69 views

Uploaded by abhinand

Part 1 of a calculus course, Calculus I - III, given at LSU.

save

- Be Syllabus
- Analysis Report_ RPSC (2011).pdf
- SHW6 Combo
- 12_mathematics_imp_ch2_4.pdf
- AddmathF4C1
- dfftsturiufgcvc
- ColBsyllabusBC
- Chem practice
- Models.heat.Heat Conduction in Slab
- Math
- Mathematics Syllabus
- Numerical Analysis Examples
- Chapter 3.c(Centroid by Intergration)
- Calc 3 Study Guide
- Calc One Comp
- Hcu 2016 Inps
- F4 Add Maths Annual Scheme of Work_2013
- RAE (1).pdf
- MATH1014_Final_2009W
- Integration
- Polya's Principle Daniel Edelstein
- Outline UG Civil
- ecture5df
- Bruno3D
- Mws Gen Int Ppt Simpson3by8
- 5102(GRAFFUNGSI).docx
- RMO_SOLU_97.doc
- Mat Solution 06-Ker
- Solution4_4_17.pdf
- Contour integrals
- Linear and Switching Voltage Regulator
- contour detection and image segmentation
- Key Technologies of WDM-PON for Future Converged Optical Broadband Access Networks [Invited]-GBO
- Super Capacitors
- Isi Kandungan
- Borang soal selidik
- st23_08
- Super Capacitors
- bob_pease lab notes
- Laporan Pemeriksaan Kolam Renang
- Kertas Minit Print
- Super Capacitors
- PBI Springer Product Market Codes 1301
- Power Transformer Design
- Pertuduhan
- Art.docx
- NFC PPT
- Poem2.docx
- Dragon Ball Kai - Dragon Soul
- doc.docx
- Ultra Wideband Intel
- quien_se_ha_llevado_mi_queso.pdf
- The Entertainer Level Five
- International Lyrics
- uwb
- 20th Century Fox.pdf
- TRAFFIC MERGER
- Augmented Reality Platform for Enhancin Integration of Virtual Objects
- orcad capture and pspice

You are on page 1of 377

Horst R. Beyer Louisiana State University (LSU) Center for Computation and Technology (CCT) 328 Johnston Hall Baton Rouge, LA 70803, USA

1

Dedicated to the Holy Spirit

Contents

Contents 1 Introduction 1.1 Short Introduction . . . . . . . . . . . . . . . . . . . . . 1.2 Background . . . . . . . . . . . . . . . . . . . . . . . . 1.3 The General Approach of the Text . . . . . . . . . . . . 1.3.1 Motivational Parts . . . . . . . . . . . . . . . . 1.3.2 Core Theoretical Parts . . . . . . . . . . . . . . 1.3.3 Parts Containing Examples and Problems . . . . 1.4 Miscellaneous Aspects of the Approach . . . . . . . . . 1.5 Requirements of Applications . . . . . . . . . . . . . . 1.6 Remarks on the Role of Abstraction in Natural Sciences . 3 5 5 5 7 8 9 10 12 13 14 17 17 20 20 31 42 60 60 88 121 144 211 249 249 249 266 281 297 308 338

. . . . . . . . .

. . . . . . . . .

. . . . . . . . .

. . . . . . . . .

. . . . . . . . .

2

Calculus I 2.1 A Sketch of the Development of Rigor in Calculus and Analysis 2.2 Basics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2.2.1 Elementary Mathematical Logic . . . . . . . . . . . . . 2.2.2 Sets . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2.2.3 Maps . . . . . . . . . . . . . . . . . . . . . . . . . . . 2.3 Limits and Continuous Functions . . . . . . . . . . . . . . . . . 2.3.1 Limits of Sequences of Real Numbers . . . . . . . . . . 2.3.2 Continuous Functions . . . . . . . . . . . . . . . . . . 2.4 Differentiation . . . . . . . . . . . . . . . . . . . . . . . . . . . 2.5 Applications of Differentiation . . . . . . . . . . . . . . . . . . 2.6 Riemann Integration . . . . . . . . . . . . . . . . . . . . . . . Calculus II 3.1 Techniques of Integration . . . . . . . . . . . . . . . . . 3.1.1 Change of Variables . . . . . . . . . . . . . . . 3.1.2 Integration by Parts . . . . . . . . . . . . . . . . 3.1.3 Partial Fractions . . . . . . . . . . . . . . . . . 3.1.4 Approximate Numerical Calculation of Integrals 3.2 Improper Integrals . . . . . . . . . . . . . . . . . . . . 3.3 Series of Real Numbers . . . . . . . . . . . . . . . . . .

. . . . . . . . . . .

3

. . . . . . .

. . . . . . .

. . . . . . .

. . . . . . .

. . . . . . .

3

3.4 3.5

Series of Functions . . . . . . . . . . . . . . . . . . Analytical Geometry and Elementary Vector Calculus 3.5.1 Metric Spaces . . . . . . . . . . . . . . . . . 3.5.2 Vector Spaces . . . . . . . . . . . . . . . . . 3.5.3 Conic Sections . . . . . . . . . . . . . . . . 3.5.4 Polar Coordinates . . . . . . . . . . . . . . . 3.5.5 Quadric Surfaces . . . . . . . . . . . . . . . 3.5.6 Cylindrical and Spherical Coordinates . . . . 3.5.7 Limits in Rn . . . . . . . . . . . . . . . . . 3.5.8 Paths in Rn . . . . . . . . . . . . . . . . . .

. . . . . . . . . .

. . . . . . . . . .

. . . . . . . . . .

. . . . . . . . . .

. . . . . . . . . .

. . . . . . . . . .

. . . . . . . . . .

378 439 440 450 478 492 500 509 516 520 542 542 566 597 627 678 694 701 719 732 750 750 762 767 783 791 797 799

4

Calculus III 4.1 Vector-valued Functions of Several Variables . . . . . . . 4.2 Derivatives of Vector-valued Functions of Several Variables 4.3 Applications of Differentiation . . . . . . . . . . . . . . . 4.4 Integration of Functions of Several Variables . . . . . . . . 4.5 Vector Calculus . . . . . . . . . . . . . . . . . . . . . . . 4.6 Generalizations of the Fundamental Theorem of Calculus . 4.6.1 Green’s Theorem . . . . . . . . . . . . . . . . . . 4.6.2 Stokes’ Theorem . . . . . . . . . . . . . . . . . . 4.6.3 Gauss’ Theorem . . . . . . . . . . . . . . . . . . Appendix 5.1 Construction of the Real Number System . . . 5.2 Lebesgue’s Criterion for Riemann-integrability 5.3 Properties of the Determinant . . . . . . . . . . 5.4 The Inverse Mapping Theorem . . . . . . . . .

. . . . . . . . .

. . . . . . . . .

. . . . . . . . .

. . . . . . . . .

5

. . . .

. . . .

. . . .

. . . .

. . . .

. . . .

. . . .

. . . .

. . . .

. . . .

References Index of Notation Index of Terminology

4

1

1.1

Introduction

Short Introduction

This text is an enlargement of lecture notes written for Calculus I, II and III courses given at the Department of Mathematics of Louisiana State University in Baton Rouge. It follows syllabi for these courses at LSU. Mainly, it is devised for teaching standard entry level university calculus courses, but can also be used for teaching courses in advanced calculus or undergraduate analysis, oriented towards calculations and applications, and also for self-study. The reasons for devising a text of such threefold nature is explained in Section 1.3. This text is unique also in its special attention to the needs of applications and due to its unusually elaborate motivations coming from the history of mathematics and applications. As a result, the text introduces early on basic material that is needed in applied sciences, in particular from the area of differential equations. Its motivations follow Otto Toeplitz’ famous ‘genetic’ method, [96].

1.2

Background

Currently, the content coverage and approach in standard calculus texts appear static. Indeed, such courses teach to a large extent views of the 18th century. On the other hand, the demand for analysis skills of increasing sophistication and abstraction in applications is still unbroken. As pointed out in Section 1.6, the need for a higher level of mathematical sophistication in the discipline which is most fundamental for applications, physics, was a byproduct, in particular, of the study of atomic systems. In particular, the mathematics education of physicists needs to go beyond calculus. A study of functional analysis, especially that of the spectral theorems of self-adjoint linear operators in Hilbert spaces, considerably enhances the understanding of quantum theory beyond that given in standard quantum mechanics texts. Such knowledge is extremely helpful in the study of the more advanced quantum theory of ﬁelds and, very likely, also

5

for the formulation and understanding of more advanced uniﬁed quantum ﬁeld theories that are still to come. Also in the engineering sciences, the need for higher mathematical sophistication is visible, in particular, in connection with the solution of partial differential equations (PDE). PDE dominate current applications and functional analysis also provides the basis for their treatment. A good example for application of functional analytic methods is the method of ﬁnite elements which is widely used in engineering sciences for the solution of boundary value problems of elliptic differential equations. Also, questions after the relation of approximate solutions, provided by numerical methods, to the solutions of the original PDE gain importance and hence lead into the area of functional analysis. The mathematical thinking taught in current standard calculus courses provides no proper basis for more advanced courses in the area of analysis, in particular, courses in advanced calculus or undergraduate analysis.1 As a consequence, the last don’t build on any previous knowledge of calculus, but start completely new.2 Frequently, students from natural sciences and engineering, which form a major part of classes, don’t attend such advanced courses, mostly for reasons of time. As a consequence, frequently, standard calculus courses lead the last students into a dead end. In today’s time, where the speed of development of all parts of society rapidly increases, such procedure appears no longer appropriate. Since a major raise of the mathematical level of standard calculus courses

1

2

This is not surprising since precisely that thinking led calculus into serious crisis in the beginning of the 19th century. Only after that crisis was overcome, the development of more advanced mathematical ﬁelds was possible. Of course, this is not very efﬁcient. Also, signiﬁcantly, students of mathematics often face substantial problems in the ﬁrst decisive parts of such courses that demand a considerably higher level of abstraction. Usually, this problem cannot be avoided by offering honor calculus courses, since most often there are only insufﬁcient numbers of students to ﬁll such courses. Also, the last are not always taught on a signiﬁcantly higher level than standard calculus courses.

6

does not appear feasible, without losing the bulk of students, the result is a dilemma. The goal of providing a basic calculus education to a large mass of students, that is at the same time suitable as basis for more advanced analysis courses and also for increased demands for analysis skills of higher mathematical sophistication in applications, seems unreachable. Visibly, current standard calculus courses pursue the ﬁrst part of this goal, only.

1.3

The General Approach of the Text

The text tries to reach the whole goal, instead. As is suitable for calculus courses, it has a strong orientation towards calculations, but uses consistently mathematical methods of the 20th century, in particular, the basic concepts of sets and maps, for the development of calculus. It is mainly the use of these efﬁcient concepts that distinguishes 20th century mathematics from older mathematics. In addition, special care was taken to include material that is needed early on in applied sciences, in particular from the area of differential equations. On the last, details are given in Section 1.5. As a consequence, the text rests on Chapter 2, Basics, of Calculus I that introduces the concepts of sets and maps. Due to their inherent simplicity, the understanding of these concepts is possible to the majority of students. This introduction is preceded by a short subsection on elementary mathematical logic to explain the meaning of the notion of a proof. This takes into account the experience that a large number of students have difﬁculties in understanding that meaning. It is also hoped that this subsection convinces some students, if still necessary, that they are capable of understanding proofs. Therefore, Chapter 2 should be covered in detail in class. Its thorough study will provide the student with the basic tools that are essential for the understanding of modern mathematics. A student that mastered this chapter will realize in the following that a main step in the solution of a problem is its reformulation in terms of the ‘language’ provided in Chapter 2. After that, 7

a core theoretical part and a part containing examples and problems. the text follows Otto Toeplitz’ ‘genetic’ method. I. the text does not follow the historic order of the mathematical development because. the student will learn to appreciate the power of the provided ‘language’ which will guide him or her through the rest of the course. Bd. motivations of this type are largely missing in standard calculus texts known to the author. In this. In this way. The last is an achievement of the 20th century. Also. are more inclined to follow subsequent more theoretical investigations. differently to Toeplitz.1 Motivational Parts Those parts consider historical mathematical problems or problems from applications that lead to the development of the mathematics in the theoretical part of the chapter. practically all students have a high interest in such parts and. from today’s perspective.the solution of a large number of problems is obvious. Such problems often have a certain ‘directness’ which is suitable to catch students attention and should help every student to get an idea ‘why’ certain mathematics was developed and ‘what mathematics is good for’. To the knowledge of the author. suggested in 1926 and realized in his ‘Die Entwicklung der Inﬁnitesimalrechnung. An introductory motivational part. he or she will gradually realize that the seemingly ‘challenging’ nature of many standard calculus problems is due to an inadequate formulation. chapters consist of three parts. On the other hand. 1. that development was not very efﬁcient. if given. the present text is the ﬁrst that implements Toeplitz’ method to a large extent and at the same time is capable to cover a three semester course in calculus.3. Mostly. with Hilbert as its main proponent. To the author’s experience. 8 . made clear that ‘understanding’ in mathematics is ‘structural understanding’. Presenting the material in the historical order would obstruct the path towards such understanding and be contrary to the intentions of the text. Also. the formal approach to mathematics.’ from 1949 [96]. As a consequence.

a large number of examples and problems consider basic problems related to theoretical mechanics. For this purpose. like Lang’s ‘Undergraduate Analysis’. motivation is taken from applications. the American Mathematical Monthly and the Mathematics Magazine. this led to the adoption of E. such approach was used in the introduction to the section on set theory. In cases where prototypical problems seemed unavailable. That introduction points out the fact that the original object of study of set theory was the concept of the inﬁnite and that initial resistance against the theory had its roots in ancient Greek philosophical views of the inﬁnite that were still not completely overcome at the time. they are on the level of a standard undergraduate analysis or advanced calculus text. J. [44]. [63]. McShane’s proof of Lagrange’s multiplier rule [76] which does not use the implicit mapping theorem. [40]. For instance. general relativity and quantum mechanics.Also. This includes introductions to sections like that on improper integrals that uses motivation from the mechanics of periodic motion where improper integrals occur naturally in the analysis. in particular. This is suitable. [26]. 1. it pays off that the author is a mathematical physicist that has a ﬁrst hand research knowledge of these areas. The motivational introductions should be accessible to every student and be gone through in detail in class. also current mathematical literature. For instance. wherever possible. but proofs are intentionally more detailed and have been simpliﬁed as far as possible. Essentially. Also. As a consequence.3. [32]. for students from natural sciences and engineering. Also simpliﬁcations suggested by [4]. in particular. pure historical sketches of the development were used for the purpose of motivation. [33].2 Core Theoretical Parts Those parts gives a rigorous development of essential parts of the machinery of analysis. has been systematically searched. [61]. In this. [25]. those problems are realistic. [90] and [97] have been 9 .

the statements of the most important theorems should appear on the blackboard to teach students to work with these statements. On the other hand. it tries to give also elementary steps in calculations to such extent that they become evident. technical mathematical skills.1 The last is no easy task for a beginner and. generally. at the minimum. For this reason. this text gives students the chance to look up the full proofs without the necessity for a time consuming study of a large number of other sources. students from mathematics and also from natural sciences and engineering. the author would not discourage students from such study if there is sufﬁcient time. for reasons of time. In particular. that have in omitted or only indicated in class. the text is also devised for an unguided self-study and very explicit. Of course. it is to be expected that a number of proofs have to be omitted or can only be indicated in class. 10 . the opinion is uttered 1 In particular such study is complicated by different choices of notation.3. but. The problems are mostly calculational in nature. even if the corresponding proofs are not fully understood or skipped. To facilitate such deeper study.3 Parts Containing Examples and Problems The majority of problems and examples are of a type and level occurring in standard university calculus texts in the US.used. usually. According to experience. On the other hand. but consistently reformulated in modern terms. the text can also be used to teach undergraduate analysis or advanced calculus courses oriented towards calculations and applications. a dense undergraduate curriculum should not leave much time for that. Sometimes. lacks efﬁciency. As a consequence. large parts of the text should not even need paper and pencil. as is appropriate for calculus courses also suitable for students for applied sciences. As a consequence. 1. are advised to go through proofs. in self-study. the mastery of the study of applied sciences needs. In class.

As a consequence. As a consequence. general relativity and quantum mechanics.1 The examples appear throughout in form of fully worked problems.that the advent of mathematical software tools. Every calculus student needs to solve those problems and be able understand those examples. the examples should be covered in detail. viewed from the perspective of algebraic manipulation associated to such problems. This process needs a lot of mathematical experience and skills.1. Maple. Therefore. In this. For instance. these do not only exemplify the theory. but at the same time teach problem solving and prepare for exams. the effort for learning the correct syntax of such programs is relatively low. Also. Hence the user has to guide the software to a useful answer without knowledge of that answer. In particular. Particular examples are given on pages 263 and 292 of the text. like Mathematica. this complexity is reﬂected in the output of such programs. 1 Compared to these requirements. Matlab made such skills redundant. those problems are realistic. As a consequence. Wherever possible. it is well-known that such programs are not completely free of errors. from theoretical mechanics. In fact. users need to perform routine checks of the results of such programs which also requires mathematical skills. In addition. the results of examples have been checked with Mathematica 5. Simpliﬁcation algorithms cannot possible know what the user’s intentions are. this is not the case since the use of such software led to the consideration of problems whose complexity would have prevented an attack in the past. in particular. This procedure is particularly helpful for beginners. it pays off that the author is a mathematical physicist who has a ﬁrst hand research knowledge of these areas. efﬁcient use of such programs presupposes technical mathematical skills and experience and even a form of structural understanding of mathematical manipulations. 11 . a large number of examples and problems consider basic problems from applications. in class.

Today. as in [63]. it is well-known that the whole of analysis and calculus rests on a construction of the real number system. the appendix contains a complete version of Cantor’s construction of the real numbers as equivalence classes of Cauchy sequences of rational numbers. (iii) The basic limit notion of the text is that of limits of sequences. thereby stressing their tool character. The frequently used introduction of the real number system by a complicated set of axioms. Generally. 12 . for example. δ -approach.4 Miscellaneous Aspects of the Approach (i) The text tries to introduce only essential mathematical structures and terminology and only in places where they are of direct subsequent use. (iv) The text contains 210 diagrams whose role is to assist intuition. Therefore. has been avoided since such should appear implausible. instead of the equivalent classical ε. to such students. Still. but their use is usually avoided. but whose development would cause a major disrupt of the course. In particular. are deferred to the appendix to make it accessible to interested students. Continuous limits are introduced as a derived concept. it is explained in the introduction of the section on the development of rigor in calculus and analysis why geometric intuition is no longer regarded a valid tool in mathematical proofs. mainly for students of mathematics. the last approach is often problematic for beginners. In particular. Mistakenly. the last is sometimes assumed by students.1. In addition. the deﬁnition of the continuity of functions proceeds by means of the conceptually simpler notion of ‘sequential continuity’. but not to create the illusion of being able to replace any argument inside a proof. like the proof of Lebesgue’s characterization of Riemann integrability. For this reason. in particular. good diagrams can be useful for the formulation of conjectures. (ii) Material which is used in the text. mathematical notions are developed only to the level needed in the sequel of the text. such a construction has been included.

(v) In general. occasionally. A two-parametric family of solutions of the resulting equation is easily found. the Gamma and the Beta function. Within the sections on Riemann integration and its applications.g. theorems contain their full set of assumptions. Solutions of Bessel’s differential equation are derived by the method of power series in the section on series of functions. The solutions are found by help of a simple transformation that eliminates the ﬁrst order derivative of the unknown function. and theorems as well as deﬁnitions contain also material that would normally appear only in subsequent remarks. in particular. separable ﬁrst order differential equations are solved by help of integration. For the same reason. the treatment of differential equations cannot be comprehensive in calculus courses. In the case of physics. That section also derives well-known values of certain exponential integrals used in quantum 13 . The advent of quantum theory made it necessary. [8]. so that a study of their environment is not necessary for their understanding. shorter deﬁnitions appear as part of theorems. The derivation of solutions of the hypergeometric and the conﬂuent hypergeometric differential equations are part of the subsequent problem section. The solutions of the equation of motion for a simple pendulum are considered in the introduction to the section on improper integrals in Calculus II. 1. this is the case since the advent of Newtonian mechanics in the 17th century. e. to go beyond differential equations on to abstract evolution equations. in particular. For instance. Such cases have been in included in this text as examples of calculus applications and in problem sections. Of course. The uniqueness of the solutions of such an equation can be proved by help of an energy inequality.. but a number of important cases can already be treated with methods from calculus. see. The last are deﬁned and studied within the section on improper Riemann integrals. Connected to differential equations are special functions. second order differential equations with constant coefﬁcients are already treated in the section on applications of differentiation in Calculus I.5 Requirements of Applications The bulk of material needed early on in applied sciences is from the area of differential equations.

Usually. those needs are due to idealizations that make problems accessible to direct analytical calculation. The former theory describes strict point particles. Lebesgue’s integration theory is well suited for this purpose. for reasons of practicability. that are continuous. physics. In particular. A ﬁrst example comes from Newtonian mechanics whose development was intertwined with that of calculus. experimentally such point particles have never been observed and therefore constitute an abstraction that has its roots in ancient Greek 1 The rising importance of numerical investigations has not. Lebesgue’s characterization of Riemann integrability is given inside the text. applications need an integration theory which is capable of integrating a large class of functions. 14 . This approach is capable of integrating bounded functions. Negligible sets can be covered by a ﬁnite number of intervals with an associated sum of volumes which can be made smaller than every preassigned real number ą 0. always operated on a level of abstraction similar to that of mathematics are easy to ﬁnd. For integration of functions in several variables. that is.1 For this reason. but its proof is deferred to the appendix. the text develops Riemann’s integration theory.theory and probability theory and a standard integral representation for Riemann’s zeta function. Of course. cannot change that. Still. particles without any spatial extension.6 Remarks on the Role of Abstraction in Natural Sciences Examples for the fact that the most fundamental of natural sciences. In addition. though close to its limits. and likely. Hence negligible sets are particular bounded sets of Lebesgue measure zero. 1. we use Serge Lang’s approach to Riemann integration from [63]. deﬁned on closed bounded intervals. in applications often the need arises to integrate discontinuous functions as well as functions over unbounded domains. except from points of a ‘negligible’ set. Such ‘model systems’ are still the main source for the development of an intuitive understanding of natural phenomena.

In contrast. Subsequently.. but only indirectly by help of highly sophisticated experimental equipment. i. in physics visual intuition is no longer of much help in the analysis of phenomena. nowadays this uniﬁcation is a commonly used abstraction. the assumption of Newtonian point particles led to predictions that were in excellent agreement with observations and measurement until the advent of quantum theory in the ﬁrst quarter of the 20th century. and physical states of the ﬁeld are positive linear forms on the algebra. A further abstraction is due to Einstein’s theory of general relativity that absorbed the gravitational ﬁeld into the geometry of the four dimensional space-time. In order to avoid the occurrence of errors. Finally. similar to mathematics. namely the uniﬁcation of time and space into a four dimensional space-time. physical theories there is currently nothing else available than mathematical consistency and rigor to 15 . reﬂects an objective reality.geometry. in current speculative. without experimental evidence. the development of physics supports the view that theories based on direct human perception inevitably contain extrapolations on the nature of things which ultimately turn out to be seriously ﬂawed. The above indicates that the development of physics towards the understanding of deeper aspects of nature was paralleled by the application of mathematical methods of increasing sophistication. the last also necessitated an increasing stress on mathematical rigor in physics. observables are elements of a von Neumann algebra.e. They have always been regarded as an idealization of a much more complicated reality. Such uniﬁcation led to a remarkable simpliﬁcation of that theory. Still. Current physics is as abstract as mathematics since it studies practically exclusively phenomena that cannot be perceived by human senses. quantum theory led to the description of matter by elements of abstract Hilbert spaces with corresponding physical observables being spectral measures of self-adjoint operators in this space. In the algebraic quantum theory of ﬁelds. Since it is the belief of most physicists that the ‘simplicity’ of a description. that is consistent with the experimental facts and that predicts new phenomena that are subsequently observed. Einstein’s theory of special relativity has been the cause of another abstraction to enter physics. Hence. at least partially.

In this connection.give such theories credibility. Such trend is already obvious. it needs to be remembered that after the advent of quantum theory. Therefore. Those can only try to ‘replace’ experiment. Viewed from this perspective. it has been recognized that the laws of quantum theory provide also the basis for the laws of chemistry. its is quite obvious that calculus courses need to go into the direction of increased mathematical sophistication in order to narrow a widening gap to contemporary applications. it is to be expected that the other natural sciences and the engineering sciences follow the development of physics towards the use of more subtle mathematical methods. although ultimately only the outcome of experiments decide on the ‘truth’ of a physical theory. Acknowledgments I am indebted to Kostas Kokkotas. by suggesting the inclusion of a number of valuable examples in the text. 16 . T¨ ubingen. temporarily. by mathematical consistency and rigor.

i. algebraic equations were solved in terms of geometric 17 .2 2. if the contradiction can be derived by generally accepted rules of inference (‘logic’) from assumptions that are generally believed to be true (‘axioms’). As a result.2. the product of two lengths is not another length. a large number of results could be lost in this way. 2 . the occurrence of such an event sends a shock wave through the scientiﬁc community. The immediate response is an analysis of the validity of the reasoning that leads to the contradiction. As a consequence of the discovery. that the length.. As a consequence.e. i. it has to be determined whether all previously obtained results of the science are derivable from the revised basis. Potentially. the ﬁeld is in a crisis because those assumptions and/or rules need to be revised until the contradiction is resolved. of a diagonal of a square with sides of length 1 is no rational number. by constructing a square with edge x whose area is equal to the area of a rectangle with sides 2 and 1. Probably the ﬁrst example of a serious crisis in mathematics ? is the discovery in ancient Greece around 450 B. but an area..15 below. that line of thought lost its basis. of quantities which are discrete in character. The fundamental assumption of that school was that the essence of everything is expressible in terms of whole numbers and their ratios. Tradition attributes this discovery to a member of the Pythagorean school of thought. for instance. a fact that will be proved in Example 2. In this. Plato’s’ school of thought completely reorganized the mathematical knowledge of the time by giving it an exclusively geometric basis. Therefore. that of rectangle.e. In case that reasoning appears to be ‘valid’. for instance. If this succeeds.C.1 Calculus I A Sketch of the Development of Rigor in Calculus and Analysis It is evident that a science that leads to contradictory statements loses its value. Hence the equation x2 “ 2 can be solved geometrically.

quantities. On the other hand, viewed from a today’s perspective, that approach bypassed the problem of irrational quantities, rather than solving it and can be seen as a prime reason for a major delay of the development of mathematical calculus / analysis. The last was developed as late as in the 17th century in Western Europe. The crisis gave important reasons for the development of the axiomatic method in mathematics in ancient Greece, i.e., proof by deduction from explicitly stated postulates. Without doubt, this method is the single most important contribution of ancient Greece to mathematics which is the basis of mathematics until today. In style, modern mathematics texts, including the present text, mirror that of the epoch making thirteen books of Euclid’s Elements written around 300 B.C. [37]. Previous Egyptian and Babylonian mathematics made no distinction between exact and approximate results nor were there indications of logical proofs or derivations. On the other hand, the Egyptians and Babylonians had already quite accurate approximations for π and square roots that were needed in land survey. For instance, the Egyptians of π within an error of 2 ¨ 10´2 ? determined the value and the value of 2 within an error of 10´4 . The Babylonians were already familiar with the so called Pythagorean theorem ? and determined the value ´7 of π within an error of 10 and the value of 2 within an error of 10´6 . In order to be considered as properly established in ancient Greece, a theorem had to be given a geometric meaning. This tradition continued in the Middle Ages and the Renaissance in the West. The geometric intuition was more trusted than insight into the nature of numbers. In the early phases of the development of calculus / analysis in the 17th and 18th century and also in the views of its founding fathers Isaac Newton and Gottfried Wilhelm Leibniz, geometric intuition was of major importance, but in the sequel was gradually replaced by arithmetic. A major factor in this process was the construction of non-euclidean geometries by Nicolai Lobachevsky (1829) [72], Janos Bolyai (1831) [11] and earlier, but unpublished, by Gauss. In his ‘Elements’, Euclid bases 18

geometry on ﬁve postulates that are assumed to be valid. Generally, only the ﬁrst four of them were considered geometrically intuitive, whereas the ﬁfth, the so called parallel postulate, was expected to be a consequence of the other postulates. For about 2000 years, an enormous effort went into the investigation of this question. The construction of non-euclidean geometries which satisfy the ﬁrst four, but not the ﬁfth, of Euclid’s postulates proved the independence of the parallel postulate from the other postulates. This result stripped Euclidean geometry from its central role it retained for about 2000 years. The ﬁnal removal of geometric intuition as a means of mathematical proofs was caused from a number of geometrically non-intuitive results of calculus / analysis , in particular, the demonstration of the existence of a continuous nowhere differentiable function by Karl Weierstrass in 1872 [99], see Example 3.4.13, and the construction of a plane-ﬁlling continuous curve by Giuseppe Peano in 1890 [84], see Example 3.4.14. Weierstrass conceived and in large part carried out a program known as the arithmetization of analysis, under which analysis is based on a rigorous development of the real number system. This is the common approach until today. For this reason, Weierstrass is often considered as the father of modern analysis. A common rigorous development of the real number system by use of Cauchy sequences is given in Appendix 5.1. Today, reference to geometric intuition is not considered a valid argument in the proof of a theorem. Of course, such intuition might give hints how to perform such a proof, but the means of the proof itself are purely formal. This situation is similar to that of blindfold chess, i.e., the playing of a game of chess without seeing the board. That formal approach has been suggested by David Hilbert for the foundation of mathematics and has become the standard of most working mathematicians. It culminated in the collective works of a group of mathematicians publishing under the pseudonym ‘Bourbaki’. The series comprises 40 monographs that became a standard reference on the fundamental aspects of modern mathematics.

19

2.2

2.2.1

Basics

Elementary Mathematical Logic

In the 17th century Leibniz suggested the construction of a universal language for the whole of mathematics that allows the formalization of proofs. In 1671, he constructed a mechanical calculator, the step reckoner, that was capable of performing multiplication, division and the calculation of square roots. Also in view of his involvement in the construction of other mechanical devices, like pumps, hydraulic presses, windmills, lamps, submarines, clocks, it is likely that he envisioned machines that ultimately could perform proofs. The ﬁrst scientiﬁc work on algebraization of Aristotelian logic appeared in 1847 [10], 1858 [81] by George Boole and Augustus De Morgan, respectively. The formation of mathematical logic as an independent mathematical discipline is linked with Hilbert’s program mentioned in Section 2.1 on formal axiomatic systems that resulted from the recognition of the unreliability of geometrical intuition. That program called for a formalization of all of mathematics in axiomatic form, together with a proof that it is free from contradictions, i.e., that it is what is called ‘consistent’. The consistency proof itself was to be carried out using only what Hilbert called ’ﬁnitary’ methods. In the sequel, neither Leibniz nor Hilbert’s visions have been achieved. However, what has been achieved is sufﬁcient for most working mathematicians today. In the following, we present only the very basics of symbolic logic and display some basic types of methods of proof in simple cases. Despite of its brevity, this chapter is very important because the given logical rules for correct mathematical reasoning will be in constant use throughout the book (as well as throughout the whole of mathematics) without explicit mentioning. Therefore, its careful study is advised to the reader. Also should the reader ﬁll in additional steps into proofs whenever he/she feels the necessity for this. The last should become a routine operation also for the rest of the book. To the experience of the author, this is a necessity to a fathom the material.

20

Deﬁnition 2.2.1. (Statements) A statement (or proposition) is an assertion that can determined as true or false. Often abstract letters like A, B, C, . . . are used for their representation. Example 2.2.2. The following are statements: (i) The president George Washington was the ﬁrst president of the United States , (ii) 2 + 2 = 27 , (iii) There are no positive integers a, b, c and n with n ą 2 such an ` bn “ cn . (Fermat’s conjecture) The following are no statements: (iv) Which way to the Union Station? , (v) Go jump into the lake! Deﬁnition 2.2.3. (Truth values) The truth value of a statement is denoted by ‘T’ if it is true and by ‘F’ if it is false. Example 2.2.4. For example, the statement 9 ` 16 “ 25 is true and therefore has truth value ‘T’, whereas the statement 9 ` 16 “ 26 is false and therefore has truth value ‘F’. Also, the statement Example 2.2.2 (i) is true, the statement Example 2.2.2 (ii) is false, and it is not yet known whether the statement Example 2.2.2 (iii) is true or false. (2.2.1)

21

**Deﬁnition 2.2.5. (Connectives) Connectives like ‘and’, ‘or’, ‘not’, . . . stand for operations on statements.
**

Connective ‘not’ ‘and’ ‘or’ ‘if . . . then’ ‘. . . if and only if . . . ’ Symbol ^ _ ñ ô Name Negation Conjunction Disjunction Conditional Bi-conditional

Example 2.2.6. For example, the statement ‘It is not the case that 9 ` 16 “ 25’ is the negation (or ‘contrapositive’) of (2.2.1). It can be stated more simply as 9 ` 16 ‰ 25 . Other examples are compounds like the following Example 2.2.7. (i) Tigers are cats and alligators are reptiles , (ii) Tigers are cats or (tigers are) reptiles , (iii) If some tigers are cats, and some cats are black, then some tigers are black , (iv) 9 ` 16 “ 25 if and only if 8 ` 15 “ 23 . Deﬁnition 2.2.8. (Truth tables) A truth table is a pictorial representation of all possible outcomes of the truth value of a compound sentence. The connectives are deﬁned by the following truth tables for all statements A and B .

A T T F F B T F T F A F F T T A^B T F F F A_B T T T F AñB T F T T AôB T . F F T

22

Note that the compound A _ B is true if at least one of the statements A and B is true. This is different from the normal usage of ‘or’ in English. It can be described as ‘and/or’. Therefore, the statement 2.2.7 (ii) is true. Also, the statements 2.2.7 (i) and 2.2.7 (iv) are true. Also, note that from a true statement A there cannot follow a false statement B , i.e., in that case the truth value of A ñ B is false. This can be used to identify invalid arguments and also provides the logical basis for so called indirect proofs. Note that valid rules of inference do not only come from logic, but also from the ﬁeld (Arithmetic, Number Theory, Set Theory, ...) the statement is associated to. For instance, the equivalence 2.2.7 (iv) is concluded by arithmetic rules, not by logic. Those rules could turn out to be inconsistent with logic in that they allow to conclude a false statement from a true statement. Such rules would have to be abandoned. An example for this is given by the statement 2.2.7 (iii). Although the ﬁrst two statements are true, the whole statement is false because there are no black tigers. In the following, the occurrence of such a contradiction is indicated by the symbol . Note that the rule of inference in 2.2.7 (iii) is false even if there were black tigers. Example 2.2.9. (Inconsistent rules) Assume that the real numbers are part of a larger collection of ‘ideal numbers’ for which there is a multiplication which reduces to the usual multiplication if the factors are ? real. Further, assume that for every ideal number z there is a square root z , i.e., such that `? ˘2 z “z , which is identical to the positive square root if z is real and positive. Finally, assume that for all ideal numbers z1 , z2 , it holds that ? ? ? z1 z2 “ z1 ¨ z2 . Note that the last rule is correct if z1 and z2 are both real and positive. Then we arrive at the following contradiction: a ? ? `? ˘2 ? ´1 “ ´1 “ ´1 ¨ ´1 “ p´1qp´1q “ 1 “ 1 . 23

Hence an extension of the real numbers with all these properties does not exist. A simple example for an indirect proof is the following. Example 2.2.10. (Indirect proof) Prove that there are no integers m and n such that 2m ` 4n “ 45 . (2.2.2) Proof. The proof is indirect. Assume the opposite, i.e., that there are integers m and n such that (2.2.2) is true. Then the left hand side of the equation is divisible without rest by 2, whereas the right hand side is not. Hence the opposite of the assumption is true. This is what we wanted to prove. Example 2.2.11. Calculate the truth table of the statements ` ˘ pA ñ B q ^ pB ñ C q ñ pA ñ C q (Transitivity) , ˆ ˙ ` ˘ pA _ B q ^ pA ñ C q ^ pB ñ C q ñ C (Proof by cases) , p Bñ Solution:

A T T T T F F F F B T T F F T T F F C T F T F T F T F AñB T T F F T T T T BñC T F T T T F T T pA ñ B q ^ pB ñ C q T F F F T F T T AñC T F T F T T T T

Aq ô pA ñ B q (Contraposition) .

