the cardinal number assigned to M is 80 which is read as “aleph naught. S SS.

2. Proof.. A REVIEW OF CARDINAL EQUIVALENCE to prove that ] is denumerable. Since B is ¿nite.*** ***For (1). Showing that the function given in (2) in one-to-one and onto involves applying elementary algebra to the several cases that need to be considered for members of the domain and range.2.e. Let A and B be sets such that A is denumerable and B is ¿nite. First we will prove that A C B is denumerable when A D B 3.10 The union a denumerable set and a ¿nite set is denumerable i. 59 25 x 30 jus2 11 tifying that f : 2 4 5 20 involves only simple algebraic manipulations. one of the functions that would have worked is f x We close this section with a proposition that illustrates the general approach that can be used for drawing conclusions concerning the cardinality of the union of two sets having known cardinalities Proposition 2. we have that either B 3 or there exists a natural number k and a function f such that f : B j + Q : j n k.2. 1A 1B A denumerable F B ¿nite " A C B is denumerable .

then A C B that f : B Qk where Qk 11 11 A is denumerable.. If B / de f 11 3. then let f be such j + Qk : j n k. If B 3.

Since A is denumerable.. there n n k : n + Q.

n k o 1 k consequently. j + Q : j o 1 k. exists a function g such that g : A Q. we have that h : Q Q. n k is a uniquely determined natural number. for each n + Q. Since n + Q implies that n o 1. Hence.. from OF1. Now let h Because addition is a binary operation on Q and Q is closed under addition.

Q Qk is a codomain for h. Thus. . h : Q Q Qk .

F : B C A Q C Q Qk Q. . we have that n 1 k k n 1 k k n1 n 2 k k n 2 k k n2 Since n 1 and n 2 were arbitrary. * dom h. and the additive inverse property.1. 1n 1 1n 2 h n 1 h n 2 " n 1 n 2 i. Furthermore.e. * k k * k k *. h is onto. g : A Q and h : Q Q Qk implies that h i g : A Q Qk . Therefore. Now we consider the new function F f C h i g from B C A into Q which can also be written as for x + B f x F x . associativity of addition.. Since Q is the set of natural numbers for the ¿eld of real numbers. (i) Suppose that h n 1 h n 2 i. h x Since * was arbitrary.1. h is one-to-one. B C A or A C B is cardinally equivalent to Q i. x de f k o 1 k + Q x k k k 1 k k 1.60 CHAPTER 2. A C B is denumerable. (ii) Let * + Q Qk . we have shown that 1* * + Q Qk " 2x x + QF x * + h that is. FROM FINITE TO UNCOUNTABLE SETS We will now show that h is one-to-one and onto Q Qk . by 11 11 11 11 11 11 11 Theorems 2. part (1) and (2). h i g x for x + A Since A D B 3. we conclude that h : Q Q Qk .e.e. parts (1) and (2). By OF1. there exists an additive inverse k + U such that k k k k 0. n 1 k n 2 k.. Then * + Q and * o 1 k..11. From Theorem 2. From associativity and substitution. From (i) and (ii). f : B Qk and h i g : A Q Qk . * Hence. Q D Q Qk 3.10.

De¿nition 2.2. In this case.” First we will clarify what is meant by arranging a set as a sequence. letting an f n leads to the following common notations * for the sequence: an . A B D B 3 and A B C B A C B. 2. which yields that 1k k + Q " Q Qk 80 .2. A B C B is denu- From the argument above. A REVIEW OF CARDINAL EQUIVALENCE 61 If A D B / 3.1 Denumerable Sets and Sequences An important observation that we will use to prove some results concerning at most countable sets and families of such sets is the fact that a denumerable set can be “arranged in an (in¿nite) sequence. 1A 1B A denumerable F B ¿nite " A C B is denumerable .11 Let A be a nonempty set. Any f : Mk A for a k + M is a ¿nite sequence of elements of A. Since A and B were arbitrary. then we consider the sets A B and B. we again conclude that A C B merable. The latter follows from what we showed above because our proof for the function h was for k arbitrary. Now the set B is ¿nite and the set A B is denumerable.2.2. A sequence of elements of A is a function f : M A. For f : M A.

n 1 . an .

an .n+M .

It is important to notice the distinction between an . or a1 a2 a3 an ..

* 1 and an : n + M.

while the latter is a set. the former is a sequence n where the listed terms need not be distinct. if f : M 1 2 3. For example.

is the constant function f n 1. then an .

* 1 n 1 1 1 while an : n + M.

1.

. if A is a denumerable or countably in¿nite set then there exists a function g such that g : M A. letting g n xn leads to a sequence xn . In this case. Now.

every element of A appears someplace in the sequence. 11 ..” The proof of the following theorem illustrates an application of this phenomenon. This phenomenon explains our meaning to saying that the “elements of A can be arranged in an in¿nite sequence.e.n+M of elements of A that exhausts A i.

Let A be a denumerable set and E be an in¿nite subset of A. it can be arranged in an in¿nite sequence. Proof.12 Every in¿nite subset of a countably in¿nite set is countably in¿nite. FROM FINITE TO UNCOUNTABLE SETS Theorem 2. say an . Because A is denumerable.62 CHAPTER 2.2.

Let n S1 m + M : am + E.* 1 .

Because S1 is a nonempty set of natural numbers. Let n 1 denote the least element of S1 and set S2 m + M : am + E. by the Well-Ordering Principle. . S1 has a least element.

n 1 .

S2 is a nonempty set of natural numbers. say n 2 . In general. for S1 S2 Sk1 and n 1 n 2 n k1 . By the Well-Ordering Principle. S2 has a least element. Since E is in¿nite. . we choose nk min Sk *here Sk m + M : am + E.

n 1 n 2 n k1 .

then . Use the space provided to convince yourself that this choice “arranges E into an j k* in¿nite sequence an k k 1 .3 Review of Indexed Families of Sets Recall that if I is an indexed family of subsets of a set S and denotes the indexing set.” 2.

2.3. REVIEW OF INDEXED FAMILIES OF SETS the union of the sets in I A: : : + .

.. is b c p + S : 2. . denoted by > :+ 63 A: . + F p + A.

+ " p + A. ? and the intersection of the sets in I . is :+ c p + S : 1. . denoted by A: . .

. Remark 2. If I is a nonempty ¿nite family of sets. then Mk .3. for some k + M. k k > ? A j and A j . then the indexing set is M or Q in this case. respectively. the union and intersection over I are written as j 1 j 1 j 1 j 1 b A: : : + .1 If I is a countably in¿nite or denumerable family of sets (subsets of a set S). the union and intersection over * * > ? I are commonly written as A j and A j . can be used as an indexing set in this case. respectively.

. The set of equivalence classes from an equivalence relation do. for any : + ]. form a pairwise disjoint family. however. in an indexed family I different subscript assignments does not ensure that the sets represented are different. though the subscripts are different. For the relation k3 that was de¿ned over ] by x k3 y % 3 x y. An indexed family I A: : : + . let A: [:]k3 then A4 A2 A5 . It is important to keep in mind that. An example that you saw in MAT108 was with equivalence classes.

/ 3 " A: A. ? it is disjoint if and only if A: 3. + F A: D A.2 For each j + ]. let A j x1 x2 + U U : x1 j n 1 F x2 n 1. where ] denotes the set of integers. Example 2.3. : . Note that being disjoint is a weaker condition that being pairwise disjoint. is pairwise disjoint if and only if b c 1: 1.

? > Find A j and Aj. j+] j+] :+ ..

j+] 1 5n Excursion 2. For each j + ]. while A j and A j 3 have nothing in common. let Cn 3 > ? 2n F Cn : n + Q.64 CHAPTER 2. A j and A j 1 overlap in the section where j > x1 n n Aj j 1. FROM FINITE TO UNCOUNTABLE SETS Each A j consists of a “2 by 2 square” that is symmetric about the xaxis.3 For n + Q.3. j+] ? j k x1 x2 + U2 : x 2 n 1 and A j 3. Consequently.

C2 5 .3. Upon noting that the left 2 4 2 6 3 endpoints of the intervals are decreasing to 3 while the right endpoints are oscilt u > 1 lating above and below 5 and closing in on 5. . j+Q j+Q v 1n n u and ***For u one. Justify the claim that j D A j : j + M is disjoint but not pairwise disjoint. and C3 4 . For example. C1 you few v 5 11 1 17 2 4 . v this hopefully u looked atvCn for a u n.. we conclude that Cj 3 5 2 j +Q v u ? 5 and Cj 4 .*** 2 j+Q j T k Excursion 2.4 k For j + M. Find C j and C j. let A j x + U : x o j .

your discussion? to your noticing that Ak D Am led Amax km. CARDINALITY OF UNIONS OVER FAMILIES 65 ***Hopefully.2.4.

in MAT108. Space for Scratch Work Proof. respectively. or a slight variation of it. you needed to note that given any ¿xed j+Q positive real number * there exists p + M such that * + A p taking p where JK denotes the greatest integer function. Excursion 2. Suppose that A and B are ¿nite sets such that A D B 3. works.1 If A and B are disjoint ¿nite sets.2 Fill in what is missing to complete the following proof of the Lemma. In either case A C B . and 3 0 yields that 3 1 is A B A C B. then A C B or A C B 2 . to justify that Aj 3. 2.*** f *2 g 1 .4. If A / 3 and B / 3. . On the other hand. then there exists k n + Q such that A i + Q : i n k. Lemma 2. then A C B is ¿nite and A C B A B .4 Cardinality of Unions Over Families We saw the following result. If A 3 or B 3.4.

and B i + Q : i n n.

. Hence there exist functions f and g such that f : A g: H k 5 1–1 4 and . Now let 1 k 2 k n.

. Then the function 1–1 h x k x is such that h : i + Q : i n n.

6 . Since the composition of one–to–one onto functions is a one–to–one correspondence. H . F hig: .

A D B i + Q : i n k.11.1. FROM FINITE TO UNCOUNTABLE SETS 3.66 CHAPTER 2. From Theorem 2.

D H 1–1 3. f : A i + Q : i n k.

Since . and . we 8 1–1 F : B H implies that f CF: i + Q : i n k..

(4) i + Q : i n k. 11 ***Acceptable responses: (1) B. (3) ¿nite. (2) A. C H 7 conclude that A C B is A C B 10 9 and .

(5) B i + Q : i n n. or Ak .

. (7) A C B i + Q : i n k. (6) B H.

(8) i + Q : i n k n. C H .

We can use the sequential arrangement to establish an in¿nite array let the . say xn j j 1 .1 and the Principle of Mathematical Induction can be used to prove Theorem 2. The proof should be reminiscent of the proof that T 80 . > j+M Because E 1 is denumerable and E 1 t E j . Each E n can be arranged let k * as an in¿nite sequence.4. Proof. (9) ¿nite.4 The union of a denumerable family of denumerable sets is denumerable. and (11) A B.4. (10) k n. or Ak n .*** Lemma 2. Then > k+M 1–1 1–1 1–1 Ek j k xn j : n + M F j + M .4. Theorem 2.3 The union of a ¿nite family of ¿nite sets is ¿nite. Now we want to extend the result of the theorem to a comparable result concerning denumerable sets. we know that > j +M E j is an in¿nite set. The proof is left as an exercise. Proof. For each n + M. j E n be a denumerable set.

. Consequently. x11 x21 x31 x41 x51 x12 x22 x32 x42 x52 x13 x23 x33 x43 x53 x14 x24 x34 x44 x54 x15 x25 x35 x45 x55 x16 x26 x36 x46 x56 67 .4.The terms in the in¿nite array can be rearranged in an expanding triangular array. such as x11 x21 x31 x41 x51 x61 x71 x 12 x 22 x 32 x 42 x 52 x 62 x13 x23 x33 x43 x53 x14 x24 x34 x44 x15 x25 x35 . the in¿nite sequence > > may list elements from E k more than once in this case. x16 x26 x17 This leads us to the following in¿nite sequence: x11 x21 x21 x31 x22 x13 Because we have not speci¿ed that each En is distinct. CARDINALITY OF UNIONS OVER FAMILIES sequence corresponding to E n form the nt h row.2. E k would correk+M k+M > spond to an in¿nite subsequence of the given arrangement. E k is k+M denumerable. as needed.

5 If A is at most countable..68 CHAPTER 2. Theorem 2. Tn j A _ A A ^] ` n o f them b ck a1 a2 an : 1 j j + M F 1 n j n n " a j + A .6 For A a denumerable set and n + M. then > T B: :+ A is at most countable. and. Then Tn is denumerable.4. The last theorem in this section determines the cardinality of sets of n tuples that are formed from a given countably in¿nite set.e. Let S n + M : Tn q M. for each : + A.4. let Tn An i. B: is at most countable. Proof. FROM FINITE TO UNCOUNTABLE SETS Corollary 2.

k + M and Tk is denumerable. Suppose that k + S i. Since T1 A and A is denumerable.. Now Tk 1 Tk A where it is understood that x1 x2 xk a x1 x 2 xk a.. b a : a + A. 1 + S.e. For each b + Tk .

1b b + Tk " b a : a + A. q A. Hence.

Because Tk is denumerable and Tk 1 b+Tk > b a : a + A. q M .

This follows immediately upon noting that | } p T : p + ] F q + M F gcd p q 1 q p q + ] M : gcd p q q and ] M is an in¿nite subset of ] ] which is denumerable by the theorem.4. Since k it follows from Theorem 2. we conclude that 1k k + S " k 1 + S.e. k was arbitrary. 1 + S F 1k k + S " k implies that S M.4. 1 + S.7 The set of all rational numbers is denumerable. Proof. 1. By the Principle of Mathematical Induction.. 1 + S Corollary 2.4 that Tk 1 is denumerable i.

.

5 The Uncountable Reals 1 x interval 1 1 is cardinally equivalent to U. Since 1 1 1 .1. Consequently. Proof. We noted earlier that M U. The map gx 1 x 1 can be used 2 to show that 1 1 q 0 1. In Example 2. THE UNCOUNTABLE REALS 69 2. Hence.5. we restate the theorem and quickly review the proof. the 11 Theorem 2. For completeness.2. U is uncountable.3.5. it was shown that f x x : 1 1 U.1 The open interval 0 1 is uncountable.

l 0 1 and 1 1 1 .

Suppose that f : M 0 1 Then we can write f 1 f 2 f 3 f n 0a11 a12 a13 a14 0a21 a22 a23 a24 0a31 a32 a33 a34 11 0an1 an2 an3 an4 where akm + 0 1 2 3 4 5 6 7 8 9. q M. we know that 0 1 2 3 4 2 3 4 is not ¿nite.

we know that. where b j (The [ ] if a j j N O substitutions for NO. then 199999 is not. let m 0b1 b2 b3 b4 . N O if a j j / N O Finally. if 20000 is in the listing.).and [] are yours to choose. Because f is one-to-one.. Now justify that there is no q + M .

2m 1k k + J " f k / m i.6 Problem Set B 1. 2. f is not onto.2 The set of sequences whose terms are the digits 0 and 1 is an uncountable set.. we conclude that d e 1 f f : M 0 1 " f one-to-one F f is onto % 1 f f : M 0 1 F f one-to-one F f is onto u t 11 i.e. Because [P F Q " M] is logically equivalent to [P " Q F M] and [P " Q] is equivalent to [P F Q] for any propositions P.5. 2 f f : M 0 1 . For each of the following relations.. Q and M.e. ¿nd R 1 . CHAPTER 2.70 such that f q m. Corollary 2. (a) R (b) R (c) R 1 3 1 5 5 7 10 12. FROM FINITE TO UNCOUNTABLE SETS Hence. Since f was arbitrary. the open interval 0 1 is an in¿nite set that is not denumerable. Hence. we have shown that 1 f f : M 0 1 F f one-to-one " f is not onto .

j k x y + U U : y x 2 a b + A B : ab.

where A M and B j + ] : j n 6.

(a) f x 2x 5 3x 2 . 2. Prove that each of the following is one-to-one on its domain.

then g i f is onto C. whenever R is single-valued. B. (b) If h : A C. and T + S C D. prove each of the following. S + S B C. (b) If f is onto B and g is onto C. (a) If h is a function having dom h A. B. (c) Suppose that A and B are sets and that R + S A B. (a) If f and g are one–to–one. wnenever R is one-to-one. Prove that f x 4. For f : A B and g : B C. 71 3. then h C g : A C B C C D. Then r s1 R 1 R I B i R Rand R i I A R 5. Then R 1 i R + S A A and. R i R 1 l I B (d) Suppose that A and B are sets and that R + S A B. (d) If g i f is onto C then g is onto C. g is a function such that dom g B. then h C g is a function such that dom h C g A C B. and D sets in the universe X. (a) Suppose that A. B. Then S i R1 R 1 i S 1 . 6. . then g i f is one–to–one. and C are sets.6. C. R 1 i R l I A (e) Suppose that A and B are sets and that R + S A B. Prove each of the following parts of theorems that were stated in this chapter. prove each of the following. Then T i S i R T i S i R (b) Suppose that A. then f is one–to–one. C. R + S A B. g : B D and A D B 3. and D are sets.2. and A D B 3. For A. R + S A B and S + S B C. Then R i R 1 + S B B and. (c) If g i f is one–to–one. PROBLEM SET B (b) f x x3 x 2 6x 5 maps U onto [4 *.

g : B D. A D B 11 3.72 11 CHAPTER 2. then h C g : A C B C C D 7. and C D D 11 3. FROM FINITE TO UNCOUNTABLE SETS (c) If h : A C. (a) [6 10] q [1 4] (b) * 3 q 1 * (c) * 1 q 1 2 (d) Z M C 0. Prove each of the following cardinal equivalences.

q ] 8. 10. Let A be a nonempty ¿nite set and B be a denumerable set. 9. Prove that the set of natural numbers that are primes is in¿nite. Prove that A B is denumerable. (a) D (b) D (c) E (d) F 1 3 5. Find the union and intersection of each of the following families of sets.

2 3 4 5 6.

0 3 7 9.

.

v u 1 1 An : n + M.

where An 2 n n t u 1 Bn : n + M.

where Bn n n | 3 Cn : n + M.

For Z M C 0. 12. Prove that the ¿nite union of ¿nite sets is ¿nite. where Cn x + U: 4 x 6 n 2 3n } 11.

. let F : Z Z Z be de¿ned by F i j where k i j k k 2 1 j . Prove that F is a one-to-one correspondence. Prove that T T is denumerable. . 13.

is p q : p + S F q + T . to study functions on Un . The Cartesian product of S and T . and/or developing an understanding and ability to make use of properties of U U1 .1 Let S and T be sets. The next goal is to generalize our work to Un and.1 Euclidean n-space The set Un is an extension of the concept of the Cartesian product of two sets that was studied in MAT108. 3. we include the following De¿nition 3. reviewing. our focus has been on studying.Chapter 3 METRIC SPACES and SOME BASIC TOPOLOGY Thus far. eventually. denoted by S T . For completeness.1.

The Cartesian product of any ¿nite number of sets S1 S2 SN . . The object p1 p2 p N is called an N -tuple. 73 . denoted by S1 S2 S N . Our primary interest is going to be the case where each set is the set of real numbers. is ck j b p1 p2 p N : 1 j j + M F 1 n j n N " p j + S j .

1.2 Real n-space. Un x1 x2 xn : x1 x 2 xn + U.74 CHAPTER 3. METRIC SPACES AND SOME BASIC TOPOLOGY De¿nition 3..e. Un Thus. denoted Un . is the set all ordered n-tuples of real numbers i.

recall the de¿nition of an ordered pair: a b de f a. U U U.1. the Cartesian product of U with itself n times. ^] ` _ n of them Remark 3.3 From MAT108. .

a b.

.

. we interpret the Cartesian product of sets that are themselves Cartesian products as “big” Cartesian products with each entry in the tuple inheriting restrictions from the original sets. for : + U.1. respectively. Addition and scalar multiplication on n-tuple is de¿ned by x1 x2 x n and : x1 x2 xn :x1 :x 2 :xn . Hence. b y. B and C. The point is to have helpful descriptions of objects that are described in terms of n-tuple. and c z. It also follows from the de¿nition that. with given operations of vector addition : Y Y Y and scalar multiplication : U Y Y that satisfy each of the following: . for sets A. If we de¿ne ordered triples in terms of ordered pairs by setting a b c a b c this would allow us to claim that a b c x y z if and only if a x. For each n. De¿nition 3. in general. y1 y2 yn x1 y1 x2 y2 xn yn The geometric meaning of addition and scalar multiplication over U2 and U3 as well as other properties of these vector spaces was the subject of extensive study in vector calculus courses (MAT21D on this campus). the Cartesian product is not associative.e. some conventions are introduced in order to give meaning to the extension of the binary operation to more that two sets. With this in mind.. n o 2. A B C is. This de¿nition leads to the more familiar statement that a b c d if and only if a b and c d. it can be shown that Un is a real vector space. not equal to A B C i.4 A real vector space Y is a set of elements called vectors.

Then (a) x o 0 (b) x (c) :x 0%x 0 : x and . 1D 1< 1w D < + U F w + Y " D < w 7.1.5 Suppose that x y z + Un and : + U. 1v 1w v w + Y " v w w v v v v w 0 v w u v commutativity v w 75 2. j 1 The vector space Un together with the inner product and Euclidean norm is called Euclidean n-space. 1D 1< 1w D < + U F w + Y " D tivity 8. 1v v + Y " 2 v v + Y F v v Dv 5. Theorem 3. x x1 x2 x n and y product (also known as the scalar product) is xy n . 1u 1v 1w u v w + Y " u 3. The following two theorems pull together the basic properties that are satis¿ed by the Euclidean norm. 1v v + Y " 1 v v1 v < w D< w D w < w distribu- multiplicative identity y1 y2 yn in Un . the inner Given two vectors. 1D 1v 1w D + U F v w + Y " D v tivity D w distribuassociativity 6.1. j 1 x j yj and the Euclidean norm (or magnitude) of x x1 x2 xn + Un is given by Y X. 20 0 + Y F 1v v + Y " 0 associativity zero vector v 0 negatives 4.3. EUCLIDEAN N -SPACE 1. X n b c2 T x xx W xj .

1. we have that G @ x1 y1 x2 y2 which. For the case U2 .8 (The Triangular Inequalities) Suppose that x x 1 x 2 x N . For x and y y1 y2 yn in Un .e.6 Use Schwarz’s Inequality to justify part (d). y y1 y2 y N and z z 1 z 2 z N are elements of U N .76 CHAPTER 3.1. x y2 x1 x2 xn Remark 3.1. 1 n j n N and (b) x z n x y y z i.. x j y j 2 j 1 12 n N . Excursion 3. in vector calculus. N . Then (a) x y n x y i. Theorem 3.7 It often helps to take our observations back to the setting that is “once removed” from U1 . METRIC SPACES AND SOME BASIC TOPOLOGY (d) x y n x y. j 1 12 x2 j N .e. j 1 12 y2 j where 12 denotes the positive square root and equality holds if and only if either all the x j are zero or there is a nonnegative real number D such that y j Dx j for each j. 12 N N . y j z j 2 j 1 12 . the statement given in part (d) of the theorem relates to the dot product of two vectors: For G x1 x2 and @ y1 y2 . was shown to be equivalent to G@cosA where A is the angle between the vectors G and @. x j z j 2 n x j y j 2 j 1 j 1 12 N .. .

METRIC SPACES 77 where 12 denotes the positive square root and equality holds if and only if there is a real number r .3.” Let G y1 y2 . Observe that.2. for C x y : x 2 y 2 1. Remark 3. such that y j r x j 1 r z j for each j.1. statements concerning the lengths of the vectors that form the triangles that are associated with ¿nding G @ and G @. it is useful to view the triangular inequalities on “familiar ground. 1 n j n N . with 0 n r n 1.1..e. Then the inequalities given in Thex1 x2 and @ orem 3.9 Again.8 correspond to the statements that were given for the complex numbers i.

and I x : a n x n b.

where a b. is the right circular cylinder. the Cartesian product of the circle C with I . U x y z : x 2 y2 1 F a n z n b. C I .

y 2 z2 1. V x y z : a n x n b. I C. and the Cartesian product of I with C. is the right circular cylinder.

Our starting point for describing properties for sets in Un is with a formulation of a generalization of distance. distinguishing U from V depends on perspective and reason for study. If graphed on the same U3 -coordinate system. 3. In the next section. surface area etc. Consequently.2. we lay the foundation for properties that place U and V in the same category.2 Metric Spaces In the study of U1 and functions on U1 the length of intervals and intervals to describe set properties are useful tools. U and V are different objects due to different orientation on the other hand. It should come as no surprise that the generalization leads us to multiple interpretations.1 Let S be a set and suppose that d : S S U1 . U and V have the same height and radius which yield the same volume. De¿nition 3. . Then d is said to be a metric (distance function) on S if and only if it satis¿es the following three properties: d (i) 1x 1y x y + S S " dx y o 0 F dx y 0%x e y .

2 A metric space consists of a pair S d–a set.78 CHAPTER 3.4 Graph each of the following on Cartesian coordinate systems 1. For x x1 x2 x N and y y1 y2 y N .2. we have: U N d where dx y T3 N j 1 b c2 x j y j . D. S.2. U N D where Dx y U N d* where d* x y 3N j 1 x j 1n jnN y j . and a metric. on S. d. De¿nition 3. Proving that d. and n n max nx j y j n. and d* are metrics is left as an exercise. the Euclidean metric. and d e (iii) 1x 1y 1z x y z + S " dx z n dx y dy z (triangle inequality).3 There are three commonly used (studied) metrics for the set U N . Excursion 3. Remark 3. METRIC SPACES AND SOME BASIC TOPOLOGY d e (ii) 1x 1y x y + S S " dy x dx y (symmetry).2. A x + U2 : d0 x n 1.

2. B x + U2 : D0 x n 1.

.

2.3. METRIC SPACES 3. C x + U2 : d*0 x n 1.

*** Though we haven’t de¿ned continuous and integrable functions yet as a part of this course. 1 1. and 1 1. we offer the following observation to make the point that metric spaces can be over different objects. your work should have led you to a “diamond” having vertices at 1 0. 1 0. 79 ***For (1). 0 1. Let F be the set of all functions that are continuous real valued functions on the interval I x : 0 x n 1. you should have gotten the closed circle with center at origin and radius one for (2). 1 1. and 0 1 the closed shape for (3) is the square with vertices 1 1.

Then there are two natural metrics to consider on the set F namely.5 Given a set S and two metric spaces S d1 and S d2 .. we introduce the notion of equivalent metrics.2. Let A x + U2 : d0 x n 1. De¿nition 3. 1.6 As the result of one of the Exercises in Problem Set C. and gxdx Because metrics on the same set can be distinctly different. you will T know that the metrics d and d* on U2 satisfy d*x y n dx y n 2 d* x y. Excursion 3. With this in mind. d1 and d2 are said to be equivalent metrics if and only if there are positive constants c and C such that cd1 x y n d2 x y n Cd1 x y for all x y in S. for f and g in F we have (1) F d where d f g (2) F d where d f g 0nxn1 51 0 f x max f x gx.2. we would like to distinguish those that are related to each other in terms of being able to “travel between” information given by them.

. Draw a ¿gure showing the boundary of A and then show the largest circumscribed square that is symmetric about .

2. symmetric about the origin. that circumscribes the boundary of A.80 CHAPTER 3. Let C x + U2 : d*0 x n 1. METRIC SPACES AND SOME BASIC TOPOLOGY the origin and the square.

*** Excursion 3.7 Let E cosA sinA : 0 n A 2H . centered at the origin. that circumscribes the boundary of C. Draw a ¿gure showing the boundary of C and then show the largest circumscribed circle that is centered at the origin and the circle.2. ***For (1).. your outer square should have corresponded to Q T R 2 : d 0 x x x1 x 2 + U 2 the outer circle that you showed for part of * Q T R (2) should have corresponded to x x1 x2 + U2 : d0 x 2 .

and de¿ne d ` p1 p2 A1 A2 where p1 cosA1 si nA1 and p2 cosA2 si nA2 . Show that E d ` is .

81 The author of our textbook refers to an open interval a b x + U : a x b.2.3. METRIC SPACES a metric space.

as a segment which allows the term interval to be reserved for a closed interval [a b] x + U : a n x n b.

9 With this terminology.2. then the open ball with center x and radius r is given by j k B x r y + Un : x y r . De¿nition 3. half-open intervals are then in the form of [a b or a b].2. Remark 3. b ck j x 1 x2 xn + Un : 1 j 1 n j n n " a j n x j n b j is called an n-cell.2.8 Given real numbers a1 a2 an and b1 b2 bn such that a j b j for j 1 2 n. De¿nition 3.10 If x + Un and r is a positive real number. a 1-cell is an interval and a 2-cell is a rectangle.

3 Point Set Topology on Metric Spaces Once we have a distance function on a set.11 A subset E of Un is convex if and only if d e 1x 1y 1D x y + E F 0 D 1 " Dx 1 D y + E Example 3. If D real is such that 0 D 1. Since y and z were arbitrary. B x r is a convex subset of Un . d e 1y 1z 1D y z + B x r F 0 D 1 " Dy 1 D z + B x r that is. then Dy 1 D z x D y x 1 D z x n D y x 1 D z x Dr 1 D r r .2.82 CHAPTER 3. We have the following De¿nition 3.12 For x + Un and r a positive real number. suppose that y and z are in B x r .1 Let p0 be an element of a metric space S whose metric is denoted by d and r be any positive real number. De¿nition 3. METRIC SPACES AND SOME BASIC TOPOLOGY and the closed ball with center x and radius r is given by j k B x r y + Un : x y n r . The idea of a segment (interval) in U1 is replaced by the concept of a neighborhood (closed neighborhood).3. 3. we can talk about the proximity of points. The neighborhood of the point p0 with radius r is denoted by N p0 r or Nr p0 and is given by Nr p0 p + S : d p p0 r . Dy 1 D z +B x r . Hence.2.

The closed neighborhood with center p0 and radius r is denoted by Nr p0 and is given by Nr p0 p + S : d p p0 n r .

.

3.4 are examples of closed neighborhoods in U2 that are centered at 0 0 with unit radius. We say the p0 is an isolated point of A if and only if d e 2Nr p0 Nr p0 D A p0 .2.3.2 The sets A. What does the unit neighborhood look like for U2 . Suppose that p0 is an element of A.3. POINT SET TOPOLOGY ON METRIC SPACES 83 Remark 3. B and C de¿ned in Excursion 3. 1. De¿nition 3. d where 0 if x y dx y is known as the discrete metric? 1 if x / y We want to use the concept of neighborhood to describe the nature of points that are included in or excluded from sets in relationship to other points that are in the metric space.3.3 Let A be a set in a metric space S d.

A point p0 is a limit point of the set A if and only if d e 1Nr p0 2p p / p0 F p + A D Nr p0 . A limit point need not be in the set for which it is a limit point. A point p is an interior point of A if and only if b cd e 2Nr p p Nr p p t A . 4.B.) 3. (N. 2. The set A is said to be closed if and only if A contains all of its limit points.

x2 5.e. METRIC SPACES AND SOME BASIC TOPOLOGY 5.84 CHAPTER 3. (a) x1 x 2 + U2 : x1 x2 + M F x1 none of its limit points.. Example 3. The set A is open if and only if b b cd ec 1 p p + A " 2Nr p p Nr p p t A i.4 For each of the following subsets of U2 use the space that is provided to justify the claims that are made for the given set.3. every point in A is an interior point of A.

is closed because is contains all 2 (b) x1 x 2 + U2 : 4 x1 F x2 + M.

. is neither open not closed.

3. POINT SET TOPOLOGY ON METRIC SPACES (c) x1 x 2 + U2 : x 2 x1 .3.

. is open. If x + NI q.Therefore. Since x was arbitrary. then d x q and the 4 4 triangular inequality yields that d p0 x n d p0 q d q x r1 r r1 4 3r1 r r. Use this space to draw some helpful pictures related to proving the results. Suppose that q + Nr p0 and set r r1 r r1 r1 d p0 q.e. Because q was arbitrary. NI q t Nr p0 . 85 Our next result relates neighborhoods to the “open” and “closed” adjectives. we have that each element of Nr p0 is an interior point. 4 Hence. (b) Every closed neighborhood is a closed set. we conclude that b c 1x x + NI q " x + Nr p0 i. (a) Let Nr p0 be a neighborhood. Proof. Thus. Theorem 3. Let I .3.5 (a) Every neighborhood is an open set. Nr p0 is open. q is an interior point of Nr p0 . x + Nr p0 . as claimed..

(3) Nr p0 . with the property that N p D A . If p is a limit point of A. 1 Since q and p0 are ¿xed and goes to 0 as n goes to in¿nity. Therefore. Theorem 3.3. Hence.7 Suppose that X d is a metric space and A t X. n by the triangular inequality d q p0 n d q pn 1 n 2 . q + 3 Nr p0 leads to the conclusion that Nr p0 contains 4 . (4) all of its The de¿nition of limit point leads us directly to the conclusion that only in¿nite subsets of metric spaces will have limit points. there exists pn / q such that pn + Nr p0 n 1 and d q pn . Then. n + M. 1 ***Acceptable responses are: (1) d pn p0 . d p0 pn n r for each n + M. then every neighborhood of p contains in¿nitely many points of A. METRIC SPACES AND SOME BASIC TOPOLOGY Excursion 3.*** r . Nr p0 is closed. suppose that p + X is such that there exists a neighborhood of p. (2) n limit points. For a metric space X d and A t X. q and arbitrary limit point of d q p0 n r that is. N p.6 Fill in what is missing in order to complete the following proof of (b) Let Nr p0 be a closed neighborhood and suppose that q is a limit point of 1 Nr p0 . it follows that n .3. for each rn . Because pn + Nr p0 . Finally. Proof.86 CHAPTER 3. Space for scratch work.

3.3. POINT SET TOPOLOGY ON METRIC SPACES 87 p.

say q1 c 2 q3 qn for some ¿xed n + M. 1 n j n n. Set I min d x q j . then p is not a limit is a ¿nite set. If N p D A 3 or . If p + q1 q2 q3 qn . N p D A point. q b b c let r j d x q j . For each j. N p D A being ¿nite implies that it can be realized as a ¿nite sequence. Otherwise..

then 1n jnn q j GÇ p NI p D A p..

we conclude that p is not a limit point of A.8 Any ¿nite subset of a metric space has no limit point. otherwise NI p D A 3. 3. then p is not a limit point of A t X. with the property that N p D A is a ¿nite set.3. We have already seen that these properties are not necessarily transmitted when we look as families of subsets of U. we note that every ¿nite subset of a metric space is closed because it contains all none of its limit points. w 3n 2 2n 2 n An : n + M. then every neighborhood of p contains in¿nitely many points of A. From the contrapositive tautology it follows immediately that if p is a limit point of A t X. From the Corollary. In either case.3. N p. Corollary 3.1 Complements and Families of Subsets of Metric Spaces Given a family of subsets of a metric space. We have shown that if p + X has a neighborhood. it is natural to wonder about whether or not the properties of being open or closed are passed on to the union or intersection.

.9 Let D . Note 2 n v v w w n 3 2 1 [1 1]. It follows that An 3 2 and An A1 [1 1]. and A1 [1 1] t An n2 n 6 7 for each n + M. More careful 2 3 3 3n 2 2 inspection reveals that 3 is strictly decreasing to 3 and n *.3. n+M n+M v The example tells us that we may need some special conditions in order to claim preservation of being open or closed when taking unions and/or intersections over families of sets. n n 2n 2 n 1 2 is strictly increasing to 2 as n *. A2 2 . and A3 3 that A1 2 . where An Example 3.

We know that the complement of a segment in U1 is closed.3. This motivates us to consider complements of subsets of metric spaces in general. Then the set difference (or relative complement) A B. METRIC SPACES AND SOME BASIC TOPOLOGY The other set operation that is commonly studied is complement or relative complement. Recall the following De¿nition 3. is given by AB p + S : p + A F p + B. read “A not B”.10 Suppose that A and B are subsets of a set S.88 CHAPTER 3.

the complement of A. Excursion 3.11 Let A B 2 x1 x2 + U2 : x1 2 x 2 n 1. denoted by Ac .3. is S A.

and x1 x2 + U2 : x1 1 n 1 F x2 1 n 1.

we have Theorem 3. Then > A+5 c A ? A+5 Ac and ? A+5 c A > A+5 Ac . On separate copies of Cartesian coordinate systems. are helpful when we are looking at complements of unions and intersections. which were proved in MAT108. The following identities.12 (deMorgan’s Laws) Suppose that S is any space and I is a family of subsets of S. Namely. show the sets A B and Ac U2 A.3.

most are left as exercises. Finally. and x + j 1 A j . intersections and complements effect the properties of being open or closed. POINT SET TOPOLOGY ON METRIC SPACES 89 The following theorem pulls together basic statement concerning how unions. If A1 A2 Am is a ¿nite family of closed subsets of S. Hence. 1 n j n m. x + A F d 1Nr x A D Nr x x. Let I min r j . 1 n j n m. 7.3. Proof. since x was arbitrary. The null set is both open and closed. From x + j 1 A j . Since each A j is open.3. 4.13 Let S be a metric space. 6. for each j . The union of any family I of open subsets of S is open. 5. (of #2) Suppose that A1 A7 Am is a ¿nite family of open subsets 2 7m m of S. 2. If A1 A2 Am is a ¿nite family of open subsets of S. there exists rj 0 such that Nr j x t A j . Hence. Because NI x t A j for 1n jnm 7 each j. Therefore. The intersection of any family I of closed subsets of S is closed. j 1 j (or #3) Suppose that A t S is closed and x + Ac . x is an interior j 7m point of j 1 A j . A is closed if and only if Ac is open. 1 n j n m.3. then the union 6m j 1 A j is closed. m 1 A j is open. we can claim that each element of 7m 7 A j is an interior point. because A contains all of its limit points. 1. we conclude that NI x t m 1 A j . Theorem 3. Then x + A and. For any subset A of S. Because their proofs are straightforward applications of the de¿nitions. x eis not a limit point of A. The space S is both open and closed. then the intersection 7m j 1 A j is open. 3. it follows that x + A j for each j .

It follows that x + A and there exists b a I 0 such that A D NI x x. / 3c is true.

suppose that A t S is such ethat Ac is open. Therefore. then 1Nr p b D Nr p c p. Thus. If p d is a limit point of A. Since x was arbitrary. Ac is open.e. 3. x is an interior point of Ac .. To prove the converse. A D NI x 3 and we conclude c i. we have that NI x t A that each element of Ac is an interior point.

for any I 0. But. / 3 . A b c A D NI p p.

/ 3 implies that NI p p.

is not contained in Ac . . Hence.

3. Therefore. denoted by A) . Then 1.. The closure of A. The boundary of A. is the set of all exterior points of A.” The following terminology will allow us to classify elements of a metric space S in terms of their relationship to a subset A t S. denoted by " A.14 Take the time to look back at the proof of (#2) to make sure that you where that fact that the intersection was over a ¿nite family of open subsets of S was critical to the proof. The exterior of A. METRIC SPACES AND SOME BASIC TOPOLOGY p is not an interior point of Ac and we conclude that p + Ac . denoted by A. denoted by Ext A. 4.3.e. A A C A) . Remark 3. Remark 3. De¿nition 3. 2. The proof of these statements are left as exercises. 3. .16 Note that. is the set of all limit points of A. Given a subset of a metric space that is neither open nor closed we’d like to have a way of describing the process of “extracting an open subset” or “building up to a closed subset.90 CHAPTER 3. A point p + S is an exterior point of A if and only if d e 2Nr p Nr p t Ac . p + A.. 5. denoted by Int A or A0 . is the set of all interior points of A. is the union of A and its derived set i. we have that A contains all of its limit points which yields that A is closed. where Ac S A. then Ext A Int Ac and d e x + " A % 1Nr x Nr x D A / 3 F Nr x D Ac / 3 .3.15 Let A be a subset of a metric space S. The interior of A. if A is a subset of a metric space S. 6. The derived set of A. Since p was arbitrary. " A A A0 . is the difference between the closure of A and the interior of A i.e.

3.17 For A C B where A and B x1 x2 + U2 : x1 1 n 1 F x2 1 n 1.3.3. POINT SET TOPOLOGY ON METRIC SPACES Excursion 3.

2 x 1 x 2 + U2 : x 1 2 x2 1.

91 1. A C B) . your graph of A C B consisted of the union of the open disc that is centered at the origin and has radius one with the closed square having vertices . Sketch a graph of A C B. Ext A C B . ***Hopefully. and A C B. On separate representations for U2 . 2. show each of the following Int A C B .

(c). while (e) and (g) are parts of problem #9 in WRp43. and (f). METRIC SPACES AND SOME BASIC TOPOLOGY 0 0. A) .13(#3). B t Int A (h) Any point (element) of S is a closed set. A. " A. (f) If A t B and B is closed. (a) The derived set of A. (b) The closure of A. 1 0. (e) The interior of A. From the latter. Your sketch of Int A C B should have shown the disc and square without the boundaries (i.*** The following theorem relates the properties of being open or closed to the concepts described in De¿nition 3. Finally. while your sketch of Ext A C B should have shown everything that is outside the combined disc and square–also with the outlining boundary as not solid curves. The proof of part (a) is problem #6 in WRp43. then A t B (g) If B t A and B is open. 1 1 and 0 1 the disc and square overlap in the ¿rst quadrant and the set is not open and not closed. Theorem 3.e. Excursion 3.3. 1 b cc ) . is a closed set.15. it suf¿ces to show that .19 Fill in what is missing to complete the following proofs of parts (b). such and 2 . (d) The boundary of A. N x. there exists a neighborhood of x. Part (b): In view of Theorem 3.92 CHAPTER 3. Because A ACA . is a closed set.3.3. because A C B has no isolated points. Int A. is a closed set. it follows that x + A Suppose that x + S is such that x + A .3.18 Let A be any subset of a metric space S.. A C B) and A C B are shown as the same sets–looking like Int A C B with the outlining boundary now shown as solid curves. (c) Then A A if and only if A is closed. is an open set. with the outline boundaries as not solid curves).

A is open.3. N x. Suppose that y + N x.3. Ac and 8 8 . if 12 A. then 11 .e. Hence. then x + B if x + A) . 1y y + N x " 7 i.e. there exists a neighborhood N ` y such that N ` y t N x. and x + A. that is. But then . Hence. b cc N x t A D A) c 9 c . we have shown that . Part (f): Suppose that A t B B is closed. Hence. then A) t A. if A Conversely.. Then x + A or . then for every neighborhood of x. If x + A. 10 b cc Therefore. there exists * + A such that * / 14 x and 15 . POINT SET TOPOLOGY ON METRIC SPACES that 3 93 D 4 DA 3 while the former yields that 5 A 3. Since x was arbitrary. from which we conclude that y is not a limit point of A i. 6 b cc y + A) . 13 . A C A) A A. Since . Part (c): From part (b).. From the transitivity of subset. N x t Ac . Combining our containments yields that N x t . Because y was arbitrary.

94 CHAPTER 3. METRIC SPACES AND SOME BASIC TOPOLOGY * + B and N x x.

. Because B is closed. (8) (3) N x x. (7) y + A) c . b ` y t Ac . we have that 1x 18 . Thus. we conclude that . Combining the conclusions 16 17 and noting that x + A was arbitrary. D B / 3. (2) x c+ A) . A t B ***Acceptable responses are (1) the complement of A closure is open. Since N x was arbitrary.

3.3. we see that E is dense in a metric space X if and only if E X. Consequently.20 For a metric space X d and E t X. On the other hand. if E is dense in X. (12) A is closed. (18) x + A " x + B. (5) N x is r open. E t X implies that E t X because the space X is closed.*** De¿nition 3.. (6) N r b ) cc b c b c ss ) . the set E is dense in X if and only if b c 1x x + X " x + E G x + E ) .21 Note that for a metric space X d. Remark 3.” De¿nition 3. (13) A (14) x is a limit point of A (or x + A (15) * + N x (16) x is a limit point of B (or x + B ) ) (17) x + B.3. and (10) 1x x + A c " 2N x N x t A c N x t A (9) AC A r r ) ) (11) A is closed. (4) N x. Example 3.23 For a metric space X d and E t X. . the set E is bounded if and only if e d 2M 2q M + U F q + X F E t N M q . then X t E C E ) E.3. This was shown in the two Corollaries the Archimedean Principle for Real Numbers that were appropriately named “Density of the Rational Numbers” and “Density of the Irrational Numbers.22 We have that the sets of rationals and irrationals are dense in Euclidean 1-space.

POINT SET TOPOLOGY ON METRIC SPACES 95 Excursion 3. j k 1. A x1 x2 + U2 : 1 n x1 2 F x2 3 1 2. Let E be a nonempty set of real numbers that is bounded above and : sup E.25 Note that. d.26 Let E be a nonempty set of real numbers that is bounded.24 Justify that each of the following sets is bounded in Euclidean space. Then : + E and .3. and . Proof. for U2 . where 0 if dx y 1 if x x/ y . If : + E. Space for illustration.3. inf E. : sup E. Theorem 3. then : + E . y the space U2 is bounded. + E. It suf¿ces to show the result for least upper bounds.3. B j x1 x2 x3 + U3 : x1 o 0 F x2 o 0 F x3 o 0 F 2x1 x2 4x3 2 k Remark 3. This example stresses that classi¿cation of a set as bounded is tied to the metric involved and may allow for a set to be bounded The de¿nitions of least upper bound and greatest lower bound directly lead to the observation that they are limit points for bounded sets of real numbers.3.3.

3. Remark 3.96 CHAPTER 3.3.3. d Y is a metric on Y . there exists x + E such that : h x :. given the Euclidean metric de on U2 we have that de U 0. Therefore. : + E as needed. For : + E. For example. Since h was arbitrary. METRIC SPACES AND SOME BASIC TOPOLOGY E C E ) . 1h h 0 " 2x : h x : i.e. for any subset Y of X.. suppose that h is a positive real number. Because : h : and : sup E.2 Open Relative to Subsets of Metric Spaces Given a metric space X d. : is a limit point for E.27 In view of the theorem we note that any closed nonempty set of real numbers that is bounded above contains its least upper bound and any closed nonempty set of real numbers that is bounded below contains its greatest lower bound.

on the reals. j k (a) The set X 1 x1 x 2 + U2 : 3 njx1 5 F 1 x2 4 C 3 1 3 4. De¿nition 3. corresponds x y. d ask about how properties studied in the (parent) metric space transfer to the subset. b c Example 3. consider the subsets Q Y R x1 x2 + U2 : x1 o 3 and Z Q x1 x2 + U2 : x1 R 0 F 2 n x2 5 .28 Given a metric space X d and Y t X.29 For Euclidean 2-space.3. U2 d . A subset E of Y is open relative to Y if and only if d b d ece 1 p p + E " 2r r 0 F 1q q + Y F d p q r " q + E which is equivalent to d 1 p p + E " 2r r e 0 F Y D Nr p t E . It is natural to to the (absolute value) Euclidean metric.3.

while X 2 x 1 x2 + U2 : 3 n x1 5 F 1 x2 4 is open relative to Y . . j k (b) The half open interval x1 x2 + U2 : x1 0 F 2 n x 2 3 is open relative to Z . is k not open relative to Y .

Space for scratch work. Since p + Nr p p for each p + E. the following theorem gives us a characterization of open relative to subsets of a metric space in terms of sets that are open in the metric space.3. On the other hand.13(#1)..3. If E is open relative to Y . the neighborhoods Nr p p were chosen such that Y D Nr p p t E hence. POINT SET TOPOLOGY ON METRIC SPACES 97 From the example we see that a subset of a metric space can be open relative to another subset though it is not open in the whole metric space. suppose that G is an open subset of X such that E Y D G and p + E. as needed.30 Suppose that X d is a metric space and Y t X . Since p was arbitrary. Nr p p. It follows that N p D Y t G D Y E. then corresponding to each p j E there exists a + k neighborhood of p.3. Now.e. we have that d d ee 1p p + E " 2N p N p D Y t E i. with E t Y .3. Then p + G and G open in X yields the existence of a neighborhood of p. Proof. N p. Theorem 3. By Theorems 3. >b p+E de f Y D Nr p p c YD > p+E Nr p p Y D G t E. Therefore. Let D Nr p p : p + E . .3. such that Y DNr p p t E. Y t X. On the other hand. E Y D G. E is open relative to Y . G CD is an open subset of X. Suppose that X d is a metric space. such that N p t G.5(a) and 3. implies that E t G D Y . and E t Y . we have that E t G which. A subset E of Y is open relative to Y if and only if there exists an open subset G of X such that E Y D G.

31 Given a metric space X d and A t X.3. many of the properties that we study are described in terms of neighborhoods. The next set characteristic will allow us to extract ¿nite collections of neighborhoods which can lead to bounds that are useful in proving other results about subsets of metric spaces or functions on metric spaces.98 CHAPTER 3. METRIC SPACES AND SOME BASIC TOPOLOGY 3. De¿nition 3. the family G : : : + .3 Compact Sets In metric spaces.3.

**of subsets of X is an open cover for A if and only if G : is open for each : + and 6 At G:.
**

:+

De¿nition 3.3.32 A subset K of a metric space X d is compact if and only if every open cover of K has a ¿nite subcover i.e., given any open k cover

G : : : +

j of K , there exists an n + M such that G :k : k + M F 1 n k n n is a cover for K .

We have just seen that a subset of a metric space can be open relative to another subset without being open in the whole metric space. Our ¿rst result on compact sets is tells us that the situation is different when we look at compactness relative to subsets.

Theorem 3.3.33 For a metric space X d, suppose that K t Y t X. Then K is compact relative to X if and only if K is compact relative to Y .

Excursion 3.3.34 Fill in what is missing to complete the following proof of Theorem 3.3.33. Space for scratch work. Proof. Let X d be a metric space and K t Y t X.

**3.3. POINT SET TOPOLOGY ON METRIC SPACES Suppose that K is compact relative to X and
**

U: : : +

**is a family of sets such that, for each :, U: is open relative to Y such that > K t U: .
**

:+

99

By Theorem 3.3.30, corresponding to each : + , there exists a set G : such that G : is open relative to X and . Since K t Y and 6 6 K t U:

:+ :+ 1 1

YD >

:+

6

:+

G : , if

follows that K t G:.

**Because K is compact relative to X, there exists a ¿nite number of elements of , :1 :2 :n , such that .
**

2 n 6 j 1

Now K t Y and K t

n > j 1

G : j yields that

K tYD

G: j

3 4

.

Since

U: : : +

**was arbitrary, we have shown that every open relative to Y cover of K has a ¿nite subcover. Therefore, .
**

5

**Conversely, suppose that K is compact relative to Y and that
**

W: : : +

**is a family of sets such that, for each :, W: is open relative to X and > K t W: .
**

:+

100

CHAPTER 3. METRIC SPACES AND SOME BASIC TOPOLOGY

**For each : + , let U: Y D W: . Now K t Y and 6 K t W: implies that
**

:+

. Consequently,

U: : : +

is an open relative to Y cover for K . Now K compact relative to Y yields that there exists a ¿nite number of elements of , . Since :1 :2 :n , such that

7 n > j 1 n >b j 1 6

U: j

Y D W: j

c

YD

n > j 1

W: j .

**and K t Y , it follows that
**

8

Since

W: : : +

(2) K t G :1 C G :2 C C G :n (or n n n c 6 6b 6 K t G : j ). Therefore. (6) j 1 K tYD 6 :+ j 1 W: 6 :+ Y D W: 6 j 1 :+ U: . 9 ***Acceptable ¿ll-ins: (1) U: Y D G : . we conclude that every family of sets that form an open relative to X cover of K has a ¿nite subcover. . (9) K is compact in X. was arbitrary. (7) K t n 6 j 1 U: j . (3) Y D G : j . Excursion 3. (5) K is compact relative to Y . Theorem 3. then A is closed.35 If A is a compact subset of a metric space S d.3.3. (8) K t n 6 j 1 W: j .36 Fill-in the steps of the proof as described .*** Our next set of results show relationships between the property of being compact and the property of being closed. (4) U: j .

say q1 q2 qn .3.13(#3) which asserts that the complement of an open set is closed thus. Finally.37 In any metric space. (b) Justify that Ac is open. (a) Justify that the set V Nrq1 p D Nrq2 p D D Nrqn p is a neighborhood of p such that V D W 3. Since A is compact. hopefully you noted that taking r Nrq2 p D D Nrqn p Nr p.3. . ***For (a). To complete (b). let rq d p q. Suppose that A is a compact subset of a metric space S d and 1 p + S is such that p + A. The 4 j k Nrq q : q + A is an open cover for A. Ac c A is closed. For q + A.3. part (c) followed from Theorem 3. you needed to observe that Nr p t Ac made p an interior point of Ac since p was an arbitrary point satisfying p + A. there exists a ¿nite number of q.*** 1n j nn min rq j yields that Nrq1 p D Theorem 3. it followed that Ac is open.3. (c) Justify that the result claimed in the theorem is true. closed subsets of a compact sets are compact. such that A t Nrq1 q1 C Nrq2 q2 C C Nrqn qn de f 101 W. POINT SET TOPOLOGY ON METRIC SPACES Proof.

suppose that F t K t X are such that F is G : : : + .38 Fill in the two blanks in order to complete the following proof of the theorem. Excursion 3.102 CHAPTER 3. Proof.3. METRIC SPACES AND SOME BASIC TOPOLOGY Space for scratch work. For a metric space X d.

be an open cover closed (relative to X) and K is compact. Then the family P F c . Let J V : V + J G V for F.

It follows from K being compact that there exists a ¿nite number of elements of P. F c V j . is an open cover for K . Because F t K . such that . 1 n j n n. say V1 V2 Vn . we also have that . the family Vk : 1 n k n n F k / j. If for some j + M.

F is compact. Corollary 3.37 are not converses j k of each other.39 If F and K are subsets of a metric space such that F is closed and K is compact. As a compact subset of a metric space.3. Remark 3.3.3. then F D K is compact.3.13(#5) and 3.3. Therefore. it follows directly from Theorems 3.3. we conclude that every open cover of F has a ¿nite subcover. The set x1 x2 + U2 : x1 o 2 F x 2 0 is an example of a closed set in Euclidean 2-space that is not compact. Since J was an arbitrary open cover for F.3.37 that F D K is compact as a closed subset of the compact set K . would still be a ¿nite open cover for F.40 Notice that Theorem 3.35 and Theorem 3. Proof. from Theorem 3. Then.35. . K is closed.

POINT SET TOPOLOGY ON METRIC SPACES 103 De¿nition 3.3.3.3.41 Let Sn .

* 1 be a sequence of subsets of a metric space X. Then n Sn .

n De¿nition 3.3.* 1 is a nested sequence of sets if and only if 1n n + M " Sn 1 t Sn .42 A family D A: : : + .

43 If K : : : + . The following theorem gives a suf¿cient condition for a family of nonempty compact sets to be disjoint. Theorem 3.e..+P A. / 3 . 1P P t F P ¿nite " ? . The condition is not being offered as something for you to apply to speci¿c situations it leads us to a useful observation concerning nested sequences of nonempty compact sets.3. of sets in the universe X has the ¿nite intersection property if and only if the intersection over any ¿nite subfamily of D is nonempty i.

:+ Space for notes. Proof. then K : / 3. is a family of nonempty compact subsets of a met? ric space X that satis¿es the ¿nite intersection property. Suppose that ? :+ ? :+ K: 3 and choose K = + K : : : + .

. K : : : + F K : / K= . 1x x + K = " x + Let J ? :+ K: . Since K: 3.

35 and 3. there exists a :+ . K : is closed and ? c K : is open. we have that * + K : . Hence.3. For any * + K = .13(#3). Because each K : is compact.3. by Theorems 3. .

such that K= t n > j 1 n ? j 1 c K: j from DeMorgan’s Laws from which it follows that n ? K= D K: j 3. METRIC SPACES AND SOME BASIC TOPOLOGY K= . j 1 Therefore. + such that * + K . K :1 K :2 K :n . there exists a ¿nite subfamily of K : . + F K . / K = F * + K . c . from which we conclude that * + K . Because K = is c K: j c c c compact there exists a ¿nite number of elements of J. we have that K r sL c 1* * + K = " 2. and K . . K = t 6 G+: G which establishes J as an open cover for K = .104 CHAPTER 3. . / Since * was arbitrary. Thus.

that is disjoint. ? We have shown that if K: 3. then there exists a ¿nite subfamily of K : : : + .

if K : : : + . that has empty intersection. From the Contrapositive Tautology.

then K : / 3.44 If K n . :+ :+ Corollary 3.3. is a family of nonempty compact subsets of?metric space such that a the intersection of any ¿nite subfamily is nonempty.

* 1 is a nested sequence of nonempty compact sets. For any ¿nite subset of M. then n ? K n / 3. n+M Proof. let m max j : j + 7 Because K n .

* 1 .

n 7 is a nested sequence on nonempty sets. Since was arbitrary. we conclude that K n : n + M.. K m t K j and K j / 3.

3. n+M j+ j+ Corollary 3. by Theorem 3.43. satis¿es the ¿nite intersection property.3. K n / 3.45 If Sn . ? Hence.

then n+M .* 1 is a nested sequence of nonempty closed subsets of a n ? Sn / 3. compact sets in a metric space.

POINT SET TOPOLOGY ON METRIC SPACES 105 Theorem 3. any in¿nite subset of a compact set has a limit point in the compact set. Suppose that no element of K is a limit point for E.3.3. Then for each x in K there exists a neighborhood of x. such that N x x. Proof.3. Let K be a compact subset of a metric space and E is a nonempty subset of K . Space for notes and/or scratch work.46 In a metric space. say N x.

The family N x : x + K . N x contains at most one point from E namely x. D E 3. Hence.

forms an open cover for K . there exists a ¿nite number of elements in N x : x + K . Since K is compact.

it follows that E t x1 x2 xn .. say N x1 N x2 N xn such that K t N x 1 C N x2 C C N x n . From the way that the neighborhoods were chosen. Because E t K . we also have that E t N x1 C N x2 C C N xn .

we consider only real n-space with the Euclidean metric. Theorem 3.4 Compactness in Euclidean n-space Thus far our results related to compact subsets of metric spaces described implications of that property. We have shown that for any compact subset K of metric space.3. Hence. In order to achieve that goal. It would be nice to have some characterizations for compactness. E is ¿nite. Our ¿rst goal is to show that every n-cell is compact in Un . 3. we need to restrict our consideration to speci¿c metric spaces. In this section. every subset of K that has not limit points in K is ¿nite. Consequently..47 (Nested Intervals Theorem) If In . any in¿nite subset of K must have at least one limit point that is in K . Leading up to this we will show that every nested sequence of nonempty n-cells is not disjoint.3.

n 1 Proof. For the nested sequence of intervals In .* 1 is a nested sequence of n * 7 1 . then intervals in U In / 3.

let In [an bn ] and A n an : n + M.* 1 .

Because In ..

[an bn ] t [a1 b1 ] for each n + M.* 1 is nested. It n .

an n x for each n + M. Since an n x n bn for each n + J . In / 3. we have that ak n ak m de f n bk m n bk from which it follows that x n bn for all n + M. Hence. A is a nonempty set of real numbers that is bounded above.106 CHAPTER 3. From the de¿nition of least upper bound. * * 7 7 we conclude that x + In . x sup A exists and is real. Hence. METRIC SPACES AND SOME BASIC TOPOLOGY follows that 1n n + M " an n b1 . n 1 n 1 bn : n + J . For any positive integers k and m. By the Least Upper Bound Property.

