Professional Documents
Culture Documents
,
_
x
x g
1
sin ) (
Can we zoom in and make it look any better?
3
We can't zoom in around x=0. It never will look nice. What is going on here? What
is this function doing when x gets close to zero? Does the limit of
,
_
x
1
sin
exist when
x goes to 0? Does f (0) exist?
4
We shall define the notation of the limit of a real valued function at a point.
When we say that a function f approaches L at x
o
, we mean that the value f (x) will lie
in an arbitrary neighborhood of L provided that we take x sufficiently close to x
o
.
L +
L
L -
( xo )
xo- xo+
Definition 4.1:
We say that the number L is the limit of f(x) as x approaches x
o
and write
L x f
o
x x
) ( lim
provided that for each > 0 there exists a small positive number > 0
such that
< < < L x f x x
o
) ( 0
i.e.,
) ( ) ( ) ( L V x f x V x
o
This means that we can make f(x) as close to L as we wish by making x sufficiently
close to x
o
.
Note: depends on .
5
Example 4.2:
(a) Prove that
b b
c x
lim
.
Let > 0. We want to show that > 0 such that
< < < b x f c x ) ( 0
.
But
< 0 ) ( b b b x f
. Take to be any positive number, for example let = 1.
Then
< < < b x f c x ) ( 1 0
.
(b) Prove that
c x
c x
lim
.
Let > 0. We want to show that > 0 such that
< < < c x f c x ) ( 0
.
But
c x c x f ) (
.Take = , then for every > 0 = such that
< < < c x f c x ) ( 0
.
(c) Prove that
2 2
lim c x
c x
.
Let > 0. We want to show that > 0 such that
< < <
2
) ( 0 c x f c x
.
But
( )( ) c x c x c x c x c x c x f + +
2 2 2
) (
.
If
1 < c x
, then
1 1 + < < c x c x c x
.
6
1 2 + < + + c c x c x
.
Therefore, if
1 < c x
, we have
( ) ( ) ( ) ( ) 1 2 1 2
2 2
+ < + < + c c c x c x c x c x
.
Take
}
1 2
, 1 min{
+
. Then if
< < c x 0
we have
( ) ( )
+
+
< + < 1 2
1 2
1 2
2 2
c
c
c c x
.
Theorem 4.3:
If
) ( lim x f
o
x x
exists, then it must be unique.
Proof: We must show that if
1
) ( lim L x f
o
x x
and
2
) ( lim L x f
o
x x
, then
2 1
L L
.
Let > 0.
1
) ( lim L x f
o
x x
. Then
1
> 0 such that
2
) ( 0
1 1
< < < L x f x x
o
.
2
) ( lim L x f
o
x x
. Then
2
> 0 such that
2
) ( 0
2 2
< < < L x f x x
o
.
Let = min (
1
,
2
). Then if
< <
o
x x 0
we have
( ) ( )
+ < + +
2 2
) ( ) ( ) ( ) (
2 1 2 1 2 1
L x f L x f L x f x f L L L
.
Therefore
<
2 1
L L
2 1 2 1
0 0 L L L L >
.
7
Theorem 4.4: (Sequential Criterion)
Let R A and let
R A f :
,
R x
o
. Then the following are equivalent:
(i)
L x f
o
x x
) ( lim
(i) For every sequence (x
n
) in A that converges to x
o
such that
o n
x x
N n , the
sequence f (x
n
) converges to L. (i.e.,
( ) ( ) L x f x x
n o n
) (
).
Proof: (i)
) ( lim
, and suppose that (x
n
) is a sequence in A
that converges to x
o
such that
o n
x x
N n (we want to show that the sequence
f (x
n
) converges to L). Let > 0.
Since
L x f
o
x x
) ( lim
, then > 0 such that
< < < L x f x x
o
) ( 0
(1)
o n
n
x x
lim
) ( lim
. Then > 0 such that
for every > 0 a point x
A with
< <
o
x x 0
but
L x f ) (
.
8
Let
1
= 1, then a point x
1
A with
1 0
1
< <
o
x x
but
L x f ) (
1
.
Let
2
=
2
1
, then a point x
2
A with
2
1
0
2
< <
o
x x
but
L x f ) (
2
.