(2.2.3)

24

pA ñ B q ^ pB ñ C q ñ pA ñ C q T T T T T T T T A T T T T F F F F B T T F F T T F F C T F T F T F T F A_B T T T T T T F F AñC T F T F T T T T BñC T F T T T F T T pA ñ C q ^ p B ñ C q T F T F T F T T

` ˘ pA _ B q ^ pA ñ C q ^ pB ñ C q T F T F T F F F

`

` ˘˘ pA _ B q ^ pA ñ C q ^ pB ñ C q ñ C T T T T T T T T

A T T F F

A F F T T

B T F T F

B F T F T

Bñ T F T T

A

AñB T F T T

p Bñ

Aq ô p A ñ B q T T T T

25

The members of (2.2.3) are so called tautologies , i.e., statements that are true independent of the truth values of their variables. At the same time they are frequently used rules of inference in mathematics, i.e., for all statements A, B and C it can be concluded from the truth of the left hand side (in large brackets) of the relations on the truth of the corresponding right hand side. Example 2.2.12. (Transitivity) Consider the statements (i) If Mike is a tiger, then he is a cat, (ii) If Mike is a cat, then he is a mammal, (iii) If Mike is a tiger, then he is a mammal. Statements (i), (ii) are both true. Hence it follows by the transitivity of ñ the truth of (iii) (and since ‘Mike’, the tiger of the LSU, is indeed a tiger, he is also a mammal). Example 2.2.13. (Proof by cases) Prove that n ` |n ´ 1| ě 1 for all integers n. Proof. For this, let n be some integer. We consider the cases n ď 1 and n ě 1. If n is an integer such that n ď 1, then n ´ 1 ď 0 and therefore n ` |n ´ 1| “ n ` 1 ´ n “ 1 ě 1 . If n is an integer such that n ě 1, then n ´ 1 ě 0 and therefore n ` |n ´ 1| “ n ` n ´ 1 “ 2n ´ 1 ě 2 ´ 1 “ 1 . Hence in both cases (2.2.4) is true. The statement follows since any integer is ď 1 and/or ě 1. Example 2.2.14. (Contraposition) Prove that if the square of an integer is even, then the integer itself is even. 26 (2.2.4)

Proof. We deﬁne statements A, B as ‘The square of the integer (in question) is even’ and ‘The integer (in question) is even’ , respectively. Hence B corresponds to the statement ‘The integer (in question) is odd’ , and A corresponds to the statement ‘The square of the integer (in question) is odd’ . Hence the statement follows by contraposition if we can prove that the square of any odd integer is odd. For this, let n be some odd integer. Then there is an integer m such that n “ 2m ` 1. Hence n2 “ p2m ` 1q2 “ 4m2 ` 4m ` 1 “ 2 p2m2 ` 2mq ` 1 is an odd integer and the statement follows. Based on the result in the previous example, we can prove now the result mentioned in Section 2.1 that there is no rational number whose square is equal to 2. Example 2.2.15. (Indirect proof) Prove that there is no rational number whose square is 2. Proof. The proof is indirect. Assume on the contrary that there is such a number r. Without restriction, we can assume that r “ p{q where p, q are integers without common divisor different from 1 and that q ‰ 0. By deﬁnition, ˆ ˙2 p2 p 2 “ 2 “2. r “ q q Hence it follows that p2 “ 2q 2 27

and therefore by the previous example that 2 is a divisor of p. Hence there is an integer p ¯ such that p “ 2¯ p. Substitution of this identity into the previous equation gives 2¯ p2 “ q 2 . Hence it follows again by the previous example that 2 is also divisor of q . As a consequence, p, q have 2 as a common divisor which is in contradiction to the assumption. Hence there is no rational number whose square is equal to 2.

Problems 1) Decide which of the following are statements. a) b) c) d) e) f) g) f) g) h) i) Did you solve the problem? Solve the problem! The solution is correct. Maria has green eyes. Soccer is the national sport in many countries. Soccer is the national sport in Germany. During the last year, soccer had the most spectators among all sports in Germany. Explain your solution! Can you explain your solution? Indeed, the solution is correct, but can you explain it? The solution is correct; please, demonstrate it on the blackboard.

2) Translate the following composite sentences into symbolic notation using letters for basic statements which contain no connectives. a) Either John is taller than Henry, or I am subject to an optical illusion. b) If John’s car breaks down, then he either has to come by bus or by taxi. c) Fred will stay in Europe, and he or George will visit Rome. d) Fred will stay in Europe and visit Rome, or George will visit Rome.

28

e) I will travel by train or by plane. f) Neither Newton nor Einstein created quantum theory. g) If and only if the sun is shining, I will go swimming today; in case I go swimming, I will have an ice cream. h) If students are tired or distracted, then they don’t study well. i) If students focus on learning, their knowledge will increase; and if they don’t focus on learning, their knowledge will remain unchanged. 3) Denote by M , T , W the statements ”Today is Monday”, ”Today is Tuesday” and ”Today is Wednesday”, respectively. Further, denote by S the statement ”Yesterday was Sunday”. Translate the following statements into proper English. a) b) c) d) e) f) a) b) c) d) e) f) g) h) i) k) l) M Ñ pT _ W q , SØM , S ^ pM _ T q , pS Ñ T q _ M , M Ø pT ^ p W qq _ S , pM Ø T q ^ pp W q _ S q . p Aq ô A , pA ^ B q ô pB ^ Aq , pA _ B q ô pB _ Aq , pA ô B q ô pB ô Aq , pA ^ B q ô p Aq _ p B q , pA _ B q ô p Aq ^ p B q , pA Ñ B q ô p Aq _ B , A ^ pB ^ C q ô pA ^ B q ^ C , A _ pB _ C q ô pA _ B q _ C , A _ pB ^ C q ô pA _ B q ^ pA _ C q , A ^ pB _ C q ô pA ^ B q _ pA ^ C q .

4) By use of truth tables, prove that

for arbitrary statements A, B and C . 5) Assume that a ¨ pb ` cq “ a ¨ b ` c for all real a, b and c is a valid arithmetic rule of inference. Derive from this a contradiction to the valid arithmetic statement that 0 ‰ 1.

29

Then consider the cases that n is of the form n “ 5q ` r where q is an integer and r is equal to 0. 3 or 4.Therefore. b and c are odd integers.] 9) Prove that there is an inﬁnite number of prime numbers. [Hint: Assume that there is such a rational number x “ r{s where r. 6) Prove indirectly that 3n ` 2 is odd if n is an odd integer. conclude that the enlargement of the ﬁeld of arithmetic by addition of the above rule would lead to an inconsistent ﬁeld. then n5 ´ n is divisible by 5. 11) Prove by cases that |x ´ 1| ` |x ` 2| ě 3 for all real x. 1.] 10) Prove by cases that |x ´ 1| ´ |x ` 2| ď 3 for all real x.] 30 . i. 8) If a. [Hint: Assume the opposite and construct a number which is larger than the largest prime number. 12) Prove by cases that ˇ a ˇ |a| ˇ ˇ ˇ ˇ“ b |b| for all real numbers a. [Hint: Factor the polynomial n5 ´ n as far as possible. Show that this implies the equation rpar ` bsq “ ´cs2 which is contradictory. then n3 is of the form 9k ` r where k is some integer and r is equal to ´1. of natural numbers ě 2 that are divisible without remainder only by 1 and by that number itself. but not divisible without remainder by any of the prime numbers. then there is no rational number x such that ax2 ` bx ` c “ 0. b such that b ‰ 0.e. 13) Prove by cases that if n is an integer. 7) Prove indirectly that there are no integers m ą 0 and n ą 0 such that m2 ´ n2 “ 1 . 14) Prove that if n is an integer.. s ‰ 0 are integers without common divisor. 2. 0 or 1.

Finally. In the following. that dominated the thinking in the west up to the 18th century. attitudes began to change. initially Cantor’s work received much criticism and was accused to deal with ﬁctions. unthinkable. most of the mathematicians did not consider collections of inﬁnitely many objects as valid objects of thinking. So a more restrictive deﬁnition of sets is needed to avoid such contradictions. Today. According to Aristotle (384-322 B. that approach is called ‘naive’ set theory because it uses a deﬁnition of sets which is too broad and leads to contradictions if its full generality is exploited. In the following such paradoxa will not play a role because calculus / analysis naturally deals with a far reduced class of sets which satisfy the more restrictive deﬁnition of axiomatic set theory.).C. Precisely such consideration is done by set theory. set theory was recognized as a distinct branch of mathematics. this section is very important because the given 31 .C. This is likely due to the inﬂuence of ancient Greek philosophy. it even provided the basis for the whole of mathematics in the work of Bourbaki mentioned in Section 2. For this reason. the inﬁnite is imperfect. Today. As we shall see later. the so called Zermelo-Russel’s paradox is described at the end of this section.1. Hence it had to be excluded from consideration. Once its use for calculus / analysis was understood. and by the beginning of the 20th century. Its development was triggered by the general effort to develop a rigorous basis for calculus / analysis in the 19th century.2. Like the previous section. for this it is necessary to treat inﬁnite collections of real numbers. it is formless and confused. we refer to books on axiomatic set theory. One such contradiction. unﬁnished and therefore. only the very basics of Cantor’s original formulation of set theory is given which is sufﬁcient for the purposes of the book.).2 Sets Set theory was created by Georg Cantor between the years 1874 and 1897. For this. in particular that of Aristotle (384-322 B. the notions of set theory seem so natural that the in part ﬁerce debates at the time of its creation are hard to understand.2. Since antiquity.

Those objects are called the elements of the set. Deﬁnition 2. (Sets) A set is an aggregation of deﬁnite. In the following we adopt the naive deﬁnition of sets given by Cantor. to be conceived as a whole.2. The ﬁrst is denoted by a P A . from a practical point of view. the so called ‘empty set’. 32 . (Elements) For a set A.2.17. is denoted by φ. This implies that for a given set A and any given object a it follows that either a is an element of A or it is not. such simplicity drastically reduces the chance of the occurrence of errors. Complexity just signals a deﬁcient understanding. Like the material of the previous section. Deﬁnition 2. its careful study is advised to the reader. The set without any elements.notions of set theory will be in consistent use throughout the book as an efﬁcient unifying language. the set of odd integers . the following statements have the same meaning a is in A . Therefore. Example 2. In addition.16. Precisely the achievement of such simplicity is the ultimate goal of the whole of mathematics because it signals a full understanding of the studied object. its apparent simplicity should not lead to an underestimation of it’s importance. Examples of sets are the set of all cats . a is a member of A . but without going as far as Bourbaki’s work. and the second is denoted by a R A . different objects of our intuition or of our thinking. aPA. a is an element of A .2. the set of the lowercase letters of the Latin alphabet .18.

Given some not necessarily different objects x1 . . ´1.19. the set of integers Z and the set of integers Z˚ without 0 by Deﬁnition 2. u . Q˚ :“ tp{q : p P Z˚ ^ q P N ^ q ‰ 0u . 2.e. 2. 3. Z :“ t0. . (Subsets. 3. the set of real numbers R and the set of real numbers R˚ without 0 by Deﬁnition 2. x2 . R :“ tx : x is a real numberu . .21. . u . equality of sets) For all sets A and B . integers) N :“ t0.. the symbol ‘:’ is read as ‘such that’. we deﬁne the set of rational numbers Q. (Rational and real numbers) Q :“ tp{q : p P Z ^ q P N ^ q ‰ 0u . u . . . R˚ :“ tx : x is a non-zero real numberu . . . 3. ´2.20. Deﬁnition 2. . we deﬁne the set of natural numbers N . . ´3.2. we deﬁne A Ă B :ô Every element of A is also an element of B 33 . Z˚ :“ t1.2. ´3 . x2 . u . . It is read as: ‘The set of all x such that P pxq’. . the set containing these objects is denoted by tx1 . . N˚ :“ t1. In particular. 3. (Natural numbers. In this. by a property which is shared by all its elements. . ´1. . In particular. . ´2. 1. 2. 2. the set of rational numbers Q˚ without 0 . u . 1. .2. . i. Another way of deﬁning a set is by a property characterizing its elements. the set of natural numbers N˚ without 0 . but not by any other object: tx : x has the property P pxqu .

3. Deﬁnition 2. we deﬁne A “ B :ô A Ă B ^ B Ă A ô A and B contain the same elements . 3. d P R. In particular. pa.23. ‘A is included in B ’ or ‘A is part of B ’. . 1.24. wherever meaningful. 1. 2. 5u Ă trp1 ` 5qn ´ p1 ´ 5qn s{p2n 5q : n P N˚ u . by A Y B :“ tx : x P A _ x P B u 34 . I) For all sets A and B . 5.2. ra. 1u “ t1. 5. Here and in the following. pc. 2. ? ? ? t1. we deﬁne (i) their union A Y B . 3. 8. bq :“ tx P R : a ă x ă bu ra. 2. ds :“ tx P R : x ď du for all a. the symbol ‘:’ in front of other symbols means and is read as ‘per deﬁnition’.and say that ‘A is a subset B ’.2. 1. 3. 1. p´8. pa. 2. For instance. 8q :“ tx P R : x ě cu . 2. 2. 5. bq :“ tx P R : a ď x ă bu . u “ trp1 ` 5qn ´ p1 ´ 5qn s{p2n 5q : n P N˚ u . by Deﬁnition 2.22. dq :“ tx P R : x ă du . bs :“ tx P R : a ď x ď bu . 5u . 3. b P R such that a ď b and c. we deﬁne subsets of R. 3. We deﬁne the following operations on sets.2. ? ? ? t1. read: ‘A union B ’. (Operations on sets. Example 2. 3. 13u . t1. so called intervals . 5u Ă t1. bs :“ tx P R : a ă x ď bu rc. . 8q :“ tx P R : x ą cu p´8. t1. ‘A is contained in B ’. . Finally.

y y x x A B Fig. 35 . A B A A B B Fig. The last is given by the blue domain. 1: Two subsets A and B of the plane. 2: Union and intersection of A and B .

y2 q are deﬁned equal. read: ‘A intersection B ’. we deﬁne for n P N such that n ě 3 and sets 36 . by A ˆ B :“ tpx.AB Fig. if and only if x1 “ x2 and y1 “ y2 . (iv) their cross (or Cartesian / direct) product A ˆ B . read: ‘A without B’ or ‘A minus B’. y q : x P A ^ y P B u where ordered pairs px1 . y1 q. px2 . y2 q . A zB . we say that A and B are disjoint. by A X B :“ tx : x P A ^ x P B u . (ii) and their intersection A X B . y1 q “ px2 . 3: The relative complement of B in A. px1 . (iii) the relative complement of B in A. If A X B “ φ. read: ‘A cross B ’. More generally. by A zB :“ tx : x P A ^ x R B u . We also use the notation A2 for A ˆ A.

y 3 2 x 1 A 2 1 B 1 2 3 x 3 2 z 1 A B 0 1 2 3 x 1 y 2 3 Fig. 4: Subsets A of the real line and B of the plane and their cross product. 37 .

4u “ tp1. 5.2. . t1. . xn q and py1 . 3.A1 . 1{ns . 8. We also deﬁne unions and intersection of arbitrary families of sets. . 7. . . . 3q. i. 2. . 2u ˆ t1. . 3. 4. An are all equal to some set A. . . r 1{n. 5. 3. . 11. 4qu . in the case that A1 . 1u zt1u “ t2. . 3. 2. . iPI č iPI Ai :“ tx : x P Ai for all i P I u . yn q to be equal if and only if all their components are equal. 2. 8. Example 2. t1. t1. 3. 2. 3. we deﬁne such ordered pairs px1 . 3u t1.2. . .. p2.e. 5. . 7. . 2.2. Determine ď č r 0. 1s . 5u “ t8.2. p1. we deﬁne R1 :“ R. 3.26.25. xn q of elements x1 P A1 .27. 4q. nPN˚ nPN˚ 38 . . 1q. 13u zt1. An the corresponding Cartesian product A1 ˆ ¨ ¨ ¨ ˆ An (2. . Example 2. . if and only if x1 “ y1 . 13u . 18u “ t1. the notation An . 13. Finally. . 7. 2. xn “ yn . 1q. 8. 4. 5.2. p2. Then we deﬁne ď Ai :“ tx : x P Ai for some i P I u . 18u “ t1. We also use the notation n ą Ai i “1 for (2. . xn P An .5) and. 18u t1. Also in this case. 3. . 3. . 13u Y t1. . 11. . 8. . 3q. Deﬁnition 2. 4. p1.5) to consist of all ordered n-tuples px1 . 3. p2. 11. II) Let I be some non-empty set and for every i P I the corresponding Ai an associated set. 13u X t1. 5u . . (Operations on sets. 5.

Solution: By deﬁnition ď S1 :“ r 1{n. 1s for some n P N˚ u . As a consequence. 1s “ tx : x P r 1{n. If x P R is such that x ą 0. 0 is contained in all of these sets and hence also contained in S2 . ď r 1{n. 1s . x P r1{n. 1{ns for all n P N˚ u . 1{ns and therefore x R S2 . č r 0. On the other hand. x R r0. 1{ns “ tx : x P r 0. by deﬁnition č S2 :“ r 0. nPN˚ No x P R such that x ă 0 is contained in any of the r 0. Hence for such n. 1{ns.2. then 1 ďxď1 n if n P N˚ is such that n ě 1{x. nPN˚ The naive Deﬁnition 2.16 of sets leads to paradoxa like the one of ZermeloRussel (1903): 39 . nPN˚ Any x P R such that x ą 1 or x ď 0 is not contained any of the sets r 1{n. 1s. 1{ns “ t0u . if x P R is such that 0 ă x ď 1. n P N˚ and hence also not contained in S2 . then 1 ăx n for n P N˚ such that n ą 1{x. nPN˚ Further. 1s “ p0. As a consequence. Hence for such n. n P N˚ and hence also not contained in their union S1 . 1s and hence x P S1 .

7u. F :“ t´2. Justify your answer. If a barber cuts the hair of exactly those who do not cut their own hair. decide whether not the following sets are equal: A :“ t´2. 3u. ´2. φ. 3) Decide whether t1. 7uu . it follows by the deﬁnition of S that S R S . From the assumption that S P S . Hence it follows that S R S . 2) Simplify t´2. 3u . Bernard Russell also used a statement about a barber to illustrate this principle.16. does the barber cut his own hair? So a more restrictive deﬁnition of sets is needed to avoid such contradictions. B :“ t3. t3uu Y t´2. it follows by the deﬁnition of S that S P S . From S R S . 3. For this.2. t3uu Y tt´2u. 3u Y tt´2u. G :“ t´2. Calculus / analysis naturally deals with a far reduced class of sets which satisfy the more restrictive deﬁnition of axiomatic set theory. 3u Y tφu. D :“ tx P R : x2 ´ x ´ 6 “ 0u. either S P S or S R S . t1. 3u P t1. ´2u Y φ. Problems 1) For each pair of sets. 40 . φ. Since S is assumed to be a set. 3u. In the following such paradoxa will not play role because we don’t use the full generality of Deﬁnition 2.Assume that there is a set of all sets that don’t contain itself as an element: S :“ tx : x is a set ^ x R xu . Hence there is no such set. ´2u. 3. we refer to books on axiomatic set theory. t1. E :“ tφ. 3u . C :“ t´2. 3.

B :“ tpx. 3u Ă A . 7) Let A. 1qu . L :“ t1u into a xy -diagram and calculate A X B . t1u. 0qu. C :“ tpx. G :“ tp´1. H :“ tp2. AYB “BYA . y q P R2 : x2 ` y 2 “ 1u. ´3qu . I :“ tp´4. t φu Ă A . 6) Sketch the following sets A :“ tpx. A Y pB X C q “ pA Y B q X pA Y C q . then A Ă C .4) Let A :“ tφ. ´1qu. C XpJ ˆ K q. A X C . φPA . 41 . 4uu. t1. B and C be sets. C such that A P B and B P C . t1u Ă A . A X pB X C q “ pA X B q X C . A Y pB Y C q “ pA Y B q Y C . 3uu P A . C zpA Y B q “ pC zAq X pC zB q . t1u P A. J :“ tx P R : ´4 ď x ď 2u. t3. y q P R2 : 2x ` 3y ` 5 “ 0u . B XpJ ˆ Lq. a) b) c) d) e) f) g) h) 1PA . B Y E . B. tt1. φĂA . A zB . Show that a) b) c) d) e) f) g) h) i) If A Ă B and B Ă C . 1qu. y q P R2 : x ` y ` 1 “ 0u . pA X B q X C . A X pB X C q. t1. pC Y F qY G. 5) Give an example of sets A. C zpA X B q “ pC zAq Y pC zB q . K :“ t0u. B zA. but A R C. AXB “BXA . A X pB Y C q “ pA X B q Y pA X C q . ´1qu. D :“ tp0. Determine for each of the following statements whether it is true or false. F :“ tp0. E :“ tp´1. 3u.

For Newton. The ﬁrst concept underwent considerable changes until it reached its current meaning. like abscissas. in particular curves. in the ﬁrst half of the 18th century.2. The ﬁnal step in the evolution of the function concept was made by Gustav Lejeune Dirichlet in 1829 [30] in a paper which gave a precise meaning to Fourier’s work from 1822 [41] on heat conduction. derivatives and integrals.. a curve is generated by a continuous motion of a point he called ‘ﬂuent’ because he thought of it as a ﬂowing quantity. trigonometric functions. In particular.e. The term function appeared ﬁrst in the works of Leibniz. Newton’s method of ‘ﬂuxions’ applies to ‘ﬂuents’ not to functions. Admissible analytic expressions were those that involved the four algebraic operations. In that work. are further major achievements of Western culture that have no counterpart in ancient Greek mathematics. the concept of a map (or ‘mapping’). 42 . logarithms. i. The ‘ﬂuxion’ or rate at which it ﬂowed. Under the inﬂuence of analytic geometry. the geometric concept of variables was replaced by the concept of a function as an equation or analytic expression composed of variables and numbers. exponentials. the concept of a function was enlarged to include such that are piecewise deﬁned on intervals by several analytic expressions and functions (in the sense of curves) drawn by ‘free-hand’ and possibly not expressible by any combination of analytic expressions. he asserts that a tangent is a function of a curve. ordinates and tangents. roots.3 Maps The development of the concept of a function and its generalization. but not functions in their current meaning. was the point’s velocity. The principal objects of study of the calculus in the 17th century were geometric objects.2. as a consequence of the study of the solutions of the wave equation in one space dimension (‘the Vibrating-String Problem’). Also the variables associated with those objects had a geometrical meaning. This only very roughly matches the modern notion of a function. In the sequel.

but a proof or disproof of that statement presupposed a clear deﬁnition of the concept of a function. which is called the image of s and is denoted by ϕpsq. Until today. that ϕpsq corresponds to the element s. y is a function of a variable x. it was not clear whether such thing was possible at all. Already in 1887 [31]. On the other hand. This clearly signaled that those mathematical notions (or the ‘mathematical language’) were to imprecise to deal with such questions and that more precise notions had to be developed. it is irrelevant in what way this correspondence is established. Not only by modern standards. It introduces 43 . A careful study also of this section is advised to the reader. the notion of a function was to nebulously deﬁned as that it could have been convincingly claimed that his result was false. Also. that s is transformed by the mapping ϕ into ϕpsq. In particular. namely the giving of a precise mathematical meaning to Fourier’s result and the development of a mathematical framework where this is possible. Dirichlet generalizes the concept of a function to that of a mapping ‘By a mapping of a system S a law is understood. Fourier’s statement and proof were insufﬁcient. such problems are common in mathematics related to applications. that ϕpsq is caused or generated by the mapping ϕ out of s. the insufﬁciency of Fourier’s ‘proof’ was obvious to the mathematical community at the time. On the one hand. we say too. This makes clear the size of Dirichlet’s achievement. For Dirichlet. if to every value of the variable x in this interval there corresponds a deﬁnite value of the variable y . in accordance with which to each determinate element s of S there is associated a determinate object. deﬁned on the interval a ă x ă b.Fourier claimed that ‘any’ function deﬁned over an interval p´l. He had to solve simultaneously two intertwined problems. lq can be represented by his series over this interval. Fourier’s claim pinpointed a major weakness in the mathematics of the 18th century.’ This deﬁnition practically coincides with the modern deﬁnition of maps given below.

this is not advisable since this often does not provide any visual help. are sometimes contour and density maps.2. It is more advisable.33. Compare Deﬁnition 2. in particular in cases when the graph is a subset of a space of more then 3 dimensions. also in applications. to consider the graph of a map as one of the options to describe or visualize the latter. 44 . it is possible to identify a map with a set. into the current notion of maps and gives efﬁcient means for their description which will be used throughout the book.28. Other such options.2. The last is frequently the case in applications. it often hinders intuition since maps are frequently used to describe transformations. With increasing complexity of the considered problems. the options for a meaningful visualization of the involved maps rapidly decreases and an abstract view of maps is becoming essential. If there is reference made to a function or to a map in the following. becoming relevant in Calculus III. the imagining of a picture similar to Fig 2. this option will frequently be used in Calculus I and II.28 should be helpful to the reader.f B A Fig. Mathematically. In addition.2. Indeed. see Deﬁnition 2. 5: Points in the set A and their images in the set B under the map f are connected by arrows. In such exclusivity. namely its graph.

we call f ´1 pt0uq “ tx P A : f pxq “ 0u . (iv) For any subset B 1 of B . f ´1 pB 1 q :“ tx P A : f pxq P B 1 u . If B is a subset of the real numbers. we also use the short notation Dpf q for the domain of f .2. (i) A map (or mapping) f from A into B . (Maps) Let A and B be non-empty sets. we call f a function. we call f pxq the value of f at x or the image of x under f . If f is given. we call the subset f ´1 pB 1 q of A containing all those elements which are mapped into B 1 . f pA 1 q :“ tf pxq : x P A 1 u . denoted by f : A Ñ B . (2. is an association which associates to every element of A a corresponding element of B . In particular if f is a function. we deﬁne the restriction of f to A 1 as the map f |A 1 : A 1 Ñ B deﬁned by f |A 1 pxq :“ f pxq for all x P A 1 .2. In particular. we call the set f pA 1 q containing all the images of its elements under f .6) the image of A 1 under f . the inverse image of B 1 under f . we use also the short notation Ranpf q :“ f pAq “ tf pxq : x P Au . (iii) For any subset A 1 of A.28. the set of zeros of f or the zero set of f . we call f pAq the range or image of f . If f is given. (ii) For every x P A. 45 . We call A the domain of f . (v) For any subset A 1 of A. for the range or image of f .Deﬁnition 2.

arcsin : r´1. 0. 1. 0. several variables or n variables where n P N is such that n ě 2. Remark 2. 1. we make the general assumption of basic knowledge of integer powers and n-th roots.32. π s . f ´1 pt6uq. f ´1 pt´1. f pt´2. 1uq “ t´1.Remark 2. cos : R Ñ R . 1s Ñ r0.2. Example 2. Still.31. 0. where n P N˚ . Deﬁne f : Df Ñ R and g : Dg Ñ R such that ? (a) f pxq “ x ` 2 for all x P Df 46 . 0.30. 0. Still there is a residual of such historic notion present in the commonly used characterization of functions as functions of one variable. ln : p0. 1uq. f ´1 pt6uq “ φ . exp : R Ñ R . Moreover.2. 1uq “ t0. 1u . 1uq . 0. (Variables) We will not introduce a precise notion of ‘variables’ in the following because such would be redundant. 4u . arccos : r´1. π {2q Ñ R . where n P N is such that n ě 2. 1s Ñ r´π {2. Calculate f pZq. π {2q . 2uq. Deﬁne f : Z Ñ Z by f pnq :“ n2 for all n P Z. ´1. g ´1 pt´1. Example 2.2.29. f pt´2. Also in this text. 1.2. tan : p´π {2. we will refer to a function whose domain is a subset of R as a function of one variable and to a function whose domain is a subset of Rn . π {2s . 1u . Solution: f pZq “ tn2 : n P Nu . g ´1 pt´1. f ´1 pt´1. In the following. as a function of several variables or a function of n variables. let g be the restriction of f to N. ´1. 2uq “ t0. we give deﬁnitions of some of these functions later on to exemplify methods of calculus. as well as of the functions sin : R Ñ R . 0. 8q Ñ R as provided by high school mathematics. arctan : R Ñ p´π {2.

8q. we conclude that f pDf q Ă ty : y ě 0u . it follows that a y2 ´ 2 ` 2 “ y 47 . Find the ranges of the functions in Example 2.2. Find the domains Df and Dg . 7. Solution: In case (a) the inequality x ` 2 ě 0 pô x ě ´2q has to be satisﬁed in order that the square root is deﬁned.32. Because of x2 ´ x “ xpx ´ 1q “ 0 ô x P t0.32.34. 6 and Fig. Further for every y P r0. Solution: See Fig. In case (b) the denominator has to be different from zero in order that the quotient is deﬁned. (Graph of a map) Let A and B be some sets and f : A Ñ B be some map. Solution: Since the square root assumes only positive numbers. we conclude that Dg :“ tx P R : x ‰ 0 ^ x ‰ 1u and that g : Dg Ñ R is deﬁned by g pxq :“ 1{px2 ´ xq for all x P Dg .(b) g pxq “ 1{px2 ´ xq for all x P Dg and such Df and Dg are maximal.33. 1u . Hence Df :“ tx P R : x ě ´2u ? and f : Df Ñ R is deﬁned by f pxq :“ x ` 2 for all x P Df .2. f pxqq P A ˆ B : x P Au . Then we deﬁne the graph of f by: Gpf q :“ tpx. Example 2. Sketch the graphs of the functions f and g from Example 2.35. Give explanations.2.2. Example 2. Deﬁnition 2.2.

and hence that ty : y ě 0u Ă f pDf q and. that f pDf q “ ty : y ě 0u. we deﬁne the inverse map f ´1 as the map from f pAq into A which associates to every y P f pAq the element x P A such that f pxq “ y . it follows that xpx ´ 1q ą 0 and hence that g pxq ą 0. (Injectivity. Finally. In this case. A map is called injective (or one-to-one) if no two points from its domain are mapped onto the same point. for any real y such that py ą 0q _ py ď ´4q. bijectivity) Let A and B be some sets and f : A Ñ B be some map.36. We deﬁne (i) f is injective (or one-to-one) if different elements of A are mapped into different elements of B . 48 . it follows that ˆ ˙2 1 1 1 ´ “ xpx ´ 1q ă 0 ´ ď x´ 4 2 4 and hence that g pxq ě ´4. Further. For 0 ă x ă 1. a map is called bijective (or one-to-one and onto) if it is injective and surjective. A map into a set B is called surjective (or onto) if every element from B is the image of some element from its domain. or equivalently if f pxq “ f py q ñ x “ y for all x. it follows that c ˆ ˙ 1 1 1 g ` ` “y 2 y 4 and hence that g pDg q Ă ty : y ą 0u Y ty : y ď ´4u. surjectivity. for x ă 0 or x ą 1. Deﬁnition 2. ﬁnally.2. y P A. Finally. Hence it follows that ty : y ą 0u Y ty : y ď ´4u Ă g pDg q .

2.5 1. y 4 2 1 0.5 1 0. 49 .5 2 1 1 2 x Fig.2. 7: Gpg q from Example 2.32.32. 6: Gpf q from Example 2.y 2 1.5 2 x Fig.5 2 4 6 8 10 0.

Solution: f is not injective (and hence also not bijective). Decide whether f.2. In this case. then it follows that 0 “ m2 ´ n2 “ pm ´ nqpm ` nq and hence that m “ n _ m “ ´n and therefore. since g has as its domain the natural numbers. deﬁne h : Z Ñ Z by hpnq :“ n ` 1 for all n P Z. The inverse function h´1 : Z Ñ Z is given by h´1 pnq “ n ´ 1 for all n P Z. since 2 R g pAq. the domain of the inverse map is the whole of B. give the corresponding inverse function(s). for instance. 2 R f pAq .2. nor surjective. because of f p´1q “ f p1q “ 1 . If existent. then it follows that 0 “ m ` 1 ´ pn ` 1q “ m ´ n and hence that m “ n. Example 2. 50 .31.(ii) f is surjective (or onto) if every element of B is the image of some element(s) of A: f pAq “ B . that m “ n. g is injective because if m and n are some natural numbers such that g pmq “ g pnq. h is injective because if m and n are some natural numbers such that hpmq “ hpnq. ? ´1 ´1 The inverse g : g pAq Ñ A is given by g plq “ l for all l P g pAq. Let f and g be as in Example 2. surjective or bijective. g and h are injective. for instance.37. g is not surjective (and hence also not bijective). h is surjective (and hence as a whole bijective) because for any natural n we have hpn ´ 1q “ n. (iii) f is bijective (or one-to-one and onto) if it is both injective and surjective. In addition.

On the other hand. f px1 qq. respectively. bijective. Proof. Hence Gf f px1 q contains two different points px1 . if Gf y is non-empty for all y P B . the theorem can be stated as follows. Let A and B be sets and f : A Ñ B be a map. then for any y P B there is some x P A such that y “ f pxq and hence px. it follows that y “ f px1 q “ f px2 q and hence. Further. that f is not injective. y q. respectively. x2 P A such that f px1 q “ f px2 q. y q P Gf y . if and only if the intersection of every parallel to the x-axis through a point from B intersects its graph in at least one point and precisely one point. Hence f is surjective. 51 . since Gf y is part of Gpf q. (ii) f is surjective if and only if Gf y is non-empty for all y P B .38. Then. (iii) f is bijective if and only if Gf y contains exactly one point for all y P B. y q : x P Au . Then (i) f is injective if and only if Gf y contains at most one point for all y P B. deﬁne for every y P B the corresponding intersection Gf y by Gf y :“ Gpf q X tpx. Theorem 2. since Gf y is part of Gpf q. Further. If such function maps into the set B . f px1 qq and px2 . (i) The proof is indirect. Assume that there is y P B such that Gf y contains two points px1 .The following characterizes the injectivity. then for every y P B there is some x P A such that px. y q P Gf y and hence. surjectivity and bijectivity of a map in terms of its graph. since by assumption x1 ‰ x2 . Then there are different x1 . then it is surjective.2. In the special case of functions deﬁned on subsets of the real numbers. assume that f is not injective. Such function is injective if and only if every parallel to the x-axis intersects its graph in at most one point. (ii) If f is surjective. (iii) is an obvious consequence of (i) and (ii). that y “ f pxq. y q and px2 .