3. 1 n j n n. Theorem 3. appropriate adjustments in the Remark 3. If Ik . Hence.3. if lengths of the nested integrals go to 0 as n goes to *.49 (Nested n-Cells Theorem) Let n be a positive integer. that can be associated with x1 x2 xn and y1 y2 yn in Un . The Nested Intervals Theorem generalizes to nested n-cells.48 Note that. for B proof that was given for the Nested Intervals Theorem would allow us to conclude * 7 that inf B + In . n 1 then sup A inf B and we conclude that * 7 n 1 In consists of one real number. The key is to have d e the set-up that makes use of the n intervals x j y j .

For the nested sequence of intervals Ik .* 1 k * 7 is a nested sequence of n-cells. then Ik / 3. k 1 Proof.

* 1 . there * * 7 7 exists * j + R such that * j + Ik j . let Ik j ak j bk j . Consequently.3. let k Ik j x1 x2 x n + Un : ak j n x j n bk j for j k 1 2 n .50 Every n-cell is compact. 1 n j n n. Then each Ik j k 1 satis¿es the conditions of the Nested Intervals Theorem. d e j k* For each j . 1 n j n n. Theorem 3. Hence. *1 *2 *n + Ik as k 1 k 1 needed. for each j . .

Then there exists an open cover J G : : : + . j 1 e d Then 1x 1y x y + I0 " x y n = . let j b ck I0 I x1 x2 xn + Un : 1 j + M 1 n j n n " a j n x j n b j and = Y X. Suppose that I0 is not compact. For real constants a1 a2 an and b1 b2 bn such that a j b j for each j 1 2 n. POINT SET TOPOLOGY ON METRIC SPACES 107 Proof.3. X n b c2 W bj aj .3.

each of j b ck x1 x2 xn + Un : j + M 1 n j n n " a j n x j n c j j b ck x1 x 2 xn + Un : 1 j + M 1 n j n n " c j n x j n b j . 1 n j n n. Ik for 1 n k n 2n . and n 3 that illustrate the described construction. The sets of intervals jb c k cj bj : 1 n j n n 1 can be used to determine or generate 2n new n-cells. Now we will describe the construction of a nested sequence of n-cells each member of which is not compact. For each j . n 2. let c j jb c k aj cj : 1 n j n n aj 2 and bj . For example. Use the space provided to sketch appropriate pictures for n 1. of I0 for which no ¿nite subcollection covers I0 .

2n 6 1 Ik Consequently. J G : : : + . k 1 2n sub-n-cells. METRIC SPACES AND SOME BASIC TOPOLOGY k x1 x2 xn + Un : a j n x j n c j if 2 j and c j n x j n b j if 2 0 j Q R 1 1 is an element of Ik : 1 n k n 2n .108 and CHAPTER 3. For each k + M. Ik is a subset j (sub-n-cell) of I0 and I0 . 1 n k n 2n .

is an open Because I0 is such that noQ¿nite subcollection cover for each of the R 1 from J covers I0 . j j letting c1 j a 1 j 2 s b1 j generates two set of intervals Qr and s R c1 b1 : 1 n j n n j j Qr R a 1 c1 : 1 n j n n j j 2 that will determine 2n new n-cells. n b X c2 X. if Q r sR I1 x1 x 2 xn + Un : 1 j + M 1 n j n n " a 1 n x j n b1 . 1 n j n n. it follows that at least one of the elements of Ik : 1 n k n 2n Q R 1 must also satisfy that property. Ik for 1 n k n 2n . that are sub-n-cells of I1 . the diam I1 is .. That is.e. Since cj aj 2 it follows that. it follows that there is at least one element k 1 . for x bj cj 2 bj aj 2 x1 x 2 xn y y1 y2 yn + I1 Y Y c2 X n b X. Let I1 denote an element of Ik : 1 n k n 2n for which no ¿nite subcollection from J covers I1 . b j a j W d x y W yj xj n 22 j 1 j 1 = 2 = i. since J is an open cover for I1 such that no ¿nite subcollection 2n 6 2 from J covers I1 and Ik I1 . Now. 2 The process just applied to I0 to obtain I1 can not be applied to obtain a sub-n-cell of I1 that has the transferred properties. For x1 x2 xn + I1 we have that either a j n x j n c j or c j n x j n b j for each j .

POINT SET TOPOLOGY ON METRIC SPACES 109 R Q 2 of Ik : 1 n k n 2n that cannot be covered with a ¿nite subcollection from J choose one of those elements and denote it by I2 . Now the choice of c1 allows j diam I1 = us to show that diam I2 .3. Continuing this process generates 2 22 * Ik .3.

k 0 that satis¿es each of the following properties: Ik .

* 0 is a nested sequence of n-cells. Let ? + * 7 k 0 Ik . From the Nested n-cells Theorem. k for each k + M. Because G : : : + . no ¿nite subfamily of J covers Ik . and d e 1x 1y x y + Ik " x y n 2k = . J * 7 Ik / 3.

because A is bounded. s example. I is compact. we there is a positive real number r such that Nr ? t G.3. Let A be a subset of Euclidean n-space Un d Suppose that A is closed and bounded. . it follows from Theorem 3.50. is an open cover for I0 and k 0 * 7 k 0 Ik t I0 . each Ik . I0 is compact. for n + M large enough. ? + Ik for all k + M assures that ? + Ik for all k o n. diam In 2n = 2r . It gives us a characterization for compactness in real n-space that is simple most of the “hard work” for the proof was done in when we proved Theorem 3. Now diam Nr ? 2r and. From Theorem 3. Since G is open. for all k + M such that k o n.50. The next result is a classical result in analysis. Hence.37 that A is compact. Now. there exists M For 0 such that A t N M 0 for this case. Then there exists an n-cell I such that A trI . Theorem 3. Then A is compact if and only if A is closed and bounded. Therefore.3. Proof. Since A t I and A is closed. Ik t Nr ? t G.51 (The Heine-Borel Theorem) Let A be a subset of Euclidean nspace. the n-cell I | n n x1 x2 xn + R n : max n x j n n M 1n jnn } 1 satis¿es the speci¿ed condition. k o n. can be covered by one element of J which contradicts the method of choice that is assured if I0 is not compact. In particular. there exists G + J such that ? + G.3.3.

35. Corresponding to each m + M choose a pm in A such that pm / pk for k 1 2 m 1 and d p1 pm m 1. METRIC SPACES AND SOME BASIC TOPOLOGY Suppose that A is a compact subset of Euclidean n-space. by Theorem 3.3. From Theorem 3. we know that A is closed. Assume that A is not bounded and let p1 + A.46.110 CHAPTER 3.3. pm : m + M. As an in¿nite subset of the compact set A.

**has a limit point in A. Let q + A be a limit point for
**

pm : m + M

**. Then, for each t + M, there exists pm t +
**

pm : m + M

**b c 1 such that d pm t q . From the triangular inequality, it follows that for any t 1 pm t +
**

pm : m + M

, c b c b d pm t p1 n d pm t q d q p1 1 1 t d q p1 1 d q p1 .

b c But 1 d q p1 is a ¿xed real number, while pm t was chosen such that d pm t p1 m t 1 and m t 1 goes to in¿nity as t goes to in¿nity. Thus, we have reached a contradiction. Therefore, A is bounded. The next theorem gives us another characterization for compactness. It can be shown to be valid over arbitrary metric spaces, but we will show it only over real n-space. Theorem 3.3.52 Let A be a subset of Euclidean n-space. Then A is compact if and only if every in¿nite subset of A has a limit point in A. Excursion 3.3.53 Fill in what is missing in order to complete the following proof of Theorem 3.3.52. Proof. If A is a compact subset of Euclidean n-space, then every in¿nite subset of A has a limit point in A by Theorem 3.3.46. Suppose that A is a subset of Euclidean n-space for which every in¿nite subset of A has a limit point in A. We will show that this assumption implies that A is closed and bounded. Suppose that * is a limit point of A. Then, for each n + M, there exists an xn such that x n + N 1 *

*

. n Let S

xn : n + M

. Then S is an

1 2

of A. Consein A. But S has only one limit point

quently, S has

**3.3. POINT SET TOPOLOGY ON METRIC SPACES namely
**

3

111

**. Thus, * + A. Since * was arbitrary, we conclude that A contains .
**

4

all of its limit point i.e.,

**Suppose that A is not bounded. Then, for each n + M, there exists yn such that yn n. Let S
**

yn : n + M

**. Then S is an of A that has no ¿nite limit point in A. Therefore,
**

5

b A not bounded " 2S S t A F S is in¿nite F S D A)

c 3

taking the contrapositive and noting that P F Q F M is logically equivalent to [P F Q " M] for any propositions P, Q and M, we conclude that 1S "

6 7

" S D A) / .

3

***Acceptable completions include: (1) in¿nite subset, (2) a limit point, (3) *, (4) A is closed, (5) in¿nite subset, (6) S t A F S is in¿nite, and (7) A is bounded.*** As an immediate consequence of Theorems 3.3.50 and 3.3.46, we have the following result that is somewhat of a generalization of the Least Upper Bound Property to n-space. Theorem 3.3.54 (Weierstrass) Every bounded in¿nite subset of Euclidean n-space has a limit point in Un .

3.3.5

Connected Sets

With this section we take a brief look at one mathematical description for a subset of a metric space to be “in one piece.” This is one of those situations where “we recognize it when we see it,” at least with simply described sets in U and U2 . The concept is more complicated than it seems since it needs to apply to all metric spaces and, of course, the mathematical description needs to be precise. Connectedness is de¿ned in terms of the absence of a related property.

De¿nition 3.3.3.3.112 CHAPTER 3.55 Two subsets A and B of a metric space X are separated if and only if ADB 3F AD B 3.56 A subset E of a metric space X is connected if and only if E is not the union of two nonempty separated sets.57 To justify that A x + U : 0 x 2 G 2 x n 3. Example 3. METRIC SPACES AND SOME BASIC TOPOLOGY De¿nition 3.

we just have to note that B1 x + U : 0 x 2. is not connected.

and B2 x + U : 2 x n 3.

Remark 3.3.3.58 In Euclidean 2-space. Example 3. The good news is that connected subsets of U1 can be characterized very nicely.59 The following is a symbolic description for a subset E of a metric space X to be connected: A C B 1A 1B [A t X F B t X F E b c " A D B / 3 G A D B / 3 G A 3 G B 3 ]. the direct approach would take an arbitrary set E and let E A C B. The statement is suggestive of the approach that is frequently taken when trying to prove sets having given properties are connected namely. This would be followed by using other information that is given to show that one of the sets must be empty. if C D1 C D2 where Q R D1 x1 x2 + U2 : d 1 0 x1 x2 n 1 and D2 Q R x1 x2 + U2 : d 1 0 x1 x2 1 . . then C is a connected subset of U2 . are separated sets in U such that A B1 C B2 .

Excursion 3. . If z + A. for some z + U1 . Proof.. Suppose that E is a subset of U1 with the property that there exist real numbers x and y with x y such that x y + E and. e Since A D x y is a nonempty subset of real numbers. an interval. if E is connected. * + A C B E and x * c y. In either db e case. Hence.*** From the theorem. we have that 1x 1y 1z db y + E F z + U1 F x z y c" z + E e x .3.3. a segment. POINT SET TOPOLOGY ON METRIC SPACES 113 Theorem 3. we know that.3. E is 3 Hence. such that E AC B. Now we have two possibilities to consider z + A and z + A. ***Acceptable responses are: (1) nonempty.d Choose x + A and y + B and assume that the set-up admits that x y. (2) 3.60 Let E be a subset of U1 . Therefore. Then there exist two nonempty separated subsets of U1 A and B. then x y + E F z + U F x z y implies that 5 . Since z + E.3. Because x + Az and y + Bz . all of U. Az t * z and Bz t z * yields that Az D Bz Az D B z 2 1 . suppose that E is a subset of U1 that is not connected. then z + A C B E and x z y. z sup A D x y exists and is real. (3) separated. Then E is connected in U1 if and only if Kr s L 1x 1y 1z x y + E F z + U1 F x z y " z + E .3. E A z C Bz . 1Fx z y "z + E By the contrapositive 1x 1y 1z x y + E F z + U implies that E is connected.e. then A D B 3 implies that z + B and we conclude that there exists * such that z * y and * + B. (4) not connected. Finally. by the least upper bound b d ec property. sets i. or a half open interval. z + A de f then AD B 3 yields that z + B. From Theorem 3. To prove the converse. If z + A.26. for a set of reals to be connected it must be either empty. and (5) E is connected. * + A. From z *. both Az and Bz are . z + x y and z + E Let Az E D * z and Bz E D z *. E can be written as the union of two 4 .61 Fill in what is missing in order to complete the following proof of the Theorem.

Suppose that V j j 1 has been constructed satisfying conditions (i)–(iii) for 1 n j n n. .3.7. by Theorem 3. Because P is perfect. Let P be a nonempty perfect subset of Un . we will justify the existence (or construction) of j k* a sequence of neighborhoods V j j 1 that satis¿es the following conditions: b (i) 1 j j + M " V j 1 c l Vj . Then P contains at least one limit point and. c 1 b (ii) 1 j j + M " x j + V j b (iii) 1 j j + M " V j D P / . It follows that P can be arranged as an in¿nite sequence let x1 x2 x 3 represent the elements of P. then P is uncountable. Suppose that P is denumerable. From Theorem 3. let V1 be any neighborhood of j kn x1 . Thus there are an in¿nite number of points of P that are in Vn and we may choose y + Vn D P such that y / xn . P is in¿nite. a subset E of a metric space X is perfect if and only if E is closed and contains no isolated points.6 Perfect Sets De¿nition 3. First. Show that you can do this. and c 3 . any nonempty perfect subset of a metric space is necessarily in¿nite with the next theorem it is shown that.3..e.63 If P is a nonempty perfect subset of Euclidean n-space. Alternatively.62 A subset E of a metric space X is perfect if and only if E is closed and every point of E is a limit point of E. we know that any neighborhood of a limit point of a subset E of a metric space contains in¿nitely many points from E.114 CHAPTER 3.3. Theorem 3. in Euclidean n-space. METRIC SPACES AND SOME BASIC TOPOLOGY 3. Consequently. Proof. Let Vn 1 be a neighborhood of y such that xn + V n 1 and V n 1 l Vn .6. the nonempty perfect subsets are uncountably in¿nite.3.3. every x + Vn D P is a limit point of P. Start with an arbitrary neighborhood of x1 i.

The Cantor set is de¿ned to be the intersection of a sequence of closed subsets of [0 1] the sequence of closed sets is de¿ned recursively. Since x j + K j 1 . 3 3 v w v w 2 1 For E 2 partition each of the intervals 0 and 1 into three subintervals of 3 3 equal length and remove the middle segment from each of the partitioned intervals then E2 v w v w v w v w 1 2 1 2 7 8 0 C C C 1 9 9 3 3 9 9 v w v w v w v w 1 2 3 6 7 8 0 C C C 1 . 9 9 9 9 9 9 . Let E 0 [0 1].64 For any two real numbers a and b such that a b.3. Thus K j is closed and bounded and hence compact. If you take MAT127C. For E 1 partition the interval E 0 into three subintervals of equal length and remove the middle segment (the interior of the middle section). K j is bounded. By the Principle of Complete Induction we can construct the desired sequence. Then v E1 w v w 1 2 0 C 1 . This contradicts the Corollary 3. Since V j and P are closed. j * K Since K j l P. Thus we have a sequence V j j 1 satisfying (i)–(iii) for 1 n j n n 1. But each K j is nonempty by (iii) and K j m K j 1 by (i).3.3. Since V j is bounded. no point of P lies in D* 1 K j . Corollary 3. this implies D j 1 j 3.27.3. The Cantor Set The Cantor set is a fascinating example of a perfect subset of U1 that contains no segments. j k* Let K j j 1 be the sequence de¿ned by K j V j D P for each j. POINT SET TOPOLOGY ON METRIC SPACES 115 j kn 1 Note that Vn 1 D P / 3 since y + Vn 1 D P. the segment a b is uncountable. In Chapter 11 the idea of the measure of a set is studied it generalizes the idea of length. you will see the Cantor set offered as an example of a set that has measure zero even though it is uncountable. K j is closed.

65 In the space provided sketch pictures of E 0 E 1 E2 and E 3 and ¿nd the sum of the lengths of the intervals that form each set. Excursion 3. To obtain En 1 .3. then E n 1 is the union of the 2n 1 intervals that remain. By construction E n . METRIC SPACES AND SOME BASIC TOPOLOGY Continuing the process E n will be the union of 2n intervals. we partition each of the 2n intervals into three subintervals of equal length and remove the middle segment.116 CHAPTER 3.

3. n Excursion 3.* 1 is a nested sequence of compact subsets of U1 .66 Find a formula for the sum of the lengths of the intervals that .

POINT SET TOPOLOGY ON METRIC SPACES form each set E n . Excursion 3.3. (a) The Cantor set is compact.3. 117 The Cantor set is de¿ned to be P * ? n 1 En . (b) The E n .3.67 Justify each of the following claims.

3. .68 It follows from the second assertion that P is nonempty.* 1 satis¿es the ¿nite intersection property n Remark 3.

x + E n for each n + M. xm + P. let Since x + In be the interval in E n such that x + In . METRIC SPACES AND SOME BASIC TOPOLOGY Finally we want to justify the claims that were made about the Cantor set before we described its construction. Given any segment : . Now. let Y X N X. : 3k 1 3k 2 m . we observe that each segment in the form of t u 3k 1 3k 2 for k m + M 3m 3m is disjoint from P. we have shown that every segment containing x also contains at least one element from P. For x x 1 x2 x N and y y1 y2 y N in U N . For x + P. * ? E n . Corresponding to each n + M.. From the way that P was constructed. n 1 3. is not contained in P. Hence.118 CHAPTER 3. choose m + M large enough to get Im t S and let xm be an endpoint of Im such that xm / x. ift + M is such that m u . That x was arbitrary yields that every element of P is a limit point of P.4 Problem Set C 1. for : . then : . Since S was arbitrary. The Cantor set is perfect. x is a limit point of P. To see this. j 1 Prove that U N d is a metric space. let S be any segment that contains x. . The Cantor set contains no segment from E 0 . b c2 dx y W x j yj . contains an interval of the form 3 6 3m 3m from which it follows that : .

c b 5. For x x 1 x2 x N and y y1 y2 y N in U N . j 1 119 Dx y x j y j . 4. . Prove that U N D is a metric space. equivalent? Carefully justify the position taken.] 6. Suppose that S d is a metric space. Prove that S d ) is a metric space where d ) x y d x y .4. b c 8. given in problem #3. given in problem #3? Carefully justify your position. let n n d*x y max nx j y j n . is equivalent to the metric d* . 3. given in problem #1. ak xk yk k 1 where x x1 x2 xn y y1 y2 yn + Un . let N . For x x 1 x2 x N and y y1 y2 y N in U N . equivalent to the metric d*. PROBLEM SET C 2. given in problem #2. Is the metric D. 1n jnN Prove that U N d* is a metric space. 1 d x y G 1 G [Hint: You might ¿nd it helpful to make use of properties of h G for G o 0. If a1 a2 an are positive real numbers. Show that the Euclidean metric d.3. a metric on Un ? Does your response change if the hypothesis is modi¿ed to require that a1 a2 an are nonnegative real numbers? 7. is d x y n . Are the metric spaces U N d and U N d ) where the metrics d and d ) are given in problems #1 and #5. respectively.

in Euclidean n space. x 3y. For x y + U1 . ) d3 x1 x2 x1 x2 b b cc ) x2 n )n nx n 2 2 n n nx 1 x ) n . Show that. METRIC SPACES AND SOME BASIC TOPOLOGY b ) )c 9. if 1 . if x1 / x1 ) x1 ) x1 n n nx2 x ) n b c Show that U2 d3 is a metric space. give an example of a set which is neither 12. For x1 x 2 and x1 x2 in U2 . 10. a set that is open in Un has no isolated points. 13. Is U d a metric space? BrieÀy x y. let A x + T : 0 n x n 1. let d x y justify your position. 14. For U1 with d x y open nor closed. Show that every ¿nite subset of U N is closed. 11.120 CHAPTER 3. For U1 with the Euclidean metric.

(b) The intersection of any family I of closed subsets of S is closed. 15.. Prove each of the following claims that are parts of Theorem 3. Let S be a metric space. (d) The space S is both open and closed. then the union 6m j 1 A j is closed. r r T Ls 16.13. (e) The null set is both open and closed. (a) The union of any family I of open subsets of S is open. For X [8 4 C 2 0. Describe A. (c) If A1 A2 Am is a ¿nite family of closed subsets of S.3.

X . Ext X (c) The closure of X . (a) The interior of X. Int X (b) The exterior of X. C T D 1 2 2 as a subset of U1 . identify (describe or show a picture of) each of the following.

As subsets of Euclidean 2-space. sup X 17.4.3. " X (e) The set of isolated points of X 121 (f) The set of lower bounds for X and the least upper bound of X. PROBLEM SET C (d) The boundary of X. let | A x1 x2 + U2 : max x 1 B } 1 1 x2 .

2 j k x1 x2 + U2 : max x1 1 x 2 . n .

show that the set Q R S x y + U2 : 0 x 2 y 2 1 is open. (e) Is Y connected? BrieÀy justify your response.15 (a) If A is a subset of a metric space S d. j k 20. then b x + " A % 1Nr x Nr x D A / 3 F Nr x D Ac / 19. . Ext Y . 18. (b) If A is a subset of a metric space S d. Describe each of S 0 S ) " S S and S c . For U2 with the Euclidean metric.3. (d) Is Y closed? BrieÀy justify your response. on a representation for the Cartesian coordinate plane. (a) Give a nicely labelled sketch of Y on a representation for the Cartesian coordinate plane. (c) Is Y open? BrieÀy justify your response. Prove that x1 x2 + U2 : 0 n x1 1 F 0 n x2 n 1 is not compact. then Ext A Int Ac . n 1 and Q r sR 2 Y x1 x2 + U2 : x1 x2 + B A G x1 12 x2 1 . Justify each of the following claims that were made in the Remark following De¿nition 3. c 3 . (b) Give a nicely labelled sketch of the exterior of Y .

122 CHAPTER 3. 25. 22. F+5 23. Prove that any interval I t U1 is a connected subset of U1 . 24. Prove that F is connected. METRIC SPACES AND SOME BASIC TOPOLOGY 21. is not a connected subset of U1 . Let Fn . Prove that if S is a connected subset of a metric space. Prove that T. Prove that if A is a connected set in a metric space and A t B t A. 26. then S is connected. the set of rationals in U1 . then B is connected. Let I be any family of connected subsets of a metric 6 space X such that any two members of I have a common point.

n 1 27.. Prove that Fn is connected. each of which is conn * ? nected. Give an example to show that the compactness of the sets Fk given in problem #26 is necessary i.e.* 1 be a nested sequence of compact sets. show that a nested sequence of closed connected sets would not have been enough to ensure a connected intersection. .

Chapter 4 Sequences and Series–First View Recall that. since the domain is always the natural numbers. a sequence of elements of A is a function f : M A. for any set A. we use the notational convention an f n and denote sequences in any of the following forms: an . Rather than using the notation f n for the elements that have been selected from A.

* 1 n an .

n+M or a1 a2 a3 a4 This is the only time that we use the set bracket notation .

The distinction is made in the way that the indexing is communicated . For an :. in a different context. the an .

* 1 is the constant sequence that “lists the term : in¿nitely often.” n : : : : while an : n + M.

. you should have come up with some version of “For ‘a sub n’ equal to :.e.” : : : while the set consisting of ‘a sub n’ for n in the set of positive integers is the set consisting of one element :” i. (When you read the last sentence. the sequence of ‘a sub n’ for n going from one to in¿nity is the constant sequence that “lists the term : in¿nitely often. is the set consisting of one element :. the point is that you should not have skipped over the an .

* 1 n and an : n + M.

most of our sequences will be of elements in Euclidean n-space. our second view will focus on sequence of functions..) Most of your previous experience with sequences has been with sequences of real numbers. In MAT127B. In this chapter... n 1 n 1 | n2 3n 5 n 47 }* n 1 | n3 1 n3 1 }* 1 n n 1 | and log n n sin r nH s}* 8 n 1 . like | }* 3 1 1 2 3 5 8 13 21 34 55 .. 123 .

distance. 1 9 81 729 5 9 13 ***An equation that works for (1) is 2n 2n 31 while (2) needs a different formula for the odd terms and the even terms one pair that works is 2n 1 2n 11 for n even and 3n1 when n is odd. 1.0. .1 Sequences and Subsequences in Metric Spaces If you recall the de¿nition of convergence from your frosh calculus course. In this chapter. we will restrict our attention to sequences of real and complex numbers. Excursion 4. ¿nd a description for the general term as a function of n + M that ¿ts the terms that are given. we seek to build a deeper mathematical understanding of sequences and series primary attention is on properties associated with convergence.1 For each of the following. SEQUENCES AND SERIES–FIRST VIEW As children. pattern recognition is important in areas of mathematics or the mathematical sciences that generate and study models of various phenomena.*** As part of the bigger picture. you might notice that the de¿nition of a limit of a sequence of points in a metric space merely replaces the role formerly played by absolute value with its generalization. the models are of value when they allow for analysis and/or making projections. After preliminary work with sequences in arbitrary metric spaces. 4. Of course.124 CHAPTER 4. our ¿rst exposure to sequences was made in an effort to teach us to look for patterns or to develop an appreciation for patterns that occur naturally. 2 4 8 16 32 64 5 7 9 11 13 15 7 11 3 2.

1.4.1 Let pn . SEQUENCES AND SUBSEQUENCES IN METRIC SPACES 125 De¿nition 4.1.

The limit of pn .* 1 denote a sequence of elements of a metric space S d n and p0 be an element of S.

Note. LxM inf j + ] : x n j. Remark 4.* 1 is p0 as n tends to (goes to or apn proaches) in¿nity if and only if e d 0 " 2M M M + MF 1n n M " d pn p0 1 + U F We write either pn p0 or lim pn n* p0 . and L5M 5. which is sometimes referred to as the Àoor function.1.2 The description M M indicates that “limit of sequence proofs” require justi¿cation or speci¿cation of a means of prescribing how to ¿nd an M that “will work” corresponding to each 0. that 2 1. A function that gives us a nice way to specify M ’s is de¿ned by z { 1 and is sometimes referred to as the ceiling function. for example. Compare this to the greatest integer function. L22M 2.

three examples 100 350 3 z { 2 . | }* 2 Example 4. let M implies that n z { 2 o 2 0 n n n2n n n . and M 234.9 (#7) and (#5). by Proposition 1. In general. We can take M 1 2. Then n M does not a proof make. nn n 1 2 which. implies that and n 2 n Using the de¿nition to prove that the limit of a sequence is some point in the metric space is an example of where our scratch work towards ¿nding a proof might . t u t nu n 1 z { 3 700 1 M 200.2. for 0. Of course.3 The sequence has the limit 0 in U.1.

So taking M will work.1. Because n 1 0. then n n n n1 in n n1 n in n nn 1 n n Since v 1 i. we also know that n . Then 1 T T n n n n n n n 1 in i n 1 n n 1 i n in 2 2 n n n in n n n n nn 1n n 1 n 1 n 1 T T 2 2 whenever n. For . we conclude that t t 0 " 2M M + MF 1n n . We illustrate this with the following excursion. Then n + M and n M 2 which is equivalent to T 2 3 2 4 . if n M .. 1 i yields that n | 6 i n i n n 1 n 1 n n n n n n1i n n n nn 1n T 2 n 1 n n1 M "n nn 5 0 was arbitrary.4 After reading the presented } scratch work. ¿ll in what is missing to | 1 in * converges to i in F. 0. let M T implies that n T n and 2 1 (b) A proof. but we can not present a proof that starts with the bound that we want to prove. . Suppose 0 is given. Excursion 4. SEQUENCES AND SERIES–FIRST VIEW be quite different from the proof that is presented. Because i + F. Consequently. complete the proof of the claim that n 1 n 1 (a) Scratch 1 lim n* n n n1 n nn work towards a proof. Finally. This is because we are allowed to “work backwards” with our scratch work.e. i in 1 }* n 1 n uuw n in in n 1 1 n* n in 1 0 1 + F and lim converges to i in F.126 CHAPTER 4. it suf¿ces to show that in i.

*** T 2 T 2 .1. SEQUENCES AND SUBSEQUENCES IN METRIC SPACES ***Acceptable responses are (1) 1 n* n lim in 1 i . (3) n n T 1.5 The sequence pn . (6) n De¿nition 4. (4) 2. (2) . (5) 127 T 2 .1.4.

6 Notice that a sequence in a metric space S will be divergent in S if | }* 2 its limit is a point that is not in S.* 1 of elements in a metric space S is said to n converge (or be convergent) in S if there is a point p0 + S such that lim pn p0 n* it is said to diverge in S if it does not converge in S . Remark 4.1. n n 1 | }* b c 2 x + U : x 0. is convergent in Euclidean 1-space. In our previous example. we proved that n n 1 | }* 2 converges to 0 in U consequently.

Lemma 4. is divergent in U n n 1 denotes the Euclidean metric on U. d where d On the other hand. Our ¿rst result concerning convergent sequences is metric spaces assures us of the uniqueness of the limits when they exist.7 Suppose pn . d x y x y.1.

n Then rK L s p F lim pn q " q p . Proof.8 Fill in what is missing in order to complete the proof of the lemma.* 1 is a sequence of elements in a metric space S d. 1 p 1q p q + S F lim pn n* n* Space for scratch work.1. Let pn . Excursion 4.

Suppose n* n* .* 1 be a sequence of elements in a metric space S d for n which there exists p and q in S such that lim pn p and lim pn q.

Then d p q 0 and we let n* 2 0. let M max M1 M2 . SEQUENCES AND SERIES–FIRST VIEW p and 1 d p q. Because lim pn the p / q. 1 Now.128 CHAPTER 4. lim pn n* M1 " d pn p q yields the existence of a positive integer M2 such that . there exists a positive integer M1 such that n similarly.

(4) p q. (2) d pn q (3) De¿nition 4. we conclude that as needed.*** 2 M2 " d pn q .9 The sequence pn .. ***Acceptable ¿ll-ins are: (1) n 1 d p q. the limit of any convergent sequence 4 in a metric space is unique. Since we have reached a contradiction. It follows from the symmetry property and the triangular inequality for metrics that n M implies that d p q n d p pn 2 2 3 d p q which contradicts the trichotomy law. Therefore.1.

* 1 of elements in a metric space S d is n bounded if and only if d e 2M 2x M 0 F x + S F 1n n + M " d x pn M . Note that if the sequence pn .

then the sequence is divergent in S. our next result shows that convergence yields boundedness. Lemma 4.10 If the sequence pn . On the other hand.1.* 1 of elements in a metric space S is an not n bounded.

* 1 of elements in a metric space S d is conn vergent in S. . then it is bounded.

4. Suppose that pn . SEQUENCES AND SUBSEQUENCES IN METRIC SPACES Space for scratch work. 129 Proof.1.

* 1 is a sequence of elements in a metric space S d n that is convergent to p0 + S. we conclude that pn . for each n + M. there exists a positive integer M M 1 such that n M " d pn p0 1. Then. for 1. it has a largest element. Since d pn p0 n K . j b c k Because d p j p0 : j + M F 1 n j n M is a ¿nite set of nonnegative real numbers. Let j j b c kk K max 1 max d p j p0 : j + M F 1 n j n M .

10 is false.11 To see that the converse of Lemma 4.1. let ! 1 ! . for n + M . for d the Euclidean metric on U1 . if 2 n ! 2 n pn . ! ! ! 1 1 .1. n Remark 4. if 2 0 n n 3 Then. d 0 pn pn .* 1 is bounded.

* 1 is not convergent in U.1.12 For each n + M. .1. n Excursion 4. (a) Use the de¿nition to prove that lim an n* 0 pn 1 for all n + M. but p2n1 where pn is p2n and bn 0.11. let an de¿ned in Remark 4.

Make especially certain that you did not offer a proof that is “working backwards” from what you wanted to z { 1 show. The following are acceptable solutions. we have that nt n n n u n n n 1 n 1 1 1 n 1 n 1n n n n n 2n 2 n 2n 2 n . If follows that n 0n n 2 n 2 2 2n 2n 2n 2n 2n T T whenever n M. which of course are not unique compare what you did for general sense and content. Since 0 was arbitrary. (b) For 0. we conclude that lim bn lim 1 n* n* 2n 2 1. for n + M and n M. 2n 2 t u 1 Since 0 was arbitrary. respectively.*** Remark 4. Note that. let M M M implies that T . for n + M. you spotted that there were some extra steps exhibited in our solutions to Excursion 4. Then n M 2 n* n* 2n ***Note that an 2 1 and bn 1 1 2n 1 1 1 1 implies that n 0 implies that 1 or .12.1. SEQUENCES AND SERIES–FIRST VIEW 1. n o 1 n n 2 0 2 2 0 and 2n 2 n n 2 0 n n. let M M . I chose to show some of the extra steps that .13 Hopefully.130 CHAPTER 4. Then n 2 n n n 1 n b T c1 T 1 1 1 1 n or . (b) Use the de¿nition to prove that lim bn n* if you 3 2 n 1 2n 1 1 used 2 and 1 . your choices for corresponding M will be n n 3 slightly off. Thus.1. (a) For 0. we conclude that z { 1 1 lim an lim 0.

9 or the step that was shown in part (a).14 Given a sequence pn .1.2.1.11 can be translated to a statement involving subsequences. De¿nition 4. it is unnecessary for you to have explicitly demonstrated that 2n 2 n from the inequalities that were given in Proposition T T 1 1 1.4. For the former 2n 2n you can just write things like 2n 2 n for the latter.1. SEQUENCES AND SUBSEQUENCES IN METRIC SPACES 131 illustrated where we make explicit use of the ordered ¿eld properties that were discussed in Chapter 1. In particular. 2 2n What we just proved about the sequence given in Remark 4. you could just have written bT c2 1 .

* 1 of elements in a metric space X and n .

the j k* * sequence pn k k 1 is called a subsequence of pn .k a sequence n kk * 1 of positive integers such that of n k n kj 1 for each k + M.

If pn k k 1 converges in n X then its limit is called a subsequential limit of pn .* 1 .

1. From Excursion 4.1. we know that the sequence pn . n Remark 4. n j n j 1 for each j + M..15 In our function terminology. a subsequence of f : M X is the restriction of f to any in¿nite subset of M with the understanding that ordering is conveyed by the subscripts i.* 1 .12.e.

0 and 1.1.* 1 given in Remark n 4.11 has two subsequential limits namely. The uniqueness of the limit of a convergent sequence leads us to observe that every subsequence of a convergent sequence must also be convergent to the same limit as the original sequence. the existence of two distinct subsequential limits for pn . Consequently.

* 1 is an n alternative means of claiming that pn .

it follows from n the de¿nition of the limit of a sequence that in¿nitely many terms outside of any neighborhood of a point in the metric space from which the sequence is chosen will eliminate that point as a possible limit. A slight variation of this observation is offered in the following characterization of convergence of a sequence in metric space.* 1 is divergent.1.16 Let pn . In fact. Lemma 4.

n Then pn .* 1 be a sequence of elements from a metric space X d.

* 1 converges to p + X if and only if every neighborhood of p contains n all but ¿nitely many of the terms of pn .

* 1 . n .

132 Space for scratch work. SEQUENCES AND SERIES–FIRST VIEW Proof. CHAPTER 4. Let pn .

n Suppose that pn .* 1 be a sequence of elements from a metric space X d.

. Then there exists a positive real number r such that V Nr p. there exists a positive integer M M r such that n M implies that d p pn r i.* 1 converges to p + X and V is a neighborhood of n p. Consequently. at most the pk : k + M F 1 n k n M.e. for all n M. From the de¿nition of a limit. pn + V .

we conclude that every neighborhood of p contains all but ¿nitely many of the terms of pn . is excluded from V . Since V was arbitrary.

n Suppose that every neighborhood of p contains all but ¿nitely many of the terms of pn .* 1 .

* 1 . For any 0. N p contains all but ¿nitely many of the n * terms of pn .

Let M max k + M : pk + N p.n 1 .

Then n M implies that pn + N p from which it follows that d pn p . we conclude that. pn . Since 0 was arbitrary.. for every 0 there exists a positive integer M M such that n M implies that d pn p that is.

* 1 converges to p + X.17 A point p0 is a limit point of a subset A of a metric space X d if and only if there is a sequence pn . n It will come as no surprise that limit point of subsets of metric spaces can be related to the concept of a limit of a sequence. The approach used in the proof of the next theorem should look familiar.1. Theorem 4.

* 1 with pn + A and pn / p0 for every n n such that pn p0 as n * Proof. ! Suppose that there is a sequence pn .

p M 1 + A D Nr p0 and p M 1 / p0 . " Suppose that p0 + X is a limit point of A. Since pn p0 . there exists a positive integer M such that d pn p0 r for all n M. and pn p0 . Since r 0 was arbitrary. In particular.* 1 such that pn + A. we conclude that p0 is a limit point of the set A. For r 0. pn / n p0 for every n. consider the neighborhood Nr p0 . (Finish this part by ¿rst making | }* 1 judicious use of the real sequence to generate a useful sequence pn .

* 1 n j j 1

4.1. SEQUENCES AND SUBSEQUENCES IN METRIC SPACES followed by using the fact that to p0 .)

133

1 0 as j * to show that

pn

* 1 converges n j

Remark 4.1.18 Since Theorem 4.1.17 is a characterization for limit points, it gives us an alternative de¿nition for such. When called upon to prove things related to limit points, it can be advantageous to think about which description of limit points would be most fruitful i.e., you can use the de¿nition or the characterization interchangeably. We close this section with two results that relate sequences with the metric space properties of being closed or being compact. Theorem 4.1.19 If

pn

*** 1 is a sequence in X and X is a compact subset of a n metric space S d, then there exists a subsequence of
**

pn

* 1 that is convergent n in X. Space for scratch work.

**Proof. Suppose that
**

pn

*** 1 is a sequence in X and X is a compact subset of n
**

pn : n + M

. If P is ¿nite, then there is at least a metric space S d. Let P one k such that pk + P and, for in¿nitely many j + M, we have that p j pk .

134

CHAPTER 4. SEQUENCES AND SERIES–FIRST VIEW

**j k* Consequently, we can choose a sequence n j j 1 such that n j n j 1 and pn j k j k* pk for each j + M. It follows that pn j j 1 is a (constant) subsequence of
**

pn

then P is an in¿nite subset of a compact set. By Theorem 3. we conclude that there is a sequence qk .3. If P is in¿nite.* 1 n that is convergent to pk + X.1.46.17. From Theorem 4. it follows that P has a limit point p0 in X.

* 1 with qk + P and k qk / p0 for every k such that qk p0 as k * that is. qk .

* 1 is a subsequence k of pn .

* 1 that is convergent to p0 + X.1. n Theorem 4.20 If pn .

* 1 is a sequence in a metric space S d. then the set of n all subsequential limits of pn .

Proof. n Space for scratch work. Let E ` denote the set of all subsequential limits of the sequence pn .* 1 is a closed subset of S.

there exists x / * such that x + N1 * D E ` . we can assume that E ` is in¿nite. Suppose that * is a limit point of E ` . corresponding to r 1. Since ` .* 1 n of elements in the metric space S d. we can ¿nd a subsequence of p . Thus. Then. If E ` is ¿nite. then it is closed.

Hence.* that converges to x. Because = 0. y + E ` leads to the existence of a subsequence of pn . Let = d pn 1 * . * is a limit point of E ` . we x + E n nb 1 c b c can choose n 1 + M such that pn 1 / * and d pn1 * 1. Again. and E ` is in¿nite. there exists y / * that is in N=4 * D E ` .

In general. This allows us to choose n 2 + M such that n 2 n b c b c = n 1 and d pn 2 y . d * pn 2 n d * y 4 b c = d y pn 2 .* 1 that converges to y. u is the limit of a subsequence j 1 2 b c of pn . if we have chosen the 2 increasing ¿nite sequence n 1 n 2 n j . Since u + E ` . We can repeat this process. then there exists a u such that u / * and = u + Nr j * D E ` where r j . From the triangular inequality.

* + E ` . Thus.. E ` is closed. we can ¿nd n j 1 such that d pn j Å1 u r j from which it n follows that c b c b = d * pn j Å1 n d * u d u pn j Å1 2r j . Therefore.e. Because * was arbitrary. .* 1 . 2j j k* The method of selection of the subsequence pn j j 1 ensures that it converges to *. we conclude that E ` contains all of its limit points i.

2.2. De¿nition 4. CAUCHY SEQUENCES IN METRIC SPACES 135 4.2 Cauchy Sequences in Metric Spaces The following view of “proximity” of terms in a sequence doesn’t isolate a point to serve as a limit.1 Let pn .4.

Then n pn .* 1 be an in¿nite sequence in a metric space S d.

2.2 Let E be a subset of a metric space X d. In this section. De¿nition 4. the term leads to a characterization of Cauchy sequences as well as a suf¿cient condition to ensure that the intersection of a sequence of nested compact sets will consist of exactly one element. Then the diameter of E. denoted by diam E is sup d p q : p + E F q + E.* 1 is said to be a Cauchy sequence if and only if n d e 0 " 2M M M + MF 1m 1n n m M " d pn pm . 1 Another useful property of subsets of a metric space is the diameter.

3 Let A B 2 x 1 x2 + U2 : x1 Q R x1 x2 + U2 : max x1 x2 . j k 2 x2 1 and Example 4. .2.

diam A . n 1 2 and diam B T 2 2. in Euclidean 2-space. Then.

These illustrate the observation that is made with the next result. Lemma 4.2.4 If E is any subset of a metric space X. for the sets A and B given in Example 4.2. diam A 2 T b c diam A and diam B 2 2 diam B. Lemma 4. (If you get stuck.2.3. The property of being a Cauchy sequence can be characterized nicely in terms of the diameter of particular subsequence.5 Use the space provided to ¿ll in a proof of the lemma.2. SEQUENCES AND SERIES–FIRST VIEW b c Note that. then diam E b c diam E .6 If pn . Excursion 4.136 CHAPTER 4. a proof can be found on page 53 of our text.

then pn .* 1 is an in¿nite sequence in a metric space X and E M is the n subsequence p M p M 1 p M 2 .

Corresponding to the in¿nite sequence pn . M* Proof.* 1 is a Cauchy sequence if and only n if lim diam E M 0.

* 1 in a metric space X d n let E M denote the subsequence p M p M 1 p M 2 . Suppose that pn .

sup d u ) : u + E M j F ) + E M j n i. there exists a n 1 M ` implies that d pn pm . it follows that d u ) . diam E M j n . For j + M. Now j j . for any u ) + E M j .* 1 is a Cauchy sequence. Then. positive integer M ` M ` such that n m j j j j 1 Let M j M ` 1. j j b j k c 1 1 Hence.e..

Then there exists a positive integer K such that m K implies that diam E m i. For 0. Since 0 was arbitrary. diam E M j .e.2. Suppose that lim diam E M M* M* 0 and let 0..4. we conclude that lim diam E M 0. CAUCHY SEQUENCES IN METRIC SPACES given any 137 1 . sup d u ) : u + E m F ) + Em . there exists M ) such that j M ) implies that j j k b c M max M j M ) and j M.

for n j m we can write n m x and j m y for some positive integers x and y and it follows that c b d pn p j n sup d u ) : u + E m F ) + Em . In particular.

pn . for any 0. . we have shown that. Therefore. there exists a positive integer m such that b c n j m implies that d pn p j . Thus.

n With Corollary 3.2. we saw that any nested sequence of nonempty compact sets has nonempty intersection.3.44.* 1 is a Cauchy sequence. Theorem 4.7 If K n . The following slight modi¿cation results from adding the hypothesis that the diameters of the sets shrink to 0.

then K n consists of exactly one point.* 1 is a nested sequence of nonempty compact subsets of a n metric space X such that ? n+M n* lim diam K n 0. Proof. Space for scratch work. Suppose that K n .

44.3. From Corollary 3.* 1 is a nested sequence of nonempty compact subn sets of a metric space X d such that lim diam K n 0. K n .

* 1 being a nested sequence of nonempty compact subsets implies that n ? K n / 3. n+M n* .

y + K n and x / y.138 If ? CHAPTER 4. SEQUENCES AND SERIES–FIRST VIEW K n consists of more that one point. then there exists points x and y n+M ? ? in X such that x + Kn . But this yields that n+M n+M 0 d x y n sup d p q : p + K n F q + K n .

2. for all n + M i. consider the metric space S d where S is the set of rational numbers and da b a b. Because lim diam K n n* d x y for any M + M.. Theorem 4.8 To see that a Cauchy sequence in an arbitrary metric space need not converge to a point that is in the space. Hence. On the other hand. lim diam E M / n* ? 0.e. Remark 4. a sequence that is convergent in a metric space is Cauchy there.2. it follows immediately that K n consists of n+M exactly one point.9 Let pn . diam E M 0.

If n pn .* 1 be an in¿nite sequence in a metric space S d.

then pn .* 1 converges in S.

* 1 is Cauchy. n n Proof. Let pn .

there exists an M + M such that n M " d pn p0 .* 1 be an in¿nite sequence in a metric space S d that conn verges in S to p0 . if n M and m M. Since 0 was arbitrary. From the triangular inequality. 2 then d pn pm n d pn p0 d p0 pm 2 2 . we conclude that pn . Suppose 0 is given. Then.

2.8. we obtain the following partial converse. if we restrict ourselves to sequences of elements from compact subsets of a metric space. we will make some us Theorem 4. However.2. Before showing this.10 Let A be a compact subset of a metric space S d and pn . n As noted by Remark 4. the converse of Theorem 4.2.* 1 is Cauchy.9 is not true.

* 1 n be a sequence in A. If pn .

then there exists a point p0 + A such that n pn p0 as n *. .* 1 is Cauchy.

4.3. SEQUENCES IN EUCLIDEAN K -SPACE 139 Proof. Let A be a compact subset of a metric space S d and suppose that j k* pn .

1 On Uk d.2.* 1 of elements in A is Cauchy. Lemma 4. The ¿rst result is the general version of the one for Euclidean n-space that we discussed in class. Now justify that pn p as n *. M* 4. n k* j k* j Then E M m 1 is a nested sequence of closed subsets of A and E M D A m 1 is a b c nested sequence of compact subsets of S for which lim diam E M D A 0. there exists a unique p such that p + E M D A for all M.3. where d denotes the Euclidean metric. Let E M be the subsequence p M j j 0 . let pn x1n x2n x 3n xkn Then the sequence pn . By Theorem 4.7.3 Sequences in Euclidean k-space When we restrict ourselves to Euclidean space we get several additional results including the equivalence of sequence convergence with being a Cauchy sequence.

If pn . Y X k T k X. for each m. xmn pm x jn p j n xmn pm n j 1 j 1 Suppose that 0 is given. n 2 W nx jn p j n . b n c2 . 1 n j n k as sequences in U1 . Proof. 1 n m n k.* 1 converges to P p1 p2 p3 pk if and only if n x jn p j for each j. The result follows from the fact that.

b c2 d pn P W x jn p j . then n there exists a positive real number M M such than n M implies that Y X k X.* 1 converges to P p1 p2 p3 pk . j 1 .

1 n m n k. we conclude that lim xmn n* pm . It follows that. Then. n* Once we are restricted to the real ¿eld we can relate sequence behavior with algebraic operations involving terms of given sequences. for each j. suppose that x jn p j for each j . for each m. and for all n xmn pm n d pn P . The following result is one of the ones that allows us to ¿nd limits of given sequences from limits of sequences that we know or have already proved elsewhere. 1 n j n k.n n nx jn p j n k d pn P n k j 1 . Since 0 was arbitrary. Because 0 was arbitrary.2 Suppose that z n . 1 n j n k as sequences in U1 .140 CHAPTER 4. Hence. for n M. Theorem 4. SEQUENCES AND SERIES–FIRST VIEW M. Let M k 1n jnk max M j . there exists a positive integer M j M j such that n M j implies that xmn pm .3. we have that lim pn P. Conversely. k r s .

* 1 and ?n .

for any constant c ST d S . proofs can be found on pp 49-50 of our text.3.3 For each of the following. Proof. ¿ll in either the proof in the box on the left of scratch work (notes) that support the proof that is given. zn ?n u Excursion 4. Then n* n* (a) lim z n n* n* n* ?n S T (b) lim cz n (c) lim z n ?n t (d) lim n* cS. Suppose that z n . provided that 1n n + M " ? n / T e 0 FT / 0. If you get stuck.* 1 are sequences of complex numn n bers such that lim z n S and lim ?n T .

* 1 and ?n .

* 1 are sequences of complex numbers n n such that lim z n S and lim ?n T . n* n* .

SEQUENCES IN EUCLIDEAN K -SPACE Space for scratch work.4. Need look at z n ?n S T –Know we can make z m S for m M1 2 & ?n T for n M2 2 –Go for M max M1 M2 .3.

Since z n S. then ?n 0 as n * implies that there exists M ` + M such that ?n whenever n M ` . mention c 0 —–as separate case. Hence. Suppose that 0 is given. Space for scratch work. z n S 1 or z n 1 S for all n M1 . and use Triangular Ineq. Need look at cz n cS c z n S –Know we can make z m S for m M1 c –for c / 0. there exists M1 + M such that n M1 implies that z n S 1. If T 0. For 1 S n max M1 M ` .

it follows that t u z n ?n ST z n ?n 1 S . there exists M3 + M such that n M3 " z n T . 1 S Thus. If T / 0.. then ?n T as n * yields that there exists M2 + M such that ?n whenever n M2 . 2 1 S From z n S. for any n max M1 M2 M3 . lim z n ?n 0. Finally.

(c) . 2 T z n ?n ST z n ?n z n T z n T ST n z n ?n T ?n z n S T 1 S . 2 1 S 2 T n* 141 (a) (b) Space for scratch work..

Lemma 4. (d) The following result is a useful tool for proving the limits of given sequences in U1 . SEQUENCES AND SERIES–FIRST VIEW Space for scratch work.142 CHAPTER 4.4 (The Squeeze Principle) Suppose that xn .3. t u t u 1 zn zn ?n ?n —we can just apply the result from (c).

* 1 and yn .

* 1 are sen n quences of real numbers such that lim xn S and lim yn S. If u n .

Suppose that pn . for all n then lim u n n* K.5 Fill in a proof for The Squeeze Principle.* 1 is a n n* n* sequence of real numbers such that.3. Theorem 4. S.6 (Bolzano-Weierstrass Theorem) In Uk . every bounded sequence contains a convergent subsequence. Excursion 4. for some positive integer K xn n u n n yn . Proof.3.

* 1 be a bounded sequence in Uk . Then P n Uk . de f pn : n + M.

Since P is a closed and bounded subset of by the * Heine-Borel Theorem. is bounded. Because pn . P is compact.

19. there exists a subsequence of pn .n 1 is a sequence in P a compact subset of a metric space. by Theorem 4.1.

n .* 1 that is convergent in P.

SEQUENCES IN EUCLIDEAN K -SPACE 143 Theorem 4.7 (Uk Completeness Theorem) In Uk . a sequence is convergent if and only if it is a Cauchy sequence.3.3. Let pn .8 Fill in what is missing in order to complete the following proof of the Uk Completeness Theorem. by Theorem 1 . we only need to prove the converse. Since we are in Euclidean k-space.3. Proof. Consequently.4. we know that any sequence that is convergent in Uk is a Cauchy sequence. Excursion 4.

Then corresponding to 1. d pn p M 1 1 for all n 2 B M. Let | b max 1 max d p j d M 1n j nM c 1 } . d p j d M 1 n B and we conclude that pn .* 1 be a Cauchy sequence in Uk . n there exists M M 1 + M such that m n M implies that where d denotes the Euclidean metric. b c Then. for each j + M. In particular.

* 1 is a n sequence in Uk . From the Theorem. 3 pn : n + M.

by Theorem 4. is a compact subset of Because is a Cauchy sequence in a compact metric space. there exists a p0 + pn : n + M.2.10.

such that pn p0 as n *. Since pn .

we know that for sequences in Uk .3. Remark 4.2.9.10. In view of Theorem 4.7. Since the equivalence can not be claimed over arbitrary metric spaces. the sequence being Cauchy is equivalent to it being convergent in X. ***Acceptable responses are: (1) 4. Uk is complete. and (5) every Cauchy sequence in Uk is convergent.3.*** From Theorem 4.9 A metric space X is said to be complete if and only if for every sequence in X. we concluded that n . being Cauchy is equivalent to being convergent. any compact metric space is complete.3. (2) d pn pm 1. we also have that every closed subset of a complete metric space is complete.* 1 was arbitrary.2. 5 4 * pn .10 As noted earlier. De¿nition 4. (3) bounded. Uk . the presence of that property receives a special designation. (4) HeineBorel. Finally because every closed subset of a metric space contains all of its limit points and the limit of a sequence is a limit point.

n 1 .

From the Bolzano-Weierstrass Theorem. We know that compactness of the metric space allows us to deduce convergence from being Cauchy. boundedness of a sequence gives us a convergent subsequence. On the other hand. we know that. SEQUENCES AND SERIES–FIRST VIEW It is always nice to ¿nd other conditions that ensure convergence of a sequence without actually having the ¿nd its limit. compactness is equivalent to being closed and bounded. in Uk .144 CHAPTER 4. The sequence i n .

* 1 of elements in F quickly illustrates that n boundedness of a sequence is not enough to give us convergence of the whole sequence. boundedness coupled with being increasing or decreasing will do the job.11 A sequence of real numbers xn . in U1 . De¿nition 4. The good news is that.3.

14 Suppose that xn . n 1 n! Consequently. . t u n 1 n n 1! o1 Example 4. n n n 1 n 1n is monotonically decreasing.13 For each n + M. De¿nition 4.3. It follows that n n 1 n! n! n 1! o .3.* 1 is n (a) monotonically increasing if and only if 1n n + M " x n n xn (b) monotonically decreasing if and only if 1n n + M " x n o xn 1 and 1 .12 The class of monotonic sequences consists of all the sequences in U1 that are either monotonically increasing or monotonically decreasing. nn | }* Theorem 4.3.

* 1 is monotonic. Then xn .

* 1 converges if n n and only if xn .

* 1 is bounded.15 Fill in what is missing in order to complete the following proof for the case when xn .3. n Excursion 4.

10. if xn .* 1 is monotonically decreasing.1. n Proof. By Lemma 4.

then . n Now suppose that is monotonically decreasing and bounded.* 1 converges. Let xn : n + M.

It follows that xn . If P is ¿nite. P xk . then there is at least one k such that xk + P and.. we have that x j xk m o xk m 1 for all m + M. On the other hand we have that for in¿nitely many j + M.

If P is in¿nite and bounded.* 1 is eventually a constant n sequence which is convergent to xk . then from the xn .

* 1 n 1 .

3. Because g is the . SEQUENCES IN EUCLIDEAN K -SPACE greatest lower bound property of the reals. we can let g greatest lower bound. 1n n + M " 2 145 inf P.4. Suppose that g n xM g Because xn .

0 ***Acceptable responses are: (1) it is bounded.3. Then there exists a positive integer M such that otherwise.*** 4. we conclude that . (3) g lower bound that is greater than g. n 5 M " xn g .1 Upper and Lower Bounds Our next de¿nition expands the limit notation to describe sequences that are tending to in¿nity or negative in¿nity. 3 .* 1 is n 0 is given. Hence. . for all n M. De¿nition 4. Since . and (5) lim xn n* would be a g. the transitivity of less than or equal to yields 4 that.16 Let xn .3. g n x n g was arbitrary. (4) decreasing. (2) g n xn .

s M " xn n K s M " xn o K * and in the second case we write n* .* 1 be a sequence of real numbers. Then n (a) xn * as n * if and only if r 1K K + U1 " 2M M + MF 1n n and (b) xn * as n * if and only if r 1K K + U1 " 2M M + MF 1n n In the ¿rst case. we write lim x n n* lim xn *.

SEQUENCES AND SERIES–FIRST VIEW De¿nition 4.3.17 For xn .146 CHAPTER 4.

* 1 be a sequence of real numbers. let E denote the set n of all subsequential limits in the extended real number system (this means that * and/or * are included if needed). Then the limit superior of xn .

* 1 is x ` n sup E and the limit inferior of xn .

* 1 is x` inf E. n We will use lim supxn to denote the limit superior and lim infxn to denote the limit inferior of n* xn .

* 1 . Then the lim supan 2n n* 2 0.3. sn n 1n 2n n 1 }* n 1 2. | 1. Q sn 1n 1 sin H n R* 4 n 1 | 3. n n* Example 4.18 For each n + M. let an and lim infan n* 1 1n 1 .3. Excursion 4. sn t 1 u 1 r 1 n Hn s sin 2 }* n 1 .19 Find the limit superior and the limit inferior for each of the following sequences.

we have two convergent subsequences to consider s2n 3 while s2n1 1 and you should have concluded that lim supsn 3 and lim infsn 1.4. In working on (2). SEQUENCES IN EUCLIDEAN K -SPACE 4. Q sn n 4 On P 4 1n R* n 1 147 ***For (1). T T 2 2 s4k 1 . you should have gotten 5 subsequential limits: s4k 1.3.

and s4k 3 .

1 for k even and 1 for 2 2 k odd s4k 2 . give two subsequential limits.

also gives two subsequential limits. 2 for k odd and 0 for k even. for (4). namely. 0 1. Comparison of the 5 subsequential limits leads to the conclusion that lim supsn n* T 2 2. Finally. The sequence given in (3) leads to three subsequen1 and lim infsn n* 2 tial limits. and 2 which leads to the conclusion that lim supsn 2 0. the subsequences s4k .

s4k 1 .

s4k n* 1 3 3 s4k 3 .

respectively hence.*** n* 4 and lim infsn n* 2 . give limits of 1 . and . lim supsn 4 2 4 n* 3 lim infsn .

20 Let sn . n* n* and 3 and 2 Theorem 4.3..

21 Fill in what is missing in order to complete the following proof of the theorem. Excursion 4. Then (a) lim sup sn + E.* 1 be a sequence of real numbers and E be the set of n (¿nite) subsequential limits of the sequence plus possibly * and *. lim sup sn is the only real number that has these two properties. Moreover.3. and n* tt (b) 1x x lim sup sn n* n* u " 2M n u M " sn x . .

For the sequence of real numbers sn .148 CHAPTER 4. SEQUENCES AND SERIES–FIRST VIEW Proof.

Thus sn . Proof of part (a): If s ` *.* 1 . adjoining * and/or * if needed. then E is unbounded. and s ` lim sup sn . let E denote the set of subn sequential limits of the sequence.

* 1 is not bounded n j k* above and we conclude that there is a subsequence sn k k 1 of sn .

then sn . k* n* *.* 1 such that n lim sn k *.

the set E is . It follows from CN Theorem 2 that s` 1 sup E + E E. Proof of part (b): Suppose that there exists x + U such that x s ` and sn o x for in¿nitely many natural numbers n.20. By CN Theorem 4.. n* Suppose that s ` + U. It follows that lim sn *. Then there exists a subsequence of sn .e. Then E is bounded above and contains at least one element. * is If s ` n the only element of E.1.* 1 has no ¿nite subsequential limits i.

for any x s 4 3 for which 5 . Then 1x x and 1x x q " 2K n K " sn x . Hence. y s ` . for any x M implies that sn x. Therefore. q cannot be the limit of any subsequence of sn . Suppose that p and q are distinct real numbers that satisfy property (b). From the triangular inequality. Since * p there exists M + M such that n M implies that sn *. s ` there exists a positive integer M such that n Proof of uniqueness. But y + E and y s ` contradicts the de¿nition of ` there are at most ¿nitely many n + M . p " 2M n M " sn x Without loss of generality we can assume that p q. Then there exists * + U such that p * q. It follows that.* 1 n that converges to some real number y such that . at most ¿nitely many of the sk satisfy . In particular.

e.* 1 from which it follows n that q + E i.. q does not satisfy property (a). 6 .