Let
n
=
n
1
, then a point x
n
A with
n
x x
o n
1
0 < <
but
L x f
n
) (
.
Hence, we have a sequence (x
n
) that converges to x
o
for which the sequence (f (x
n
))
does not converges to L, which is a contradiction to (ii). Therefore
L x f
o
x x
) ( lim
.
Divergence Criteria:
(a) If L
R, then
L x f
o
x x
) ( lim
if and only if a sequence (x
n
) in A with
o n
x x
N n such that
( )
n
x
converges to x
o
but ( f (x
n
)) does not converge to L.
(b) The function f does not have a limit at x
o
if and only if a sequence (x
n
) in A
with
o n
x x
N n such that
( )
n
x
converges to x
o
but ( f (x
n
)) diverges.
Example 4.5:
x
x
1
lim
0
does not exist in R since the sequence
( )
,
_
n
x
n
1
converges to 0 but the
sequence (f (x
n
)) = (n) is divergent.
Theorem 4.6:
Let R A , let f and g be functions on A to R, and let
R x
o
, R b .
9
(a) If
L x f
o
x x
) ( lim
and
M x g
o
x x
) ( lim
, then
M L x g f
o
x x
+ +
) )( ( lim
M L x g f
o
x x
) )( ( lim
LM x fg
o
x x
) )( ( lim
bL x bf
o
x x
) )( ( lim
(b) If
0 ) ( x g
A x and 0 M , then
M
L
x
g
f
o
x x
,
_
) ( lim
.
Proof: We will prove that
M L x g f
o
x x
+ +
) )( ( lim
.
Let (x
n
) be a sequence in A that converges to x
o
such that
o n
x x
N n . We want to
prove that the sequence ((f+g) (x
n
)) converges to L+M.
L x f
o
x x
) ( lim
The sequence (f (x
n
)) converges to L.
M x g
o
x x
) ( lim
The sequence (g (x
n
)) converges to M.
By theorem (3.15) the sequence (f (x
n
) + g(x
n
)) converges to L+M.
Hence the sequence ((f+g) (x
n
)) converges to L+M
M L x g f
o
x x
+ +
) )( ( lim
.
We can prove the rest of the theorem by using theorems (3.14), (3.16) and (3.17).
Theorem 4.7: (Squeeze Theorem)
Let R A , let f ,g and h be functions on A to R, and let
R x
o
.
10
If
) ( ) ( ) ( x h x g x f
A x ,
o
x x
and if
) ( lim ) ( lim x h L x f
o o
x x x x
, then
L x g
o
x x
) ( lim
Proof: Exercise. ( Use problem 8.5 in H.W. 6)
H.W. 9: P.105 : #8, 9(c), 11(b , d), 13
Continuous Functions
Readings:
Elementary Analysis: The Theory of Calculus. (chapter 3)
Introduction to Real analysis (chapter 5)
In everyday speech, a 'continuous' process is one that proceeds without gaps of
interruptions or sudden changes. Roughly speaking, a function y = f(x) is continuous
if a small change in x produces a small change in the corresponding value f(x). We
can also say that a continuous function is a function whose graph can be drawn
without lifting the chalk from the blackboard.
Example 4.8:
Which of the two functions is continuous and which is not:
1. f(x) = 1 if x > 0 and f(x) = -1 if x < 0. Is this function continuous ?
2. f(x) = 5x - 6. Is this function continuous?
Since a function is continuous if its graph can be drawn without lifting the pencil, we
will look at the graph of each function:
11
f(x) = -1 if x < 0 and 1 if x > 0: Since we have to lift the pencil to draw this graph,
this function does not appear to be continuous.
f(x) = 5x - 6: Since this graph, being a straight line, does not require us to lift the
pencil, we would call this function continuous.
Now we give the formal definition of continuity:
Definition 4.9:
Let R A and let
R A f :
,
A x
o
. We say that f is continuous at x
o
provided that for each > 0 there exists a small positive number > 0 such that
A x and
< < ) ( ) (
o o
x f x f x x
i.e.,
)) ( ( ) ( ) (
o o
x f V x f x V x
f(xo) +
f(xo)
12
f(xo) -
( xo )
xo- xo+
Notes: (1) depends on and on x
o
.