52 .32 and parallels to the x-axis.5 0. y 2 1 0.2.5 2 1 1 2 x 1 Fig.2. 9: Gpg q from Example 2.5 1.32 and parallels to the x-axis.y 2 1.5 0. 8: Gpf q from Example 2.5 2 x 4 8 10 Fig.

Show that f and the restriction of g to tx : x ě 1{2 ^ x ‰ 1u . Hence the restriction of g to tx : x ě 1{2 ^ x ‰ 1u is injective.39. Further.38 to investigate the injectivity of f and g from Example 2.32. ´x 1 1 “ 2 .2. Fig. 8. are injective and calculate their inverse. Hence f is injective. then y is in particular different from zero and y“ x2 1 . Solution: If x1 .32. such that ? y “ x`2 and hence x “ y2 ´ 2 .2.Example 2. ´ x1 x2 ´ x2 53 . x2 are any real numbers ě ´2 and such that f px1 q “ f px2 q. Therefore f ´1 py q “ y 2 ´ 2 for all y from the range of f . then ? ? x1 ` 2 “ x2 ` 2 and hence x1 ` 2 “ x2 ` 2 and x1 “ x2 .2. for every y in the range of f there is x ě ´2. Further.2.40. Example 2. if x1 and x2 are some real numbers ě 1{2 different from 1 and such that x2 1 then px1 ´ x2 qpx1 ` x2 ´ 1q “ 0 and hence x1 “ x2 . but not surjective and that g is neither injective nor surjective. Finally. Solution: Fig. 9 suggest that f is injective. where f and g are from Example 2. if y is some real number in the range of this restriction. Apply Theorem 2.2.

Example 2. Moreover for every n P Z: pf ˝ f qpnq “ f pf pnqq “ f pn2 q “ pn2 q2 “ n4 .2.31.37. Note in particular that h ˝ f ‰ f ˝ h. B. ph ˝ hqpnq “ hphpnqq “ hpn ` 1q “ pn ` 1q ` 1 “ n ` 2 . Solution: Obviously. y 4 c 1 1 1 f py q “ ` ` 2 y 4 for all y from the range of that restriction of g . We deﬁne the composition g ˝ f : f ´1 pB X C q Ñ D (read: ‘g after f ’) by pg ˝ f qpxq :“ g pf pxqq for all x P f ´1 pB X C q. 54 . respectively.e. let f : A Ñ B and g : C Ñ D be maps.hence ˆ 1 x´ 2 ˙2 “ c 1 1 ` y 4 and 1 x“ ` 2 Therefore ´1 1 1 ` . The next deﬁnes the composition of maps which corresponds to the application of maps in sequence. h are deﬁned as in Example 2. Further.41. Example 2. C and D be sets.2. ph ˝ f qpnq “ hpf pnqq “ hpn2 q “ n2 ` 1 . Calculate f ˝ f . Note that g ˝ f is trivial. i. pf ˝ hqpnq “ f phpnqq “ f pn ` 1q “ pn ` 1q2 “ n2 ` 2n ` 1 . all these maps map Z into itself.2. (Composition) Let A.. Also note that f ´1 pB X C q “ A if B Ă C . if B X C “ φ. h ˝ h. Deﬁnition 2. for instance. with an empty domain.42.2. f ˝ h and h ˝ f where f .

In the special case of functions deﬁned on subsets of the real numbers. the map f ´1 associates the corresponding x P A which satisﬁes f pxq “ y . Moreover. f ´1 py qq “ Rpf ´1 py q.Example 2. if f is bijective. Theorem 2. (Graphs of inverses of maps) Let A and B be sets and f : A Ñ B be an injective map. deﬁne R : X ˆ Y Ñ Y ˆ X by Rpx. xq P R2 : x P Ru. xq for all x P A and y P B . Further. 55 . it associates to f pxq the element x for all x P A. y q :“ py.2. Then the graph of the inverse map is given by Gpf ´1 q “ RpGpf qq . Then y P f pAq and f ´1 py q P A is such that f pf ´1 py qq “ y . Calculate f ´1 ˝ f . the theorem characterizes the graph of the inverse of such a function as the reﬂection of the graph of that function about the line tpx. Therefore pf ´1 py q. Solution: To every y P f pAq. f ´1 py qq be an element of Gpf ´1 q.44. Assume that f is also surjective (and hence as a whole bijective) and calculate also f ˝ f ´1 for this case. Moreover. f pAq “ B and hence f ˝ f ´1 “ idB . ‘Ă’: Let py. In particular. The following theorem gives a relation between the graph of an injective map and the graph of its inverse. f ˝ f ´1 “ idf pAq where for every set C the corresponding map idC : C Ñ C is deﬁned by idC pxq :“ C for all x P C .43. Let A and B be sets. Hence f ´1 ˝ f “ idA . y q P Gpf q and py. let f : A Ñ B be some injective map. y q P RpGpf qq .2. Proof.

2. Apply Theorem 2. Gpf ´1 q from Example 2.44 to the graph of the function f from Example 2. 56 .) Solution: See Fig. Then f ´1 pf pxqq “ x and hence pf pxq. 2sq . xq be some element of RpGpf qq.40.45. f ´1 pr0.2. xq “ pf pxq. Finally.y 2 1 2 1 1 2 x 1 2 Fig. Problems 1) Find f pr0.2. 10. ﬁnd the maximal domain D Ă R that contains the point π {8 and is such that f |D is injective. (See Example 2.32 and the reﬂection axis.32 to draw the graphs of its inverse.2. ‘Ą’: Let pf pxq. 10: Gpf q. Example 2. f ´1 pt1uq . π {2sq . f ´1 pt3uq . In addition. calculate the inverse of the map h : D Ñ f pDq deﬁned by hpxq :“ f pxq for all x P D. f ´1 pf pxqq P Gpf ´1 q .2.

y 1 y 2 1 y 1 x 2 x 1 1 1 1 2 1 1 1 2 x 2 Fig. 2) Deﬁne f : R Ñ R and g : R zt´1u Ñ R by f pxq :“ x ` 1 for x P R and g pxq :“ px ` 1q2 {px ` 1q for x P R zt´1u. f pxq “ 1{p1 ´ xq . 6) In each of the following cases. y q P R2 : y 2 ` 6xy ` 9x2 “ 0 . x P R . the range of f . y q P R2 : x2 y ` x ` 1 “ 0 . ﬁnd a bijective function that has domain D and range R and calculate its inverse. 11 is the graph of a function? Give reasons. 5) Find the function whose graph is given by ( a) px. ( c) px. Is f “ g ? 3) Let f : Df Ñ R be deﬁned such that the given equation below is satisﬁed for all x P Df and such that Df Ă R is a maximal. c) f pxq :“ tanpx{2q{3 . f pxq “ |x|1{3 . 57 . b) f pxq :“ 3 cosp2xq . 11: Subsets of R2 . f pxq “ x{|x| . ? f pxq “ 1{ x . Which is the graph of a function? a) f pxq :“ 2 sinp3xq . f pxq “ |x2 ´ 1| . a f pxq “ sinpxq . f pxq “ x2 |x| . and draw the graph of f : a) b) c) d) e) f) g) h) f p xq “ x2 ´ 3 . p2k `1qπ q : k P Zu . y q P R2 : x “ y {py ` 1q . ﬁnd the corresponding Df . x P tx P pp2k ´1qπ. ( b) px. x P R . In each of the cases. 4) Which of the subsets of R2 in Fig.

hpxq :“ 1 ´ x for every x P R. Find the domains and ranges of the functions f and g . g pxq :“ ax . pg ˝ f qpxq . rpf ˝ g q ˝ hspxq for every x P R. g : R Ñ R and h : R Ñ R by f pxq :“ 1 ` x . hpxq :“ xa for every x in the corresponding domain where a P R. Give explanations. Give explanations. Calculate its inverse. c) f is injective (= ‘one to one’). pg ˝ hqpxq . 11) Deﬁne f : R Ñ R by f pxq :“ r 1 ` p2 ´ xq1{3 s1{7 . g pxq :“ cosp2xq for every x P R. g pxq :“ 2 ` x2 ´ 9 x´3 for all x P Df . respectively. calculate pf ˝ g qp5q and pg ˝ f qp5q. determine the n-fold composition with itself. in the case of g . none of which is the identity function. b) If possible. ph ˝ hqpxq . 7) a) Deﬁne f : Df Ñ R and g : Dg Ñ R such that f p xq :“ a x´1 . g : R Ñ R and h : tx P R : x ą 0u Ñ R by f pxq :“ x ` a . pf ˝ g qpxq . x P Dg . ph ˝ g qpxq . ph ˝ f qpxq . R “ tx P R : 3 ď x ď 7u . rf ˝ pg ˝ hqspxq . g pxq :“ 1 ` x ` x2 . pf ˝ hqpxq . b) D “ tx P R : ´1 ď x ď 1u. and such Df and Dg are maximal. the sine function should be among those functions. R “ tx P R : x ě 3u . 10) Deﬁne f : R Ñ R. For each of these functions and every n P N˚ .a) D “ tx P R : 1 ď x ď 2u. Calculate pf ˝ f qpxq . In addition. 8) Is there a function which is identical to its inverse? Is there more then one such function? 9) Deﬁne f : R Ñ R. 58 . Express f and g as a composition of four functions. pg ˝ g qpxq .

f ´1 pB1 X B2 q “ f ´1 pB1 q X f ´1 pB2 q . express s as a function of the speed and determine domain and range. 13) Express the area of an equilateral triangle as a function of the length of a side.12) Let A and B be sets. v ptq “ ´gt 2 where g is approximately 9. 14) Express the surface area of a sphere of radius r ą 0 as a function of its volume. 16) From each corner of a rectangular cardboard of side lengths a ą 0 and b ą 0. Its height s and speed v as a function of time t are given by 1 sptq “ s0 ´ gt2 . In addition. 17) Consider a body in the earth’s gravitational ﬁeld which is at rest at time t “ 0 and at height s0 ą 0 above the surface. 1 of radius r ą 0 around the origin of an xy 15) Consider a circle Sr diagram. 59 . Express the volume of the box as a function of x and determine the domain of that function.81m{s2 . and the edges are turned up to form an open box. Show that f ´1 pB1 Y B2 q “ f ´1 pB1 q Y f ´1 pB2 q . a square of side length x ě 0 is removed. Determine the domain and range of the functions s and v . B2 be subsets of B . Determine the domain and range of that function. f : A Ñ B and B1 . Express the length of its intersections with parallels to the y -axis as a function of their distance from the y -axis.

namely Archimedes’ measurement of the circle. Since geometric intuition suggests that the shortest connection of two point in the plane is a straight line. . . 12. s12 . s24 . Archimedes considered regular polygons of 6.3. See Problem 6 below. The proof of this is given as an exercise. . . that the sequence s6 . . i. See Problem 7 below. see Fig. differently to the reasoning below. is increasing. . For every n “ 6. sides inscribed in and circumscribed about the unit circle in order to achieve rational estimates of its circumference of increasing accuracy.3.3 2.1) below. we consider one of its early examples. 24. In particular. Such derivation is given as an exercise. . .e. of 2π . 60 .1 Limits and Continuous Functions Limits of Sequences of Real Numbers For motivation of inﬁnite processes. Since trigonometric functions were not known at his time. 13. he used elementary geometric methods to derive the relation (2. we expect. . For the same reason. 12. . 12: Hexagons inscribed in and circumscribed about the unit circle. we expect sn to give a lower bound of the circumference of the unit circle.. we deﬁne a corresponding sn as the circumference of the regular polygon of n sides. 24.Fig. 2.

sn “ n ¨ ln where ln is the length of the side of the polygon. “ sin .C D E Π n A Π 2n B Fig. . 13: Depiction to Archimedes’ measurement of the circle. The dots in the corners C and D indicate right angles. 2 n 2 2n Further. we conclude that ´π ¯ l ´π¯ ln 2n “ sin . it follows that ´ ´π¯ ´π¯ ´π ¯ π¯ “ sin 2 ¨ “ 2 sin cos sin n 2n 2n 2n c ´π¯ ´π¯ “ 2 sin 1 ´ sin2 2n 2n and hence that ” sin2 ´π ¯ ´ π ¯ı2 ´π¯ 1 ´ sin2 ` sin2 . 2n 2n 4 n The last implies that c ´π ¯ 1„ ´ ¯ 2 π “ sin 1 ´ 1 ´ sin 2n 2 n 2 and hence that 2 l2 n « ﬀ c ´π¯ 2 2 l ln {2 b “ 4 sin2 “2 1´ 1´ n “ 2n 4 1` 1´ 61 2 ln 4 . From Fig 13.

. 2π ´ s2n “ |s2n ´ 2π | 62 . Indeed this expectation turns out to be correct later. .Finally. and taking into account that the sequence s6 . i. Given such error bound ε ą 0. 2π .3. he arrived at the approximation s96 « 6 20 71 which gives the circumference of the circle. More important is the fact that this method could be used to calculate 2π to arbitrary precision. within an error less than an arbitrary small preassigned error bound ε ą 0.s24 . He started from S6 “ 1 to obtain 2 “ l12 ? 1 ? “2´ 3 .e. we arrive at the recursion relation 2 l2 n “ 2 ln a 2 2 ` 4 ´ ln (2. Continuing in this fashion up to the 96-gon. 2` 3 In the next step. Note that far better approximations to 2π were already known to the ancient Babylonians. we expect that there is some corresponding natural number N such that 2π ´ s2n ă ε for all natural numbers n such that n ě N .. he used the approximation ? 1351 3« 780 to obtain a lower bound for s12 . i. is increasing.. Since.1) which Archimedes used to obtain the length of the sides of the 2n-gon from that of the n-gon.s12 .e. . within an error of 2 ¨ 10´3 .

Fig. Let x1 . . 14: Dodecagon inscribed in a unit circle. all remaining members of the sequence are within a distance from x which is less than ε. only ﬁnitely many members have distance ě ε from x. 63 . there is a corresponding n0 such that for all n ě n0 | xn ´ x | ă ε .e.1. from the n0 -th member on. The last is also used to deﬁne the limit of a sequence of real numbers in general. be a sequence of elements of R and x P R. we note that our expectation is equivalent to the statement that for every arbitrary preassigned error bound ε ą 0. Deﬁnition 2. 1 In this case. for all n P N. . . we say that the 1 As a consequence. there is some corresponding natural number N such that |s2n ´ 2π | ă ε for all natural numbers n such that n ě N . i.. Then we deﬁne lim xn “ x nÑ8 if for every ε ą 0. n ě 6.3. x2 .

2 1.75 1.5 1.25 1 0.75 0.5 0.25 10 20 30 40 50 n

Fig. 15: pn, pn ` 1q{nq for n “ 1 to n “ 50 and asymptotes.

sequence x1 , x2 , . . . is convergent to x. Note that this implies that for every εą0 |xn | “ |xn ´ x ` x| ď |xn ´ x| ` |x| ď ε ` |x| for all n P N˚ , apart from ﬁnitely many members of the sequence, and hence that x1 , x2 , . . . is bounded, i.e., that there is M ě 0 such that |xn | ď M for all n P N˚ . If the sequence is not convergent to any real number, we call the sequence divergent. Example 2.3.2. Let a be some real number and xn :“ a for all n P N˚ . Then lim xn “ a .

nÑ8

Indeed, if ε ą 0 is given, then |xn ´ a| “ |a ´ a| “ 0 for all n P N˚ . Hence we can choose N “ 1. Note that in this simple case, the chosen N works for every ε ą 0. In general this will be impossible. 64

2 1.5 1 0.5 10 0.5 1 1.5 2 20 30 40 50 n

Fig. 16: pn, p´1qn pn ` 1q{nq for n “ 1 to n “ 50 and asymptotes.

50

40

30

20

10

10

20

30

40

50

n

Fig. 17: pn, pn2 ` 1q{nq for n “ 1 to n “ 50 and an asymptote.

65

Example 2.3.3. Investigate whether the following limits exist. (i) n`1 nÑ8 n lim lim p´1qn ¨ n`1 , n .

(2.3.2)

(ii)

nÑ8

(2.3.3)

(iii) n2 ` 1 nÑ8 n lim (2.3.4)

Solution: Fig. 15, Fig. 16 and Fig. 17 suggest that the limit 2.3.2 is 1, whereas the limits 2.3.3, 2.3.4 don’t exist. Indeed n`1 “1. nÑ8 n lim (2.3.5)

For the proof, let ε be some real number ą 0. Further, let n0 be some natural number ą 1{ε. Then it follows for every n P N such that n ě n0 : ˇ ˇ ˇn ` 1 ˇ 1 ˇ ˇ“ ď 1 ăε. ´ 1 ˇ n ˇ n n0 and hence the statement (2.3.5). The proof that (2.3.3) does not exist proceeds indirectly. Assume on the contrary that there is some x P R such

nÑ8

lim p´1qn ¨

n`1 “x. n

Then there is some n0 P N such that ˇ ˇ ˇ ˇ 1 n ` 1 ˇp´1qn ¨ ˇă ´ x ˇ ˇ 4 n for all n P N such n ě n0 . Without restriction of generality, we can assume that n0 ě 4. Then it follows for any even n P N such that n ě n0 : ˇ ˇ ˇ ˇ ˇn ` 1 ˇ ˇn ` 1 ˇ 1 1 1 1 ˇ ˇ ˇ |x ´ 1| “ ˇ ˇ n ´ x ´ n ˇ ď ˇ n ´ xˇ ` n ď 4 ` n0 66

ď

1 1 1 ` “ 4 4 2

and for any odd n P N such that n ě n0 : ˇ ˇ ˇ ˇ ˇ n`1 ˇ 1 ˇ ˇ n`1 1 ˇ` ď 1 ` 1 ˇ ď ˇ´ |x ` 1| “ ˇ ´ ´ x ` ´ x ˇ ˇ n ˇ ˇ n n n 4 n0 1 1 1 ď ` “ , 4 4 2 and hence we arrive at the contradiction that 2 “ |x ´ 1 ´ px ` 1q| ď |x ´ 1| ` |x ` 1| ď 1 1 ` “1. 2 2

Hence our assumption that (2.3.3) exists is false. The proof that (2.3.4) does not exist proceeds indirectly, too. Assume on the contrary that there is some x P R such n2 ` 1 “x. lim nÑ8 n Further, let ε be some real number ą 0. Finally, let n0 be some natural number ě |x| ` ε. Then it follows for n ě n0 that ˇ 2 ˇ ˇ ˇ ˇn ` 1 ˇ ˇ ˇ 1 1 ˇ ˇ ˇ ˇ ˇ n ´ xˇ “ ˇn ´ x ` n ˇ “ n ´ x ` n ą n ´ x ě |x| ` ε ´ x “ ε . Hence there is an inﬁnite number of members of the sequence that have a distance from x which is greater than ε. This contradicts the existence of a limit of (2.3.4). Hence such a limit does not exist. The alert reader might have noticed that Def 2.3.1 might turn out to be inconsistent with logic, and then would have to be abandoned, if it turned out that some sequence has more than one limit point. Part piq of the following Theorem 2.3.4 says that this is impossible. In particular, this theorem says that a sequence in R can have at most one limit point (in part (i)), that the sequence consisting of the sums of the members of convergent sequences in R is convergent against the sum of 67

their limits (in part (ii)), that the sequence consisting of the products of the members of convergent sequences in R is convergent against the product of their limits (in part (iii)) and that the sequence consisting of the inverse of the members of a sequence convergent to a non-zero real number is convergent against the inverse of that number (in part (iv)). Theorem 2.3.4. (Limit Laws) Let x1 , x2 , . . . ; y1 , y2 , . . . be sequences of elements of R and x, x ¯, y P R. (i) If

nÑ8

**lim xn “ x and lim xn “ x ¯,
**

nÑ8

then x ¯ “ x. (ii) If

nÑ8

**lim xn “ x and lim yn “ y ,
**

nÑ8

then

nÑ8

lim pxn ` yn q “ x ` y .

(iii) If

nÑ8

**lim xn “ x and lim yn “ y ,
**

nÑ8

then

nÑ8

lim xn ¨ yn “ x ¨ y .

(iv) If

nÑ8

lim xn “ x and x ‰ 0 , 1 1 “ . nÑ8 xn x lim

then

Proof. ‘(i)’: The proof is indirect. Assume that the assumption in (i) is true and that x ‰ x ¯. Then there is n0 P N such that for n P N satisfying n ě n0 : | xn ´ x | ă 1 1 |x ¯ ´ x| and |xn ´ x ¯ | ă |x ¯ ´ x| . 2 2 68

Hence it follows the contradiction that |x ¯ ´ x| “ |x ¯ ´ xn ` xn ´ x| ď |x ¯ ´ xn | ` |xn ´ x| ă |x ¯ ´ x| . Hence it follows that x ¯ “ x. ‘(ii)’: Assume that the assumption in (ii) is true. Further, let ε ą 0. Then there is n0 P N such that for n P N with n ě n0 : ε ε | xn ´ x| ă and |yn ´ y | ă 2 2 and hence |xn ` yn ´ px ` y q| ď |xn ´ x| ` |yn ´ y | ă ε . ‘(iii)’: Assume that the assumption in (iii) is true. Further, let ε ą 0 and δ ą 0 such that δ pδ ` |x| ` |y |q ă ε. (Obviously, such a δ exists.) Then there is n0 P N such that for n P N with n ě n0 : |xn ´ x| ă Then |xn ¨ yn ´ x ¨ y | “ |xn ¨ yn ´ xn ¨ y ` xn ¨ y ´ x ¨ y | ď |xn | ¨ |yn ´ y | ` |xn ´ x| ¨ |y | ď |xn ´ x| ¨ |yn ´ y | ` |x| ¨ |yn ´ y |` | xn ´ x | ¨ | y | ă ε . ‘(iv)’: Assume that the assumption in (iv) is true. Further, let ε ą 0 and δ ą 0 such that 1{p|x|p|x| ´ δ qq ă mint|x|, εu. (Obviously, such a δ exists.) Then there is n0 P N such that for n P N satisfying n ě n0 : | |xn | ´ |x| | ď |xn ´ x| ă δ , and hence also |xn | ą |x| ´ δ ą 0 and ˇ ˇ ˇ ˇ1 ˇ ´ 1 ˇ “ | xn ´ x| ă | xn ´ x| ă ε . ˇ xn x ˇ | xn | ¨ | x| p|x| ´ δ q ¨ |x| δ δ and |yn ´ y | ă . 2 2

69

Remark 2.3.5. The previous theorem is of fundamental importance in the investigation of sequences. Usually, it is applied as follows. First, a given sequence of real numbers is decomposed into combinations of sums, products, quotients of sequences whose convergence is already known. Then the application of the theorem proves the convergence of the sequence and allows the calculation of its limit if the limits of those constituents are known. Example 2.3.6. Prove the convergence of the sequence x1 , x2 , . . . and calculate its limit where 1 xn :“ n ˚ for all n P N . Solution: In Example 2.3.3, we proved that n`1 “1. nÑ8 n lim n`1 1 “ ` p´1q n n for every n P N˚ , it follows by Theorem 2.3.4 and Example 2.3.2 the existence of 1 lim nÑ8 n and that ˆ ˙ 1 n`1 n`1 lim “ lim ` p´1q “ lim ` lim p´1q nÑ8 n nÑ8 nÑ8 nÑ8 n n “ 1 ` p´1q “ 0 . Example 2.3.7. Prove the convergence of the sequence x1 , x2 , . . . and calculate its limit where 1 xn : “ n`a ˚ for all n P N and a ě 0. Solution: First, we notice that xn : “ 1 1 “ n`a 1` 70

a n

Since

¨

1 n

(2.3.6)

.8. and calculate its limit where 3n ` 2 xn :“ 2n ` 1 ˚ for all n P N . . Example 2. lim xn “ lim nÑ8 n nÑ8 nÑ8 1 ` a n Remark 2.2 and Example 2. and that ˆ ˙ ˆ ˙ˆ ˙ 3 1 1 3 1 3 “ ` ¨0“ . and that ˙ˆ ˙ ˆ 1 1 lim “1¨0“0 .3.3. . Example 2. .3. lim xn “ lim ` lim lim 1 nÑ8 nÑ8 2 nÑ8 4 nÑ8 n ` 2 4 2 2 71 . . we notice that 3n ` 2 “ xn “ 2n ` 1 3 2 ¨ 2n ` 2 “ 2n ` 1 3 2 ¨ p2n ` 1q ` 2n ` 1 1 2 “ 3 1 1 ` ¨ 2 4 n` 1 2 Hence it follows by Theorem 2.for every n P N˚ . x2 . Prove the convergence of the sequence x1 .3.4. Solution: First.7 the convergence of x1 . Only if a is some integer ă 0.3. it follows the existence of ´ a¯ lim 1 ` nÑ8 n and that ˙ ´ ´ ¯ˆ a¯ 1 lim 1 ` “1`a¨0“1 . again by application of Theorem 2. Example 2. . x2 . the term x´a has to be excluded from the sequence because undeﬁned. “ lim 1 ` lim a lim nÑ8 nÑ8 nÑ8 nÑ8 n n Since the last is different from 0.3. . Note that the result in the last Example is unchanged if a is some arbitrary real number.2 and Example 2.4.9. .3. by Theorem 2.3.3. it follows by Theorem 2. Further. 1 Finally. x2 .4. it follows from this and Example 2.6 the convergence of x1 .3. .3.4 that 1 nÑ8 1 ` lim a n “ limnÑ8 1 ` 1 ` a n ˘“ 1 “1.6.

10 and Example 2.10. 72 . Then nÑ8 lim xn “ 0 . . . x2 . . x2 . y2 . Solution: We note that for every n P N˚ n2 1 1 ď . by approximation of the members of the sequence.3. . . Let x1 . In this way. Further. . Example 2. Since y1 . is convergent to 0. . there is n0 P N such that |xn | ď yn “ |yn | ă for all n ě n0 . . . Prove the convergence of the sequence x1 . . . let nÑ8 lim yn “ 0 .3. is convergent to 0.6 that nÑ8 lim xn “ 0 . Let ε ą 0. . Hence it follows that x1 . be sequences of real numbers such that |xn | ď yn for all n P N. Proof.11. Theorem 2. The following theorem is often used in the analysis of convergent sequences whose limits cannot readily be determined. .The following is a comparison theorem that allows to conclude from the convergence of one of the involved sequences on the convergence of the other sequence.3.3. frequently estimation of its limit can be derived. 2 `a n Hence it follows by Theorem 2. . and y1 . . x2 . and calculate its limit where 1 xn : “ 2 n ` a2 for all n P N˚ and a P R. y2 .

73 . converges. (2.3. y P R. it follows inductively that xn ą 0 for all n P N˚ and hence that ? xn ě a for all n P N˚ zt1u. . . is convergent. Example 2. Show that ? lim xn ě a nÑ8 . x2 . x2 . .Theorem 2. . it follows by Theorem 2. and y1 . be sequences of elements of R converging to x.12.7) if x1 . . respectively. . Solution: For every x ą 0. since x1 ą 0.7). 1 yn ´ y ď |yn ´ y | ă px ´ y q 2 . Deﬁne the sequence x1 .3. x2 .12 the validity of (2. The proof is indirect. recursively by ˆ ˙ a 1 xn ` xn`1 :“ 2 xn for all n P N˚ where x1 ą 0 and a ě 0. Proof. y2 . . . x2 . Then it follows the existence of an n P N˚ such that both 1 x ´ xn ď |xn ´ x| ă px ´ y q 2 and hence the contradiction x ´ y ď x ´ y ` y n ´ xn ă x ´ y Hence x ď y . .3. . .13. . . 2 x 2x 2x Therefore.3. Hence if x1 . (Limits preserve inequalities) Let x1 . Then also x ď y . . Further let xn ď yn for all n P N˚ . . it follows that ` ? ˘2 ? 0 ď x ´ a “ x2 ´ 2 a x ` a and hence that ? 1´ a¯ 1 2 2 ax ? x` “ px ` aq ě “ a. Assume on contrary that x ą y .3.

.. (Cauchy sequences) We call a sequence x1 . . this is possible by means of the so called Cauchy criterion. . For this. it follows for every n P N˚ that xn`2 is the midpoint of the interval 74 . i. The derivation of such general theorems is the goal in the following. . whether there is a general way to decide that convergence without reference to a limit. Solution: First.15. a theorem that is applicable to a very large class of sequences that have only few speciﬁc properties.3. Therefore it is natural to ask. we need the notion of Cauchy sequences. Show that x1 .e. x2 . . For its formulation. Example 2.3. of real numbers is called a Cauchy sequence if for every arbitrary preassigned error bound ε ą 0. a sequence x1 . .In many cases. . x2 :“ 1 and 1 xn`2 :“ pxn ` xn`1 q 2 for all n P N˚ . is a Cauchy sequence.3. n P N˚ satisfying m ě n0 and n ě n0 . Indeed. of real numbers a Cauchy sequence if for every ε ą 0 there is a corresponding n0 P N˚ such that | xm ´ xn | ă ε for all m. the determination of its limit or the derivation of estimations of that limit is performed in subsequent steps. after omission of ﬁnitely many terms of the sequence. If the sequence is found to be convergent. the distance between every two members of the remaining sequence is smaller than ε. it is not obvious how to decide whether a given sequence is convergent or divergent. x2 .14. Roughly speaking. we notice that Deﬁnition 2. . Deﬁne x1 :“ 0. in particular such related to applications where sequences are often deﬁned recursively. . x2 . Then it is usually tried ﬁrst to establish the existence of a limit by application of a very general theorem. Deﬁnition 2.1 is not of much use for deciding the convergence of a given sequence if there is no obvious candidate for its limit.

3. xn ) from Example 2.6 0. 2n´1 As a consequence. xn ] if xn ą xn`1 .4 0. if ε ą 0 and n0 P N˚ is such that 21´n0 ă ε. n P N˚ satisfying m ě n0 and n ě n0 that xm P In0 and therefore that 1 |xm ´ xn | ď n0 ´1 ă ε . xn`2 ´ xn`1 “ 1 1 pxn ` xn`1 q ´ xn`1 “ ´ pxn`1 ´ xn q . The following is easy to show. . Further. .15 for n “ 1 to n “ 50.2 10 20 30 40 50 n Fig. 2 Hence x1 .8 0. 18. is a Cauchy sequence. In between xn and xn`1 given by In “ [xn .x 1 0. 75 . 2 2 Hence it follows by the method of induction that I1 Ą I2 Ą I3 . 18: (n. . See Fig. xn`1 ] if xn ď xn`1 and In “ [xn`1 . . then it follows for m. . and that xn`1 ´ xn “ p´1qn´1 . x2 .

.17. . This is proved in the Appendix. let x1 . .. are based on the following theorem or. (Bolzano-Weierstrass) For every bounded sequence x1 . that corresponds to a strictly increasing sequence n1 . Every convergent sequence of real numbers is a Cauchy sequence. we derive far reaching consequences of the completeness of the real numbers. Hence x1 .18. . on Bolzano-Weierstrass theorem below. x2 . Then there is n0 P N˚ such that | xn ´ x| ă ε{ 2 for all n P N˚ satisfying n ě n0 . . but a deep property of the real number system. See the proof of Theorem 5. Proof. . The opposite statement that every Cauchy sequence of real numbers is convergent is not obvious. . 76 .11 in the Appendix. The last implies that |xm ´ xn | “ |xm ´ x ´ pxn ´ xq| ď |xm ´ x| ` |xn ´ x| ă ε for all n. i.16. . Theorem 2. of real numbers there is a subsequence.1. . The most important parts of calculus / analysis.Theorem 2. is a Cauchy sequence.e. Theorem 2. of non-zero natural numbers. be a sequence of real numbers converging to some x P R and ε ą 0. xn2 .3. . (Completeness of the real numbers) Every Cauchy sequence of real numbers is convergent. In the following. .1. . a sequence xn1 .11 in the framework of Cantor’s construction of the real number system by completion of the rational numbers using Cauchy sequences. equivalently. m P N˚ satisfying n ě n0 and m ě n0 . n2 . see the proof of Theorem 5. x2 . Proof. . x2 .3. which is convergent. .3. For this. .

see Theorem 2. . x2 . there is a ą 0 such that S Ă I1 :“ r´a{4. but without proof. it is implicitly used in the proof of the intermediate value theorem. At least one of the intervals r´a{4.59.5. . Until the beginning of the 19th century its statement must have been considered as geometrically obvious because it was used without mentioning. Let x1 . be a bounded sequence of real numbers. . . For instance in Augustin-Louis Cauchy’s textbook ‘Cours d’analyse’ from 1821 [22]. x2 . It will be applied in the proofs of a number of important theorems. there is a subsequence x1 .19. l P N˚ be such that k ě k0 and l ě k0 . a{4s contains inﬁnitely many elements of S . . .. Since S is bounded. such that xk P Ik for every k P N˚ . For the following. we arrive at a sequence of intervals I1 . Also the following theorem is an important and frequently applied consequence of Bolzano-Weierstrass’ theorem. xl P Ik0 and therefore that |xk ´ xl | ď a{2k0 ă ε . . Hence xn1 .17. xn2 . For given ε ą 0. Continuing this process. which is constant and hence convergent. is a Cauchy sequence and therefore convergent according to Theorem 2. . we arrive at a subsequence xn1 .3.3. u . . . we can choose a subinterval I3 Ă I2 containing inﬁnitely many elements of S and xn3 P I3 such that n3 ą n2 .Proof. Then we deﬁne S :“ tx1 . . In case that S is ﬁnite. . . .33. I2 . 0s. such that I1 Ą I2 Ą . Theorem 2. . Further. for instance. Also.3. Then it follows that xk P Ik0 . x2 . Theorem 2. and such that the length of Ik is a{2k for every k P N˚ .37 below.3. we choose some element xn1 of the sequence. For this let x1 . there is k0 P N˚ such that a{2k0 ă ε. .44 and Theorem 3. . which is also bounded from above. be an increasing sequence of real numbers.3. the Bolzano-Weierstrass theorem will be fundamental. let k. i. of x1 . . Bisecting I2 into two intervals. a{4s. . . 77 . Theorem 2. it is clear that such geometric intuition was based on an illusion. xn2 . . In case that S is inﬁnite. r0. In particular I2 Ă I1 . . From today’s perspective. . x2 . such that xn ď xn`1 for all n P N.e. . We choose such interval I2 and xn2 P I2 such that n2 ą n1 . . x2 . .

there is m P N˚ such that xm ą x. such that xn`1 ď xn for all n P N.e. there is a subsequence. . ... . there is k0 such that |xnk ´ x| ă ε for all k P N˚ such that k ě k0 . If nk0 P N˚ is such that nk0 ě m. Proof. which is convergent. .20. . Then. x2 . . a sequence xn1 . which is also bounded from below.e. is convergent. We denote the limit of such sequence by x. . . Therefore. Otherwise. . This implies that kÑ8 lim xnk ě xm ą x . Then x1 . for which there is a real M ě 0 such that xn ě M for all n P N. x2 . . i. Further. x1 . . Then x1 .e. of non-zero natural numbers. that corresponds to a strictly increasing sequence n1 . . x2 . n2 .. for which there is M ě 0 such that xn ď M for all n P N. .e. it follows that this sequence is also bounded. is increasing and bounded from above. . . i. .3. i. then xnk ě xm ą x for all k P N˚ such that k ě k0 . be an decreasing sequence of real numbers. . xn ď x for all n P N˚ . . is convergent. x2 . is convergent to x. Corollary 2. Hence it follows for all n P N˚ satisfying n ě nk0 that |xn ´ x| “ x ´ xn ď x ´ xnk0 “ |xnk0 ´ x| ă ε . Hence according to the previous theorem. Since x1 . xn2 . . 78 .i. . Let x1 . x2 . for ε ą 0.. .