3. if sn . (3) y o x. SOME SPECIAL SEQUENCES 149 ***Acceptable responses are: (1) closed. (5) sn o x.22 Note that.4.4. and (6) q sk *. (4) sup E. (2) 3.3.*** Remark 4.26.

* 1 is a convergent sequence of real numbers. say n lim sn s0 then the set of subsequential limits is just s0 .

n* Theorem 4.3.23 If sn . and it follows that lim sup sn n* lim inf sn .

* 1 and tn .

4. If you get stuck.* 1 are sequences of real numbers and there n n exists a positive integer M such that n M implies that sn n tn .3.3. 4.4 Some Special Sequences This section offers some limits for sequences with which you should become familiar. Lemma 4. Space is provided so that you can ¿ll in the proofs. n* n* Excursion 4. proofs can be found on page 58 of our text. . lim 1 n* n p 0.1 For any ¿xed positive real number. then lim inf sn n lim inf tn n* n* and lim sup sn n lim sup tn .24 Offer a well presented justi¿cation for Theorem 4.23.

150 Proof. then x n 0 for each n + M and lim x n 0.2 For any ¿xed complex number x such that x 1. for o 1 ! 1 ! { z M M . The special case of the latter that we will use is that. for 1 ln x The following theorem makes use of the Squeeze Principle and the Binomial Theorem. ! ln ! . for n + M and . If x 0.4. lim x n n* 0. Lemma 4. For CHAPTER 4. let M M t u1 p 1 . Suppose that x is n* a ¿xed complex number such that 0 x 1. SEQUENCES AND SERIES–FIRST VIEW 0. let . For 0. Proof.

SOME SPECIAL SEQUENCES ? + U 1.4.4.

n 1 xn n o n n 1 2 xn . Let xn T n n 1. if ? 0 we have that 1 each k. tn u k 0 151 t u n ? . n* (b) We have that lim (c) If p T n n 0 and : + U. We need prove the statement only for the case of p 1 the result 1 for 0 p 1 will follow by substituting in the proof of the other case.4. ? k for 0. Then x 0 and from the Binomial Theorem.. then set xn n 1 and 0 xn n p1 . If p 1. p T n p 1. then lim n: n* 1 pn 0. n nxn n 1 xn n p Proof of (b). Proof of (a). 1 n k n n. from the Binomial Theorem. Theorem 4. 2 . Then x n o 0 and.3 (a) If p n* ? n o 1 T n p 1. then lim 1. 1 ? n n . n k!k! n? and 1 ? n bn c k In particular. where k k k n! .

it will turn out to be more convenient for us to have our initial subscript be 0 instead of 1. Given any sequence of complex numbers ak .152 CHAPTER 4. Let k be a positive integer such that k :. n k pk 2k k! 4. 2k. we will make a slight shift is subscripting namely. For n t u n k n n 1 n 1 n k 1 k n p p 1 p k k! and 0 n: 1 pn . SEQUENCES AND SERIES–FIRST VIEW Proof of (c).5 Series of Complex Numbers For our discussion of series.

we can associate (or derive) k 3n a related sequence Sn .* 0 .

* 0 where Sn ak called the sequence of nt h partial k 0 n sums. The associated sequence allows us to give precise mathematical meaning to the idea of “¿nding an in¿nite sum.5.1 Given a sequence of complex numbers ak .” 3 De¿nition 4.

the symbol * 0 ak k k is called an in¿nite series or simply a series. The symbol is intended to suggest an in¿nite summation 3n and each an is called a term in the series.* 0 . For each n + MC 0.

. Then Sn . let Sn k 0 ak a0 a1 an .

* 0 is called the sequence of nth partial sums for n 3* ak . k 0 a0 a1 a2 a3 .

4.5. the idea of adding an in¿nite number of numbers has no real meaning which is why the series has been de¿ned just as a symbol. 3 De¿nition 4. SERIES OF COMPLEX NUMBERS 153 On the surface.5.2 An in¿nite series * 0 ak is said to be convergent to the complex k number S if and only if the sequence of nth partial sums Sn . We use the associated sequence of nth partial sums to create an interpretation for the symbol that is tied to a mathematical operation that is well de¿ned.

we write * 0 ak S.* 0 is convergent to n 3 S when this occurs. If Sn .

5. given any sequence Sn . we say k n that the series is divergent. In fact. makes it clear that we really aren’t being given a brand new concept. Remark 4.3 The way that convergence of series is de¿ned.* 0 does not converge.

* 0 . n 3n there exists a sequence ak .

* 0 such that Sn ak for every k + MC 0.

5 To see that the converse is not true.2(a). Then lim Sk k* S and lim Sk1 k* Hence. Remark 4. by Theorem 4. . The remark leads us immediately to the observation that for a series to converge it is necessary that the terms go to zero. S. note that the harmonic series * .5. simply choose a0 S0 and ak Sk Sk1 for k o 1.1 k 1 k is divergent which is a consequence of the following excursion.5. then lim ak k* 0. S. Suppose that 3* k 0 ak 3* k 0 ak converges. k* lim ak k* lim Sk Sk1 k* lim Sk lim Sk1 k* SS 0.3.: To k 1 k see this. Lemma 4.4 (kth term test) If the series Proof. We will treat sequences and series as separate ideas because it is convenient and useful to do so.

6 Use the Principle of Mathematical Induction to prove that. because the nth term does not go to zero.5. S2n 2 Excursion 4.7 Use the de¿nition of convergence (divergence) to discuss the following series.*** . (a) 3* Hk k 1 sin 4 (b) 3* 1 k 1 kk 1 ***The ¿rst example can be claimed as divergent by inspection. The key to proving that the second one converges is 1 1 1 noticing that in fact. for 3* 1 n 1 . SEQUENCES AND SERIES–FIRST VIEW Excursion 4.154 CHAPTER 4. k 1 k .5. the given problem is an example of kk 1 k k 1 what is known as a telescoping sum.

5. SERIES OF COMPLEX NUMBERS 155 The following set of lemmas are just reformulations of results that we proved for sequences.5. The lemma holds because the complex sequence of nth partial sums Sn .4. Lemma 4.8 (Cauchy Criteria for Series Convergence) The series (of complex 3 0 there exists a positive numbers) * 0 ak is convergent if and only if for every k integer M M such that 1m 1n m n M " Sm Sn >. Proof.

5.9 We will frequently make use of the following alternative formulation for the sequence of nt h partial sums being Cauchy.6(b). This equivalence follows from the n combination of Theorem 4. Namely.9 and Theorem 4. Remark 4.2.3. Sn .* 0 is convergent if and only if it is Cauchy.

there exists a positive integer M such that n M n3 n n n p n implies that Sn p Sn n k n 1 ak n >. Proof. k 0 3* k 0 ak .11 Suppose that * 0 ak is a series of nonnegative real numbers. Then k Sn . k 0 yk xk i n . for p 1 2 .5.3. k 0 xk n .10 For3 series (of complex numbers) * 0 ak . 2.* 0 is Cauchy if n and only if for every > 0. n . k 3* Then k 0 ak is convergent if and only if its sequence of nth partial sums is bounded. Consequently. let Re 3 xk and the k 3 Im ak yk . 3 ak Lemma 4. k 0 yk . k 0 ak n . 3 Proof. the result is simply a statement of Lemma 4. Then * 0 ak is convergent if and only if * 0 xk and * 0 yk are k k k convergent (real) sequences. For the complex series Sn n .1 for the case n 3 Lemma 4. Suppose that * 0 ak is a series of nonnegative real numbers.5.

Consequently. and c is a nonzero constant. k k respectively. Then .5.12 Suppose that * 0 u k and * 0 ) k are convergent to U and V . 3 3 Lemma 4. the result follows n from Theorem 4.* 0 is a monotonically increasing sequence.3..14.

U V and Most of our preliminary discussion of series will be with series for which the terms are positive real numbers. 3 De¿nition 4. 3* 3* k 0 u k k 0 cu k CHAPTER 4. This leads us to a list of tests. k k (b) If there exists a positive integer M such that 1k3 o M " ak o dk o 0 k 3* for real constants dk and k 0 dk diverges. 2. Theorem 4. then j j j 3 the series * 0 a j is said to be conditionally convergent. k 3 Proof of (a). When not all of the terms are positive reals. we would like other means to determine convergence or divergence of a given series.13 The series * 0 a j is said to be absolutely convergent if and j 3 3 3 only if * 0 a j converges. there k 3 exists a positive integer M such that 1k k o M " ak n ck . 3* k 0 ak is a series (of complex (a) If there exists a positive integer M such that 1k k o M " ak n ck for 3 3 real constants ck and * 0 ck converges. n ck n c >. we ¿rst check for absolute convergence. we will justify that is n n 1 conditionally convergent. SEQUENCES AND SERIES–FIRST VIEW )k cU . and * 0 ck conk verges. Also.5.5. n nk n 1 n k n 1 k . For ¿xed 0.14 (Comparison Test) Suppose that numbers). n .1 Some (Absolute) Convergence Tests While the de¿nition may be fun to use. we will see that * 3 1n absolute convergence implies convergence. there exists a positive integer K such that n K and p + M implies that n n n p n n p n . j After the discussion of some tests for absolute convergence. If * 0 a j converges and * 0 a j diverges. then * 0 ak converges absolutely. then * 0 ak diverges. Suppose that * 0 ak is a series (of complex numbers). only a few of which are discussed in this section.5.156 1. 4.

SERIES OF COMPLEX NUMBERS For n that M` 157 max M K .4.5.

From Lemma 4.11. we need some series about which convergence or divergence behavior is known. n nk n 1 n k n 1 k n 1 3 Since 0 was arbitrary. and any p + M. we conclude that * 0 ak converges. there exk 3 ists a positive integer M such j 1k k o M " ak o dk o 0. Since k 0 n . k 0 In order for the Comparison Tests to be useful. 3 a the geometric series * 0 ar k converges to the sum whenever 0 r 1 k 1r and diverges whenever r o 1.5. . The number r is the common ratio. it follows from the triangular inequality n n n p n p n n p n . k 0 ar k is called a geo- Theorem 4. 3* De¿nition 4. for each n M. dk n 0 is an unbounded sequence. it follows that k 0 3* ak diverges. and * 0 dk that k k* 3n diverges. The best known (or most famous) series is the Geometric Series. .16 (Convergence Properties of the Geometric Series) For a / 0. k M ak o n . the series metric series. k M dk k* j3n ak n 0 is an unbounded.15 For a nonzero constant a. n n ak n ak n n ck >. The claim will follow upon showing that. for each n + MC 0. Therefore. Suppose that * 0 ak is a series (of real numbers).5. k 3 Proof of (b). Proof.5.

.. k 0 ar k b a 1 rn 1r 1 c . n .

158 CHAPTER 4. Excursion 4.17. SEQUENCES AND SERIES–FIRST VIEW The proof of the next result makes use of the “regrouping” process that was applied to our study of the harmonic series.17 If a j j 0 is a monotonically decreasing sequence of nonnegative 3 3 real numbers. then the series * 0 a j is convergent if and only if * 0 2 j a2 j j j converges. Suppose that a j j 0 is a monotonically decreasing sequence of nonnegative real numbers.18 Fill in the two blanks in order to complete the following proof of Theorem 4.5. j k* Proof.5.5. For each n k + MC 0. j k* Theorem 4.

because a j j 0 is a monotonically decreasing sequence. j k* Note that. for any j + MC 0. let Sn n . j 0 aj and Tk k .. j 0 2 j a2 j .

j k* while a j j 0 a sequence of nonnegative real numbers yields that Sn . and m + M. m 1 a j o a j aj 1 aj m o m 1 a j m.

and Tk .

are monotonically decreasing sequences. For n 2k . b c Sn n a0 a1 a2 a3 a4 a5 a6 a7 a2k a2k Å1 1 _ ^] ` _ ^] ` _ ^] ` 21 ter ms 22 terms 2k ter ms .

5. a1 a2 a3 a4 _ ^] ` 21 terms a5 _ a6 22 ^] a7 a8 ` b a k 1 _ 2 1 ter ms 2k 1 ^] ter ms a2k c ` from which it follows that 2 The result now follows because we have that Sn . SERIES OF COMPLEX NUMBERS from which it follows that 159 1 For n Sn o a0 2k .4.

and Tk .

Theorem 4. the grouping indicated leads to Sn n a1 a0 2a2 4a4 2k a2k a1 Tk .*** 2 2 As an immediate application of this theorem. while the second regrouping yields that Sn o a0 a1 a2 2a4 4a8 1 1 2k1 a2k a0 a1 Tk .5. are simultaneously bounded or unbounded. Note that * .r j 0 21 p sj . . the pseries diverges by the kth term test. ***For (1).19 (Convergence Properties of p-series) The series verges whenever p 1 and diverges whenever p n 1. If p 1 * an is a monotonically decreasing sequence of nonnegative real numnp n 1 bers. 3* 1 connp n 1 0. we obtain a family of real series for which convergence and divergence can be claimed by inspection. }If p n 0. then | Proof. j 1 2 j b cp 2j 0 * . j 0 2 j a2 j * .

SEQUENCES AND SERIES–FIRST VIEW Now use your knowledge of the geometric series to ¿nish the discussion. Lemma 4. n1 (c) 2n 1 n 1 .1 n3 n 1 * . It is discussed on page 63 of our text. (a) * .160 CHAPTER 4.20 The series whenever p n 1. 3* 1 converges whenever p j ln j p 1 and diverges j 2 Excursion 4.5. n 1 n n2 1 (b) * .21 Discuss the convergence (or divergence) of each of the following. A similar argument yields the following result with is offered without proof.5.

We have a nice variation of the comparison test that can enable us to bypass the need for the algebraic manipulations.5. part (a) was a mild example of this phenomenon. Finally. since 3n 1 0 for each n + M.3 (d) by comparison with which is convergent as a constant multiple times the n2 n 1 p-series with p 2. A quick comparison of the degrees of the rational functions that form the term suggest divergence by association with the harmonic sen 1 ries. I chose to illustrate the “throwing more in n 1 the denominator” argument as an alternative. n 1 161 n2 3 3n 1 ***Notice that all of the series given in this excursion are over the positive reals thus.22 (Limit Comparison Test) Suppose that an . Because lim / 0 the series given 2n 1 2 in (c) diverges by the n th term test. note that for any natural number n. For (a). 2 o 2 allows us to claim divergence n 1 n n n 1 by comparison with the “shifted” harmonic series. we only the n th term test. Comparison. 3 3 n 2 which allows us to claim convergence of the series given in n 2 3n 1 n * . In the last excursion.4. it is a frequent occurrence that we know the nature of the series with which to make to comparison almost by inspection though the exact form of a bene¿cial comparison series requires some creative algebraic manipulation. The series given in (b) is con1 n1 vergent as a p-series for p 3. n 1 n 2 o 1 " 2n 2 o n 2 1 " 2 o which would have justi¿ed divergence n 1 2n by comparison with a constant multiple of the harmonic series. At this point. noticing n n 1 that. for each n + M. or rearrangement in order to identify the given as a geometric series. Theorem 4.5. checking for absolute convergence is the same as checking for convergence. recognition as a p-series. but when we see that 2 we have to ¿nd some way to manipulate n 1 n n the expression 2 more creatively. SERIES OF COMPLEX NUMBERS (d) * . We state here and leave its proof as exercise.*** When trying to make use of the Comparison Test.

* 0 and bn .

* 0 are n n .

bn o 0 for each n + MC 0. Then either such that an o 0. SEQUENCES AND SERIES–FIRST VIEW an n* bn L 0.162 CHAPTER 4.

nan p n . 1 and there exists n n n ak 1 n n an M + M such that n M implies that n n a n . n 1 n 1 We have two more important and well known tests to consider at this point. for n o M 1 and * . . for each p + M and n M. p is convergent as p + M C 0. It Proof. such that . and lim * * . k 3* M implies that n n n ak 1 n n n 1.5. In particular. n n a M 1 . It can be shown by induction k n n that.. p an .23 (Ratio Test) The series * 0 ak k n n n ak 1 n n (i) converges absolutely if lim sup n n a n 1 k k* (ii) diverges if there exists a nonnegative integer M such that k n n n ak 1 n n n n a n o 1. an and bn both converge or both diverge.. 3 Theorem 4. Suppose that the series k 0 ak is such that lim sup n ak n k* follows that we can ¿nd a positive real number .

p a M 1 .. BrieÀy justify that this yields k divergence as a consequence of the n th term test. the series a geometric series with ratio less than one. aM p is abso- j M 1 lutely convergent by comparison from which it follows that convergent. Suppose that the series integer M for which k 3* k k 0 an 3*p 1 k 0 ak is absolutely is such that there exists a nonnegative n n ak 1 n n M implies that n n a n o 1. aj * . p 1 * . Now. . nan p n . Hence.

If : 1. * . 1. there exists a positive integer M such that n M * .25 Use the Ratio Test to discuss the convergence of each of the following: 1.5.. * . Since . then k 0 ak diverges and (iii) if : 3* 1.3. Hence. lim sup n lim n 1 and we conclude n ak n n ak n k* 2 k* that the given series is (absolutely) convergent. k 0 3 T Proof. let : lim sup k ak . then no information concerning the convergence or divergence of ak can be claimed.24 Note that lim n k* n ak n 3 cerning the convergence or divergence of * 0 ak .5. such that : . T implies that n an . by Theorem 4. Thus. n for all n M.e. let : lim sup k ak . n n! n n a n n kn n n n n ak 1 n n ak 1 n n n lim n lim sup n n ak n k* n ak n 1 and we conclude that the series is (absok* lutely) convergent from the ratio test.5. 1 n1! . Then n 1 as n n 1 2n n a n n 2 2n n n 2 n 2 k n n n n n ak 1 n n ak 1 n 1 n n n *. an . k Example 4. there exists a real number k k* .4. k k* 2n 3 (i) if 0 n : 1. Because : is a supremum of subsequential limits and : . 1. SERIES OF COMPLEX NUMBERS 163 n n n ak 1 n n 1 leads to no conclusive information conRemark 4.26 (Root Test) For * 0 ak . then * 0 ak converges absolutely k 3* (ii) if : 1. n n n n n n ak 1 n n1 n 1 n n n 1!n n For an 0 as n *. n2 n 1 n n n n t u n n 12 2n n n ak 1 n n2 1 1 2 1 n n n Let an . 3 T Theorem 4. i. 1 n 1! 1 2.5. For * 0 ak .20. j is convergent j M 1 .

5. The next two excursion are in the vein the parts that are described seek to help you to develop more comfort with the objects that are examined in order to make use of the Ratio and Root tests. the point of offering the more general statements of the tests is to allow us to study the absolute convergence of series for which appeal to the limit superior is necessary. we see that no conclusion can be drawn concerning the convergence of divergence of the given series. 3* that is.4. * . Finally. since : T lim sup k ak k* 1 for the p-series. lim n 2n 1. probably in frosh (or AP) calculus. k 0 ak converges absolutely. 3 BrieÀy justify that : 1 leads to divergence of * 0 ak as a consequence k of the n th term test. Thus far our examples of applications of the Ration and Root test have led us n n n n ak 1 n n ak 1 n k n n or lim supTak to exam sequences for which lim sup n lim n n a n n a n k* k k k* k* T lim k ak .164 CHAPTER 4. SEQUENCES AND SERIES–FIRST VIEW 3 . n Example 4.27 Use the Root Test. . 2n1 n 1 T From Theorem 4. Of course. U lim sup k k 2k1 k* V t u k lim k 2 k k* 2 n* T k k* lim 2k 2 1 1 2 from which we claim (absolute) convergence of the given series.m 1 as a geometric series (that sums to ). This relates back to the form of the tests that you should have seen with k* your ¿rst exposure to series tests.3(a) and (b). to establish the convergence of . Hence. we conclude that * 0 ak converges k 1.

if 2 0 j 165 Excursion 4.28 For n + MC 0. SERIES OF COMPLEX NUMBERS t u ! 1 i j ! ! ! ! 2 ! t uj ! 2 ! ! ! 5 .5. if 2 j .5. .4.

. let a j n} |n na j 1 n * n n 1. Find E 1 the set of subsequential limits of n aj n j 0 QTn nR* 4. Find the ¿rst four terms of QTn nR* j n ajn . Find E 2 the set of subsequential limits of j na j n j 1 5. aj n j 0 2. Find the ¿rst four terms of n . Find each of the following: n} |n na j 1 n * n (a) lim sup n n a n j j* j 0 . j 1 n} |n naj 1 n * n n 3.

6.166 CHAPTER 4. SEQUENCES AND SERIES–FIRST VIEW n} |n na j 1 n * n n (b) lim inf n j * aj n j 0 (c) lim sup j* QTn nR* j n ajn j 1 (d) lim inf j * Q Tn nR* j n ajn j 1 * . Discuss the convergence of aj j 0 } 2 5 16 125 ***For (1). we are looking at while (2) is 5 4 125 32 T .

if c j n a j n. then the possible subsequential 5 2 5 2 j k j k limits are given by looking at c2 j and c2 j1 and E 1 0 *. T n n na j 1 n 2 2 2 2 n n for (3).

if in (4) we let T .

we conclude that the requested values are *. For the discussion of (6). and . from which we conclude that the given series j 1 2 j* is absolutely convergent. (As an aside. we see that T Q Tn nR* 2 j n lim sup ajn 1. then consideration of d2 j and d2 j1 leads to E2 dj 2 5 T 2 2 For (3) and (4). Tn n j k j k 2 2 j n a j n. . re2 5 spectively. note that The Ratio Test yields no information because neither (a) nor (b) is satis¿ed in the other hand. from (5c). examination of S2n . 0.

and S2n1 .

corre- | .

5. if 2 0 j Excursion 4.4.29 For n + MC 0.5. . a j even allows us to conclude that the sum of the given series is j 0 134 168i . if 2 j . SERIES OF COMPLEX NUMBERS sponding to 4 1 2i 10 21 167 * .)*** 105 t u ! 2 j ! ! ! ! 3 1 .

Find E 2 the set of subsequential limits of j na j n j 1 5. 1. Find E 1 the set of subsequential limits of n aj n j 0 QTn nR* 4. Find the ¿rst four terms of n n a n j j 0 2. let a j ! t u j1 ! 2 ! ! ! 3 n} |n na j 1 n * n .. j 1 n} |n naj 1 n * n n 3. Find the ¿rst four terms of QTn nR* j n ajn . Find each of the following: .

6. SEQUENCES AND SERIES–FIRST VIEW n} |n na j 1 n * n n (a) lim sup n aj n j 0 j* n} |n na j 1 n * n n (b) lim inf n j * aj n j 0 (c) lim sup j* QTn nR* j n ajn j 1 (d) lim inf j * Q Tn nR* j n ajn j 1 * . Discuss the convergence of aj j 1 .168 CHAPTER 4.

t u t u 3 2 3 3 2 3 ***Response this time are: (1) . 2 3 2 3 t u .

U t u U t u54 U | } 2 32 2 2 2 23 4 2 442 3 4 3 (3) E 1 . respectively. Finally. and lim j* 2 9 3 3 the Ratio Test fails to offer information concerning convergence. (5) the values are and . the Root . (2) 1 3 3 3 3 9 3 9 3 2 9 | } Q Tn nR 2 2j n (4) E2 where this comes from separate consideration of lim a2 j n j* 3 Q Tn nR 3 4 2 2 2 j 1 n a2 j1 n . however.

5. * 0 ) j * j j j j converges.5. The next result tells us that absolute convergence is a stronger condition than convergence j k* 3 Lemma 4.2 Absolute Convergence and Cauchy Products When the terms in the generating sequence for a series are not all nonnegative reals. Finally.)*** n n n ak 1 n 3 n n 1 for a series * 0 ak . if we choose to go back to j 1 the de¿nition. By Lemma 4. (Again. Suppose a j j 1 is a sequence of real numbers such that * 1 a j j converges and de¿ne )j Then ) j * j a j 2 *j aj and * j a j a j 2 a j . since b c b c b c ) j *j n ) j *j n ) j *j .4. . (if we were to restrict ourselves to real series) The following argument that is a very slight variation of the one offered by the author of our text applies only to series over the reals it j followed by a general argument that applies to series of is k 3 * complex terms. 4. SERIES OF COMPLEX NUMBERS Test yields that 169 * .12. if lim sup n k n ak k* test yields no information concerning the convergence of the series. we pursue the possibility of different forms of convergence.5. examination of the nt h partial sums allows us to conclude that the series converges to 3.5. aj a j and * j 0 a j while ) j a j o 0 implies that ) j while a j 0 implies that ) j 0 and * j a j a j Consequently. Proof. 0 n ) n n an and 0 n u n n an and. the ratio Remark 4. a j is absolutely convergent. it b c 3 3 3 follows that * 0 ) j and * 0 * j converge.5.31 If a j j 1 is a sequence of complex numbers and * 1 a j conj n3 n 3 3* n * n * verges. Furthermore. then j 0 a j converges and n j 0 a j n n j 0 a j . from the Comparison Test.30 Note that.

Absolute convergence offers the advantage of allowing us to treat the absolutely convergence series much as we do ¿nite sums. Since 0 was arbitrary. set a j bk j for each k + MC 0. root and ratio tests reveals that they are actually tests for absolute convergence. we conclude that j 1 a j converges by the Cauchy Criteria for Convergence. Suppose that a j j 1 is a sequence of complex numbers such that 3* 0 is given. Hence 0 n n3* a j n n 3* na j n i.e. it follows that n j n 1 a j n n for any j n 1 a j 3* p + M and n M. j k* Proof.b j 1 CHAPTER 4. There are two kinds of product that come to mind: The ¿rst is the one that generalizes what we do with the distributive law (multiplying term-by-term and collecting terms). Remark 4.32 A re-read of the comparison. n3 n j 1 j 3n p n n p n In particular. SEQUENCES AND SERIES–FIRST VIEW )j *j n c * .5.b j 1 ) j *j n c * . for any p + M and n M. the second just multiplies the terms with the matching subscripts.33 (The Cauchy Product) For Ck Then 3* k 0 Ck k . From n3 n 3 n n p n n p the triangular inequality. De¿nition 4. Then there exists a positive integer M j 1 a j converges and 3m M such that 1m 1n m n M " Sm Sn > where Sm a . j n 1 a j n j n 1 a j n . j 1 aj n j 1 n j 1 n j 1 j 1 The following proof of the lemma in general makes use of the Cauchy Criteria for Convergence..170 we see that * .5.b j 1 )j c *j n n n n 3* n n 3* 3* n n na j n n na j n. j 0 3* j 0 aj and 3* j 0 bj. We have already discussed the term by term sums and multiplying by a constant.

3 3 De¿nition 4.34 (The Hadamard Product) For * 0 a j and * 0 b j . the sej j 3 ries * 0 a j b j is called the Hadamard product of the given series. . is called the Cauchy product of the given series. j .5.

If one of the given series is absolutely convergent and the other is convergent we have better news to report.4. SERIES OF COMPLEX NUMBERS 171 The convergence of two given series does not automatically lead to the convergence of the Cauchy product. The example given in our text (pp 73-74) takes aj bj 1 j T . and * 0 b j B.5. j 1 3 We will see in the next section that * 0 a j converges (conditionally). j 0 2 k 2 k 1 2 k 2 which does not go to zero as k goes to in¿nity. (ii) * 0 a j A. j j 3 3 Proof.5. if (i) * 0 a j j 3 j j 3 converges absolutely.35 (Mertens Theorem) For * 0 a j and * 0 b j . let An . Ck is such that 1k k 0 T j 0 a j bk j j k j 1 j 1 C k o k . 3 3 3 Theorem 4. For * 0 a j and * 0 b j . then the Cauchy j 3 3 j product of * 0 a j and * 0 b j is convergent to AB. On the j 3k 3 1 other hand.

and Bn .

be the respective sej j quences of nth partial sums. Then n k . Cn a j bn j a0 b0 a0 b1 a1 b0 a0 bn a1 bn1 an b0 k 0 j 0 . .

1 an . SEQUENCES AND SERIES–FIRST VIEW which can be rearranged–using commutativity.0 Since j 0 bj B.0 A. associativity and the distributive laws–to a0 b0 Thus.n1 an1 B an1 .1 . a1 .172 CHAPTER 4.0 . Suppose that 0 is given.n a0 .n B Bn we have that lim .1 which simpli¿es to Cn Let <n Because lim An n* An B a1 . Substitution in an B . 0. From the convergence of . for . we can set j 0 na j n :. a1 Bn1 an1 B1 an B0 .n1 an1 . In view n 3* 3* n n* of the absolute convergence of j 0 a j .n n* the previous equation yields that Cn a0 B a1 B a0 . 3* Cn a0 Bn de f b1 bn a1 b0 b1 bn1 an b0 .n .n .n1 an . we will be done if we can show that lim <n 0.n .

n . For n M. M n n 3 From the convergence of .n . there exists a positive integer M such that n M implies that . M 1 anM .. it follows that <n anM1 .

and * 0 na j n. M 1 anM . M 1 a0 .0 implies that lim sup <n n :.1 an . M an1 .0 : while M being a ¿xed number and ak 0 as k * yields that an1 .1 an .n a1 .n1 anM1 . M a1 .1 an . it follows that lim <n 0 as n* n* needed. Hence. <n a0 .n1 an1 . .0 0 as n *.n a1 .n1 anM1 .n anM . we have that j a0 . The last theorem in this section asserts that if the Cauchy product of two given convergent series is known to converge and its limit must be the product of the limits of the given series. Since 0 was arbitrary.

j 0 j j 4. * 0 b j . j 0 Notice that a j for n + MC 0. and * 0 c j is the Cauchy product of j 03 j 3 j 3* a j and * 0 b j . and * 0 c j are known to conj j j 3* 3 3 verge. Note that only j 1 a j diverges. j k* Theorem 4.5. * 0 b j B.5. bj .3 Hadamard Products and Series with Positive and Negative Terms 3* 1 j 1 can be realized as several different Hadamard prodj j 33 1 1 1 1 ucts letting a j .4. cj and d j .5. The following theorem offers a useful tool for studying the nt h partial sums for Hadamard products.37 (Summation-by-Parts) Corresponding to the sequences a j j 0 .36 If the series * 0 a j . let An n . SERIES OF COMPLEX NUMBERS 173 3 3 3 Theorem 4.5. gives us j j j 3 j 33 j 32 3* 3 3 1 as the Hadamard product of * 1 a j and * 1 b j as well as the j 1 j j 3 j j 3 3* 3* 3* Hadamard product of j 1 c j and j 1 d j . then * 0 c j AB. aj A.

and A1 0.38 Fill in a proof for the claim. j p b Aj bj bj c 1 Aq bq A p1 b p Excursion 4. j p ajbj q1 . j k* Then for the sequence b j j 0 and nonnegative integers p and q such that 0 n p n q.5. . q . .

there exists a positive integer K for which b K .174 CHAPTER 4. gives us an “easy to check” criteria for convergence of series that are generated by sequences with alternating positive and negative terms. For each n + M. Theorem 4.5. Suppose that 0 is given. SEQUENCES AND SERIES–FIRST VIEW As an immediate application of this formula. we conclude that ajbj is a Cauchy j 0 n 0 sequence of complex numbers. Theorem 4. it 2K follows that n3 n n3 n b c n q n n q1 n ajbjn Aj bj bj 1 Aq bq A p1 b p n n n j p n3 j p n n n n n b cn n q1 n n j p A j b j b j 1 n n Aq bq n n A p1 b p n n n c n n 3q1 n n b nA j n b j b j 1 n Aq n bq n A p1 n b p n j p r3 s c q1 b n M bj bj 1 bq b p bb j p c c M b p bq bq b p 2Mb p n 2Mb K Q3 R* n Since 0 was arbitrary. Therefore. j k* (ii) b j j 0 is a monotonically decreasing sequence of nonnegative reals. Then 3* j 0 ajbj 3n integer Proof. for any integers p and q satisfying K n q n p. A nice application of this result. Because b j j 0 is monotonically decreasing to zero. we can show that the Hadamard product of a series whose nt h partial sums form a bounded sequence with a series that is generated from a monotonically decreasing sequence of nonnegative terms is convergent. let An j 0 a j . Using summation-by-parts. and (iii) lim b j j* 0.39 Suppose that the series (i) Q3 n j 0 aj 3* j 0 aj and 3* j 0 bj are such that R* n 0 is a bounded sequence. Then there exists a positive k j * M such that An n M for all n.40 (Alternating Series Test) Suppose that the sequence u j .5. it is convergent. is convergent.

* 1 t j U satis¿es the following conditions: .

4. SERIES OF COMPLEX NUMBERS (i) sgn u j of” (ii) u j 1 175 sgn u j 1 for each j + MC 0.5.

where sgn denotes “the sign n u j for every j and 0. if the sum is denoted by S.. Furthermore. then j Sn n S n Sn 1 for each n where Sn . (iii) lim u j j* 3 Then * 1 u j is convergent.

we offer the following proof for your reading pleasure. Then u 2k 1 0 and Proof. n The result is an immediate nconsequence of Theorem 4.5. Without loss in generality.39 it follows upon setn ting a j 1 j and b j nc j n. As an illustration of how “a regrouping argument” can get us to the conclusion.* 0 is the sequence of nth partial sums. 0. Note that for each n + MC 0. we can take u 0 u 2k 0 for k 0 1 2 3 .

S2n u 0 u1 u 2 u 3 u 2n2 u 2n1 u 2n which can be regrouped as S2n u0 u 1 u2 u 3 u 4 u 2n1 u 2n . The ¿rst arrangement justi¿es that S2n .

3.14. By Theorem 4. the sequence S2n .* 0 is monotonically increasing while the n second yields that S2n u 0 for each n.

S2n1 S2n for each n + M. yield that the sequence * is a monotonically decreasing sequence that is bounded below.* 0 n is convergent. Again. we have that S2n n S for each n n* Since S2n1 S2n u 2n . On the other hand. S2n1 . S2n 1 S2n1 u 2n u 2n 1 S2n1 These inequalities combined with S2n S2 u 1 u 2 . For lim S2n S.

n 1 by Theorem 4.3.14. S2n1 .

* 1 is convergent. We have that S2n1 o S because S2n1 . we deduce that S2n1 n S also. From (iii).

leads to the conclusion that Sn .* 1 is decreasing. Pulling this n together.

converges to S where S n Sk for k odd and S o Sk when k is even. Remark 4.5.5.41 Combining the Alternating Series Test with Remarkn4.5 leads to 3 the quick observation that the alternating harmonic series * 1 1 is conditionn n ally convergent. .

SEQUENCES AND SERIES–FIRST VIEW 4.176 CHAPTER 4. 3 3 2. If * 0 u n converges. If the series involves nonreal complex terms. n2 1 2. then we conclude n 3 3 that * 0 u n converges absolutely and we are done. 32n1 n 1 1. Check whether or not lim u n 0. then test * 1 u n for conditional convergence–using the Alternating n Series Test if it applies. Check for absolute convergence by testing * 0 u n . there is a system that we 3 should keep in mind. try checking the corresponding series of real and imaginary parts.5.5. 3 Practice with the tests leads to a better ability to discern which test to use. and Root–in addition to the possibility of recognizing the given series as directly related to a geometric or a p-series.4 Discussing Convergence When asked to discuss the convergence of a given series. If * 0 u n diverges by either the Comparison Test or the Limit Comparison n 3 Test . we have several tests of convergence at our disposal–Comparison. Since * 0 u n is a n n series having nonnegative terms. If * 0 u n 3 diverges n n by either the Ratio Test or the Root Test. proceed to the next step. * . 3 3. 1n n ln n n 1 en . Given the series * 0 u n : n 1. Limit Comparison. then we conclude that * 0 u n n diverges and we are done. Excursion 4.42 Discuss the Convergence of each of the following: * . Ratio. claim divergence by the kth term n* test if yes. by any of the our tests. If not.

11 Given any series a j and a function f : MC 0. Finally the last one converges by comparison.*** 4.5. The behavior of the fourth one depends on :: it diverges for : 1 and converges for : 1 from the ratio test.4. . * .5. * . The third one diverges due to failure to pass the kth term test. The second one is absolutely convergent by the root test. SERIES OF COMPLEX NUMBERS 3. n 1 1 1 :n .: 1 5. cosn: n 1 n2 ***The ratio test leads to the divergence of the ¿rst one. 1n n n 1 177 n 2 4.5 Rearrangements of Series * * . * .

MC 0.

is a rearrangement of the original series. the corresponding sequence of nth partial sums may be completely j o j o j o j o different. it is shown that the situation is shockingly different for . the series a f j * . The commutative law that works so well for ¿nite sums tells us nothing about what may happen with in¿nite series.. ment a f j . In the last section of Chapter 3 in our text. Given a series a j and a rearrange* . It turns out that if the original series is absolutely convergent. then all rearrangements are convergent to the same limit. There is no reason to expect that they would have the same limit.

4. lim inf n* : and lim sup n* . there exists a rearrangement of the given series a f j such that j 0 n .43 Let * . * . (a) lim n2 n* n 2 in 1 1 3n 2 i 0 n* 2n 3 3n 2 3 (c) lim n* 2n 1 2 3n 1 2ni (d) lim n* n 3 1 3n (e) lim 3i n* 1 in (b) lim 3 2i . lutely.5. Your arguments must be well written and make use of appropriate approaches to proof. SEQUENCES AND SERIES–FIRST VIEW conditionally convergent real series. a j be a real series that converges conditionally.44 Let a j be a series of complex numbers that converges abso* . Then for j 0 any elements in the extended real number system such that * n : n . a f j j 0 *.6 Problem Set D 1. n * . a f j j 0 n .178 CHAPTER 4.. Then every rearrangement of a j converges and each rearrangement conj 0 j 0 verges to the same limit. We will state the result that is proved on pages 76-77 or our text. Theorem 4. Theorem 4.5. Use the de¿nition to prove each of the following claims.

if they exist.4.6. of the following sequences in U2 . |t u} 1n cos n * (a) n n n 1 u}* |t 2 3 3n 1 2n (b) 4n 1 n 2 2 n 1 u}* |t n 2 1 n 5 1 3n (c) 2n 2 1 2n n 1 |t u}* sin nn 1 (d) 2 n n n 1 |t u} cos nH sin nH H2 * (e) n n n 1 3. PROBLEM SET D 179 2. Show enough work to justify your conclusions. Suppose that xn . Find the limits.

* 1 converges to x in Euclidean k-space. Show that A n x n : n + M.

C x.

For j n + M. t u 2 sin H j n 3n 4 4. showing enough work to carefully justify your conclusions: f 1 n f 2 n f 3 n f 4 n f 5 n. is closed. let f j n . Find the limit of the following 4 j 2 n 2 2 jn 1 sequence in U5 .

Find the limit superior and the limit inferior for each of the following sequences. Q nH R* (a) n cos 2 n 1 * ! 1 cos nH ! 2 (b) ! 1n n 2 ! } nH nH * (c) sin 1 cos 4 2 n 1 | t u }* 1 1n 1 1n Å1 (d) 2 3 n2 n 1 1 2n n | n 1 .* 1 . n 5.

If an .180 CHAPTER 4. SEQUENCES AND SERIES–FIRST VIEW 6.

* 0 is a bounded sequence of complex numbers and bn .

If an . n* 7.* 0 is a sen n quence of complex numbers that converges to 0. prove that lim an bn 0.

* 0 is a sequence of real numbers with the property that an an n 1 for each n + MC 0.

prove that an ..

* 0 converges. If an . n 2n 8.

* 0 is a monotonically increasing sequence such that an n 1 1 n 1 n for each n + MC 0.

must an ..

n n 1 10.* 0 converge? Carefully justify your response. (a) * . Prove the Limit Comparison Test. n an n 9. Suppose that an . do so. If the given series is convergence and it is possible to ¿nd the sum. 1 T 3 n 1 n * . n 1 (b) 1 n n 2 * . 1 (c) 2n n n 1 (d) * . 2n n 1 3 n3 en (e) * . Discuss the convergence of each of the following.

* 0 and bn .

.* 0 are such that an o 0. 1 n + MC 0. bn o 0 for each n n * * .

Suppose that an o 0 for each n + MC 0.. [Hint: For suf¿ciently large n. Then either an and bn both n* n 1 n 1 converge or both diverge. justify that 11. and lim an bn L 0.

1 an 3 L L.] 2 bn 2 ..

prove that Sn k 1 n 1 1 T c Sn di- 12. (a) * . 1 n 2 1n n (g) * . prove that bn bn k n n 1 c 1 converges. an converges and bn n 1 181 * * . * . bT T ak . n 1 n * . .6. n 1 32n t in 3 1 4n 1n 2 1 ut 1 5 t n 1 2i un 1n 1 2 1 t un 2 3 u 1 3 5 2n 1 p 13. and divergent for p n 0. n 1 1n t 2n i 3n 5 4n 2n 1 H * n sin . Let (2 be the collection of in¿nite sequences xn . (b) If an diverges and Sn verges. bT ak . conditionally convergent for 0 p n 2.4. 2 (b) 2 n 1 n 1 (c) (d) * . 1 n (e) cos H n 1 n n 2 (f) * . when needed. n 1 u 2n 2 s T 21 1 2n n4 1! t u 2 * . 14. conditional convergence. . PROBLEM SET D (a) If * . Justify that is absolutely convergent for 1 2 4 6 2n n 1 p 2. * . rT n 1 * . For each of the following use our tests for convergence to check for absolute convergence and.

n 1 2 xn .* 1 n of reals such that * .

182 CHAPTER 4. n 1 xn yn 2 for each x xn . SEQUENCES AND SERIES–FIRST VIEW converges and de¿ne d x y V * .

* 1 y n yn .

* 1 + (2 . Show that (2 d is a metric space. n 15. A sequence x n .

xn yn . 16.* 1 of reals is bounded if and only if there is a number m n such that xn n m for each n + M. Show that B d is a metric space. Show that M d n+M is a metric space. and de¿ned d x y sup xn yn . Let M denote the collection of all bounded sequences. Let B be the collection of all absolutely convergent series and de¿ne d x y * . n 1 .

x p 183 . we want to see how mapping metric spaces to metric spaces relates to properties of subsets of the metric spaces. the techniques and theory built on properties of continuity.1. In particular. Then the limit of f as x approaches p is L if and only if 1 0 " 2= = = x p 0 F 1x 0 x p = " f x L . In this chapter. and there is an interval I containing p which. Then f is continuous at p if and only if lim f x f p.1 Limits of Functions Recall the de¿nitions of limit and continuity of real-valued functions of a real variable.2 Suppose that f is a real-valued function of a real variable and p + dom f . we write lim f x approaches p is equal to L.1 Suppose that f is a real-valued function of a real variable. except possibly for p is in the domain of f .” De¿nition 5. we want to look at functions on metric spaces. All of these concepts are de¿ned using the precise idea of a limit.1. 5. differentiability.Chapter 5 Functions on Metric Spaces and Continuity When we studied real-valued functions of a real variable in calculus. and integrability. De¿nition 5. L which is read as “the limit of f of x as x In this case. p + U.

dom f A. Suppose that we place a 1st restriction on = of requiring that = n 1. If = n 1.1. p is a limit point of the domain of f ). The x 3 is good news because it is ours to make as small as we choose. let = max 1 . we can specify that the point p be a limit point of the domain of f and then insert that we are only looking at the real numbers that are both in the domain of the function and in the open interval. The easiest way to do this is to come up with a = that 4x 1 31 is a function of .3 Suppose that f is a real-valued function of a real variable. we’ll illustrate some “expanded ”scratch work that leads to the information needed in order to offer a proof.4 Use the de¿nition to prove that lim 2x 2 x3 4x 1 c 31. Q R Proof. For 0. This leads us to the following variation. With our new terminology. then 0 x 3 = n 1 " x 5 x 3 8 n x 3 8 9. De¿nition 5.. But if we restrict x 3 there is a corresponding restriction on x 5 to take care of this part we will put a cap on = which will lead to simpler expressions. Note that nr n n n s n n n n n 2x 2 4x 1 31n n2x 2 4x 30n 2 x 3 x 5 . corresponding to each 0 we can ¿nd a = 0 such that 0 x 3 = " nb 2 n c n 2x n . we can relax some of what goes into the de¿nition of limit. To get both bounds to be in effect we will take = 18 This concludes that “expanded ”scratch work. Then the limit of f as x approaches p is L if and only if 0 " 2= =d 0 1 e 1x x + A F 0 x p = " f x L b Example 5. FUNCTIONS ON METRIC SPACES AND CONTINUITY These are more or less the way limit of a function and continuity of a function at a point were de¿ned at the time of your ¿rst encounter with them. Now n nr s n n 2 4x 1 31n 2 x 3 x 5 2 = 9 n n 2x whenever = n .e. Instead of going for an interval (with possibly a point missing). Then 18 0 x 3 = n 1 " x 5 x 3 8 n x 3 Q max 1 R . 18 89 . and p + A) (i. We want to show that. Before we offer a proof.184 CHAPTER 5.1.

if you are looking at the greatest integer function as x . b 18 c lim 2x 2 4x 1 31. we conclude that. A Proof. LIMITS OF FUNCTIONS and nr n n 2x 2 n n 1 31n s 185 4x 2 x 3 x 5 2 = 9 n 18 18 . you would 2 1 need to make sure that = never exceeded in order to stay away from the nearest 2 1 “jumps” if you have a rational function for which is a zero of the denominator 2 1 1 and you are looking at the limit as x .*** You want to be careful not to blindly take = n 1 as the ¿rst restriction. Space for scratch work. there exists a = Q R was arbitrary. such that 0 x 3 = " n 2x 4x 1 31n i. Since 0 every 0. the = that you de¿ne will depend on the nature of the ¿rst restriction that you placed on = in order to obtain a niceQupper bound on x 6 if you chose R = n 1 as your ¿rst restriction.1. ***For this one..5.1. then = min 1 would have been what worked 8 in the proof that was offered. x3 b Excursion 5. then you couldn’t let = be as great at 4 4 . fornb n c 2 min 1 0.e. For 1 example.5 Use the de¿nition to prove that lim x 2 x1 5x c 6.

2 Furthermore. For that x and 2x 1 n n 2 nx n 0. nt 2 n x n n 2x n u n 3 4n n 1 n 2 n nx 8x 7 n n n n 2x 1 n 25 = 25 2 n 2 2 25 25 = x 1 x 7 4 1 2x 1 2 . x2 x1 2x 3 1 4. x2 x1 2x lim 3 1 4. Proof. for every 0 there exists a = min 4 25 nt 2 n u n x n 3 n 0 such that 0 x 1 = implies that n n 2x 1 4n that is. Example 5. . let = } 1 2 min .186 CHAPTER 5.6 Use the de¿nition to prove that lim Space for scratch work. we have 4 7 x n 1n n 2n 1 1 6 25 4 t u 1 2 4 t u n n 2 nx n n n n 1n 1 n o 2 nx n 2n n 1n 1 n 2n 1 . | } 1 2 Since 0 was arbitrary. From 0 x 4 25 6 x 6 1 4 | 1 = n 1 . FUNCTIONS ON METRIC SPACES AND CONTINUITY 1 so you might try taking = n as a ¿rst restriction.1. Our next example takes such a 6 consideration into account.

or f x L as x p. Prove that lim f z 3 Space for scratch work. we write f x L as x p for x + A.1. Letting d denote this metric allows us to restate the de¿nition of lim f x x p L as 1 d e 1x x + A F 0 d x p = " d f x L . f : A U1 . the metric is realized as the absolute value of the difference. at this point we haven’t gained much this form doesn’t look particularly better than the one with which we started. Again we let d denote the Euclidean 1metric. let’s look at the de¿nition when the function is from an arbitrary metric space into U1 .5. LIMITS OF FUNCTIONS 187 In Euclidean U space.8 Let f : F U be given by f z z3 i z CF Re z. In this case. or A x p xCA lim f x L Example 5. 0 " 2= = 0 Of course. De¿nition 5.7 Suppose that A is a subset of a metric space S d S and that f is a function with domain A and range contained in U1 i. and (ii) 1 0 2= = 0 1x x + A F 0 d S x p = " d f x L .1.1. . then “ f tends to L as x tends to p through points of A” if and only if (i) p is a limit point of A..e. As a ¿rst step. On the other hand. it gets us nearer to where we want to go which is to the limit of a function that is from one metric space to another–neither of which is U1 .

implies that i . the = 0 that is sought may be dependent on p. and (ii) 1 0 2= = 0 1x x + A F 0 d S x p = " d X f x L . De¿nition 5. or A x p xCA lim f x L ..1. we conclude that lim f z Remark 5.9 Notice that. Also. FUNCTIONS ON METRIC SPACES AND CONTINUITY For this one. Finally we want to make the transition to functions from one arbitrary metric space to another. Then 0 z 3 Re z 3 z3 i z CF i = i n z 3 3.10 Suppose that A is a subset of a metric space S d S and that f is a function with domain A and range contained in a metric space X d X i. Then “ f tends to L as x tends to p through points of A” if and only if (i) p is a limit point of A. in the de¿nition of lim f x x p xCA L. f : A X. Re ? n ? .1. Re z 3 0 was arbitrary. we write f x L as x p for x + A. For f z 3 Since 0.188 CHAPTER 5.e. there is neither a requirement that f be de¿ned at p nor an expectation that p be an element of A. while it isn’t indicated. or f x L as x p. In this case. Proof. let = . we will make use of the fact that for any complex number ? .

Use the de¿nition of limit to from that lim f p 3 1 with respect to the Euclidean p1 metrics on each space. Excursion 5. For the next couple of excursions. For = n 1 implies that 0. let = p } | min 1 T . Space for scratch work.11 For p + U1 . Then 0 dU p 1 13 p 1 2 n p 1 T 4 23 p 1 1 T 4 and p 12 9 T 13. we conclude that lim 2 p 1.1. LIMITS OF FUNCTIONS 189 Example 5.1.1. Then f : U1 U2 . Remark 5.12 With few exceptions our limit theorems for functions of real-valued functions of a real variable that involved basic combinations of functions have direct. Things can get more dif¿cult when we try for generalizations of results that involved comparing function values. p 2 3 1. If f L as p p0 in A and f M as p p0 in A . you are just being asked to practice translating results from one setting to our new one. p 2 . T b c2 p2 1 dU2 f p 3 1 2 p 1 32 T T p 1 4 p 12 = 13 n . let f p 2 p 1.1.13 Let A be a subset of a metric space S and suppose that f : A U1 is given. p1 Since 0 was arbitrary. Hence. Proof.5. for 0 dU p 1 p 1 =. straightforward analogs to functions on an arbitrary metric spaces.

use the space provided to write a proof for the new setting. For L / M. Proof. then 1 L M. By the de¿nition of limit. there exists positive numbers =1 and =2 such that 0 x a =1 implies f x L > and 0 x a =2 implies f x M >. Choose x0 + U such that 0 x0 a min =1 =2 . FUNCTIONS ON METRIC SPACES AND CONTINUITY prove that L M.190 CHAPTER 5. We want to prove that. let > 2 L M. if f L as x a and f M as x a. After reading the following proof for the case of real-valued functions of a real variable.

For = min =1 =2 . If lim f p L and lim g p M. a subset of a metric space S d. After reading the following proof for the case of real-valued functions of a real variable. use the space provided to write a proof for the new setting. We want to show that. if lim f x L and lim gx M. Then there exists positive numbers =1 xa and =2 such that 0 x a =1 implies f x L >2 and 0 x a =2 implies gx M >2. Excursion 5. Proof. then xa xa lim f gx L M.14 Let f and g be real-valued functions with domain A. then p p0 pC A p p0 pC A p p0 pC A lim f g p L M. Then L M n L f x0 M f x0 2> which contradicts the trichotomy law..1. Let > 0 be given.

. 0 x a = implies that .

f : E Y and p is a limit point of E. Theorem 5. This leads nicely to a characterization of limits of functions in terms of behavior on convergent sequences. 191 Theorem 4.15 (Sequences Characterization for Limits of Functions) Suppose that X d X and Y dY are metric spaces.1. E t X.1. Then lim f x q if and only if x p x CE 1 pn .17 gave us a characterization of limit points in terms of limits of sequences. LIMITS OF FUNCTIONS f gx L M n f x L gx M >.5.1.

Kr pn .

and p be as described in the introduction to Theorem 5. E. Proof. t E F 1n pn / p F lim pn n* s p " lim f pn n* L q . Suppose that lim f x q. Excursion 5. Let X. there exists a sequence pn . by Theorem x p xCE . Y . f .16 Fill in what is missing in order to complete the following proof of the theorem. Since p is a limit point of E.1.1.15.

there . Thus. For 0. of elements in E such that pn / n + M. and exists = 2 1 p for all q. because lim f x x p xCE 0 such that 0 d X x p = and x + E implies that From lim pn p and pn / p. it follows that 4 . we also know that there exists a positive integer M n* such that n M implies that . 3 .

Since 0 was arbitrary. FUNCTIONS ON METRIC SPACES AND CONTINUITY dY f pn q for all n M. Finally.192 CHAPTER 5. we conclude that lim f pn q. because pn .

we have that n* 1 pn . t E was arbitrary.

for each n + M. Suppose that lim f x / x p xCE Then there exists a positive real number such that corresponding to each positive real number = there is a point x= + E for which 0 d X x= p = and 1 dY f x= q o . 5 " lim f pn n* q . We will give a proof by contrapositive of the converse. Hence. q. corresponding to there is a point n pn + E such that and dY f pn q o . lim f pn / q. Thus. In particular. there exists a sequence pn .

2 pn . t E such that lim pn n* 6 n* p and 7 L q i..e.

Kr pn .

t E F 1n pn / p F lim pn n* s p F lim f pn / n* which is equivalent to Kr 1 pn .

pn .

t E F 1n pn / x p x CE p F lim pn n* s p " lim f pn n* L q . we have shown that lim f x / 1 pn . Therefore.

Since the 8 q implies that s p " lim f pn n* Kr pn .

is logically equivalent to the converse. (5) pn .1. ***Acceptable responses are: (1) 4. (3) dY f x q . n* (4) 0 d X pn p =. t E F 1n pn / p F lim pn n* L q .17.(2) lim pn p. this concludes the proof.

(8) contrapositive. t E F 1n pn / p F lim pn p. . (7) lim f pn / q.1. (6) n* 1 0 d X pn p .*** n* n The following result is an immediate consequence of the theorem and Lemma 4.7.

15. E t X. if x + E and 0 d X x p =.18 In view of Theorem 5.1.2 and Theorem 5. Each proof offered is independent of Theorems 4. LIMITS OF FUNCTIONS Corollary 5. there exists a positive real number =2 such that x + E and 1 0 d X x p =2 implies that g x B . f : E F.3. there exists a positive real =1 such that x + E and 0 d X x p =1 implies that f x A .20 Fill in what is missing to complete a proof of Theorem 5. 193 Remark 5. lim f x A. p is a limit point of E.3.1. It 2 2 follows from the triangular inequality that.3. Suppose 0 is given.1. we state it as a separate theorem.1.1.1. While these statements are an immediate consequence of Theorem 4.1.2 and Theorem 5. functions from metric spaces into subsets of the complex numbers will satisfy the “limits of combinations” properties of sequences of complex numbers that were given in Theorem 4.1. and lim gx B. then n n n n n n f g x A B n f x A n n n 3 n 4 5 .5.15. Then x p x CE x p xCE (a) lim f x p x CE g x A AB B (b) lim f g x x p x CE (c) lim x CE x p f x g A whenever B / B 0. . g : E F. Proof.15 completing the following excursions can help you to learn the approaches to proof. Excursion 5.1. Because lim f x x p x CE A. 2 Since .2. Theorem 5.19(a).17 Limits of functions on metric spaces are unique.19 Suppose that X d X is a metric space. For completeness. Let = .

(2) min =1 =2 .194 Since CHAPTER 5. we conclude that lim f x p x CE g x A B as claimed. FUNCTIONS ON METRIC SPACES AND CONTINUITY 0 was arbitrary. ***Acceptable responses are: (1) lim gx x p x CE B.

(4) f x A g x B.1. we have that f g x f x g x 1 A 2 . Then there exists a positive real numbers =3 and =4 for which f x A 2 1 A x + E.e. then lim gx 0 yields the x p xCE existence of a positive real number =2 such that x + E and 0 d X x p =2 implies that g x Then for = ` 1 1 A . Next we suppose that B / 0. for min =1 =3 =4 . f x 1 A for all x + E such that 0 d X x p =1 . Now let = and g x B 2 B whenever 0 d X x p =3 and 0 d X x p =4 . (5) *** Excursion 5. Hence. Hence.. Because lim f x x p xCE A. respectively. Proof. .1.. there exist a positive real number =1 such that x + E and 0 d X x p =1 implies that f x A 1 i. If B 0. Suppose that 0 is given.19(b).21 Fill in what is missing to complete a proof of Theorem 5. (3) g x B. lim f g x x p xCE AB 0. f xA 1.

It follows that if x + E and 0 d X x p ..

we conclude that lim f g x x p x CE A g x B n n n B n n 6 AB as needed. 7 8 195 3 4 5 n f x g x B 1 Again. LIMITS OF FUNCTIONS =. since 0 was arbitrary.5. then f g x AB n n n n f x g x n n n n AB n n n n n n n .1. ***Acceptable responses include: (1) min =1 =2 .

First. lim . B (4) f x B. 2 1 that. for B / 0. (2) 1 A1 .1. the modulus x p g x B of g is bounded away from zero. 2 n n n .. (5) B f x A. (3) f x B. In view of Theorem 5. Since B a positive real number =1 xCE 0 and lim gx x p xCE B. it will suf¿ce to prove that. we will show that.19(c). then n n g x g x B B o ng x B B .1. there exists implies that 0 such that x + E and B g x B . It follows from the (other) 2 if x + E and 0 d X x p =1 .*** Excursion 5. Proof. under the 1 1 given hypotheses.22 Fill in what is missing to complete a proof of Theorem 5.19(b). (6) f x A.1. (7) 1 A 2 1 A 2 B (8) .

Then B2 2 0 and lim gx x p xCE Suppose that B yields the B2 existence of a positive real number =2 such that g x B whenever 2 min =1 =2 . FUNCTIONS ON METRIC SPACES AND CONTINUITY 0 is given.196 CHAPTER 5.