(2) A comparison of definition (4.1) and (4.9) shows that f is continuous at x
o
if and
only if
) ( lim ) ( x f x f
o
x x
o
o
x
.
Then if
<
o
x x
, then
< ) ( ) (
o
x f x f
. Therefore f is continuous at x
o
which means
that f is continuous on R.
(b) Let (x
n
) be a sequence in R such that o n
n
x x
lim
.
Using the limit theorems for sequences we get that
( ) 1 2 1 2 lim
2 2
+ +
o n
n
x x
.
This implies that
) ( ) ( lim
o n
n
x f x f
. Therefore f is continuous at x
o
which means that f
is continuous on R.
Example 4.13:
Let
'
0 0
0
1
sin
) (
2
x
x
x
x
x f
. Prove that f is continuous at 0.
Solution: Let > 0. We want to prove that
'
>
0 1
0
) (
2
x
x x
x f
. Prove that f is discontinuous at 0.
Solution: We will use the discontinuity criterion.
Let (x
n
) =
,
_
n
1
, then (x
n
) converges to 0.
However, the sequence (f (x
n
)) =
,
_
2
1
n
does not converge to f(0) = -1.
Therefore, f is discontinuous at 0.
Theorem 4.15:
Let A
A, then
f
is
continuous at x
o
.
Proof: Let (x
n
) be a sequence in A such that o n
n
x x
lim
. We want to prove that
) ( ) ( lim
o n
n
x f x f
.
f is continuous at x
o
) ( ) ( lim
o n
n
x f x f
.
Let > 0, then then N such that
< ) ( ) (
o n
x f x f
N n > .
16
But
< ) ( ) ( ) ( ) (
o n o n
x f x f x f x f
N n > .
Therefore,
) ( ) ( lim
o n
n
x f x f
, which means that
f
is continuous at x
o
.
Theorem 4.16:
Let A
A and let k
R. Then
(i) kf is continuous at x
o
.
(ii) f
t
g is continuous at x
o
.
(iii) fg is continuous at x
o
.
(iv)
g
f
is continuous at x
o
if
0 ) (
o
x g
.
Proof: : Let (x
n
) be a sequence in A such that o n
n
x x
lim
.
f is continuous at x
o
) ( ) ( lim
o n
n
x f x f
.
g is continuous at x
o
) ( ) ( lim
o n
n
x g x g
.
Apply theorems (3.14) ~ (3.18) to get the results.
Example 4.17:
17
Polynomial functions are continuous on R
P (x) = a
n
x
n
+ a
n-1
x
n-1
+----------------------+ a
1
x + a
o
.
Theorem 4.18:
Let A, B
B. If f
is continuous at x
o
A and g is continuous at f (x
o
), then the composite function
f g
is continuous at x
o
.
Proof: Let (x
n
) be a sequence in A such that o n
n
x x
lim
.
f is continuous at x
o
) ( ) ( lim
o n
n
x f x f
.
g is continuous at f (x
o
)
) ( ) ( lim )) ( ( )) ( ( lim
o n
n
o n
n
x f g x f g x f g x f g
.
Hence,
f g
is continuous at x
o
.
H. W. 10: P.106: # 8 , 9, 10. P.107: # 3 , 7 , 10 , 11
P. 108 :# 17.8(a,c) , 17.9(a,c) , 17.10(a,b,c)
Properties of Continuous Functions.
Definition 4.19:
18
If
[ ] b a x
n
,
such that
19
f (x
n
) > n. So we have a sequence (x
n
)
[a , b], i.e., o n
k
x x
k
lim
.
Since f is continuous at x
o
, we must have
) ( ) ( lim
o n
k
x f x f
k
.
But f (x
n
) > n for each
N n
+
) ( lim
k
n
k
x f
which is a contradiction.
Therefore, f is bounded on I.
Remark:
A continuous function on a set A does not necessarily have an absolute
maximum or an absolute minimum on the set. For example,
x
x f
1
) (
does not have
an absolute maximum or an absolute minimum on the set A = (0 , ) or A = (0 , 1).
While it has an absolute maximum and an absolute minimum on the set [1 , 2].
Theorem 4.22: (Maximum Minimum Theorem)
Let I = [a, b] be a closed bounded interval and let f: IR be continuous on I.
Then f has an absolute maximum and an absolute minimum on I. i.e.