. is bounded from below by 0.21. Hence x1 . 79 . . . x2 .x 0. p2n ´ 1q xn : “ 2 ¨ 4 . Proof. .3. The sequence ´x1 .5 0. ´x2 .3. 19: (n. . See Fig 19. . is convergent to ´x. xn`1 “ 2n ` 1 xn ď x n 2pn ` 1q for all n P N˚ and hence x1 . . . bounded from above and therefore convergent to a real number x by the previous theorem. .3 0. . . . . In addition. . deﬁned by x1 :“ 1{2 and 1 ¨ 3 . x2 . . x2 . . is decreasing. xn ) from Example 2. p2nq for all n P N˚ zt1u is convergent.1 10 20 30 40 50 n Fig. Show that the sequence x1 . Example 2. . x2 . . Solution: The sequence x1 . . is increasing. x2 .21 for n “ 1 to n “ 50. .2 0. is convergent according to Corollary 2.4 0. .3. Hence x1 .20. .

it follows that a ă b.Deﬁnition 2. . We say that S is bounded from above (bounded from below) if there is M P R such that x ď M (x ě M ) for all x P S . B of R as all real numbers that are no upper bounds of S and containing all upper bounds of S .19 which is also in frequent use. we show that b “ sup S .19. Since S is non-empty and bounded from above. a2 .3. . it follows that a “ b. it follows that x ă bn for all n P N˚ and hence 80 . . In addition. For this.3. Theorem 2.3. B :“ tb P R : x ď b for all x P S u . A :“ ta P R : There is x P S such that x ą au . . According to Theorem 2. The following theorem can be considered as a variation of Theorem 2. for every a P A and every b P B . these sets are non-empty. Its power will be demonstrated in the subsequent example. Proof. we deﬁne the subsets A. both sequences are convergent to real numbers a and b. we construct an increasing sequence a1 . Since. respectively. First. Let a1 P A and b1 P B . b2 . in B by # pan ` bn q{2 if pan ` bn q{2 P A an`1 :“ an if pan ` bn q{2 P B . For every x P S . . respectively. Then there is a least upper bound (largest lower bound) of S which will be called the supremum of S (inﬁmum of S ) and denoted by sup S (inf S ). in A and a decreasing sequence b1 .3. In the following. Recursively.23. we consider the case that S is bounded from above. bn ´ an “ pb1 ´ a1 q{2n´1 for all n P N˚ .22. Let S be a non-empty subset of R. # bn if pan ` bn q{2 P A bn`1 :“ pan ` bn q{2 if pan ` bn q{2 P B for every n P N˚ . Let S be a non-empty subset of R which is bounded from above (bounded from below). .

Further.24. a real number a is a lower bound of S if and only if ´a is an upper bound of ´S . Since an is no ¯ upper bound for S .3. Hence ´ supp´S q is the largest lower bound of S . Prove that there is a real number x such that x2 “ 2. S is a non-empty. we deﬁne S :“ ty P R : 0 ď y 2 ď 2u . Since 0 P S . Let ¯ b be an upper bound of S such that ¯ b ă b. In the following. Then there is n P N˚ such that ¯ b ă an . S does not contain real numbers y ě 2 since the last inequality implies that y 2 ´ 2 “ py ´ 2qpy ` 2q ` 2 ě 2 . Example 2. we consider the case that S is bounded from below.e.. we prove that x2 “ 2 by excluding that x2 ă 2 and that x2 ą 2. Then it follows for ε ą 0 that px ´ εq2 ´ 2 “ x2 ´ 2 ´ 2εx ` ε2 ě x2 ´ 2 ´ 2εx . As a consequence. Hence S is bounded from above. Second. Finally. Then it follows for n P N˚ that ˆ ˙2 1 2x 1 2x 1 x` ´ 2 “ x2 ´ 2 ` ` 2 ď x2 ´ 2 ` ` n n n n n 2 x ` 1 . we assume that x2 ą 2. x is no upper bound for S . Hence b is an upper bound of S . We deﬁne x :“ sup S . inf S exists and equals ´ supp´S q. Therefore. First. 81 .that x ď b.e. “ x2 ´ 2 ` n Hence if n ě (2x ` 1){(2 ´ x2 ) it follows that ˆ ˙2 1 x` ď2 n and therefore that x ` (1{n) P S . Solution: For this.. Then ´S :“ t´x : x P S u is bounded from above. b “ sup S . i. we assume that x2 ă 2. b is the smallest upper bound of S . i. Obviously. the same is also true for b.

x is no rational number. One prominent example is the description of radioactive decay. Analogously. if the interest is payed n-times per year where n P N˚ . Its discovery is often attributed to Jacob Bernoulli. Below.Hence if ε ă (x2 ´ 2){(2x). For this. we assume that a bank account contains a ą 0 Dollars that pays 100 x percent interest per year where x is some real number. As a consequence. we deﬁne the exponential function as a limit of sequences. If the interest is payed semiannually. Note that according to Example 2. x is not the smallest upper bound for S . it follows that px ´ εq2 ą 2 . For motivation. the account contains ´ x ¯n an :“ a 1 ` n 82 . after 1{2 years the account contains ´ x¯ x a` a“a 1` 2 2 Dollars and after one year ´ ´ x¯ x ´ x¯ x ¯2 ě a1 a2 : “ a 1 ` ` a 1` “a 1` 2 2 2 2 Dollars. Finally. If the interest is payed once at the end of the year.2. who became familiar with calculus through a correspondence with Leibniz. It appears in a natural way in the description of physical systems throughout the whole of physics. we brieﬂy sketch the problem in the following.15. the account contains a1 :“ a ` x a “ a p1 ` xq Dollars at the end of the year. Of course. This function is of fundamental importance for applications. in practice x ě 0. it follows that x2 “ 2. resulting from his study of the problem of continuous compound interest.

Then for all n P N˚ such 2pn´1q ą |x|: 0 ă xn´1 ď xn ď yn ď yn´1 and ˇ ˇ 2 ˇ xn ˇ ˇ ´ 1ˇ ď x . This restriction can be removed later.2. yn q from Lemma 2. .3.74 2. Dollars after one year. with the help of L‘Hospital’s theorem.72 2.71 2 4 6 8 10 12 14 n Fig. as we shall see below. . Lemma 2. xn q. yn :“ 1 ´ n xn :“ 1 ` n 2 2 for all n P Z. .5. below we restrict n to powers of 2.73 2. Theorem 2. 20: pn. Let x P R. ˇ yn ˇ 4m2 83 (2. a2 . is converging to a real number which is denoted by aex or a exppxq.8) (2.9) . Bernoulli investigated the question whether this amount would grow indeﬁnitely with the increase of n or whether it would stay bounded. eq for n “ 1 to n “ 15. for instance.25.3. Indeed.3. This is an approach of Otto Dunkel. For simplicity. pn. Deﬁne ´ ´ x ¯p2n q x ¯´p2n q .25 and pn. the sequence a1 .3. 1917 [33] which avoids the use of Bernoulli’s inequality.38.

m x ą0 m .3. .3. Finally.3.9). y2 .26. Then ´ x ¯2 1` “1` 2m ´ x ¯2 1´ “1´ 2m and hence 0 ă xn´1 ď xn and 0 ă yn ď yn´1 . For this let n P N˚ be such that m :“ 2pn´1q ą |x|. it follows that ´ x ¯´2m ´ x ¯2m yn ´ xn “ 1 ´ ´ 1` 2m 2m + # „ 2m ¯ ´ ´ x ´2m x ¯2 1´ 1´ “ 1´ 2m 2m „ ˆ ˙ ´ x ¯´2m x2 “ 1´ ¨ 1´ 1´ 2m 4m2 «ˆ ˙ ˙1 ˙2m´1 ﬀ ˆ ˆ 0 x2 x2 x2 ¨ 1´ ` 1´ ` ¨¨¨ ` 1 ´ 4m2 4m2 4m2 and hence xn ď yn and (2.20. 84 x2 x ` ě1` m 4m2 x x2 ` ě1´ m 4m2 x ą0. Hence we can deﬁne the following: Deﬁnition 2. Note that the sequence y1 . in Lemma 2.3. . We deﬁne the exponential function exp : R Ñ R by ´ x ¯´p2n q exppxq :“ ex :“ lim 1 ´ n nÑ8 2 for all x P R.Proof.25 is a decreasing and bounded from below by 0 and hence convergent according to Theorem 2.3.27. . Then we conclude Theorem 2.

it follows for every x P R: nÑ8 (2. x (ii) ´ x ¯p2n q x ¯´p2n q 1 x 1`xď 1` n ďe ď 1´ n ď 2 2 1´x ´ for all x P R such |x| ă 1 and all n P N.3. then ` ˘ ` ˘ ˆ ˙m y m x m 1` m 1` m hm ` ˘ “ 1` `y m m 1 ` xm where hm :“ xy m`x`y 85 . (iii) ex`y “ ex ey for all x.3. From (2.10) lim xn “1 yn and hence by the limit laws Theorem (2.(i) ´ x ¯p2n q e “ lim 1 ` n nÑ8 2 x and e ą 0 for all x P R. it follows from (2. Further. if y P R and n P N is such that m :“ 2n ą maxt4|x|.3.8) and by Theorem 2.3. Proof.9).12 the estimates (2. if |x| ă 1. y P R.4) that nÑ8 lim yn ¨ lim nÑ8 xn “ lim xn yn nÑ8 and by (2.3.10). 4|y |.3.12 that ex ą 0 for all x P R.8) and Theorem 2. Finally.3. 2|x||y |u.3.

1. 1. 0. ´9{13. 1. 6. 0. 1. ´1. 9{11. . 28. 2. 1. 2. 15{22. [0. ´1. Hence by (2. Give details. 256. ´13{19. ´1. ´1. 1. 0. 0. 1]. 14. 1. . 1. 0. 0. ´1. 0. 0. 0. 0. 16. ´1. 0. 0. ´1. 36. 8{24. 1. 0. 0. 12. . 2. ´5{7. [0. n “ 1.3. 0. 0. 0. 0. 10.is such that |hm | ă 1. 32. 0. 2. For this use only the limit laws. 5{7. 64{5040.3. . m 1 ´ hm and it follows by Theorem 2. x2 . 2. 10. 0.] 0. 11{16. 128{40320. 8. 21. For each ﬁnd a representation xn “ f pnq. a) b) c) d) e) f) g) h) i) j) k) l) 2. 16. 0. 1.4 and Theorem 2. ´1. ´1. 8 where f is an appropriate function. 2) Prove the convergence of the sequence and calculate its limit. . 128. 1. ´1. 8. . 1. 3. 4. 32{720. 1. 1. . 7{9. 1.12 that ˙m ˆ ex ey hm “1. “ lim 1 ` ex`y nÑ8 m Problems 1) Below are given the ﬁrst 8 terms of a sequence x1 . 4{6. 0. . 15. 0. the fact that a constant sequence converges to that respective constant and the fact that nÑ8 lim p1{nq “ 0 .3. 6. ´1. 11{13. 64. 0. 4. 7{10. 0.10) ˆ ˙m hm 1 1 ` hm ď 1 ` ď . 3{4. 0. 1. 0. 0. 0. 16{120. 86 .

4q p0.559q p7. n P N˚ . n P N˚ . sn q.599q p4. n P N˚ . Give reasons.4.8. where f is an appropriate function. n P N˚ . :“ 3{n2 .6. 84q 87 . :“ r1 ` p´4q p1{nqs{r2 ` 3 p1{nq2 s. where 2n{10 is the pressure in atmospheres (atm) of an ideal gas (. p0. 168q p1. n “ 1.. p1.a) b) c) d) e) f) g) xn xn xn xn xn xn xn :“ 1 ` p1{nq. Ln q.. 3. at constant temperature of 20 degrees Celsius. p8. n P N˚ . 5) The table displays pairs p2n{10. 134. :“ p3n2 ´ 6n ´ 10q{p7n2 ` 3n ´ 5q.4. 3) Determine in each case whether the given sequence is convergent or divergent. :“ p3n2 ´ 6n ´ 10q{p7n3 ` 3n ´ 5q. 2. . 3. n “ 1. Find a representation sn “ f pn{10q.216q . .2.775q p2. 8.2.. . 1.864q Draw these points into an xy -diagram where the values of n appear on the x-axis and the values of sn on the y -axis. n P N˚ . 10.0. 336q p1. . a) c) e) g) i) xn :“ n`1 n b) d) f) h) j) xn :“ xn :“ p´1qn n 1`p´1qn n ` ˘ 1 xn :“ p´1qn 1 ´ n xn :“ sinpnπ q xn :“ xn :“ n n2 ` 1 n3 n2 ` 1 xn :“ sin xn :“ xn :“ ` nπ ˘ 2 ` cospnπ q n2 n2 `1 n2 ´ n n3 ` 1 for every n P N˚ . 10. :“ p2n ´ 1q{pn ` 3q.6.804q p6. 112q p0. 4) The table displays pairs pn. 3. The last is measured in millimeters (mm). where sn is the measured height in meters of a free falling body over the ground after n{10 seconds and at rest at initial height 4m. and predict the time when the body hits the ground. . If it is convergent.236q p3. .) conﬁned to a volume which is proportional to the length Ln . . n “ 1. 3.951q p5. 2. 672q p1. 224q p1. . :“ 5 ` p´2q p1{nq ` 3 p1{nq2 . calculate the limit. . n P N˚ . 96q p0. 0.

6) Like Archimedes. The last concept will be deﬁned in Section 2. This included functions (in the sense of curves) that are traced by the free motion of the hand and therefore not subject to any law of continuity in form.3. exponentials. 7) Reconsider Archimedes’ measurement of the circle and calculate the recursion relation for the sequence of circumferences s6 . Alongside the notion of a function. s12 . logarithms. continuity in the sense of Euler included the differentiability of the function in the modern sense. trigonometric functions.1) by elementary geometric reasoning without the use of trigonometric functions. Leonhard Euler deﬁnes a function as an equation or analytic expression composed of variables and numbers. . that corresponds to (2.3. roots. Unlike modern deﬁnitions of continuity of a function.2 Continuous Functions This section starts the investigation of properties of functions deﬁned on subsets of the real numbers.1). derive the recursion relation (2. prove that this sequence is increasing as well as bounded from above and hence convergent. derivatives and integrals. Admissible analytic expressions were those that involved the four algebraic operations. 2. Such were called ‘discontinuous’ functions by Euler. n “ 1.Draw these points into an xy -diagram where the values of n appear on the x-axis and the values of Ln on the y -axis. The same is true today. where f is an appropriate function. .4. . made necessary the consideration of compounds of such functions. the notion of the continuity of a function underwent considerable changes until it reached its current meaning.3. 8. . Hence the term continuous was used to indicate a kind of regularity of the function. . 88 . In addition. Find a representation Ln “ f p2n{10q. s24 . In his textbook ‘Introductio ad analysin inﬁnitorum’ from 1748 [38]. . The study of the solutions of the wave equation in one space dimension (‘the VibratingString Problem’). . and predict L10 . This common property of functions was also called ‘continuity in form’.

that between each two values which guarantee an opposing result. see Theorem 2. This formulation practically coincides with a modern deﬁnition.’ The phrase ‘opposing result’ means an opposite sign. at least one real root of the equation lies. Jean le Rond d’Alembert. he ‘reconciles rigor with inﬁnitesimals’ and became an important and inﬂuential promoter of rigor in calculus / analysis. Essentially the same formulation can also be found in Cauchy’s textbook ‘Cours d’analyse’ from 1821 [22]. Johannes Kepler. Among others. In this way. Joseph Louis Lagrange. Newton. made use of them. and the theorem in question is the intermediate value theorem. The use of such quantities. Bolzano and others distrusted that concept and tried to avoid it. on ﬁrst sight and unlike Bolzano. 89 .3. Euler and Cauchy. On the other hand. he criticizes that the known proofs of that theorem still make reference to geometric intuition although such arguments were already considered inadequate in pure mathematics at the time. The literal translation of the (German) title is ‘Purely analytical proof of the theorem. Jacob Bernoulli. A function f pxq varies according to the law of continuity for all values of x which lie inside or outside certain limits if for every such x the value of the difference f px ` ω q ´ f pxq can be made smaller than any given quantity if ω can be assumed as small as one wishes. It is important to note that. was quite common at that time. which have their roots in ancient Greek philosophy. Leibniz.The modern deﬁnition of continuity goes back to a publication of Bernhard Bolzano from 1817 [12]. In this paper.37 below. He argues that the concept of continuity should be understood in the following sense. Cauchy replaces the concept of ﬁxed inﬁnitesimally small quantities by a deﬁnition of inﬁnitesimals in terms of an essentially modern concept of limits. previously to the writing of his ‘Cours d’analyse’. Cauchy’s deﬁnition makes reference to inﬁnitesimal quantities.

Below. of elements in D from lim xν “ x ν Ñ8 it follows that ´ ν Ñ8 lim f pxν q “ f ν Ñ8 ¯ lim xν r“ f pxqs .29. Example 2. b be real numbers and f : R Ñ R be deﬁned by f pxq :“ ax ` b for all x P R. (Basic examples for continuous functions.3. If f is not continuous in x.28. Then f is continuous. is that they assume a maximum and also a minimum value. 90 . The assumption of continuity of the involved function is sufﬁcient to prove the intermediate value theorem. Deﬁnition 2.) Let a. Then we say f is continuous in x if for every sequence x1 . we deﬁne the continuity of a function as the property to ‘preserve limits’. (Continuity) Let f : D Ñ R be a function and x P D.33 below. This form of the deﬁnition goes back to Heinrich Eduard Heine and is called ‘sequential continuity’ in more general situations (than functions deﬁned on subsets of the real numbers). . See Theorem 2. Also we say f is continuous if f is continuous in all points of its domain D. deﬁned on closed intervals of R. although neither Bolzano nor Cauchy could give a completely satisfactory proof according to modern standards because a rigorous foundation of the real number system was still missing.3. their role has been replaced by the rigorous concept of limits. Following Cauchy. . . x2 . An additional important property of continuous functions. we say f is discontinuous in x. inﬁnitesimals are not part of the real number system.In modern calculus / analysis.3.

Such discontinuity is called a ‘jump discontinuity’.2. Let x be some real number and x1 . . .30. It was given in Dirichlet’s 1829 paper [30] which gave a precise meaning to Fourier’s work from 1822 [41] on heat conduction. nÑ8 n nÑ8 n ˆ ˙ ˆ ˙ 1 1 lim f “ 1 and lim f ´ “ ´1 . nÑ8 nÑ8 n n Hence f is discontinuous at the point 1. be a sequence of real of numbers converging to x. Then for any given ε ą 0. The following gives an example of a function that is discontinuous in every point of its domain and is known as Dirichlet’s function. there is n0 P N such that for n P N with n ě n0 : | a| ¨ | x n ´ x | ă ε and hence also that |f pxn q ´ f pxq| “ |axn ` b ´ pax ` bq| “ |axn ´ ax| “ |a| ¨ |xn ´ x| ă ε and nÑ8 lim f pxn q “ f pxq . His example clearly demonstrates that he moved considerably past his time with his concept of functions since such type of function had not been considered before. that paper also gave the ﬁrst modern deﬁnition of functions. Consider the function f : R Ñ R deﬁned by x f pxq :“ | x| for x ‰ 0 and f p1q :“ 1. Then ˆ ˙ 1 1 lim “ 0 and lim ´ “0. See Fig. An example for a function which is discontinuous in one point. x2 .3. Example 2.3.Proof. As described in the beginning of Section 2. . 91 but . 21.

. that is convergent to x. and f is discontinuous in x. then xn :“ ˚ x ` 2{n for every n P N is irrational. by construction of the real number system. (Dirichlet’s function. ´8. . It can be shown that the sets Z and Q are countable. For the proof that f is everywhere discontinuous. a function which is nowhere continuous) Deﬁne f : R Ñ R by # 1 if x is rational f pxq :“ 0 if x is irrational for every x P R. Nowadays. 2 “ npxn ´ xq is a rational number.Example 2. In the following. That classiﬁcation separates inﬁnite sets into those that are countable and those that are not. there is a sequence of rational numbers x1 .1. If x is irrational. the geometric intuition of the variable x approaching a in a continuous way would 92 . but that R and also any interval of R containing more than one point is uncountable. let xP? R. Therefore. Then x is either rational or irrational. x2 .3. we deﬁne ‘continuous’ limits of the form xÑ a lim f pxq where f is some function and a some real number or 8. there are good reasons to distrust such an intuition resulting from Cantor’s classiﬁcation of inﬁnite sets. and f is discontinuous in x also in this case.31. (Otherwise.11 (i) in the Appendix. . the symbol was understood as the variable x approaching a in a ‘continuous’ way. ) Hence nÑ8 lim f pxn q “ 0 ‰ 1 “ f pxq . A countable set is a set which is the image of an injective map with domain N. If x is? rational. see Theorem 5. an understanding that was heavily dependent on geometric intuition. The last are called ‘uncountable’. Hence nÑ8 lim f pxn q “ 1 ‰ 0 “ f pxq . In classical (=‘pre-modern’) understanding.

3. Theorem 2. it can very well be said that a large part of classical calculus / analysis used arguments that were based on illusions.involve the visualization of an uncountable set which can be considered humanly impossible.18.3. . bs Ñ R be a continuous function where a and b are real numbers such that a ă b. Then there is x0 P ra. . . x3 . (ii) If there is sequence x1 . An important property of continuous functions. (Continuous limits) Let f be function deﬁned on a subset of R. The following deﬁnition introduces notation which is in frequent use in other textbooks of calculus / analysis. deﬁned on closed intervals of R. . 93 . is that they assume a maximum value and a minimum value. even if one excludes its frequent use of inﬁnitesimal quantities from the consideration. we deﬁne lim f pxq “ b . (i) We say that a sequence x1 . We will use it only occasionally. of real numbers converges to 8 or ´8 if for every n P N there are only ﬁnitely many members that are ď n or ě ´n. . x2 . The corresponding theorem is a direct consequence of the Bolzano-Weierstrass theorem Theorem 2.32. x2 . in the domain of f that converges to a. . Deﬁnition 2.33. For this reason. xÑ a if for every such sequence it follows that nÑ8 lim f pxn q “ b .3. respectively. a P R Y t´8u Y t8u and b P R. bs such that f px0 q ě f pxq p f px0 q ď f pxq q for all x P ra. (Existence of maxima and minima of continuous functions on compact intervals) Let f : ra. bs.

3.4 0.3 0. y 0. 94 .2 0.5 1 0.2 0.5 0.30.5 1 x 0. 21: Graph of f from Example 2. 22: Graph of f from Example 2.5 Fig.8 1 x Fig.3.y 0.4 0.6 0.1 0.36.

c2 . of x1 . By applying the previous reasoning to the continuous function ´f . f pxk2 q. it follows the existence of a c 1 such that ´ f pc 1 q ě ´f pxq and hence also f pc 1 q ď f pxq for all x P ra. we show that f is bounded and hence that sup f pra. bs such that |f pcn q ´ M | ă 1 .3. . bs. since f is continuous. For this. xk2 . converging to some element c P ra. of c1 . bsq. . f pck2 q. there is a subsequence xk1 . there is a subsequence ck1 . is converging to M and by continuity of f to f pcq. .12) Again. x2 . we show that there is c P ra.18. . n (2. ck2 .11) for all n P N. 95 .Proof. bs. .3. For this. . bsq. in a ﬁrst step. . . Also. x2 . according to Theorem 2. bs. . . .11). .18.3. Hence f pcq “ M and by the deﬁnition of M: f pcq “ M ě f pxq for all x P ra. Therefore let M :“ sup f pra. . . In the ﬁnal step.3.3. as consequence of (2. converging to some element c P ra.3. it follows that f pcq “ lim f pxnk q kÑ8 Hence f is bounded. Then there is a sequence x1 . bsq exists. . Then for every n P N there is a corresponding cn P ra. . is not converging as a consequence of (2. Note that the corresponding sequence is f pxk1 q. . bs. such that f pxn q ą n (2. the corresponding sequence f pck1 q. we use the Bolzano-Weierstrass theorem. . .12). Assume on the contrary that f is unbounded. But. Hence according to Theorem 2. . . The proof that f is bounded is indirect. bs such that f pcq “ sup f pra.

3. let f paq ă f pbq and γ P pf paq. 1s Ñ R by " 1 ` x2 if 0 ď x ă 1{2 f p xq : “ px ´ 1q2 if 1{2 ď x ď 1 .As a by product of the proof of the previous theorem.35.34.3.3. we proved that every continuous function deﬁned on a bounded closed interval of R is bounded in the following sense. Then there is x P pa. Deﬁnition 2. f pbqq. bs Ñ R be a continuous function where a and b are real numbers such that a ă b.3. Every continuous function deﬁned on a bounded closed interval of R is bounded. 96 . Corollary 2. A simple example of a function which is discontinuous in one point and does not assume a maximal value is: Example 2. deﬁned on closed intervals of R. An example for an unbounded function deﬁned on a bounded closed interval of R is given by the function f from Example 2. Theorem 2. 22.36 below. Further.36. Another important property of continuous functions. Deﬁne f : r0. bq such that f p xq “ γ . (Intermediate value theorem) Let f : ra. See Fig.3. is that they assume all values between those at the interval ends. (Boundedness of functions) We call a function f bounded if there is M ą 0 such that |f pxq| ď M for all x from its domain.37.

. Further. and bounded from above by b. Further. is converging to c. Moreover. nÑ8 Moreover. Let f : ra.e. bs.3. bs. it follows that f pcq “ γ and therefore also that c ‰ a and c ‰ b. . . one of those is ă 0 and the other one is ą 0. let f paq ă 0 and f pbq ą 0. . Deﬁne S :“ tx P ra. Example 2. because of the continuity of f lim f pyn q “ f pcq nÑ8 and hence f pcq ě γ . bs : f pxq ď γ u . . As a consequence. . Now for every x P pc. there is a sequence x1 . Finally.13) | x n ´ c| ď n for all n P N. The following corollary displays a main application of the intermediate value theorem: If f is a continuous function deﬁned on a closed interval of R whose values at the interval ends have a different relative sign.Proof. then there is x in the domain of f such that f pxq “ 0 .3. . i. since a P S . and it follows by the continuity of f that lim f pxn q “ f pcq . x2 .3. Then there is x P pa. . Deﬁne f : R Ñ R by f pxq :“ x3 ` x ` 1 97 .39. bq such that f pxq “ 0. x2 . bs which is converging to c. c ‰ b. in pc. Then S is non-empty. y2 . Corollary 2. Hence c :“ sup S exists and is contained in ra.. since f pxn q ď γ for all n P N. it follows that f pxq ą γ because otherwise c is not an upper bound of S . . Hence there exists a sequence y1 . in S such that 1 (2. it follows that f pcq ď γ . Hence x1 .38. bs Ñ R be a continuous function where a and b are real numbers such that a ă b.

of an odd order necessarily assume the value 0 since they assume values of different relative sign for large negative and large positive arguments.3. ´0. It is used to approximate zeros of continuous functions. Hence it follows by Corollary 2.38 that f has a zero in p´1.5 0. That the same is not true in general for polynomial functions of even order can be seen from the fact that. it follows that f p´1q “ ´1 ă 0 and f p0q “ 1 ą 0 and hence by Corollary 2.3. 23: Graph of f from Example 2. deﬁned on the whole of R.46. for all x P R. 2.3.38 that there is a zero in the interval r´1. Remark 2. 23. 0s is ą 0.39. 98 .40. f is continuous. The iteration of this process is called the ‘bisection method’.5s. See Fig.y 3 2 1 1 0.3.3.5 1 x 1 Fig. Note in the previous example that the value (0.5 of r´1. 0q.48 below. the polynomial function f : R Ñ R deﬁned by f pxq :“ 1 ` x2 for all x P R does not assume the value zero. Then by Theorems 2.3.375) of f in the mid point ´0. for instance. Polynomial functions. Also.

A useful property of continuous functions for theoretical investigations such as Theorem 2. Proof. . x0 s such that f pxq “ 0. f p2{π qs “ r0. . Example 2.44 below is that they map intervals of R that are contained in their domain on intervals of R. located at 1{pnπ q for n P N˚ .3. .49. Note also that f has an inﬁnite number of zeros. 99 . Deﬁne the polynomial p : R Ñ R by ppxq :“ a0 ` a1 x ` ¨ ¨ ¨ ` a2n x2n ` x2n`1 for all x P R. Then ` ˘ n ´ a0 ` a1 x0 ` ¨ ¨ ¨ ` a2n x2 ď |a0 | ` |a1 | ¨ |x0 | ` ¨ ¨ ¨ ` |a2n | ¨ |x0 |2n 0 n 2n`1 2n`1 ď px0 ´ 1q ¨ p1 ` x0 ` ¨ ¨ ¨ ` x2 ´ 1 ă x0 0 q “ x0 and hence ppx0 q ą 0.37 is not true. from the following Example. Below in Example 2. Then f is not continuous (in 0). for instance.42. |a1 |. . there is x P r´x0 .37. .Theorem 2.41. This can be seen. The ‘converse’ of Theorem 2. Hence according to Theorem 2.3. . but assumes all values in the in the interval rf p0q.. a1 . it is proved that p is continuous. a2n be real numbers.e. 1s.3. Let n be a natural number and a0 . . 2{π s Ñ R by f pxq :“ sinp1{xq for 0 ă x ď 2π and f p0q :“ 0. .3.3. a function that assumes all values between those at its interval ends is not necessarily continuous on that interval. deﬁne x0 :“ 1 ` maxt|a0 |.3. Then there is some x P R such that f pxq “ 0. |a2n |u . i. Deﬁne f : r0. Also a0 ` a1 p´x0 q ` ¨ ¨ ¨ ` a2n p´x0 q2n ď |a0 | ` |a1 | ¨ |x0 | ` ¨ ¨ ¨ ` |a2n | ¨ |x0 |2n n 2n`1 ď px0 ´ 1q ¨ p1 ` x0 ` ¨ ¨ ¨ ` x2 ´ 1 ă ´p´x0 q2n`1 0 q “ x0 and hence pp´x0 q ă 0. Further.

respectively.3. Then for every x P rα. respectively.5 0. (2. β s for some α. xm s if xM ă xm .5 1 Fig. 24: Graph of f from Example 2.33.14) 100 . Then the restriction f |I of f to I is continuous and. β the minimum value and the maximum value of f .37 (applied to the function ´f |I if xM ă xm ).3. bs Ñ R be a continuous function where a and b are real numbers such that a ă b.42. which exist according to Theorem 2. β s α ď f pxq ď β . let xm . Let f : ra. every value of rα.4 0.3. according to Theorem 2. Theorem 2. bsq “ rα.3. β s is in its range.3. Finally denote by I the interval rxm .43. bs be such that f pxm q “ α and f pxM q “ β . β P R such that α ď β .6 x 0.2 0. Proof. xM P ra. Denote by α.y 1 0. Further. Then the range of f is given by f pra. xM s if xm ď xM and rxM .

for instance.3.3. . Let f : ra. β s Ñ ra. . is not converging to f ´1 py q. From the property that f is strictly increasing. . y2 .18. . f ´1 py2 q. Hence it follows by the continuity of f that lÑ8 lim ynkl “ f pxq and y “ f pxq. .3. Indeed. . β s and hence that f ´1 : rα.16) that x ‰ f ´1 py q which. .. . β P R such that the range of f is given by rα. Then there is an ą 0 along with a subsequence yn1 . . such that ˇ ´1 ˇ ˇf pyn q ´ f ´1 py qˇ ě (2. b P R are such that a ă b. this true. but from (2.2.44. . bs Ñ R. y2 . . leads to the contradiction that y ‰ f p xq .16) for some x P ra. since ynk1 . from Theorem 2. be some sequence of elements of rα. . x2 P ra. 101 . yn2 .3. there is a subsequence ynk1 . yn2 . y2 . β s that is converging to y . ynk2 . Further. since f is injective. Proof.3. .e. bs .44. i. . According to the Bolzano-Weierstrass’ Theorem 2. β s and y1 . don’t exist and f ´1 is continuous. for all x1 . ynk2 .15) k for all k P N˚ . bs such that x1 ă x2 it follows that f px1 q ă f px2 q. .15) it follows by (2. too. . Then the inverse function f ´1 is continuous. Theorem 2. . Now let y be some element of rα. . it follows that f is also injective. bs.43 it follows the existence of α. as a consequence of Theorem 2. . .3.3. of yn1 . where a. . . of y1 . is also convergent to y . but such that f ´1 py1 q. it is to be expected that the inverse of an injective continuous function is itself continuous. . be continuous and strictly increasing.Intuitively. . Hence such y and sequence y1 . such lÑ8 lim f ´1 pynkl q “ x (2.