. E t X. lim f x A.3. Theorem 5.1. we conclude that 5 . (4) (5) lim .1. Then x p xCE x p xCE (a) lim f x p x CE g x A B and (b) lim f g x x p x CE AB In the set-up of Theorem 5. . (8) A .23 Suppose that X is a metric space. 6 Finally. g : E Uk . (6) 5. 7 8 ***Acceptable responses are: (1) 0 d X x p =1 . letting h x f x x p g lim xCE 1 . it follows that the limit of the sum and the limit of the product parts of Theorem 5.23. p is a limit point of E. f : E Uk . note that f g :E Uk while fg : E U.19(b).19 carry over to the sum and inner product of functions from metric spaces to Euclidean k space.. Let = 0 d X x p = we have that n n n 1 1 n g x B n n .1.1. Then for x + E and x + E and 0 d X x p =2 .1. and lim gx B. n g x B n B g x 3 4 Since 0 was arbitrary. (7) h x.*** x p g x B B B xCE 2 B 2 From Lemma 4. (2) triangular inequality (3) B2 1 1 1 t u . by Theorem g x lim f x xCE x p .

for which E DN= p p. Remark 5. There is nothing about that transition that was tied to the properties of the reals.2. the de¿nition of continuous functions on arbitrary metric spaces should come as no surprise. f : E Y and p + E and p is a limit point of E.2 Suppose that X d X and Y dY are metric spaces. On the other hand. CONTINUOUS FUNCTIONS ON METRIC SPACES 197 5.4 The property that was added in order to get the characterization that is given in Theorem 5. E t X. 1 Theorem 5. E t X. an extra adjustment is needed to allow for the fact that we can consider functions de¿ned at isolated points of subsets of metric spaces. Then f is continuous on E if and only if f is continuous at each p + E.3 Suppose that X d X and Y dY are metric spaces.2. Then f is continuous at p if and only if lim f x f p x p xCE De¿nition 5.2. Consequently. f : E Y and p + E.2. The de¿nition of continuity at a point is satis¿ed for isolated points of E because each isolated point p has the property that there is a neighborhood of p.2 Continuous Functions on Metric Spaces Recall that in the case of real-valued functions of a real variable getting from the general idea of a functions having limits to being continuous simply added the property that the values approached are actually the values that are achieved. E t X and f : E Y .5.2 was the need for the point to be a limit point. De¿nition 5. N= p.2.2.1 Suppose that X d X and Y dY are metric spaces. Then f is continuous at p if and only if d e 0 2= = 0 1x x + E F d X x p = " dY f x f p .

the all real-valued polynomials in k real variables are continuous in Uk . our work for the example allows us to claim that f is continuous at p 1.2.2. since p + dom f and d X p p dY f p f p 0. bb cc Remark 5. we automatically have that 1x x + E F d X x p = " dY f x f p for any 0 and any positive real number = such that = = ` . .11.6 Because f 1 2 p 1 p2 : U1 3 1 for the f p U2 that was given in Example 5.1. Remark 5.5 It follows immediately from our limit theorems concerning the algebraic manipulations of functions for which the limits exist.

x y 0 t foru 1 1 Let pn .2.15 is not practical for use to show that a speci¿c function is continuous it is a useful tool for proving some general results about continuous functions on metric spaces and can be a nice way to show that a given function is not continuous. Then pn .7 Prove that the function f : U U U given by f x y xy ! . FUNCTIONS ON METRIC SPACES AND CONTINUITY Theorem 5. ! 0 . Example 5.1. for x y / 0 0 3 x y3 is not continuous at 0 0.198 CHAPTER 5.

for x y / 0 0 x y2 is continuous at 0 0.8 Use the de¿nition to prove that f : U U U given by 2 ! ! x y 2 . For T 0 dUU x y 0 0 x 2 y2 = implies that f x y 0 c n 2 n b 2 n x y n x y 2 y n n n x 2 y2 n n x 2 y2 y T y2 0. we conclude that the given f is not continuous at 0 0. by the Sequences Characterization for Limits of Functions. it is necessary to appeal to the de¿nition.2. Because the function is de¿ned xy00 in two parts. for x y 0 We need to show that lim f x y 0. Because 0 was arbitrary. Example 5.* 1 converges to 0 0. let = . f x y ! ! 0 . Then n T x2 y2 . xy00 . we conclude that lim f x y 0 f 0 0. n* n* 1 n* 2 1 n n Hence. but n n n t ut u 1 1 n n n lim f pn lim t u3 t u3 lim * / 0. f is continuous at 0 0. Hence.

2. and quotients when the ranges of our functions are subsets of the complex ¿eld. then f g and f g are continuous on X. For completeness. CONTINUOUS FUNCTIONS ON METRIC SPACES 199 It follows from the de¿nition and Theorem 5. is g continuous on X p + X : g p 0. Theorem 5.9 If f and g are complex valued functions that are continuous on f a metric space X. products. Furthermore. the general result is stated in the following theorem.2.5.1.19 that continuity is transmitted to sums.

23 tells us that continuity is transmitted to sums and inner products. then the composition of f and g. f : E Y . E t X.. From Lemma 4. Y . g : f E Z .11 Suppose that X. Furthermore. and g : f E Z. there exists . denoted by g i f . The following theorem tells us that continuity is transmitted through composition. Proof. Since g is continuous at f p. and F : X Uk be de¿ned by F x f 1 x f 2 x f k x. Space for scratch work.1. f is continuous at p + E. E t X.10 (a) Let f 1 f 2 f k be real valued functions on a metric space X. Theorem 5. f : E Y . is de¿ned by g f x for each x + E. and g : f E Z . it follows immediately that functions from arbitrary metric spaces to Euclidean k-space are continuous if and only if they are continuous by coordinate. Let 0 be given. and Z are metric spaces. Theorem 5. then f and f g are continuous on X. E t X. Y . and Z are metric spaces. and Z d Z are metric spaces. If X.2.1. Suppose that X d X . and g is continuous at f p. then the composition g i f is continuous at p + E. Then F is continuous if and only if f j is continuous for each j 1 n j n k.2. g The other combination of functions that we wish to examine on arbitrary metric spaces is that of composition. If f is continuous at p + E and g is continuous at f p. Y dY . f : E Y . (b) If f and g are continuous functions from a metric space X into Uk . Theorem 5.3.

However. That is. for x rational note.1 A Characterization of Continuity Because continuity is de¿ned in terms of proximity. Therefore.12 The “with respect to a set” distinction can be an important one to 1 . Recall that. Remark 5. for X d X . For example. for x irrational with respect to the rationals and it is continuous with respect to the irrationals. it can be helpful to rewrite the de¿nition in terms of neighborhoods. g i f is continuous at p. N= p N f p x + X : d X x p =.200 CHAPTER 5. 5. it is not continuous on U1 . From f being continuous at p + E and =1 being a positive real number. Substituting f x for y. p + X. FUNCTIONS ON METRIC SPACES AND CONTINUITY a positive real number =1 such that d Z g y g f p for any y + f E such that dY y f p =1 . we deduce the existence of another positive real number = such that x + E and d X x p = implies that dY f x f p =1 . the function f x is continuous 0 . and = 0.2.2. d Z g i f x g i f p for any x + E for which d X x p =. we have that x + E and d X x p = implies that dY f x f p =1 which further implies that d Z g f x g f p .

. y + Y : dY y f p . 0.

f is continuous at p if and only if d e 0 2= = 0 f N= p D E t N f p . For a metric space Y dY . f : X Y and Hence. E t X. . . for metric spaces X d X and Y dY . 1 Because neighborhoods are used to de¿ne open sets. the neighborhood formulation for the de¿nition of continuity of a function points us in the direction of the following theorem. f : E Y and p + E.

Consequently. V is an open set in Y .2.14 Fill in what is missing in order to complete the following proof of the theorem. To prove the converse. p0 is an interior point of f 1 V . we conclude that each p + f 1 V is an interior point. Since V is open and f p + V . Proof. we concluded that N= p0 t f 1 V . Space for scratch work. Now the neighborhood N f p is open in Y . From the transitivity of subset. Since p0 was arbitrary. Let p be an element in X and 0 be given. suppose that the inverse image of every open set in Y is open in X. Let f be a mapping from a metric space X d X into a metric space Y dY . Excursion 5. is open in X. Suppose that f is continuous on X. f 1 V is open. the set f 1 V is open in X. 3 .5. Then f is continuous on X if and only if for every open set V in Y . Therefore. corresponding to such that f N= p0 t N f p0 which implies that N= p0 t 2 0. and p0 + 1 V . CONTINUOUS FUNCTIONS ON METRIC SPACES 201 Theorem 5. we can choose f 0 such that 0 N f p0 t V from which it follows that t f 1 V . 1 Because f is continuous at p0 + X.2.2. . Hence.13 (Open Set Characterization of Continuous Functions) Let f be a mapping on a metric space X d X into a metric space Y dY . there exists a = 0.

Recall that given two sets X and Y and f : X Y . Prove that f 1 E c f [E] . the corresponding set induced functions satisfy the following properties for C j t X and D j t Y . Remark 5. 6 arbitrary point in X. Since 4 5 0 was arbitrary.17 We have stated results in terms of open sets in the full metric space.*** Excursion 5. Finally.16 A mapping f of a metric space X into a metric space Y is continuous if and only if f 1 C is closed in X for every closed set C in Y .15 Suppose that f is a mapping on aemetric spacecX d X into a d b 1 c metric space Y dY and E t X. The following corollary follows immediately from the Open Set Characterization for Continuity. We could also discuss functions restricted to subsets of metric spaces and then the characterization would be in terms of relative openness. because p was an as needed. Corollary 5.. (3) f 1 N f p. Excursion 5. (2) f 1 N f p0 .2. we conclude that lim f x x p . (5) f p. (4) f N= p. and the fact that a set is closed if and only if its complement is open. j 1 2: . FUNCTIONS ON METRIC SPACES AND CONTINUITY .e.2. it follows that f ***Acceptable responses are: (1) f 1 N f p0 .15.2. Use the space provided after the statement to convince yourself of the truth of the given statement. (6) is continuous on X. t N f p.202 CHAPTER 5. there exists a positive real number = such 3 Since p is an element of that N= p t f 1 N f p i.2.

2. then f X is compact. Suppose that f is a continuous function from a compact metric space X to a metric space Y and J G : : : + . and f [C1 C C2 ] f [C1 ] C f [C2 ] Because subsets being open to subsets of metric spaces in characterized by their realization as intersections with open subsets of the parent metric spaces. Excursion 5. Space for scratch work. 5.2 Continuity and Compactness Theorem 5. 203 f [C1 D C2 ] t f [C1 ] D f [C2 ].2. CONTINUOUS FUNCTIONS ON METRIC SPACES f 1 [D1 D D2 ] f 1 [D1 C D2 ] f 1 [D1 ] D f 1 [D2 ]. Proof.5.18 If f is a continuous function from a compact metric space X to a metric space Y .18.2.2. f 1 [D1 ] C f 1 [D2 ].2.19 Fill in what is missing to complete the following proof of Theorem 5. our neighborhoods characterization tells us that we loose nothing by looking at restrictions of given functions to the subsets that we wish to consider rather that stating things in terms of relative openness.

Then G : is open in Y for each : + and . 1 From the Open Set Characterization of Functions. 6 :+ Since f : X f X and f X t that X f 1 f X t f 1 > :+ G : . we have G: 4 . is an open cover for f X. . f 1 G 2 : is 3 for each : + .

that covers X i. f X is 9 8 . we get some nice analogs.21 For a set E. j k Therefore. in view of our de¿nition of relative compactness the result just stated is also telling us that the continuous image of any compact subset of a metric space is a compact subset in the image..20 Just to stress the point. Xt n > j 1 Hence. I 5 j b6 c f 1 G : j : j b c f 1 G : j . Remark 5. FUNCTIONS ON METRIC SPACES AND CONTINUITY j k f 1 G : : : + is an for X. f is bounded. there is a ¿nite subcollection of I.204 CHAPTER 5. De¿nition 5.2.2. Since X is . . When we add compactness to domain in the metric space..e. G : j : j 1 2 n is a ¿nite subcollection of J that covers f X. Then f A is closed and bounded. It follows that n > b c f X t f f 1 G : j j 1 n > j 1 7 n > j 1 G: j . In particular.e.22 (Boundedness Theorem) Let A be a compact subset of a metric space S d and suppose that f : A Uk is continuous. Theorem 5. every i. Since J was arbitrary. a function f : E Uk is said to be bounded if and only if 2M M + UF 1x x + E " f x n M .2. k 1 2 n .

U c is compact as a closed subset of the compact metric space X. f A t U and f continuous implies that f A is closed and bounded. Because f is one-to-one. we know that compactness in Uk for any k + M is equivalent to being closed and bounded. Proof. from Theorem 5. By the . M sup f p p+A 2 3 1 and m p+A inf f p . Then the inverse mapping f 1 which is de¿ned by f 1 f x x for all x + X is a continuous mapping that is a one-toone correspondence from Y to X. But f A t and compact yields that f A is . f u sup f p and f ) inf f p. From the Open Set Characterization of Continuous Functions.25 Suppose that f is a continuous one-to-one mapping of a compact metric space X onto a metric space Y . Suppose that U t X is open. Then.23 Fill in the blanks to complete the following proof of the Boundedness Theorem. The Least Upper and Greatest Lower Bound Properties for the reals yields the existence of ¿nite real numbers M and m such that M sup f p and m inf f p.18 and the Heine-Borel Theorem. p+A p+A p+A p+A Theorem 5.37. In view of Theorem ..2. f A is bounded as claimed in the Boundedness Theorem. Then there exist points u and ) in A such that f u Proof. ***Expected responses are: (1) Heine-Borel Theorem.3. M + f A and m + f A. In particular. by Theorem 3. Hence.*** Theorem 5.24 (Extreme Value Theorem) Suppose that f is a continuous function from a compact subset A of a metric space S into U1 .18.e. From Theorem 5. and (3) closed and bounded.26. by Theorem 3. if f : A Uk where A is a compact metric space. Since f A is closed.2.3. M and f ) m. there exists u and ) in A such that f u M and f ) m i.5. Proof. then f A is compact. Hence.2. Suppose that f is a continuous one-to-one mapping of a compact metric space X onto a metric space Y .2.2. we know that f 1 is continuous in Y if f U is open in Y for every U that is open in X. (2) Uk .2. the inverse f 1 is a function from rng f Y in X. CONTINUOUS FUNCTIONS ON METRIC SPACES 205 Excursion 5.

Suppose that f is a continuous mapping from a metric space X into a metric space Y and E t X is such that f E is not connected.3 Continuity and Connectedness Theorem 5. Therefore.2. Since every compact subset of a metric space is closed (Theorem 3.26. Then we can let f E A C B where A and B are nonempty subsets of Y i. Hence. Proof.18. f U c f X f U then f onto yields that f U c Y f U f U c . 6 5 . f 1 A t f 1 A . If E is a connected subset of X. FUNCTIONS ON METRIC SPACES AND CONTINUITY 5. 4 b c Because A t A.2. A / 3.2. f 1 A is . f 1 is continuous in Y . we conclude that f U c is closed. Space for scratch work. Since U was arbitrary. f U c is closed which is equivalent to f U being open. for every U open in X. B / 3 and 1 ADB H de f ADB 3.27 Fill in what is missing in order to complete the following proof of Theorem 5. we have that f U is open in Y .26 Suppose that f is a continuous mapping for a metric space X into a metric space Y and E t X. Since G t f 1 A. Then neither G nor H is empty and b c E D f 1 A C 3 de f E D f 1 A and GCH 2 ED E D f 1 A C B . Excursion 5. 5.3. Consider G E D f 1 B.2.206 CHAPTER 5. the transitivity of containment yields that .e. Because f is one-to-one.35). then f E is connected in Y .2. f U c is compact. From the Corollary to the Open Set b c Characterization for Continuous Functions..

then . from Theorem 3. we conclude that. Therefore. G / 3. CONTINUOUS FUNCTIONS ON METRIC SPACES b c b c It follows that G t f 1 A . Because [a b] is an interval. By Theorem 5. E is also connected as the continuous image of a connected set. a nonempty connected subset of X. from Theorem 3. From E G C H.2.60. denoted by R f S . b c (4) E. then there exist a point x + a b such that f x c. Since f a and f b are in E. we have that b c G D H t f 1 A D f 1 B f 1 7 207 f 1 8 9 . Theorem 5. (8) 3. we conclude that x is in a b. (6) closed.26. Hence.2. we know that [a b] is connected. then E is not connected. 11 12 10 ***Acceptable responses are: (1) separated (2) E D f 1 B. According to the contrapositive. Proof.60. for f a continuous mapping from a metric space X into a metric space Y and E t X. From G t f 1 A and H t f 1 B.3. we conclude that E is . as claimed. (3) f 1 AC f 1 B.28 Suppose that f is a real-valued function on a metric space X d. .*** Theorem 5. there exists x in [a b] such that f x c.2. (10) not connected.29 (The Intermediate Value Theorem) Let f be a continuous realvalued function on an interval [a b]. as needed. it follows that if c is a real number satisfying f a c f b. if f E is not connected. there exists x in a b such that f x c. (9) 3. If f a f b and if c + f a f b. then c is in E. then the range of f S . H / 3 and G D H G D H 3. Since f a is not equal to c and f b is not equal to c. If f is continuous on S. Let E f [a b].2. (11) E is connected. Hence.5.3. if . and (12) f E is connected. (7) A D B. The same argument yields that G D H 3. is either an interval or a point. (5) G t f 1 A .

2 The function f x x 2 : U U is uniformly continuous on [1 3]. corresponding to 0. Example 5. For example. The next concept demands a “niceness” that is global. } x 1 | 1 2x 1 taking = min will work nicely to show that lim 5 f 2 x2 x 1 2 6 3 however.3 Uniform Continuity Our de¿nition of continuity works from continuity at a point. 2 | } 1 corresponding to 0. the triangular inequality yields For 0 let = 6 that x1 x2 n x1 x2 n 6. if we carried out a 2x 1 = proof that f x is continuous at x 2. x1 x2 + [1 3] and x 1 x2 = implies that n n n 2 2n f x1 f x2 nx1 x2 n x1 x2 x 1 x2 = 6 . we conclude that f is uniformly continuous on [1 3]. Hence. it would not work for showing continuity at x . The point dependence of the work is just buried in the 3 x 1 2 x 2 focus on the local behavior. For x1 x2 + [1 3]. . a function f : X Y is uniformly continuous on X if and only if e d 1 0 2= 0 1 p 1q p q + X F d X p q = " dY f p f q . De¿nition 5. FUNCTIONS ON METRIC SPACES AND CONTINUITY 5. Consequently.3. Example 5.1 Given metric spaces X d X and Y dY .3. taking = min will work nicely to show that 4 24 t u 2x 1 3 lim 8 f . On the other hand.3. x 2 : U U is not uniformly continuous on . Since 0 and x1 x2 + [1 3] were arbitrary.3 The function f x U.208 CHAPTER 5. point dependency is tied to our = proofs of limits.

= 1 and Take 1.5. This statement is an exact translation of the negation of the de¿nition. we conclude that f is uniformly continuous on [0 2]. let f p 2 p 1. Example 5. If p1 + [0 2] and p2 + [0 2].3. 2 2 = 4 Hence.4 For p + U1 . Then x1 and x 2 are real numbers such that = nt u t un n = 1 1 n = n n x1 x2 n = 2 = = n 2 while n n n 2 2n f x1 f x2 nx1 x2 n x1 x2 x1 x2 t ut u = = 2 =2 1o1 .3. let = T . Theorem 5. UNIFORM CONTINUITY 209 We want to show that there exists a positive real number such that corresponding to every positive real number = we have (at least two points) x1 x1 = and x2 x2 = for which x 1 = x2 = = and f x1 f x2 o . then f is uniformly continuous on X. For any positive real number =. For the given function.3. p 2 .5 (Uniform Continuity Theorem) If f is a continuous mapping from a compact metric space X to a metric space Y . f is not uniformly continuous on U. 22 20 1 2 p2 T p1 p2 4 p1 2 2 p1 p2 T p2 2 = 20 12 Since 0 and p1 p2 + [1 2] were arbitrary. we want to exploit the fact the as x increases x 2 increase at a rapid (not really uniform) rate. then 2 5 4 and dU2 f p1 f p2 p1 p2 2 4 p1 T 2 p1 p2 2 n 4 p1 p2 2 n 4 b 2 c2 T 2 5 T 20 . For 0. . Then f : U1 U2 is uniformly continuous on the closed interval [0 2]. let x 1 x 1 = 2 = 1 x2 x2 = .

From the triangular in2 2 equality d X q pk n d X q p d X p pk = 3 1 n = pk . Proof.210 CHAPTER 5. =p j j 1 2 j k 1 Let = min = p j . Another application of the triangular inequality and the choices that were made for = p yield that dY f p f q n 4 5 1 ***Acceptable ¿ll ins are: (1) open cover for X (2) p + N 1 pk . 1 n k n n. *** 2 2 . Hence. such that j 1 =p j 2 1 . Since X is compact there exists a ¿nite number of elements of J that covers X. FUNCTIONS ON METRIC SPACES AND CONTINUITY Excursion 5. Since neighborhoods are 1 =p 2 2 open sets. Suppose f is a continuous mapping from a compact metric space X d X to a metric space Y dY and that 0 is given. say p1 p2 pn . Hence. for each p + X. n > b c Xt N1 pj . Because p + X and n b c 6 X t N1 p j . = 0 and the minimum of a ¿nite number of de f 2 1n jnn positive real numbers. Let J N p : p + X .6 Fill in what is missing in order to complete the proof of the Uniform Continuity Theorem. Suppose that p q + X are such that d p q =. Since f is continuous.3. (3) = pk . (4) 2 =k 2 dY f p f pk dY f pk f q. . there exists a positive integer k. Then. d p pk = pk . we conclude that J is an . there exists a positive real number = p such that + X F d X q p = p " q dY f p f q .

there is no need to discuss behavior at points that are not in the domain of the function consequently.4.4. This allows us to talk about one-sided limits. If p + X and f is not continuous at p.4 Discontinuities and Monotonic Functions Given two metric spaces X d X and Y dY and a function f from a subset A of X into Y .4. lim f x does not exist. then we can conclude that f is not de¿ned at p ( p + A dom f ). Furthermore.1 A function f is discontinuous at a point c + dom f or has a discontinuity at c if and only if either lim f x doesn’t exist or lim f x exists xc xc and is different from f c. our discussion will be restricted to points of discontinuity for real-valued functions of a real-variable. Example 5. x is U 0. DISCONTINUITIES AND MONOTONIC FUNCTIONS 211 5. behavior on both sides of discontinuities and growth behavior.2 The domain of f x points of discontinuity on its domain. our consideration of points of discontinuity is restricted to behavior at points that are in a speci¿ed or implied domain. De¿nition 5. In a general discussion of continuity of given functions.5. and/or p + A and x p xCA x p xCA lim f x exists but f p / x p xCA lim f x a point for which any of the three condi- tions occurs is called a point of discontinuity.

Consequently.. for x + U 0. f has no x ! x .

for every positive real number =. then. . if .4. n t u n t u n n = n f = f 0n f 1 and n n 2 2 x0 2. To see that lim f x does not exist. there exists x + dom f 2 such that 0 x = and f x f 0 o . 1 Hence. note that. for x 0 dom f U and x 0 is a point of discontinuity of f . ! 1 . for every positive real number =. x Example 5.3 For the function f x . Therefore. f is not continuous at x 0.

for x + U 0.212 CHAPTER 5. FUNCTIONS ON METRIC SPACES AND CONTINUITY t u ! ! x sin 1 x ! ! 0 .

5 Graph the following function f and ¿nd A and B x + dom f : f is continuous at x. .4 If g x continuities in U.4. for x 0 Example 5. Excursion 5. then g has no dis.4.

x + dom f : f is discontinuous at x.

3x n6 ! ! ! ! ! ! 14 x 10 ! ! . 6 x 14 G 14 x x 14 . 1 ! 4x 1 ! . xn ! 1 x ! 2 ! ! ! ! 1 ! ! 2 ! . x n1 ! 2 f x .. 1x n3 ! 2x 4 ! ! ! JxK 2 .

DISCONTINUITIES AND MONOTONIC FUNCTIONS ***Hopefully.5. your graph revealed that A 3 4 5 6.4.

.*** 213 U 1 3 4 5 6 14.

Then. for any point x + [a b.4.6 Let f be a function that is de¿ned on the segment a b. and B De¿nition 5. the right-hand limit is denoted by f x and s L b c Kr tn .

t x b F lim tn x " lim f tn q f x q % 1 tn .

* 1 n n* n* and. for any x + a b]. the left-hand limit is denoted by f x and f x b c Kr * tn .

t a x F lim tn q % 1 tn .

5.7 From the treatment of one-sided limits in frosh calculus courses.8 Find f x and f x for every x + B where B is de¿ned in Excursion 5. we have f 3 2 f 3 6 f 5 6 f 5 7 and f 6 7 f 6 5 f 4 7. we must have f x f x f x.4.4.4.n 1 n* x " lim f tn n* s L q .4. Excursion 5. recall that lim f t q if and only if tx Å 1 0 2= tx = d 0 1t t + dom f F x t x = " f t q e and lim f t 1 0 2= q if and only if = d e 0 1t t + dom f F x = t x " f t q .*** 5 f 4 Remark 5. Remark 5.9 For each point x where a function f is continuous. respectively. ***For this function. The Sequences Characterization for Limits of Functions justi¿es that these de¿nitions are equivalent to the de¿nitions of f x and f x. .

214 CHAPTER 5.4. Remark 5.11 Classify the discontinuities of the function f in Excursion 5. Otherwise. Excursion 5.4. Then f has a discontinuity of the ¿rst kind at x or a simple discontinuity at x if and only if both f x and f x exist. the discontinuity is said to be a discontinuity of the second kind.4.12 The function F x f x .5.4. for x + R 1 14. FUNCTIONS ON METRIC SPACES AND CONTINUITY De¿nition 5.10 Suppose the function f is de¿ned on the segment a b and discontinuous at x + a b.

4.4. Excursion 5. 2 ! x x 6 ! . x 2 x 2 ! ! 2x 1 . x irrational 1.13 Discuss the continuity of each of the following. x o 2 2 . for x 1 G x 14 f is given in Excursion 5. g x .5 has discontinuities of the second kind at x 1 and x 14. f x 2. x rational 1 . where 0 .

it follows that f is also continuous at x 2. Since f 2 x2 x 6 lim x 3 5.4. 1 1. The section 1 is included in both statements 2 2 .14 Let f be a real-valued function on a segment a b. while continuity of 2x 1 for x 2 follows from the limit of the sum theorem or because 2x 1 is a polynomial consequently. x2 x 6 is continuous as the quotient of polynomials for which the denominator x 2 is not going to zero. and 14 *.5. For * x 2. we have that f is monotonically increasing in each of 1. and 3 6 the function t monotonically decreasing in each of is *u t u 1 1 3 .”*** De¿nition 5.15 Classify the monotonicity of the function f that was de¿ned in Excursion 5. DISCONTINUITIES AND MONOTONIC FUNCTIONS 215 ***Your discussion of (1) combines considers some cases.4. That the function given in (2) is not continuous anywhere follows from the density of the rationals and the irrationals each point of discontinuity is a “discontinuity of the second kind. lim x 2 x2 x2 x2 and f 2 5. the only point in the domain of f that needs to be checked is x 2.4. f 2 lim 2x 1 5.4.5 ***Based on the graph. Excursion 5. 6 14. Then f is said to be monotonically increasing on a b if and only if d e 1x1 1x2 x1 x2 + a b F x1 x2 " f x1 n f x2 and f is said to be monotonically decreasing on a b if and only if d e 1x1 1x2 x1 x2 + a b F x1 x2 " f x1 n f x2 The class of monotonic functions is the set consisting of both the functions that are increasing and the functions that are decreasing.

16 Suppose that the real-valued function f is monotonically increasing on a segment a b. B de f f t : a t x. Space for scratch work. Suppose that f is monotonically increasing on the segment a b and x + a b. atx sup f t f x n f x n f x xtb inf f t and 1x 1y a x y b " f x n f y .216 CHAPTER 5. Then. Then. Proof.17 Fill in what is missing in order to complete the following proof of the theorem. . Excursion 5. Hence. 4 5. FUNCTIONS ON METRIC SPACES AND CONTINUITY because the function is constant there. As an alternative.4. for every x + a b both f x and f x exist. 3 4. Theorem 5.*** Now we will show that monotonic functions do not have discontinuities of the second kind. and 5 6 and distinguished the other segments according to 2 the property of being strictly monotonically increasing and strictly monotonically decreasing.4. we could have claimed that f uis both monotonically increasing and monotonically decreasing in each of t 1 1 . for every t + a b such that a t x.

sup B. is bounded above by f x. * is the image of a point in 4 3 . Now we want to Let 0 be given. the set B has a 2 1 By the least upper bound let u show that u f x. . Let = 0 . From the de¿nition of B. Then u sup B and u u yields the existence of a * + B such that .

we also have that f x n f t from which it follows that f t : x t b. Since u * and f x n u.4. it follows from 1 0 8 0 being arbitrary that i. then f x = n f t and 5 217 *. If .e. the transitivity of less than or equal to yields that f t 6 and f t n 7 . we conclude that 1t x = t x " u f t n u . Finally. Because t was arbitrary. f x For every t + a b such that x t b.5.. DISCONTINUITIES AND MONOTONIC FUNCTIONS be such that x = + a x and f x = t + x = x.

From the greatest lower bound property of the reals. Use the space provided to prove that ) f x . f x. 9 10 . is bounded C by de f tx lim f t u. C has a greatest lower bound that we will denote by ).

FUNCTIONS ON METRIC SPACES AND CONTINUITY Next suppose that x y + a b are such that x y.218 CHAPTER 5. Because f x lim f t inf f t : x t b.

x y t x b and f is monotonically increasing. it follows that inf f t : x t y..

13 sup f t : x t y. 12 Now. f y lim f t ty . x y t a y yields that f y Therefore. 11 tx Å From our earlier discussion. .

Since * + C. (11) f x . Then ) inf C implies that there exists * + C such that ) * ) . * is the image of some point in x b. (6) u . Since ) n fd x and * ) . we conclude that ) lim f t f x . Let = 0 be such that x = + x b and f x = *. Then f x n f t and f t n f x = *. ***The expected responses are: (1) f t n f x. (2) least upper bound property. (7) u. (10) Let 0 be given. as claimed. (8) d 2= 0 1t x = t x " u f t u . Now suppose t + x x =.. (3) u * u. . Because 0 was arbitrary. (9) below. it follows that ) n f t e and f t ) . (12) sup f t : a t y. (5) f t n ef x. Thus. (4) a x. 2= 0 1t x t x = " ) f t n ) .

4. and (13) f x n f y. The nature of discontinuities of functions that are monotonic on segments allows us to identify points of discontinuity with rationals in such a way to give us a limit on the number of them. Theorem 5.4.18 Monotonic functions have no discontinuities of the second kind. then x + a b : f is discontinuous at x.19 If f is monotonic on the segment a b.*** Corollary 5.

is at most countable. tx Å .

DISCONTINUITIES AND MONOTONIC FUNCTIONS 219 Excursion 5.4. Suppose that f is not continuous on I and let D * + I : f is not continuous at *. Without loss of generality. Proof.20 Fill in what is missing in order to complete the following proof of Theorem 5. then f has de f no points of discontinuity there and we are done.5. If f is continuous in I . we assume that f is a function that is monotonically increasing in the segment a b I .19.4.4.

From Theorem 5. From our assumption D / 3 and we can suppose that ? + D.. f ? and f ? exist furthermore. 1x x + I F x ? " f x n f ? and 1x x + I F ? x " 1 . f ? sup f x : x ? . Then ? + dom f .16.4.

Let Ir? f ? f ? . If D ? . Since ? is a discontinuity for f . f ? 3 f ? . and f ? n f ? . it follows that there exists a rational r? such that f ? r? f ? . From the Density of the Rationals. f ? 2 . .

3. If D ? . then D 1 and we are done.

4. Without loss of generality suppose that G + D is such that ? G. Ir? D IrG . Since ? G . suppose that *1 *2 + D and H *1 H *2 . / 3 then we can choose another G + D such that G / ? . 5 6 j k Now. Thus. Since ? was an arbitrary point in the discussion just completed. 4 . To see that H is . rG / r? .16 that n f G . Now we claim that H is a one-to-one correspondence. it follows from Theorem 5. such that and we can let IrG f G f G . we know that there exists a rational rG . let J Ir< : < + D and H : D J be de¿ned by H * Ir* .

. Therefore.e. 9 11 ***Acceptable responses are : (1) f ? n f x. FUNCTIONS ON METRIC SPACES AND CONTINUITY 7 To see that H is onto. D is . we have that J n T 80 . Then 8 Finally. (2) inf f x : ? x. note that by de¿nition H D t J and suppose that A + J. D n 80 i. Since r< + T for each Ir< + J.220 Then CHAPTER 5. H : D J yields that D q J.

Hence.4.21 The level of detail given in Excursion 5. *1 *2 . Since A was an arbitrary element of J..e.e.. or *2 *1 holds. and (9) at most countable. Upon establishing the ability to associate an interval Ir? with each ? + D that is labelled with a rational and justifying that the set of such intervals is pairwise disjoint. (7) Ir*1 Ir*2 . Since either *1 *2 or *2 *1 implies that Ir*1 D Ir*2 3. (5) f ? . we have that 1A [A + J " A + H D] i. you can simply assert that you have established a one-to-one correspondence with a subset of the rationals and the set of discontinuities from which it follows that the set of discontinuities is at most countable.. (3) .20 was more that was needed in order to offer a well presented argument.*** Remark 5. From the Trichotomy Law. Since *1 and *2 were arbitrary. It follows that H D A or A + H D. H is onto.. (4) f G rG f G . we know that one and only one of *1 *2 . 1*1 1*2 [H *1 H *2 " *1 *2 ] i. J t H D. (8) there exists r + T such that A Ir and r + f D f D for some D + D. From H D t J and J t H D. we conclude that *1 *2 . H is one-to-one..4. we conclude that J H D. I chose the higher level of detail–which is also acceptable–in . (6) 3.

5.4.4. N= c c. and L real number.4.22 On page 97 of our text. then x * lim f x L % 1 0 2K % 1 0 x 0 2K K " f x L 0 x K " f x + N L x* lim f x L % 1 0 2K % 1 0 x K " f x L 0 x K " f x + N L 0 2K lim f x xc * % 1M + U 2= 0 0 x c = " f x M b c d % 1M + U 2= 0 x + N= c " f x M 0 0 x c = " f x M b c d % 1M + U 2= 0 x + N= c " f x M d where N= c denotes the deleted neighborhood of c. In fact. For a really concise presentation of a proof of Theorem 5. it is noted by the author that the discontinuities of a monotonic function need not be isolated. More consideration of the example is requested in our exercises. he constructs a function f that is monotonic on a b with E as set of all discontinuities of f in a b. DISCONTINUITIES AND MONOTONIC FUNCTIONS 221 order to make it clearer where material prerequisite for this course is a part of the foundation on which we are building. see pages 96-97 of our text. c is a real number.1 Limits of Functions in the Extended Real Number System Recall the various forms of de¿nitions for limits of real valued functions in relationship to in¿nity: Suppose that f is a real valued function on U.19. Remark 5.5. given any countable subset E of a segment a b.4.

complete each of the following. lim f x xc * % 1M + U 2= Based of the four that are given. x * lim f x *% ..

23 For any positive real number K .222 CHAPTER 5. N K * x + UC * *. the neighborhood formulation and the pattern of the various statements suggests that we could pull things together if we had comparable descriptions for neighborhoods of * and *. De¿nition 5.4. FUNCTIONS ON METRIC SPACES AND CONTINUITY x * lim f x * % x* lim f x *% x* lim f x * % Hopefully.

: x K.

* and x + UC * *.

: x K .

such that x + N `d c implies that f x + N A. xc . the motivation that led us to this de¿nition is enough to justify the claim that this de¿nition agrees with the de¿nition of lim f x A when c and A xc are real. With this notation we can consolidate the above de¿nitions. Then for A and c in the extended real number system. respectively.24 Let f be a real valued function de¿ned on U. we note that we can establish some of the results with only minor modi¿cation in the proofs that have gone before. Because the de¿nition is the natural generalization and our proofs for the properties of limits of function built on information concerning neighborhoods. are neighborhoods of and N K * *. N A there exists a deleted neighborhood of c. lim f x A if and only if for every neighborhood of A. We will simply state analogs. Hopefully. When speci¿cation is needed this will be referred to a the limit of a function in the extended real number system.4. De¿nition 5. N `d c.

26 Let f and g be real-valued functions that are de¿ned on a set E t U and suppose that lim f t A and lim g t B for c. and B in the tc tc extended real number system.5. c b c b 2 i x 3 x sin x x 3x 3 5 Example 5. x* 4x 3 7 Since the given function is the quotient of two functions that go to in¿nity as x goes to in¿nity. A. DISCONTINUITIES AND MONOTONIC FUNCTIONS 223 Theorem 5. lim f tc tc g t A B. lim f g t t u f 3. Then 1. At this point in the coverage of material. 2. given a speci¿c function. . In particular. We close this chapter with two examples that are intended as memory refreshers.4. Remark 5. lim t tc g AB.4. From x* x t u t u 1 5 sin x b 2 c b c 3 i 1 x 3x 3 5 i x 3 x sin x x x3 x2 t u lim lim . A.4. or * 0 because none of these symbols are de¿ned.26 is not applicable when the algebraic manipula* A tions lead to the need to consider any of the expressions * *. we factor in order to transform the given in to the quotient of functions that will have ¿nite limits.27 Theorem 5. The theorems in this section have no impact on the process that you use in order to ¿nd limits of real functions as x goes to in¿nity. x* x* 7 4x 3 7 4 3 x . Then A C. for any p + J .4.4.25 Let f be a real-valued function that is de¿ned on a set E t U and suppose that lim f t A and lim f t C for c.4. Theorem 5. lim p 0.28 Find lim . we ¿nd the limit as x goes to in¿nity by using simple algebraic manipulations that allow us to apply our theorems for algebraic combinations of functions having ¿nite limits. 0 *. we want to make use of the fact 1 that. and A B whenever the right hand side of the equation is de¿ned. and C in the extended tc tc real number system.

4 In its current form. FUNCTIONS ON METRIC SPACES AND CONTINUITY The limit of the quotient and limit of the sum theorem yields that b 2 c b c x 3x 3 5 i x 3 x sin x 0 3 0 i 1 0 lim x* 4x 3 7 40 rT s T Example 5. Hence. it looks like the function is tending to * * which is unde¿ned. In this case. we will try “unrationalizing” the expression in order to get a quotient at will allow some elementary algebraic manipulations. Note that s rT T 2 2x 1 2x x 2 2x rT s rT s T T 2x 2 x 2 2x 2 x 1 2x 2 x 2 2x 2 x 1 rT s T 2x 2 x 2 2x 2 x 1 c b c b 2 x 2 2x 2 x 1 2x rT s T 2x 2 x 2 2x 2 x 1 2x 3 rT s. x 2 x x. rT s T 2 2x 1 lim 2x x 2 2x x* 2x 3 s lim rT T x* 2x 2 x 2 2x 2 x 1 2x 3 U lim U x* T 1 2 1 1 2 x 2 2 2 x x2 x x 3 2 x lim 1 U U x* 1 2 1 1 2 2 2 x x2 x x T t u 2 1 2 T T . for x 0.4.29 Find lim 2x 2 x 2 2x 2 x 1 . 1 T 2 2 2 2 .224 CHAPTER 5. T 2 2x 1 2x x 2 2x T Furthermore. x* 3 i .

5 Problem Set E 1. b (a) lim 3x 2 2x x2 1 c 9 (b) lim 8x 2 x1 x16 8 4 (c) lim (d) lim T x 3 3 x1 x 2 x 4 (e) lim 7. . x3 2x 5 2.5. PROBLEM SET E 225 5. 0n x 2Fx . (a) f x (b) f x (c) f x sin x x2 1 T 2x 1 x 2 x 5x 6 ! 3 ! ! x 3 ! ! ! ! x 2 ! ! x 2 ! ! ! ! ! 1 . Let f x . x 0 2 3. For each of the following real-valued functions of a real variable ¿nd the implicit domain and range. x 2 (a) Sketch a graph for f (b) Determine where the function f is continuous. For each of the following real-valued functions of a real variable give a wellwritten = proof of the claim.5.

For f : F U given by f z T 2. ¿nd t (a) lim x2 f xgx at x 1. Prove each of the following. xa [gx]2 M2 9. When it exists. p p0 pC A . FUNCTIONS ON METRIC SPACES AND CONTINUITY n n n n 2 7 nx 5x 6n . then. Using only appropriate de¿nitions and elementary bounding processes. Prove that xa 8. for n x 7 n 2 1 . 1 1. prove that if g is a real-valued function on U such that lim gx M / 0. for . for n x 2 n o T 36 6x x 2 1 x 1 5 2 4. Let f : U U and suppose that lim f x lim S f x T L L 0. (a) If c is a real number and f p c for all p + A. f : A U1 . then xa 1 1 lim .226 CHAPTER 5. for x/ x 3 (a) Discuss the continuity of f at x (b) Discuss the continuity of f gx 5. z1 i z give a = proof that lim f z t x2 4 T 2 3x x 2 u 2 x 1 5 x 1 xa (b) lim x1 T x 1 x4 x 2 3x 4 u 7. for any limit point p0 of A. and g : A U1 . and 5 2 . Suppose that A is a subset of a metric space S d. we have that lim f p c. 6. Let f x gx n n .

PROBLEM SET E 227 (b) If f p g p for all p + A p0 .5.5.

10. for x y 0 ! x 3 y3 ! ! b c2 . for x y / 0 0 x 2 y2 (b) f x y ! ! ! 0 . then lim g p L. for x y / 0 0 x 2 y2 (a) f x y ! ! ! 0 .4. Discuss the uniform continuity of each of the following on the indicated set. anxnb 13. 12. for x y 0 ! x 2 y4 ! ! b c2 . for x y / 0 0 x 2 y4 (c) f x y ! ! ! 0 . let F [a b] denote the set of all real valued functions that are continuous on the interval [a b]. . were p0 is a limit point of A and lim f p L. determine whether or not the given function is continuous at 0 0. Correctly formulate the monotonically decreasing analog for Theorem 5.16 and prove it. Use = proofs to justify continuity or show lack of continuity by justifying that the needed limit does not exist. For each of the following functions on U2 . (a) f x (b) f x x2 1 in the interval [4 9]. p p0 pC A p p0 pC A (c) If f p n g p for all p + A. Prove that d f g max f x g x is a metric on F [a b]. for x y 0 11. lim f p p p0 pC A L and lim g p p p0 pC A M. x y2 ! ! ! b c2 . then L n M. For a b. 2x 3 x 3 in [1 *.

Suppose that f is monotonically increasing on a segment I a b and that d e 2M M + U F 1x x + I " f x n M . Suppose that f is uniformly continuous on the intervals I1 and I2 . 15. for x a ! ! f x . If a real valued function f is uniformly continuous on the half open interval 0 1]. Prove that a function f that is strictly increasing and has the intermediate value property on an interval I [a b] is continuous on a b. . Furon I if and only if f x1 thermore. 18.228 CHAPTER 5. [a b]. a function f is said to have the intermediate value properly in I if and only if for each c between f a and f b there is an x0 + I such that f x0 c. 17. show that the function ! f a . Prove that f is uniformly continuous on S I1 C I2 . 19. A function f de¿ned on an interval I [a b] is called strictly increasing f x 2 whenever x1 x2 for x1 x2 + I . 16. for x b is uniformly continuous on I . Prove that there exists a real number C such that C n M and f b C. Give an example of a real-valued function f that is continuous and bounded on [0 * while not satisfying the Extreme Value Theorem. Carefully justify the position taken. FUNCTIONS ON METRIC SPACES AND CONTINUITY 14. is it true that f is bounded there. Suppose that a real-valued function f is continuous on I i where I If f a and f b exist. for a x b f 0 x ! ! ! f b .

This view will focus on the derivative of real-valued functions on subsets of U1 . the derivative of a function.1 The Derivative De¿nition 6.1 A real-valued function f on a subset P of U is differentiable at a point ? + P if and only if f is de¿ned in an open interval containing ? and lim f * f ? *? (6. The value of the limit is denoted by f ) ? .Chapter 6 Differentiation: Our First View We are now ready to reÀect on a particular application of limits of functions namely. reÀecting back on prior work that you did with the derivative can enhance your understanding and foster a deeper level of appreciation. The good news is that the presentation here isn’t dependent on previous exposure to the topic on the other hand.1) *? exists. However. Looking at derivatives of functions in Uk requires a different enough perspective to necessitate separate treatment this is done with Chapter 9 of our text. 229 . The function is said to be differentiable on P if and only if it is differentiable at each ? + P. Except for the last section. some of the results proved in this chapter were only stated when you ¿rst saw them and some of the results are more general than the earlier versions that you might have seen. 6. You should have seen most of the results in your ¿rst exposure to calculus–MAT21A on this campus.1. our discussion is restricted to aspects of differential calculus of one variable.

h (6. h0Å lim f ? h f ? h exists the function f is left-hand differentiable at a point ? + P if and only if f is de¿ned in a half open interval in the form ? = ? ] for some = 0 and the one-sided derivative from the left.1.3 With the form given in (6.2 For a function f and a ¿xed point ? . Other commonly used notations are D* and D1 these only become useful alternatives when we explore functions over several real variables. the expression M * f * f ? *? is one form of what is often referred to as a “difference quotient”. DIFFERENTIATION: OUR FIRST VIEW Remark 6. There is an alternative form of (6. . the difference quotient can be abbrevif ated as . It is the latter form that motivates use of the notation for the ¿rst derivative d* of f as a function of *. Namely.2).4 A real-valued function f on a subset P of U is right-hand differentiable at a point ? + P if and only if f is de¿ned in a half open interval in the form [? ? = for some = 0 and the one-sided derivative from the right.230 CHAPTER 6. (6. denoted by D f ? .1) that is often more useful in terms of computation and formatting of proofs.1) can be written as h0 lim f ? h f ? .1. if we let * ? h. h De¿nition 6. h0 lim f ? h f ? h exists. Sometimes it is written as f * where the Greek letter is being offered as a reminder that difference starts with a df “d”.2) Remark 6. denoted by D f ? .1.

t u * 2 4 f * f 2 3 * 2 *1 1 lim lim lim 3 3.1. 2.1. Note that 1 and h h0 h lim h h0 h lim h0 1 M 0 from which we conclude that lim M h does not exist. for x 0 0. Example 6.8 Because the function g given in Example 6. G x ! 0 . Example 6.1. g is differentiable at x 2 if and only if h0 lim g 2 h g 2 h h h0 h lim exists. Therefore. f is differentiable at * 2 and f ) 2 3. lim *2 *2 *2 *2 *2 *2 *2 Hence.1.6.6 Use the de¿nition to prove that f x x 2. M 0 / h for h / h h h0Å h lim 0. g is not differentiable at x Remark 6.7 Use the de¿nition to prove that gx x 2 is not differentiable at x 2.1.1. Furthermore. Let M h h h0Å h lim Thus. the function g is de¿ned in any open interval that contains x 2. x 2 is differentiable at x 1 Note that f is de¿ned in the open interval 1 3 which contains * 2. we have that g is differentiable in each of * 2] and [2 *. . Example 6.9 Discuss the differentiability of each of the following at x ! x sin 1 . for x / 0 x 1.5 A real-valued function f is differentiable on a closed interval [a b] if and only if f is differentiable in a b. right-hand differentiable at x a and left-hand differentiable at x b. Hence. THE DERIVATIVE 231 De¿nition 6.7 is left-hand differentiable at x 2 and right-hand differentiable at x 2. Since dom g U.1.

Discussing the differentiability of functions that are de¿ned “in pieces” requires consideration of the pieces. On segments where the functions are realized as simple algebraic combinations of nice functions. though the directions did not specify appeal to the de¿nition. then appeal to the difference quotient is mandated. F x First of all. let pn . for x/ x 0 0 2. we note that G is de¿ned for all reals. consequently. G is differentiable at 0 if and only if G 0 h G 0 h h sin h0 h0 lim lim 1 0 h h 1 lim sin h0 h t u 1 2 sin . the functions can be declared as differentiable based on noting the appropriate nice properties. For (1). it is de¿ned in every interval that contains 0. notice that.232 ! x 3 sin 1 x ! 0 CHAPTER 6. For each n + M. Now. h H 2n 1 k j * pn . If the function is de¿ned one way at a point and a different way to the left and/or right. Thus. making use of the de¿nition is the only viable option because of the way the function is de¿ned. for . DIFFERENTIATION: OUR FIRST VIEW .

* 1 converges to 0 as n approaches in¿nity but M pn .

h0 h h0 lim lim 1 0 h h 1 lim h sin h0 h 2 t u . Hence. nsin n n 1 and lim h 2 0 it follows from n hn h0 a simple modi¿cation of what was proved in Exercise #6 of Problem Set D that t u 2 sin 1 lim h 0. for h / 0. Therefore. Now we know that. G is not differentiable exists. F is differentiable at 0 if and only if F 0 h F 0 h h 3 sin h0 n n n 1n exists.1. The function F given in (2) is also de¿ned in every interval that contains 0. we conclude that lim M h does not exist. let M h h0 at x 0.15). F is differentiable at x 0 and F ) 0 0. From the Sequences Characterization for Limits of Functions (Theorem 5. For h / 0.* 1 1n 1 n 1 n n diverges. Therefore.

6. for . for . for x/ x 0 0 L x is not continuous at x 0 with the discontinuity being of the second kind. ***For the sketch of G using the curves y x and y x as guides to stay within should have helped give a nice sense for the appearance of the graph the guiding (or bounding) curves for F are y x 3 and y x 3 .11 The two problems done in the last example illustrate what is sometimes referred to as a smoothing effect.1.*** Remark 6. In our text. The function ! sin 1 x ! 0 . THE DERIVATIVE 233 Excursion 6.10 In the space provided. The “niceness” of the function is improving with the increase in exponent of the “smoothing function” x n . it is shown that ! x 2 sin 1 x ! 0 . sketch graphs of G and F on two different representations of the Cartesian coordinate system in intervals containing 0. for x/ x 0 0 K x is also differentiable at x 0.1.1. .

Excursion 6. sketch graphs of K and L on two different representations of the Cartesian coordinate system in intervals containing 0.12 Fill in T is missing in order to complete the following proof what x is differentiable in U that the function f x 0 *. Then f is in the segment 2a that contains x 2 and only if ra s 1 a. Our ¿rst theorem in this section will justify the claim that being differentiable is a stronger condition than being continuous this offers one sense in which we claim that F is a nicer function in intervals containing 0 than K is there. f is differentiable at x a if h0 2 lim h0 3 lim .1. DIFFERENTIATION: OUR FIRST VIEW In the space provided.234 CHAPTER 6. Let f x x and suppose that a + U . Hence. The function L is not continuous at x 0 while G is continuous at x 0 but not differentiable there. it can be shown that F can be de¿ned to be differentiable at x 0 while at most continuity at x 0 can be gained for the derivative of K at x 0. T Proof. Now we know that K and F are both differentiable at x 0 in fact.

1.1.6. 2 x T c x " f ) x d b ce ***Acceptable responses are: (1) de¿ned. then it is continuous there. THE DERIVATIVE exists.*** 2 a The next result tells us that differentiability of a function at a point is a stronger condition than continuity at the point. 6 Consequently.1. (5) lim h0 h h0 a h a b T c1 1 (6) 2 a . Excursion 6. and (7) T .14 Make use of the following observations and your understanding of properties of limits of functions to prove Theorem 6. T c . we conclude that v b 1x x + U F f x a and f ) a 7 . (3) ce bT dbT T cb T c1 a h a a h a h 1 .1. Since a + U w 1 T . f is differentiable at x was arbitrary.13 Some observations to ponder: The function f being differentiable at ? assures the existence of a = that f is de¿ned in the segment ? = ? = 0 such . Now lim lim bT a T c bT h a a h bT T c h a h a T c a 235 h0 3 h0 4 5 . (4) lim bT a h a . Theorem 6.13 If a function is differentiable at ? + U. (2) f a h f a h 1 .

! 0 .15 We have already seen two examples of functions that are continuous at a point without being differentiable at the point namely. ! x sin 1 . for x 0 . for x 0.1. we know that G is continuous at any point p + a b if and only if lim G x G p which is equivalent x p d e 0. d e ***Once you think of the possibility of writing G x G p as d e G x G p x p1 x p for x / p the limit of the product theorem does the rest of the work. for x / 0 x G x . to having lim G x G p x p Space for scratch work.236 CHAPTER 6. Proof.*** Remark 6. DIFFERENTIATION: OUR FIRST VIEW Given a function G de¿ned in a segment a b. g x x 2 at x 2 and.

1. it should come as no surprise that we have a set of properties involving the derivatives of functions that follow directly and simply from the de¿nition and application of our limit theorems. note that nsin n n 1 for x / 0 and lim x 0 n xn x0 t t uu 1 implies that lim x sin 0.1. (a) If c is a constant function. [ f x]1 is differen- (e) If f is differentiable at ? and f ? / f ) ? tiable at ? and H ) ? . The set of basic properties is all that is needed in order to make a transition from ¿nding derivatives using the de¿nition to ¿nding derivatives using simple algebraic manipulations. . (d) If u and ) are differentiable at ? . then Gx and G ) ? u? ) ) ? f gx is differentiable u)x is differentiable at ? )? u ) ? .13 is not true. then Fx at ? and F ) ? f ) ? g ) ? . Theorem 6. for 0. THE DERIVATIVE 237 n n n 1n To see that G is continuous at x 0. then hx tiable at ? and h ) ? k f ) ? . (c) If f and g are differentiable at ? . p is differentiable wherever it is de¿ned and nx n1 . Either example is suf¿cient to justify that the x0 x converse of Theorem 6. then H x x n for n an integer. Because the derivative is de¿ned as the limit of the difference quotient. [ f ? ]2 (f) If px p ) x 0. let = then x0 x 0 x 0 = implies that n n n n n n n n nx sin 1 0n x nsin 1 n n x = . lim x sin 0 G 0. then k f x is differen- (b) If f is differentiable at ? and k is a constant.6.1. Alternatively.16 (Properties of Derivatives) c) x 0. n n n xn x t u 1 Hence.

17 Fill is what is missing in order to complete the following proof that. 4 1 h0 Therefore. G is differentiable at ? . h d (2) u ? h ) ? h u ? ) ? h 1 . e d ***Acceptable responses are: (1) G ? e G ? h 1 . G x u x ) x is de¿ned in a segment containing ? . Hence. Excursion 6. if u and ) are differentiable at ? .*** . Completing the next two excursions will provide proofs for (d) and (e). h h h0 Since ) is differentiable at ? it is continuous there thus. Now the differentiability of u and ) with the limit of the product and limit of the sum theorems yield that lim . ). Suppose u. G is differentiable at ? if and only if lim h0 1 exists. they are de¿ned in a segment containing ? . then Gx u)x is differentiable at ? and G ) ? u? ) ) ? )? u ) ? . DIFFERENTIATION: OUR FIRST VIEW The proofs of (a) and (b) are about as easy as it gets while the straightforward proofs of (c) and (f) are left as exercises. Because u and ) are differentiable at ? .1.238 CHAPTER 6. and G are as described in the hypothesis. Proof. lim ) ? h 3 . Hence. (3) ) ? . Note that h0 1 lim h0 2 h0 lim lim lim ) ? v ) ? h [u ? h0 h u ? ] u ? [) ? h ) ? ] h u t t uw u ? h u ? ) ? h ) ? h u ? . and (4) ) ? u ) ? u ? ) ) ? .

it follows that lim f ? In view of the differentiability of f and the limit of the product theorem. the 2 4 function H x de f [ f x]1 is de¿ned in a segment that contains ? and it is difH ? h0 ferentiable at ? if and only if lim manipulations yield that lim H ? h H ? h h H ? exists. it follows that there exists = 0 such that f ? implies that f x f ? . tiable at ? and H ) ? [ f ? ]2 Proof.*** The next result offers a different way to think of the difference quotient. ? = ? =. Since f ? 2 1 x? 2 3 0. Now simple algebraic h h f ? h h0 vt h0 h0 lim f ? ut 1 f ? h f ? h 6 uw .1.13. Therefore. From Theorem 6. 7 h0 ***Acceptable responses are: (1) continuous. f ? f x from which 2 3 f ? we conclude that f x in the segment . if f is differentiable at ? and f ? / 0. we have that lim H ? h H ? h . lim f x . . The (other) triangular inequality. for . Hence. (6) f ? .18 Fill is what is missing in order to complete the following proof that. f is at ? . then Hx [ f x]1 is differen) ? f . Suppose that the function f is differentiable at ? and f ? / 0. yields 2 f ? that.1.1. . THE DERIVATIVE 239 Excursion 6. (2) f ?c (3) x ? =. and (7) f ? [ f ? ]2 .6. (5) continuity. From the 5 of f at ? . (4) b ) .

3). Next.3) Proof.. . DIFFERENTIATION: OUR FIRST VIEW Theorem 6.19 (Fundamental Lemma of Differentiation) Suppose that f is differentiable at x0 .240 CHAPTER 6. Before looking at the proof take a few moments to reÀect on what you can say about f x0 for h 0. ! 0 . we conclude that @ is continuous at 0.1. Then there exists a function @ de¿ned on an open interval containing 0 for which @0 0 and f x 0 and @ is continuous at 0. we will use the Fundamental Lemma of Differentiation to obtain the derivative of the composition of differentiable functions. if h 0 Because f is differentiable at x0 . Suppose that = 0 is such that f is de¿ned in x x0 = and let 1d e ! f x0 h f x0 f ) x0 .20 If f is differentiable at x0 . if 0 h = h @ h . it follows from the limit of the sum theorem that lim @ h 0. the function near to x0 is approximated by a linear function whose slope is f ) x0 . Finally.1. h0 e 1d solving @ f x0 h f x0 f ) x0 for f x0 h f x0 yields (6. then f x0 h s f x0 f ) x0 h for h very small i.e. Since @ 0 0. h f x0 f ) x0 h h f x0 [ f ) x0 @h] h (6. h Remark 6.

THE DERIVATIVE 241 Theorem 6. Hence. u x0 . there exists a function @. look at the following and think about what prompted the indicated rearrangement What should be put in the boxes to enable us to relate to the given information? We want to consider lim f x 0 h f x0 h g ux0 h g ux0 lim h0 h % % g ux0 lim % h0 % # h g ux0 h0 & & & & $ h *************************** Proof.21 (Chain Rule) Suppose that g and u are functions on U and that f x gux. . gu 0 h0 Because u is continuous at x0 . If u is differentiable at x0 and g is differentiable at ux0 . that is continu- Lemma of Differentiation. with @0 ous at 0 and is such that f [g ) u 0 @u]u. f lim h0 h t h0 lim [g u 0 ) u @u] h u g ) u 0 u ) x0 from the limit of the sum and limit of the product theorems. By the Fundamental 0.6. u Then f gux0 h gux0 ux0 h ux0 and u 0 u gu 0 .1. then f is differentiable at x0 and f ) x0 g ) ux0 u ) x0 *************************** Before reviewing the offered proof. Let f f x0 h f x 0 .1. we know that lim u 0.

¿nding the derivatives of the sine andu cosine functions depends on the existence of t u t sin h cos h 1 lim and lim .1. was to expand the expression and apply the Properties of Derivatives Theorem. An outline for the proofs of these two limits. it is valid for all nonzero real numbers. in view of the limit of the sum and limit of the product theorems. it can be shown that the values of these limits are 1 and 0. From Excursion 6.242 CHAPTER 6. What we don’t have yet is the derivatives of functions that are not realized as algebraic combinations of polynomials most notably this includes the trigonometric functions. other than appeal to way to ¿nd the derivative of f x x3 the de¿nition.1 Formulas for Differentiation As a consequence of the results in this section. the inverse trig functions. we know that h0 lim sin x h sin x h cos h sin x sin x h0 h v t u t uw sin h cos h 1 lim cos x sin x h0 h h lim sin h cos x cos h cos x sin h sin x cos x h0 h u v t t uw cos h 1 sin h lim cos x sin x . we have t r s12 u7 v r s11 w ) 3 2 2 2 f x 8 x 3x 7 72x 3x 7 3x . 2 In fact. and the logarithm functions. is given as an exercise. (b). : x for any ¿xed positive real number :. The formulas for the derivatives . Prior to the Chain Rule. we know that 1 the formula given in the Properties of Derivatives Theorem (f) is valid for n .12. Using elementary geometry and trigonomh0 h0 h h etry. which is a review of what is shown in an elementary calculus course. (c) and (f) in view of the Chain Rule and the Properties of Derivatives Theorem. respectively.1. For any x + U. we can justify the differentiation of all polynomials and rational functions. h0 h h lim and h0 lim cos x h cos x h Consequently. DIFFERENTIATION: OUR FIRST VIEW 6. the only r b 2 c12 s8 3x 7 . parts (a).