I y x
o o
,
Such that
) ( ) ( ) (
o o
y f x f x f
I x .
20
Proof: We will prove that f has an absolute maximum.
By the boundedness theorem (4.21) , f is bounded from above. Let S={f(x): x
[a,b]},
then S is bounded above and by the completeness property c = sup S exists.
We are going to prove that c
S, i.e., c = f (y
o
) for some y
o
S: Assume that c
[a ,
b], i.e., o n
k
y x
k
lim
.
Since f is continuous at y
o
, we must have
) ( ) ( lim
o n
k
y f x f
k
.
But, {
) (
k
n
x f
} is a subsequence of {f(x
n
)}
c x f
k
n
k
) ( lim
by theorem (3.38).
Therefore c = f (y
o
) and hence c
S .
21
Similarly, we can prove that f has an absolute minimum.
The Intermediate Value Theorem: Proof and Applications
Example 4.23: (Application of the Intermediate Value Theorem)
The population (in thousands) of a colony of bacteria t minutes after the
application of a toxin is given by the function
'
+
< +
5 66 8
5 0 1
) (
2
t t
t t
t p
(a) When does the colony die out?
(b) Show that at some time between t = 2 and t = 7 the population is 9000.
Solution: Note that p is a continuous function.
22
(a) The colony dies out when -8t + 66 = 0 which means t
25 . 8
8
66
Therefore, the colony dies out in 8 minutes and 15 seconds.
(b) Since p (2) = 5000, p(7) = 10000 and p is continuous on (2 , 7), then the
population was 9000 at some time after 2 minutes and before 7 minutes. Therefore,
there is some time t = k between 2 and 7 such that p (k) = 9000.
Theorem 4.23: (The Intermediate Value Theorem)
Let I be an interval and let f: IR be continuous on I. If a ,b I and if R k
Satisfies f (a) < k < f (b) then there is a point c I between a and b such that f (c) = k.
Proof: Suppose a < b. (The other case is similar).
Let S={ x
[a,b]. (why?)
Claim: f (c ) = k.
23
(i) Suppose f (c ) < k and let = k - f (c ) .
f is continuous at c, then > 0 such that for all x
[a , b]
) ( ) ( ) ( c f k c f x f c x < <
S x k x f c f k c f x f < < ) ( ) ( ) ( ) (
.
Thus, S x for all x
[a , b] satisfying
< c x
. This contradicts the fact that
c = sup S. Hence, f(c) is not less than k.
(ii) Suppose k < f (c ) and let = f (c ) - k .
f is continuous at c, then > 0 such that for all x
[a , b]
k c f c f x f c x < < ) ( ) ( ) ( S x k x f c f x f k c f > < + ) ( ) ( ) ( ) (
.
Thus, S x for all x
[a , b] satisfying
< c x ] , [ c a S
. This contradicts the
fact that c = sup S. Hence, k is not less than f(c).
Therefore, the only possible case is that f(c) = k.
Example 4.24:
Prove that the equation 0 2 ) (
x
xe x f has a root c in the interval [0 , 1].
Solution: f is continuous on [0 , 1].
f(0) = -2 < 0 and f(1) = e 2 >0. Therefore, f(0) < 0 < f(1).
24
So by the intermediate value theorem there is a number c
(0 , 1) such that
0 2
c
ce .
Example 4.25:
Let f be a continuous function mapping [0,1] into [0,1]. Show that f has a fixed
point. i.e., there is a point x
*
f(x*) x
*
= 0
f(x
*
) = x
*
.
H.W. 11: P. 109: # 11, 17
P.110: # 18.5 , 18.7 , 18.8
25
Uniform Continuity:
Definition 4.26:
Let R A and let
R A f :
. We say that f is uniformly continuous on A
provided that for each > 0 there exists a small positive number > 0 such that
A y x ,
and
< < ) ( ) ( y f x f y x
Continuous versus uniformly continuous
For uniform continuity, there has to be one single that works for a fixed,
given . In the picture below that is not possible. If the 'slides' up the positive y-
axis, the corresponding must get smaller and smaller. There is no single that will
work for any possible location of the -interval on the y axis.