46. A typical application of these limit laws consisted in the decomposition of a given sequence into sums. According to Theorem 2.3. stated that sums. see Theorem 2. In this way. Theorems similar in structure to that of the limit laws for sequences hold for continuous functions and are given below. Theorem 2. Then it follow by Theorem 2. products. Theorem 2. products and quotients (if deﬁned) of convergent sequences are convergent to the corresponding sum. the continuity of the function will be just stated. quotient (if deﬁned) of their limits. products. the proof of continuity of a given function is greatly simpliﬁed and.3. but not explicitly proved.4 that 102 . products. Indeed. A typical application of the thus obtained theorems consists in the decomposition of a given function into sums.4. compositions and inverses of functions whose continuity is already known. f2 : D2 Ñ R be functions such that D1 XD2 ‰ φ. quotients of sequences whose convergence is already known. Then the application of the limit laws proved the convergence of the sequence and allowed the calculation of its limit if the limits of those constituents are known. Therefore.In the case of sequences. Then we deﬁne pf1 `f2 q : D1 XD2 Ñ R (read: ‘f plus g ’) and a ¨ f1 : D1 Ñ R (read: ‘a times f ’) by pf1 ` f2 qpxq :“ f1 pxq ` f2 pxq for all x P D1 X D2 and pa ¨ f1 qpxq :“ a ¨ f1 pxq for all x P D1 .3. let a P R.3. obvious. quotients.4. Moreover. f2 : D2 Ñ R be functions such that D1 X D2 ‰ φ. Moreover let a P R.3.45. Let f1 : D1 Ñ R.44 the same is true for the inverse of an injective continuous function. quotients (wherever deﬁned) and compositions of continuous functions are continuous.3. Let f1 : D1 Ñ R. Sums. the limit laws. in such obvious cases in future. usually. and the deﬁnition of continuity. Then the application of those theorems proves the continuity of that function. Deﬁnition 2. product. this is a simple consequence of the limit laws.

too.(i) if f1 and f2 are both continuous in x P D1 X D2 . ν Ñ8 lim pf1 ¨ f2 qpxν q “ pf1 ¨ f2 qpxq . too. (ii) if f1 is continuous in x P D1 . then f1 ` f2 is continuous in x. x2 .48. . be some sequence in D1 X D2 which converges to x. If moreover Ranpf1 q Ă R˚ . f2 : D2 Ñ R be functions such that D1 X D2 ‰ φ. then a ¨ f1 is continuous in x. Theorem 2. . too. too. For the proof of (i). then 1{f1 is continuous in x. (i) If f1 and f2 are both continuous in x P D1 X D2 . then f1 ¨ f2 is continuous in x. let x1 . Then we deﬁne f1 ¨ f2 : D1 X D2 Ñ R (read: ‘f1 times f2 ’) by pf1 ¨ f2 qpxq :“ f1 pxq ¨ f2 pxq for all x P D1 X D2 . . f2 : D2 Ñ R be functions such that D1 X D2 ‰ φ. Deﬁnition 2. Let f1 : D1 Ñ R. Then for any ν P N˚ |pf1 ¨ f2 qpxν q ´ pf1 ¨ f2 qpxq| “ |f1 pxν qf2 pxν q ´ f1 pxqf2 pxq| “ |f1 pxν qf2 pxν q ´ f1 pxqf2 pxν q ` f1 pxqf2 pxν q ´ f1 pxqf2 pxq| ď |f1 pxν q ´ f1 pxq| ¨ |f2 pxν q| ` |f1 pxq| ¨ |f2 pxν q ´ f2 pxq| ď |f1 pxν q ´ f1 pxq| ¨ |f2 pxν q ´ f2 pxq| ` |f1 pxν q ´ f1 pxq| ¨ |f2 pxq| ` |f1 pxq| ¨ |f2 pxν q ´ f2 pxq| and hence. Let f1 : D1 Ñ R.47. Proof. 103 . then we deﬁne 1{f1 : D1 Ñ R (read: ‘1 over f1 ’) by p1{f1 qpxq :“ 1{f1 pxq for all x P D1 . (ii) If f1 is such that Ranpf1 q Ă R˚ as well as continuous in x P D1 . obviously.3.3.

17) is different from 0.49. Proof. Let n P N and a0 . . .48.3. Hence it is given by D “ R zt1. ν Ñ8 lim p1{f1 qpxν q “ p1{f1 qpxq .3. obviously. Then for any ν P N˚ |p1{f1 qpxν q ´ p1{f1 qpxq| “ |1{f1 pxν q ´ 1{f1 pxq| “ |f1 pxν q ´ f1 pxq|{r |f1 pxν q| ¨ |f1 pxq| s and hence. x2 . we give two examples for the application of Theorem 2. an be real numbers.46 and Theorem 2. 2u . Then the corresponding polynomial of n-th order p : R Ñ R deﬁned by p p x q : “ a0 ` a1 x ` ¨ ¨ ¨ ` an x n for all x P R. Theorem 2. .3. Explain why the function f pxq :“ x3 ` 2x2 ` x ` 1 x2 ´ 3x ` 2 (2. a1 .3.For the proof of (ii). as a consequence of Example 2. 104 .3.3. be some sequence in D1 which converges to x.3. . Example 2. . In the following.3. The proof is a simple consequence of Example 2. the polynomials p1 : R Ñ R. .46 and Theorem 2. is continuous. Further. p2 : D Ñ R deﬁned by p1 pxq :“ x3 ` 2x2 ` x ` 1 .3.50.17) is continuous at every number in its domain.48.3. let x1 . .29. Solution: The domain D is given by those real numbers for which the denominator of the expression (2. State that domain. Example 2.49.

Theorem 2. Moreover let x P Df . Let f : Df Ñ R.3. it follows by Theorem 2.51. it follows by Theorem 2.48 that p1 {p2 is continuous. Finally from this. .44. π {2q Ñ R. Example 2. 1s Ñ r0. . π {2s and exp are in particular 105 . by Theorem 2.48 that the function 1{p2 is continuous. is a sequence in Dg .53. Solution: Deﬁne the polynomial p2 : R Ñ R by p2 pxq :“ x2 for every x P R. arccos : r´1.3. . The functions sin : R Ñ R and exp : R Ñ R are continuous. g : Dg Ñ R be functions and Dg be a subset of R. π {2q and the natural logarithm function ln : p0. Show that f : R Ñ R deﬁned by f pxq :“ |x| for all x P R.p2 pxq :“ x2 ´ 3x ` 2 for all x P R and x P D. ν Ñ8 Finally. Then g ˝ f is continuous in x. Hence f is continuous by Theorem 2. .3. Proof. Since p2 pRq Ă R˚ . cos : R Ñ R. 8q. π s. which. For this. 8q.49.3. . f be continuous in x and g be continuous in f pxq.52. Then f “ s2 ˝p2 .3.51. where s2 denotes the square-root function on r0. Then f px1 q. Show that arcsin : r´1. . f px2 q. f pxq P Dg . it follows that lim f pxν q “ f pxq .3. p2 is continuous. is continuous as inverse of the strictly increasing restriction of p2 to r0.3.3. be a sequence in Dpg ˝ f q converging to x. arctan : R Ñ p´π {2. x2 . respectively. Solution: Since the restriction of sin to r´π {2. Moreover since f is continuous in x. According to Example 2. tan : p´π {2. 1s Ñ r´π {2. since g is continuous in f pxq it follows that ν Ñ8 lim pg ˝ f qpxν q “ lim g pf pxν qq “ g pf pxqq “ pg ˝ f qpxq . ν Ñ8 Example 2. π {2s. is continuous. 8q Ñ R are continuous. let x1 . are continuous.

arccos and asymptotes. arcsin and asymptotes. 106 . y 3 2 3 2 1 2 3 x 2 3 Fig. 25: Graph of sin.y 3 2 1 2 1 2 3 x 2 3 Fig. 26: Graph of cos.

y 3 2 1 3 2 1 1 1 2 x 2 3 Fig. arctan and asymptotes. 27: Graph of tan. 107 . 28: Graph of exp. y 3 2 1 3 2 1 1 1 2 3 x 2 3 Fig. ln.

3.44. tan : R z tk ¨ π ` pπ {2q : k P Zu Ñ R deﬁned by sinpxq tanpxq :“ cospxq for every x P R z tk ¨ π ` pπ {2q : k P Zu is continuous according to Theorem 2. the cosine function is continuous as composition of continuous functions according to Theorem 2. π {2q is in particular increasing and hence its inverse arctan continuous according to Theorem 2. π s is in particular increasing and hence its inverse arccos continuous according to Theorem 2. since ´ π¯ cospxq “ sin x ` 2 for all x P R. Further. The dots in the corners B and F indicate right angles.3. increasing.54. It is not uncommon that. that point has to excluded from 108 .3.F x 1 sin x tan x x A cos x B C D Fig.44.48 as quotient of continuous functions. Finally. Most frequent is the case that the deﬁnition in a point would involve division by 0.3. Further. in the deﬁnition of a continuous function f certain real numbers have to be excluded from the domain since the expression used for the deﬁnition is not deﬁned in those points.3.44. in a ﬁrst step. although not part of the domain of f .3. the restriction of cos to r0. Such points are called singularities of f . 29: Sketch for Example 2. Also. Since this division is not deﬁned.51. their inverses arcsin and ln are continuous according to Theorem 2. the restriction of tan to p´π {2.

the domain of f . in physics they often signal the breakdown of theories at such locations.y 2.5 1.54. then it ˆ that follows by the assumed continuity of f nÑ8 ˆpxn q “ f ˆpxs q lim f pxn q “ lim f nÑ8 and hence that every continuous extension of f containing xs in its domain assumes the same value in xs . . If xs P R is a singularity of f and if there f is a sequence x1 . then that singularity is called a removable and ˆ a continuous extension of f . .5 1 0. . x2 . In particular in applications.5 x Fig. Continuous functions with singularities that are not removable are easy to construct. in the domain of f that is convergent to xs . . 109 .5 1 1.5 2 1. f : R˚ Ñ R deﬁned by f pxq :“ 1{x has a singularity at x “ 0 and the sequence f p1{1q. For instance. in addition. f p1{2q. f p1{3q. In case that there is a continuous function ˆ whose restriction to the domain of f coincides with f and. f contains a singularity of f . .3. For instance. 30: Graphs of f (red) and h (blue) from Example 2. .5 1 0. singularities of functions are points of interest.5 0.

29. cos under sign change of the argument. the same equality for ´π {2 ă x ă 0.3. Proof: By Theorem 2. x cospxq From this follows. For its derivation and in a ﬁrst step. nÑ8 n it follows that there is no continuous extension of f . x P R.18) ˇ cospxq ˇ x for all x P p´π {2. ACF and ADF . by the symmetries of sin.3.diverges. respectively. deﬁned by ppxq :“ x. follows from the following inequality (compare Fig 30): ˇ ˇ ˇ ˇ sinpxq ˇď 1 ´1 . ˇ ´ 1 (2. ApACF q and ApADF q of the triangles ABF .3. it follows the continuity of f in all points of R˚ . Then we have the following relation: ApABF q ď ApACF q ď ApADF q and hence x tanpxq 1 sinpxq cospxq ď ď 2 2 2 cospxq ď 1 sinpxq ď . lim Example 2. see Example 2. The following is an often appearing case of a removable singularity. π {2q zt0u. Hence for x P p´π {2. (Removable singularities) Deﬁne f : R Ñ R by f pxq “ sinpxq x for every x P R˚ and f p0q “ 1. π {2q zt0u: sinpxq 1 ´1ď ´1 x cospxq 110 and . we assume that 0 ă x ă π {2 and consider the triangle ADF in Fig 29. in particular the areas ApABF q. The proof that f is also continuous in x “ 0. Since 1 “0.54. the continuity of sin and the linear function p : R Ñ R.3. Then f is continuous.48.

cospxq for all x P p´π {2. This fact provides a simple the behavior the function f method for the calculation of limits at inﬁnity.and 1´ sinpxq 1 ď 1 ´ cospxq ď ´1 x cospxq and hence ﬁnally (2.18) that is also used further on. But there is a simple method to reduce the discussion of the behavior of a function near `8 and/or ´8 to that of a related function near 0 which is based on the fact that the auxiliary function h :“ pR˚ Ñ R. such appear in the description of the frequently occurring physical systems of inﬁnite extension. π {2q Ñ R deﬁned by hpxq :“ 1 ´1 . (Limits at inﬁnity) Let a ą 0 and L be some real number.3. π {2q is continuous. Hence the behavior of a function f near ˘8 is completely determined by ¯ :“ f ˝ h near 0. The alert reader might have noticed that geometric intuition was used in the derivation of the inequality (2.3. x ÞÑ 1{xq maps large positive real numbers to small positive numbers and large negative real numbers to small negative numbers.55. like the motion of planets and comets around the sun.18) and Theorem 2. but this would take us to far off course. see Example 3.3.10 the continuity of f also in x “ 0.56. in particular in applications. Remark 2.3. Indeed.18).27 from Calculus II. For instance. Often. Now since h : p´π {2. although such intuition is no longer admitted in proofs.4. it follows by (2. this could be avoided by introducing the sine and cosine functions by their power series expansions. functions occur that are deﬁned on unbounded intervals of the real numbers.3. 111 . In such cases the behavior of the function near `8 and/or ´8 is of interest. Theorem 2. Such study would be much simpliﬁed if `8 and ´8 would be part of the real numbers which is not the case.3.

for all x P p0. For this.(i) If f : ra. (2. Proof. As a consequence. . In this for all x P r´1{a. This implies that 1 ěm`1ěm xn 112 . . there is N P N such that 1 xn “ |xn | ď m`1 for all n P N such that n ě N . 8q Ñ R is continuous. 1{as and f we call the parallel through the x-axis through p0. (ii) If f : p´8. then xÑ8 lim f pxq “ L ¯ : r0. . Lq a ‘horizontal asymptote of Gpf q for large negative x’. 1{as that is convergent to 0. In this case. then xÑ´8 lim f pxq “ L ¯ : r´1{a. be a sequence in p0.3. 0s Ñ R deﬁned by if and only if the transformed function f ¯pxq :“ f p1{xq f ¯p0q :“ L is continuous in 0. “(i)”: If xÑ8 lim f pxq “ L . for m P N. ´as Ñ R is continuous. 1{as Ñ R deﬁned by if and only if the transformed function f ¯pxq :“ f p1{xq f ¯p0q :“ L is continuous in 0. let x1 .19) we conclude as follows. x2 . 0q and f case. Lq a ‘horizontal asymptote of Gpf q for large positive x’. we call parallel through the x-axis through p0.

since this is true for every such sequence x1 . If xÑ´8 lim f pxq “ L . be a sequence in ra. if f ¯ is continuous in 0. . be a sequence in r´1{a.3. . x2 . 0q that is convergent to 0.20) we conclude as follows. . . there is N P N such that xn ą m ` 1 for all n P N satisfying n ě N . x2 . For this. (2. . . 1{as that are convergent to 0 and hence that ¯ is continuous in 0. Then for such m. in r0.3. Since this is true for every m P N. Hence it follows from (2. For this. x2 . L “ lim f p1{xn q “ lim f nÑ8 nÑ8 Obviously. . As a consequence. (2. 8q which contains only ﬁnitely many members that are ď m for every m P N. . “(ii)”: The proof is analogous to that of (i). we conclude f as follows. x2 . On the other hand. we conclude that 1 “0 nÑ8 xn lim ¯ in 0 that and hence by the continuity of f ˆ ˙ ¯ 1 “ lim f pxn q . This also implies that ˇ ˇ ˇ1ˇ ˇ ˇ“ 1 ă 1 ˇ xn ˇ xn m`1 for such n. . .19) that ¯pxn q . . . for m P N. L “ lim f nÑ8 nÑ8 xn Finally. let x1 . . let x1 .3.for all n P N such that n ě N .19) follows. this also implies that nÑ8 ¯pxn q “ L lim f for sequences x1 . there is N P N such that 1 xn “ ´|xn | ě ´ m`1 113 .

be a sequence in p´8. This implies that 1 ď ´pm ` 1q ď ´m xn for all n P N such that n ě N . x2 . we that f conclude as follows. . x2 . this also implies that nÑ8 ¯pxn q “ L lim f for sequences x1 . there is N P N such that xn ă ´pm ` 1q for all n P N satisfying n ě N . . x2 . Hence it follows from (2. .3. let x1 . . since this is true for every such sequence x1 . in r´1{a. Then for such m. . . This also implies that ˇ ˇ ˇ1ˇ ˇ ˇ“´ 1 ă 1 ˇ xn ˇ xn m`1 for such n.20) that ¯pxn q . ´as which contains only ﬁnitely many members that are ě ´m for every m P N. 114 . .3.for all n P N such that n ě N .20) follows. On the other hand. if f ¯ is continuous in 0. (2. we conclude that nÑ8 lim 1 “0 xn ¯ in 0 that and hence by the continuity of f ˆ ˙ 1 ¯ L “ lim f “ lim f pxn q . . . Since this is true for every m P N. nÑ8 nÑ8 xn Finally. 0q that are convergent to 0 and hence ¯ is continuous in 0. L “ lim f p1{xn q “ lim f nÑ8 nÑ8 Obviously. . For this.

3. Hence y “ 1 is a horizontal asymptote of Gpf q for large positive x. 8q Ñ R deﬁned by f p xq “ x2 ´ 1 x2 ` 1 ¯ : r0. 1s Ñ for all x P r1. 31.3. Example 2. deﬁned by 2 ¯pxq :“ 1 ´ x f 1 ` x2 for all x P r0. Then the transformed function f R. Consider the function f : r1. 31: Gpf q and asymptote for Example 2.57.y 0. See Fig.57. 8q.5 x 10 5 5 10 1 Fig. 31. it follows that xÑ8 lim f pxq “ 1 . 1s. See Fig. is continuous and hence since ¯pxq “ f p1{xq f for all x P p0. 115 . 1s.

y 2 1 x 2 1 2 4 6 8 Fig. lim . 8q and p´8.58. Find the limits ? ? 2x2 ` 1 2x2 ` 1 lim . Then the transformed functions f to the restrictions of f to r1. ´1s are given by the continuous functions ? x 2 ` x2 ¯ ¨ f pxq :“ |x| 3 ´ 5x2 for all x P r0. xÑ8 3x ´ 5 xÑ´8 3x ´ 5 Solution: Deﬁne f : tx P R : x ‰ 5{3u Ñ R by ? 2x2 ` 1 f pxq :“ 3x ´ 5 ¯ corresponding for all x P R ^ x ‰ 5{3. 32: Gpf q and asymptotes for Example 2. 1s and ? x 2 ` x2 ¯pxq :“ f ¨ |x| 3 ´ 5x2 116 .3.3. Example 2.58.

3.46. the sine and cosine function and the tangent function are continuous.d pxq :“ cx ` d if x P r´1. products/quotients. For this. 3) For arbitrary c.48. a) b) c) d) e) f pxq :“ x ` 7 . the natural logarithm function. compositions of continuous functions.d is everywhere continuous. 1s ’ %? 4x ` 5 if x P p1. 117 . d such that the corresponding fc. 1q fc. 2) Assume that f and g are continuous functions in x “ 0 such that f p0q “ 2 and lim r2f pxq ´ 3g pxqs “ 1 . 32. it can be assumed that rational functions. x P R . f pxq :“ px ` 3q{px ´ 8q .3. In addition. f pxq :“ 3{x . 2.e. i. Determine c.51 on sums. f pxq :“ x2 . quotients of polynomial functions. are continuous on their domain of deﬁnition. respectively. deﬁne fc. lim “´ . Give reasons. 0s. In the following..3.d : R Ñ R by $ 2 ’ &1{px ` 1q if x P p´8. and the continuity of constant functions/the identity function idR on R. x P R . the general power function. d P R. and hence ? ? ? ? 2x2 ` 1 2 2x2 ` 1 2 lim “ . 8q for all x P R. xÑ8 3x ´ 5 xÑ´8 3x ´ 5 3 3 See Fig. Problems 1) Show the continuity of the function f . xÑ 0 Calculate g p1q. x P R˚ . 2.for all x P r´1. f pxq :“ px2 ` 3x ` 2q{px2 ` 2x ` 2q . use only Theorems 2. it can be assumed that the exponential function. x P R zt8u . x P R .

b) lim cos nÑ8 n`1 ¨π n ˙ c) d) e) f) g) cospnq . nÑ8 ´ ¯ lim n1{3 ´ pn ` 1q1{3 . fk pxq :“ k if x “ 1 For what value of k is fk continuous? Give explanations. nÑ8 Hint: Use that a ´ b “ a2 a3 ´ b3 for all a ‰ b ` ab ` b2 . Hint: Use that lnpnq ď 2 n for n ě 1 . 118 . If there is one. ˆ a) lim e1{n nÑ8 . Use your calculator to ﬁnd an interval of length 1{100 which contains a zero of f (i. 8q zt1u Ñ R by #? ? 3x`1´ 2x`2 if x P r´1{3. 8q Ñ R by # x sinp1{xq if x P p0. 7) Determine in each case whether the given sequence has a limit. Explain your answer. 8q zt1u x ´ 1 . b) xn :“ ? n`1 for all n P N. nÑ8 n lim n1{n . some real x such that f pxq “ 0). 8q fc pxq :“ c if x “ 0 for all x P r0. give arguments why there is no limit. deﬁne fc : r0. Otherwise.e. lim nÑ8 n ? lnpnq lim . 8q. ? ? ? n a) xn :“ n ` 1 ´ n . Give explanations.4) For arbitrary c P R. Hint: Use d) nÑ8 ´a ¯ lim n2 ` 6n ´ n . 5) For every k P R. deﬁne fk : r´1{3. 6) Deﬁne the function f : R Ñ R by f pxq :“ x4 ` 10x ´ 15 for all real x. Determine c such that the corresponding fc is everywhere continuous. calculate that limit. 8) Find the limits.

limxÑ8 rp3x3 ` 2x2 ` 5x ` 4q { p2x3 ` x2 ` x ` 5qs . Hint: Use the hint in g) . i. ? limxÑ8 p x{ 1 ` x2 q . give explanations. ? ? limxÑ8 p 3x2 ` 2x { 2x2 ` 5 q .e. Find the points of discontinuity of f . that there is x P ra. 119 . Show that f “ g . limxÑ8 rpsin xq{xs . 12) Deﬁne f : R Ñ R by f pxq :“ 0 if x “ 0 or if x is irrational and f pm{nq :“ 1{n if m P Z˚ and n P N˚ have no common divisor greater than 1. ? ? limxÑ8 p x2 ` 3 ´ x2 ` 1 q . show that there is ε ą 0 such that f pxq ą 0 for all x P D X px ´ ε. x ` εq. show that f has a ﬁxed point. b) lim tan . bs Ñ ra. nÑ8 xÑ2 n`5 5x ` 7 x2 ´ 8x ` 15 c) lim . bs. ˆ ˙ ˆ ˙ 17n ` 4 3x ` 2 a) lim sin . bs such that f pxq “ x. By use of the intermediate value theorem. 14) Let D Ă R. limxÑ´8 rx{px ` 1qs . b P R such that a ă b and f : ra..h) lim p1 ` hq2{3 ´ 1 hÑ0 h . 15) Let a. 10) Find the limits a) b) c) d) e) f) g) h) i) limxÑ8 rx{px ` 1qs . By an indirect proof. f : D Ñ R be continuous in some x P D and f pxq ą 0. ? limxÑ´8 p x{ 1 ` x2 q . ? ? limxÑ´8 p x2 ` 4x ` 5 ´ x2 ` 2 q . 11) Deﬁne f : R Ñ R by # x f pxq :“ 0 if x is rational if x is irrational for every x P R. xÑ 5 x´5 In each case. Find the points of discontinuity of f . 13) Let f and g be functions from R to R whose restrictions to Q coincide. 9) Calculate the limits.

120 . That x is ? denoted by a.16) Use the intermediate value theorem to prove that for every a ě 0 there is a uniquely determined x ě 0 such that x2 “ a.

y 0.25 0. 33: Graph of A and its point with maximum ordinate. On the other hand. The ﬁrst may be due to the observation that the ordinate values of a curve near a maximum (or a minimum) change very little near the abscissa of its location. If x ě 0 denotes the width of such a rectangle. he considers the problem of ﬁnding the maximal area of a rectangle with perimeter 2b where b ą 0. It is not clear whether this was his real motivation because he never published his method. his procedure suggests that observation as the basis of the method.4 Differentiation Possibly. differently to other points of the curve. but only described it in communications to other mathematicians from 1637 onwards. the ﬁrst mathematician to use the derivative concept in some implicit form is Pierre de Fermat in his calculation of maximum / minimum ordinate values of curves in Cartesian coordinate systems and in his way of determination of tangents at the points of curves. the corresponding area is given by Apxq :“ x ¨ pb ´ xq .5 1 x Fig. 121 . 2. he did not explain its logical basis so that its general validity was quickly questioned. Also in these instances. For display of the method.

1) it follows that Apx0 ` hq ´ Apx0 q “ b ´ 2x0 ´ h h if h ‰ 0.2) and hence at x0 “ b{2 which gives Apx0 q “ b2 {4.5.4.4. Fermat uses a similar method for the determination of tangent lines to curves. b ´ 2x0 ´ h « 0 . Hence if h ‰ 0.4. then Apx0 ` hq “ px0 ` hq ¨ pb ´ x0 ´ hq “ x0 ¨ pb ´ x0 q ` h ¨ pb ´ 2x0 ´ hq “ Apx0 q ` h ¨ pb ´ 2x0 ´ hq « Apx0 q (2. To a greater extent.1) for h such that x0 ` h P DpAq “ r0. see Theorem 2.1. Fermat demands that f 1 px0 q “ 0.. in that point. the limit on the left of the last equation is called the derivative of f in x0 and is denoted by f 1 px0 q. If px0 . Hence in modern terms. the rectangle with perimeter 2b of maximal area is given by a square with sides b{2.see Fig 33. the vanishing of the derivative in a point is necessary. Indeed. he arrives at the equation b ´ 2x0 “ 0 (2. a minimum or maximum value. such were not studied until the middle of 122 . By neglecting the term ´h on the left hand side of the last relation. i.2) is equivalent to the demand that Apx0 ` hq ´ Apx0 q “0 hÑ0. Hence the equation (2. We note that from (2. for a (differentiable) function to assume an extremum.4. bs and of small absolute value where « means ‘approximately’ . but not sufﬁcient.e.h‰0 h lim where the addition of h ‰ 0 in the limit symbol indicates that only sequences with non-vanishing members are admitted . Indeed. Apx0 qq is the point of GpAq with maximal ordinate. In modern calculus / analysis.

f pa ` hqq to be approximately similar in the case of a tangent. 0q. f paqq and the normal to the tangent in this point. 123 . 34: Depiction to Fermat’s method of determination of tangents. In general. 0q. These triangles are similar only if the point pa ` h. Fermat considers the triangles with corners pa ´ c. pa.y fa h fa a c a a h a d x Fig. The approximation gives the relation f pa ` hq f paq « c c`h or pc ` hqf paq « cf pa ` hq . By deﬁnition. For the description of Fermat’s method. the concept of differentiation also gives a precise meaning to tangent lines to curves. tangents were constructed only in few simple cases. in ancient Greece. For the determination of c. we consider Fig 34 which displays the graph of a function f together with its tangent at the point pa. parabolas and hyperbolas where they were deﬁned as lines that touch the curve in only one point. the tangent goes through the point pa. Apart from Archimedes’ construction of tangent lines to his spiral. namely for ellipses. pa ` h. 0q with the x-axis where c is the unknown. pa ` h. this definition is too imprecise. the 17th century. pa. 0q. 0q. f paq and pa ´ c ` h. f paqq and hence is determined once we know the location of its intersection pa ´ c. f pa ` hqq would lie on the tangent. In general. the error of the approximation is becoming smaller with smaller h. In particular.

0q is called the normal in pa. (2. hÑ0.3) a P R. pa ` d.h‰0 f pa ` hq ´ f paq f paq lim f pa ` hq ´ f paq ‰0. the directed line segment pa. When Fermat’s method was reported to Rene Descartes by Marin Mersenne in 1638. Fermat proceeds further by performing the division and neglecting h as in his previous method.h‰0 h lim gives the correct result. using modern notation and assuming that f 1 paq :“ the following c“ hf paq f paq “ 1 hÑ0.The last gives c« hf paq . y q P R2 : x3 ` y 3 “ 3axy u . Indeed. f paqq and its projection onto the x-axis the corresponding subtangent. pa ´ c. f paqq. using inclined planes. 0q is called the tangent line in pa. the directed line segment pa. In 1589. f pa ` hq ´ f paq If f is explicitly given. Indeed. As a side remark. and ultimately Descartes conceded its validity. In addition. Also. f paqq. Descartes attacked it as not generally valid. A further candidate for the ﬁrst mathematician to use the derivative concept in some implicit form is Galileo Galilei. which since then is known as ‘Folium of Descartes’. He proposed as a challenge the curve C :“ tpx. then ha2 a hf paq ha2 a2 “ « “ “ 2 2 2 f pa ` hq ´ f paq pa ` hq ´ a 2ah ` h 2a ` h 2 which leads to c “ a{2. 124 . f paqq and its projection onto the x-axis the corresponding subnormal. For instance if f pxq “ x2 for all x P R. in older literature. Fermat’s ‘method’ produced the right results.4. this is the correct result.

for instance. are uniformly accelerated in exactly the same way. he discusses uniform and naturally accelerated motion. regardless of their weight.4).3). and that the fallen distance s is proportional to the square of the elapsed time t: 1 (2.4. Galileo discovered experimentally that in vacuum all bodies. This result was in contradiction to the generally accepted traditional theory of Aristotle that assumed that heavier objects fall faster than lighter ones.19.4.8m{sec2 is the gravitational acceleration. we consider the average speed of a falling body described by (2. Even a recognition of the fundamental theorem of calculus. shape. For this.e.6. 35: Folium of Descartes for the case a “ 1.. A modern way of deduction would proceed. On the Third Day of his ‘Discorsi’ from 1638 [42]. see Theorem 2.4.y 2 1 2 1 1 2 x 1 2 Fig. compare (2. is visible in this special case. during the 125 . or composition. i. the traveled distance divided by the elapsed time.4) sptq “ gt2 2 for all t P R where g “ 9. as follows. The idea that the velocity is the same as a derivative can be read between the lines.

note that the quotient spt ` hq ´ sptq t`h´t gives the slope of the line segment (‘secant’) between the points pt. and rt ` h. in his textbook ‘Cours d’analyse’ from 1821 [22] and by using Lagrange’s notation.h‰0 t`h´t lim also in more general situations where s is not necessarily given by p2. was the ﬁrst to give a deﬁnition of the derivative of a function 126 . hÑ0. if h ă 0. h P R. terminology and Lagrange’s characterization of the derivative in terms of inequalities. for some t. t`h´t 2h 2h 2 Hence it follows by Example 2. hÑ0. spt ` hqq on the graph of s for every h ‰ 0.4q.29 that spt ` hq ´ sptq “ gt .h‰0 t`h´t lim For a geometrical interpretation of the limit spt ` hq ´ sptq . see Fig. sptqq.time interval rt.3.4. Cauchy. Then ˆ ˙ spt ` hq ´ sptq g g h 2 2 2 “ rpt ` hq ´ t s “ p2ht ` h q “ g t ` . 36. ts. In the limit h Ñ 0 that slope approaches the slope of the tangent to Gpsq in the point pt. As for the deﬁnition of the continuity of functions. sptqq. t ` hs. respectively. a geometrical interpretation of s 1 ptq “ v ptq is the slope of the tangent to Gpsq at the point pt.h‰0 t`h´t lim which suggests itself as (and indeed is the) deﬁnition of the instantaneous speed v ptq of the body at time t: v ptq :“ s 1 ptq :“ spt ` hq ´ sptq “ gt . Hence in particular. hÑ0. sptqq and pt ` h. if h ě 0.

4. We say f is differentiable in x with derivative c if for all sequences x0 . Still. Even several ‘proofs’ of this ‘fact’ appeared during that time.13.1. it came as a shock when in 1872 [99] Weierstrass proved the existence of a continuous function which is nowhere differentiable. secant line and tangent at p0.4qq.2 0.2 Fig. this result signaled the complete mastery of the concepts of derivative and limit which is characteristic for modern calculus / analysis.8 s 0. x1 . . let x P pa.st m 4 3 2 s 0. in pa. For the ﬁrst time.6 0. Therefore. sp0. bq Ñ R be a function where a.4 1 0. . except perhaps at ﬁnitely many points.8 1 1. b P R such that a ă b.8 0. it resulted in the general belief that every continuous function is everywhere differentiable.4. bq and c P R. 36: Gpsq. Deﬁnition 2. Further.4 t sec 0.4. bq ztxu which are 127 . his understanding of limits was different from the modern understanding. based on limits which is very near to the modern deﬁnition. During the early 19th century.4 0. . This was not without consequences. Let f : pa. see Example 3.

3. Then f is also continuous in x. Further.2. The differentiability of a function in a point of its domain implies also its continuity in that point. xn ´ x f 1 pxq :“ c . where we set f p1q :“ f 1 . we also use the notation f 2 :“ f p2q and f 3 :“ f p3q . If f pkq is differentiable for k P N˚ .3. b P R such that a ă b. In this case. bq Ñ R associating to every x P pa. we give an example of a continuous function which is not differentiable in any point of its domain. is a sequence in pa. we deﬁne the derivative f 1 pxq of f in x by Further. we say f is differentiable if f is differentiable in all points of its domain pa. bq. That the opposite is not true in general.4. let f be differentiable in x P pa. Obviously. Let x0 . . be a sequence in pa. In that case. it is sufﬁcient to assume that x0 . . Frequently. Higher order derivatives of f are deﬁned recursively. see Example 3. x1 . f will be referred to as pk ` 1qtimes differentiable. In that case. . bq ztxu.6 or Example 2. Theorem 2. x1 . bq the corresponding f 1 pxq the derivative of f . can be seen from Example 2. bq which is convergent to x. Then it follows by the limit laws Theorem 2.4. . . . bq Ñ R be a function where a.4. Proof. we call the function f 1 : pa.4. Moreover in Calculus II.13.7. we deﬁne the derivative f pk`1q of order k ` 1 of f by f pk`1q :“ pf pkq q 1 . Let f : pa. 128 . This is a simple consequence of the deﬁnition of differentiability and the limit laws Theorem 2.convergent to x it follows that nÑ8 lim f pxn q ´ f pxq “c.4 that nÑ8 lim pf pxn q ´ f pxqq “ lim f pxn q ´ f pxq ¨ lim pxn ´ xq “ 0 nÑ8 nÑ8 xn ´ x and hence that nÑ8 lim f pxn q “ f pxq .4. bq.

see Theorems 2. Example 2.8. Let c P R.4. we shall see later on. To provide a basis for the application of those theorems. this is a another simple consequence of the limit laws.Similar to the case of continuous functions. Proof. g : R Ñ R be deﬁned by f pxq :“ c . As usual. Then f. n P N˚ and f. for any ν P N: g pxν q ´ g pxq pxν qn ´ xn “ xν ´ x xν ´ x n´1 n´2 “ pxν q ` pxν q x ` ¨ ¨ ¨ ` xν xn´2 ` xn´1 129 . x1 . we also explicitly calculate the derivatives. that sums. In this process.3. Theorem 2. we prove the differentiability of some elementary functions. g are differentiable and f 1 pxq “ 0 .4. powers.10. products. Then: lim f pxν q ´ f pxq “ lim 0 “ 0 .3. Indeed. ¨ ¨ ¨ be a sequence of numbers in R ztxu which is convergent to x P R. from the deﬁnition of differentiability and by use of their special properties.4. g pxq :“ xn for all x P R. in the following. quotients (wherever deﬁned) and compositions of differentiable functions are differentiable. Then the application of those theorems proves the differentiability of that function and allows the calculation of its derivative. the exponential function and the sine function. ν Ñ8 xν ´ x ν Ñ8 Further. g 1 pxq “ nxn´1 for all x P R. and the deﬁnition of differentiability. 2. a typical application of those theorems consists in the decomposition of a given function into sums. quotients and compositions of functions whose differentiability is already known. Let x P R and x0 .4. products.

The exponential function is differentiable with exp 1 pxq “ exppxq for all x P R.and hence by Example 2. we prove that exp is differentiable in 0 with derivative e0 “ 1. be some sequence in R zt0u which is convergent to 0.3. hn ´ 0 hn We consider the cases hn ą 0 and hn ă 0. h2 . In the ﬁrst case. First. we show that the derivative of the exponential function is given by that function itself. 1 ´ hn hn 4 Hence it follows in both cases that ˇ hn ˇ ˇ e ´ p1 ` hn q ˇ ˇ ˇ ď 3|hn | ˇ ˇ hn 130 . . As we shall see later.10) and some calculation that 0ď ehn ´ p1 ` hn q hn 3 ´ hn 12 ď ¨` ď hn “ 3hn . Proof. ˘ 2 hn 4 4 1 ´ h2n Analogously.4.8.49: g pxν q ´ g pxq “ xn´1 ` xn´2 x ` ¨ ¨ ¨ ` xxn´2 ` xn´1 “ nxn´1 .5. . Example 2. let h1 . . Moreover. Then for any such n: ehn ´ p1 ` hn q ehn ´ e0 ´ e0 “ . it follows in the second case that hn ď hn ehn ´ p1 ` hn q hn ď ď . For this. let n0 P N be such that |hn | ă 1 for n ě 0. this fact along with the fact that expp0q “ 1 can be used to characterize the exponential function.3. see Example 2. it follows by (2.4. ν Ñ8 xν ´ x lim In the next example.