1. it follows that t ln x h ln x lim lim ln 1 h0 h0 h 1 lim ln x h0 t t 1 h x u x h u x h 1x h x u h x h 1 e as h 0 and ln e 1. h0 x Keeping in mind that x is a constant. for x a positive real. the same argument that Because x was used for the proof of Theorem 5. On the x-axis. f x. 6. x h0 Formulas for the derivatives of the inverse trigonometric functions and : x . label the x-coordinate of the common point of intersection of the curve. THE DERIVATIVE 243 of the other trigonometric functions follow as simple applications of the Properties of Derivatives.1. and the three indicated lines as c.2. for any ¿xed positive real number :. t uw v ln x h ln x 1 h lim lim ln 1 h0 h0 h h x u1 h t h lim ln 1 . . will follow from the theorem on the derivative of the inverses of a function that is proved at the end of this chapter. With these in addition ? 0 to basic properties of logarithms.6. Recall that e lim 1 ? 1? and y ln x % x e y .11 allows us to conclude that lim ln x h ln x h 1 .2 Revisiting A Geometric Interpretation for the Derivative Completing the following ¿gure should serve as a nice reminder of one of the common interpretations and applications of the derivative of a function at the point.

and c h 3 in ascending order. Each of the lines (1 . Excursion 6. of the three lines.2 The Derivative and Function Behavior The difference quotient is the ratio of the change in function values to the change in arguments. if it exists.22 Using terminology associated with the derivative. and (3 .244 CHAPTER 6. with the line as c h 1 . Excursion 6. respectively. f x. c h 2 . 6. it should come as no surprise that the derivative provides information related to monotonicity of functions. DIFFERENTIATION: OUR FIRST VIEW Corresponding to each line–(1 .1. m 2 .1. (2 . Consequently. Note that h 1 . (2 . h 2 and h 3 are negative in the set-up that is shown. give a brief description that applies to each of the slopes m j for j 1 2 3.23 Give a concise well-written description of the geometric interpretation for the derivative of f at x c. . and (3 are called secant lines. on the x-axis label the x-coordinate of the common point of intersection of the curve. and m 3 . Find the slopes m 1 .

For right-hand continuity at x a f a f a. for t + x0 = x 0 . then f ) x0 0. Thus. Proof. continuity on an interval I [a b] is equivalent to having continuity on a b. If f has a local maximum or local minimum at a point x 0 + a b and f is differentiable at x0 . Because f has a local maximum at x0 .2.2. Space for scratch work or motivational picture.2 A real valued function f on a metric space X d X has a (global) maximum at a point p + X if and only if d e 1x x + X " f x n f p the function has a (global) minimum at a point p + X if and only if d e 1x q + X " f p n f x Theorem 6.3 (Interior Extrema Theorem) Suppose that f is a function that is de¿ned on an interval I [a b].4) .6. right-hand continuity at x a and left-hand continuity at x b. De¿nition 6.2. there exists a positive real number = such that x0 = x0 = t a b d e and 1t t + x0 = x0 = " f t n f x0 .2. while left-hand continuity at x b requires that f b f b.1 A real valued function f on a metric space X d X has a local maximum at a point p + X if and only if d e 2= 0 1q q + N= p " f q n f p the function has a local minimum at a point p + X if and only if d e 2= 0 1q q + N= p " f p n f q . f t f x0 o0 t x0 (6. Suppose that the function f is de¿ned in the interval I [a b]. De¿nition 6. THE DERIVATIVE AND FUNCTION BEHAVIOR 245 In the following. has a local maximum at x0 + a b. and is differentiable at x0 .

Proof.4 (Rolle’s Theorem) Suppose that f is a function that is continuous on the interval I [a b] and differentiable on the segment I i a b. Because f is not constant. Space for scratch work or building intuition via a typical picture. we are done. Thus. We offer the results in this order because it is easier to appreciate the generalized result after reÀecting upon the geometric perspective that is offered by the two lemmas. Because f is differential at x0 .2.4) and (6. there exists points ?0 and ?1 in I such that f ?0 n f x n f ?1 for all x + I .5) f t f x0 exists and is equal to f ) x0 . Since f is continuous on I . The Generalized Mean-Value Theorem that follows the next two results contains Rolle’s Theorem and the Mean-Value Theorem as special cases. t x0 From (6. If f a f b. The Trichotomy Law yields that f ) x0 0. respectively. we assume that f is not constant in the interval a b.246 while t + x0 x0 CHAPTER 6. we know that f ) x0 o 0 and f ) x0 n 0. at least one of x + I : f x f a. t x0 (6. lim tx 0 Lemma 6. DIFFERENTIATION: OUR FIRST VIEW = implies that f t f x0 n 0. then there is a number x0 + I i such that f ) x0 0.5). If f is constant. by the Extreme Value Theorem.

and x + I : f x f a.

is nonempty. If x + I : f x f a.

If x + I : f x f a. a b. ?1 + a b is such that f ) ?1 0. by the Interior Extrema Theorem. then f ?0 f a f b and.

Finally. if x + I : f x f a. ) ? ?0 + a b. then f ?1 f a f b. and the Interior Extrema Theorem implies that f 0 0. a b.

/ a b and x + I : f x f a.

Then . Lemma 6.2.5 (Mean-Value Theorem) Suppose that f is a function that is continuous on the interval I [a b] and differentiable on the segment I i a b. / a b. then both ?0 and ?1 are in a b and f ) ?0 f ) ?1 0.

2.8 Fill in the indicated steps in order to complete the proof of the Generalized Mean-Value Theorem.2. Theorem 6. then (a) Fb Fa / t (b) 2G G + Ii 0.2. . Consider the function F de¿ned by Fx f x f b f a x a f a ba as a candidate for application of Rolle’s Theorem. Proof. ba 247 Excursion 6.6. and u f ) G .7 (Generalized Mean-Value Theorem) Suppose that f and F are functions that are continuous on the interval I [a b] and differentiable on the segment I i.6 Use the space provided to complete the proof of the Mean-Value Theorem.2. THE DERIVATIVE AND FUNCTION BEHAVIOR there exists a number G + I i such that f ) G f b f a . If F ) x / 0 on I i. F ) G f b f a F Fb Fa Excursion 6.

then f is monotonically decreasing in a b.2. For (b). for x + I . Suppose that f is differentiable in the segment a b and x 1 x2 + a b are such that x1 x2 . Excursion 6.248 CHAPTER 6. then f is constant in a b.10 Fill in what is missing in order to complete the following proof of the Monotonicity Test. apply the Mean-Value Theorem to F. To complete a proof of (a). (b) If f ) x 0 for all x + a b. then f is monotonically increasing in a b. Fb Fa 0. (c) If f ) x n 0 for all x + a b. (a) If f ) x o 0 for all x + a b. DIFFERENTIATION: OUR FIRST VIEW Proof.2. Then f is continuous in [x1 x2 ] and 1 . de¿ne the function by x f x f a b f b f a [Fx Fa]. It follows directly that a Theorem 6.9 (Monotonicity Test) Suppose that a function f is differentiable in the segment a b. Proof.

then . From the 2 249 . f is If f ) x 5 x1 x2 + a b F 4 " f x1 n f x2 . (3) f x1 f x 2 n 0. Since x1 and x2 were arbitrary. while f ) negative in 3 2 yields that f is monotonically decreasing in that segment. f is monotonically increasing there..*** Example 6. f ) x 6x 2 6x 36 6 x 3 x 2. 6 Finally.. 7 ***Acceptable responses are: (1) differentiable. Since x1 and x2 3 were arbitrary. (4) x1 x 2 . 0 for all x + a b. Since x 1 x2 0. in a b. (2) Mean-Value Theorem. x1 x2 that f ) G If f ) x o 0 for all x + a b. there exists G + x1 x2 such f x1 f x2 . then f ) G o 0. we have that 1x1 1x2 Hence.2.e.e.6. we have that f is constant throughout a b.11 Discuss the monotonicity of f x 2x 3 3x 2 36x 7. f x1 n f x2 . Since f ) is positive in * 3 and 2 *. For x + U. ..e.. (6) f x1 f x 2 0 i. (7) then f ) G n 0 and x1 x2 0 implies that f x1 f x 2 o 0 i. if f ) x n 0 for all x + a b. THE DERIVATIVE AND FUNCTION BEHAVIOR in x1 x2 . Because x1 and x 2 were arbitrary we conclude that f is monotonically decreasing in a b. f x1 o f x2 . it follows that i. (5) monotonically increasing.2. f x 1 f x2 .

3 2 and x1 x2 yields that f x1 6. it can be shown that the same result holds if the real valued function that is differentiable on [a b] satis¿es f ) a f ) b.2. there exists a t1 + a b and t2 + a b such that G t1 G a and G t2 G b. Let G t f t Dt.. the derivative F f ) is a function with domain P. We have already seen that F need not be continuous.16 The corollary tells us that any discontinuities of real valued functions that are differentiable on an interval will have only discontinuities of the second kind.250 CHAPTER 6. . then f ) cannot have any simple(¿rst kind) discontinuities on [a b]. Corollary 6. DIFFERENTIATION: OUR FIRST VIEW Remark 6.1 Continuity (or Discontinuity) of Derivatives Given a real-valued function f that is differentiable on a subset P of U. a x b. G is continuous on [a b] from which the Extreme Value Theorem yields that G has a minimum at some x + [a b].2. Theorem 6. Remark 6. It is natural to ask if there are any nice properties that can be associated with the derivative.2.11.1.14 With the obvious algebraic modi¿cations.15 If f is a real valued function that is differentiable on [a b]. 2 *. Proof.2. Then for any D + U such that f ) a D f ) b. x1 x2 implies that f x1 f x2 . From the Properties of Derivatives. we have that G ) x 0 which is equivalent to f ) x D Remark 6. in each of open intervals * 3. Thus. The next theorem tells us that the derivative of a real function that is differentiable on an interval satis¿es the intermediate value property there. Suppose that f is a real valued function that is differentiable on [a b] and D + U is such that f ) a D f ) b. while x1 x2 + f x2 .2. for x1 x2 + * 3 or x1 x2 + 2 *.2.12 Actually. In view of the Interior Extrema Theorem. It follows that neither a G a nor b G b is a minimum of G in [a b].2.13 Suppose that f is a real valued function that is differentiable on [a b] and f ) a f ) b. we have strict monotonicity i.13. Since G ) a f ) t D 0 and G ) b f ) t D 0. By Theorem 6. G is differentiable on [a b]. and 3 2 that were found in Example 6. there exists a point x + a b such the f ) x D.e.

t u f) a F) L. Since = implies that 2 From the Generalized Mean-Value Theorem and the fact that F a f a follows that n n n n n n 4 n n n n n n ]`_^ n n n n n n n n n n n n n n n n f x n n n n n n Ln n Ln n n n F x F a L n n n n n n n n n n n_ ^] ` n _^]` n n n n n n 3 n n n n 5 0. With this.3 The Derivative and Finding Limits The next result allows us to make use of derivatives to obtain some limits: It can be used to ¿nd limits in the situations for which we have been using the Limit of Almost Equal Functions and to ¿nd some limits that we have not had an easy means of ¿nding. F ) / 0 on I . Theorem 6. then a L.3.2 Fill in what is missing in order to compete the following proof of part (a). t )u t u f f (a) If f a Fa 0 and a L.1 (L’Hôpital’s Rule I) Suppose that f and F are functions such that f ) and F ) exist on a segment I a b and F ) / 0 on I .6. there exists = 0 Suppose that such that a * a 0 is given. Suppose that f and F are differentiable on a segment I a b. it . Proof. ) F F Excursion 6. F a 0 and F ) x / 0 in I yields that F x 2 1 . and f a Fa 0. THE DERIVATIVE AND FINDING LIMITS 251 6. then a L.3. ) F F t )u t u f f (b) If f a Fa * and a L. Setting f a f a and F a Fa extends f and F to functions that are in [a b.3.

Proof of (b). (6) ) . and (7) lim L. Suppose that f and F are functions such that f ) and F ) existt an open interval I x : a x b. we conclude that 0 was n ) n n f * n ***Acceptable responses are: (1) continuous. (3) n ) L n . 6 for some G satisfying a G a arbitrary. DIFFERENTIATION: OUR FIRST VIEW n n n f x n =.252 CHAPTER 6. (5) f x f a. n L n .*** F G xa Å F x Proof. Hence. (4) n n F * ) G f x f F x. Since n F x n . (2) / 0.

Then f and F are continuous on I and there exists h 0 a F) x : a x a h.. f a Fa * on u f) and L. F ) / 0 on I.

. there exists a = with such that F ) / 0 in Ih 0 = h such that n ) n n f G n > n n n F ) G L n 2 for all G in I= x : a x a =. For > 0.

Fx Fc F ) G n n n f x f c n > n Ln . 0 =1 =. 2 With a certain amount of playing around we claim that n n n n n f x f x f c n n f c Fc f x f c n n n n n n Fx Fx Fc n n Fx f x Fx Fc n n n n nt u n f c n n Fc n 1 n n n nn n Fx n n f x n L 2 . Hence. n n n n n f c n > n Fc n 1 n n n n n Fx n 4 and n f x n 4L 12 . By the Generalized Mean-Value f ) G f x f c Theorem. such that f c Fx 0 and Fc f x 0 as x a . For c ¿xed. there exists =1 . there exists a G in I= such that . for > 1. . we have that n n n n f x f c n n f x f c n n n n Fx Fc n n Fx Fc L n n L n L n 1 . Let x and c be such that x c and x c + I= . Hence. n Fx Fc n 2 In particular.

we conclude that f x xa Å Fx lim L. g xa g ) x f x A.4 (L’Hôpital’s Rule II) Suppose f and g are real and differentiable ) ) x / 0 for all x + a b.3. x *. lim x 2 5x 6 7 sin x 3 . then lim A. Theorem 6. x *.3 The two statements given in L’Hôpital’s Rule are illustrative of the set of such results. If lim f x 0 F lim g x 0 or lim g x *. The following statement is the one that is given as Theorem 5. and lim f x in a b.3. 2x 6 x3 .3. Remark 6. where * n a b n *. the x a can be replaced with x b .6. and x *. For example. THE DERIVATIVE AND FINDING LIMITS Combining the inequalities leads to n n n n n n f x n f x f x f c n n n n n n Fx L n n n Fx Fx Fc n whenever a x a =1 . Since > t u f a F n n n f x f c n n n n Fx Fc L n > 253 0 was arbitrary.5 Use an appropriate form of L’Hôpital’s Rule to ¿nd 1.3. with some appropriate modi¿cations in the statements. xa xa xa xa g x Excursion 6.13 in our text.

Theorem 6. S.4 Inverse Functions Recall that for a relation. on U.*** 6.4. Then (a) J is an interval (b) the inverse relation g of f is a function with domain J that is continuous and strictly monotone on J and (c) we have g f x x for x + I and f gy y for y + J . then their composition (if de¿ned) is decreasing. If u and ) are monotonic functions with the opposite monotonicity. DIFFERENTIATION: OUR FIRST VIEW 1 1 *1 u* ***Hopefully. denoted by S 1 .2 (Inverse Function Theorem) Suppose that f is a continuous function that is strictly monotone on an interval I with f I J .4. Remark 6. Consequently. we take f to be .1 If u and ) are monotonic functions with the same monotonicity. While a function is a relation that is single-valued.” The ¿rst result tells us that where a function is increasing. Because the continuous image of a connected set is connected and f is strictly monotone. Without loss of generality. you got 3 and e. then their composition (if de¿ned) is increasing. is the set of all ordered pairs y x such that x y + S. What follows if some criteria that enables us to talk about “inverse functions. we cannot automatically apply the tools of differential calculus to inverses of functions. the inverse relation of S.254 t 2. respectively. Proof. lim ** CHAPTER 6. it has an inverse that is a function. J is an interval. its inverse need not be single-valued.

there exists one and only one ?0 + I such that *0 f ?0 . Then f x1 / f x2 implies that x1 / x2 and we conclude that. it is natural to think about differentiating their inverses. and G ) u x0 exists and differs from zero.. Excursion 6.4.4 Suppose the real valued functions F. Then u ) x0 is de¿ned and F ) x0 G ) u x0 u ) x0 . for each *0 in J . let *0 be an interior point of J and suppose that g*0 x0 i. Then there exist points x1 and x2 in I .6. such that x1 x0 x 2 . . Hence. F ) x0 exists. and u are such that F x G u x. u is continuous at x0 + U. Now. x0 Hence. To see that g is continuous on J . when we have strictly monotone continuous functions. we will make use with the following partial converse of the Chain Rule. take > 0 small enough that the interval x0 > x0 > is contained ` ` ` ` in I and de¿ne *1 f x0 > and *2 f x0 > so *1 *2 .5 Fill in what is missing to complete the following proof of the Lemma. It follows from the remark above and (c) that g is strictly decreasing.4. G. f x0 *0 . please note that the term intervals can be replaced by segments a b where a can be * and/or b can be *.3 While we have stated the Inverse Function Theorem in terms of intervals. f x1 *2 and f x2 *1 . In view of the Inverse Function Theorem. Since g is decreasing.e. Hence.4. For a proof of the general result concerning the derivatives of inverse functions. without loss of generality. INVERSE FUNCTIONS 255 decreasing in the interval I . Choose points *1 and *2 in J such that *1 *0 *2 . Lemma 6. g*0 ` ` > o g* o g*0 > for * such that *1 n * n *2 > ` ` g*1 o g* o g*2 ` ` x0 > for * such that *1 n * n *2 ` ` Now taking = to be the minimum of *2 *0 and *0 *1 leads to g* g*0 > whenever * *0 = Remark 6. x0 is an interior point of I .4. the inverse of f is a function and the formulas given in (c) hold.

6 (Inverse Differentiation Theorem) Suppose that f satis¿es the hypotheses of the Inverse Function Theorem. (2) @0 [G ) u 0 @u]u.4.256 Proof. that is continuous 2 . u x0 . f g x x. (3) Theorem 6. Taking u g and G f in Lemma 6. ) u [G 0 @u] u h From lim u h0 0. there exists a function @. Let F Then F CHAPTER 6. it follows that g ) x0 f A gx0 as needed. Hence.6) Proof. u ) x0 ux0 h ux0 h F ) x0 . with at 0 and is such that F 3 h0 0. then g) x0 exists and g ) x0 1 f ) g x 0 . and (4) F ) x0 G ) u 0 u ) x0 . By the Fundamental Lemma . (6.*** 0. DIFFERENTIATION: OUR FIRST VIEW Fx0 h Fx0 . .4 yields that g ) x 0 exists and f ) g x g ) x 1. u ux0 hux0 and u 0 u Gu 0 . we know that lim u of Differentiation. If x0 is a point of J such that f ) gx0 is de¿ned and is different from zero. u ) x0 exists and ***Acceptable responses are: (1) Gux0 h Gux0 . G ) u 0 h0 lim Therefore. Gu 0 1 Since u is continuous at x0 . Since 1 f ) gx 0 / 0. F h .4. 4 and is nonzero. From the Inverse Function Theorem. it follows that @u 0 as h 0. Because G ) u 0 exists F h lim h0 [G ) u 0 @u] .

e. INVERSE FUNCTIONS 257 Corollary 6. We denote the inverse that corresponds to this segment by y f x arctan x. let g x : x .10 Use f x . ¿nd the inverse g and Excursion 6. for all x + U. tan2 y 1 sec2 y with dx dx sec2 y dy 1 x tan y implies that sec2 y x 2 1. From y arctan x if and only if x tan y. 2 2 We know that the inverse of u tan ) is a relation that is not a function consequently we need to restrict ourselves to a subset ofrthe domain. show that the theorem applies.4. H H x . Because A log: B % : A B % A ln : ln B. g ) x : x ln :.7 For a ¿xed nonnegative real number :.8 Taking : In practice. f ) x . Because u is H Hs strictly increasing and continuous in the segment I the correspond2 2 ing segment is * *. e in the Corollary yields that e x ) Remark 6. it follows directly b 2 c dy dy 1 that sec y 1 or .9 Derive a formula. 2 dx x 1 x to verify the Inverse Differentiation Theorem 1x on the segment 2 4 i.. Then dom g U and. Therefore.4. ¿nding particular inverses is usually carried out by working directly with the functions given rather than by making a sequence of substitutions. We know that g x : x is the inverse of f x a strictly increasing function with domain 0 * and range * *. it follows that log: B Hence f x ) ln B . From the Inverse Differentiation Theorem. Example 6.4. we have that g ) x g x ln : : x ln :. log: x where f is Proof.4. in terms of x.4. x ln : 1 f ) g x ex . for the derivative of y arctan x. ln : t u) b log: x c) ln x ln : 1 . On the other hand.6.

f ) is also a function on P. to verify agreement with what is claimed with equation (6. you thought to use the Monotonicity Test that f is strictly increasing 0 in in I 1 x2 2 4 follows immediately upon notinguthat f ) x t 4 I .1 If f is differentiable on a set P and f ) is differentiable on a set d2 f P1 t P. then its derivative is a function on which can also be considered for differentiability. substitute g into f ) x 1 x2 and simplify. However.6) ***Hopefully. if f ) is differentiable on a set t P. De¿nition 6. Then application of the quotient rule should have ) x led to g 1 x2 . the subsequent derivatives are called higher order derivatives. Note that we can speak of higher order derivatives only after we have isolated the set on which the previous derivative exists. in the case of polynomials.5 Derivatives of Higher Order If f is a differentiable function on a set P then corresponding to each x + P.258 CHAPTER 6. then the derivative of f ) is denoted by f )) or and is called the second dx 2 .5. Finally. The usual algebraic manipulations for ¿nding inverses leads us to solving x y 1 y1 for y. The corresponding segment J 2 is the domain for the inverse g 3 that we seek. there is a uniquely determined f ) x. we could arrive at a function that is not differentiable or. When they exist.*** 6. We have already seen that f ) need not be continuous on P. we’ll eventually obtain a higher order derivative that is zero everywhere. DIFFERENTIATION: OUR FIRST VIEW its derivative by the usual algebraic manipulations.6). Consequently. and then verify the derivative satis¿es equation (6. This process can be continued inde¿nitely on the other hand.

such that f . Basic pattern recognition suggests that f n x 1n 3 2n n 1! 5 2xn 2 . c b c b f )) x 32 3 5 2x4 22 . denoted by f ))) or f 3 or . is de¿ned in a segment containing x0 and is differentiable at x 0 . let Pn1 < t n1 .7) Remark 6.3 Given f x in U . there exists a point x between : and . Theorem 6. n! (6. While it can be proved by Mathematical Induction. it follows that f ) x 32 5 2x3 2.5 (Taylor’s Approximating Polynomials) Suppose f is a real function on [a b] such that there exists n + M for which f n1 is continuous on [a b] and f n exists for every t + a b. distinct points in [a b]. | } 3 5 Example 6. k 0 f k < t < k . If k 2. the set-up of the situation is direct enough that claiming the formula from a suf¿cient number of carefully illustrated cases is suf¿cient for our purposes. ¿nd a general formula 2 2 5 2x n . when it exists. for : and . Remark 6. f n denotes the n th derivative of in c) f and is given by f n1 . Pn1 : . :n .5.6. for f From f x 3 5 2x2 . DERIVATIVES OF HIGHER ORDER 259 derivative of f if the second derivative of f is differentiable on a set P2 t P1 .2 The statement “ f k exists at a point x0 ” asserts that f k1 t is de¿ned in a segment containing x0 (or in a half-open interval having x0 as the included endpoint in cases of one-sided differentiability) and differentiable at x 0 .8) . Continuing b this manner. k! Then.5. “ f k exists at a point x0 ” implies that each of f j . In general. then the same two claims are true for f k2 . b c and f 4 x 3 2 3 4 5 5 2x6 24 .5.5.7) was not proved to be the case.4 Equation (6. f 3 x 32 3 4 5 2x5 23 . (6. For < + [a b]. is called the third derivative dx 3 of f . then d3 f the derivative of f )) .5. for j 1 2 k 1. f n x .

Let g t de f Pn1 : . Since Pn1 : .5. t t :k j k j ! n j! k j Finally.9) Direct substitution yields that g : 0. In general. Furthermore. g : g j : 0 for each j. we have that f . for j such that 1 n j n n 1 and t + a b. for t + a b. it follows that g j t f j n1 . is continuous and 1 Then g is a real function on [a b] for which g n exists in a b because 2 . :n f t Pn1 : t M t :n . . :n and f . for each j . . f k : n! M t :n j . we have that g t and g )) t 3 ) n1 . Proof. 1 n j n n 1 . t : implies that k j t :k j f k : consek j! quently. M .6 Fill in what is missing to complete the following proof of Taylor’s Approximating Polynomials Theorem. are ¿xed. g n t 4 (6. From the Properties of Derivatives..260 CHAPTER 6. 1 n 3n1 f k : j n n 1. DIFFERENTIATION: OUR FIRST VIEW Excursion 6. f k : f t t :k1 n M t :n1 . for some M + U. k 1! k 1 ) .

instead f n x of f . by . (3) f )) t n1 t :k2 n n 1 M t :n2 . DERIVATIVES OF HIGHER ORDER 261 In view of the choice of M. there exists x 1 between : and . continuous in [a b].5.e. In the general case. we have that g . f n x v w 4 8 3 7 n! 1 xn 1 is continuous in . the hypotheses for Tay4 8 1 v .8 Let f x 1 x in . we have that there is an xn between : and xn1 such that g n xn 0. consequently.. M.6. (5) Rolle’s Theorem or the Mean-Value Theorem.*** Remark 6. and (9) f n xn n!M. Then.5. The de¿nition of M yields equation (6. g ) differentiable in a b and g ) x1 g ) : x1 such that obtain x3 between 8 g) x 5 0. Rolle’s Theorem can be applied to g )) to 7 such that g 3 x3 0. Taylor’s Approximating Polynomials Theorem is the Mean-Value Theorem. for each n + M. (6) continuous. the error from using Pn1 : . We can repeat this pro- cess through g n . Assuming that n 1.5. such that f n x f n x n!M i. the last higher order derivative that we are assured exists. 0. Hence. (4) k 2 k 2! f n t n!M.8). w 3 7 Example 6. Because g is differentiable in a b. 0.7 For n 1. and g : g .9) yields that 0 gn xn 9 . we have n! n n an approximation of this error whenever we have bounds on n f n xn. (7) g )) x2 0. After n steps. Consequently. If n 2. there exists a real number x xn that is between : and . is . in [a b] with 6 0 for : x1 + a b yields the existence of x2 between : and . such that 1 from Rolle’s Theorem. (8) : and x2 . Substituting xn into equation (6. (2) g is the sum of functions having those 3 f k : properties. n! ***Acceptable responses are: (1) g n1 . :n for some x between : and .

. . For n Pn1 < t If : that f Since P1 t 1 and . t 1 . denoted by f) ? . De¿nition 6. 1 1 4 2 6. this veri¿es the Theorem for the 4 2 speci¿ed choices. Because x0 is between : and . DIFFERENTIATION: OUR FIRST VIEW 2.6.262 CHAPTER 6. it will come as no surprise that the same “by co-ordinate property assignment” carries over to differentiability. properties are ascribed if and only if the property applies to each coordinate. Consequently. such that n n n f t f ? n ) n lim n f ? n 0 n t? t ? where denotes the Euclidean k-metric. 2! 2 4 1 t 1 1 2 4 u 1 1 2 4 u such 0 t u 1 1 2 1 1 4 4 t u t u 1 1 2 1 9 we wish to ¿nd x + such that 0 the only real 3 16 2 4 3 1 x 3 solution to the last equation is x 0 1 T which is approximately equal to 234 1 1 055. 4 t P1 < t 1 1< 1 1 < 2 t < . lor’s Approximating Polynomial Theorem are met for each n + M. the Theorem claims the existence of x + 2 1 2 u P1 u t 1 1 4 2 1 u t u f 2 x 1 1 2 .1 A vector-valued function f from a subset P of U into Uk is differentiable at a point ? + P if and only if f is de¿ned in a segment containing ? and there exists an element of Uk .6 Differentiation of Vector-Valued Functions In the case of limits and continuity we have already justi¿ed that for functions from U into Uk .

Suppose that f x f 1 x f 2 x f k x and g x g1 x g2 x gk x are vector-valued functions from P t U into Uk that are differentiable at a point ? + P. We note that an alternative approach to proving Lemma 6. for each j + M.2. By Theorem 6. Hence. Proof. Then f g x f 1 g1 x f 2 g2 x f k gk x .3.2. lim f j t t? f j ? i. 1 n j n k. Proof.13. 1 n j n k.6.4 If f and g are vector-valued functions from P t U into Uk that are differentiable at a point ? + P.6.3 If f is a vector-valued function from P t U into Uk that is differentiable at a point ? + P. we have that u t f k t f k ? f 1 t f 1 ? t ? t ? f t f ? t ? t ? b ) c ) f 1 ? 0 f 2 ? 0 f k) ? 0 as t ? .. Then f is differentiable at ? + P with derivative f) ? if and only if each of thecfunctions f 1 f 2 f k is differentiable at b ) ) ? and f) ? f 1 ? f 2 ? f k) ? . Then f is de¿ned in a segment I containing ? and.6. Lemma 6.6.10(a) allows us to conclude that f x f 1 x f 2 x f k x is continuous at ? . From Theorem 5.2.10(a). from Lemma 6. the result follows immediately from Lemma 4. Proof.e. then the sum and inner product are also differentiable at ? .2 Suppose that f 1 f 2 f k are real functions on a subset P of U and f x f 1 x f 2 x f k x for x + P.1 and the Limit of Sequences Characterization for the Limits of Functions. we have that t u f t f ? f 1 t f 1 ? f k t f k ? ) ) ) f ? f 1 ? f k ? .6. f j is continuous at ? for each j . it follows that f is continuous at ? . 1 n j n k.6. For t and ? in U.6. from which Theorem 5.2. t ? t ? t ? Consequently. Lemma 6.1. each f j is continuous at ? . In particular. then f is continuous at ? . DIFFERENTIATION OF VECTOR-VALUED FUNCTIONS 263 Lemma 6. f x f 1 x f 2 x f k x differentiable at ? implies that f j is differentiable at ? for each j.6. for t + I . Suppose that f is a vector-valued function from P t U into Uk that is differentiable at a point ? + P.3 simply uses Lemma 6.

it shouldn’t be a shock that the Mean-Value Theorem does not extend to the vector-valued functions from subsets of U to U2 . we have that f is differentiable in a b and continuous in [a b] for any a b + U such that a b. Since we loose the existence of a linear ordering when we go to U2 . f 2H f 0 0 0.3.2 and Lemma 6.6. Because f) x b sin x cos c nf) xn x. DIFFERENTIATION: OUR FIRST VIEW f 1 g1 x f 2 g2 x f k gk x . 1x + 0 2H f) x / 0 0 from which c we see that 1x + 0 2H f 2H f 0 / 2H 0 f) x i. let f x cos x sin x.6. Since f 0n n f 2H 1 0.. 1 for each x + 0 2H .264 and f g x CHAPTER 6.18 in our text justi¿es that L’Hôpital’s Rule is also not valid for functions from U into F. From Lemma 6. 1 n j n k.2. Example 6.5 For x + U. The three lemmas might prompt an unwarranted leap to the conclusion that all of the properties that we have found for real-valued differentiable functions on subsets of U carry over to vector-valued functions on subsets of U. d b 2x x + 0 2H F f 2H f 0 ce 2H 0 f) x Remark 6.e. From the Properties cof Derivatives (c) and (d). A closer scrutiny reveals that we have not discussed any results for which the hypotheses or conclusions either made use of or relied on the linear ordering on U.6 Example 5. it follows that and f j g j ? f g is differentiable at ? with f g ? b f) c g) ? bb ) f1 c b ) ) g1 ? f 2 c f) g ? c b ) g2 ? f k) c c ) gk ? and f g is differentiable at ? with f g) ? b b c f g) ? . bfor eachc j + M. Inbparticular. From Lemma 6.6.6. Show that there exists an interval [a b] such that f satis¿es the hypotheses of the Mean-Value Theorem without yielding the conclusion.6. . b c b ) f j g j and f j g j are differentiable at ? with f j g j ? f j) ? g )j ? b c) f j) ? g j ? f j ? g )j ? .

Equation 6. it is natural to seek modi¿cations of the original results in terms of properties that might carry over to the different situation.6. By Theorem 5. DIFFERENTIATION OF VECTOR-VALUED FUNCTIONS 265 When we justify that a result known for real-valued differentiable functions on subsets of U does not carry over to vector-valued functions on subsets of U.4.10 certainly holds if z 0 0 consequently. Applying the Mean-Value Theorem to M. success in achieved with an inequality that follows directly from the theorem. Suppose that f f 1 f 2 is a continuous mapping of [a b] into Uk that is differentiable in a b and let z f b f a. Since G + I i . M b M a z f b z f a f b f a f b f b f a f a f b f a f b f a zz z2 . In the case of the Mean-Value Theorem. From the Mean-Value Theorem. (6.6. if f is a function that is continuous on the interval I [a b] a b. n f ) G n n sup n f ) xn. such that f b f a f x+I i n n This leads to the weaker statement that f b f a n b a sup n f ) xn. this statement has a natural candidate for generalization because the absolute value or Euclidean 1-metric can be replaced with the Euclidean k-metric. We end this section with a proof of a vector-valued adjustment of the Mean-Value Theorem.10(b) and Lemma 6.2. Theorem 6. M ) x b a . we have that there exists x + a b such that M b M a Now. On x+I i the other hand.6.11) . then there n exists n numbern G + Ini a and differentiable on the segment I i ) G b a.6. we suppose that z / 0 0.10) Proof.7 Suppose that f is a continuous mapping of [a b] into Uk that is differentiable in a b. the real-valued function M t z f t for t + [a b] is continuous in [a b] and differentiable in a b. Then there exists x + a b such that n n f b f a n b a nf) xn (6.

(a) f x (b) f x x 3 x 3 x T 0 . then Fx f ) ? g) ? .7 Problem Set F 1. Let f x . if f and g are differentiable at ? . 6. for x 9 x 2 2x 2 1 0 x 0 0 2. Use the de¿nition to determine whether or not the given function is differentiable at the speci¿ed point. Use the de¿nition of the derivative to prove that f x on U for each n + M.11) yields n n n n z2 b a nz f) xn n b a z nf) xn n n which implies z n b a nf) xn because z / 0. Prove that. for x / x ! 0 . DIFFERENTIATION: OUR FIRST VIEW f 1 b f 1 a and z 2 f 2 b f 2 a. n n n n ) ) M x nz f) xn nz 1 f 1 x z 2 f 2 xn Tn S n n ) n n n ) n z 1 z 2 n f 1 xn n f 2 xn z nf) xn by Schwarz’s Inequality. for 0 n x n 1 x 1 (c) f x (d) f x x . . differentiable at ? and F ) ? 3. Substituting into equation (6. When it is differentiable. give the value of the derivative. for x + T Is f differentiable at x f gx is x n is differentiable 0? Carefully justify your position. for x + T 4.266 For z 1 CHAPTER 6. 0 . for x 1 T ! x sin 1 . 2 x .

prove that h0 267 lim f ? :h f ? . (a) f x (b) f x x x 1 x x 7. PROBLEM SET F 5. f ) ? . Suppose that f : U U is differentiable at a point c + U. Discuss the differentiability of the following functions on U. 6.h h : .7. Given any two sequences an . If f is differentiable at ? .6.

* 1 and bn .

(a) f x r 4x 6 x5 4x 2 (c) f x % # b 14 4x 2 b 2x 2 r 4 b 3x 1 5x 3 c7 7x 4 3 s c2 (b) f x 1 2 2x c3 x2 c3 3x 5 T x2 b 4x 9 3x 2 15 10 7 & s4 $ 3 . tn u n f g x f nk x g k x k k 0 where bn c k n! and f 0 x n k! k! f x. 8.* 1 such that an / bn for each n + M and n n lim an lim bn c. Do only the obvious simpli¿cations. Use the Principle of Mathematical Induction to prove the Leibnitz Rule for the n th derivative of a product: n . 9. Use derivative formulas to ¿nd f ) x for each of the following. is it true that n* n* n* lim f bn f an bn an f ) c? State your position and carefully justify it.

n n v.268 t (d) f x (e) f x T 3 CHAPTER 6. iii. Then pick an arbitrary point on the part of the circle that is in the ¿rst quadrant and label it P. in radian measure. Complete the following steps to prove that sin A A0 A lim 1 and cos A 1 A0 A lim 0. Label the point of intersection with O P with the letter C and show the arc C A on your diagram. A0 A i. On a copy of a Cartesian coordinate system. ii. O B and A. the point 1 0. If your completed diagram is correctly labelled. is A . DIFFERENTIATION: OUR FIRST VIEW 1 x5 2 u10 r T 4 7x 4 x 3 5x 2 s5 12 3x 5 S T 1 10. Indicate the coordinates of the point P and show the line segment joining P to A in your diagram. draw a circle having radius 1 that is centered at the origin. iv. respectively. the circle having radius n O An and centered at the origin will pass through the point A and a point and a point on the ray O P. and the point where the line x P would intersect the x-axis. Suppose that the argument of the point P. it should illustrate that n n n P An sin A ' A length of P B n n where n P An denotes the length of the line segment joining points P and A and P B denotes the arc of the unit circle from the point B to the point P. Finally. ' ' . Label the origin. (a) Draw a ¿gure that will serve as an aid towards completion of a proof sin A that lim 1.

Use our Properties of Derivatives and trig identities to prove each of the following. Prove that lim cos A 1 A 0 A 0. for a circle of radius r . sin x) cos x and cos x) sin x. The result of Problem 10 in conjunction with the discussion that was offered in the section on Formulas for Derivatives justi¿es the claim that. 11. sin A (c) Prove that lim 1. the area of a sector subtended by A Ar 2 radians is given by .6. (a) tan x) (b) sec x) (c) csc x) (d) ln sec x sec2 x sec x tan x csc x cot x tan x) sec x csc x (e) ln csc x cot x) 12. Prove that 2 A cos2 A cos A sin A A 2 2 2 for A satisfying the set-up from part (a). for any x + U. A 0 A (d) Recall that sin2 A cos2 A 1.7. where x is interpreted as radians. Use derivative formulas to ¿nd f ) x for each of the following. r r ss T (a) f x sin5 3x 4 cos2 2x 2 x4 7 b c tan3 4x 3x 2 b c (b) f x 1 cos2 4x 5 t u2 b c4 3 3 (c) f x 1 sec3 3x x tan x 2x 2 1 r s4 T (d) f x cos3 x 4 4 1 sec4 x . Do only the obvious simpli¿cations. PROBLEM SET F 269 (b) Recall that.

Suppose that f . 16. 15. (a) lim H (b) lim (c) (d) (e) (f) tan x x H2 x 2 tan5 x tan3 x x0 1 cos x x3 lim 2x x* e 4x 3 2x 2 x lim 3 x* 5x 3x 2 2x tan x x lim x0 x3 lim x 2 ln x 2 x2Å 14. and h are three real-valued functions on U and c is a ¿xed real number such that f c g c h c and f ) c g ) c h ) c. ¿nd the corresponding @ h. For f x x 1 and x0 1 in the Fundamental Lemma of Differentia2x 1 tion. DIFFERENTIATION: OUR FIRST VIEW 13. If A1 A2 A3 . For f x x 3 and x0 2 in the Fundamental Lemma of Differentiation. show that @ h 6h h 2 .270 CHAPTER 6. g. Find each of the following. Use L’Hôpital’s Rule when it applies.

for x + A2 . h0 18. for x + A1 g x . L x h x . for x + A3 prove that L is differentiable at x c. show that lim f x0 h 2 f x0 h2 f x0 h f )) x0 . and f x . If the second derivative for a function f exists at x0 + U. is a partition of U. . For each of the following. 17. ¿nd formulas for f n in terms of n + M.

x n0 20. 1 2 . ¿nd the segments Ik . PROBLEM SET F (a) f x (b) f x (c) f x (d) f x 19. show that f n 0 exists for each 0 n + M and is equal to 0. For f x 3 3x 22 sin 2x ln 4x e5x 7 271 3 2 ex . increasing at an increasing rate. k strictly decreasing. Discuss the monotonicity of each of the following. Suppose that f is a real-valued function on U for which both the ¿rst and second derivatives exist. decreasing at an increasing rate. 22. Determine conditions on f ) and f )) that will suf¿ce to justify that the function is increasing at a decreasing rate. for x 0 . For a function f from a metric space X to a metric space Y .6. For each of the following. and decreasing at a decreasing rate. where f is strictly increasing and .7. Prove that F f is a function from rng f into X if and only if f is one-to-one. for . (a) f x (b) f x (c) f x (d) f x (e) f x (f) f x x 4 4x 2x 3 3x 3x 1 2x 1 x 3 ex 1 x ex ln x x2 5 5 21. let F f denote the inverse relation from Y to X. 23.

Prove that F x G x for each x + J1 D J2 . and each of the corresponding inverses on a separate Cartesian coordinate system. Let F and G denote the inverses of f and g.272 CHAPTER 6. and J1 and J2 denote the respective domains for those inverses. respectively. For each given f ¿nd the corresponding inverse g.6). Suppose that f and g are strictly increasing in an interval I and that f g x 0 for each x + I . DIFFERENTIATION: OUR FIRST VIEW ¿nd the corresponding segments Jk ing inverses gk of f are de¿ned. (a) f x (b) f x (c) f x (d) f x (e) f x x2 2x x x2 2 2 3x 4 3H n x n 2H 2 1 2x 2 sin x for 2x 3 3 x 2 4x 24. Use the properties of derivatives to ¿nd f ) and g ) . ¿nd each gk . f Ik on which the correspond- graph f on one Cartesian coordinate system. and whenever possible. For each of the following. 25. with a reasonable amount of algebraic manipulations. the formulas for f ) and g ) to verify equation (6. Finally. (a) f x (b) f x (c) f x x3 3x for * * t u 4x 1 for * x2 1 2 e4x for * * . the Inverse Function Theorem applies on the indicated subset of U.

For each of the following. ¿nd f) . (a) f x (b) f x (c) f x (d) f x 2 < 5 2x sin x < e2x1 < 1 H 4 2 1 ln 4 x < 28. verify equation (6. k1 2 . For each of the following functions from U into U3 .6. For f x b u x 3 sin x 2x cos 3x 4 x tan 3x e x2 1 b b 2 c b cc ln 2x 3 sec x sin3 2x cos4 2 3x 2 t x2 2x 2 3x c 2 in [0 2]. ¿nd the segments Ik . ¿nd the Taylor polynomials P t as described in Taylor’s Approximating Polynomials Theorem about the indicated point < . 27. For f x ! 0 . (a) f x (b) f x 29. . for x 0 where f is strictly increasing and strictly decreasing and the corresponding segments Jk where the Inverse Function Theorem applies. for 0 x n 1 x . 26.10).7. PROBLEM SET F 273 ! x sin 1 .

DIFFERENTIATION: OUR FIRST VIEW .274 CHAPTER 6.

a velocity that varies as a function of time. The “closing in on” approach is useful only if we can get back to information concerning the phenomena that was originally under study. at ¿rst. we appear to be “out of luck. when the quantities given are well enough behaved.. or a density that is determined by our position in (or on) an object. The general idea is to (intelligently) connect information obtained from examination of a phenomenon over a lot of tiny discrete increments of some related quantity to “close in on” or approximate something that behaves in a controlled (i.) way. bounded. Consider three formulas that are encountered frequently in most standard physical science and physics classes at the pre-college level: A l* d r t m d l.Chapter 7 Riemann-Stieltjes Integration Calculus provides us with tools to study nicely behaved phenomena using small discrete increments for information collection. The minute that we are given a shape that is not rectangular. we can obtain bounds on what we 275 . It enables us to adapt some “limiting” formulas that relate quantities of physical interest to study more realistic situations involving the quantities. etc. Our use of these formulas is limited to situations where the quantities on the right are constant. continuous. Use the space that is provided to indicate what you “know” about these formulas.e. The bene¿t of this approach is most beautifully illustrated with the elementary theory of integral calculus over U.” However.

We can make use of the formula to obtain bounds or estimates on the distance travelled. To do this. due to various forces. though the physical interpretation (of course) varies. Your launcher ¿res rockets with an initial velocity of 25 ft/min. illustrating the “closing in on" or approximating process with any one of them carries over to the others. but to use it. we need a constant rate of speed. Note that except for the units. travels at a rate ) t given by ) t 25 t 2 ft/min where t is the time given in minutes. What does this tell us about the product 25 ft/min 3 min compared to the distance that we seek? How does the product 16 ft/min 3 min relate to the distance that we seek? We can improve the estimates by taking smaller increments (subintervals of 0 minutes to 3 minutes) and choosing a different “estimating velocity” on each subinterval. For example. we can take increments in the time from 0 minutes to 3 minutes and “pick a relevant rate” to compute a bound on the distance travelled in each section of time. by making certain assumptions and applying the known formulas incrementally. over the entire three minutes. The only formula that we have is d r t. Consequently.276 CHAPTER 7. For example. and. the formulas are indistinguishable. Let’s get this more down to earth! Suppose that you build a rocket launcher as part of a physics project. using increments of 15 minutes and the maximum velocity that is achieved in each subinterval as the estimate for a constant rate through each . We want to know how far the rocket travels in the ¿rst three minutes after launch. RIEMANN-STIELTJES INTEGRATION wish to study. the velocity of the rocket is never more that 25 f tmi n.

1 Given a closed interval I [a b].*** Notice that none of the work done actually gave us the answer to the original problem. Using Calculus.0.1.1 Riemann Sums and Integrability De¿nition 7. yields an estimate of tt u u 9 25 ft/min 15 min 25 ft/min 15 min 4 277 573 ft.1 Find the estimate for the distance travelled taking increments of one minute (which is not small for the purposes of calculus) and using the minimum velocity achieved in each subinterval as the “estimating velocity.” ***Hopefully. we can develop the appropriate tools to solve the problem as an appropriate limit. We start with some formal de¿nitions that enable us to carry the “closing in on process” to its logical conclusion. a partition of I is any ¿nite strictly increasing sequence of points S x0 x1 xn1 xn .7. 7. This motivates the development of the very important and useful theory of integration. 8 Excursion 7.1. you obtained 61 feet. RIEMANN SUMS AND INTEGRABILITY subinterval.

The mesh of the partition x0 x1 xn1 xn . such that a x0 and b xn .

x0 x1 xn1 xn . is de¿ned by b c mesh S max x j x j1 1n jnn Each partition of I .

2 Given a partition S c x0 x1 xn1 xn .. Each such decomposition of I into subintervals is called a subdivision of I. decomposes I into n subintervals I j d e x j1 x j . Notation 7.1. such that I j D Ik x j if and only if k j 1 and is empty for k / j or k / j 1. j 1 2 n.

The symbol or I will be used to denote an arbitrary subdivision of an interval I . of an interval I b b c [a b]. . the length of the j th subinterval in the partition. the two notations x j and ( I j will be used for x j x j1 .

278 CHAPTER 7. RIEMANN-STIELTJES INTEGRATION If f is a function whose domain contains the closed interval I and f is bounded on the interval I .3 Given a function f that is bounded and de¿ned on the interval d e x0 x1 xn1 xn . we know that f has both a least upper bound and a greatest lower bound on I as well as on each interval of any subdivision of I .1. De¿nition 7.

of I . is de¿ned by L S f where x j b c x j x j1 .6 For g x U I g 1 . j 1 M j x j and the lower Riemann sum of f with respect to the partition S. denoted by L S f .4 With the subdivision notation the upper and lower Riemann sums for f are denoted by U f and L f . . m j x j j 1 Notation 7. M j sup f x and m j inf f x for j 1 2 n. for x + TD [0 2] 2 and L I g 0 for any subdivision of [0 2]. is de¿ned by U S f n . n . To build on the motivation that constructed some Riemann sums to estimate a distance travelled.1.1. Then the upper Riemann sum of x+I j x+I j f with respect to the partition S. for x + TD [0 2] | } 1 1 3 0 1 . let I j I and a partition S x j1 x j . we want to introduce the idea of re¿ning or adding points to partitions in an attempt to obtain better estimates. denoted by U S f . 4 2u 4 3 5 7 2 . Example 7. 2 2 4 Example 7.5 For f x t 1 3 5 U S f 2 4 2 2 2x u 3 0 [0 1] and S t 9 1 and L S f 1 4 4 1 in I . respectively.1.

7.1. RIEMANN SUMS AND INTEGRABILITY 279 x 0 x1 xk1 xk .

v (c) For f x x 2 and the notation established in parts (a) and (b). let k be 2 2 4 4 the subdivision of Ik that consists of all the elements of ` that are contained in Ik . and I3 1 .1. and Sn t Sm . then Sm is a re¿nement of Sn or m is a re¿nement of n . let k denote to corresponding subdivision of [a b].7 For a partition Sk [a b]. | } | } 1 3 1 1 1 5 3 ` 0 1 . Excursion 7. If Sn and Sm are partitions of [a b] having n 1 and m 1 points. 2 2 4 4 v v w w w 1 1 3 3 (b) Set I1 0 .1. Find k for k 1 2 and 3. (i) m x+I inf f x .8 Let S 0 1 and S 2 4 4 3 2 8 4 (a) If and ` are the subdivisionsvof I w v 1]w} correspond S and S ` . [0 that |v w 1 1 3 3 respectively. For k 1 2 3. If the partitions Sn and Sm are independently chosen. then the partition Sn C Sm is a common re¿nement of Sn and Sm and the resulting Sn C Sm is called a common re¿nement of n and m . I2 . then 0 1 . respectively. of an interval I De¿nition 7. Find ` . ¿nd each of the following.

m j . RIEMANN-STIELTJES INTEGRATION inf f x for j 1 2 3 x+I j (iii) m` j | inf inf f x : J + j x+J } (iv) M sup f x x+I (v) M j sup f x for j x+I j 1 2 3 (vi) M` j | } sup sup f x : J + j x+J (d) Note how the values m.280 (ii) m j CHAPTER 7. What you obj j served is a special case of the general situation. and M ` compare. M. Let S x0 a x1 xn1 xn b. m ` . M j .

x+I j inf f x. then. be the corresponding subdivision of [a b] and S ` denote a re¿nement of S with corresponding subdivision denoted by ` . m n m j . for j 1 2 n. Justify each of the following claims for any function that is de¿ned and bounded on I . (i) If m x+I inf f x and m j x+J and m j n inf f x for J + j . let k be the subdivision of Ik consisting of the elements of ` that are contained in Ik . For k 1 2 n. be a partition of an interval I [a b].

Furthermore.1. for j x+I j M and M j o sup f x for J + j . and m inf f x. Proof. then. if < and D are any two subdivisions of I . RIEMANN SUMS AND INTEGRABILITY (ii) If M sup f x and M j x+I x+J 281 1 2 n. Suppose that f is a bounded function with domain I [a b]. M Ik : k 1 2 n.10 Fill in what is missing to complete the following proofs.3) Excursion 7.2) for any re¿nement ` of . M sup f x.1. Then x+I x+I [a b].7. Lemma 7. M j n sup f x.9 Suppose that f is a bounded function with domain I be a subdivision of I . Our next result relates the Riemann sums taken over various subdivisions of an interval. Let m b a n L f n U f n M b a and b c b c L f n L ` f n U ` f n U f (7. then b c L < f n U D f (7.1.1) (7.

b j 1 c 1 2 n. an arbitrary subdisup f x. we have that m n mj n . and m inf f x. it follows immediately m 2 n c . Then I j t I for each 1 2 n. let M j j sup f x and m j x+I j x+I j inf f x. For x+I x+I vision of I . x j x j1 n m j x j j 1 L f . Because x j that b x j x j1 o 0 for each j n . for each j 1 1 2 n.

In view of the established conventions for the notation being used. let k be the subdivision of Ik that consists of all the elements of ` that are contained in Ik . Let ` be a re¿nement of and.1). Therefore. j 1 M j x j U f n 3 M b a . j 1 CHAPTER 7. m b a n L f n U f n M b a as claimed in equation (7. we know that 1J J + ` " 2!k k + 1 2 n. RIEMANN-STIELTJES INTEGRATION m j x j n n .282 and n . for each k 1 2 n.

2). F J + k also. x+Ik x+J x+Ik x+J m k ( Ik n L k f from which it follows that L f and U f 4 n . . Thus. On the other hand. 7 6 Combining the inequalities with equation (7. From equation (7. Because is a re¿nement of < . m j( Ij n L j f j 1 b c L ` f o n .3). L ` f n U ` f . L < f n L f . Suppose that < and D are two subdivisions of I .1). from being a re¿nement of D .2). it follows that . combining the inequalities yields that b c b c L f n L ` f n U ` f n U f which completes the proof of equation (7. Then < C D is < and D . J t Ik " m k inf f x n inf f x and Mk sup f x o sup f x.1) leads to equation (7. j 1 and Mk ( Ik o U k f n b c . by the b c comparison of lower sums given in equation (7. Finally. j 1 U j f 5 . for each J + k.

(6) the common re¿nement of. .1. and j (7) U f n U f D . RIEMANN SUMS AND INTEGRABILITY 283 b c 3 ***Acceptable responses are: (1) M j n M. (3) M n 1 x j x j1 .*** If f is a bounded function with domain I [a b] and . then the Lemma assures us that L f : + . (5) U ` f . j b c 3 (4) n 1 M j ( I j . [a b] is the set of all partitions of [a b].7. (2) m b a.

is bounded above by b a sup f x and U f : + .

by the least upper bound and greatest lower bound properties of the reals both sup L f : + . is bounded below by b a inf f x. Hence.

and inf U f : + .

exist to see that they need not be equal.1–we have that sup L g : + . note that–for the bounded function g given in Example 7.

0 while inf U g : + .

2. inf U S f 5b a b and a f x dx +. [a b] is the set of all partitions of [a b]. let n denote the subdivision of the interval [1 2] that consists of n segments of equal length. or just = b integrable. then f is Riemann integrable. sup L S f .1. x+I x+I De¿nition 7. for x + T For each n + M. on I . a f x dx 0 . Use n : n + M.11 Suppose that f is a function on U that is de¿ned and bounded on the interval I [a b] and . Then the upper Riemann integral and the lower Riemann integral are de¿ned by = a b = f x dx 5b a +. . If f x dx. respectively. and the common value of the integral is denoted by f x d x.

12 Let f x 5x 3 . to ¿nd an upper bound for Excursion 7. . for x +T .1.

Then n n v w n j 1 j 5j I1 I2 In .284 52 1 CHAPTER 7. Your work should have led you to a sequence for which the limit exists as n } For *. RIEMANN-STIELTJES INTEGRATION 3n k 1k f x d x. | 2 n 1 n + M.] ***Corresponding to each n you needed to ¿nd a useful form for U n f . [Hint: Recall that n n 2 1 . the partition that gives the desired n is 1 1 1 1 .

By Lemma 7.5).1. Since equation (7.*** 2 2n 2 It is a rather short jump from Lemma 7. + G. we will prove only equation (7. . b c m b a n L f ` n U f n M b a . Then = b = b m b a n f x dx n f x dx n M b a . a (7.1.9. Theorem 7. (7. with I j 1 8 n 1 and M j leads to n n n 5 5 21 21 U n f .4).9 to upper and lower bounds on the Riemann integrals. we have that. you should proved that 12 f x dx n . if f is Riemann integrable on I .4) a a Furthermore. for ` . is an immediate consequence of the de¿nition of the Riemann integral. then = b m b a n f x dx n M b a . They are given by the next theorem. Therefore.5) Proof.13 Suppose that f is de¿ned on the interval I [a b] and m n f x n M for all x + I . Let G denote the set of all subdivisions of the interval [a b].1.

Because ` is also arbitrary.e.e. we are going to make a slight transfer to a more general set-up. A re-examination of the proof of Lemma 7. = m b a n a b = f x dx n a b f x dx. Before getting into some of the general properties of upper and lower integrals.. Combining the inequalities leads to equation (7.1.7. for any n c 3b partition x0 x1 xn1 xn ..4). +& m b a n L f b ` c = n a b f x dx n M b a . RIEMANN SUMS AND INTEGRABILITY Since is arbitrary.1. b c m b a n L f ` n inf U f +& 285 and inf U f n M b a i. m b a n sup L f ` and sup L f ` n +& +& 5b a f x dx i.9 reveals that it relied only upon independent application of properties of in¿mums and supremums in conjunction with the fact that.

Now. for any partition S a x0 x1 xn1 xn b. x j x j1 0 and x j x j1 xn x0 .. given any function : that is de¿ned and strictly increasing on an interval [a b].

: S : a : x0 : x1 : xn1 : xn 0 and n b cc 3b b c : x j : x j1 j 1 j 1 : b. of [a b].

t : [a b] . : S is a partition of [: a : b] ? I : I [c d] F : S t I . Consequently. b c b c : x j : x j1 : b : a.

which is the “smallest” interval that contains : [a b]. . The case : t t returns us to the set-up for Riemann sums on the other hand. : [a b] need not be an interval because : need not be continuous. .

RIEMANN-STIELTJES INTEGRATION [0 3] and : t t 2 JtK. : S 2 4 3 [2 5 C [6 11 C 12.14 Let I CHAPTER 7. Then :} [0 1 C I | 1 5 8 0 1 2 3 of I .1.286 Example 7.

a function : that is de¿ned and monotonically increasing on x0 x 1 xn1 xn . 4 16 9 De¿nition 7. For the partition S | } 1 41 82 0 2 6 12 is a partition of [0 12] which contains : I .15 Given a function f that is bounded and de¿ned on the closed interval I [a b].1..

Then the upper Riemann-Stieltjes sum of f over : with respect to the partition S. for I j x j1 x j . and a partition S e . if < and D are any two subdivisions of I .13 yields the analogous results for Riemann-Stieltjes sums.1. n . Let S be a partition of I . and m inf f x. Then x+I x+I m : b : a n L S f : n U S f : n M : b : a and b c b c L S f : n L S ` f : n U S ` f : n U S f : (7. of I withdcorresponding subdivision I . is de¿ned by L S f : where : j b b c b cc : x j : x j1 . j 1 x+I j x+I j M j : j and the lower Riemann-Stieltjes sum of f over : with respect to the partition S. is de¿ned by U S f : n . let M j sup f x and m j inf f x.16 Suppose that f is a bounded function with domain I [a b] and : is a function that is de¿ned and monotonically increasing on I .1. Lemma 7. M sup f x.8) .7) for any re¿nement S ` of S.1. Furthermore. denoted by L S f : or L f :. then b c L < f : n U D f : (7. m j : j j 1 b c Replacing x j with : x j in the proof of Lemma 7. denoted by U S f : or U f :.6) (7.9 and Theorem 7.