Continuous but not uniformly continuous
In the example below, however, one can see that regardless of where I place the -
interval on the y-axis, it is possible to find one single small that will work for each
of those locations of . That is to say, there is one that will work uniformly for all
26
locations of (of course, choosing a smaller means that I am also allowed to pick
another, smaller - that will work again uniformly for all -locations).
Uniformly continuous
Remarks:
(i) If f is uniformly continuous on A, then it is continuous at every point of A.
(ii) It makes no sense to speak of a function being uniformly continuous at a
point.
(iii) While this definition looks very similar to the original definition of
continuity, it is in fact not the same: a function can be continuous, but not
uniformly continuous.
(iv) In the definition of uniform continuity depends only on ,whereas in the
definition of simply continuity depends on and on x
o
.
Example 4.27:
Let
R R f :
be defined by f (x) = 2x, and let x
o
R. Let > 0,
2
.
If
< < 2 2 2 2 ) ( ) (
o o o o
x x x x x f x f x x
.
27
Here depends only on and therefore f is uniformly continuous on R.
Example 4.28:
(a) Let
R A g :
) , 0 ( A
be defined by g(x) =
x
1
, and let x
o
A.
Let > 0. We want to find 0 > such that
< < ) ( ) (
o o
x g x g x x
.
o o
o
o
o
xx xx
x x
x x
x g x g
<
1 1
) ( ) (
.
If
2 2 2 2
o o
o
o
o o
o
o
x x
x x
x
x x x x
x
x x < < .
Hence,
2
2
) ( ) (
o o o
o
o
x xx xx
x x
x g x g
< <
.
Take
'
2
,
2
min
2
o o
x x
. So take
2
a .
Here depends on and hence g is uniformly continuous on [a ,].
28
Example 4.29:
Is the function f (x) = x
2
uniformly continuous on [-7 , 7]?
Let > 0.
y x y x y x y f x f +
2 2
) ( ) (
.
14 7 7 + + + y x y x
y x y f x f 14 ) ( ) (
for
] 7 , 7 [ , y x
.
Thus, if
14
then
] 7 , 7 [ , y x
and
< < ) ( ) ( y f x f y x
.
Therefore, f is uniformly continuous on [-7 , 7].(Is it uniformly continuous on R?)
Theorem 4.30: (Uniform Continuity Theorem)
Let I be a closed and bounded interval and
R I f :
be continuous on I. The f
is uniformly continuous on I.
Proof: Assume that f is not uniformly continuous on R. Then > 0 such that for
every > 0 x ,y
I with
< < y x 0
but
) ( ) ( y f x f
.
29
Then for each n
N (letting
n
1
) x
n
,y
n
I with
n
y x
n n
1
0 < <
but
) ( ) (
n n
y f x f
.
Therefore, by Bolzano-Weierstrass theorem (3.42), (x
n
) has a subsequence
) (
k
n
x
that
converges to x
o
I, i.e., o n
k
x x
k
lim
. Clearly, we also have o n
k
x y
k
lim
.
Since f is continuous at x
o
, we must have
) ( lim ) ( ) ( lim
k k
n
k
o n
k
y f x f x f
.
Thus
0 )] ( ) ( [ lim
k k
n n
k
y f x f
.
But
) ( ) (
k k
n n
y f x f
k
which is a contradiction.
Therefore, f is uniformly continuous on I.
Theorem 4.31:
If
R A f :
is uniformly continuous on A and (x
n
) a Cauchy sequence in A,
then (f (x
n
)) is a Cauchy sequence in R.
Proof: Let (x
n
) be a Cauchy sequence in A, and let > 0. We want to prove that
(f (x
n
)) is a Cauchy sequence, i.e. N such that
< ) ( ) (
m n
x f x f N m n > ,
.
f is uniformly continuous on A
N such that
<
m n
x x N m n > ,
(2)
From (1),(2) we see that N such that
< ) ( ) (
m n
x f x f N m n > ,
.
Example 4.32:
The function g(x) =
x
1
is not uniformly continuous on (0 , 1):
Let (x
n
) = (
n
1
). Then (x
n
) a Cauchy sequence in (0 , 1).
But (f (x
n
)) = (n) is not a Cauchy sequence.
H.W. 12: P.111: # 2 , 5 , 9 , 10.
P.112: # 19.1(a,b,c) ,19.2(a,b)
31