. be some sequence in R ztxu. n P N. Further deﬁne hn :“ xn ´ x. The sine function is differentiable with sin 1 pxq “ cospxq for all x P R.3.4. Example 2.4 that sinpxn q ´ sinpxq “ cospxq . .54 and Theorem 2. . which is convergent to x. x2 . xn ´ x xn ´ x and hence it follows by Theorem 2.4 and the previous result that exn ´ ex lim “ ex nÑ8 xn ´ x and therefore the statement of this Theorem. Then exn ´ ex exn ´x ´ r1 ` pxn ´ xqs ´ ex “ ex ¨ .3. Proof. Then it follows by the addition theorems for the trigonometric functions sinpx ` hn q ´ sinpxq sinpxn q ´ sinpxq “ xn ´ x hn cosphn q ´ 1 sinphn q “ sinpxq ¨ ` cospxq ¨ hn hn „ 2 hn sinphn {2q sinphn q “ ´ sinpxq ¨ ` cospxq ¨ 2 hn {2 hn and hence by Example 2. Let x P R and x1 .5. .and therefore by Theorem 2.3. nÑ8 hn lim Now let x P R and x1 .3. x2 . . be some sequence in R ztxu which is convergent to x.10 that ehn ´ p1 ` hn q “0. nÑ8 xn ´ x lim 131 . .

Therefore. See Example 2. f ppqq. Example 2. the non-differentiability is due to fact that there is a vertical tangent to the graph. the derivative in p would would have to be inﬁnite in order to account for a vertical tangent. this is due to the presence of a ‘corner’ in the graph of the function.7.y 1 0. a function is not differentiable in such a point p.4.6.5 1 0. is not differentiable in 0. Example 2. but inﬁnity is not a real number. The function f : R Ñ R deﬁned by f pxq :“ |x| for all x P R. The function f : R Ñ R deﬁned by f pxq :“ x1{3 132 . Since the derivative of a function f in a point p of its domain gives the slope of the tangent to its graph at the point pp.4. lim nÑ8 1 ´ 0 nÑ8 ´ 1 ´ 0 n n See Fig. We give two examples of continuous functions that are not differentiable in points of their domains. because ˇ1ˇ ˇ 1ˇ ˇ ˇ´0 ˇ´ ˇ ´ 0 n n “ ´ 1 ‰ lim “1. In the ﬁrst case.4. In such a point no tangent to the graph exists and hence the function is not differentiable in the corresponding point of its domain.6. 37.5 0.5 1 x Fig. In the second case. 37: Graph of the modulus function.

3.5 0. 38. for all x P R. because the sequence ` 1 ˘1{3 n 1 n ´ 01{3 “ n2{3 ´0 has no limit for n Ñ 8. See Fig. Theorem 2. 38: Graph of f from Example 2.4. A typical application of the thus obtained theorems consists in the decomposition of a given function into sums. quotients. obvious. This is a simple consequence of the limit laws. products. compositions of functions whose differentiability is already known. In this way.y 1 0.4. Also. similar to the case of continuous functions. sums. is not differentiable in 0. As mentioned above.7. quotients (wherever deﬁned) and compositions of differentiable functions are differentiable. and the deﬁnition of differentiability. Then the application of those theorems proves the differentiability of that function and allows the calculation of its derivative from the derivatives of the constituents of decomposition.5 1 1 Fig.5 x 1 0. products. the proof of differentiability of a given function is greatly simpliﬁed and. usually. the calculation of its derivative is reduced 133 .

then 1{f is differentiable and ˆ ˙1 f 1 pxq 1 p xq “ ´ f rf pxqs2 for all x P I . a ¨ f and f ¨ g are differentiable with pf ` g q 1 pxq “ f 1 pxq ` g 1 pxq . . . Therefore. in such obvious cases in future. (i) Then f ` g .to a simple mechanical procedure if the derivatives of the constituents of decomposition are known. the differentiability of the function will be just stated and its derivative will be given without explicit proof. .8. pa ¨ f q 1 pxq “ a ¨ f 1 pxq pf ¨ g q 1 pxq “ f pxq ¨ g 1 pxq ` g pxq ¨ f 1 pxq for all x P I . Then: |pf ` g qpxν q ´ pf ` g qpxq ´ pf 1 pxq ` g 1 pxqqpxν ´ xq| | xν ´ x| 1 |f pxν q ´ f pxq ´ f pxqpxν ´ xq| |g pxν q ´ g pxq ´ g 1 pxqpxν ´ xq| ď ` | xν ´ x| | xν ´ x| and |pa ¨ f qpxν q ´ pa ¨ f qpxq ´ ra ¨ pf 1 qpxqspxν ´ xq| | xν ´ x| |f pxν q ´ f pxq ´ f 1 pxqpxν ´ xq| “ |a| ¨ | xν ´ x| 134 . For this let x P I and x1 .4. product rules and quotient rule) Let f. Proof. Theorem 2. be some sequence in I ztxu which is convergent to x. g be two differentiable functions from some open interval I into R and a P R. (Sum rule. x2 . (ii) If f is non-vanishing for all x P I .

and hence |pf ` g qpxν q ´ pf ` g qpxq ´ pf 1 pxq ` g 1 pxqqpxν ´ xq| “0 ν Ñ8 | xν ´ x| lim and |pa ¨ f qpxν q ´ pa ¨ f qpxq ´ ra ¨ pf 1 qpxqspxν ´ xq| “0. it follows that |pf ¨ g qpxν q ´ pf ¨ g qpxq ´ pf pxq ¨ g 1 pxq ` g pxq ¨ f 1 pxqqpxν ´ xq| | xν ´ x| 1 |f pxν q ´ f pxq ´ f pxqpxν ´ xq| ď ¨ |g pxq| | xν ´ x| |g pxν q ´ g pxq ´ g 1 pxqpxν ´ xq| ` |f pxq| ¨ | xν ´ x| |f pxν q ´ f pxq| ¨ |g pxν q ´ g pxq| ` | xν ´ x| and hence that |pf ¨ g qpxν q ´ pf ¨ g qpxq ´ pf pxq ¨ g 1 pxq ` g pxq ¨ f 1 pxqqpxν ´ xq| ν Ñ8 | xν ´ x| “0. lim If f is does in any point of its domain I . ν Ñ8 | xν ´ x| lim Further. it follows that ˇ ˇ ˇ 1 ˇ 1 1 1 ˇ f pxν q ´ f pxq ` rf pxqs2 ¨ f pxqpxν ´ xqˇ ď | xν ´ x | 1 |f pxν q ´ f pxq ´ f 1 pxqpxν ´ xq| ¨ |f pxq|2 | xν ´ x| |f pxν q ´ f pxq|2 ` |f pxν q| ¨ |f pxq|2 ¨ |xν ´ x| 135 .

be some sequence in Dpg ˝ f q ztxu which is convergent to x. Proof. Finally. . is differentiable and p 1 pxq :“ a1 ` ¨ ¨ ¨ ` nan xpn´1q for all x P R. . Theorem 2. the theorem follows. . As a simple application of Theorem 2. . .4. Example 2. Then the corresponding polynomial of n-th order p : R Ñ R.4. For this let x P Dpg ˝ f q and x1 . .3 and Theorem 2. J of R and such that the domain of the composition g ˝ f is not empty.4. Then: |pg ˝ f qpxν q ´ pg ˝ f qpxq ´ pg 1 pf pxqq ˝ f 1 pxqqpxν ´ xq| ď | xν ´ x| 136 .10. we prove the differentiability of polynomial functions and calculate their derivatives.4.8. . g : J Ñ R be differentiable functions deﬁned on some open intervals I. deﬁned by p p x q : “ a0 ` a1 x ` ¨ ¨ ¨ ` an x n for all x P R. Then g ˝ f is differentiable with pg ˝ f q 1 “ g 1 pf pxqq ¨ f 1 pxq for all x P Dpg ˝ f q. and x P I were otherwise arbitrary. (Chain rule) Let f : I Ñ R.8. Proof. Let n P N and a0 . .and hence that lim ˇ ˇ 1 ˇ f pxν q ´ 1 f pxq ` 1 rf pxqs2 ˇ ˇ ¨ f 1 pxqpxν ´ xqˇ ν Ñ8 | xν ´ x| “0. an be real numbers. . x2 . The proof is a simple consequence of Example 2. .4. x2 .9. a1 . since x1 .

Example 2. we also show the differentiability of the tangent function and calculate its derivative from the derivatives of the sine and the cosine with the help of Theorem 2. and x P Dpg ˝ f q were otherwise arbitrary.4.|g pf pxν qq ´ g pf pxqq ´ g 1 pf pxqqpf pxν q ´ f pxqq| ` | xν ´ x| |g 1 pf pxqqpf pxν q ´ f pxq ´ f 1 pxqpxν ´ xqq| | xν ´ x| and hence. i. the cosine function. x2 . can be calculated by use of the same theorem. The cosine function is equal to the composition of the sine function and the translation pR Ñ R. tan 1 pxq “ for all x P R z π 2 137 .e.4. Since both of these functions are differentiable. lim Finally.4. the theorem follows. The cosine and the tangent function are differentiable with cos 1 pxq “ ´ sinpxq for all x P R and 1 “ 1 ` tan2 pxq cos2 pxq ( ` kπ : k P Z . obviously.8. In preparation of the calculation of the derivative of the inverse tangent function function. A typical application of the chain rule is given in the following example. In addition. since x1 . . x ÞÑ x ` pπ {2qq. . the same is true for their composition. by Theorem 2.10. .. by knowledge of the derivatives of these functions. the derivative of their composition. |pg ˝ f qpxν q ´ pg ˝ f qpxq ´ pg 1 pf pxqq ¨ f 1 pxqqpxν ´ xq| ν Ñ8 | xν ´ x| “0.11.

The historic view of the partial derivative was that of treating all variables of an analytic expression as constant.4. To deﬁne the partial derivative of a function f 138 .10 (i..4. the ‘sum rule’) and Theorem 2.4.4. it follows by Examples 2. for all x P R z π 2 tan 1 pxq “ Functions from applications frequently depend on several variables. In this way. because of tanpxq “ sinpxq cospxq ( for all x P R z π ` kπ : k P Z . Further. The modern deﬁnition of partial derivatives is very similar.e.. The last was developed soon after that of differentiation because of applications.5. Since ´ π¯ cospxq “ sin x ` 2 for all x P R. The calculation of the corresponding derivatives can be reduced to the calculation of derivatives of functions in one variable by help of the concept of partial derivatives.e..Proof. For such functions.e.8 (i. apart from one. 2.5 and Theo2 rems 2. the concept of differentiation will be formulated in Calculus III. are deﬁned on subsets of Rn for some n P N such that n ě 2.8 (i.. there is achieved an analytic expression in one variable that can be differentiated in the usual way. the ‘Quotient Rule’) that tan is differentiable with derivative 1 cospxq ¨ cospxq ´ sinpxq ¨ p´ sinpxqq “ 2 cos pxq cos2 pxq “ 1 ` tan2 pxq ( ` kπ : k P Z .e.4. i. it follows by Examples 2.4. the ‘chain rule’) that cos is differentiable with derivative ´ π¯ 1 cos pxq “ cos x ` “ ´ sinpxq 2 for all x P R.3 and Theorem 2. The result was called a partial derivative of the original expression.

¨. is called the partial derivative of f in the point whose components are the given constants apart from the remaining component which is given by p. In this case. so far existent. we call f partially differentiable in the i-th coordinate direction and denote by B f {B xi the map which associates to every x P U the corresponding pB f {B xi qpxq. we consider an auxiliary partial function which results from f by restricting its domain to those points whose components are all given constants. we set B2f B2f : “ . let i P t1. .12. xi`1 . The result is a function deﬁned on a subset of R. . The derivative of the auxiliary function in some point p of its domain. xi`1 . . . n P N zt0. In general. .4. this function depends on the above constants. . . . we denote the partial derivative of B f {B xi in the j -th coordinate direction by B2f . . . . . Deﬁnition 2. . B xi If f is partially differentiable at x in the i-th coordinate direction at every point of its domain. xn qs 1 pxi q . B xj B xj Such is called a partial derivative of f of second order. xi´1 . apart from one of the components. nu. . 1u. x P U be such that the corresponding function f px1 . ¨. where j P t1. we say that f is partially differentiable at x in the i-th coordinate direction. nu. . . . . xn q is differentiable at xi . In particular. .in several variables. Let f : U Ñ R be a function of several variables where U is a subset of Rn . Partial derivatives of f of higher order are deﬁned recursively. xi´1 . . 139 . If B f {B xi is partially differentiable in the j -th coordinate direction. In the case j “ i. B x2 B xi B xi i Partial derivatives of f of higher order than 2 are deﬁned accordingly. . . . . and we deﬁne: Bf pxq :“ rf px1 .

Hence it follows that Bf px. 1q “ 8 . z q . z q Bx By Bz for all x. y P R. Find Bf Bf p2. Bx By Bf px. Bx x P R. 1q and p2. z P R. and. y P R. y. Solution: Since in partial differentiating with respect to one variable all other variables are held constant. y q :“ x3 ` x2 y 3 ´ 2y 2 for all x. that . y. z q “ 2xy 3 z ` 3 . 1q . y. px. 1q “ 16 and p2. ﬁnally. Bz for all x. y. y. y q “ 12y 2 ´ 4y . y q “ 8 ` 4y 3 ´ 2y 2 for all x. Bx By Example 2.14. we conclude that Bf Bf px. Bf p2.13. z q “ x2 y 3 ` 6 . z q :“ x2 y 3 z ` 3x ` 4y ` 6z ` 5 for all x. Bx By Solution: We have f px. By Bf Bf p2. y. y. px.4. 140 y P R. z P R. 1q “ x3 ` x2 ´ 2 and f p2. z q “ 3x2 y 2 z ` 4 .4.Example 2. z q and px. z P R. Deﬁne f : R2 Ñ R by f px. Find Bf Bf Bf px. Deﬁne f : R3 Ñ R by f px. y. y. y. 1q “ 3x2 ` 2x .

a) f pxq :“ x2 ´ 3x ` 1 . who used it to solve the problem of trisecting an angle. 1 ´ p1{ 2 qq . P “ p1 ` 2 .). t3 ` 8 tanpϕq d) f7 pxq :“ sinp3{x2 q . x P R . calculate the derivative of the function f . 5) Give a function f : R Ñ R such that 141 . b) f pxq :“ p3x ´ 2q{p4x ` 5q . a) f pxq :“ 1{x . x P p0. 8q . .Problems 1) By the basic deﬁnition of derivatives. f6 pϕq :“ . . x P p0. b) f3 ptq :“ p1 ` 3t2 ` 5t4 qpt2 ` 8q . c) f5 ptq :“ 5 cospϕq 3t4 ´ 2t ` 5 . x P R . 8q . P “ p´1{ 2 . c) f pxq :“ e3x . Calculate the slope of the tangent to Gpf q in the speciﬁed point P without solving the equations for f pxq. 1{ 2 q . f8 with maximal domains in R deﬁned by a) f1 pxq :“ 5x8 ´ 2x5 ` 6 . f8 ptq :“ e4 sinp7tq .C. f4 pxq :“ 3ex rsinpxq ` 6 cospxqs . x P R zt´1u . ? ? a) x2 ` pf pxqq2 “ 1 . ? ? P “ ppπ {4q ´ p1{ 2 q. f2 pθq :“ 3 sinpθq ` 4 cospθq . a c) x ` f pxqr2 ´ f pxqs “ arccosp1 ´ f pxqq . . 1 ` 2 q . 4) A differentiable function f satisﬁes the given equation for all x from its domain. 2) Calculate the slope of the tangent to G(f) at the point p1. ? ? b) px ´ 1q2 r x2 ` pf pxqq2 s ´ 4x2 “ 0 . . f p1qq and its intersection with the x-axis. ? c) f pxq :“ x . b) f pxq :“ px ´ 1q{px ` 1q . Remark: The curve in b) is a cycloid which is the trajectory of a point of a circle rolling along a straight line. The curve in c) is named after Nicomedes (3rd century B. x P R zt´5{4u . 3) Calculate the derivatives of the functions f1 .

7) Newton’s equation of motion for a point particle of mass m ě 0 moving on a straight line is given by mf 2 ptq “ F pf ptqq (2. c) f 1 ptq “ ´2f ptq ` 3 for all t P R and such that f p0q “ 1 .6) for all t P R where f ptq is the position of the particle at time t. pB f {B y qpx. give a solution function f : R Ñ R of (2.4. 142 . and F pxq is the external force at the point x.6) that contains 2 free real parameters. 8q is a parameter describing the strength of the friction.a) f 1 ptq “ 1 for all t P R and such that f p0q “ 2 . y q from the domain. b) f 1 ptq “ ´2f ptq for all t P R and such that f p0q “ 1 . Further. 6) Let I be a non-empty open interval in R and p. a) f px. px. q P R.4. 8) Newton’s equation of motion for a point particle of mass m ě 0 moving on a straight line under the inﬂuence of a viscous friction is given by mf 2 ptq “ ´λf 1 ptq (2. calculate the partial derivatives pB f {B xqpx.5) that contains 2 free real parameters. x P R where F0 is some real parameter . y q P R2 . x P R where k is some real parameter .5) for all t from some time interval I Ă R. a) F pxq “ F0 . Show that f 2 pxq ` pf 1 pxq ` qf pxq “ 0 for all x P I if and only if ˆ ¯2 pxq “ f ˙ p2 ¯pxq ´q f 4 ¯ : I Ñ R is deﬁned by for all x P I where f ¯pxq :“ epx{2 f pxq f for all x P I . 9) For all px.4. and λ P r0. let f : I Ñ R. For the speciﬁed force. where f ptq is the position of the particle at time t. b) F pxq “ ´kx . Give a solution function f of (2.4. y q of the given function f . y q. y q :“ x4 ´ 2x2 y 2 ` 3x ´ 4y ` 1 .

10) Let f : R Ñ R and g : R Ñ R be twice differentiable functions. y q :“ sinpxy q . xq :“ f px ´ tq ` g px ` tq for all pt. pt. Conclude that u satisﬁes B2 u B2 u ´ 2 “0 B t2 Bx which is called the wave equation in one space dimension (for a function u which is to be determined). y q P R2 . y q :“ 3x2 ´ 2x ` 1 . Calculate B2 u Bu Bu B2 u pt. xq pt. xq . px. xq P R2 . 143 . c) f px. Deﬁne upt. xq . xq P R2 . px. y q P R2 . pt. 2 Bt Bx Bt B x2 for all pt.b) f px. xq .

These values are uniquely determined because if x ¯M . For instance. see Fig. bq. if the function is differentiable on pa. we continue with the discussion of the maximum and minimum values of f . f assumes a maximum and minimum value. bs such that f pxM q ě f pxq . f p xm q ď f p x ¯m q as well as that f px ¯ M q ě f p xM q . respectively. bs where a. x ÞÑ 1 ` sin x q assumes its maximum value 3 and its minimum value 1 in the points π {2. it follows by deﬁnition of xM . bs.5 Applications of Differentiation The applications of differentiation are manifold. xm P ra. the function p r0.2. x ¯M . After this interrupt. b P R are such that a ď b. 5π {2 and 3π {2. The values f pxM q.e. a function can assume its maximum value and/or its minimum value in more than one point. bs are such that f px ¯M q ě f pxq . In the last cases. bs. f px ¯m q ď f pxq for all x P ra. 39. respectively.3. there are xM . Each of them can be assumed either at a boundary point a or b of the interval or in a point of the open interval pa. x ¯m P ra. On the other hand. x ¯m that f p xM q ě f p x ¯ M q . f pxm q are called the maximum and minimum value of f . xm . For motivation. differentiation can be used to determine the position(s) where they are assumed.. f p x ¯ m q ď f p xm q and hence that f pxM q “ f px ¯M q . We start with the application to the ﬁnding of maxima and minima of functions. f pxm q ď f pxq for all x P ra. 7π {2. we consider a continuous function f deﬁned on a closed interval ra.33. bq. According to Theorem 2. f pxm q “ f px ¯m q . 4π s Ñ R. i. We remember that the 144 .

With precise deﬁnitions of limits and derivatives at hand. By deﬁnition of xM . Indeed. Note that the tangents in those points are horizontal corresponding to a vanishing derivative in those points. it follows that f pxq ´ f pxM q ď 0 for all x P Dpf q. 4π s Ñ R.4 assumed its maximum value in the midpoint of its domain and that his way of ﬁnding its position was equivalent to the demand of a vanishing derivative at the position of a maximum value. 39: Graph and segments of tangents of a function. that assumes both its maximum and its minimum value in several points of its domain. As a consequence. we conclude that f pxq ´ f pxM q ď0 x ´ xM if b ą x ą xM and f pxq ´ f pxM q ě0 x ´ xM 145 . this also true for a minimum value. x ÞÑ 2 ` sin x q.y 4 3 2 1 Π 2 3Π 2 5Π 2 7Π 2 x Fig. both follow from very simple observations. p r0. function A from Fermat’s example at the beginning of Section 2.

By choosing a sequence x1 .1. x2 . x0 is a so called ‘critical point’ for f . Theorem 2.1. . for some ε ą 0. 146 . it follows from this and Theorem 2.3. it follows from this and Theorem 2. of elements of pxm . respectively. and hence that f 1 pxM q “ 0. Also. xm q that converges to xm in Deﬁnition 2. As a consequence.e.3.1. pa. we conclude that f p xq ´ f p xm q ě0 x ´ xm if b ą x ą xm and f p xq ´ f p xm q ď0 x ´ xm if a ă x ă xm . it follows that f pxq ´ f pxm q ě 0 for all x P Dpf q. Then f 1 p x0 q “ 0 . By choosing a sequence x1 .4. . the standard procedure of ﬁnding the maximum and minimum values of f proceeds by ﬁnding the zeros of the derivative of the restriction.if a ă x ă xM . pa. let f px0 q ď f pxq { f px0 q ě f pxq for all x such that x0 ´ ε ă x ă x0 ` ε.12 that f 1 pxm q ě 0 and f 1 pxm q ď 0. i. xM q that converges to xM in Deﬁnition 2. subsequent calculation of the corresponding function values of f in those zeros and comparison of the obtained values with the function values of f at a and b. The maximum. x2 .4. of elements of pxM . Hence in case that the restriction of f to pa. . minimum value of these function values is the maximum and minimum value of f . Further.e. . . . let f have a local minimum / maximum at some x0 P I . respectively. (Necessary condition for the existence of a local minimum/maximum) Let f be a differentiable real-valued function on some open interval I of R. bq is differentiable. i.12 that f 1 pxM q ď 0 and f 1 pxM q ě 0.5. bq. bq. respectively. and hence that f 1 pxm q “ 0. by deﬁnition of xm .

4 x Fig. If f has a local minimum/maximum at x0 P I . Proof. respectively.15 1. ﬁnally.2 0.95 1 0.y 1. but not at x “ 0. for h ą 0 and h ă 0.2. it follows by Theorem 2.5.2. Find the critical points of f : R Ñ R deﬁned by f pxq :“ x4 ` x3 ` 1 for all x P R. 40: Gpf q from Example 2.6 0. but not sufﬁcient for the existence of a local extremum. 40.5.4 0.2 0. 147 . Therefore. See Fig. Note that f has a local extremum at x “ ´3{4. Solution: The critical points of f are the solutions of the equation 0 “ f 1 pxq “ 4x3 ` 3x2 “ x2 p4x ` 3q and hence given by x “ 0 and x “ ´3{4. Hence the condition in Theorem 2.3. then it follows for sufﬁciently small h P R˚ that 1 rf px0 ` hq ´ f px0 qs h is ě pďq 0 and ď pěq 0.1 is necessary.05 0. Example 2.12 that f 1 px0 q is at the same time ě 0 and ď 0 and hence.1 1.5. equal to 0.

3. ´ 6 6 since f 1 pxq “ 1 ` 2 sinpxq for all x P p´π.5. In the last case. respectively. π s Ñ R deﬁned by f pxq :“ x ´ 2 cospxq for all x P r´π. Those points. Now ˆ ˙ ´ π¯ ´π ? ¯ ? 5π 5π f ´ “´ ` 3 . 41: Gpf q from Example 2.y 5 4 3 2 1 x 3 2 1 1 2 2 3 Fig.e. i. i. according to Theorem 2.. or inside the interval. where these values are assumed.5. π q.3. π s. Find the maximum and minimum values of f : r´π.33. π q. in the open interval p´π.1 those are critical points of the restriction of f to this interval.e. in the points ´π or π . The last are given by 5π π x“´ .. Example 2. f ´ “ 3´ 6 6 6 6 148 .3. Solution: Since f is continuous. can be either on the boundary of the domain. there f assumes the values 2 ´ π and 2 ` π .5. such values exist according to Theorem 2.

5. See Fig.3 that f 1 pcq “ 0 for every c P pa.5. bs and x1 P ra. the subsequent theorem gives that the open interval I that is contained in the domain of a continuous function and that has two subsequent roots of that function as end points. contains precisely one zero of the derivative of the restriction of that function to I if that restriction is differentiable. Further. bs. f is a constant function. according to Theorem 2. Hence in both cases the statement of the theorem follows. Hence in this case.5.4. respectively. Show that f : R Ñ R deﬁned by f pxq :“ x3 ` x ` 1 for all x P R.39.4. and it follows by Example 2. which he used in his method of cascades devised to ﬁnd intervals around zeros of polynomial functions that contain no other roots. Otherwise.5. b it follows that f paq ď f pxq ď f pbq “ f paq for all x P ra. bs Ñ R be continuous where a. bq such that f 1 pcq “ 0. Example 2. (Compare Example 2.3. if both of those points are at the interval ends a. 41. bq.? and hence the minimum value of f is ´pπ {6q ´ 3 (assumed inside the interval) and its maximum value is π ` 2 (assumed at the right boundary of the interval). let f be differentiable on pa. The following is a theorem of Michel Rolle. Then there is c P pa.1. In this connection. b P R are such that a ă b.3. (Rolle’s theorem) Let f : ra. Since f is continuous. bq and f paq “ f pbq.) 149 . Theorem 2. published in 1691. Now if one of these points is contained in the open interval pa. the derivative of f in that point vanishes by Theorem 2. bs. bq. The following example provides a typical application of Rolle’s theorem. has exactly one zero.33 f assumes its minimum and maximum value in some points x0 P ra. Proof.

6. which is differentiable on pa. 150 .5. f pbqq. Then it follows by Theorem 2. Then according to the theorem. Its proof proceeds by construction of an appropriate auxiliary function which allows the application of Rolle’s theorem. 42: Illustration of the statement of the mean value theorem 2. Hence f has exactly one zero. Further. bq. see Fig. Its use as a central theoretical tool in calculus / analysis was initiated by Cauchy. where a ă b. we consider a continuous function f deﬁned on a closed interval of R with left end point a and right end point b. bq with slope identical to slope of the line segment (‘secant’) from pa. f paqq and pb. 42. f is differentiable with f 1 pxq “ 3x2 ` 1 ą 0 for all x P R.3. there is a tangent to graph of the restriction of f to pa. f is continuous and because of f p´1q “ ´1 ă 0 and f p0q “ 1 ą 0 and Corollary 2.5. Proof. The mean value theorem is a simple generalization of Rolle’s theorem which will be frequently used in the following. 0q.38 has a zero x0 in p´1.4 the existence of a zero of f 1 in the interval with endpoints x0 and x1 .y fb fa x a c b Fig. 23. Now assume that there is a another zero x1 . See Fig. For a simple geometrical interpretation of the statement of the mean value theorem.

Then h is continuous as well as differentiable on pa. Further. Deﬁne the auxiliary function h : ra. bq. b P R are such that a ă b.4 there is c P pa. Assume that f is not a constant function. bs. b´a Intuitively. x2 P pa. Hence f is a constant function.Theorem 2. Hence by Theorem 2. Then there are x1 .5. 151 . (Mean value theorem) Let f : ra.6 the existence of c P px1 . bq Ñ R be differentiable.5. x2 q such that f px2 q ´ f px1 q “ f 1 pcq “ 0 x2 ´ x1 and hence that f px1 q “ f px2 q. let f 1 pxq “ 0 for all x P pa. bq with f pbq ´ f paq h 1 pxq “ f 1 pxq ´ b´a for all x P pa. bs Ñ R by hpxq :“ f pxq ´ f pbq ´ f paq ¨ p x ´ aq ´ f p aq b´a for all x P ra. bq such that f pbq ´ f paq “ f 1 pcq . bq such that h 1 pcq “ f 1 pcq ´ f pbq ´ f paq “0. Indeed. Proof. Let f : pa. The proof is indirect. Theorem 2. bq.5. bq satisfying x1 ‰ x2 and f px1 q ‰ f px2 q. let f be differentiable on pa. it should be expected that every function which is deﬁned on an open interval of R and has a vanishing derivative is a constant function. Then f is a constant function.5. bs Ñ R be a continuous function where a. b P R are such that a ă b. where a. Hence it follows by Theorem 2. Then there is c P pa. bq and hpaq “ hpbq “ 0.7. Further. this can be seen as a ﬁrst important consequence of the mean value theorem.6. b´a Proof.

it follows by help of the previous theorem. Then we deﬁne the auxiliary function h : pa. b P R be such that a ă 0 and b ą 0.5. This can be seen as follows. Hence it follows by Theorem 2. For this. bq.5. bq Ñ R of the differential equation f 1 pxq “ f pxq for all x P pa.7. that there is no other solution.5.1) for all t from some non-empty open time interval I Ă R where f ptq is the position of the particle at time t and F pxq is the external force at the point 152 .7 that h is a constant function of value hp0q “ f p0q “ 1 which has the consequence that f pxq “ exppxq for all x P pa.9. Theorem 2. (Energy conservation) Newton’s equation of motion for a point particle of mass m ě 0 moving on a straight line is given by mf 2 ptq “ F pf ptqq (2. bq satisﬁes all these demands. bq that satisfy f p0q “ 1. As a consequence. Solution: We know that f pxq :“ exppxq for every x P pa. Indeed.Typically. (A characterization of the exponential function) Let a. bq. bq. Find all solutions f : pa. let f be some function that satisﬁes these requirements.5. Example 2. the previous theorem is applied in proofs of uniqueness of solutions of differential equations and in the derivation of so called ‘conserved quantities’ of physical systems as in the subsequent examples. bq Ñ R by hpxq :“ expp´xq f pxq for all x P pa. Example 2.8. h is differentiable with a derivative h 1 satisfying h 1 pxq “ ´ expp´xq f pxq ` expp´xq f 1 pxq “ ´ expp´xq f pxq ` expp´xq f pxq “ 0 for all x P pa.5.

it is to be expected that a differentiable function is increasing (decreasing) on intervals where its derivative assumes positive values (negative values). Then f is strictly increasing ( increasing ) on ra.4.e.6. i.5. Hence according to Theorem 2.5. the ﬁnding of the solutions of the solution of (2. and hence there is c P px. which is second order in the derivatives. which is only ﬁrst order in the derivatives.4.8. y q such that f py q “ f pxq ` f 1 pcqpy ´ xq ą f pxq p ě f pxq q . y P ra. As a consequence. bs Ñ R be continuous where a.7.5. Let x and y be some elements of ra.5. bs that satisfy x ă y . Assume that F “ ´V 1 where V is a differentiable function from an open interval J Ą RanpI q. b P R are such that a ă b.. its value is called the total energy of the particle.1). bq. Theorem 2.2) 2 for all t P I is a constant function.1) that E is differentiable with derivative E 1 ptq “ mf 1 ptqf 2 ptq ` V 1 pf ptqq ¨ f 1 ptq “ f 1 ptq rmf 2 ptq ´ F pf ptqqs “ 0 for all t P I . f pxq ă f py q p f pxq ď f py q q for all x. is reduced to the solution of (2.5. bq and such that f 1 pxq ą 0 ( f 1 pxq ě 0 ) for every x P pa.x.e.5. Proof. That this is intuition is correct is displayed by the following theorem. Theorem 2. for an assumed value of the total energy. Show that E : I Ñ R deﬁned by m 1 E ptq :“ pf ptqq2 ` V pf ptqq (2. i. Then the restriction of f to the interval rx. Let f : ra. let f be differentiable on pa. In physics.10 and (2. Utilizing the interpretation of the values of the derivative of a function as providing the slopes of tangents at its graph.. values that are ě 0 (ď 0). Solution: It follows by Theorem 2. 153 .10.5. Its statement can be regarded as a another important consequence of the mean value theorem. Further. y s satisﬁes the assumptions of Theorem 2.2). E is a constant function. bs. bs such that x ă y .

10 that exp is strictly increasing. 8q. Hence there is an inverse function to exp which is called the natural logarithm and is denoted by ln. Example 2. 43: Graphs of exp and approximations. 8q.5. (ii) ex ą x ` 1 for all x P p0. 28. See Example 2.5.5.12. in the proof of injectivity of functions. Example 2. the previous theorem is used in the derivation of lower and upper bounds for the values of functions or more generally in the comparison of functions and.4 and Theorem 2. in particular.y 3 2 1 0.12. See Fig. 154 (2. Typically.4.5.3) .5. The subsequent examples provide such applications. Show that the exponential function exp : R Ñ R is strictly increasing. Show that (i) ex ą 1 for all x P p0.5.5 1 x Fig.4) (2. Solution: By Example 2.27 it follows that exp 1 pxq “ exppxq ą 0 for all x P R.11.3. Hence it follows by Theorem 2.

11 and (2.10. 28.3) follows since f p0q “ e0 ´ 1 “ 0. In Example 2.5. Hence f is strictly increasing according to Theorem 2.) Proof.5.5.3. See Fig. F pxq “ ´2x for all x P R.37.13. Ignoring the physical dimensions of the involved quantities in that example. the function E : I Ñ R.4) follows by Theorem 2. and (2.3. Show that lnpa ¨ bq “ lnpaq ` lnpbq for all a. 8q q “ r1.5. Deﬁne the continuous function f : r0. Example 2. 8q with g 1 pxq “ ex ´ 1 ą 0 for all x P p0. Solution: For a. Then g is differentiable on p0. Hence (2. it follows by Theorem 2. From Example 2. Further.10 since g p0q “ e0 ´ 0 ´ 1 “ 0. 8q Ñ R by f pxq :“ ex ´ 1 for all x P r0. it follows by the intermediate value theorem.(Compare Theorem 2. 8q and hence by part (iii) of Theorem 2. Then f is differentiable on p0. in the special case that m “ 2.9.27 that the range of exp is given by p0.5.3. b ą 0.5. 8q. 8q where (2. deﬁned by E ptq “ pf ptqq2 ` pf 1 ptqq2 155 . we derived a conserved quantity for the solutions of a differential equation. a special case of Newton’s equation of motion.3.5. 8q which therefore is also the domain of its inverse function ln.27 that ` ˘ ` ˘ lnpa ¨ bq “ ln elnpaq ¨ elnpbq “ ln elnpaq`lnpbq “ lnpaq ` lnpbq . Theorem 2. 8q. 8q.3) has been applied.4). deﬁne the continuous function g pxq :“ ex ´ 1 ´ x for all x P r0. As a consequence.5. 8q. exp is a strictly increasing bijective map from R onto p0.27. 8q with f 1 pxq “ ex ą 0 for all x P p0. b ą 0.5. that expp r0.