Then the set of all functions that are integrable with respect to : in the Riemann sense is denoted by 4 :. RIEMANN SUMS AND INTEGRABILITY 287 The bounds given by Lemma 7.1. on I . If a f x d: x a f x d: x. or integrable with respect to : in the Riemann sense. and : is a function that is de¿ned and monotonically increasing on I . Theorem 7. .17 Suppose that f is a function on U that is de¿ned and bounded on the interval I [a b].1. Even there we either glossed over the stringent requirement of needing to check all possible partitions or limited ourselves to functions where some trick could be used. Because the proof is essentially the same as what was done for the Riemann upper and lower integrals. Then the upper Riemann-Stieltjes integral and the lower Riemann-Stieltjes integral are de¿ned by = a b = f x d: x +. 5b 5b respectively. [a b] is the set of all partitions of [a b]. Then = b = b m : b : a n f d: n f d: n M : b : a . a a De¿nition 7.1.1.16 with the greatest lower and least upper bound properties of the reals the following de¿nition. and the = b = b common value of the integral is denoted by f x d: x or f d:. a (7. then f is Riemann-Stieltjes integrable. some examples of . (7. and m n f x n M for all x + I .7. we offer the following theorem without proof. Depending on how rigorous your course was. De¿nition 7.19 Suppose that f is a bounded function with domain I [a b]. then = b m : b : a n f x d: x n M : b : a . : is a function that is de¿ned and monotonically increasing on I . if f is Riemann-Stieltjes integrable on I .9) a a Furthermore. sup L S f : .18 Suppose that : is a function that is de¿ned and monotonically increasing on the interval I [a b]. inf U S f : b a and f x d: x +.1. we restricted our study to Riemann integrals of continuous functions. .10) In elementary Calculus.

It is not worth our while to grind out some tedious processes in order to show that special functions are integrable. Integrability will only be a useful concept if it is veri¿able with a reasonable amount of effort. Suppose that for every > 0 there exists a partition S of I such that U S f : L S f : >. Theorem 7. Then f + 4 : on I if and only if for every > 0 there exists a partition S of I such that U S f : L S f : > (7.16.20 (Integrability Criterion) Suppose that f is a function that is bounded on an interval I [a b] and : is monotonically increasing on I . Since was arbitrary and the upper and lower Riemann Stieltjes integrals are con5 5b stants.1. we conclude that ab f x d: x a f x d: x i. .1.1. RIEMANN-STIELTJES INTEGRATION ¿nding the integral from the de¿nition might have been based on taking partitions of equal length and using some summation formulas (like was done in Excursion 7. (*) From the de¿nition of the Riemann-Stieltjes integral and Lemma 7. 3 . Let f be a function that is bounded on an interval I [a b] and : be monotonically increasing on I . L S f : n a 1 2 It follows immediately from (*) that = 0n a b = f x d: x a b f x d: x .288 CHAPTER 7.21 Fill in what is missing to complete the following proof.12) or might have made use of a special bounding lemma that applied to x n for each n + M.11) Excursion 7.1. we want to seek some properties of functions that would guarantee integrability. we have that = b f x d: x n n .. Towards this end. Proof.e.

[a b] such that a f x d: x . (5) U S f :. and (7) 5b a f x d: x L S f :.*** Theorem 7. = U S1 f : a b = f x d: x 2 and a b f x d: x L S2 f : . 5b . 2 (**) Let S be the common re¿nement of S1 and S2 . (3) f + 4 :.1. 2 4 Therefore. 0 implies that there exists a S1 + a f x d: x 2 +. [a b].20 will be useful to us whenever we have a way of closing the gap between functional values on the same intervals. 5b (4) L S2 f : a f x d: x. Corollary 7. The corollaries give us two “big” classes of integrable functions. suppose that f + 4 : and let 0 be given.22 If f is a function that is continuous on the interval I then f is Riemann-Stieltjes integrable on [a b]. 5b sup L S f :. [a b] such that a f x d: x U S1 f : a f x d: x and there 2 5b exists S2 + . Thus. (2) U S f :. .1. Lemma 7. a f x d: x inf U S f : and +. 2 Thus U S f : L S f : r s 5b U S f : a f x d: x . 5b 5b . 7 5 ***Acceptable responses are: (1) ab f x d: x. For .16.7) applied to (**) yields that = 5 a b = f x d: x 2 and a b f x d: x 6 . RIEMANN SUMS AND INTEGRABILITY 289 Conversely. [a b] the set of all partitions of [a b].1. equation (7. (6) L S f :.7.1.

Then there exists an @ 0 such that [: b : a] @ . Let : be monotonically increasing on I and f be continuous on I . RIEMANN-STIELTJES INTEGRATION Proof. Suppose that 0 is given. Let S x 0 a x1 x n1 xn b.290 CHAPTER 7. By the Uniform Continuity Theorem. f is uniformly continuous in [a b] from which it follows that there exists a = 0 such that d e 1u 1) u ) + I F u ) = " f u f ) .

be a partition of [a b] for which mesh S = and. [a b] and Proof. f + 4 :. Then M j m j n @ and U S f : L S f : Since n . c M j m j : j n @ : j j 1 @ [: b : a] . Suppose that f is a function that is monotonic on the interval I [a b] and : is continuous and monotonically increasing on I . j 1 2 n. then f + 4 :. we can b c a b b choose partition cc S x0 a x1 xn1 xn b. Corollary 7. Because : is continuous and monotonically increasing.1. be such that : b : a f b f a n . for each j.23 If f is a function that is monotonic on the interval I : is continuous and monotonically increasing on I . [a b] F U S f : L S f : . we have that 1 0 " 2S S + . For 0 given.b j 1 x j 1 nxnx j x j 1 nxnx j n . Because : was arbitrary. set M j sup f x and m j inf f x. In view of the Integrability Criterion. 0 was arbitrary. we conclude that f is Riemann-Stieltjes Integrable (with respect to any monotonically increasing function on [a b]). let n + M.

If f is monotonically increasing in I . for each j + 1 2 n. of [a b] such that : j : x j : x j1 : b : a . then.

n ..

Suppose that f is bounded on [a b] and continuous ?1 ?2 ?k . b b c f x j f x j 1 n j 1 : b : a f b f a n b b c c f x j1 . Proof. Then f + 4 :.1.b j 1 x j 1 nxnx j inf U S f : L S f : c M j m j : j n b cc : b : a . we have that 1 0 " 2S S + .7. f has only ¿nitely many points of discontinuity in I [a b]. n Since 0 was arbitrary. Corollary 7. and that the monotonically increasing function : is continuous at each point of discontinuity of f . In view of the Integrability Criterion. f + 4 :. m j f x j and while f monotonically decreasing yields that M j U S f : L S f : n c b cc : b : a . Let 0 be given.1. b b f x j1 f x j n j 1 : b : a f a f b .24 Suppose that f is bounded on [a b]. [a b] F U S f : L S f : . RIEMANN SUMS AND INTEGRABILITY Mj x j 1 nxnx j 291 f x b c f x j1 and sup f x b c f x j and m j n .

we can ¿nd k pairwise disjoint intervals u j ) j . Suppose further that : is a monotonically increasing function on [a b] that is continuous at each element of E. Because E is ¿nite and d e : is continuous at each ? j + E.b b c b cc : )j : uj j 1 ` . j 1 2 k. such that Et k >d j 1 e u j ) j + [a b] and k . is the nonempty ¿nite set of points of on [a b] E where E discontinuity of f in [a b].

x0 a x1 xn1 x n b.292 CHAPTER 7. [u m ) m ]. Let K [a b] k >b j 1 c u j ) j . there exists a = 0 such that b c 1s 1t s t + K F s t = " f s f t ` . corresponding to ` 0. RIEMANN-STIELTJES INTEGRATION for any ` 0 furthermore. Then K is compact and f continuous on K implies that f is uniformly continuous there. the intervals can be chosen in such a way that each point ?m + E D a b is an element of the interior of the corresponding interval. Thus.

be a partition of [a b] satisNow. let S fying the following conditions: c b 1 j j + 1 2 k.

" u j + S F ) j + S . b b c c 1 j j + 1 2 k.

" u j ) j D S 3 . and db c e 1 p 1 j p + 1 2 n.

F j + 1 2 k.

8. Using commutativity to regroup the summation according to the available bounds yields that U S f : L S f : ` n . from the Inte- Remark 7.1.b j 1 x p1 nxnx p u j implies that xq ) j . Furthermore.7 in our text. As a fairly immediate consequence of Lemma 7. If inf f x.10 in our text. and 6.1. Note that under the conditions established. 6.25 The three Corollaries correspond to Theorems 6. F x p1 / u j " x p = . Since 2M [: b : a] grability Criterion we conclude that f + 4 :. xq1 M sup f x. M p m p n 2M. M p sup f x and m p x+I x p1 nxnx p ` p. 0 was arbitrary.16 and the Integrability Criterion we have the following Theorem which is Theorem 6. .9. M p m p as long as x p1 / u j . then for each c M j m j : j n [: b : a] ` 2M ` whenever .

26 Suppose that f is bounded on [a b] and : is monotonically increasing on [a b].7.1.11) is satis¿ed for every re¿nement S of S ` . then equation (7. RIEMANN SUMS AND INTEGRABILITY 293 Theorem 7.1. x (b) If equation (7. (a) If there exists an 0 and a partition S ` of [a b] such that equation (7.11) is satis¿ed.11) is satis¿ed for the partition S x 0 a x1 d n1 xn e b.

s j and t j are arbitrary points in x j1 x j . j x0 a x1 xn1 xn b. j 1 (c) If f + 4 :.n b c b cn n f s j f t j n : j . then n . for each j . equation (7.11) is satis¿ed for the partition S and. and. for each j. j 1 2 n.

t j is an arbitrary point in x j1 x j .1. then n n = b n n. d e 1 2 n.27 Recall the following de¿nition of Riemann Integrals that you saw in elementary calculus: Given a function f that is de¿ned on an interval I x : a n x n b. n nj 1 n a Remark 7. b c n n n f t j : j f x d: xn .

the “R” sum for I1 I2 In ..

The point G j is referred to as a sampling point. a subdivision of I is given by j n . In particular. if the function f x : a n x n b. j 1 b c b c f Gj ( Ij where G j is any element of I j . To get the “R” integral we want to take the limit over such sums as the mesh of the partitions associated with goes to 0.

and . [a b] denotes the set of all partitions is de¿ned on I x0 a x1 x n1 x n b.

then f is said to be “R” integrable over I if and only if lim j n . of the interval I . j 1 mesh[ab]0 b cb c f G j x j x j1 .

there exists a = 0 such that = 1 and (!) 1s 1t s t + [m M] F s t = " M s M t . The limit is called the “R” integral and is 5b denoted by a f x dx. RIEMANN-STIELTJES INTEGRATION d e exists for any choices of G j + x j1 x j . Because 2 . and h x M f x for x + [a b]. M is uniformly continuous on [m M]. Excursion 7.28 Suppose f + 4 : on [a b].1. let h x M f x for x + [a b]. there exists a S x0 a x1 xn b.29 Fill in what is missing in order to complete the proof. Taking : t t in Theorem 7.294 CHAPTER 7. Then h + 4 : on [a b]. Theorem 7.1. By the . Suppose that 0 is given. m n f n M on [a b]. M is continuous on [m M]. Proof.26 justi¿es that the old concept of an “R” integrability is equivalent to a Riemann integrability as introduced at the beginning of this chapter. Hence.1. For f + 4 : on [a b] such that m n f n M on [a b] and M a continuous function on [m M]. The following theorem gives a suf¿cient condition for the composition of a function with a Riemann-Stieltjes integrable function to be Riemann-Stieltjes integrable.

+ . [a b] such that U S f : L S f : = 2 . For each j + 1 2 n.

we know that b c k j : j + 1 2 n. and m ` j A j x j 1 nxnx j inf h x.. let M j x j 1 nxnx j x j 1 nxnx j (!!) x j 1 nxnx j sup f x. From the Trichotomy Law. m j inf f x. M ` j sup h x.

F M j m j = b c k j : j + 1 2 n.

F M j m j o = and B j .

Since j j B t 1 2 j. RIEMANN SUMS AND INTEGRABILITY 295 are disjoint.e. It follows from (!) that i.. h u h ) . then u ) + x j1 x j " f u f ) =. Hence.7.1. M ` m ` n . d e If j + A.

Because = 3 : j . we conclude that j+B r s K sup M t.b j+B c M j m j : j n 4 =2.. we have that M ` m ` n 2K for each j + 1 2 n. Consequently. j+B 3 : j n . for by choice. (!!) implies that = .

. (5) [: b : a]. (3) M f u M f ) . ***Acceptable responses are: (1) Uniform Continuity Theorem. (4) U S f :L S f :. 5 Since 0 was arbitrary. Combining the bounds yields that j j j+B U S h : L S h : s n 3r ` ` : Mj m j j j 1r s 3 M ` m ` : j j j n j +A 3r j+B M` j m` j s : j 2K .*** 7.1 Properties of Riemann-Stieltjes Integrals This section offers a list of properties of the various Riemann-Stieltjes integrals. and j j r mntnM s 3 M ` m ` : j 2K . The ¿rst lemma allows us to draw conclusions concerning the upper and lower Riemann-Stieltjes sums of a constant times a bounded function in relationship to the upper and lower Riemann-Stieltjes sums of the function. the Integrability Criterion allows us to conclude that h + 4 :.1. (2) f + 4 :.

let g x k f x. supg x ! k sup f x . For k a nonzero real number and g k f . x+I . RIEMANN-STIELTJES INTEGRATION Lemma 7. Suppose that k and g x k f x n k M for all x + I 0 and that M sup f x. x+I x+I inf g x kM ksup f x . Since k is negative. k M is a lower bound for g x on I .) By substitution. then there exists an 0. x+I Next. M k M which gives us a contradiction to M being the sup f x. f x n M for all x+I x + I implies that g x k f x o k M.296 CHAPTER 7. if k 0 ! ! x+I x+I inf g x . if k 0 ! k sup f x .30 Suppose that f is a function that is bounded and de¿ned on the interval I [a b]. Now. we conclude that f x n M k for all x + I . (Here. But. Then f x n M for all x + I x+I Hence. supg x x+I r s kM ksup f x . we have k f x n k M for all x + I .1. if k 0 ! x+I x+I ! ! k inf f x . k M is an upper bound for g x on the interval I . then there exists an 0 such that g x n k M for all x + I . we have ! k inf f x . We will prove two of the four equalities. such that g x o k M for all x + I . suppose that k 0 and that M sup f x. If k M is not a greatest lower bound. For f a function that is de¿ned and bounded on the interval I [a b] and k a nonzero real number. Since x+I k is positive. Therefore. the latter is equivalent to f x n M for all x + I k which contradicts that M is the supremum of f over I . Hence. If k M is not the least upper bound. Therefore. can be taken to be any positive real that is less than or equal to the distance between k M and supg x. if k 0 x+I x+I Proof. from k f x o k M and k 0.

and f 2 are bounded and de¿ned on the closed interval I [a b] and : is a function that is de¿ned and monotonically increasing in I .1.7. if k 0 5b (a) If g k f for k + U 0. RIEMANN SUMS AND INTEGRABILITY 297 Theorem 7. 5b ! k a f x d: x . f 1 .31 (Properties of Upper and Lower Riemann-Stieltjes Integrals) Suppose that the functions f .1.

and 5b 5b (ii) a f 1 x d: x n a f 2 x d: x. (d) If a b c and f is bounded on I ` x : a n x n c. then a gd: ! 5b k a f x d: x . if k 0 a 5b and a gd: . and f 2 x d: x.. then 5b 5b a a 5b h x d: x o a f 1 x d: x a 5b 5b (ii) a h x d: x n a f 1 x d: x f 2 x d: x. ! 5b k f x d: x . then 5b 5b (i) a f 1 x d: x n a f 2 x d: x. (c) If f 1 x n f 2 x for all x + I . if k 0 a (b) If h (i) f1 5b f 2 . if k 0 5 ! k b f x d: x .

then 5b 5c 5c (i) a f x d: x a f x d: x b f x d: x. Suppose that > 0 is given. let G < D denote the d e set of all subdivisions of the interval < D . Excursion 7.1. and : is monotonically increasing on I ` .32 Fill in what is missing in order to complete the following proof of part d(i). and 5c 5b 5c (ii) a f x d: x f x d: x a b f x d: x. Proof. Since = b = c f x d: x sup L f : and f x d: x sup L f : . For any ¿nite real numbers < and D. Suppose that a b c and that the function f is bounded in the d e interval I ` [a c]. a +&[ab] b +&[bc] .

we want to show that the inequality can be reversed. S ) C b. Suppose that given. respectively. with corresponding subdivisions n and m . 0 is Now. such that = b = c > > L n f : o f x d: x and L m f : o f x d: x . it follows that = c = b f x d: x o f x d: x a a = b c f x d: x . Then 5c a f x d: x o L n f : 1 L m f : 2 Since 0 was arbitrary.298 CHAPTER 7. let denote the corresponding subdivision of [a c]. RIEMANN-STIELTJES INTEGRATION there exists partitions Pn and Pm of [a b] and [b c]. a +&[ac] There exists a ) + G [a c] such that L f : b ) c = a c f x d: x . Since = c f x d: x sup L f : . 2 2 a b For P Pn C Pm .

and )) 3 For S ) the partition of [a c] that corresponds to ) . a b . let S )) denote the re¿nement of ) that corresponds to S )) . it follows from the de¿nition of the lower Riemann-Stieltjes integrals that = b = c b c f x d: x f x d: x o L )) f : . b c b c Because )) is the union of a subdivision of [a b] and a subdivision of [b c]. From L ) f : n L )) f : .

1. (a) If g x k f x for all x + I . then f 1 a a = a b f 2 x d: x . (4) same as completion for (2). f 2 + 4 : on the interval I [a b].16.31 translate directly to some of the algebraic properties that are listed in the following Theorem. the results of Theorem 7.1. RIEMANN SUMS AND INTEGRABILITY Therefore. 5b 5c 5c In view of the Trichotomy Law. . f 1 . a a (b) If h f1 f 2 + 4 : and = b = b h x d: x f 1 x d: x f 2 . then = b = f 1 x d: x n a a b f 2 x d: x . 4 Since 0 was arbitrary.7.*** Given Riemann-Stieltjes integrable functions. then g + 4 : and = b = b g x d: x k f x d: x .33 (Algebraic Properties of Riemann-Stieltjes Integrals) Suppose that the functions f . we conclude that = b = c = f x d: x f x d: x o a b a c f x d: x . = b a 299 = f x d: x b c b c b c f x d: x o L )) f : o L ) f : .1. a f x d: x o a f x d: x b f x d: x 5b 5c 5c and a f x d: x b f x d: x o a f x d: x yields the desired result. (c) If f 1 x n f 2 x for all x + I . Theorem 7.1. (3) Lemma 7. 5c 5b (2) a f x d: x b f x d: x . ***Acceptable responses include: (1) L f :.

300 CHAPTER 7. RIEMANN-STIELTJES INTEGRATION x : b n x n c.

has length 0).1. Remark 7. a Remark 7. then f + 4 c: and = a b = f d c: c a b f x d: x .34 As long as the integrals exist. then f + 4 : = a b : ` and = b fd : b : ` c = a b f x d: x a f x d: ` x . then n= b n n n n f x d: xn n M [: b : a] .1. we note that = a f x d: x 0 for any function f ... with a f x d: x we had a b and took the sums over subdivisions as we were going from a to b). n n a (f) If f + 4 : ` on I . the formula given in (d) of the Corollary holds regardless of the location of b i. then f is Riemann= f x d: x b c (d) If the function f + 4 : also on I ` Stieltjes integrable on I C I ` and = a c = f x d: x a b f x d: x .1. . (e) If f x n M for x + I .35 Since a point has no dimension (that is. Remark 7.e. then it makes sense to introduce the convention that = a = b f x d: x f x d: x b a for Riemann-Stieltjes integrable functions f . (g) If c is any positive real constant. b need not be between a and c.36 If we think of the de¿nition of 5 Riemann-Stieltjes integrals as the b taking direction into account (for example.

because M1 t t 2 . Choose < 1. Theorem 7.1. Suppose that f + 4 : and g + 4 : on [a b]. For example. if f + 4 : on an interval [a b]. . it follows that f g + 4 : on [a b] and f g + 4 : on [a b]. then f + 4 : and n= b n = b n n n f x d: x .28 yields that f g2 and f g2 are also Riemann-Stieltjes integrable with respect to : on [a b].1. Theorem 7. and M3 t M2 t < t D for any real constants < and D. Choosing different continuous functions for M in Theorem 7. The proof of the next theorem makes nice use of this observation. then f I is integrable on I ` for any subinterval I ` of I . Proof. Suppose f + 4 : on [a b].7.39 If f + 4 : on [a b].1.28 yields that 5 f + 4 : on [a b]. Theorem 7.1. then each of f 2 . Taking M t 5 t in Theorem 7.1. Finally. From the Algebraic Properties of the Riemann-Stieltjes Integral. if f x d: x o 0 and < 1.37 (Restrictions of Integrable Functions) If the function f is (Riemann) integrable on an interval I . RIEMANN SUMS AND INTEGRABILITY 301 The following result follows directly from the observation that corresponding to each partition of an interval we can derive a partition of any subinterval and vice versa. Then n= n n n b a n n f x d: xn n = < a b f x d: x and < f x n f x for x + [a b] . the difference 4fg as claimed. t. f x d: xn n n n a a f g2 f g2 + 4 : on [a b] Proof.28 in combination with the basic properties of Riemann-Stieltjes integrals allows us to generate a set of Riemann-Stieltjes integrable functions. are continuous on U. if f x d: x n 0. and < f D will be Riemann-Stieltjes integrable with respect to : on [a b].1.38 If f + 4 : and g + 4 : on [a b].1. f . Taking M t t 2 in Theorem 7. then f g + 4 :.

On the other hand.302 CHAPTER 7. Recall that. The following result offers a suf¿cient condition under which a Riemann-Stieltjes integral is obtained as a point evaluation. RIEMANN-STIELTJES INTEGRATION It follows from Algebraic Properties of the Riemann-Stieltjes Integrals (a) and (c) that n= b n = b = b = b n n n n < f x d: x . f x d: xn f x d: x < f x d: x n n a a a a One glaring absence from our discussion has been speci¿c examples of ¿nding the integral for integrable functions using the de¿nition. we need to determine the set of all upper Riemann-Stieltjes sums and the set of all lower Riemann-Stieltjes sums this is where the subdivisions of the interval over which we are integrating range over all possibilities. the characteristic function N A : S 0 1. Think for a moment or so about what the de¿nition requires us to ¿nd: First. whenever we have general conditions that insure integrability. It makes use of the characteristic function. and no systematic way of knowing when we “have checked enough” subdivisions or sums. for a set S and A t S. We have no uniformity. no simple interpretation for the suprema and in¿ma we need. the uniqueness of the least upper and greatest lower bounds allows us to ¿nd the value of the integral from considering wisely selected special subsets of the set of all subdivisions of an interval.

if x + A N A x 0 . 0 . If : x N0* x s.e. if x + S A In the following. N0* denotes the characteristic function with S 0 * i. if x 0 N0* x . .. 1 .40 Suppose that f is bounded on [a b] and continuous at s + a b. then = a b f x d: x f s . is de¿ned by 1 . if x n 0 U and A Lemma 7.1.

7. RIEMANN SUMS AND INTEGRABILITY 303 Proof. For each S x0 a x1 xn1 xn d b.1.

be ancarbitrary partition for [a b]. there exists a j + 1 2 n.

we have that : xk 0 for each k + 1 2 j 1. such that s + x j1 x j . From the de¿nition of :.

and : xk 1 for each k + j n.

if k . j 1 .. Hence. :k : xk : xk1 0 . if k + 1 2 j 1.

C j 1 n.

a f x d: x f s.41 Suppose the sequence of nonnegative real numbers cn . b c Since f is continuous at s and x j x j1 n mesh S. Therefore.1. from which we conclude that U S f : x j 1 nxnx j sup f x and L S f : x j 1 nxnx j inf f x . inf x j 1 nxnx j If the function f is continuous on an interval [a b].40 can be extended to a sequence of points in the interval. then Lemma 7. Theorem 7.1. sup f x s and x j 1 nxnx j 5b f x s as mesh S 0.

sn .* 1 is n * 3 * such that cn is convergent.

n + M : a sn n u. f x d: x cn f sn . n 1 * 3 n 1 cn N0* x sn .n 1 is a sequence of distinct points in a b. n 1 and f is a function that is continuous on [a b]. If : x then = a b * .

let Su T) n + M : a sn n ). For u ) + a b such that u ). and Proof.

. : u cn n cn : ) n+Su n+T) from which we conclude that : is monotonically increasing. Furthermore. Then . n 1 .. : a * 3 0 and : b cn .

Since * 3 n 1 cn is convergent.1. = a b = f x d: x a b f x : ) x dx.1. n K 1 cn M K 3 n 1 where M * 3 n K 1 sup f x. j 1 f x d:1 x cn f sn while :2 b :2 a M yields that n= n n n b a n n f x d:2 xn . n Because : :1 :2 . Furthermore. RIEMANN-STIELTJES INTEGRATION 0 be given. there exists a positive integer K such that * . Theorem 7.1. n n a n n 1 5b a Since 0 was arbitrary. Let :1 x x+[ab] cn N0* x sn and :2 x cn N0* x sn .43 Fill in what is missing in order to complete the following proof of Theorem 7.42 Suppose that : is a monotonically increasing function such that : ) + 4 on [a b] and f is a real function that is bounded on [a b].304 Let CHAPTER 7. n n f x d: x cn f sn n . f x d: x 3* n 1 cn f sn . Excursion 7.40 that = a b K . we conclude that n= n K n b n .42. . It follows from Lemma 7. Then f + 4 : if and only if f : ) + 4.1.

Suppose that 0 is given.1. RIEMANN SUMS AND INTEGRABILITY 305 Proof.7. there exists a partition S x0 x1 xn . by the Integrability Criterion. Since : ) + 4 on [a b].

for each d e j + 1 2 n. Furthermore. from the Mean-Value Theorem. of [a b] such that b c U S : ) 1 M (7.12) where M sup f x.

1. there exists a t j + x j1 x j such that b c : j : ) t j x j .13) 2 d e By Theorem 7.12). j + 1 2 n.26(b) and (7. for any s j + x j1 x j . (7.

j 1 b c f s j : j n . j 1 3 and n3 n n n j n n n n n 1 b c 3 f s j : j n j 1 n b c b c n f s j : ) s j x j n 3n j 1 n That is. j n n n n n. b c n .n b c b cn n: ) s j : ) t j n x j . j 1 (7. n3 n b cd )b c b ce n n n ) s n j 1 f s j : t j : j x j n n3 n d b c b ce n n M n n 1 : ) t j : ) s j x j n . b c b c n n ) f s j : j f s j : s j x j n n nj 1 n j 1 4 n n b c )b c n f s j : s j x j n n (7.14) With this set-up. n . we have that n .15) .

if follows that (7. for any function f that is bounded = a b = f x d: x a b f x : ) x dx. RIEMANN-STIELTJES INTEGRATION 1 2 n. j n . 0 was arbitrary. (2) : x j : x j1 (3) f s j : ) t j x j 5b b c b c 3 (4) n 1 f s j : ) t j x j . Then d e for any choice of points s j + x j1 x j . we conclude that. [a b].15) can be used to draw the same conclusion concerning the comparable lower Riemann and Riemann-Stieltjes integrals in order to claim that = b = b f x d: x f x : ) x dx. d r t and m d l to more .*** j Recall that our original motivation for introducing the concept of the Riemann integral was adapting formulas such as A l *.16) . Therefore. Since S was arbitrary. (5) a f x : ) x dx. (7. n= n n b n n n f x d: x n nn . a a The combined equalities leads to the desired conclusion. the set of all partitions of [a b].306 CHAPTER 7. . n b cn nU S f : U S f : ) n n .15) also allows us to conclude that b c U S f : ) n U S f : Hence.16) holds for all S + . n a n 5 Because on [a b]. Equation (7. j 1 b c b c f s j : j n U S f : ) and c b U S f : n U S f : ) Equation (7. b b c b c c b c b c ***Acceptable responses are: (1) L S : ) .

1. A a Proof.7. The Riemann-Stieltjes integral allows us to replace both of the “constant dimensions” with functions. Remark 6. and f + 4 : on [a b]. : is monotonically increasing on [a b].18 on page 132 of our text describes a speci¿c example that illustrates to Àexibility that has been obtained. and = B = b g y d. y : M y and g y f M y. For y + [A B]. RIEMANN INTEGRALS AND DIFFERENTIATION 307 general situations the Riemann integral allow us to replace one of the “constant dimensions” with functions that are at least bounded where being considered.2. Then g + 4 .44 (Change of Variables) Suppose that M is a strictly increasing continuous function that maps an interval [A B] onto [a b]. Because M is strictly increasing and continuous. Theorem 7. let . y f x d: x . each partition S y0 y1 ecn . The last result of this section gives us conditions under which we can transfer from one Riemann-Stieltjes integral set-up to another one.

+ bd [A B] where x0 x 1 xn .

[a b] if and only if T y . + . b c bd ec xj M y j for each j + 0 1 n.

a .1 (Mean-Value Theorem for Integrals) Suppose that f is continuous on I [a b].. we have some nice results that allow us to make use of our knowledge of derivatives to compute integrals.2. The ¿rst result is both of general interest and a useful tool for proving some to the properties that we seek. Since f x j 1 x j g y j1 y j for each j.2 Riemann Integrals and Differentiation When we restrict ourselves to Riemann integrals. U S f : and L T g . The result follows immediately from the Integrability Criterion. Theorem 7. 7. L S f : . it follows that U T g . Then there exists a number G in I such that = b f x dx f G b a .

If f is continuous on I .13. then. This result follows directly from the bounds on integrals given by Theorem 7. if f is Riemann integrable on the interval [a b]. it is integrable there and. = m b a n a b f x dx n M b a f x0 for some x0 + I and M sup f x x+I 5b f x dx a f x1 for some x1 + I . In particular.13 and the Intermediate Value Theorem.1. The accumulation function is precisely the object that will allow us to relate the process of integration back to differentiation at a point. A is a real number max f x x+I b a such that m n A n M. f x0 n A n f x1 implies that there exists a G + I such that f G A. The variable t is used as the dummy variable because x is the argument of the function.1. by the Theorem on Restrictions of Integrable Functions. The ¿rst one makes use of the fact that integrability on an interval allows us to de¿ne a new function in terms of the integral.2 (The First Fundamental Theorem of Calculus) Suppose that f + 4 on I [a b]. Theorem 7. . By the Intermediate Value Theorem. Since f is continuous on [a b]. by Theorem 7. we know that it is integrable on every subinterval of [a b]. for each x + a b. where m x+I x+I a inf f x min f x This function is sometimes referred to as the accumulation of f –probably as a natural consequence of relating the process of integration to ¿nding the area between the graph of a positive function and the real axis. The following two theorems are two of the most celebrated results from integral calculus.2. F ) x f x. for each x + [a b]. Now. RIEMANN-STIELTJES INTEGRATION Proof. then F is differentiable in a b and. Namely. They draw a clear and important connection between integral calculus and differential calculus.308 CHAPTER 7. we can consider = x f : x f t dt. Then the function F given by = x F x f t dt a is uniformly continuous on [a b].

7. Thus. Suppose that u ) + [a b]..2. Without loss of generality we can assume that u ). For the second part. suppose f is continuous on [a b] and x + a b.e. RIEMANN INTEGRALS AND DIFFERENTIATION 309 Proof. from the Algebraic Properties of Riemann-Stieltjes Integrals (d) and (e). t+I r 0 1u 1) u ) + I F u ) = M " F ) F u s i. Then. n= ) n n n n F ) F u n f t dt n n M u ) n u where M 1 sup f t. F is uniformly continuous on I . Then there exists =1 such that x h : h =1 .

for any h. and x = x h = x = x h f t dt f t dt f t dt a a x Consequently. Now. F x h F x h f Gh where x Gh =1 . for h =1 . we have that each of a f t dt. t a b. for h =1 . F x h F x x By the Mean-Value Theorem for Integrals. there exists Gh with x Gh =1 such that = x h f t dt f Gh h. Since f is continuous at x. we have that = x h f t dt. x Hence. suppose that > 0 is given. with h =1 . Since f is continuous it is in5x h tegrable on every subinterval of I . 5x h 5x f t dt exists and a f t dt. Choose = min =1 =2 . there exists a =2 0 such that f * f x > whenever * x =2 .

. for h =. we have n n n F x h F x n n f xn f Gh f x > n n h . Then.

we conclude that F is differentiable on the open interval a b.4 Fill in what is missing in order to complete the following proof.3 (The Second Fundamental Theorem of Calculus) If f + 4 on I [a b] and there exists a function F that is differentiable on [a b] with F ) f . Proof. Suppose that 0 is given. then = b f t dt F b F a .2. Theorem 7. a Excursion 7. F ) x f x. we can x0 x1 xn . RIEMANN-STIELTJES INTEGRATION 0 was arbitrary. we conclude that h0 lim F x h F x h f x i. by the 1 .310 Since > CHAPTER 7.. For f + 4. Since x + a b was arbitrary.e.2.

for each j + 1 2 n. By the Mean-Value Theorem. of [a b] such that U S f L S f choose a partition S e d .

(2) f t j x j . nj 1 n a Therefore. 2 Hence. a f t dt F b F a.1. from Theorem 7.26(c). j 1 b c f t j x j 3 n n n3 b c n b n 5 n n On the other hand. n f t j x j f x dx n . n n n n =b n n n f x dx n . there is a point t j + x j1 x j such that b c b c b c F x j F x j1 F ) t j x j . b c ***Acceptable responses are: (1) Integrability Criterion. n n n n 3 Since 0 was arbitrary. (3) F b F a.*** 5b a . n .

we take f to be integrable on an open interval containing 5x ) I . Theorem 7.1 Some Methods of Integration We illustrate with two methods.7. we ¿nd any primitive of f . for each c + I . it follows that if F is any antiderivative for f then F G c for some constant c and we have that = F b F a [G b c] [G a c] [G b G a] a b f t dt.2. F. we can claim that G x a f t dt is differentiable on [a b] with G x f x on [a b]. When f is a continuous5function. The theoretical foundation for the method of substitution is given by Theorem 7.42 and the Change of Variables Theorem. By the First Fundamental Theorem of Calculus.1. Remark 7.5 The statement of the First Fundamental Theorem of Calculus differs from the one that you had in elementary Calculus.2.7 Suppose that the function f is continuous on a segment I . RIEMANN INTEGRALS AND DIFFERENTIATION 311 Remark 7.6 The Fundamental Theorems of Calculus give us a circumstance under which ¿nding the integral of a function is equivalent to ¿nding a primitive or antiderivative of a function. then = a b f u x u x dx ) = ub ua f u du Proof. we conclude that it has a primitive and denote the set of all primitives by f x dx to ¿nd the de¿nite 5b integral a f x dx. the funcdu tions u and are continuous on a segment J . and the range of u is contained in dx I . If instead of taking f to be integrable in I [a b]. Namely. If a b + J . namely substitution and integration-by-parts. and we conclude that = a b f x dx nb F x na F b F a .2. 7.2. This enables us to offer a slightly different proof for the Second Fundamental Theorem of Calculus. the function = u F u f t dt c .2.

312 CHAPTER 7. if G x F u x. Example 7. The theorem follows from the transitivity of equals. By the Chain Rule. It follows from the Second Fundamental Theorem of Calculus and the de¿nition of G that = b = b ) f u x u x dx G ) x dx G b G a F u b F u a a a From the de¿nition of F. RIEMANN-STIELTJES INTEGRATION is differentiable with F ) u f u for u + I with c n u. Also.8 Use of the Substitution Method of Integration to ¿nd = r cos 3t 0 H4 cos (a) Take u Hs 4 2 r 3t r Hs sin 3t 4 Hs dt 4 (b) Take u r cos3 3t Hs . u. The IBP identity is given by = = ud) u) )du . and u ) . then G ) x F ) u x u ) x. 4 The other common method of integration with which we should all be familiar is known as Integration by Parts.2. G ) x f u x u ) x. G ) is continuous from the continuity of f . we conclude that = ub = F u b F u a f t dt c c ua = f t dt ub ua f t dt. Hence.

Find 5 x3 T 1 x 2 dx.9 Examples of the use of the Integration-by-Parts method of integration. RIEMANN INTEGRALS AND DIFFERENTIATION 313 for u and ) differentiable and follows from observing that d u) ud) )du. such as the inverse trig functions. 1.2. This enables us to tackle integrands that “are products of functions not related by differentiation” and some special integrands.7. which is the product rule in differential notation. Find 5 arctan x dx . 2.2. Example 7.

1 t As fairly immediate consequences of the de¿nition. is de¿ned by the formula = x 1 ln x dt. denoted by ln .2.2. ln 1 0. a x though we know that it exists for any ¿nite closed interval that does not contain 0 because x 1 is continuous in any such interval. ln a ln b. The formula x n ) nx n1 for n an integer leads us to conclude that x k dx x k Å1 C for any constant C as long as k 1 / 0. Let f x ln x for x 0 and suppose that a and b are positive real numbers.2 The Natural Logarithm Function The Fundamental Theorems enable us to ¿nd integrals by looking for antideriva5 tives. So we can’t use a simple formula k 1 to determine = b 1 dx. the following properties hold: 1. Then. . ln ab 3. ln a ln b. This motivates us to introduce a notation for a simple form of this integral. ln ab 2.314 3. Find 5 e2x sin 3x dx CHAPTER 7.10 The natural logarithm function. for every x 0. RIEMANN-STIELTJES INTEGRATION 7. De¿nition 7. we have the following Properties of the Natural Logarithm Function.

ln a r 5. 1 .7. x x : 0 x *. INTEGRATION OF VECTOR-VALUED FUNCTIONS 4. f ) x r ln a for every rational number r .3.

11 Once we have property (6). and 10. Remark 7. written f + 4 :.2. De¿nition 7.. This leads us back to the function ex . f is increasing and continuous on I 7. continuity. b c if and only if 1 j j + 1 2 n. 8. we de¿ne Riemann-Stieltjes integrability of vector-valued functions by assignment of that property to the coordinates. the range of f is all of U. f is Riemann-Stieltjes integrable with respect to : on I . 1 n ln 2 n 1. the Inverse Function Theorem guarantees the existence of an inverse function for ln x.1 Given a vector-valued (n-valued) function f f 1 f 2 f n n where the real-valued functions f f f are bounded on from [a b] into U 1 2 n the interval I [a b] and a function : that is de¿ned and monotonically increasing on I . 7. and differentiability from single-valued functions translated to vector-valued functions. ln x 9. 2 * as x *. ln x * as x 0 .3 Integration of Vector-Valued Functions Building on the way that limits.3. 315 6.

= a b t= f x d: x de f a b = f 1 x d: x a b = f 2 x d: x a b u f n x d: x . Because of the nature of the de¿nition. any results for Riemann-Stieltjes integrals that involved “simple algebraic evaluations” can be translated to the vectorvalued case. " f j + 4 : . In this case. .

RIEMANN-STIELTJES INTEGRATION Theorem 7.316 CHAPTER 7. then h + 4 : and = a b = h x d: x a b = f x d: x a b g x d: x . (b) If h f g. (c) If the function f + 4 : also on I ` x : b n x n c.3.2 Suppose that the vector-valued functions f and g are RiemannStieltjes integrable with respect to : on the interval I [a b]. (a) If k is a real constant. then kf + 4 : on I and = a b = kf x d: x k a b f x d: x .

. then f is RiemannStieltjes integrable with respect to : on I C I ` and = a c = f x d: x a b = f x d: x b c f x d: x . Theorem 7. then f + 4 c: and = a b = fd c: c a b f x d: x .4 Suppose that f f 1 f 2 f n + 4 on I . Theorem 7. (e) If c is any positive real constant. Then f + 4 : if and only if f: ) + 4.3. = a b = f x d: x a b f x : ) x dx.3 Suppose that : is a monotonically increasing function such that : ) + 4 on [a b] and f is a vector-valued function that is bounded on [a b]. (d) If f + 4 : ` on I .3. Furthermore. [a b]. then f + 4 : = a b : ` and = f x d: x a b fd : b : ` c = a b f x d: ` x .

Then f + 4 : and n= b n = b n n n f x d: x . any of the results for Riemann-Stieltjes integrals of realvalued functions that involved inequalities require independent consideration for formulations that might apply to the vector-valued situation while we will not pursue the possibilities here.3.18) 0 such that f I 1 b c f x : x + I .1. because f is on I .3. INTEGRATION OF VECTOR-VALUED FUNCTIONS (a) Then the vector-valued function F given by t= x = x = F x f 1 t dt f 2 t dt a a a 317 x u f n t dt for x + I is continuous on [a b]. then F is differentiable in a b and. Furthermore. then = b f t dt G b G a . Then T 2 2 2 f x f 1 x f 2 x f n x o 0 for x + I and.3.17) n n a a Excursion 7. The generalization–natural as it is–still requires proof. Theorem 7.39 because the inequality involved the absolute value which generalizes naturally to an inequality in terms of the Euclidean metric. a On the other hand. Proof. (b) If there exists a vector-valued function G on I that is differentiable there with G) f . if f is continuous on I .5 Suppose that f : [a b] Un and f + 4 : on [a b] for some : that is de¿ned and monotonically increasing on [a b].7.6 Fill in what is missing in order to complete the following proof. The one place where we do have an almost immediate carry over is with Theorem 7. for each x + a b. f x d: xn n (7. there exists M (7. sometimes other geometric conditions can lead to analogous results. F) x f x f 1 x f 2 x f n x. Suppose that f f 1 f 2 f n + 4 : on I [a b].

Since 1 j j + 1 2 n. t [0 M].

" f j + 4 : and the .

RIEMANN-STIELTJES INTEGRATION t 2 is continuous on U. 1 j j + 1 2 n.318 function M t r CHAPTER 7. by f j2 s 2 .

f 1 x f 2 x f n x + 4 :. Taking M ` t t for t o 0 in Theorem 7.17) is certainly satis¿ed if f. From Algebraic Property (b) of the RiemannT 2 2 2 Stieltjes integral. For each 5b 5b j + 1 2 n.1. Since (7.28 yields that f . we assume that f / 0. " + 4 : .

Recall the following de¿nition. . it follows that = b = b . then < is called an arc. n .3. w * j f j t d: t n a j 1 a a 5b 5b Because w / 0. (7. ***Acceptable responses are: (1) bounded.. = b n n n . From (7. then < is a closed curve..*** 7. j 1 j 1 a a j 1 3 From Schwarz’s inequality.1 Recti¿able Curves As an application of Riemann-Stieltjes integration on vector-valued functions we can prove a result that you assumed when you took elementary vector calculus. (2) Theorem 7.17). let * j a f j x d: x and set w a f x d: x. w2 n w a f t d: t implies that w n a f t d: t which is equivalent to equation 7. = b n 2 w f t d: t w f t d: t . (3) + 4 :. Then = b . . 2 2 w *j *j f j t d: t * j f j t d: t .7 A continuous function < from an interval [a b] into Un is called a curve in Un or a curve on [a b] in Un if < is one-to-one.19) 3 Now n 1 * j f j t and w f t are real-valued functions on [a b] that are in j 4 :. j 1 * j f j t n 4 f t for t + [a b] .19) and Algebraic Property (c) of Riemann-Stieltjes integrals. (4) w.28. and if < a .3. De¿nition 7.1.

<1 t t t and <2 t t t are 2.8 In the de¿nition of curve. j 1 x0 a x 1 xm1 xm b. we want to think of the curve as the actual mapping because the associated set of points in Un is not uniquely determined by b 2c a particular mapping.3.n b c b cn n< x j < x j1 n . S let S < m .3. two different mappings that give the same associated subset of U Given a curve < on [a b]. INTEGRATION OF VECTOR-VALUED FUNCTIONS 319 Remark 7. for any partition of [a b]. As a simple example.7.

3. If < ) is continuous on [a b].[ab] sup S < if < *.1.39. Suppose that < is a curve on [a b] in Un such that < ) is continuous. We close this chapter with a theorem that tells us a condition under which Riemann integration can be used to determine the length of a recti¿able curve. Then S < is the length of a polygonal path having vertices < x 0 < x1 < xm which. gives an approximation for the length of the curve < . Theorem 7. < a Proof.9 Suppose that < is a curve on [a b] in Un . For this reason. we would like to have conditions under which we can determine when a given curve is recti¿able. [a b] the set of all partitions of [a b]. n= n = n xj n n b c n b cn n x j ) n n n< x j < x j1 n n n< ) tn dt. In various applications of mathematics integrating over curves becomes important. From d e the Fundamental Theorem of Calculus and Theorem 7. then < is recti¿able and = b n ) n n< tn dt. For . for x j1 x j t [a b]. it is reasonable to de¿ne the length of a curve < as < +. if conditions are right. then < is said to be recti¿able. < t dt n n n x j 1 n x j 1 .

RIEMANN-STIELTJES INTEGRATION x0 a x1 xm1 x m = b n ) n n< tn dt S < n a Hence. S b.320 CHAPTER 7. for any partition of [a b].

By the Uniform Continuity Theorem.21) 2 b a x0 a x1 xm1 xm b. there exists a = 0 such that n n s t = " n< ) s < ) tn . < ) is uniformly continuous on [a b]..20) Let 0 be given. (7. from which it follows that = < n a b n ) n n< tn dt (7. Hence.

b a Summing the inequalities for j 1 2 m yields that = b n ) n n< tn dt n S < .21) and the (other) triangular inequality that n n n b cn e d t + x j1 x j " n< ) tn n n< ) x j n Thus. 5 xj n ) n n< tn dt x j 1 2 b a . a (7. [a b] be such that mesh S =. we conclude that a n< ) tn dt n S < .20) and (7. n 5bn 0 was arbitrary.21) leads to the desired conclu- . Combining the inequalities (7. Choose S It follows from (7.22) Since sion. + . n n n n ) b cn n< x j n x j x j 2 b a n5 b c e n n n xj d ) < t < x j < ) t dt n x j n x j 1 2 b a n5 n n5 n e n n xj n n x d b c x j n x j 1 < ) t dt n n x j j1 < x j < ) t dt n 2 b a u t n b c b cn n< x j < x j1 n 2 x j 2 b a n b c b cn n< x j < x j1 n x j .

Suppose that the function f in bounded on the interval [a b] and g a ¿xed negative real number k. For f x 2x 2 1. v w | } 1 1 1 1 3. (a) U S3 f (b) U S5 g (c) L S4 f (d) L S6 g J3tK and the subdivision of [0 1] 2.7. : t t. ¿nd 2 2 4 2 U S f : and L S f :. and S 0 1 . then f 2 . Prove that supg x k inf f x. and. 4. Sn denote the partition of 1. then 5b a h x d: x o 5b a f 1 x d: x 5b a f 2 x d: x 5b 5b h x d: x n a f 1 x d: x a f 2 x d: x 5b 5b (c) If f 1 x n f 2 x for all x + I . For f x 3x in 1 .4. f 1 . g x [0 2] that subdivides the interval into n subintervals of equal length. then 5b a f 1 x d: x n 5b a f 2 x d: x. : t t consisting of 4 subintervals of equal length. ¿nd U f : and L f :. Suppose that the functions f . Let f x x 2 . Find each of the following. Prove each of the following: (a) If h (b) If h f1 f1 f 2 . 6. x+I x+I k f for 5. and f 2 are bounded and de¿ned on the closed interval I [a b] and : is a function that is de¿ned and monotonically increasing in I . .4 Problem Set G J2xK. for n + M. PROBLEM SET G 321 7. Show that = a b [a b] and g kf = g x dx k a b f x dx. then a f 1 x d: x n a f 2 x d: x a 5b (d) If f 1 x n f 2 x for all x + I . Suppose that the function f in bounded on the interval I for a ¿xed negative integer k.

RIEMANN-STIELTJES INTEGRATION (e) If a b c and f is bounded on I ` monotonically increasing on I ` . then = a c x : a n x n c.322 CHAPTER 7.

(b) If f and g are nonnegative bounded functions on I . x+I 7. (a) Show that M ` m ` n M m. [a b]. Suppose that f and g are nonnegative. Suppose that f is bounded and Riemann integrable on I (a) Prove that f is Riemann integrable on I . x 2 and : t J3tK where JK denotes the greatest integer . Let A : n j + M F j 2 2n 1 ! n 2 ! 0 . show that sup f g x inf f g x n M N mn. Let f x function. if x+A x + [0 1] A f x Is f Riemann integrable on [0 1]. and : is = c = f x d: x a b f x d: x b f x d: x sup f x. | } j n F 2 0 j and 10. n5 n 5 n b n b (b) Show that n a f x dx n n a f x dx. and m ` x+I inf f x. bounded and Riemann integrable on I [a b]. N n x+I supg x. 11. x+I x+I 8. M ` sup f x. Suppose that f is a bounded function on I m x+I [a b]. Prove that f g is Riemann integrable on I . Let M x+I inf f x. if . Carefully state and prove your conclusion. and x+I inf g x. 9.

7. PROBLEM SET G | 323 } 2j (a) For the partition S xj : j 0 1 2 3 with associated sub3 division I1 I2 I3 .4.

. then S ` is a re¿nement of S. } | } | j 2 2j ` (b) If S : j 0 1 2 C u j 2 : j 1 2 3 4 5 6 uj 3 3 9 and ` denotes the associated subdivision of [0 2]. ¿nd U S f :. For each k + 1 2 3.

14. set = d f g de f a b f x g x dx. 12. For a b.27) on the interval I [a b]. Prove that there is a number ? + I such that = a b = f x g x dx f ? a b g x dx. If the function f is continuous on I c. For nonzero real constants c1 c2 cn . Prove that F [a b] d is a metric space. let F [a b] denote the set of real-valued functions that are continuous on the interval I [a b]. For a b. Prove that if a function f is “R” integrable (see Remark 7. where JK denotes the greatest integer function and N denotes the characteristic function on U. 17. 16. 13. let k be the subdivision of Ik consisting of the elements of ` that are contained in Ik . 15. If f is monotonically increasing on an interval I [a b]. c j JxK N[ j j j 1 1 x. let f x n .. then f is Riemann integrable on I . prove that f is Riemann integrable. Suppose that f and g are functions that are positive and continuous on an interval I [a b]. For f g + F [a b]. Find L 2 f :.1. Is f Riemann integrable on U? Carefully justify the position taken if yes. Hint: Appeal to the Integrability Criterion. ¿nd the value of the integral. let I [a b].

prove that f is Riemann integrable on I . .. for a ¿xed c + a b. and bounded on I .

] 5 x dt 23. (c) ln ar r ln a for every rational number r . Show your work carefully.x < is nonnegative for all real numbers x. g 2 . a a a 5b 5b 2 [Note that. 2 *. x (e) f is increasing and continuous on I x : 0 x 1 (f) n ln 2 n 1. Prove the Cauchy-Schwarz inequality: u2 t= b t= b u t= b u 2 2 f x g x dx n f x dx g x dx . and f g are Riemann integrable on I . Find 1 e c t3 1 dt. for : a f x dx. For f x ln x 1 t for x each of the following. 1 (d) f ) x . RIEMANN-STIELTJES INTEGRATION [a b] and 18. 2x. 0 and a and b positive real numbers. 5b a g 2 x dx. verify the Mean-Value Theorem for integrals in the 20. . For x 0. Suppose that f + 4 and g + 4 on I [a b]. a f x g x dx. (b) ln ab ln a ln b. Suppose that f in integrable on I 2m 2M m 0 F M 1 Prove + 4 on I . For f x x2 interval [1 4]. Then each of f 2 . Make use of the First Fundamental Theorem of Calculus and the Chain Rule to ¿nd G ) x. f x 19. = ex T x 2 21. let G x sin9 3t dt. sin x 3 = b 0 F 1x x + I " m n f x n M .324 CHAPTER 7. 22. and < 2x : 2. prove (a) ln ab ln a ln b.

. and .

a sequence of elements of A is a function F : M A rather than using the notation F n for the elements that have been selected from A. we use the notational convention an F n and denote sequences in any of the following forms: an .Chapter 8 Sequences and Series of Functions Given a set A. since the domain is always the natural numbers.

* 1 n an .

Given any sequence ck .n+M or a1 a2 a3 a4 .

* 1 of elements of a set A. we have an associated sequence k of nth partial sums sn .

* 1 where sn n 3* n . k 1 ck the symbol k 1 ck is called a series (or in¿nite series). Because the function 11 g x x 1 is a one-to-one correspondence from M into MC 0.

. g : M MC 0. i.e..

a sequence could have been de¿ned as a function on MC 0..

when such speci¿city is needed. we have taken A F and A U. the symbolic descriptions of the sequences of nth partial sums usually will be generated from a sequence for which the ¿rst subscript is 0. In our discussion of series.. we take A to be the set of complex (and real) functions on F (and U). 325 . Thus far. our discussion has focused on sequences and series of complex (and real) numbers i.e.. The notation always makes the indexing clear. In this chapter.

SEQUENCES AND SERIES OF FUNCTIONS 8. let f n z obtained earlier to draw some conclusions about the convergence of f n z.1 Pointwise and Uniform Convergence The ¿rst important thing to note is that we will have different types of convergence to consider because we have “more variables. z n where z + F.” The ¿rst relates back to numerical sequences and series.1.1 For each n + M.326 CHAPTER 8. We can use results Example 8. We start with an example for which the work was done in Chapter 4.

then n* 0 taking . I made a “not so subtle” change in format namely. for any ¿xed complex number z 0 such that z 0 1. for 1 ln z 0 n n n yields that nz 0 0n for all n M. In particular. In n Lemma 4. The change was to stress that our discussion was tied to the ¿xed point.2. ! ln ! .* 1 . lim z n 0.4. I wrote the former M and M z 0 . we showed that for z 0 . In terms of our sequence f n z. we have the constant sequence. we showed that. if 0. In offering this version of the statement of what we showed. 0 z 0 1. When z 0 0. for o 1 ! 1 ! z { M M z0 .

we can say that for each ¿xed point z 0 + P n z + F : z 1.* 1 .

f n z 0 ..

* 1 is convergent to 0. if f z 0 for all z + F. This gets us to some new termin nology: For this example. then we say that f n z 0 .

the best that we will be able to claim over the set P is pointwise convergence.1. It is natural to ask if the pointwise dependence was necessary.* 1 n is pointwise convergent to f on P. Example 8.2 For a / 0 and each k + MC 0.1. For the sequence given in Example 8.1. We will see that the answer depends on the nature of the sequence. It is very important to keep in mind that our argument for convergence at each ¿xed point made clear and de¿nite use of the fact that we had a point for which a known modulus was used in ¿nding an M z 0 . The associated sequence of nth partial sums for the functions in the previous example give us an example of a sequence of functions for which the pointwise limit is not a constant.

our proof of the Convergence Properties of the Geometric Series . In Chapter 4. let f k z az k where z + F..

1.8. POINTWISE AND UNIFORM CONVERGENCE 327 Theorem showed that the associated sequence of nth partial sums sn z.

. a 1 zn 1 sn z f k z az k . 1z k 0 k 0 z + F : z 1.* 0 was n given by b c n n .

In view of Example 8..1. we see that for each ¿xed z 0 + P a * * sn z 0 .1.

n 1 is convergent to . Thus. sn z.

n 0 is pointwise convergent on 1 z0 P. If z 0. For each ¿xed 1 n2z z we can use our properties of limits to ¿nd the pointwise limit of the sequences of functions. then f n 0. we more commonly say that “the 3 series * 0 az k is pointwise convergent on P. like continuity and differentiability. n2z where z + F. In terminology that is soon to be introduced.” k Our long term goal is to have an alternative way of looking at functions. In particular. The following examples show that pointwise convergence proves to be insuf¿cient. we want a view that would give promise of transmission of nice properties.

* 1 converges to 0 as a constant sequence of n zeroes. Therefore. for 0 . If z is a ¿xed nonzero complex number. for z + F 0.3 For each n + M. then Example 8. f n f where f z 1 . let f n z n2z n* 1 n2z lim n* lim z 1 n2 z z z 1.1.

we know n: 1 that p 0 and : + U.3(c) or Theorem 3. . implies that lim 0.1. z 0 Remark 8. Letting ? for n n* 1 p 1 p p 0 leads to the observation that n* lim n : ? n 0 (8.20(d) of our text.4 From Theorem 4.6 where a sequence of functions for which the integral of the pointwise limit differs from the limit of the integrals of the functions in the sequence is given. .4. This is the form of the statement that is used by the author of our text in Example 7.1) whenever 0 n ? 1 and for any : + R.

6 in our text) Consider the sequence f n .1. SEQUENCES AND SERIES OF FUNCTIONS Example 8.5 (7.328 CHAPTER 8.

* 1 of real-valued funcnb cn tions on the interval I [0 1] that is given by f n x nxc 1 x 2 for n + M. b For ¿xed x + I 0.

. n* I 0. Hence. we see that for each x + I . f n 0. Because f n 0 0 for all n + M.1) yields that b cn n 1 x 2 0 as n *. taking : 1 and ? 1 x 2 in (8.

the sequence of real b 2 x 1 x 2 n for n + M converges pointwise to 0 on I with functions gn x n = 1 n2 gn x dx * as n *. uniform convergence of a sequence (and. we have that = 1 n 1 lim lim f n x d x . since : in Equation c (8. We will make the analogous shift in going from pointwise convergence to uniform convergence. Remember that our application of the term “uniform” to continuity required much nicer behavior of the function than continuity at points. De¿nition 8. in turn. of a series) of functions. 2n 2 0 This motivates the search for a stronger sense of convergence namely.1) can be any real number.6 A sequence of complex functions f n . n* 0 n* 2n 2 2 Note that. In contrast to having the Riemann integral of the limit function over I being 0. lim f n x n* r sn lim nx 1 x 2 0.1.

if and only if the sequence f n z 0 . written f n f or f n f .* 1 converges pointwise to n a function f on a subset P of F.

7 A sequence of complex functions f n . z+P De¿nition 8..* 1 f z 0 for each z 0 + P i.e. for each z0 + P n 1 0 2M M z 0 + M n M > z 0 " f n z 0 f z 0 .1.

written f n f . if and only if 1 0 2M M M + M F 1n 1z n M F z + P " f n z f z . . converges uniformly to f on a subset P of F.

1.1.1 exhibits the stronger sense of convergence if we restrict ourselves to compact subsets of z + F : z 1. the only candidate for the uniform limit is the pointwise limit. Given a sequence of functions. POINTWISE AND UNIFORM CONVERGENCE 329 Remark 8.9 The sequence considered in Example 8. Example 8.1.8 Uniform convergence implies pointwise convergence.8.1.

Then f n z.. let f n z P z n where z + F. For each n + M.

there exists a positive real number r such that 0. Let Pr z + F : z n r . let r 1 and 1z z + K " z n r . From the Heine-Borel Theorem. Suppose K t P is compact. we know that K is closed and bounded.* 1 is uniformly convergent to the constant function f z 0 on any comn pact subset of P. Hence.

1. Excursion 8.. Consequently. Then corresponding to any 0. suppose that f n f . Because K t Pr . there exists a positive integer M such that n M " f n x f x for all x + [a b]. ! ln ! .2) [ab] Label the following ¿gure to illustrate what is described in (8. we conclude that f n f . Namely. the inequality translates to f x f n x f x for all x + [a b] . for o 1 ! 1 ! z { M M .10 When we restrict ourselves to consideration of uniformly convergent sequences of real-valued functions on U. for 1 ln r Then n rn ln " n ln r ln because 0 r 1. Because we have real-valued functions on the interval. f n f Pr K Since as claimed. ln r and it follows that n n f n z 0 nz n n zn n r n . M "n 0 was arbitrary.2) and illustrate the implication for any of the functions f n when n M. For . the de¿nition links up nicely to a graphical representation. (8. .

330 CHAPTER 8.1. SEQUENCES AND SERIES OF FUNCTIONS Remark 8. Given a sequence of functions f n .11 The negation of the de¿nition offers us one way to prove that a sequence of functions is not uniformly continuous.

the convergence of f n . that are de¿ned on a subset P of F.