Proof.5. Differential equations of the form (2. Further. Since f is twice differentiable.14. in the description of the amplitudes of oscillations of damped harmonic oscillators in mechanics and in the description of the current as a function of time in simple electric circuits in electrodynamics.10.for all t P I and a solution f of the differential equation f 2 ptq ` f ptq “ 0 for all t P I . q P R. The key for this is the following lemma whose proof provides a further application of Theorem 2. let I be some open interval of R.5. we show that estimates on the growth of the same function E deﬁned for solutions of the related differential equation (2. was found to be a constant function.5. deﬁne E pxq :“ pf pxqq2 ` pf 1 pxqq2 for all x P I . The value of the corresponding constant is called the total energy that is associated to f .5) can be used to show the uniqueness of the solutions of that differential equation.5. An important feature of that quantity is its positivity.5. Then for all x P I 0 ď E pxq ď E px0 q ek|x´x0 | where k :“ 1 ` 2|p| ` |q | . (An ‘energy’ inequality for solutions of a differential equation) Let p. for instance. In the subsequent theorem.5) . x0 P I and f : I Ñ R satisfy the differential equation f 2 pxq ` p f 1 pxq ` q f pxq “ 0 for all x P I . E is differentiable such that E 1 pxq “ 2f pxqf 1 pxq ` 2f 1 pxqf 2 pxq 156 (2.5) appear frequently in applications. Lemma 2. Finally.

El by Er pxq :“ e´kx E pxq .“ 2f pxqf 1 pxq ´ 2 r p f 1 pxq ` q f pxq s f 1 pxq “ 2 p1 ´ q qf pxqf 1 pxq ´ 2 p pf 1 pxqq2 for all x P I .5. which is equivalent to the increasing of ´Er . We continue analyzing the consequences of these inequalities.10 that E pxq ď E px0 q ekpx´x0 q “ E px0 q ek|x´x0 | for x ě x0 and that E pxq ď E px0 q ekpx0 ´xq “ E px0 q ek|x´x0 | . The unique dependence of the solutions of (2. Hence E 1 is continuous and satisﬁes |E 1 pxq| ď 2 p1 ` |q |q |f 1 pxq| |f pxq| ` 2 |p| pf 1 pxqq2 “ ‰ ď p1 ` |q |q pf pxqq2 ` pf 1 pxqq2 ` 2 |p| pf 1 pxqq2 ď kE pxq for all x P I where it has been used that 2 |f 1 pxq| |f pxq| ď pf pxqq2 ` pf 1 pxqq2 .6) on ‘initial data’. El pxq :“ ekx E pxq for all x P I . As a consequence. For this. 157 . ´kE pxq ď E 1 pxq ď kE pxq for all x P I . El1 pxq “ ekx pE 1 pxq ` kE pxqq ě 0 for all x P I . Then Er1 pxq “ e´kx pE 1 pxq ´ kE pxqq ď 0 . and Er is increasing.5. Hence Er is decreasing. we deﬁne auxiliary functions Er . Hence it follows by Theorem 2. for x ď x0 . f px0 q and f 1 px0 q given at some x0 P R is a simple consequence of the preceding lemma.

Then there is at most one function f : I Ñ R such x0 P I and y0 . of main interest for applications are the solutions of (2. q P R.15. Further.5.14 that upxq “ 0 for all x P I and hence ¯. Hence it follows by Lemma 2. These are obtained by reducing the solution of this equation to the solution of the special cases corresponding to p “ 0.5.6). coshpxq :“ e ` e´x .Theorem 2.6) for all x P I and at the same time such that 1 f px0 q “ y0 . f ¯2 pxq ` p f ¯1 pxq ` q f ¯pxq “ 0 f 2 pxq ` p f 1 pxq ` q f pxq “ f for all x P I and ¯px0 q “ y0 . For this.16.5. 2 2 158 sinhpxq :“ . Let p. The solutions of the last are obvious. f 1 px0 q “ y0 . ¯ : I Ñ R be such that Proof. We deﬁne the hyperbolic sine function sinh.5. 1 P R. the hyperbolic cosine function cosh and the hyperbolic tangent function tanh by ˘ ˘ 1` x 1` x e ´ e´x . let f. that f “ f Of course. f px0 q “ f 0 ¯ satisﬁes Then u :“ f ´ f u 2 pxq ` p u 1 pxq ` q upxq “ 0 for all x P I and upx0 q “ u 1 px0 q “ 0 . let I be some open interval of R.5. Their representation is simpliﬁed by use of hyperbolic functions which are introduced next. Deﬁnition 2. y0 that f 2 pxq ` p f 1 pxq ` q f pxq “ 0 (2. f 1 px0 q “ f ¯1 px0 q “ y 1 .

5 2 1 1 2 x 0.y 3 2 2 1 1 2 3 1 2 x Fig.5 Fig. 45: Graphs of the hyperbolic tangent function and asymptotes given by the graphs of the constant functions on R of values 1 and ´1. y 0. 44: Graphs of the hyperbolic sine and cosine function. 159 .

6). In particular. D :“ pp2 {4q ´ q and x0 . Another resemblance to these functions is the relation ˘2 ı ˘2 ` 1 ”` x cosh2 pxq ´ sinh2 pxq “ e ` e´x ´ ex ´ e´x 4 ˘` ˘‰ 1 1 “` x “ e ` e´x ´ ex ` e´x ex ` e´x ` ex ´ e´x “ 2 e´x 2 ex “ 1 4 4 for all x P R.5.5. cosh 1 “ sinh similarly to the sine and cosine functions. As a consequence of (2. Obviously. Let p. cosp´xq “ coshpxq .5. The solutions of these special equations are obvious.6) corresponding to ‘initial data’. sinh. sinh 1 “ cosh . sinhp´xq “ ´ sinhpxq . f px0 q and f 1 px0 q given at some x0 P R are obtained in the proof of the following theorem by considering a function that is related to f . Also these functions are differentiable and.e.. Then the unique solution to f 2 pxq ` pf 1 pxq ` qf pxq “ 0 160 . tanh are antisymmetric and cosh is symmetric.5. 1 Theorem 2. this implies that cosh2 pxq ´ sinh2 pxq 1 tanh pxq :“ “ 1 ´ tanh2 pxq “ 2 cosh pxq cosh2 pxq 1 for all x P R. y0 P R. coshpxq for all x P R. tanhp´xq “ ´ tanhpxq for all x P R.6) with p “ 0. y0 . q P R. in particular. i. that function is a solution of the differential equation of the form (2.17. The solution of (2.tanhpxq :“ sinhpxq .

it follows by Theorem 2.5.9) ¯ is twice differenfor all x P R.5. Indeed.8) (2. h 2 ˆ ˙ p2 2 px{2 2 1 ¯ h pxq “ e h pxq ` p h pxq ` hpxq 4 161 .1 is given by satisfying f px0 q “ y0 and f 1 px0 q “ y0 “ f pxq “ y0 e´ppx´x0 q{2 coshpD1{2 px ´ x0 qq ´ ¯ ı ´1{2 py0 1{2 1 `D ` y0 sinhpD px ´ x0 qq 2 for x P R if D ą 0.5.7) ¯ : R Ñ R is deﬁned by for all x P R where h ¯ pxq :“ epx{2 hpxq h (2. f pxq “ e ´ppx´x0 q{2 ” ´ py ¯ ı 0 1 y0 ` ` y0 px ´ x0 q 2 for x P R if D “ 0 and “ f pxq “ y0 e´ppx´x0 q{2 cosp|D|1{2 px ´ x0 qq ¯ ı ´ 1 1{2 ´1{2 py0 ` y0 sinp|D| px ´ x0 qq ` |D | 2 for x P R if D ă 0.8 that h tiable if and only if h is twice differentiable and in this case that ´ ¯ ¯ 1 pxq “ epx{2 h 1 pxq ` p hpxq . we ﬁrst notice that a function h : R Ñ R satisﬁes h 2 pxq ` ph 1 pxq ` qhpxq “ 0 for all x P R if and only if p2 h pxq ` q ´ 4 ¯2 ˆ ˙ ¯ pxq “ 0 h (2.4. Proof. For this.

then the restriction of f ´1 to pf paq.5. it follows by (2. 1 hpx0 q “ y0 and h 1 px0 q “ y0 if and only if ´ ¯ ¯ px0 q “ y0 epx0 {2 . bs of R where a.10).10) is given by ¯ pxq “ y0 epx0 {2 coshpD1{2 px ´ x0 qq h ´ py ¯ 0 1 ` D´1{2 ` y0 epx0 {2 sinhpD1{2 px ´ x0 qq 2 for x P R.for all x P R.5. bq is in addition differentiable. f pbqq is also differentiable.5.10) is given by ¯ pxq “ y0 epx0 {2 cosp|D|1{2 px ´ x0 qq h ´ ¯ ´1{2 py0 1 ` |D | ` y0 epx0 {2 sinp|D|1{2 px ´ x0 qq 2 for x P R.8) and (2.44. then a solution to (2. If D “ 0.5. If the restriction of f to pa. too. h ¯ 1 px0 q “ py0 ` y 1 epx0 {2 .5.5. b P R are such that a ă b.5.8) and (2.8) and (2. Moreover. the following theorem gives an often used representation of the derivative of the last in terms of the derivative of f . The last implies that ˆ ˙ ˆ ˙ p2 ¯ p2 2 px{2 2 1 ¯ h pxq ` q ´ hpxq “ e h pxq ` p h pxq ` hpxq 4 4 ˆ ˙ 2 p ` epx{2 q ´ hpxq “ epx{2 ph 2 pxq ` ph 1 pxq ` qhpxqq “ 0 4 for all x P R if and only if (2. If D :“ pp2 {4q ´ q ą 0. then a solution to (2. In addition. 162 . we consider three cases.9) and by Theorem 2.5. h (2.15 the statement of this theorem.5. If D ă 0.8) and (2.7) is satisﬁed for all x P R. ﬁnally. is continuous. then a solution to (2.3.5.5.10) is given by ´ ¯ ¯ pxq “ y0 epx0 {2 ` py0 ` y 1 epx0 {2 px ´ x0 q h 0 2 for x P R.10) 0 2 For the solution of (2. According to Theorem 2. Hence.5. the inverse of a strictly increasing continuous function deﬁned on a closed interval ra.

arcsin 1 pxq “ 1 1 “ sin parcsinpxqq cosparcsinpxqq 1 1 exp 1 plnpxqq “ 1 1 “ expplnpxqq x 163 . y2 . 8q. f pbqs as well as differentiable on pf paq.4 the statement (2.18. Solution: By Theorem 2.5. be a sequence in pf paq. The following examples. Now let y P pf paq.18.3.3.44 f ´1 is continuous.5. f pbqq zty u which is convergent to y .Theorem 2. by the continuity of f ´1 . f ´1 py2 q. . and by Theorem 2. f pbqq with ` ´1 ˘ 1 1 (2. Further.5. bq ztf ´1 py qu which.5. it follows that f is strictly increasing and hence that there is an inverse function f ´1 for f . f pbqs and hence that f ´1 is deﬁned on rf paq. it follows that ln 1 pxq “ for every x P p0. .5. f pbqs. by Theorem 2. b P R are such that a ă b.3.43 it follows that f pra. arcsin.11) f p y q “ 1 ´1 f pf py qq for all y P pf paq. f pbqq and y1 . . bq. . Hence it follows for n P N˚ that „ ´1 f pf ´1 pyn qq ´ f pf ´1 py qq f ´1 pyn q ´ f ´1 py q “ yn ´ y f ´1 pyn q ´ f ´1 py q and hence by the differentiability of f in f ´1 py q. Example 2.11). Calculate the derivative of ln.19. Further. arccos and arctan. bsq “ rf paq.5. bq and such that f 1 pxq ą 0 for every x P pa.10. Proof. . By Theorem 2. . bs Ñ R be continuous where a. Then f ´1 py1 q. give two applications of the previous theorem. is a sequence in pa. f pbqq. The second example is from the ﬁeld of General Relativity. (Derivatives of inverse functions) Let f : ra. that f 1 pf ´1 py qq ą 0 and by Theorem 2. converges to f ´1 py q. let f be differentiable on pa. Then the inverse function f ´1 is deﬁned on rf paq.

In terms of Kruskal coordinates.20. 2 1 ´ x2 1 ´ sin parcsinpxqq 1 1 arccos 1 pxq “ “´ 1 cos parccospxqq sinparccospxqq 1 1 “ ´a “ ´? 2 1 ´ x2 1 ´ cos parccospxqq for all x P p´1.y 2 1 1 1 2 3 x Fig. Example 2. v q “ h´1 pu2 ´ v 2 q 164 1 1 1 “ “ 2 tan parctanpxqq p1 ` tan qparctanpxqq 1 ` x2 1 . the radial coordinate projection r : Ω Ñ p0. 46: Graph of the auxiliary function h from Example 2. 1q and arctan 1 pxq “ for every x P R.20.5. 1 1 “a “? . 8q of the Schwarzschild solution of Einstein’s ﬁeld equation is given by rpu.5.

8q Ñ p´1. Bv r ˆ ´r{p2M q ˙ Br e 2 pu. In a ﬁrst step. Calculate Br Br .5. and M ą 0 is the mass of the black hole.18 that Br pu. uq P Ω. Here Ω :“ tpv. . Since h 1 pxq “ ¯ 1 x{p2M q 1 ´ x x e ` ´ 1 ex{p2M q “ ¨ ex{p2M q 2M 2M 2M 4M 2 for every x ą 0. uq P R2 : u2 ´ v 2 ą ´1u . Bv Bu for all pv. v qq s´1 .for all pv. v q “ ´2v ¨ ph´1 q 1 pu2 ´ v 2 q “ ´2v ¨ r h 1 ph´1 pu2 ´ v 2 qq s´1 Bv “ ´2v ¨ r h 1 prpu. let pv. Finally. 8q is deﬁned by ´ x ¯ hpxq :“ ´ 1 ex{p2M q 2M for all x P p0. this implies that ˆ ´r{p2M q ˙ Br e 2 pu. uq P Ω where h : p0. v q . h is bijective and h´1 is differentiable. v q “ ´8M v pu. uq P Ω. Br pu. Solution: For this. v q “ 8M u pu. we conclude by Theorem 2. v qq s´1 . geometrical units are used where the speed of light and the gravitational constant have the value 1. v q . Bu r 165 . 8q. v q “ 2u ¨ ph´1 q 1 pu2 ´ v 2 q “ 2u ¨ r h 1 ph´1 pu2 ´ v 2 qq s´1 Bu “ 2u ¨ r h 1 prpu. In addition.

22.5.5. See Deﬁnition 2.y 2 2 y 1 1 1 2 x 1 2 x Fig.21. x ÞÑ xa q is differentiable with derivative a a¨ln x a ln x`pa´1q¨ln x a ln x pa´1q¨ln x ¨e “ ¨e “ ¨e ¨e “ a ¨ xpa´1q x x x in x ą 0. we deﬁne the corresponding power function by xa :“ ea¨ln x for all x ą 0. 47: Graphs of power functions corresponding to positive (ě 0) and negative (ď 0) a. xa xb “ xa`b . Show that x0 “ 1 . pxa qb “ xab 166 . By Theorem 2.4. Deﬁnition 2.5. the natural logarithm function. respectively. 8q Ñ R. the power function pp0. xa y a “ pxy qa .21. Example 2.10. (General powers) For every a P R. The following deﬁnes general powers of strictly positive (ą 0) real numbers in terms of the exponential function and its inverse. Also the following calculational rules are simple consequences of the deﬁnition of general powers and basic properties of the exponential function and its inverse.

23. xa y a “ ea¨ln x ea¨ln y “ ea¨ln x`a¨ln y “ ea¨pln x`ln yq “ ea lnpxyq “ pxy qa .21.10. Solution: By Deﬁnition 2. it follows for such x.y 1 x 1 1 2 2 Fig.5.5. a and b that x0 “ e0¨ln x “ e0 “ 1 . b P R. The following derives frequently used polynomial approximations of the natural logarithm function as a further example for the application of Theorem 2. 48: Graphs of ln and polynomial approximations corresponding to a “ 1{2.12) is that the natural logarithm ‘ lnpxq is growing more slowly than any positive power of x for large x ’.23. Show that for every a ą 0 lnpxq ă 1 a px ´ 1q a (2. xa xb “ ea¨ln x eb¨ln x “ ea¨ln x`b¨ln x “ epa`bq¨ln x “ xa`b . Example 2.5. A verbalization of the estimate (2.12) 167 . pxa qb “ eb¨ln x “ eb¨ln e a a¨ln x “ eb a ln x “ ea b ln x “ xab .5. See Example 2. y ą 0 and a.5.5. 1 and 2. for all x. y.

an P R.for all x ą 1. Then f is differentiable on p1. bn P R. ¸ ¸ ˜ ˜ n n n ÿ ÿ ÿ bk p ak ` b k q “ ak ` k “m k “m n ÿ k “m n ÿ k“m k“m and λ ak “ λ ak for every λ P R and bm . . we deﬁne for every n P N the corresponding factorial n! recursively by 0! :“ 1 . pk ` 1q! :“ pk ` 1qk ! for every k P N˚ . . 168 . Another important consequence of Theorem 2. In addition. (See Exercise 2. 1! “ 1. For its formulation. . . Deﬁnition 2.6 is given by Taylor’s theorem which is frequently employed in applications. . . we deﬁne n ÿ ak :“ am ` am`1 ` ¨ ¨ ¨ ` an .5. Hence in particular.24. 4! “ 24. it is not necessary to indicate the order in which the summation is to be performed. .3. 2! “ 2. 8q Ñ R by f pxq :“ 1 a px ´ 1q ´ lnpxq a for all x ě 1.5.2 for an application of the case a “ 1{2.10. . we need to introduce some additional terminology.5. 5! “ 120 and so forth. k “m Note that.5.12) follows by Theorem 2. If m. obviously. Further.) Solution: Deﬁne the continuous function f : r1. n P N such that m ď n and and am . as a consequence of the associative law for addition. 8q with f 1 pxq “ ˘ 1 ` a¨ln x 1 a a¨ln x 1 ¨ ¨e ´ “ e ´1 ą0 a x x x for x ą 1 and f p1q “ 0. 3! “ 6. Hence (2.

According to the mean value theorem. bq.5. by the same reasoning. we conclude that for every arbitrary preassigned error bound ε ą 0 there is an interval I around x0 such that |f pxq ´ f px0 q ´ px ´ x0 qf 1 px0 q| ď ε for every x P I . it follows the existence of ζ in the open interval between x0 and ξ such that f 1 pξ q “ f 1 px0 q ` pξ ´ x0 qf 2 pζ q . Hence we conclude that f pxq “ f px0 q ` px ´ x0 qf 1 pξ q “ f px0 q ` px ´ x0 q r f 1 px0 q ` pξ ´ x0 qf 2 pζ qs “ f px0 q ` px ´ x0 qf 1 px0 q ` px ´ x0 qpξ ´ x0 qf 2 pζ q and |f pxq ´ f px0 q ´ px ´ x0 qf 1 px0 q| ď |x ´ x0 |2 ¨ |f 2 pζ q| . there is ξ in the open interval between x0 and x such that f pxq ´ f px0 q “ f 1 pξ q . we consider a twice continuously differentiable function f deﬁned on an open subinterval pa. x ´ x0 This implies that f pxq “ f px0 q ` px ´ x0 qf 1 pξ q . bq of R where a. b P R are such that a ă b.13) Since f 2 is continuous. Further. (2. let x0 . Further. x P pa. Hence the restriction of f to I can be approximated within an error ε by the restriction of the linear polynomial function p1 pxq :“ f px0 q ` px ´ x0 qf 1 px0 q 169 .For the motivation of Taylor’s theorem.

25. Indeed. I be a non-trivial open interval and f : I Ñ R be n´times differentiable. Note that 1 px0 q “ f 1 px0 q . In that case. In particular. p1 is the uniquely determined linear.for all x P R to I . polynomial that assumes the value f px0 q in x0 and whose derivative assumes the value f 1 px0 q in x0 . pn is easily determined to be of the form n ÿ f pkq px0 q px ´ x0 qk . (Taylor’s theorem) Let n P N˚ . of order ď 1. . This polynomial is called the linearization of f around the point x0 . . it is to be expected that f can be described with higher precision near x0 by polynomials of higher order than 1. . Often.e. n.5. i. let a and b be 170 . Indeed. If f is sufﬁciently often differentiable. this speculation turns out to be correct. this is done without performing an error estimate like (2.13) in the hope the error introduced by the replacement is in some sense ‘small’. p1 px0 q “ f px0 q . Its proof proceeds by application of the last to a skillfully constructed auxiliary function. We ﬁrst give Taylor’s theorem in a form which resembles that of the mean value theorem. this is true and Taylor’s theorem provides such so called Taylor polynomials pn for n P N˚ with n ą 1. pn px0 q “ f pkq px0 q for k “ 1. functions are frequently replaced by their linearizations around appropriate points to simplify subsequent reasoning. . It is tempting to speculate that pn is the uniquely determined polynomial of order ď n such that pkq pn px0 q “ f px0 q . Finally. pn pxq “ k! k“0 for all x P R where we set f p0q :“ f and f is assumed to be pn ` 1q-times continuously differentiable.5. its graph coincides with the tangent to the graph of f in x0 . In applications. Theorem 2. p1 Therefore.

Hence according to Theorem 2. there is c in the open interval between a and b such that 0 “ h 1 pcq “ ´ which implies (2. Deﬁne the auxiliary function g : I Ñ R by g pxq :“ f pbq ´ n ´1 ÿ f pkq pxq pb ´ xqk k ! k “0 for all x P I .5.4.5. Then there is c in the open interval between a and b such that f pbq “ n ´1 ÿ f pnq pcq f pkq paq pb ´ aqk ` pb ´ aqn k ! n ! k “0 (2.two different elements from I . Deﬁne a further auxiliary function h : I Ñ R by ˙n ˆ b´x g paq hpxq :“ g pxq ´ b´a for all x P I .5. Then it follows that g pbq “ 0 and moreover that g is differentiable with n ´1 ÿ f pkq pxq f pk`1q pxq k pb ´ xq ` pb ´ xqk´1 g p xq “ ´ k ! p k ´ 1 q ! k “1 k “0 1 n ´1 ÿ “´ f pnq pxq pb ´ xqn´1 pn ´ 1q! for all x P I . Proof.14).14) where f p0q :“ f and pb ´ aq0 :“ 1. 171 f pnq pcq pb ´ cqn´1 pb ´ cqpn´1q ` n g paq pn ´ 1q! pb ´ aqn . Then it follows that hpaq “ hpbq “ 0 and that h is differentiable with h 1 pxq “ ´ f pnq pxq pb ´ xqn´1 pb ´ xqn´1 ` n g paq pn ´ 1q! pb ´ aqn for all x P I .

Then ˇ ˇ n ´1 pkq ˇ ˇ CLn ÿ f p x0 q ˇ ˇ px ´ x0 qk ˇ ď . one often meets the notation f pxq « p1 pxq saying that f and p1 are approximately the same near x0 . let x0 P I and C ě 0 be such that |f pnq pxq| ď C for all x P I . I be a non-trivial open interval of length L and f : I Ñ R be n´times differentiable. this often leads to a replacement of f by its linearization.27.26 is called ‘ the pn ´ 1q-degree polynomial of f centered at x0 ’. 172 . ˇf pxq ´ ˇ ˇ k ! n ! k “0 for all x P I . In particular.5.26.5. (Taylor’s formula) Let n P N˚ . Remark 2.5.25 is usually applied in the following form. it follows (for the case n “ 2) that: p1 pxq “ f px0 q ` f 1 px0 q px ´ x0 q for all x P R which is also called the ‘linearization or linear approximation of f at x0 ’ and CL2 |f pxq ´ p1 pxq| ď 2 if C ě 0 is such that |f 2 pxq| ď C for all x P I . Finally. If the error can be seen to be ‘negligible’ for the application. Corollary 2. The polynomial pn´1 pxq :“ n ´1 ÿ f pkq px0 q px ´ x0 qk k ! k “0 for all x P R in Corollary 2. In applications.Taylor’s Theorem 2.5.

28.3 0. and estimate its error on the interval r0.5.1 1.5 x Fig.15 1.2 0.28. Solution: f is twice differentiable on p´1. it follows from (2.5.y 1. Calculate the linearization p1 of f : r´1.4 0. Example 2.05 0. 8q with 1 1 p1 ` xq´1{2 .2 1.1 0. 1{2s. f 2 pxq “ ´ p1 ` xq´3{2 . 1{2s.5. 49: Graphs of f and p1 from Corollary 2. 8q at x “ 0. 2 4 Hence p1 is given by 1 p 1 p xq “ 1 ` x 2 for all x P R Because of ˇ ˇ ˇ1 ˇ 1 ´ 3 { 2 ˇ p 1 ` xq ˇď ˇ4 ˇ 4 f 1 p xq “ for all x P r0.27) that the absolute value of the relative error satisﬁes |p1 pxq ´ f pxq| 1 ď |f pxq| 32 173 .25 1. 8q Ñ R deﬁned by ? f pxq :“ 1 ` x for all x P r´1.

we say that f is locally convex at x0 . We know that the ﬁrst derivative of a function f in a point p of its domain provides the slope of the tangent at the graph of the function in the point pp. According to Taylor’s theorem. bq. b P R are such that a ă b.5. let x0 . 1{2s. bq Ñ R be differentiable where a. Hence if f 2 px0 q ą 0. we say that f is locally concave at x0 . for x sufﬁciently near to x0 . Indeed. equivalently. We call f convex (concave) if f pxq ą f px0 q ` f 1 px0 qpx ´ x0 q p f pxq ă f px0 q ` f 1 px0 qpx ´ x0 q q 174 . the point px.for all x P r0. (Convexity / concavity of a differentiable function) Let f : pa. Further. Hence it is natural to ask whether there is geometrical interpretation of the second derivative.29. it follows for x sufﬁciently near to If f 1 px0 q ‰ 0. x P pa. for x sufﬁciently near to x0 . f pxqq lies above the tangent at x0 . For this. f pxqq lies below the tangent at x0 . the value of f pxq exceeds the value of its linearization at x0 or. In this case. such interpretation can be given in terms of the way how the graph of the function ‘bends’. there is ξ in the open interval between x0 and x such that f pxq “ f px0 q ` f 1 px0 qpx ´ x0 q ` f 3 pξ q f 2 p x0 q px ´ x0 q2 ` px ´ x0 q3 . since f 3 x0 that |f 3 pξ q| |f 2 px0 q| px ´ x0 q2 ą |x ´ x0 |3 2 6 and hence that f pxq ą f px0 q ` f 1 px0 qpx ´ x0 q if f 2 px0 q ą 0 and f pxq ă f px0 q ` f 1 px0 qpx ´ x0 q if f 2 px0 q ă 0. bq of R where a. Deﬁnition 2. If f 2 px0 q ă 0. In this case. This can be seen by help of Taylor’s theorem. the value of f pxq is smaller than the value of its linearization at x0 or. b P R are such that a ă b. 2 6 is continuous. f ppqq. the point px. we consider a three times continuously differentiable function f deﬁned on an open subinterval pa. equivalently.

(2. there is c P px0 .e. x0 q such that f px0 q ´ f pxq “ f 1 p cq x0 ´ x 1 and such that f strictly increasing on rx. we consider the case that f 2 pxq ą 0 for all x P pa. and such that f 2 pxq ą 0 (f 2 pxq ă 0) for all x P pa. bq. bq and x P pa. In the remaining case that f 2 pxq ă 0 for all x P pa.15). The following theorem proves the convexity / concavity of a function under less restrictive assumptions than our motivational analysis above. bq. b P R are such that a ă b. it follows that there c P px.. bq be such that x ą x0 . bq. x P pa. it follows that f 1 is strictly increasing on rx0 . ‘f is convex’ (‘f is concave’). For this. First. x P pa. where a. bq such that x ă x0 . Let f : pa. Proof. Theorem 2.10. i. bq Ñ R be twice differentiable on pa. bq.for all x0 .6. x ´ x0 By Theorem 2.5. bq such that x0 ‰ x. let x0 P pa. According to Theorem 2. xs and hence that f pxq ´ f px0 q “ f 1 pcq ą f 1 px0 q x ´ x0 and that f pxq ą f px0 q ` f 1 px0 qpx ´ x0 q .30.5.15) Analogously for x P pa. bq such that x0 ‰ x. xq such that f pxq ´ f px0 q “ f 1 pcq .5.5.5. application of the previous to ´f gives ´f pxq ą ´f px0 q ´ f 1 px0 qpx ´ x0 q 175 . Then f pxq ą f px0 q ` f 1 px0 qpx ´ x0 q p f pxq ă f px0 q ` f 1 px0 qpx ´ x0 q q for all x0 . x0 s and hence that f px0 q ´ f pxq “ f 1 pcq ă f 1 px0 q x0 ´ x which implies (2.

50: Graphs of exp along with linearizations around x “ 1. The exponential function exp is convex because of exp 2 pxq “ exppxq ą 0 for all x P R.y 30 25 20 15 10 5 x 1 1 2 3 Fig. Example 2. bq ztx0 u. 50. Solution: f is twice continuously differentiable with ˙ ˆ 1 1 1 3 2 2 2 2 f pxq “ 4x ` 3x ´ 4x . Find the intervals of convexity and concavity of f : R Ñ R deﬁned by f pxq :“ x4 ` x3 ´ 2x2 ` 1 for all x P R.31. Example 2.5. bq and x P pa.32. 2 and 3.5. See Fig. f pxq “ 12x ` 6x ´ 4 “ 12 x ` x ´ 2 3 ˜ c ¸ ˜ c ¸ 1 1 19 19 “ 12 x ` ` ¨ x` ´ 4 48 4 48 176 . and hence f pxq ă f px0 q ` f 1 px0 qpx ´ x0 q for all x0 P pa.

y 4 2 2 1 2 1 x Fig. for all x P R.5.yq lies below the straight line (‘secant’) between px. bq where a.33. f py qq. bq Ñ R be differentiable on pa. y P I such that x ă y the graph of f |px. Theorem 2.8 4 48 4 48 and concave on the interval ˜ c c ¸ 1 19 1 19 ´ ´ . ´ ´ . b P R are such that a ă b.32 and parallels to the y ´axis through its inﬂection points. Hence f is convex on the intervals ˜ ¸ c ¸ ˜ c 1 1 19 19 ´8.5. Then f is convex if and only if „ f py q ´ f pxq f py q ´ f pxq f pz q ă f pxq ` pz ´ xq “ f py q ´ py ´ z q y´x y´x 177 . 4 48 4 48 The following theorem gives another useful characterization of a function deﬁned on interval I of R to be convex. Let f : pa. Such function is convex if and only if for every x.´ ` . f pxqq and py. ´ ` . 51: Graph of f from Example 2.

it follows the existence of ξ P px. y P pa. for all x. By the mean value theorem Theorem 2. bq such that x ă z ă y . it follows that f py q ą f pxq ` f 1 pxqpy ´ xq . 52: Graph of a convex function (black) and secant (blue). y´x In the case that ξ ď z . y.5. bq be such that x ă y . it follows by help of the ﬁrst step that f py q ´ f pxq f py q ´ f pz q “ f 1 pξ q ď f 1 pz q ă y´x y´z 178 and hence that .33. we conclude as follows. z P pa. Compare Theorem 2. As a consequence of the convexity of f . bq be such that x ă z ă y .6. f pxq ą f py q ` f 1 py qpx ´ y q f py q ´ f pxq ă f 1 py q . For the ﬁrst step. let x. For the second step. y´x This is true for all x. Not that this implies that f 1 is strictly increasing. bq be such that x ă y . z P pa. y q such that f 1 pxq ă f py q ´ f pxq “ f 1 pξ q . y. let x. If f is convex. Proof. y P pa.5.y x Fig.

It follows from the assumption that f pξ q ´ f pxq f py q ´ f pxq f pz q ´ f pxq ă ă . y´x for all x. y. z P pa. it follows by taking the limit z Ñ x that f 1 pxq ď This implies that f 1 pxq ă f py q ´ f pxq y´x 179 f pξ q ´ f pxq f py q ´ f pxq ă . ξ´x y´x . bq such that x ă z ă y . y´x In the case that z ď ξ . note that the previous implies that f pz q ´ f pxq f py q ´ f pxq f py q ´ f pz q ă ă . let x. For this. ξ P pa. bq be such that x ă z ă ξ ă y . if f py q ´ f pxq f pz q ă f pxq ` pz ´ xq y´x „ f py q ´ f pxq “ f py q ´ py ´ z q y´x f py q ´ f pxq . z´x ξ´x y´x From this. z´x y´x y´z In the following. z. y. we conclude as follows. it follows by help of the ﬁrst step that f py q ´ f pxq f pz q ´ f pxq “ f 1 pξ q ě f 1 pz q ą y´x z´x and hence that f pz q ă f pxq ` pz ´ xq On the other hand.and hence that f pz q ă f py q ´ py ´ z q f py q ´ f pxq .

17).16) Since (2. it follows by taking the limit ξ Ñ y that f py q ´ f pxq f py q ´ f pz q ă ď f 1 py q . Finally.5. we conclude the following for x. y´x y´z y´ξ From this.5.and therefore that f py q ą f pxq ` f 1 pxqpy ´ xq . (2. it follows from the assumption that f py q ´ f pxq f py q ´ f pz q f py q ´ f pξ q ă ă . 2. 180 . for all x. A typical example for the application of Theorems 2.5. bq such that x ă y .5. bq such that x ‰ y .33 is given in the following example which derives an occasionally used lower bound for the sine function. y P pa. Also.30. y´x y´z This implies that f py q ´ f pxq ă f 1 py q y´x and therefore that f pxq ą f py q ` f 1 py qpx ´ y q . bq such that y ă x f pxq ą f py q ` f 1 py qpx ´ y q .17) (2. y P pa.16) is true for all x.5.5. y P pa. from this and (2. it follows that f pxq ą f py q ` f 1 py qpx ´ y q .