12 Use the de¿nition to show that the sequence is pointnz n 1 wise convergent. but not uniformly convergent. | } 1 * Example 8. to a function f on P is not uniform if and only if 2 0 1M [M + M " n b b cb c b cn c 2n 2z Mn n M F z Mn + P F n f n z Mn f z Mn n o ].1. to the function f x 0 on P z + F : 0 z 1.

Then n M " n " because z 0 0. Then 2 n 1 . let and for each n + M. set z n . Therefore. z 0 z 0 n z 0 n n n 1 n n n n nz 0n 0 1 . For 1 1 1 . we conclude that is convergent to 0 for each nz 0 n 1 | }* 1 z 0 + P. is pointwise convergent on P.. Hence. let M M z0 z {Suppose that z 0 is a ¿xed element of P. 0. nz n 1 1 1 On the other hand. n z 0 | } 1 * Since 0 was arbitrary.

POINTWISE AND UNIFORM CONVERGENCE z n + P and n n n n 1 n n n nz 0n n 331 1 Hence. nz | }* n 1 n n n n n n n n n t 1 un n n 1 nn n n n n 1 1 1 o . n is not uniformly convergent on P. | 1 1 }* nz n 1 converges uniformly for | } 1 z o 2 and does not converge uniformly in P` z + F : z n 2.1.8.

n 1 Let P z + F : z o 2. : n + M .

for each n + M. and. f n z. let f n z . From 1 nz * the limit properties of sequences.

for z + F 0.n 1 is pointwise convergent on F to 0 .

the pointwise limit of fu{ * 1 on P is the constant function 0. f z . 1 . For n z. Thus. for z 0 0.

1. z o 2 " n z o 2n " n z 1 o 2n 1 0. set 2 n n n n n n n1 n n n n n 1 t un 1 n n n n n P Example 8. we conclude that fn 0. 1 nz Because 0 was arbitrary. Then n M " n 1 " 2 2 2n 1 because n 1. On the other hand. Furthermore. corresponding to each n + M.13 Prove that the sequence 1 o . let zn 1 . Then z n + P` and n f n z n 0 1 and. z o 2 F n M " n n n 1 n 1 1 1 n nn f n z 0 n n n z 1 n n z 1 n 2n 1 .n t u z t 1 1 1 1 1 let M M 1 . 2 . Hence.

332 CHAPTER 8. SEQUENCES AND SERIES OF FUNCTIONS Hence. f n z.

* 1 is not uniformly convergent in P` .1. n Excursion 8.14 Use the de¿nition to prove that the sequence z n .

for Example 8. usually. ***Hopefully.*** t u 1 1 that could be n Using the de¿nition to show that a sequence of functions is not uniformly convergent.13.1. the exploitable point was x 0 while.1. Because a series of functions is realized as the sequence of nth partial sums of a sequence of functions. we add the notion of absolute convergence to our list.15 Corresponding to the sequence ck z. On the other hand. the de¿nitions of pointwise and uniform convergence of series simply make statements concerning the nth partial sums.14.12 and 8.” For Examples 8.1. it was x 1. is not uniformly convergent in z 1. De¿nition 8.1. involves exploitation of “bad points. you thought to make use of the choices ?n related back to e1 .

k 0 ck z denote the sequence of nth partial sums. for k each z 0 + P. let Sn z n . Sn z 0 .* 0 of complex-valued k functions on a set P t F. Then 3 (a) the series * 0 ck z is pointwise convergent on P to S if and only if.

* 0 converges to S z 0 and n 3* (b) the series k 0 ck z is uniformly convergent on P to S if and only if Sn S. P .

16 Corresponding to the sequence ck z. POINTWISE AND UNIFORM CONVERGENCE 333 De¿nition 8.1.1.8.

1. the series * 0 ck z is absolutely convergent on P k 3 if and only if * 0 ck z is convergent for each z + P. k Excursion 8.17 For a / we saw that 0 and k + M C 0.* 0 of complex-valued k 3 functions on a set P t F.

let ck z * . k 0 az k . In Example 8.. ck z * .1.2. k 0 az k is pointwise convergent for each z 0 + P z + F : z 1.

we 1 z . ***For part (i). Since k 0 a zk . hopefully you noticed that the formula derived for the proof of the Convergence Properties of the Geometric Series applied to the real series that reb c a 1 zn 1 3n sults from replacing az k with a zk . to a 1 z 0 1 . Show that 3* (i) k 0 ck z is absolutely convergent for each z 0 + P (ii) 3* k 0 ck z is uniformly convergent on every compact subset K of P (iii) 3* k 0 ck z is not uniformly convergent on P.

k 0 ck z k 0 az is absolutely convergent for each z + P.e.334 CHAPTER 8. To show part (ii) it is helpful to make use of the fact that if K is a compact subset of P then there exists a positive real number r such that r 1 and K t Pr 3 z + F : z n r .. SEQUENCES AND SERIES OF FUNCTIONS j3n k a k * for each z + C such that z 1 conclude that k 0 a z n 0 1 z 3* 3* k i.

The uniform convergence of * 0 ck z on Pr then byields unik c a 1 zn 1 3n 3n k form convergence on K .. you should have noted that Sn z S z n for all 1z 1 . For Sn z k 0 ck z k 0 az 1z a r n 1 a and S z .

with (iii). corresponding to 1 1 each n + M.” To help you keep this in mind. it should become apparent that the properties claimed are dependent on the properties of the codomain for the sequence of functions. let z n then z n + P for each n and Sn z n S z n n 1 t un 1 1 n 1 a 1 can be used to justify that we do not have uniform n 1 convergence.*** 8. we state the de¿nitions again for sequences of functions on an arbitrary metric space.18 A sequence of complex functions f n .1 Sequences of Complex-Valued Functions on Metric Spaces In much of our discussion thus far and in numerous results to follow. r b c ln 1 r a1 z + Pr which leads to M max 1 1 as one posln r sibility for justifying t uniformu the convergence. Finally. Indeed our original statement of the de¿nitions of pointwise and uniform convergence require bounded the distance between images of points from the domain while not requiring any “nice behavior relating the points of the domain to each other. De¿nition 8.1.1.

if and only if the sequence f n *0 . written f n f or f n f .* 1 converges pointwise n to a function f on a subset P of a metric space X d.

*+P .e.* 1 f *0 for each *0 + P n i. for each *0 + P 1 0 2M M *0 + M n M > *0 " f n *0 f *0 ..

8. CONDITIONS FOR UNIFORM CONVERGENCE 335 De¿nition 8.19 A sequence of complex functions f n .2.1.

8. written f n f on P or f n f .2 Conditions for Uniform Convergence We would like some other criteria that can allow us to make decisions concerning the uniform convergence of given sequences and series of functions.1 A sequence f n . De¿nition 8. if can be helpful to have a condition for uniform convergence that does not require knowledge of the limit function. if and only if 1 0 2M P M [M + M F 1n 1* n M F * + P " f n * f * ]. converges uniformly to f on a subset P of a metric space X d.2. In addition.

2 Alternatively. we saw that in Un being convergent was equivalent to being Cauchy convergent.3 Let f n .2. In Chapter 4.* 1 of complex-valued functions satis¿es the n Cauchy Criterion for Convergence on P t F if and only if 1 0 2M + M [1n 1m 1z n M Fm M Fz +P " f n z f m z ].2. when a sequence satis¿es the Cauchy Criterion for Convergence on a subset P t F it may be described as being uniformly Cauchy on P or simply as being Cauchy. Theorem 8. The same relationship carries over to uniform convergence of functions. Remark 8.

* 1 denote a sequence of complex-valued functions on a n set P t F. Then f n .

* 1 converges uniformly on P if and only if f n .

* 1 satis¿es n n the Cauchy Criterion for Convergence on P. .

SEQUENCES AND SERIES OF FUNCTIONS Space for scratch work.336 CHAPTER 8. Proof. Suppose that f n .

Then there exists M + M such that n M implies that f n z f z for 2 all z + P.* 1 is a sequence of complex-valued functions on a n set P t F that converges uniformly on P to the function f and let 0 be given. f n . for m M F n M. Hence. Taking any other m M also yields that f m z f z for all 2 z + P. Therefore. f m z f n z f m z f z f n z f z n f m z f z f n z f z for all z + P.

n Suppose the sequence f n .* 1 is uniformly Cauchy on P.

For z + P.* 1 of complex-valued functions on a set P t n F satis¿es the Cauchy Criterion for Convergence on P and let 0 be given. f n z.

it follows n that f n z.* 1 is a Cauchy sequence in F because F is complete.

Then. we n can de¿ne a function f : P F by 1z z + P " f z ?z .* 1 is convergent to some ?z + F. Since z + P was arbitrary. f is the pointwise limit of f n .

Because f n .* 1 .

f n z f z f n z f M n f n z f M 1 z 1 z M is ¿xed and z + P. m* f G for each G + P. Consequently. . But n M and z + P were both arbitrary. we have that f M 1 z f z . there exists a positive integer M such that m M ` implies that f m z f z .* 1 is uniformly Cauchy. Since lim f m G f M 1 z f z f M 1 z f z . There2 2 fore. In particular. there exists an n n M + M such that m M and n M implies that f n z f m z Suppose that n M` 2 for all z + P.

was independent of the point z. What was illustrated in the proof was a process that could be used repeatedly for each z + P.2. we conclude that f n f . we could allow P to be any metric space and claim the same conclusion. Consequently.3. Remark 8. CONDITIONS FOR UNIFORM CONVERGENCE 337 1n 1z n Since M F z + P " f n z f z . P 0 was arbitrary.2.e.4 Note that in the proof just given.8. f n z f z . the positive integer M ` was dependent on the point z and the i.2.5 In the proof of both parts of Theorem 8. we used the metric on F and the fact that F was complete. our conclusions relied on properties of the codomain for the sequence of functions.2.6 Let f n . M ` M ` z. Remark 8. The following corollary formalizes that claim.. Corollary 8.2. However. the ¿nal inequality obtained via the intermediate travel through information from M ` . Namely.

Then f n .* 1 denote a sequence of complex-valued functions den ¿ned on a subset P of a metric space X d.

* 1 converges uniformly on n P if and only if f n .

n Theorem 8.7 Let f n .* 1 satis¿es the Cauchy Criterion for Convergence on P.2.

e. Use this space to ¿ll in a proof for Theorem 8.7. Then f n f if and only if lim Mn 0. n* lim f n z z+P f z P and..* 1 denote a sequence of complex-valued functions on a n set P t F that is pointwise convergent on P to the function f i.2. . let Mn n* sup f n z f z. for each n + M.

8 (Weierstrass M-Test) For each n + M. SEQUENCES AND SERIES OF FUNCTIONS Theorem 8. let u n * be a complexvalued function that is de¿ned on a subset P of a metric space X d.2.338 CHAPTER 8. Suppose that there exists a sequence of real constants Mn .

2. Suppose that u n *. Proof.* 1 such that u n * 3 Mn for all n 3 n * +3 and for each n + M. If the series * 1 Mn converges.9 Fill in what is missing in order to complete the following proof of the Weierstrass M-Test. then * 1 u n * P n n and * 1 u n * converge uniformly on P. n Excursion 8.

* 1 . P. and Mn .

* 1 are as described in the hyn n potheses. k 1 u k * 3 and suppose that 0 is given. let Sn * n . For each n + J . Since * 1 Mn converges and Mn . k 1 u k * and Tn * n .

In view of the comk 1 j3n k* . . n n n n p n nTn p * Tn *n n u k *n u * for all * + P. there pleteness of the reals. Hence. we have that k 1 Mk n 1 is 1 exists a positive integer K such that n n p . Tn . n nk n 1 n k n 1 k Therefore.* 1 t U. we have that n n n p n . Mk Since u k * n Mk for all * + P and for each k + M. n n j3n k* Mk n 1 is a convergent sequence of real numbers. k n 1 K implies that for each p + M.

It follows from the 2 3 n p . k n 1 in P.* 1 is n that n 4 5 n p . Sn . Hence. k n 1 u k * n Mk for all * + P.

6.* 1 is uniformly Cauchy in P. 6 . we n conclude that .2. From Corollary 8.

we will see that uniform convergence overcomes that drawback and allows for the transmission of other properties.*** n 1 Excursion 8. In this section.10 Construct an example to show that the converse of the Weierstrass M-Test need not hold.2. (2) uniformly Cauchy. Theorem 8. PROPERTY TRANSMISSION AND UNIFORM CONVERGENCE 339 ***Acceptable responses include: (1) Cauchy.3. 8. (5) n n p u k *n. (4) n k n 1 n n 1 3* u n * converge uniformly on P. and (6) * u n * and inequality.1 Let f n . (3) triangular n3 n n n 3 n Sn p * Sn *n.3 Property Transmission and Uniform Convergence We have already seen that pointwise convergence was not suf¿cient to transmit the property of continuity of each function in a sequence to the limit function.3.8.

Then An . suppose that t* t CP P lim f n t An .* 1 denote a sequence of complex-valued functions de¿ned n on a subset P of a metric space X d such that f n f . For * a limit point of P and each n + M.

* 1 converges and lim f t n t* n* lim An .3.2 Fill in what is missing in order to complete the following proof of the Theorem. Suppose that the sequence f n . Excursion 8. Proof.

P P . for each n + M. Since f n f .* 1 of complex-valued functions de¿ned n on a subset P of a metric space X d is such that f n f . * is a limit point of P and. Let 0 be given. lim f n t t* An .

6. Hence. SEQUENCES AND SERIES OF FUNCTIONS on P. f n . there exists a positive 1 by Corollary 8.2.340 CHAPTER 8.

An Am n An f n t n n n n n n n n n n f m t Am .. 3 and 4 5 Since m and n were arbitrary. for each 0 there exists a positive integer M such that 1m 1n n M F m M " An Am i. Since lim f k t Ak for each k + M.* 1 is n integer M such that 2 implies that f n t f m t 3 for all 3 .e. t* it follows that there exists a = 0 such that 0 d t * = implies that f m t Am From the triangular inequality. Fix m and n such that m M and n M. An .

if follows that An .* 1 t F is n Cauchy. From the completeness of the complex numbers.

* 1 is n convergent to some complex number let lim An A. while the convergence of An . n* We want to show that A is also equal to lim f t. From f n f there exists a positive integer M1 such that n M1 P n n n n n n implies that n n for all t + P. Again we suppose that t* t CP 0 is given.

* 1 n n 3 n 6 yields a positive integer M2 such that An A whenever n 3 that n max M1 M2 .

there exists a = 0 such that f n t An 3 for all t + N= * *. for all t + P.. 3 An . Then. Fix n such 3 and An A . f t f n t Since lim f n t t* t CP M2 .

. D P.

(3) t + P. (6) f t f n t. (5) f n t f m t. (7) f t f n t 3 f n t An An A. and (8) lim f t A. for all t + P such that 0 d t * =. PROPERTY TRANSMISSION AND UNIFORM CONVERGENCE From the triangular inequality.3 (The Uniform Limit of Continuous Functions) Let f n .8. f t A n 7 341 . 8 ***Acceptable responses are: (1) uniformly Cauchy.3. (4) f n t An . (2) n M F m M. .3. Therefore.*** t* t CP Theorem 8.

Suppose that f n . then f is continuous on P. If f n f .* 1 denote n a sequence of complex-valued functions that are continuous on a subset P of a metric space X d. P Proof.

3. f n ? . if the limit of a sequence of complex-valued functions that are continuous on a subset P of a metric space is a function that is not continuous on P. For example.3. we know that nz n 1 converges pointwise to the continuous function f z 0 in F 0. | }* 1 The converse of Theorem 8. Then for each ? + P.3 affords us a nice way of showing that we do not have uniform convergence of a given sequence of functions.4 The contrapositive of Theorem 8. we may immediately conclude that the convergence in not uniform.1 yields the claim. t? Remark 8. Namely. Be careful about the appropriate use of this: The limit function being continuous IS NOT ENOUGH to conclude that the convergence is uniform.3.3 is false.* 1 is a sequence of complex-valued functions that n are continuous on a subset P of a metric space X d.3. Taking An lim f n t f n ? in Theorem 8.

3. and the convergence is not uniform.5 Suppose that P is a compact subset of a metric space X d and f n . The following result offers a list of criteria under which continuity of the limit of a sequence of real-valued continuous functions ensures that the convergence must be uniform. Theorem 8.

* 1 satis¿es each of the following: n .

SEQUENCES AND SERIES OF FUNCTIONS (i) f n .342 CHAPTER 8.

P 1 *. Excursion 8. For f n .* 1 is a sequence of real-valued functions that are continuous on P n (ii) f n f and f is continuous on P and P (iii) 1n 1* n + M F * + P " f n * o f n Then f n f . for each Proof.3. f n f .5.3. Then.6 Fill in what is missing in order to complete the following proof of Theorem 8.

suppose that P 0 is given.* 1 satisfying the hypotheses. For each n + M. 2 1 * f *. lim gn ? . we also have 1 that 1n 1* n + M F * + P " To see that gn 0. gn is continuous on P and. set gn n n + M. Since n* f n * o f n * implies that f n * f * o f n 1 . let Kn x + P : gn x o . for each ? + P.

and * + U : * o . Because P and U are metric spaces. . gn is continuous.

As a closed subset of a compact metric space. 1x x + K n 1 " x + K n .2. x + K n . then o and gn x o gn 1 x it follows from the transitivity of o that .3. by Corollary 5.16 to the Open Set Characterization of Continuous Functions. ..e. Since x was arbitrary.37. we conclude that K n is gn i. If x + K n 4 1. 6 1 x 5 . K n . is a closed subset of U. 3 from Theorem 3. Hence. Therefore.

3.43. From Corollary 3.* 1 is a n sequence of compact 7 subsets of P.3. 1n + M K n / 7 K k / 3.44 to Theorem 3. Then lim gn * 0 and gn x. k+M 3 " Suppose that * + P.

7 In particular. decreasing yields n* the existence of a positive integer M such that n M implies that 0 n gn * . * + K M 1 from which it follows that * + K n . Because * was n+M .

3.. 1* + P * + 7 n+M 343 K n i. We conclude that there exists 3 for all 8 a positive integer P such that K P all n o P. x + P : gn x o .8.e. 7 n+M Kn 3. PROPERTY TRANSMISSION AND UNIFORM CONVERGENCE arbitrary.

8 (Integration of Uniformly Convergent Sequences) Let : be a function that is (de¿ned and) monotonically increasing on the interval I [a b].3. and (8) n o P. K n 3. Theorem 8. P P " 0 n gn x . | }* 1 The example offered by our author in order to illustrate the need is 1 nx n 1 in the segment 0 1. Hence. (2) gn * o gn 1 *. Suppose that f n . Therefore. we have that gn 0 which is equivalent to showing that ***Acceptable responses are: (1) 0. Our results concerning transmission of integrability and differentiability are for sequences of functions of real-valued functions on subsets of U.*** Remark 8.7 Since compactness was referred to several times in the proof of Theorem 8. for 1x 1n x + P F n Since fn f . (4) compact.3. 3. (6) K n 1 t K n . (3) K n is closed.3. it is natural to want to check that the compactness was really needed. (5) gn x o . (7) nested. that is.5. P 0 was arbitrary.

Then f + 4 : on I and [ab] = a b = f x d: x n* a b lim f n x d: x Excursion 8.3. .9 Fill in what is missing in order to complete the following proof of the Theorem.* 1 is a sequence of real-valued functions such that n 1n n + M " f n + 4 : on I and f n f .

Now.344 CHAPTER 8. 6 Finish the proof in the space provided. Since we conclude that 5 . 2 f n x n d: x (8.3. = a b = f n x n d: x n a b = f x d: x n a b f n x n d: x . Hence f + 4 :.2. Properties of linear ordering yield that = 0n = a a b b = f x d: x a b f x d: x n . n 0 as n *. Then x+I n f x n 1 for a n x n b = f n x n d: x n = a a b b = f x d: x n a b f x d: x n (8. from equation 8. SEQUENCES AND SERIES OF FUNCTIONS n Proof. . .4) is equivalent to we conclude that 5b 5b 1n + M 0 n a f x d: x a f x d: x n orem 8. let f n x and if follows that = a b n sup f n x f x.4) .7. 3 Because the upper bound in equation (8. For each n + J .3) f n x n d: x . By The4 5b a 5b f x d: x a f x d: x is constant. for each n + J .

you thought to repeat the process just illustrated. Namely.*** Corollary 8. then f + 4 : on [a b] and = b * . a k 1 a Having only uniform convergence of a sequence of functions is insuf¿cient to make claims concerning the sequence of derivatives. (5) a f x d: x a f x d: x.10 If f n + 4 : on [a b]. given any 0 there exists a positive integer M such that n M implies that n [: b : a] . (4) 2 n [: b : a]. k 1 f k x converges uniformly on [a b] to a function f . There are various results that offer some additional conditions under which differentiation is transmitted. From the modi¿ed inequality it follows that n5 n 5b n b n f x d: x a f n x d: xn n n [: b : a] then because n 0 as n a n *. If we restrict ourselves to sequences of real-valued functions that are continuous on an interval [a b] and Riemann integration.11 Suppose that f n . then we can use the Fundamental Theorems of Calculus to draw analogous conclusions. for each n + M. and * . 5b 5b 5b (3) a e n d: x. Theorem 8. we have the following two results.3.3.= b f x d: x f k x d: x . (6) Hopefully.3.8. PROPERTY TRANSMISSION AND UNIFORM CONVERGENCE 345 5b ***Acceptable responses are:(1) f n x n (2) a f n x n d: x.

For c + [a b] and each n + M. [ab] let Fn x de f = c x f n t dt. The proof is left as an exercise.* 1 is a sequence of real-valued functions that n are continuous on the interval [a b] and f n f . Then f is continuous on [a b] and Fn F where [ab] = F x c x f t dt. .

346 CHAPTER 8. SEQUENCES AND SERIES OF FUNCTIONS Theorem 8.3.12 Suppose that f n .

If on [a b]. then g is continuous on [a b] [ab] and f ) x ) fn g for some function g that is de¿ned g x for all x + [a b]. n ) fn is continuous on an interval [a b].* 1 is such that f n f and. [ab] ) Proof. Suppose that f n . for each n + M.

From the Uniform Limit of Continuous Functions Theorem. for [c x] t [a b] = x = x d e ) g t dt lim f n t dt lim f n x f n c . and f n g for some function g that is de¿ned on [ab] [ab] [a b].11.3. by the second Fundamental Theorem of Calculus and Theorem 8. ) ) Because each f n is continuous and f n g. f n is continuous on an n ) interval [a b] for each n + M.* 1 is such that f n f . g is continuous. e d Now the pointwise convergence of f n .

We close with the variation of 8. Hence.3.12 that is in our text it is more general in that it does not require continuity of the derivatives and speci¿es convergence of the original sequence only at a point. g x f ) x.3.13 Suppose that f n . from the properties of derivative and the ¿rst Fundamental Theorem of Calculus. Theorem 8. yields that lim f n x f n c f x n* f c.

* 1 is a sequence of real-valued functions that n are differentiable on an interval [a b] and that there exists a point x0 + [a b] j ) k* such that lim f n x 0 exists. If f n n 1 converges uniformly on [a b] then f n .

3.* 1 n n* converges uniformly on [a b] to some function f and r s ) lim f n x .13. Suppose 0 is given.14 Fill in what is missing in order to complete the following proof of Theorem 8. Proof. Because f n x0 . 1x x + [a b] " f ) x n* c n* c n* [ab] Excursion 8.3.

* 1 is convergent sequence n of real numbers and U is complete. f n x0 .

there n 1 exists a positive integer M1 such that n M1 and m M1 implies that f n x0 f m x 0 2 . Hence.* 1 is .

8. by Theorem a positive integer M2 such that n M2 and m n ) n n f G f ) Gn for n m 2 b a M2 implies that . there exists 2 For ¿xed m and n.5) Let M max M1 M2 . it follows that n ) n ) f n x f m x f n t f m t n f n G f m Gn x t (8. 3 347 . Consequently. PROPERTY TRANSMISSION AND UNIFORM CONVERGENCE j ) k* Because f n n 1 converges uniformly on [a b]. if m M2 and n M2 . F is differentiable on a b and continuous on [a b]. From the Theorem. let F f n f m . there exists a G + x t such that F x F t F ) G x t. there exists a G + x t. for any [x t] t a b.3. for any [x t] t a b. Since each f k is differentiable on [a b].

. M implies that f n x0 f m x0 f n * f m * n f n * f m * f n x0 f m x0 for any * + [a b]. Then m M and n 2 b a x t n 5 4 . f n . Hence.

lim lim f n t f n x tx tx lim f t f x tx a or x b. f x lim f n x for each x + [a b] and n* fn f . f ) x for ¿xed x + [a b]. for each x + [a b]. [ab] Now we want to show that.. n*tx lim f ) n* n x i.* 1 converges uniformly on [a b] to some function. ) f n b. for t + [a b] x.e. for ¿xed x + [a b]. n Let f denote the limit function i. To this where the appropriate one-sided limit is assumed when x end. let Mn t de f f n t f n x tx and M t de f f t f x tx tx ) f n x..e.

Then. x + a b implies that limMn t while x a and x b yield that lim Mn t ta Å ) f n a and lim Mn t tb . and n + M.

and t + [a b] x. SEQUENCES AND SERIES OF FUNCTIONS 0 if given.348 CHAPTER 8. If m M2 . n M2 .

Mn .. Suppose then Mn t Mm t 2 b a from equation (8. Thus. 6 respectively.5).

3. by Theorem 8. n uniformly convergent on t + [a b] x.2.* 1 is uniformly Cauchy and.

Consequently. Since f t lim f n t for t + [a b]. Mn M on [a b] x.. n* we have that n* lim Mn t M t .

1 to the ) sequence Mn . applying Theorem 8..3. Finally.

let M x 2 M x. First we de¿ne a function M that is continuous on U. periodic with period 2. For x + [1 1]. To do this. n t x tx t x ) (7) lim An lim f n x.2.15 There exists a real-valued function that is continuous on U and nowhere differentiable on U.3.3. Theorem 8. Proof. (2) 8. (5) .* 1 . ***Acceptable responses are: (1) Cauchy. 2 n n n f n t f n x f m t f m x n f n t f m t f n x f m x n n (6) n . suppose that M x x and. (4) MeanValue. where An f n x yields that n f ) x tx lim M t 7 . we de¿ne the function in a interval that is “2 wide” and extend the de¿nition by reference to the original part.*** n* n* Rudin ends the section of our text that corresponds with these notes by constructing an example of a real-valued continuous function that is nowhere differentiable. and not differentiable at each integer. . (3) all G + [a b]. for all x + R.

In the last section. 349 The author shows that the function * . For example. 8. Use the space provided to ¿ll in highlights of the justi¿cation. FAMILIES OF FUNCTIONS In the space provided sketch a graph of M. t 3 un b c M 4n x f x 4 n 0 satis¿es the needed conditions.8. The general idea is to seek additional properties that will shared by such sets of functions. it is natural to ask questions about sets of functions that are related by some commonly shared nice behavior. if I is the set of all real-valued functions from [0 1] into [0 1] that are continuous.4. . we considered sets of functions from a metric space into F or U and examined some of the consequences of uniform convergence of sequences.4 Families of Functions Since any sequence of functions is also a set of functions. we have seen that an additional shared property is that 1 f f + I " 2t t + [0 1] F f t t.

you will show that F [a b] I is not a complete metric space. On the other hand. x+X It follows directly that P f P X 0 % f x 0 for all x + X and gP X n P f P X c PgP X . De¿nition 8. In fact.4. we have seen that I* f g and = I f g a b anxnb max f x g x f x g x dx.4. Lemma 8. b 1 f 1g f g + F X " P f The details of our proof for the corresponding set-up for F [a b] allow us to claim that I* f g P f gP X is a metric for F X. Let F [a b] denote the family of real-valued functions that are continuous on the interval I [a b]. SEQUENCES AND SERIES OF FUNCTIONS Another view of sets of functions is considering the functions as points in a metric space.1 For a metric space X d. corresponding to each f + F X the supremum norm or sup norm is given by PfP P f PX sup f x . the latter generalizes to the set of complexvalued functions that are continuous and bounded on the same domain. #14). let F X denote the set of all complexvalued functions that are continuous and bounded on the domain X and. F [a b] I* is complete.2 The convergence of sequences in F x with respect to I* is equivalent to uniform convergence of sequences of continuous functions in subsets of X.350 CHAPTER 8. For f and g in F [a b]. As a homework problem (Problem Set H. are metrics on F [a b]. .

you don’t want to stop there the statement I* f n f translates to sup f n x f x which yields that 1x x + X " f n x f x . you remembered that the metric replaces the occurrence of the absolute value (or modulus) is the statement of convergence.4. there exists a positive integer M such that n M implies that I* f n f . 351 ***Hopefully. Of course. The immediate translation is that for every 0. FAMILIES OF FUNCTIONS Use the space below to justify the claim made in the lemma.8. This justi¿es that convergence of f n .

* 1 n with respect to I* implies that f n .

4. F X I* is a complete metric space.2.9.3.4 Fill in what is missing in order to complete the following proof of Theorem 8.*** Theorem 8.4. we know that any convergent sequence in F X is Cauchy. we can conclude that convergence of sequences in C X with respect to I* is equivalent to uniform convergence. Since the conn verse also follows immediately from the de¿nitions.3 For a metric space X.4. Suppose that f n . Excursion 8. from Theorem 4.* 1 converges uniformly to f . Proof. Since F X I* is a metric space.

1x x + X " that f n ..* 1 is a Cauchy sequence in F X I* and that 0 n is given.e. Then there exists a positive integer M such that n M and m M implies that i. Hence. 1 G +X x+X sup f n G f m G . for n M and m M.

* 1 is n 2 3 . Since . we conclude 3 . As a 0 was arbitrary.

4 sequence of complex-valued functions on a metric space X. SEQUENCES AND SERIES OF FUNCTIONS . by Theorem f n .352 CHAPTER 8.

Ben cause f n f . for any 0 there exists a positive integer M such that n M X implies that f n x f x In particular.* 1 is uniformly convergent. Hence. f n . Since 0 was ar2 bitrary. we conclude that I* f n f 0 as n *. . Let f : X F denote the uniform limit. 2 for all x + X.

from the (other) triangular inequality.6) + F X. 5 G +X sup f n G f G n Now we want to show that f + F X. we know that f is . In particular. Because f n f . Because f : X F is contin. corresponding to X 6 1 there exists a positive integer M such that n M implies that f n x f x 1 for all x + X.* 1 is convergent n to f in F X I*. 8 on X. (8. The sequence f n . f M 1 is continuous and 7 7 on X. As the uniform limit of continuous functions from a metric space X in F.6). it follows that f is uous and bounded on X. we have that 1x x + X " f x f M Since f M 1 1 x 1 . From equation (8.

(7) bounded. and (8) f + F X.3.* 1 was an arbitrary n Cauchy sequence in F X I*. we conclude that every Cauchy sequence in F X I* is convergent in F X I*.5 At ¿rst. (6) continuous. This concludes that proof that convergence in F X I* is equivalent to being Cauchy in F X I*. one might suspect that completeness is an intrinsic property of a set. (5) I* f n f .2. Consequently. (4) 8. (2) f n x f m x .*** Remark 8. (3) uniformly Cauchy. However. combining our prior discussion of the metric spaces U d and T d where d denotes the Euclidean metric with our discussion of the two metrics .4. ***Acceptable responses are: (1) I* f n f m .

(b) I is said to be locally uniformly bounded on P if and only if 1* * + P " 2N* N* t P F I is uniformly bounded on N* . We will note right away that care must be taken. Then (a) I is said to be uniformly bounded on P if and only if 2M + U 1 f 1* f + I F * + P " f * n M.4. it is natural to ask about generalization or transfer of other general properties. We have made a signi¿cant transition from concentration on sets whose elements are points on a plane or number line (or Euclidean n-space) to sets where the points are functions. we will concentrate on conditions that allow us to draw conclusions concerning sequences of bounded functions and subsequences of convergent sequences.6 Let I denote a family of complex-valued functions de¿ned on a metric space P d.8. What might characterizations of compactness look like? Do we have an analog for the Bolzano-Weierstrass Theorem? In this discussion. FAMILIES OF FUNCTIONS 353 on F [a b] leads us to the conclusion that completeness depends on two things: the nature of the underlying set and the way in which distance is measured on the set.4. Now that we have seen a setting that gives us the notion of completeness in this new setting. (c) any sequence f n . De¿nition 8.

* 1 t I is said to be pointwise bounded on P if and only n if c b 1* * + P " f n *.

* 1 is bounded i.4.e.. corresponding to each * + n P.7 For x + P for * + P. there exists a positive real number M* M * such that de f f n * M* for all n + M. | Example 8. taking M * U 0.

8 Uniform boundedness of a family implies that each member of the family is bounded but not conversely. . let I f n x n2 x x2 } : n + M . 1 *2 Thus.. Remark 8. I is pointwise bounded on P.4. Then. 2 * implies that f n * M * for all n + M.

354 CHAPTER 8. SEQUENCES AND SERIES OF FUNCTIONS f n z nz : n + M.

4.9 Justify this point with a discussion of I on Ur z + F : z r . Excursion 8.

4. ***Hopefully.4. } | 1 : n + M is locally uniformly Excursion 8.11 To see this. show that 1 zn bounded in U z : z 1. you observed that each member of I is bounded in Ur but no single bound works for all of the elements in I..10 Uniform boundedness of a family implies local uniform boundedness but not conversely.*** Remark 8.

Since z 0 was arbitrary. let Nz0 now. ***Neighborhoods that can justify local uniform boundedness vary the key is to capitalize on the fact that you can start with an arbitrary ¿xed z + U and make use of its distance from the origin to de¿ne a neighborhood. N z0 t U and n1 z n 1 n n N z0 4 n n n n 1 1 z can be used to justify that. For example. n1 z n 1 n 4 1 r 3. we can claim local uniform boundedness in U . but not uniformly bounded there. given z 0 + U t u n n 1r n n with z 0 r 1. The latter allows us to conclude that the given family is uniformly bounded on Nz0 . for each n + M.*** . One way to justify the lack of uniform boundedness is to investigate the behavior of the T n functions in the family at the points 1 n 1 .

Then.4. Theorem 8.8.12 A family of complex valued functions I on a subset P of F is locally uniformly bounded in P if and only if I is uniformly bounded on every compact subset of P Proof. such that f ? n Mz .4. for all ? + N z >z . for each z + K there exists a neighborhood of z. N z >z and a positive real number. (!) This is an immediate consequence of the observation that the closure of a neighborhood in F or U is compact. (") Suppose I is locally uniformly bounded on a domain P and K is a compact subset of P. Since N zc >z : z + K . FAMILIES OF FUNCTIONS 355 The following theorem gives us a characterization for local uniform boundedness when the metric space is a subset of U or F. Mz .

an example is given to illustrate that a uniformly bounded sequence of real-valued continuous functions on a compact metric space need not yield a subsequence that converges (even) pointwise on the metric space. at this point we accept the example as a reminder to be cautious. Remark 8.13 Note that Theorem 8. Then. covers K .15 Again by way of example. for all z + K . We offer it as our next excursion.4. providing space for you to justify the claims. Excursion 8.4.12 made speci¿c use of the Heine-Borel Theorem i.4. f z n M. and we conclude that I is uniformly bounded on K . we know that there exists a ¿nite subcover. the fact that we were in a space where compactness is equivalent to being closed and bounded.e.14 In our text.4. Remark 8. say k j k j b N z j >z j : j 1 2 n .16 Let P x + U : 0 n x } 1.. Because the veri¿cation of the claim appeals to a theorem given in Chapter 11 of the text.4. for M max Mz j : 1 n j n n . Remark 8. the author of our text illustrates that it is not the case that every convergent sequence of functions contains a uniformly convergent subsequence.

n | x2 I f n x :n+M . x 2 1 nx2 [0 1] and .

356 CHAPTER 8. (b) Find the pointwise limit of f n . SEQUENCES AND SERIES OF FUNCTIONS (a) Show that I is uniformly bounded in P.

* 1 for x + P. n (c) Justify that no subsequence of f n .

observing that x 2 1 nx2 o x 2 0 for x + 0 1] and f n 0 0 for each n + M yields that f n x n 1 for x + P. In (b). for each ¿xed x + P. the behavior of the sequence f n . since the only occurrence of n is in the denominator of each f n . For (c). in view of the negation of the de¿nition of uniform convergence of a sequence. n ***For (a).* 1 can converge uniformly on P. the corresponding sequence of real goes to 0 as n *.

* 1 n | }* 1 at the points allows us to conclude that no subsequences of f n .

This poses the challenge of ¿nding an additional property (or set of properties) that will yield such an analog.* 1 will n n n 1 converge uniformly on P.*** Now we know that we don’t have a “straight” analog for the Bolzano-Weierstrass Theorem when we are in the realm of families of functions in F X. we introduce de¿ne a property that requires “local and global” uniform behavior over a family. Towards that end. .

4.17 A family I of complex-valued functions de¿ned on a metric space P d is equicontinuous on P if and only if 1 0 2= 0 1 f 1u 1) f + I F u + P F ) + P F d u ) = " f u f ) .8.4.4. FAMILIES OF FUNCTIONS 357 De¿nition 8. for U R z : z n R.4.18 If I is equicontinuous on P. Remark 8.19 On the other hand. then each f + I is clearly uniformly continuous in P Excursion 8.

show that each func nz : n + M..

20 Use the Mean-Value Theorem to justify that Q R x f n x n sin : n + M n is equicontinuous in P [0 * The next result is particularly useful when we can designate a denumerable subset of the domains on which our functions are de¿ned. Excursion 8.4. When the domain is . is uniformly continuous on U R though I is not equicontion in I tinuous on U R .

In each case the denumerable subset is dense in the set under consideration. Lemma 8. then the rationals or points with the real and imaginary parts as rational work very nicely.4.21 If f n . SEQUENCES AND SERIES OF FUNCTIONS an open connected subset of U or F.358 CHAPTER 8.

* 1 is a pointwise bounded sequence of complex-valued funcn j k* tions on a denumerable set E. then f n .

4.22 Finish the following proof. Excursion 8.* 1 has a subsequence f nk k 1 that conn verges pointwise on E. Proof. Let f n .

Then the set E can be realized as a sequence *k . be sequence of complex-valued functions that is pointwise bounded on a denumerable set E.

of distinct points. This is a natural setting for application of the Cantor diagonalization process that we saw earlier in the proof of the denumerability of the rationals. From the Bolzano–Weierstrass Theorem. f n *1 .

*** The next result tells us that if we restrict ourselves to domains K that are compact metric spaces that any uniformly convergent sequence in F K is also an equicontinuous family. Then f nn n M 1 is a j k* j k subsequence of f nM n M 1 from which it follows that f nn x is convergent at x. Now consider f nn n 1 f 11 f 12 j k* *** For x + E. . bounded implies that j k there exists a convergent subsequence f n1 *1 . there exists an M + M such that x * M . f 21 f 31 f 22 f 32 j j j k* b ck* k* In general. The process can be applied to k j k j f n1 *2 to obtain a subsequence f n2 *2 that is convergent. f n j n 1 is such that f n j * j n 1 is convergent and f n j n 1 is a j j k* k* subsequence of each of f nk n 1 for k 1 2 j 1.

4.4.8. FAMILIES OF FUNCTIONS 359 Theorem 8.23 Suppose that K d is a compact metric space and the sequence of functions f n .

If f n .* 1 is such that 1n n + M " f n + F K .

then I f n : n + M.* 1 converges n n uniformly on K .

the sequence of functions f n . Suppose that K d is a compact metric space. Proof. is equicontinuous on K .

3.2.* 1 t F K converges uniformly on K and 0 is given. n f n . By Theorem 8.

3 P fn f M P K 3 for all n M.* 1 is uniformly Cauchy on K . f n is uniformly continuous on K . for each n + M. Thus. from the Uniform Continuity Theorem. In particular. Hence. for each j + 1 2 M. there exists a positive integer M such n that n o M implies that P f n f m P K . Because each f n is continuous on a compact set.

Let = implies that min = j . Then 1n jnM 3 1 j 1x 1y For n j + 1 2 M.. there exists a = j 0 such that x y + K and d x y = j n n n f j x f j yn .

(8.. we also have that f n x f n y n f n x f M x f M x f M y f M y f n y . F x y + K F d x y = " n n n f j x f j yn 3 .8) and the fact that 1 0 2= 0 was arbitrary. we conclude that 0 1 f n 1u 1) f n + I F u ) + K F d u ) = " f u f ) i. (8. Theorem 8. We are now ready to offer conditions on a subfamily of F K that will give us an analog to the Bolzano-Weierstrass Theorem.4.8) From (8.24 Suppose that K d is a compact metric space and the sequence of functions f n .7) M and x y + K such that d x y =. I is equicontinuous on K .e.7) and (8.

If f n : n + M.* 1 is such that 1n n + M " f n + F K .

is n pointwise bounded and equicontinuous on K . then (a) f n : n + M.

is uniformly bounded on K and .

360 CHAPTER 8. SEQUENCES AND SERIES OF FUNCTIONS (b) f n .

n Excursion 8.24. Suppose that K d is a compact metric space.* 1 contains a subsequence that is uniformly convergent on K .4. the sequence of functions f n .25 Fill in what is missing in order to complete the following proof of Theorem 8.4. Proof.

* 1 is such that 1n n + M " f n + F K . the family f n : n + M.

is n pointwise bounded and equicontinuous on K . Proof of part (a): Let 0 be given. Since f n : n + M.

there exists a = 0 such that d e 1n 1x 1y n + M F x y + K F d x y = " f n x f n y .9) Because N= u : u + K . (8. is equicontinuous on K .

there . 2 exists a ¿nite number of points. forms an 1 for K and K is compact. f n : n + M. such that K t On the other hand. say p1 p2 pk .

j + 1 2 k. is pointwise bounded consequently. for each p j .

. it follows that n b cn b c 1n 1 j n + M F j + 1 2 k. there exists a positive real number M j such that n b cn b c 1n n + M " n f n p j n M j For M 3 .

" n f n p j n M . (8.10) Suppose that x + K . Since K t such that 4 5 k 6 j 1 b c N= p j there exists an m + 1 2 k.

From (8.9). Hence.10). we conclude that for all n + M.. Since x was arbitrary. from (8. we conclude for all n + M. it follows that d e i.e. d x pm = and. . But then f n x f n pm n f n x f n pm yields that f n x f n pm that f n x M for 6 . 1n 1x n + M F x + K " f n x M .

4.8. FAMILIES OF FUNCTIONS f n : n + M.

Almost a proof of part (b): If K were ¿nite. (The reason for the “Almost” in the title of this part of the proof is that we did not do the Exercise #25 on page 45 for homework. Exercise #25 on page 45 indicates how we can use open coverings with rational radii to obtain such a set. If K t U or K t F. let E be a denumerable subset of K that is dense in K .) Because f n : n + M. For K in¿nite. we would be done. is 7 361 . then the density of the rationals leads immediately to a set E that satis¿es the desired property in the general case of an arbitrary metric space.

21. there exists a subsequence of each x + E. by Lemma 8. f n . is on E.4.

* 1 . n 8 j k* say g j j 1 . Since f n : n + M. that is convergent for Suppose that 0 is given.

is equicontinuous on K . there exists a = 0 such that K L 1n 1x 1y n + M F x y + K F d x y = " f n x f n y . 3 Because E is dense in K . N= u : u + E.

we conclude that there exists a ¿nite number of elements of E. yields Cauchy convergence of j * g j *s j 1 for each *s . (8. forms an open cover for K .11) k* j k j Since *1 *2 *q t E and g j x j 1 is a convergent sequence of complex numberskfor each x + E. the completeness of F. such that K t q > j 1 b c N= * j . Because K is compact. s + 1 2 q. say *1 *2 *q .

Hence. for each s + 1 2 q..

there exists a positive integer Ms such that n Ms and m Ms implies that gn *s gm *s . there exists an s + 1 2 q.. 3 Suppose that x + K .11). From (8.

Then d x *s = implies that 9 f n x f n *s 3 . such that .

362 for all n + M. SEQUENCES AND SERIES OF FUNCTIONS max Ms : s + 1 2 q. CHAPTER 8. Let M m M.

.

(4) N= pm .. j 1 j k (3) max M j : j 1 2 k . (5) f n x f n pm . we conclude that d 0 2M + M n M Fm e M " 1x x + K " gn x gm x j k* i. for n M and gn x gm x n gn x gn *s n n n n n n n n gm *s gm x . (7) uniformly bounded on K . (10) gn *s gm *s . (2) N= p j ..e. It follows that.26 A family I of complex-valued functions de¿ned on a metric space P is said to k normal in P if and only if every sequence f n .4. families that do have that property warrant a special label. (11) uniformly Cauchy on K . g j j 1 is uniformly conver- k b c 6 ***Acceptable responses are: (1) open cover. By Theorem 8.*** Since we now know that for families of functions it is not the case that every convergent sequence of functions contains a uniformly convergent subsequence. g j j 1 is gent on K as needed. 11 j k* .23. (6) all n + M. n n 10 Since 1 0 and x + K were arbitrary. (8) pointwise bounded on K . (9) x + N= *s . De¿nition 8.4.

Remark 8.27 In view of Theorem 8.28 A normal family of complex-valued functions I is said to be compact if and only if the uniform limits of all sequences converging in I are also members of I. De¿nition 8.4. .24. any family that is pointwise bounded and equicontinuous on a compact metric space K is normal in K . t I has a subsej be quence f nk that converges uniformly on compact subsets of P. Our last de¿nition takes care of the situation when the limits of the sequences from a family are in the family.4.4.

We are offering the statement of the theorem without discussing the proof.5.5. The last result that we will state in this chapter relates a given function to a sequence of polynomials. Space is provided for you to insert a synopsis or comments concerning the proof that is offered by the author of our text on pages 159-160. Theorem 8.1 If f + F [a b] for a b. we would like to have results that enable us to realize a given function as the uniform limit of a sequence of nice functions. THE STONE-WEIERSTRASS THEOREM 363 8. then there exists a sequence of polynomials Pn .5 The Stone-Weierstrass Theorem In view of our information concerning the transmission of nice properties of functions in sequences (and series).8. Since polynomials are continuously differentiable functions the theorem is particularly good news.

Space for Comments. | (a) nz 1 nz 2 }* n 1 .6 Problem Set H 1. If f is a real-valued function then the polynomials can be taken as real. 8. Use properties of limits to ¿nd the pointwise limits for the following sequences of complex-valued functions on F.* 1 t F [a b] such that lim Pn x f x where the convergence is n n* uniform of [a b].

364 | (b) | (c) | (d) | nz 2 z 3n zn 1 zn CHAPTER 8. Use the de¿nition to prove that f n . SEQUENCES AND SERIES OF FUNCTIONS }* }* n 1 n2 z 1 n3 z2 n2 z n 1 }* n 1 1 n (e) 1 n 2 z 1 2n j k* (f) zenz n 1 }* n 1 nx 2. For each n + M. let f n x .

use the de¿nition to show that f n x.* 1 n enx is pointwise convergent on [0 *. uniformly convergent on [: * for any ¿xed positive real number :. For each of the following sequences of real-valued functions on U. and not uniformly convergent on 0 *. 3.

Use the de¿nition or its negation to justify your conclusions concerning uniform convergence.* 1 converges pointwise to the speci¿ed f x n on the given set I then determine whether or not the convergence is uniform. (a) (b) (c) (d) } 2x f x 0 I [0 1] 1 nx | } cos nx * f n x.

n 1 f x 0 I [0 1] T n | 3 } n x * f n x.

n 1 f x 0 I [0 1] 1 n4 x } | n3 x * f n x.

n 1 f x 0 I [a * where a is a 1 n4x 2 positive ¿xed real number | } v w 1 xn 1 1 1 * f n x.

n 1 f x I 1x 1x 2 2 Q R 2 f n x.

* 1 nxenx f x 0 I [0 1] n f n x.

* 1 n | (e) (f) .

For the sequence f n .6. PROBLEM SET H 365 4.8.

Suppose that the sequences of functions f n .* 1 of real-valued functions on U given by f n x n n 1 n 2 x n for n + M and f x 0 for x + I [0 1]. show that 1x f n x f x as n * for each x + I . Is is true that = 1 = 1 f n x dx f x dx as n *? 0 0 5.

* 1 and gn .

respectively. on a set A in a metric space S d. Prove that the sequence f n gn .* 1 converge unin n formly to f and g.

* 1 converges uniformly to f g. n x2 c T is uniformly conver6. Determine all the values of h such that 1 nx 2 n n 1 x2 b c x + U : x h.

n 1 n 1 9. n 1 * . if for all x + U. n 1 * . nbn cos nx n 1 * * . Prove that if a sequence of complex-valued functions on F converges uniformly on a set A and on a set B. . 8. n bn is convergent and let f x n 1 U.. an is convergent. then it converges uniformly on A C B.) b 7. Prove that. Prove that if the sequence f n . (Hint: Justify that each f n x gent in I 1 nx 2 is increasing as a function x and make use that the obtain an upper bound on the summand. Suppose that Show that f ) x * . 10. and that both bn sin nx and nbn cos nx converge uniformly for all x + * . an cos nx converges uniformly n 1 * . then * . bn sin nx for x + U.

then .* 1 of complex-valued functions on F is unin formly convergent on a set P to a function f that is bounded on P.

366 CHAPTER 8. SEQUENCES AND SERIES OF FUNCTIONS there exists a positive real number K and a positive integer M such that 1n 1x n M F x + P " f n x K . 11. Suppose that f n .

* 1 is a sequence of real-valued functions each of which is n continuous on an interval I [a b]. If f n .

prove that there exists a positive real number K such that 1n 1x n + J F x + I " f n x K .8 i..3.3.11: Suppose that f n .e. 12. Without appeal to Theorem 8.* 1 is uniformly continuous on n I . using basic properties of integrals. prove Theorem 8.

let Fn x f n t dt. Compare the values of the integrals of the nth partials sums over the interval 3 [0 1] with the integral of their their limit in the case where * 1 f k x is k such that | f 1 x and. 1 n . .Then f is continuous on de f c 5x [a b] and Fn F where F x c f t dt. for each n 2 3 4 . [ab] 13. x 1 . x n1 n x 1 . 0 x n 1 Sn x Does your comparison allow you to conclude anything concerning the uniform convergence of the given series n [0 1]? BrieÀy justify your response. 1 n x n 1 .* 1 is a sequence of real-valued n functions that are continuous on the interval [a b] and f n f . 0x n n 1 . ! ! 0 ! ! ! ! ! 2 ! n x n ! n 2 x ! ! ! ! ! ! ! 0 1 . For c + [ab] 5x [a b] and each n + M. nx n0 n . 1 n x n 0 .

if 1 n . For each n + M. PROBLEM SET H ! ! 0 ! ! ! ! ! ! ! nx 1 ! 2 ! ! ! ! ! ! ! ! 0 .8. 367 14. if . if 1 n x n . let f n x 1 1 x n n 1 nx n1 n Then f n .6.

Make use of f n .* 1 t F [1 1] where F [1 1] is the set of real-valued funcn tions that are continuous on [1 1].

I f g 1 15. Is J n cos : n + M F x + U equicontinuous on U? State your posi2n tion clearly and carefully justify it. Suppose that I is a family of real-valued functions on U that are differenj ) k tiable on the interval [a b] and I ) f : f + I is uniformly bounded on [a b]. Q R x 18.P U 1 x 2n j 2 n k (e) I n x 1 x : n + M . P [0 1 16. where = 1 f x g x dx. locally uniformly bounded. determine whether of not I is pointwise bounded.P U 1 n2x 2 | } x 2n (d) I :n+M . Is I nxe your position clearly and carefully justify it. P 0 1] nx | } sin nx (b) I T : n + M . | } 1 (a) I 1 : n + M . Justify your conclusions. Prove that I is equicontinuous on a b. P [0 1] n | } nx (c) I :n+M . Q R nx 2 : n + M F x + U uniformly bounded on [0 *? State 17.* 1 to justify that the n metric space F [1 1] I is not complete. For each of the following families I of real-valued functions on the speci¿ed sets P. and/or uniformly bounded on P. .

368 CHAPTER 8. Is . SEQUENCES AND SERIES OF FUNCTIONS uniformly convergent on [0 *? State your position 1 k4x n 1 clearly and carefully justify it. k 1 19.

k 2 x sin kx * . n .

1 Power Series Over the Reals In this section. De¿nition 9.” It would be even better if we were doing this discussion in the “Complex World” however. In this chapter. we will restrict ourselves mostly to power series in the reals. 9. In a sense.1. n 1 cn x :n where : and cn .1 A power series in U about the point : + U is a series in the form c0 * . for n + M C 0. most of our attention will focus on series that are formed from sequences of functions that are polynomials having one and only one zero of increasing order. we turn to series that are generated by sequences of functions j k* ck x :k k 0 . these are series of functions that are “about as good as it gets.Chapter 9 Some Special Functions Up to this point we have focused on the general properties that are associated with uniform convergence of sequences and series of functions.

2 When we discuss power series. 3* 3* n n for each x 0 + S. If c0 n 1 cn x 0 : 369 . the series c0 n 1 cn x 0 : converges. for example. we are still interested in the different types of convergence that were discussed in the last chapter namely. Remark 9.1. the power series c0 n n 1 cn x : is said to be pointwise convergent on a set S t U if and only if.. are real constants. pointwise. In this context. 3* uniform and absolute.

then the power series c0 point x 0 . SOME SPECIAL FUNCTIONS 3* n 1 cn is divergent. x :n is said to diverge at the 3* n When a given power series c0 n 1 cn x : is known to be pointwise convergent on a set S t U.370 CHAPTER 9. we de¿ne a function f : S U by f x c0 3* n n 1 cn x : whose range consists of the pointwise limits that are obtained from substituting the elements of S into the given power series. We’ve already seen an example of a power series about which we know the con3* n vergence properties. The geometric series 1 n 1 x is a power series about the point 0 with coef¿cients cn .

From the Convergence n Properties of the Geometric Series and our work in the last chapter.* 0 satisfying cn 1 for all n. we know that the series the series the series 3* x n is pointwise convergent to 1 in U 1x x + U : x 1.

Consequently.1) x1 : 3 Proof.. .1. We will see shortly that this list of properties is precisely the one that is associated with any power series on its segment (usually known as interval) of convergence. n 0 3* 3* n 0 n 0 x n is uniformly convergent in any compact subset of U . We know that a necn essary condition for convergence is that the “nth terms” go to zero as n goes to in¿nity. corresponding to 1. (9. leads us to a characterization of the nature of the sets that serve as domains for convergence of power series. then the series n converges absolutely for each x such that x : x1 :. 3 Lemma 9. there n* exists a positive integer K such that n n n K " ncn x1 :n 0n 1. Furthermore. lim cn x1 :n 0 and. which follows directly from the Necessary Condition for Convergence.3 If the series * 0 cn x :n converges for x1 / :. there is a number M such that t un n n ncn x :n n n M x : for x : n x1 : and for all n. and x n is not uniformly convergent in U . Suppose * 0 cn x :n converges at x1 / :. The next result.

1. Then n n ncn x1 :n n n M for all n + M C 0. POWER SERIES OVER THE REALS | Let M max 1 max c j x1 : 0n jnK j 371 } .9.

it follows that n nn n n n n nn n nn x : n ncn x : cn x : cn x1 : n x1 : n nn n n x : n n n Mn n x : n for all n + M C 0. . For any ¿xed x + U satisfying x : n x1 :.

n The next theorem justi¿es that we have uniform convergence on compact subsets of a segment of convergence. Finally. 1 as claimed in equation (9. 3 the Comparison Test yields the absolute convergence of * 0 cn x :n .1).4 Suppose that the series * 0 cn x :n converges for x1 / :. for ¿xed x + U satisfying x : x1 :. 3 Theorem 9.1. n x + U : : h n x n : h.

Theorem 9.3. x1 : x 1 : The s r uniform convergence now follows from the Weierstrass M-Test with Mn n h x1 : . there is a real number M such that t un n n h nn ncn x : n M for x : n h x 1 : and for all n. we have that x : h n 1.1. The existence of M such that ncn x :n n n M x1 : was just shown in our proof of Lemma 9. Furthermore. either (ii) the series converges for all values of x + U or . For x : n h x1 :. Then the power series converges uniformly on I for each nonnegative h such that h x1 :.1. x1 : sn r n n x: Proof.5 For the power series c0 (i) the series converges only for x 3* : or n 1 cn x :n .

372 CHAPTER 9. SOME SPECIAL FUNCTIONS (iii) there is a positive real number R such that the series converges absolutely for each x satisfying x : R. converges uniformly in x + U : x : n R0 .

note that the power series * 1 n n x :n diverges n 3* x :n for each x / :. Now.3. while n 0 is convergent for each x + U. To see (i) and (ii). for n! (iii). and diverges for x + U such that x : R 3 Proof. Let .1. it follows that x1 : n x2 :. for any positive R0 R. By Theorem 9. suppose that there is a real number x1 / : for which the series converges and a real number x2 for which it diverges.

Since x was arbitrary. Suppose that x ` is such that x ` : R. the given series is absolutely convergent for each x in x + U : x : R. Then there exists a I + ` S : n 3such that `x n n I R. From the de¿nition of S. * .n n ncn x :n n converges for x : I S I+U: n 0 and de¿ne R sup S. we conclude that * n ` n n 0 cn x : converges.

. The uniform convergence in x + U : x : n R0 .

. n n Next.1. n 0 n 0 The nth Root Test provides us with a formula for ¿nding the radius of convergence.3.6 For the power series c0 lim sup n cn n 1 cn x : . x : R implies that n 3* n ncn x :n n as well as 3* cn x :n diverge. if I * .2) 1 ! I ! ! 0 . convergence of n 0 given series for all x satisfying x : I and place I in S which would contradict the de¿nition of R. if 0 I * . for any positive R0 R was justi¿ed in Theorem 9. let I n* and ! ! ! R * . that is described in Theorem 9.5. T 3* n Lemma 9. R.1. suppose that x + U is such that nx : n I R. if I 0 (9.4. We conclude that for all x + U.1.1. From Lemma c n 3* n b ncn x : n n would yield absolute convergence of the 9.

9. n 1 cn x : converges absolutely for each x + : R : converges uniformly in x + U : x : n R0 .1. POWER SERIES OVER THE REALS 373 3* n Then c0 R.

5 is given by equation (9.1. Lemma 9. for any positive R0 R.1.1. wn * * . Namely.7 Consider n 0 x 2 . from Lemma 9. for each x + U such that x 2 . For any ¿xed x0 . Because lim sup n 3n 3n n* t u T 2 n 2 lim 2 .1. some basic algebraic manipulations 2 yield more information. On the other hand. 2n n 0 1 3n x 2n 6 . the series c0 n 1 cn x 0 : converges absolutely whenever x0 : I 1 and diverges when x0 : I 1.6.2). 2n 1 . The number R is called the radius of convergence for the given power series and the segment : R : R is called the “interval of convergence. and diverges for x + U such that x : R. 3* n From the Root Test. from the Geometric Series Expansion Theorem. we have that 2 * . for the sequence of nonzero n n cn 1 n n L for 0 n L n *. U 3* 2n 1 2 2n n Example 9. it follows that the given power series has n* 3 3 3 radius of convergence . real constants cn . v 2 1 n v w 2 2 x 2 x 2 2 3n 3 n 0 n 0 1 x 2 3 n n n 2 n n as long as n n 3 x 2n 1.8 Let : be a realnconstant and suppose that. 1 2x Another useful means of ¿nding the radius of convergence of a power series follows from the Ratio Test when the limit of the exists.” Proof. 3 Therefore. We conclude that the radius of convergence justi¿ed in Theorem 9. we have that Tn r S s n lim sup n ncn x0 :n n lim sup x0 : n cn n* n* x0 : I.

* 0 . lim n n n* n cn n .

then c0 * .8. whenever the sequence of nonzero real n n n cn 1 n * n L for 0 n L n * an alternative formula constants cn .9 In view of Lemma 9. Remark 9. then c0 CHAPTER 9. SOME SPECIAL FUNCTIONS * .1.374 (i) If L 0. and diveruniformly convergent in any compact subset of : : L L 1 gent for any x + R such that x : L (iii) If L *. L L n 1 u t 1 1 . cn x :n is absolutely convergent for all x + U and n 1 t u * . then c0 . cn x :n is convergent only for x n 1 uniformly convergent on compact subsets of U :. 1 1 n cn x : is absolutely convergent : : (ii) If 0 L *.1. The proof is left as an exercise.

from Lemma 9.10 Consider n * . the radius of convergence ofu the t 3 8 4 given power series is . . Therefore. Example 9.1. if 0 L * .n 0 satis¿es lim n n* n cn n * . if 1 L 0 L 0 (9. Consequently. if L * x 2n .8. 1n 2 4 2n n 1 Let cn n n n cn 1 n n n n cn n n n n 1n 2 4 2n 2 n 1 1 4 7 3n 2 n n n n 1 4 7 3n 2 3 n 1 2 1n 2 4 2n n 1 4 7 3n 2 1 2 4 2n .3) . for the radius of convergence R of c0 cn x :n is given by n 1 ! ! ! R ! ! ! * . Then 1 4 7 3n 2 2 n 3n 1 2 1 3 as n *.1. 2 3 3 . the “interval of convergence” is .

3* n Lemma 9.1. 22n 5n 1 The nth partial sums of a power series are polynomials and polynomials are among the nicest functions that we know.v 8x 5 1 n 1 2 n 2 x 1n for x 1 . 1 n 1 1 4x 3 2x n 0 5 2 1n 1 1 u w 4 1 x 1 5 u wn * vt 2 . 2 4 It follows that w * 2n 1 .12 Suppose that the series f x n 0 cn x : converges in x + U : x : R.9. POWER SERIES OVER THE REALS 375 The simple manipulations illustrated in Example 9.1.1. 1 4x 3 2x Note that 1 1 3 2x and 2 1 4x 1 1 2 x 1 2 5 8x 5 4x 3 2x * . 1 4 n 0 | } 1 5 We have pointwise and absolute convergence of both sums for x 1 min . 1 2n x 1n for x 1 2 n 0 5 x 1n for x 1 .7 can also be used to derive power series expansions for rational functions. Example 9. The nature of the convergence of power series allows for transmission of the nice properties of polynomials to the limit functions.1. 4 x 1 5 n 0 5 vt * . 1 4x [2 x 1]n * .11 Find a power series about the point : 8x 5 and ¿nd its interval of convergence. n 0 1 that sums pointwise to 1 3 2x 2 .

Then f is continuous and differentiable in ) is continuous in : R : R and : R : R. f f ) x * . with R 0. n 1 ncn x :n1 for : R x : R. .

For any x1 such that x1 : R. SOME SPECIAL FUNCTIONS Space for comments and scratch work. there exists an h + U with 0 h R x : x : n h. Proof.376 CHAPTER 9.

1. : Note that * 1 ncn k :n1 is a power series whose limit. f is continuous at x1 .3. Thus.. Let I 3* n Theorem 8. Then. we conclude that f is continuous in x 3 R. f is conn 0 cn x : is uniformly convergent on I .4. by Theorem 9. when it is n j ) x 3n j convergent. is the limit of sn where sn x j 0 c j x : . From3 tinuous on I as the continuous limit of the polynomials n 0 c j x : j .3. Since the x1 was arbitrary. such that x1 : h. Let x0 + x + U : 0 x : R. Consej quently. in x : R.e.. the second 3* part of the theorem will follow from showing that n 1 ncn x :n1 converges at least where f is de¿ned i.

. it n ncn x ` :n n n M for n + MC 0. In the n proof of Lemma ??. Then there exists an x ` with x 0 : x ` : R.

n (a) The function f possesses derivatives of all orders.1. . Thus.3. n for r n ` n x : n 1. the series n 1 nr 3* 3 M nr n1 is convergent and we conclude that * 1 ncn x :n1 is n 1 n ` : x 3* convergent at x0 .. n n n n n ` nn n x0 : nn1 n M n n1 n n cn nx : n n ` n ` nr n1 nncn x 0 : n nx :n x ` : x : n n n x0 : n 3* n1 converges. Since x0 was arbitrary we conclude that n 1 ncn x :n1 is convergent in x : R.1. Applying the Theorems 9. the mth derivative is given by 3* b n c nm f m x for x : R n m m cn x : bnc where m n n 1 n 2 n m 1. Theorem 9.13 (Differentiation and Integration of Power Series) Suppose f is 3 given by * 0 cn x :n for x + : R : R with R 0.3 as before leads to the desired conclusion for f ) .4 and 8. From the ratio test. was shown that there exists an M 0 such that Hence. For each positive integer m.

de¿ne the function F by F x : f t dt.14 Use the space that is provided to complete the following proof of the Theorem. we need only indicate some of the details for the proof of (a). 3* cn Then F is also given by n 0 x :n 1 which is obtained by termn 1 by-term integration of the given series for f .9. (c) The constants cn are given by cn f n : . Let .1. n! Excursion 9. Proof. POWER SERIES OVER THE REALS 377 5x (b) For each x with x : R. Since (b) follows directly from Theorem 8.1.3.3 and (c) follows from substituting x : in the formula from (a).

we know that where m 1 + S. Remark 9.1.e. tn u S m + Q : f m x cn x :nm f or x : R m n m bn c n n 1 n 2 n m 1.. n k n n 1 n 2 n k 1 cn x :nk for x : R.1. Now suppose that k + S for some k i. note that none of what we have used relied on any properties of U that are not possessed . By Lemma 9. f k x * .12.15 Though we have restricted ourselves to power series in U. * .

However.378 CHAPTER 9. we state the following theorem and note that the proofs are the same as the ones given above. With that in mind. SOME SPECIAL FUNCTIONS by F.16 For the complex power series c0 n 1 T z : where : and cn . the region of convergence is a disk rather than an interval. 3* n cn Theorem 9.1. for n + M C 0.

if I * Then the series (i) converges only for z : when R 0 * and (ii) converges for all values of z + F when R (iii) converges absolutely for each z + N R :. let I lim sup n cn and n* ! ! ! R ! ! ! * . if 0 I * . if I 1 I 0 0 . converges uniformly in x + U : x : n R0 . are complex constants. ..

and diverges for z + F such that z : R whenever 0 R *. In this case. N R0 : for any positive R0 R. R is called the radius of convergence for the series and N R : z + F : z : R.

1. x 0 .1. Consider the function | b c exp 1x 2 .1. x / 0 g x .17 Theorem 9. Remark 9.12 and Theorem 9.13 hold for the complex series in their disks of convergence. Both Lemma 9. It n 0 n! is natural to ask if the converse is true? The answer to this question is no. is the corresponding disk of convergence. 0 .13 tells us that every function that is representable as a power series in some segment : R : R for R 0 has continuous 3* f n : derivatives of all orders there and has the form f x x :n .1.

2.9. SOME GENERAL CONVERGENCE PROPERTIES 379 It follows from l’Hôpital’s Rule that g is in¿nitely differentiable at x 0 with n 0 g 0 for all n + M C 0.

Namely.18 A function that has continuous derivatives of all orders in the neighborhood of a point is said to be in¿nitely differentiable at the point. if a power series that represents a function in its segment is known to converge at an endpoint. On the other hand. we restrict ourselves to a class of functions that have the desired properties. Since the function is clearly not identically equal to zero in any segment about 0. The function f is called analytic on a set if and only if it is analytic at each point of the set. Remark 9.1. and the last is convergent at both endpoints.1 If 3* 0 cn converges and f x n * then lim f x n 0 cn . the second one is convergent at 1 and divergent at 1. n 3* x n 3* x n . De¿nition 9.20 The example mentioned above tells us that in¿nitely differentiable at a point is not enough to give analyticity there.2 Some General Convergence Properties There is a good reason why our discussion has said nothing about what happens at the points of closure of the segments of convergence. and n 0 2 has the same “interval of convergence” 1 1 however. The ¿ne point to keep in mind is that the series when discussed from this viewpoint has nothing to do with the functions that the series represent if we stay in 1 1.1. 3 Theorem 9.. . n 0 n n the ¿rst is divergent at each of the endpoints. we can’t write g in the “desired form.1. The function f is said to be analytic at the point : if it is in¿nitely differentiable at : + I and 3* f n : f x x :n is valid in a segment : R : R for some n 0 n! R 0. For example. we can say something about the relationship of that limit in relation to the given function.19 Let f be a real-valued function on a segment I . The precise set-up is given in the following result. 9. x1 3* n 0 cn x n for x + 1 1.2.” This prompts us to take a different approach. De¿nition 9. This is because there is no 3 one conclusion that can be drawn. each of the power series * 0 x n .

. we know that 1 x * .5) 0 is given. if 2K M n . (9.2. then follows that 1 x M . Let sn 0. 3* n 0 cn . n 0 0 and we cn x n 1 x sn x n .1.4) xn 1. n 0 3* n 0 n 0 cn . * . For 1 = x 1. n 0 s Suppose that such that 1 1 x sx n . 2K M = Note that. 3* n 0 (9. n 0 n 2K M n .380 CHAPTER 9. It follows that k 0 ck and s1 m m m1 .2 Fill in what is missing in order to complete the following proof of Theorem 9. 3n Proof. if o 2K M . SOME SPECIAL FUNCTIONS Excursion 9.2. we have that lim sm x m m* * . Because lim sn n* s there exists a positive integer M implies that sn s .6) . 2 n 0 sn s x n 1 x xn 1 x 2 M . if . it 8 8 2 M . sn sn1 x 1 x n 0 n 0 Since x 1 and lim sm m* conclude that f x Let s Thus. Let 2 K } n n 1 ns s j n max max 2 0n jnM ! 1 ! ! 4 ! ! ! 2K M KM 4 | and . For each x + 1 1. n n cn x sn x n sm x m . . 2 (9.

and * 0 cn are convergent to A. and n n n 3 3 C. n n f x g x an x bn x cn x n h x . SOME GENERAL CONVERGENCE PROPERTIES Use equations (9.*** n n n An application of Theorem 9. 3* 3 3 Corollary 9. For 0 n x n 1. (2) K . if 1 = x 1.2. and h x n cn x n where cn j 0 a j bn j . 3 Hopefully.9. to show that. .2. The ¿rst summation is bounded above by n 2 shown in equation (9. Because each series converges absolutely for x 1. B.3 If 3 0 an .6) while the latter summation is bounded above by b c 3 1 x * M 1 xn with x 0 this yields that n 2 3 3 3 1 x * M 1 xn 1 x * M 1 x n 1 x * 0 xn 1.1 leads to a different proof of the following result concerning the Cauchy product of convergent numerical series.2. for each ¿xed x + [0 1 we have that * * * . then n n n C AB.5). n 0 bn x . respectively. g x f x 3n n 0 * . an x n . n 0 n 0 n 0 . let * . n 0 * . and * 0 cn is the Cauchy product of * 0 an and * 0 bn . 3 381 ***Acceptable responses are: (1) n M. . * 0 bn . Proof.4) and (9. you noted that (3) M f x s is bounded above by the sum of 1 x n 0 sn s xn and 3 as 1 x * M 1 sn s xn . then f x s .

i 1 j 1 ai j * * . We will make use of the Binomial Theorem and the following result that justi¿es the needed rearrangement. n n j k 3 Lemma 9.. lim g x x1 B.4 Given the double sequence ai j i j+J suppose that * 1 nai j n bi j 3 and * 1 bi converges.2. SOME SPECIAL FUNCTIONS lim f x A. x0 Proof. One nice argument justifying that a power series is analytic at each point in its interval of convergence involves rearrangement of the power series.382 From Theorem 9. and lim h x x1 C. x1 CHAPTER 9. Let E xn : n + MC 0.1..2. j 1i 1 ai j . The result follows from the properties of limits. Then i * * .

.

f i x 0 . j 1 ai j . i 1 f i x . de¿ne the function g on E by g x * . j 1 ai j and f i xn n . Furthermore. the deft E such that lim *k k* From the hypotheses. Furthermore. lim f i xn n* inition of E ensures that for any sequence k* *k . for each x + E. for each i + M. for each i n + M let f i x0 * . be a denumerable set such that lim xn n* and.

From the Uniform Limit of Continuous Functions Theorem (8. Therefore. Consequently. g is continuous at x0 . f i is continuous at x0 . lim f i *k f i x0 . * * . from the Limits of Sequences Characteri- zation for Continuity Theorem. for each i + M.3. i 1 f i x0 g x0 n* lim g xn .3).* 1 k x0. * 1 f i x is i uniformly convergent in E. Because 3 3 1x 1i i + M F x + E " f i x n bi and i* 1 bi converges. i 1 j 1 ai j * . ..

i 1 j 1 383 ai j n* lim lim * . SOME GENERAL CONVERGENCE PROPERTIES Now * * . ai j i 1 j 1 * . f i xn ai j i 1 n * . n* ai j ..2.2..9. f can be expanded in a power series about the point x a which 3* f n a converges in x + U : x a R a. For a + R R.. j 1i 1 n* lim * n . * . ji 1 i 1 3* n Theorem 9.5 Suppose that f x n 0 cn x converges in x R.

the ¿rst row would could be written as c0 x La0 . extra space is provided in order to allow more room for scratch work to check some of the claims. the ( given by ( . n n . n 0 j t u n j cn a x an j . Then f x 3* * n a]n and. ( . j 0 We can think of this form of summation as a “summing by rows. In general. from the Binomial Theorem. 3* n Proof. t (u j 0 c( j vt u ( 0 a x a( c( 0 a j x a( j t u ( 1 a x a(1 1 t u w ( ( 0 a x a . while the second row could be Kb c b1c 1 0 1 st row is written as c1 1 a 0 x a1 0 1 a x a . let a + R R. For3 x f n 0 cn x in x R. n 0 n! In the following proof. n 0 cn x n 0 cn [x a f x * . and f x x an . tn u cn a j x an j j 0 j 0 * n .” In this context..

. n 0 j t u n cn a j x an j j 0 * ..2. 0 1 c2 a n1 cn a In general..” If *nk bn c k cn k a x ank de f . In view of Lemma 9. n 0 cn [x a a] n * * . Viewing the rearrangement as “summing by d bnc n e columns. n 0 cn x a an * i.e.” yields that ¿rst column as x a0 c0 a 0 c1 a 1 L n cn a Kb c b2c 1 b n c n1 and the second column as x a1 1 c1 a 0 .384 CHAPTER 9. at least when x a a R.4. if k n 0 f x * . if k n n . n 0k 0 *nk . then it follows that . we have that the k 1 st column if given by v x a k t ck a 0 k 1 u 1 t ck 1a 1 u n cn a nk nk w . n 0 cn x n * . 3* b 3* n 0 k 0 *nk c 3* b3* k 0 n 0 *nk c whenever * n . SOME SPECIAL FUNCTIONS In the space provided write 4-5 of the rows aligned in such a way as to help you envision what would happen if we decided to arrange the summation “by columns.

9. SOME GENERAL CONVERGENCE PROPERTIES 385 Use the space that is provided to convince yourself concerning the form of the general term. we have that f x * . Hence.2. n 0 an x n * . n n 1 n 2 n k x ak k! n k 0 x ak f k a k! n! cn a nk k! n k! 1 a nk cn * . k 0 * . n 0 . k 0 as needed. n k * . If n 0 bn x both converge in the segment S E x+S: * .t n u cn a nk nk n k * .6 (Identity Theorem) Suppose that the series * 0 an x n and n 3* n R R. for any x + U such that x a R a.2. 3 Theorem 9. k 0 x a k x ak * . k * 1 .

bn x n bn and E S. has a limit point in S. then 1n n + M C 0.

7 Fill in what is missing in order to complete the following proof of the Identity Theorem. " an Excursion 9.2. .

Suppose that the series segment S R R and that E CHAPTER 9. SOME SPECIAL FUNCTIONS 3* n 0 an x * .386 Proof. n 0 . n 0 n and 3* n 0 bn x n both converge in the x+S: an x n * .

bn x n de f has a limit point in S. For each n + M C 0.

Let n 0 cn x j k A x + S : x + E ) and B S A x + S : x + A. let cn an bn . Then f x 3* n 0 for each x + E..

Because x0 + S. Suppose that T j n 0 j + M C 0. First we will justify that B is open. If B is empty. f x dn x x0 n for . where E ) denotes the set of limit points of E. by Theorem 9.5. If B is not empty and not open. Suppose that x0 + A. * .2. then we are done. Note that S is a connected set such that S A C B and A D B 3. (1) Next we will show that A is open. then there exists a * + B such that 2N= * N= * t B.

T has a least element. By the 3 . m 0 dk m x x 0 for we know that lim g x xx 0 2 / 0. Because g is continuous at x 0 . It follows that we can write f x x x0 k g x where 3* n g x . 4 5 0 to show that there exists = (6) . : d j / k 0 / 2 3. say k. Now we will make use of 0 such that g x / 0 for g x0 the fact that 2 x x0 =.

Thus. and A D B 3. For example. 3* n 0 for all x in a neighborhood N x0 of x 0 . we conclude that .9. Let u 1 be an element of E such that u 1 / * and u 1 * =. u n . g x / 0 for x x0 = from which it follows that f x in 7 387 x x0 k g x / 0 . While this does not place ) in E. f x n 0 dn x x 0 Hence.2. . SOME GENERAL CONVERGENCE PROPERTIES Hence. The process can be continued to generate a sequence of elements of E. it does insure that any neighborhood of ) contains an element of E.. N x 0 t A. Since x0 was arbitrary. A / 3. if N= * is not contained in B. we conclude that 1* * + A " 10 i. But this contradicts the claim that x0 is a limit point of zeroes of and we conclude that 8 9 f . 12 ***Acceptable responses are: (1) Your argument should have generated a sequence of elements of E that converges to *. then there exists a ) + S such that ) + B which places ) in E ) . This necessitated an intermediate step because at each step you could only claim to have a point that was in E ) .e. . Therefore. 11 S Because S is a connected set for which A and B are open sets such that A C B.

The (other) g x0 triangular inequality. 2 there exists a = 0 such that x x0 = " g x g x0 . that converges to *. (4) g x0 . then yields that g x0 g x which implies 2 g x0 that g x whenever x x0 =. (7) 0 x x0 =.* 1 . g x0 (5) dk . 2 (9) 1n n + M C 0. Corresponding to . (2) x x0 R x0 . This would place * in A D B which contradicts n the choice of B. (8) T 3. (3) Well-Ordering Principle. (6) We’ve seen this one a few times before.

(12) B is empty.*** . " dn 0. (10) 2N * N * t A. (11) A is open.

*n . of E z and E * can be written as * * * n . Consequently. then lim sup cn 1 cn 1 0.3 Designer Series With this section. namely. zn n 0 n! for z + F. In Chapter 3 of Rudin. E z E * n! n! k! n k! n 0 n 0 n 0k 0 From bn c k n! . we focus attention on one speci¿c power series expansion that satis¿es some special function behavior. The series leads to a de¿nition for the function e x and ln x as well as a “from series perspective” view of trigonometric functions. e u 1 n lim 1 . as de¿ned in Chapter 4.7) Complete the following exercises in order to obtain some general properties of E z. SOME SPECIAL FUNCTIONS 9. (9. zn ..7). the n* 3* Ratio Test yields that n 0 cn z n is absolutely convergent for each z + F. the Cauchy product. Hence. tn u z k * nk n! k 0 k n 0 *n . we can let E z * . Thus far we have been using the de¿nitiontof e that is developed in most elementary calculus courses. z n 0 E z E * * n . n! . If you get stuck. z k * nk .388 CHAPTER 9. 1 n! z k * nk n! k! n k! n 0k 0 * . 1 . n* n we will obtain e as the value of power series at a point. note that the following is a working excursion version of a subset of what is done on pages 178-180 of our text. . if cn n!1 . b c For each n + M. In this section. it follows that k! n k! * n . e u t 3* 1 3* 1 1 n was de¿ned as n 0 and it was shown that n 0 lim 1 . There are alternative approaches that lead us to e. From the absolute convergence of the power series given in (9. for any ¿xed z * + F. We n* n! n! n get to this point from work on a specially chosen power series.

1.1. For x real.8) yields that E ? E ? E 0 1 (9.9.9) which would contradict our second Property of the Additive Identity of a Field (Proposition 1. 0.3.8) ? in Suppose there exists a ? + F such that E ? (9. use basic bounding arguments and ¿eld properties to justify each of the following. Consequently 1z z + F " E z / 0. (a) 1x x + U " E x 0 (b) x* lim E x 0 (c) 1x 1y [x y + U F 0 x y " E x E y F E y E x] . DESIGNER SERIES Therefore. Taking z ? and * 389 (9.4) from which we have to have that E ? E * 0 for all * + F. E z E * E z * .

Use the de¿nition of the derivative to prove that c b 1z z + F " E ) z E z Note that when x is real.390 CHAPTER 9. A straight induction argument allows us to claim from (9. < b c zj E zj . SOME SPECIAL FUNCTIONS What you have just shown justi¿es that E x over the reals is a strictly increasing function that is positive for each x + U. 2. Complete the justi¿cation that t E 1 n* lim 1 1 n un .8) that n n . E ) x E x and 1x x + U " E x 0 with the Monotonicity Test yields an alternative justi¿cation that E is increasing in U.10) 3. 1n n + M " E j 1 j 1 (9.

1 k! k 0 391 sn and tn t 1 1 n un (a) Use the Binomial Theorem to justify that. let n .3.9. n! n n n tn (b) Use part (a) to justify that lim suptn n E 1. m! n n n . DESIGNER SERIES For each n + M. justify that t u 1 1 tn o 1 1 1 2! n t ut u t u 1 1 2 m1 1 1 1 . t u t ut u 1 1 1 1 2 1 1 1 1 1 2! n 3! n n t ut u t u 1 2 n1 1 1 1 1 . n* (c) For n m 2.

Use properties of E to justify each of the following claims.392 CHAPTER 9. 4. . (e) Finish the argument. SOME SPECIAL FUNCTIONS (d) Use the inequality you obtain by keeping m ¿xed and letting n * in the equation from part (c) to obtain a lower bound on lim inftn and an n* upper bound on sm for each m.

DESIGNER SERIES (a) 1n n + M " E n en . 0.1 Another Visit With the Logarithm Function Because the function E U is strictly increasing and differentiable from U into x + U : x 0. e x 5.3.3. Show that.9. xn 1 and use the inequality to justify that n 1! 0 for each n + M. for x x * lim x n ex 9. 393 (b) 1u u + T F u 0 " E u eu Using ¿eld properties and the density of the rationals can get us to a justi¿cation that E x e x for x real.

.11) . E U has an inverse U function L : U U. we have that L E x Inverse Differentiation Theorem yields that L ) y 1 for y y 0 (9. for x real and the differentiable on U . For x + U. by the Inverse Function Theorem. de¿ned by E L y y that is strictly increasing and x.

11) implies that y dx x which gets us back to the natural logarithm as it was de¿ned in Chapter 7 of these notes. If you get stuck. thus. We also note that E i x C x i S x (9. 9. For x + U. if 4n 4 n 1 . in x n n 0 n! n! . i xn n 0 * . we consider E z restricted the subset of F consisting of numbers that are purely imaginary. Since E 0 CHAPTER 9. if 4n 4 n 1 4 n 2 4 n 3 and in . the list of properties justify that C x and S x for x + U correspond to the cos x and sin x.3. E i x Since in ! 1 ! i ! 1 ! i * . In this section. if ! i . L 1 L y 1 = 0 and (9. .13) from which we conclude that C x and S x are the real and imaginary parts of E i x. if ! 1 . if . A discussion of some of the properties of the natural logarithm is offered on pages 180-182 of our text. 4 n 2 4 n 3 it follows that each of 1 1 C x [E i x E i x] and S x [E i x E i x] (9. respectively.12) 2 2i have real coef¿cients and are.2 A Series Development of Two Trigonometric Functions The development of the real exponential and logarithm functions followed from restricting consideration of the complex series E z to U. if ! 1 ! i . note that the following is a working excursion version of a subset of what is done on pages 182-184 of our text. real valued functions. . Once completed. if . SOME SPECIAL FUNCTIONS 1. for x + U.394 where y E x. if . though appeal to triangles or the normal geometric view is never made in the development. Complete the following exercises in order to obtain some general properties of C x and S x for x + U.

4. De¿ne the symbol H by H 2x0 where x0 is the number from #4 and justify each of the following claims. 395 2. we see that C 0 S x and S ) x C x.3. 1 and S 0 0. 5.9. Show that E i x 1. Justify that there exists a smallest positive real number x0 such that C x0 0. Justify that C ) x b 3. DESIGNER SERIES 1. . Prove that 2x x + U F C x c 0 . By inspection.

1z z + F " E z 2Hi E z .396 (a) S rH s 2 t (b) E u i 1 CHAPTER 9.12) immediately yield that both C and S are periodic with period 2Hi. . Also shown in Theorem 8.8) that E is periodic with period 2Hi i.. SOME SPECIAL FUNCTIONS Hi 2 (c) E Hi 1 (d) E 2Hi 1 It follows immediately from equation (9. Then the formulas given in equation (9.7 of our text is that 1t t + 0 2H " E it / 1 and 1z [z + F F z 1 " 2!t t + [0 2H F E i t z] The following space is provided for you to enter some helpful notes towards justifying each of these claims.e.

1 (Taylor’s Theorem with Remainder) For a b. SERIES FROM TAYLOR’S THEOREM 397 9. Then. Rn f b n 0 b a j is well de¿ned. we introduce a function . let I [a b]. f j a x a j j! j 0 Rn x where Rn x mainder . let x n .9. Suppose that f and f j are in F I for 1 n j n n and that f n 1 is de¿ned for each x + Int I . In j j! order to ¿nd a different form of Rn .2 Fill in what is missing to complete the following proof. From the hypotheses and the properties of continuous and 1 functions. we know that a is 2 and differentiable for each x + I . For x + I . It suf¿ces to prove the theorem for the case x b. n an 1! 1 is known as the Lagrange Form of the Re- Excursion 9. Furthermore.4 Series from Taylor’s Theorem The following theorem supplies us with a suf¿cient condition for a given function to be representable as a power series.4. Proof. there exists a G with a G x such that f x f n 1 G x n .4.4. Theorem 9. f j x b xn f b b x j j! b an j 0 1 1 Rn . 3 4 . for each x + I . Since f and f j are 3 f j a in F I for 1 n j n n. The statement and proof should be strongly reminiscent of Taylor’s Approximating Polynomials Theorem that we saw in Chapter 6.

(4) 0. (5) Rolle’s or the Mean-Value Thej 3 f j 1 x f n 1 x orem. n 1 2 f j x b x j 1 j 1! u 7 ) G If 0. (7) b xn . (6) n 0 b x j .398 and ) G ) CHAPTER 9. f j j 0 1 x j! b x j f ) x f x ) n . j 1 x j! b x j f j x b x j1 j 1! 2 it follows that ) x n 1bx Rn banÅ1 t 3n 3n f j x j1 b x j 2 j j 1! . Now x n . j j! n! f n 1 G b an 1 (8) Rn . By 5 . Because n .*** n 1! . there exists a G + I such that w b x j1 n 0. SOME SPECIAL FUNCTIONS b 0. then f n 1 G n! b G n . (2) continuous. Therefore. b an 1 8 ***Acceptable responses are: (1) differentiable. f j j 1 n 1 . v f j x j 1 j 1! n 6 1 b x b an 1 Rn . 3 j (3) f b n 0 f j!x b a j Rn . n 1 b Gn Rn .

.4 For : + U and R 0.3 Notice that the inequality a b was only a convenience for framing the argument i.4. There are several series expansions that we should just know and/or be able to use.14) (b) For all real : and x. suppose that f and f j are in F : R : R for 1 n j n n and that f n 1 is de¿ned for each x + : R : R.4.1 Some Series To Know & Love When all of the derivatives of a given function are continuous in a neighborhood of a point :.15) . we have sin x b * .4. we refer to the expansion as a Taylor’s Series with Lagrange Form of the Remainder about :. Then.e. Corollary 9. if we have the conditions holding in a neighborhood of a point : we have the Taylor’s Series expansion to the left of : and to the right of :. we can justify the series expansion by proving that the remainder goes to 0 as n *. 9. Theorem 9. f j : x : j j! j 0 1 Rn where Rn n :n 1! .4. SERIES FROM TAYLOR’S THEOREM 399 Remark 9.9. for each x + : R : R. the Taylor series expansion about : simply takes the form f x 3* f j : x : j with its radius of convergence being determined by the j 0 j! behavior of the coef¿cients. sin : n! n 0 nH 2 c x :n (9.5 (a) For all real : and x. x :n e n! n 0 : (9. In this case.4. there exists a G + : R : R such that f x f n 1 G x n . we have e x * . Alternatively.

x :n n n : n 0 n ne f xn n n 0 n! n Rn .16) (c) For x 1. Then f is continuously differentiable on all of U and f n x e x for each n + M. 1n1 x 2n1 n 1 x * . from Taylor’s Theorem with Remainder. (9. cos : n! n 0 nH 2 c x :n . we have 1 x m 1 * . we have that f x ex e: n . For : + U. Note that n n * n . (9. we have ln 1 and arctan x * . (9.400 and cos x CHAPTER 9.18) (d) The Binomial Series Theorem. Let f x e x .19) We will offer proofs for (a). A fairly complete sketch of a proof for the Binomial Series Theorem is given after discussion of a different form of Taylor’s Theorem. . For each m + U1 and for x 1.17) 2n 1 . m m 1 m 2 m n n 1 1 n! xn. 1 x : j j! j 0 Rn : x where Rn eG x :n n 1! 1 where G is between : and x. SOME SPECIAL FUNCTIONS b * . and the ¿rst parts of (b) and (c). 1n n 1 1 xn n (9. Proof.

There are many forms of the remainder for “Taylor expansions” that appear in the literature. is convergent for all x + U. n 1 ! x x : ! e . The integral form is given with the following Theorem 9. if x o : ! ! n 1! eG x :n 1 Rn n . Since lim The expansion claimed in (9. x :n From the Ratio Test. SERIES FROM TAYLOR’S THEOREM 401 Furthermore. Then.6 (Taylor’s Theorem with Integral Form of the Remainder) Suppose that f and its derivatives of order up to n 1 are continuous on a segment 3n f j :x: j I containing :. We conclude that n! n 0 the series given in (9. * . while x a yields that x G : and eG e: . f x Rn : x j 0 j! where = x x tn n 1 Rn : x f t dt n! : Proof. Alternatives can offer different estimates for the error entailed when a Taylor polynomial is used to replace a function in some mathematical problem.4.9. ! n 1! n 1 ! ! : x : ! e . Since f ) is continuous on the interval I .14) converges to f for each x and :. we conclude that Rn 0 as n *. we can integrate the derivative to obtain = x f ) t dt. f x f : : .4. n 0 1n t n for t 1. for each x + I . because x : with : G x implies that eG e x .17) follows from the Integrability of Series because ln 1 x 0 kn n* n! = x dt 1 t and 1 1 t * . if x : n 1! 0 for any ¿xed k + U.

from Taylor’s Theorem with Integral Form of Remainder. m m 1 m 2 m n n 1 1 n! xn Rk 0 x .402 CHAPTER 9. f j : x : j j! n 0 = : x x tk k f k! 1 t dt is differentiable on I . x tk k f k! 1 t dt We want to show that = x x tk Rk 0 x m m 1 m k 1 k! 0 tmk1 dt 0 as k * . for ¿xed x. du f )) t dt and we can choose ) x t. Then = x = x ) ) t x f t dt f : f t x t t : f x f : x t f )) t dt : : = x f : f ) : x : x t f )) t dt. corresponding to u f ) t and d) dt. Proof. As an application of Taylor’s Theorem with Integral Form of Remainder. complete the following proof of the The Binomial Series Theorem. we have 1 where = Rk 0 x 0 x x m 1 k . Substitution and simpli¿cation justi¿es the k 1! claim. SOME SPECIAL FUNCTIONS As an application of Integration-by-Parts. For ¿xed m + U1 and x + U such that x 1. Then Integration-by-Parts can be applied to x tk f k 1 t dt taking u f k 1 t and d) dt leads to u : k! k! x tk 1 f k 2 t dt and ) . : Next suppose that f x and f k 5 x xtk 1 k .

1 . then 0 for m 1 m1 ) m2 g t 1 t implies that g t m 1 1 t . we turn to 0 dt. The standard way to do this is to effect a change of variable. Let t xs. for t between 0 and x t (9. m o 1. m o 1. 1 t 1 xs 0 0 5x . SERIES FROM TAYLOR’S THEOREM 403 for all x such that x 1. Having two expressions in the integrand that involve a power k suggests a rearrangement of the integrand i. t u = x m m 1 m k x t k Rk 0 x 1 tm1 dt. Since we want to bound the behavior in 1 t terms of x or a constant. because t is between 0 and x. for x 1 by | 1 xm1 . we have that 1 tm1 n 1 whenever m o 1 F 1 t n 0 G m n 1 F 1 t o 0 .e. and On one hand. k! 1 t 0 We discuss the behavior of 1 u t 5x x t k dt separately. implies that g x o g t. 0 for m 1 Consequently. With this in mind. 0 1 t tm1 . we want to get the x out of the limits of integration. 0 t x and g decreasing.9. x o 0 OR m n 1. Then dt xds and u t u = xt = 1 x t k 1s k k 1 dt x ds. when t is between 0 and x. On the other hand.4. then 0 t x and g increasing yields the g t n g x while m n 1 F x n 0. x 0 OR m n 1. x n 0 Cm x .20) u x t k Next. if m o 1Fx o 0 or m n 1Fx n 0. de¿ne Cm x.. if m o 1 F x o 0. x o 0 We have shown that 1 tm1 Cm t n Cm x .

k! For u k x cause m m 1 m k k x k! n n n u n 1 x n n n n u x n n 1 Cm x consider 3* n 1 un x.21).4.2 Series From Other Series There are some simple substitutions into power series that can facilitate the derivation of series expansions from some functions for which series expansions are “known.7 Suppose that f u R 0. Theorem 9. SOME SPECIAL FUNCTIONS t x o 0. Hence.21) From (9. if follows that 0 n Rk 0 x = 1 m m 1 m k k 1 x n C m x dt k! 0 m m 1 m k k 1 x Cm x . (a) If b kc R . we immediately conclude that n= t n n x x t uk n n n dt n n xk n n n 0 1 t 1s 1 xs uk n 1. we conclude that Rk 0 x 0 as k * for all x with x 1. From the nth term test.404 Since s 1 follows that CHAPTER 9. from the Squeeze Principle. Be- n n n n m n n n n 1 1n x x as n *. 3* x is convergent for x 1.” The proof of the following two examples are left as an exercise. k d with k / 3* n 0 cn u bn for u b R with 3* n 0.4. n 1 un 9. then f kx d n 0 cn k x cn for x c . Finally. it follows that u k x 0 as k * for all x such that x 1.20) and (9. it 1 . (9.

b e 3* n 0 cn 405 x ckn for The proofs are left as an exercise. f x ck x c R 1k . n2 1 1 1 n 1 n n 2 n n 1 or t uu and t x for n x 1 2 1 2 3 2 3 2 n n 0 1 x 3 2 n n n n n n 1n 3 1n 1 nx n .8 Find the power series expansion for f x point : 1 and give the radius of convergence.4. t n n n n 1 n x 1 n2 x 1 n 1 or nx 1 n t uu Since t 2 for n n n 1 2 2 2n n 0 12 x 2 n t t un t u un * .9. n 3n 1 2 2n 2 n 0 . it follows n n 2n 2 2n 2 that n n ut u * . Example 9. SERIES FROM TAYLOR’S THEOREM d (b) For every ¿xed positive integer k.t n 1 n 1n 1 2n n f x 2 x for nx n .4. Because both series expansions are valid in nx n . 2 Note that v 1 1 1 f x 2 1 x 1 x 1 x 1 about the 1 x2 1 1 x w 1 1 1 t t uu t t uu 1 3 1 2 1 x x 2 2 2 2 1 1 1 t t uu t t uu. 1 2 1 3 12 x 1 x 2 3 2 n t n n un un * . We close this section with a set of examples.

for m . 1 3 2n 1 n 1 2n 1 2n n! x 2n 1 . it follows that = arcsin x 0 x dt T 1 t2 x * .1. for x 1.4. it follows that s12 r 1 t2 1 * .9 Find the power series expansion for g x arcsin x about the point : 0.10 Find the power series expansion about : . From the Binomial T 1 t2 0 1 Series Theorem. 0 for f x Excursion 9. Applying the Integration of Power Series Theorem (Theorem 9. arcsin x . Note that t ut u t 1 1 1 1 n 2 2 2 _ ^] n terms u 1 1 ` n t ut 1 1 2 2 1 1 2 u t u n 1 1 3 2n 1 .13).4. 2n Consequently. 2 n 1 t 1 ut u t 1 1 1 n 2 2 n! u 1 1n t 2n for t 1. r 1t 2 s12 1 * .406 CHAPTER 9. = x dt We know that. Since 1 u n! n n1 n u 1 if and only if nu 2 n 1. 2 2 2 12 1 u n for u 1. 1 3 2n 1 n 1 2n n! t 2n for t 1 with the convergence being uniform in each t n h for any h such that 0 h 1. we have that u t u t 2u t 1 1 1 1 n 1 * . for x 1 where arcsin 0 0. SOME SPECIAL FUNCTIONS Example 9.

f 4 G 4 Since the Lagrange form for R3 is given by x for 0 G x. For n! : this problem.4. : 0 and n 3.4. SERIES FROM TAYLOR’S THEOREM cosh x ex 2 ex and give the radius of convergence. Find the Taylor Remainder R3 in both the Lagrange and Integral forms. R3 24 = x x tn n 1 In general. we 4! have that b c 4 sec2 G tan2 G 2 sec4 G x 4 for 0 G x. which gives = x s x t3 r R3 : x 4 sec2 t tan2 t 2 sec4 t dt 6 : Excursion 9. f 2n x f x and f 2n1 x x 2n for all x + U.12 Fill in what is missing in the following application of the geometric series expansion and the theorem on the differentiation of power series to 3 3n 1 ¿nd * 1 .*** 2n! 0 Example 9. the integral form is given by Rn : x f t dt.9.4. n 0. f ) 0 f ) x. 407 ***Upon noting that f 0 1. it follows that we can write f as * .11 Suppose that we want the power series expansion for f x ln cos x about the point : 0. n 4n .

x n nx x 1x n 1 in x 1. (3) . 3 Combining the results yields that u * * . in¿nitely often. We would like to be able to have series expansions that represent functions that are not so nicely behaved. 3 * . In order to obtain series expansions of functions for which we may have only a ¿nite number of derivatives at some points and/or discontinuities at other points. SOME SPECIAL FUNCTIONS x for x 1. CHAPTER 9. t n 1 3 n n 4n 4 4 n 1 n 1 4 1 4 ***Expected responses are: (1) . u) t * . it follows that 1x n 1 * . (2) x 1 x2 . we have to abandon the power series form and seek other “generators. 3n 1 . and (4) 1.” The set of generating functions that lead to what is known as Fourier series is 1.n n 1 2 4n .*** 3 3 9.5 Fourier Series Our power series expansions are only useful in terms of representing functions that are nice enough to be continuously differentiable.408 Because * . t 1 un 4 n 1 1 xn From the theorem on differentiation of power series. Hence.

C cos nx : n + M.

C sin nx : n + M.

1 a0 an cos nx bn sin nx (9.1 A trigonometric series is de¿ned to be a series that can be written in the form * .22) 2 n 1 where an .. De¿nition 9.5.

* 0 and bn .

n n .* 1 are sequences of constants.

22) can be written in the form given in (9. then n 1 an cos nx 2 = 1 H an f t cos nt dt for n + M C 0. FOURIER SERIES De¿nition 9. if m / n and = H H cos mx sin nxdx 0 for all m n + M.23).5. a sum in the form a0 ak cos kx bk sin kx is also called a trigono2 k 0 metric polynomial. if m n cos mx cos nxdx sin mx sin nxdx H H 0 . Theorem 9.5. ConseN .12) that the Nth partial sum of the trigonometric series given in (9.3 The trigonometric polynomial given in (9.9. We will make use of these relations in order to ¿nd useful expressions for the coef¿cients of trigonometric series that are associated with speci¿c functions. is a ¿nite sequence of constants.2 A trigonometric polynomial is a ¿nite sum in the form N .23) where ck .5. k N N 1 N 1 N . The form used is often a matter of convenience. x + U (9. Remark 9.5.5. The following “orthogonality relations” are sometimes proved in elementary calculus courses as applications of some methods of integration: = H = H H . k N 409 ck eikx .23) is real if and only if cn cn for n 0 1 N .4 It follows from equation (9.5 If f is a continuous function on I [H H] and the trigonometric 3* 1 series a0 bn sin nx converges uniformly to f on I . 1 quently. Remark 9.

(9.25) . (9.24) H H and bn 1 H = H H f t sin nt dt.

Then for ¿xed n + M. sk x cos nx f x cos nx and sk x sin nx f x sin nx for all x + I and all k I I for all x + I . m 1 1 a0 cos nx 2 * .6 If f is a continuous function on I [H H ] and the trigonomet3* 1 ric series a0 bn sin nx converges uniformly to f on I . from the orthogonality relations yields that = H = H f x cos nx d x Han and f x sin nx dx Hbn . Therefore. Because sk f there exists a positive integer M such that k M implies that sk x f x ¿xed n + M. For each k + M.410 CHAPTER 9. sk x cos nx f x cos nx and I sk x sin nx f x sin nx for each ¿xed n. . H H De¿nition 9.5. f x cos nx and f x sin nx 1 a0 sin nx 2 * . for each sk x f x cos nx n sk x f x sk x f x sin nx n sk x f x M. then n 1 an cos nx 2 the trigonometric series 1 a0 2 * . It follows that. SOME SPECIAL FUNCTIONS 3k 1 a0 Proof. n 1 an cos nx bn sin nx is called the Fourier series for the function f and the numbers an and bn are called the Fourier coef¿cients of f . let sk x bm sin mx and m 1 am cos mx 2 suppose that 0 is given. m 1 am cos mx cos nx bm sin mx cos nx am cos mx sin nx bm sin mx sin nx the uniform convergence allows for term-by-term integration over the interval [H H] which.

The proof can be found on pages 189-190 of our text.9 A function f de¿ned on an interval I [a b] is piecewise continuous on I if and only if there exists a partition of I .9. De¿nition 9. a x0 x1 xn1 xn b. the Fourier series formed using those coef¿cients may not converge to f . we would like to ¿nd classes of functions for which each Fourier series generated by a function in the class converges to the generating function.5. However.. FOURIER SERIES 411 Given any Riemann integrable function on an interval [H H].24) and (9.8 If f is a continuous function that is periodic with period 2H and 0. m N cm e imx where cm 1 2H = H H f t eimt dt. then there exists a trigonometric polynomial P such that P x f x for all x + U. there are constants = f x N * 0 and M * such that t f x n M t f x.25) to calculate Fourier coef¿cients that could be associated with the function. If. we will focus brieÀy on the process of ¿nding Fourier series for a speci¿c type of functions. we can use the formulas given by (9. For the remainder of this section. The discussion of Fourier series in our text highlights some of the convergence properties of Fourier series and the estimating properties of trigonometric polynomials.5. for all t + = =.e. then lim s N f x The following theorem that is offered on page 190 of our text can be thought of as a trigonometric polynomial analog to Taylor’s Theorem with Remainder. a major concern in the study of Fourier series is isolating or describing families of functions for which the associated Fourier series can be identi¿ed with the “generating functions” i. let s N f x N . for some x.5.7 For f a periodic function with period 2H that is Riemann integrable on [H H]. Theorem 9. Theorem 9. Consequently.5. The following is a theorem that offers a condition under which we have pointwise convergence of the associated Fourier polynomials to the function.

such that (i) f is continuous on each segment xk1 xk and (ii) f a . for each k + 1 2 n 1. f b and.

both f xk and f xk exist. .

SOME SPECIAL FUNCTIONS De¿nition 9.10 If f is piecewise continuous on an interval I and xk + I is a point of discontinuity. if f is periodic with period 2H and piecewise smooth on [H H ]. xn-2 xn-1 xn=b De¿nition 9. if x + U where f is continuous and by f x tinuity of f in H H . of discontinuity are given by f xk 2 Note that two piecewise continuous functions that differ only at a ¿nite number of points will generate the same associated Fourier coef¿cients. De¿nition 9. then f x k f x k is called the jump at xk . f x 2 f x an each point of discon- It can be shown that.. if x H G x H . if H n x H ! f x ! ! ! f H f H f x . The function f is smooth on I if and only if f and f ) are continuous on I . A piecewise continuous function on an interval I is said to be standardized if the values at points e 1d f xk f xk . Then the periodic extension f of f is de¿ned by . ! ! 2 ! ! f x 2H . y x 0 a=x0 x1 x2 .5.5. and (ii) f ) both exists and is piecewise continuous on the segments corresponding to where f is continuous. then the Fourier series of f converges for every real number x to the .12 Let f be a piecewise continuous function on I [H H].5.. The following ¿gure illustrates a standardized piecewise continuous function.11 A function f is piecewise smooth on an interval I [a b] if and only if (i) f is piecewise continuous on I .412 CHAPTER 9.

Then. In particular.5.25) from Theorem 9.5. the series converges to the value of the given limit 2 function f at every point of continuity and to the standardized value at each point of discontinuity.13 Let f x x on I [H H]. FOURIER SERIES 413 f x f x .5. The associated Fourier coef¿cients for f are given by (9.24) and (9. for each j + ]. = 1 H an t cos nt dt 0 for n + M C 0. Because t cos nt is an odd function. the satis¿es f jH periodic extension f 0 and the graph in each segment of the form j H j 1 H is identical to the graph in H H.9.5. Example 9. Use the space provided to sketch a graph for f .

then = = 1 t cos nt t sin nt dt cos nt dt C n n for any constant C. if 2 0 n ! = H n 2 t sin nt dt . H H According to the formula for integration-by parts. . if n + M. ! 2 H 0 ! ! . n . cos nH = H H bn 1 H t sin nt dt 1n for n + M yields that ! 2 ! . Hence. n 1 1n 1 sin nx . if 2 n n Thus. the Fourier series for f is given by 2 * .

and s3 x 2 sin x The following ¿gure shows the graphs of f . . 3 3 2 1 -3 -2 -1 0 -1 -2 -3 1 2 3 x while the following shows the graphs of f and s7 x in 3 3.5. s1 x 2 sin 2x sin 3x in 3 3. Note Example 9. because f is an even function. 3 2 1 -3 -2 -1 0 -1 -2 -3 1 2 3 2 37 n 1 1 n 1 sin nx n x x in H n x n H.14 Find the Fourier series for f x that. SOME SPECIAL FUNCTIONS 2 sin x.414 CHAPTER 9. f t sin nt is odd.

5 -3 -2 -1 0 1 2 3 x . Note how the 2 H n 1 2n 12 difference is almost invisible to the naked eye.5 2 1.*** an 4n x The following ¿gure shows f x w and the corresponding Fourier polynov H 4 1 cos x cos 3x in 3 3.5 1 0. 3 2. mial s3 x 2 H 9 3 2.9.5. Furthermore.5 -3 -2 -1 0 1 2 3 x x and the corresponding Fourier We close with a ¿gure that shows f x 7 .5 1 0. 1 H 4 polynomial s7 x cos 2n 1 x in 3 3. integration-by-parts yielded that 2 H 1 for n odd. a0 H while.5 2 1. FOURIER SERIES 415 ***Hopefully. you noticed that bn 0 for each n + M and an 0 for each even natural number n.

2. SOME SPECIAL FUNCTIONS 9.13. Then verify that the coef¿cients obtained satisfy the equation given in part (c) of Theorem 9. Let g x where exp * e* .6 Problem Set I 1.416 CHAPTER 9. x / 0 . Apply the Geometric Series Expansion Theorem to ¿nd the power series ex3 pansion of f x about : 2 and justify where the expansion is 4 5x valid. | c b exp 1x 2 . for each n + c b M and x + U 0. x 0 0 (a) Use the Principle of Mathematical Induction to prove that.1.

g n x x 3n Pn x exp 1x 2 where Pn x is a polynomial.. (b) Use l’Hôpital’s Rule to justify that. for each n + MC 0.

to prove Lemma 9. n 0 * .” (a) (b) (c) (d) * .1. as stated in these Companion Notes. 4. For each of the following use either the Root Test or the Ratio Test to ¿nd the “interval of convergence. g n 0 0. n n! 3n x 1n x 2n T n n n n!2 x 3 2n! 0 * . n 0 * .8. 7xn n 0 * . ln n 3n x 1n (e) T 5n n n n 0 . Use the Ratio Test. 3..

Find the power series expansions for each of the following about the speci¿ed point :. (a) f x (b) g x (c) h x 3x 52 : 1 H 4 2 sin x cos x : t u x : ln 1 x2 . (Hint: Consider h ) . Remember to brieÀy justify your work. 2 2 t 6.) 3* n 9. (a) g x (b) h x 3x 1 : 1 3x 2 ln x : 2 0. then n d e * f x ck b cn x ckn in x c R 1k for any ¿xed posin 0 tive integer k. Prove that if f u 3 * 0 cn u bn for u b R with R 0. PROBLEM SET I 5. 7. then f kx d . Find the power series expansion for h x ln x 1 x 2 about : 0 and its interval of convergence. For each of the following. 11. ln n n 0 417 1 2n x n 1 1n u 3 1 is convergent in .6. Prove that if f u 0 and b n 0 cn u b for u b R with R 3* R n n kc d with k / 0.9. For each of the following. n 0 cn k x c for x c k 3 10. ¿nd the power series expansion about : (a) f x (b) f x (c) f x (d) f x b 1 x2 c12 1 x2 1 x3 b c arctan x 2 r s T 8. Show that * . derive the power series expansion about the point : and indicate where it is valid.

Verify the orthogonality relations that were stated in the last section. n2 n 1 2n 1 3n 6n (b) * .5. n 1 (d) * . n (a) (b) H cos mx cos nxd x cos mx sin nxd x H H 0 for all m n + M. n 3n 2n n 1 14. n 1 (c) * . if H n x 0 . sin 2k 1 x Hk 0 2k 1 (a) f x . if 0 n x n H 1 2 * 2 .5.n n n 1 13. derive closed form expressions for each of the following.418 CHAPTER 9. if m . n 1 n n n 1 x n 1 x 2n 1 x n 1 n x 3 3 2 (b) * . if m / n . 5H 5H 5H H sin mx sin nxdx 0 . n 1 12. justifying your work carefully. (a) * . SOME SPECIAL FUNCTIONS * . Find each of the following. (a) * . Starting from the geometric series xn x 1 x1 for x 1. For each of the following. 15. 0 1 . verify that the given Fourier series is the one associated with the function f according to Theorem 9.

PROBLEM SET I (b) f x (c) f x x 2 for x + [H H] H2 3 4 * . k 1 419 1k cos kx k2 sin2 x for x + [H H] 1 cos 2x 2 2 .9.6.

SOME SPECIAL FUNCTIONS .420 CHAPTER 9.

34 d* x y. 29 I f g. 92 A. 350 D x y. 3 F X. 350 an .Index a b. 78 M. 92 " A. 78 F. 78 Q. 3 U . 81 Int A. 350 I* f g. 92 [a b]. 52 T. 74 Un . 92 F. 74 A) . 17 S d. 16 S X.

115 Cantor’s theorem. 19 below. 318 Archimedean principle for real numbers. 155 Cauchy Criterion for Convergence. 1. 204 Boundedness Theorem. 128 set. 156 alternating series test. 152 4 :. 135 Chain Rule. 73 Cauchy criteria for series convergence. 241 Change of Variables. 170 Cauchy sequence.* 1 . 36 binary operation. 335 Cauchy product. 204 Cantor set. 333 absolutely convergent series. 142 boundary of a set. 94 above. 215 closed ball. 82 . 22 sequence. 307 characteristic function. 123 3*n k 0 ak . 379 on a set. 287 absolutely convergent sequence of functions. 28 argument. 302 class of monotonic functions. 379 421 arc in Un . 174 analytic at a point. 90 bounded a set is. 58 Cartesian product. 2 Bolzano-Weierstrass theorem.

75 Euclidean norm. 230 on a closed interval. 262 left-hand. 399 uniformly. 214 simple. 318 closed set. 211 of the ¿rst kind. 90 common ratio. 159 convergence properties of geometric series. 205 family of functions equicontinuous. 376 discontinuity at a point. 90 diameter of a set. 362 comparison test. 56 countably in¿nite. 75 exterior of a set. 29 of real numbers. 112 continuous function. 54 metrics. 318 deMorgan’s Laws. 90 Extreme Value Theorem. 82 countable at most. 56 curve in Un . 357 . 83 closure of a set. 56 derived set. 52 conditionally convergent series. 157 compact. 214 of the second kind. 143 composition of relations.422 closed curve in Un . 79 Euclidean metric. 230 differentiable at a point. 156 complete metric space. 29 denumerable. 94 density INDEX of rational numbers. 88 differentiable at a point. 88 dense a set is. 78 Euclidean n-space. 98 compact normal family of functions. 197 in a neighborhood of a point. 90 exterior point. 214 discontinuous at a point. 231 right-hand. 208 Convergence properties of p-series. 135 difference of two sets. 211 equicontinuous family of functions. 229 Differentiation and Integration of Power Series. 156 conjugate. 183. 157 convex set. 197 function at a point. 357 equivalent cardinally. 36 connected set.

245 monotonically decreasing. 103 ¿nite sequence. 19 least upper bound property. 343 interior of a set. 251 L’Hôpital’s Rule II. 412 Fundamental Lemma of Differentiation. 247 geometric series. 25 Hadamard product. 63 inverse of a relation. 207 intersection of a family of sets. 379 inner product. 397 least upper bound. 75 integers of an ordered ¿eld. 215 monotonically increasing. 61 ¿nite set. 412 kth term test. 412 smooth. 12 ¿nite intersection property. 152 in¿nite set. 288 integrable. 83 Intermediate Value Theorem. 353 normal. 410 Fourier series. 412 piecewise continuous. 256 Inverse Function Theorem. 411 piecewise smooth. 157 greatest lower bound. 253 Lagrange Form of the Remainder. 170 Heine-Borel theorem. 215 natural logarithm. 245 global minimum. 240 Fundamental Theorem of Calculus First.INDEX locally uniformly bounded. 52 Inverse Differentiation Theorem. 362 uniformly bounded. 229 global maximum. 15 in¿mum. 22 greatest lower bound property. 15 Integrability Criterion. 245 interior point. 56 in¿nitely differentiable at a point. 153 L’Hôpital’s Rule I. 109 Identity Theorem. 90 Interior Extrema Theorem. 245 local maximum. 213 limit . 2 differentiable at a point. 385 inductive 423 ordered ¿eld. 83 jump of a piecewise continuous function. 310 Generalized Mean-Value Theorem. 283 Integration of Uniformly Convergent Sequences. 245 local minimum. 2 ordered. 56 Fourier coef¿cients. 22 in¿nite series. 22 left-hand limit. 308 Second. 314 periodic extension. 254 isolated point. 410 function. 353 ¿eld.

277 PCI. 144 Monotonicity Test. 247 Mean-Value Theorem for Integrals. 350 supremum. 16 perfect set. 11 ordered ¿eld. 215 sequence of real numbers. 41 lower bound. 245 local minimum. 277 re¿nement of. 77 discrete. 74 pairwise disjoint. 245 locally uniformly bounded. 248 n-cell. 22 lower Riemann sum. 188 from metric space to U1 . 213 of a function at a point. 307 Mertens theorem. 83 metric space.424 function from metric space to metric space. 279 subdivision of. 184 of a sequence. 98 open set. 171 metric. 213 subsequential. 187 in the extended reals. 82 nested interval theorem. 73. 36 monotonic sequences class of. 83 local maximum. 78 modulus. 279 mesh of. 222 inferior. 353 locus of points. 49 open relative to. 49 onto. 144 monotonically decreasing. 215 sequence of real numbers. 411 . 114 periodic extension. 82 open cover. 81 INDEX n-tuple. 49 one-to-one correspondence. 180 limit comparison test. 63 partition. 103 norm sup. 105 nested sequence of sets. 362 one-to-one. 146 Limit Comparison Test. 183. 125 of sequence of real numbers. 74 natural logarithm function. 145 right-hand. 412 piecewise continuous. 15 neighborhood of a point. 201 order. 12 ordered pair. 146 left-hand. 278 Mean-Value Theorem. 176. 277 common re¿nement of. 84 Open Set Characterization of Continuous Functions. 350 normal family. 314 natural numbers of an ordered ¿eld. 144 monotonically increasing. 131 superior. 162 limit point. 96 open ball.

326. 328 pointwise convergent. 412 piecewise smooth function. 191 series Fourier. 412 subsequence. 369 term in a. 74 recti¿able. 369 pointwise convergent. 334 uniformly convergent. 131 summation-by-parts. 326 power series. 152 power. 412 PMI. 370 sequence of functions. 297 Riemann-Stieltjes sum lower. 17 real n-space. 213 Rolle’s Theorem. 287 Riemann-Stieltjes Integrals Algebraic Properties of. 412 squeeze principle lemma. 246 root test. 283 Riemann integral. 370 Principle of Complete Induction. 163 425 scalar multiplication. 142 standardized piecewise continuous function. 328 converges uniformly. 287 upper. 74 Schwarz inequality. 328 pointwise convergent. 286 upper. 74 real vector space. 38 secont derivative.INDEX piecewise continuous function jump at a point. 283 upper. 299 Properties of Upper and Lower. 131 subsequential limit. 315 Riemann-Stieltjes integral lower. 152 subsequence. 286 right-hand limit. 412 standardized. 16 Principle of Mathematical Induction. 287 vector-valued function. 16 Ratio Test. 410 in¿nite. 131 sequence of functions converges point wise. 16 pointwise convergence sequence of functions. 39 smooth function. 335 Sequences Characterization for Limits of Functions. 283 Riemann-Stieltjes integrable. 334 power series divergent. 135 of nth partial sums. 61 Cauchy. 332. 112 sequence. 152 set descriptions. 173 sup norm. 301 Riemann integrable. 350 supremum. 162 rational numbers of an ordered ¿eld. 319 Restrictions of Integrable Functions. 259 separated two sets are. 19 . 370 in U.

409 trigonometric series. 401 Taylor’s Theorem with Remainder. 208 uniformly convergent sequence of functions. 350 Taylor’s Approximating Polynomials. 335 uniformly continuous. 262 Riemann-Stieltjes integrable. 341 uniformly bounded family of functions. 397 third derivative. 353 uniformly Cauchy. 63 upper bound. 76 triangular inequalities. 37 trigonometric polynomial. 259 Triangular inequalities. 19 upper Riemann integral. 283 upper Riemann sum. 315 Weierstrass M-Test. 56 uniform continuity theorem. 111 Well-Ordering Principle. 16 INDEX . 74 vector-valued function differentiable at a point. 408 uncountable. 335 union of a family of sets. 328 uniform convergent sequence of functions.426 supremum norm. 338 Weierstrass theorem. 259 Taylor’s Theorem with Integral Form of the Remainder. 209 uniform convergence sequence of functions. 332 Uniform Limit of Continuous Functions. 16 WOP. 278 vector addition.

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