In that case.18) is trivially satisﬁed for x “ 0. it follows the validity of (2.5. We know that the vanishing of the ﬁrst derivative in a point x of the domain is a necessary.33.5. then it follows by the continuity of f 2 that the restriction of f 2 to a sufﬁciently small interval around x assumes strictly negative (strictly positive) values and hence that that restriction is concave (convex) and therefore that x marks the position of a local maximum (minimum) of f .30. Compare Example 2. Example 2.5. it follows that the restriction of ´ sin to p0. π {2s. the tangent to graph of f in the point px. 53: Graph of sine function (black) and secant (blue). but in general not sufﬁcient. if f is in addition twice continuously differentiable such that f 2 pxq ă 0 (f 2 pxq ą 0).34. Show that sinpxq ě 2x{π (2. π {2s where n P N˚ . condition for a differentiable function f to assume a local maximum or minimum in x. π q is convex. π {2s.5. By taking the limit n Ñ 8.18) for all x P r0. From the last and the fact that (2. 181 .5.5. this leads to ´ sinpxq ď ´2x{π for all x P p0. this implies that ´ sinpxq ď ´ sinp1{nq ` rx ´ p1{nqs ¨ sinp1{nq ´ 1 pπ {2q ´ p1{nq for all x P r1{n. f pxqq is horizontal.5.34. According to Theorem 2. π {2s.y 1 Π 2 Π x Fig. Solution: By application of Theorem 2.18) for all x P r0.

y 0.5. )) Hence it follows by Theorem 2. ((Otherwise there is for every n P N˚ some yn P I such that |yn ´ x0 | ă 1{n and f 2 pyn q ď 0 (f 2 pyn q ě 0). Theorem 2. (Sufﬁcient condition for the existence of a local minimum/maximum) Let f be a twice continuously differentiable real-valued function on some open interval I of R.2 6 4 2 2 4 6 x Fig.36. Then f has a local minimum (maximum) at x0 . Proof.5. Further. this implies that limnÑ8 yn “ x0 and by the continuity of f 2 also that limnÑ8 f 1 pyn q “ f 2 px0 q.12 that f 2 px0 q ď 0 (f 2 px0 q ě 0).30 that f pxq ą f px0 q (f pxq ă f px0 q) for all x P J z tx0 u. there is an open interval J around x0 such that f 2 pxq ą 0 (f 2 pxq ă 0) for all x P J . Find the values of the local maxima and minima of ˆ ˙ 5 2 f pxq :“ ln ` sin pxq 4 182 .36.3.35. 54: Graph of f from Example 2. let x0 P I be a critical point of f such that f 2 pxq ą 0 (f 2 pxq ă 0).5.5.8 0. Since f 2 is continuous with f 2 px0 q ą 0 (f 2 px0 q ă 0). In particular. Example 2. Hence it follows by Theorem 2.

44 that g is either strictly increasing or strictly decreasing on pa.19) Proof. g pbq ´ g paq g pcq (2.5.for all x P R.38. it follows by Theorem 2. bs Ñ R be continuous functions where a.37. The proof of the extended mean value theorem proceeds by application of Rolle’s theorem to a skillfully devised auxiliary function. Since g is continuous. f p x q “ ´ ˘2 ` 5 2 5 ` sin2 pxq ` sin2 pxq ` sin p x q 4 4 for all x P R.3. Deﬁne the auxiliary function h : ra. Theorem 2.6 (or its equivalent. b P R are such that a ă b. Further. bq such that f 1 pcq f pbq ´ f paq “ 1 .5. k P Z and for each k P Z: 2p´1qk . Another important consequence of Theorem 2. Then there is c P pa.37 that either g 1 pxq ą 0 or g 1 pxq ă 0 for all x P pa. respectively. Theorem 2.35 that f has a local minimum/maximum of value lnp5{4q at x2k and of value lnp9{4q at x2k`1 . bq and hence by Theorem 2. Since g 1 is continuous with g 1 pxq ‰ 0 for all x P pa. Solution: f is twice continuously differentiable with f 1 pxq “ 5 4 sinp2xq 2 cosp2xq sin2 p2xq 2 .5.5. f 2 pxk q “ 5 2 ` sin p x q k 4 Hence it follows by Theorem 2. g : ra. bq and such that g 1 pxq ‰ 0 for all x P pa.3. bq. Rolle’s theorem) is given by Cauchy’s extended mean value theorem which is the basis for the proof of L’Hospital’s rule. and each k P Z. bq. bq. Hence the critical points of f are at xk :“ kπ {2. for the calculation of indeterminate forms. let f. from this also follows that g pbq ‰ g paq. (Cauchy’s extended mean value theorem) Let f. g be continuously differentiable on pa.5. bs Ñ R by hpxq :“ f pxq ´ f paq ´ f pbq ´ f paq ¨ pg pxq ´ g paqq g pbq ´ g paq 183 .

that limit is of the ‘indeterminate’ type 0 0 where the last formal expression is obtained by replacing sinpxq and x in the quotient sinpxq{x by xÑ0. The result was that one of Johann’s chief contributions to calculus from 1694 has ever since been known as L’Hospital’s rule on indeterminate forms after its publication in L’Hospital’s book ‘Analyse des inﬁniment petits’ in 1696 [69].x‰0 lim x . L’Hospital’s rule goes back to Johann Bernoulli who instructed the young French marquis Guillaume Francois Antoine de L’Hospital in 1692 in the new Leibnizian discipline of calculus during a visit in Paris. .5.20) lim xÑ0.x‰0 x Formally. to be used as the marquis might wish. (2. Hence according to Theorem 2. bs. L’Hospital’s book was the ﬁrst textbook on calculus and was met with great success.19). he agreed to send L’Hospital his discoveries in mathematics.for all x P ra. there is c P pa. An indeterminate form. bs and hpaq “ hpbq “ 0. bq such that f pbq ´ f paq 1 h 1 p xq “ f 1 p xq ´ ¨ g pxq g pbq ´ g paq for all x P ra. we already met in Example 2. Johann signed a contract under which in return for a regular salary.54 where it was proved that sinpxq “1.4.5. bq such that h 1 pcq “ f 1 pcq ´ which implies (2.3. Then h is continuous as well as differentiable on pa.x‰0 f pbq ´ f paq 1 ¨ g p cq “ 0 g pbq ´ g paq lim sinpxq and 184 xÑ0.5.

5. this expression would give the correct result for the limit (2. bq. Further. Theorem 2.respectively.5.44 that g is either strictly increasing or strictly decreasing on pa. Since sin and the identical function on R are continuous and according to the limit laws. since division by zero is not deﬁned.5.21) or let |f pxq| ą 0 and |g pxq| ą 0 for all x P pa.20) if it would involve division by a non-zero number.3.5.38. L’Hospital’s rule is a simple consequence of Cauchy’s extended mean value theorem. bq and hence by Theorem 2. b P R are such that a ă b. Then f 1 p xq f pxq “ lim 1 . we consider the case (2.37 that either g 1 pxq ą 0 or g 1 pxq ă 0 for all x P pa.22) xÑ a Finally. bq. xÑa g pxq xÑa g pxq lim (2. x Ñ a |f pxq| |g pxq| f 1 p xq xÑ a g 1 p x q lim exist.5. 8 The calculation of limits of other indeterminate types can usually be reduced to the calculation of limits of these two types. let xÑ a lim f pxq “ lim g pxq “ 0 xÑa (2.21). But. and such that g 1 pxq ‰ 0 for all x P pa. First. that expression is not deﬁned and hence ‘indeterminate’. where a. bq Ñ R and g : pa.3. it follows by the Theorem 2. The following theorem treats also indeterminate limits of the type 8 .23) (2. (Indeterminate forms/L’Hospital’s rule) Let f : pa. let Proof. bq Ñ R be continuously differentiable.5. bq as well as lim 1 1 “ lim “0. bq. Then f and g 185 . Since g 1 is continuous with g 1 pxq ‰ 0 for all x P pa.

.37 for every n P N there is a corresponding cn P pa.5. . .39. bq converging to a. is converging to a by (2. Example 2. Solution: Deﬁne f pxq :“ lnpxq and g pxq :“ 1{x for all x P p0. c1 . that (2. Now. Find xÑ0` lim x lnpxq . .can be extended to continuous functions on ra. x1 . for all n P N such that n ě n0 . ﬁnally. g p xn q ´ g p b 1 q g pcn q Hence it follows that g pb q 1´ g f 1 pcn q f p xn q pxn q ¨ “ f pb 1 q g pxn q g 1 pcn q 1´ f pxn q 1 and since c0 . So let |f pxq| ą 0 and |g pxq| ą 0 for all x P pa. .23). Because of (2. it follows the relation (2. let x0 . g pxn q g p cn q Obviously. there is n0 P N such that ˇ ˇ ˇ ˇ ˇ g pb 1 q ˇ ˇ f pb 1 q ˇ ˇ ˇ ˇ ˇ ˇ f pxn q ˇ ă 1 and ˇ g pxn q ˇ ă 1 .22). x1 . . b 1 q such that f pxn q ´ f pb 1 q f 1 pcn q “ 1 .5. bq. let x0 . the sequence c0 .5.22) and Theorem 2. .5.5.5. Finally. is converging to a. and hence it follows that f pxn q f 1 pcn q f 1 p xq lim “ lim 1 “ lim 1 (2.3. . xn q such that f pxn q f 1 p cn q “ 1 .5. bq. there is a corresponding cn P pxn .5. c1 .23). bq converging to a and let b 1 P pa.24) nÑ8 g pxn q nÑ8 g pcn q xÑ a g p x q and hence. .22) be satisﬁed. . bq assuming the value 0 in a.37 for any such n. (2. . 1q. .5. we consider the second case. Then by Theorem 2. ﬁnally.5. be a sequence of elements of pa.4. be some sequence of elements of pa. Further.24) and hence. Then according to Theorem 2. Then f and g are continuously differentiable and such that g 1 pxq “ ´1{x2 ‰ 0 for 186 . and in addition let (2.

38: xÑ8 lim xe´x “ lim y Ñ0` 1{y “0. g 1 py q yÑ0` e1{y Hence according to Theorem 2.5. |g py q| “ expp1{y q ą 0 for all y P p0. |f py q| “ 1{|y | ą 0. Solution: Deﬁne f py q :“ 1{y 2 and g py q :“ expp1{y q for all y P p0.5.5. Determine xÑ8 lim xe´x . g 1 p x q xÑ 0 Hence according to Theorem 2.40. Further. Then f and g are continuously differentiable as well as such that g 1 py q “ ´ expp1{y q{y 2 ‰ 0 for all y P p0. Solution: Deﬁne f py q :“ 1{y and g py q :“ expp1{y q for all y P p0. 1q. 1q. Further.5. |g pxq| “ |1{x| “ 1{|x| ą 0 for all x P p0. “ lim g 1 py q yÑ0` e1{y 187 .22) is satisﬁed and by Example 2.5.22) is satisﬁed and xÑ 0 lim f 1 p xq “ lim p´xq “ 0 .all x P p0. e1{y Example 2. |f pxq| “ | lnpxq| ą 0. Finally.22) is satisﬁed and y Ñ0 lim 1 f 1 py q “ lim “0. |f py q| “ 1{y 2 ą 0. Finally. 1q.40 y Ñ0 lim f 1 py q 2{y “0. (2. Example 2. 1q.38: xÑ0` lim x lnpxq “ 0 .5.5. Further. Then f and g are continuously differentiable and such that g 1 py q “ ´y ´2 ¨ expp1{y q ‰ 0 for all y P p0. (2. |g py q| “ expp1{y q ą 0 for all y P p0.41.5. Calculate xÑ8 lim x2 e´x . (2. 1q. 1q. 1q. 1q. Finally.

x x x x ˆ ˙ „ ˆ ˙ ˆ ˙ 1 1 2 1 1 sinp1{xq 2 g pxq “ ´ 2 cos e ` sin ` 4 cos x x x x x and hence that f 1 pxq 4x cosp1{xq e ´ sinp1{xq “ g 1 pxq 2 ` x sinp2{xq ` 4x cosp1{xq 188 . g pxq :“ ` sin e sinp1{xq f pxq :“ ` sin x x x x for all x P p0. Recursively in this way.43. Example 2. For this deﬁne ˆ ˙ „ ˆ ˙ 2 2 2 2 . y Ñ0` e1{y xÑ8 Remark 2. it follows that „ ˆ ˙ ˆ ˙ 2 4 2 1 2 1 f pxq “ ´ 2 1 ` cos “ ´ 2 cos . Further.5. it can be shown that xÑ8 lim xn e´x “ 0 .5.Hence according to Theorem 2.38 is not redundant can be seen from the following example. 2{5q. bq in Theorem 2. That the condition that g 1 pxq ‰ 0 for all x P pa. xÑ0 |f pxq| xÑ0 |g pxq| lim Since f p xq “ e ´ sinp1{xq g pxq for all x P p0.5.42.5. Then f and g are continuously differentiable and satisfy 1 1 “ lim “0. pf {g qpxq does not have a limit value for x Ñ 0.38: lim x2 e´x “ lim 1{y 2 “0. 2{5q. for all n P N.

xÑ0 g pxq Further. 189 .5. xÑa g 1 pxq lim Example 2. Hence there is no b ą 0 such that the restrictions of f and g would satisfy the assumptions in Theorem 2. 1 x g pxq f 1 pxq “ for all x ą 0.5. lim xÑ 0 f pxq “0. xÑ0` 2 ` x sinp2{xq ` 4x cosp1{xq lim " We notice that This does not contradict Theorem 2.38. The following example shows that in general the existence of f pxq xÑ a g p x q lim does not imply the existence of f 1 pxq .44. ‰ 1 “ 2 2 x p x ` 1 q sin p 1 { x q ´ 2 cos p 1 { x q expp´1{xq . lim g pxq .for all * 2 x P p0. 2{5q z :kPN . k P N. Hence f 1 {g 1 does not have a limit value for x Ñ 0.38 since g 1 has zeros of the form 2{pp2k ` 1qπ q. p2k ` 1qπ 4x cosp1{xq e ´ sinp1{xq “0. deﬁne f pxq :“ x sinp1{x2 q expp´1{xq . x2 1 f 1 pxq “ xpx ` 1q sinp1{x2 q ´ 2 cosp1{x2 q g 1 pxq “ 2 expp´1{xq .5. For this. g pxq :“ expp´1{xq for all x ą 0. Then xÑ0 lim f pxq “ 0 .

For this. might be a better approximation to N than q . which is ? the midpoint of the interval rq. but there are indications that this method was already known in ancient Babylonia. then it follows that q ă ? N. Indeed. a little calculation gives that ˆ ˙2 ˆ ˙ N 1 2 N2 1 2 q` ´N “ q ` 2N ` 2 ´ N q ¯ ´N “ 4 q 4 q ˆ „ ˙ 2 N N 1 2 1 2 2 “ q ´ 2N ` 2 “ q ´ N ` 2 pN ´ q q 4 q 4 q ˆ ˙ „ 2 2 pN ´ q q 1 N 2 “ ´ 1 pN ´ q q “ ą0 4 q2 4q 2 and hence that q ¯2 ´ N ă N ´ q 2 if 1 4 ˆ ˙ N ´1 ă1 q2 190 . ? 1 q N ă “? N N N and hence that ? N ą N . we consider the problem of approxi? mation of N by fractions where N is some non-zero natural number. q 1 q ¯ :“ 2 ˆ N q` q ˙ Hence. N {q s.For the motivation of following contraction mapping lemma. we consider a method of calculating square roots of numbers which can be traced back to ancient Greek times. If q is some non-zero positive rational number such that q2 ă N . the arithmetic mean of q and N {q .

note that q 2 ă N ă? 5q 2 since 1 ă 2 ă 5. Hence if q 2 ă N ă 5q 2 . we arrive at rational approximations to ? N whose accuracy increase in every step. . 4 q ¯ ¯2 Hence by continuing this process. Babylonian arithmetic leads to the fraction 1` 24 51 10 30547 ` 2` 3 “ 60 60 60 21600 191 . . which gives 2 within an error of 3 ¨ 10´3 . On the other hand. was used as ? a common rough approximation of 2 by the Babylonians. Starting from q “ 17{12. we arrive at the following rational approximations to 2 3 17 577 665857 886731088897 . 2 12 408 470832 627013566048 ? The value 17{12. ˆ ˙ N 1 ¯ :“ q ¯` q 2 q ¯ satisﬁes ˆ ˙ 1 N q ¯ ´N “ ´ 1 pN ´ q ¯2 q 4 q ¯2 ˆ ˙ „ N pq ¯2 ´ N q2 1 2 1 ´ 2 pq ¯ ´ Nq “ ą0 “ 4 q ¯ 4¯ q2 ? and hence is a better approximation to N than q ¯ since ˆ ˙ 1 N 1´ 2 ă1 . For instance for N “ 2 and q “ 1. . ? then q ¯ is a better approximation to N than q . . Note that q ¯ does not satisfy the same inequalities since q ¯2 ą N .which is equivalent to N ă 5q 2 .

8q is deﬁned by ˆ ˙ 1 N T pxq :“ x` 2 x for every x ą 0. x1 . .8q and T k`1 :“ T ˝ T k . for k P N. where T : p0. 55: Graph of T for the case N “ 2 and auxiliary curves. 8q Ñ p0.y 6 3 2 1 2 2 x Fig. which was found on the Babylonian tablet YBC 7289 and gives an error of 6 ¨ 10´7 . converges to some element of x˚ P p0. . We expect that ? lim T n pq q “ N nÑ8 ? N of increasing where T n for n P N is inductively deﬁned by T 0 :“ idp0. . Indeed. . 8q. T pT pq qq “ pT ˝ T qpq q . if x0 . A modern interpretation of the process in terms of maps is that ? 2 within q . gives a sequence of approximations to accuracy. where x ą 0 and xk :“ T k pxq 192 . T pT pT pq qqq “ pT ˝ pT ˝ T qqpq q . T pq q . . .

56: pn. x˚ satisﬁes the equation ˆ ˙ N 1 x˚ ´ “0 2 x˚ or equivalently x2 ˚ “ N which implies that ? x˚ “ N 193 . then xk`1 “ T k `1 1 pxq “ T pT pxqq “ T pxk q “ 2 k ˆ N xk ` xk ˙ . in this case. for all k P N.x 2 2 1 5 10 15 20 n Fig. and hence it follows by the limit laws that ˆ ˆ ˙ ˙ N N 1 1 xk ` x˚ ` x˚ “ lim xk`1 “ lim “ . xn q for x “ 1 and n “ 1 to n “ 20. kÑ8 kÑ8 2 xk 2 x˚ As a consequence.

every ﬁxed point x of T satisﬁes the equation ˆ ˙ N 1 x` x“ 2 x ? which is equivalent to x “ N . . it follows that N ď1 xy and hence that ˇ ˆ ˙ˇ ˇ „ ˇ ˇ1 ˇ1 ˇ N N N ˇ ˇ ˇ ˇ ˇ |T pxq ´ T py q| “ ˇ x´y` “ x ´ y ´ ´ p x ´ y q ˇ 2 x y ˇ ˇ2 xy ˇ ˇ Nˇ 1 |x ´ y | ˇ ¨ˇ 1´ ˇ ď |x ´ y | . For this. Since 1 |x ´ y | 2k 1 1 |T pxq ´ T py q| ď |x ´ y | 2 4 ? N is a ﬁxed point of T . T maps N onto itself. there is no other ﬁxed point of T . For this. i. .. N is a so called ‘ﬁxed point’ of the map T . this implies that ? ? 1 |T k pxq ´ N | ď k |x ´ N | 2 194 . “ ˇ 2 xy ˇ 2 This leads to |T pT pxqq ´ T pT py qq| ď and inductively to |T k pxq ´ T k py q| ď for all k P N. Also. we notice that ˆ ˙ ? ? 1 ? N Tp N q “ N`? “ N . 2 N ? ? that is. It is natural to ask in what sense N is a particular point for the map T . .? since it was assumed that x˚ ą 0. it is natural to ask whether there is a special property of the map that leads to the convergence of x0 . i. Finally. . we notice that for ? ? x ě N and y ě N .e. x1 .e..

then it follows as above that kÑ8 n lim T k pxq “ x˚ .33 if the domain of T is a closed interval of R. then ? lim T k pxq “ a kÑ8 where T for n P N is inductively deﬁned by T 0 :“ idp0.5. 195 . Theorem 2. we notice that the fact that N P N˚ was nowhere used in the previous discussion. 8q be deﬁned by a¯ 1´ x` T pxq :“ 2 x for every x ą 0. Functions T satisfying |T pxq ´ T py q| ď α|x ´ y | for some 0 ď α ă 1 and all x. 8q Ñ p0.5. (2.46.25) holds for all x ą 0.3. As a consequence. On the other hand. for k P N. and hence that T pxq ą Therefore. I) Let a ą 0 and T : p0. but such can be shown with the help of Theorem 2. we conclude that (2. In addition.25) Since for x ă ? N .and hence that kÑ8 lim T k pxq “ ? N . (Babylonian method of approximating roots of real numbers. y of their domain are called contractions. summarizing that discussion. in many cases the existence of such a ﬁxed point is not obvious. This is the additional point that is treated in Theorem 2. as already observed above. we proved the following result.5.8q and T k`1 :“ T ˝ T k .5.45. We notice from the previous discussion that if such a function T has a ﬁxed point x˚ and maps its domain into that domain. it follows that pT pxqq2 ´ N “ px2 ´ N q2 ą0 4x2 ? N . for all x P DpT q.

46. deﬁne the hence continuous function f : ra. bs Ñ R by f pxq :“ |x ´ T pxq| for all x P ra.bs and T k`1 :“ T ˝ T k . (Contraction mapping lemma on the real line) Let T : ra.e. bs is a ﬁxed point of T .Lemma 2. for k P N.27) (2. bs where a. If x ¯ P ra.5. Then |x ´ x˚ | “ |x ´ T px˚ q| “ |x ´ T pxq ` T pxq ´ T px˚ q| 196 . a unique x˚ P ra. Further.28) lim T n pxq “ x˚ for every x P ra.26) for all x. bs such that T px˚ q “ x˚ .. bs where T n for n P N is inductively deﬁned by T 0 :“ idra. bs.33 f assumes its minimum in some point x˚ P ra. b P R are such that a ă b. bsq Ă ra. Proof.5. 1q such that |T pxq ´ T py q| ď α ¨ |x ´ y | (2.3. let x P ra.5. let T be a contraction. bs. bs is a ﬁxed point of T if and only if it is a zero of f . Note that x P ra. i. Then T has a unique ﬁxed point. then | x˚ ´ x ¯| “ |T px˚ q ´ T px ¯q| ď α ¨ |x˚ ´ x ¯| and hence x ¯ “ x˚ since the assumption x ¯ ‰ x˚ leads to the contradiction that 1 ď α. bs Ñ R be such that T pra.e. Hence 0 ď f px˚ q ď f pT px˚ qq “ |T px˚ q´ T pT px˚ qq| ď α |x˚ ´ T px˚ q| “ α f px˚ q and therefore f px˚ q “ 0 since the assumption f px˚ q ‰ 0 leads to the contradiction that 1 ď α. | x ´ x˚ | ď and nÑ8 |x ´ T pxq| 1´α (2. bs.5. Note that (2. Finally. i. In addition. By Theorem 2. let there exist α P r0.26) implies that T is continuous..5. bs. Further. y P ra.

Further. deﬁne ? T : r a.5. (2. 2 N 2 197 .29) nÑ8 αn f p xq .5. T is twice differentiable on p a.47.27) and |T n pxq ´ x˚ | “ |T n pxq ´ T n px˚ q| ď αn |x ´ x˚ | ď it follows (2. Finally.5. First. N sq Ă r a. we note that ? ? 1´ a¯ N` ăN T p aq “ a . ? T are strictly increasing according to Theorem 2.? N q.5.5.ď |x ´ T pxq| ` |T pxq ´ T px˚ q| ď f pxq ` α ¨ |x ´ x˚ | and hence (2. N q with derivatives ˘ 1´ a¯ 1 ` a T 1 pxq “ 1 ´ 2 “ 2 x2 ´ a ą 0 .28) since limnÑ8 αn “ 0. Example 2. T 2 p xq “ 3 ą 0 2 x 2x x ? 1 for all x P p a. N s. Further from (2. Then ? lim T n pN q “ a . (Babylonian method of approximating roots of real numbers. N s Ñ R by 1´ a¯ T pxq :“ x` 2 x ? for all x P r a.44. The following example applies the previous lemma to the Babylonian method of approximating roots of real numbers. there are used more widely applicable methods in the proof of invariance of the domain of the function T and in the proof that T is a contraction. In this. Hence T. T pr a. T p N q “ 2 N ? and ? hence that a is a ﬁxed point of T . 1´α Proof. N s and 1´ a ¯ 1 0 ď T 1 pxq ď 1´ 2 ă . II) Let a ą 0 and N P N be such that N 2 ą a.3.27).

Among others. . . Newton introduces by 198 . it follows that T has a unique ? ﬁxed point.6 that |T pxq ´ T py q| ď 1 ¨ |x ´ y | 2 ? for all x. we get in this way the ﬁrst ﬁve approximating fractions 3 17 577 665857 886731088897 . In particular. . it follows by Theorem 2. . Newton submitted a paper with title ‘De analysi per aequationes numero terminorum inﬁnitas’ to the Royal Society.46. This paper was published only much later in 1712 [82].5.5. N s. By Lemma 2. 6 204 235416 313506783024 555992422174934068969056 In 1669.5.29). . y P r a.y 15 10 5 x 1 5 3 Fig. which hence is given by a .27)) equal or smaller than 1 1 1 1 1 . x ÞÑ x3 ´ 2x ´ 5q. 2 12 408 470832 627013566048 with corresponding errors (according to (2. .5. and in particular (2. 57: Graph of pR Ñ R. . For instance for N “ 2 and q “ 1.

23q ` 6.2 ´ 2q ´ 5 “ 0.e. In this way. in this effectively replacing the last polynomial in q by its linearization around q “ 0. in spirit.example a iterative method for the approximation of zeros of differentiable functions which is now named after him. he arrives at the equation 0.1 ` q into (2. (2. He then substitutes x “ 2. For this.1 ` q q3 ´ 2p2.3q 2 ` q 3 .5. effectively replacing the last polynomial in p by its linearization around p “ 0. he arrives at the equation ´1 ` 10p “ 0 and hence at p “ 1{10.061 ` 11.0946 as a third approximation to the solution which approximates that solution within an error of 5 ¨ 10´5 .5. he considers the equation x3 ´ 2x ´ 5 “ 0 . i.3].. he uses x “ 2.261 ` 13. Substitution of x “ 2 ` p into (2.30) gives 0 “ x3 ´ 2x ´ 5 “ p2 ` pq3 ´ 2p2 ` pq ´ 5 “ 8 ` 12p ` 6p2 ` p3 ´ 4 ´ 2p ´ 5 “ ´1 ` 10p ` 6p2 ` p3 Neglecting higher order terms in p than ﬁrst order.3q 2 ` q 3 ´ 4. neglecting higher order terms in q than ﬁrst order.0054 where only the ﬁrst leading digits of are retained. his procedure 199 .23q and hence at q « ´0. i.061 ` 11. On the other hand.23q ` 6. It has to be taken into account that Newton’s paper does not contain references to his ﬂuxions or ﬂuents. he arrives at x “ 2..5.1 ` q q ´ 5 “ 9.30) to obtain 0 “ x3 ´ 2x ´ 5 “ p2.e.30) As a ﬁrst approximation to the solution in the interval [2.1 as a second approximation to the solution. In this way. he arrives at the rounded result x “ 2. Again. compare Fig 57.

Again. From today’s perspective.0946 by repeating Newton’s way of rounding the result. we arrive at p10 pxq “ f px0 q ` f 1 px0 qpx ´ x0 q “ ´1 ` 10 px ´ 2q “ ´21 ` 10x for all x P R.23px ´ 2. Since f 1 pxq “ 3x2 ´ 2 for all x P R. as Newton.1q “ ´23. The only difference is that today’s method does not involve substitutions.23x for all x P R. We deﬁne f :“ pR Ñ R. It proceeds as follows. In the second step.522 ` 11. as Newton. effectively replacing the function f by its linearization p11 . This is also used below to prove the convergence of the method and to provide an error estimate. we arrive at the equation ´21 ` 10x “ 0 and hence. Starting from the ﬁrst approximation x0 “ 2 of its zero. x ÞÑ x3 ´ 2x ´ 5q.1. It is given by p11 pxq “ f px1 q ` f 1 px1 qpx ´ x1 q “ 0. we arrive at the equation ´23. we calculate the linearization p11 of f around x1 .23x “ 0 and hence. The method is iterative and used to approximate solutions of the equation f pxq “ 0 where f : I Ñ R is a differentiable function on a non-trivial open 200 . we calculate the linearization p10 of f around x0 . at the ﬁrst approximation x1 “ 2.matches today’s version of the method.061 ` 11.522 ` 11. Newton’s method can be viewed as a particular application of the contraction mapping lemma. at the second approximation x2 “ 2. Effectively replacing the function f by its linearization p10 .

x P R. i. if f 1 pxn q ą 0. if f 1 pxn q ă 0. If f is decreasing in some neighborhood of xn .. since the graph of the linearization of f around xn gives the tangent to the graph of f in the point pxn . Finally. then we would expect that the solution is to the left of xn and also xn`1 is to the left of xn .. then we would expect the solution to be located to the left (= towards smaller values) of xn and.. the correction xn`1 is given by the zero of the linearization around xn . let’s assume that f pxn q ą 0. indeed.e. Hence the recursion (2.. for this reasoning to be make sense. i.interval I of R. If f is increasing in some neighborhood of xn . On the other hand. xn`1 gives the abscissa of the intersection of that tangent with the x-axis. Finally.5. This fact gives a geometric interpretation to Newton’s method. In particular in cases that xn is near to a critical point of f .e. i. then we would expect the solution to be located to the right (= towards larger values) of xn and also xn`1 is to the right of xn . Starting from an approximation xn P I to such a solution. It is instructive to analyze the recursion (2.e. f pxn q ` f 1 pxn qpx ´ xn q . i. in this case. if f 1 pxn q ă 0. 201 . if f 1 pxn q ą 0. the solution should be very near to xn . the method usually fails because of leading to corrections of a much too large size. thereby essentially replacing the function f by its linearization around xn .5. f pxn qq. and hence by xn`1 “ xn ´ f pxn q f 1 p xn q (2.e. if f is decreasing in some neighborhood of xn .5. For this. xn`1 is to the left of xn .31) in a little more detail where we assume that f 1 is in addition continuous. If f pxn q ă 0 and f is increasing in some neighborhood of xn .31) shows as very intuitive behavior. then we would expect the solution to be to the right of xn and also xn`1 is to the right of xn .31) assuming f 1 pxn q ‰ 0.

y 14 2 12 x2 x1 x0 x Fig.5.49. Theorem 2. Further.48. Deﬁne f : R Ñ R by f pxq :“ x2 ´ a for all x P R. Example 2.5. Let a ą 0.48 (a “ 2) and Newton steps starting from x0 “ 4. The following example shows that the Babylonian method of approximating roots of real numbers can be seen as a particular case of Newton’s method.5.45. let I contain a zero x0 of f and be such that f 1 pxq ‰ 0 for all x P I and in particular such that ˇ ˇ ˇ f pxqf 2 pxq ˇ ˇ ˇ ˇ f 12 pxq ˇ ď α 202 . 58: Graph of f from Example 2. Then xn`1 f pxn q x2 ´ a 1 “ xn ´ n “ xn ´ 1 “ f pxn q 2xn 2 ˆ a xn ` xn ˙ for xn ‰ 0 which is the iteration used in Example 2. (Newton’s method) Let f be a twice differentiable realvalued function on a non-trivial open interval I of R.5.

bs. Then it follows by (2. 203 . By Theorem 2.32) and (2.5. Now let ra.5. bsq Ă ra.5.34) that T pra. b P R such that a ă b.6 that ˇ ˇ ˇ T pxq ´ T py q ˇ ˇ ˇďα ˇ ˇ x´y for all x. be some closed subinterval of I containing x0 . bs satisfying x ‰ y and hence that |T pxq ´ T py q| ď α|x ´ y | for all x. the relations (2.33) Proof.34) for all x P I .6 it follows that ˇ ˇ ˇ ˇ ˇ T pxq ´ T px0 q ˇ ˇ T pxq ´ x0 ˇ ˇ ˇ“ˇ ˇ ˇ ˇ ˇ x ´ x0 ˇ ă 1 x ´ x0 for all x P I different from x0 and hence that |T pxq ´ x0 | ď |x ´ x0 | (2.32) for all x P I where T pxq :“ x ´ Finally. |x ´ x 0 | ď for all x P I . y P ra.33) follow for all x P ra. Hence by Lemma 2.5.46.5.for all x P I and some α P R satisfying 0 ď α ă 1. bs. where a.5.5. Then nÑ8 lim T n pxq “ x0 f pxq . it follows that T is differentiable with derivative T 1 pxq “ f pxqf 2 pxq f 12 pxq for all x P I and that x0 is a ﬁxed point of T .5. f 1 pxq (2. First. |x ´ T pxq| 1´α (2. bs and by Theorem 2. y P ra.5. bs.

y 0. Then f is inﬁnitely often differentiable with f 1 pxq “ 1 ` sinpxq . f 2 pxq “ cospxq f pxqf 2 pxq cospxq ¨ px ´ cospxqq “ 1 2 f p xq p1 ` sinpxqq2 where only in the last identity it has to be assumed that x is different from π {2 ` 2kπ for all k P Z.5. The following example gives an application of Newton’s method to a standard problem from quantum theory. f “ ´? ą0.50.5 1 0.5 1 Fig. 59: Zero of f from Example 2.50 given by the x´coordinate of the intersection of two graphs.5 0.5 x 1 0. Example 2. Further ´ π ¯ π ?3 ´π ¯ π 1 f “ ´ ă0. Solution: Deﬁne f : R Ñ R by f pxq :“ x ´ cospxq for all x P R. Find an approximation x1 to the solution of x0 “ cospx0 q such that |x0 ´ x1 | ă 10´6 .5. 6 6 2 4 4 2 204 .

` ˘ `π ` ˘˘ ? ¯ cos π ¨ 6 ´ cos π f pxqf 2 pxq 1 ´ 6 `π˘ 6 ă ´9 ` 3 π “ 27 f 12 pxq p1 ` sin 6 q2 `π˘ `π ` π ˘˘ ? cos 4 ¨ 4 ´ cos 4 π´2 2 `π˘ ? ă “ 2 p1 ` sin 4 q 8`6 2 and ˇ ˇ ´ ? ¯ ˇ f pxqf 2 pxq ˇ ˇ ă 1 9 ´ 3 π ă α :“ 1 ă 1 ˇ ˇ f 12 pxq ˇ 27 3 for all x P I .739436 .739085 205 .37. 4. Starting the iteration from 0. ˆ ˙1 f ¨f2 3 cospxq ` x sinpxq ´ 2x pxq “ 1 2 f p1 ` sinpxqq2 and 3 cospxq ` x sinpxq ´ 2x ě 3 cos ´π ¯ 4 ` ´π ¯ 3 5π π π sin ą0 ´2¨ “ ? ´ 6 6 4 2 12 and hence f f 2 {f 12 is strictly increasing on rπ {6. f has a zero in the open interval I :“ pπ {6.and hence according Theorem 2.7 gives to six decimal places 0. Further. Also f 1 pxq “ 1 ` sinpxq ą 1 ` sinpπ {6q “ 3{2 ą 0 for all x P I . Hence the zero x0 of f in the interval I agrees with x1 “ 0. 0.739085 with the corresponding errors 0. π {4q.08749 ¨ 10´8 . Therefore.10.3.5.000527006 . π {4s as a consequence of Theorem 2.

Since the derivative of f does not vanish in the interval p´π {2. for |x| ě π {2 pą 1q there is no zero of f because | cospxq| ď 1 for all x P R. the time when it returns to the ground. t P r´1. the time when it returns to the ground. x P r´5. 206 . 0s . f psq :“ s4 ` p8{3qs3 ´ 6s2 ` 1 . x P r´1.e. 8q .e. ? f pxq :“ expp´x{ 3 q cospxq . γ “ 0. its height z ptq above ground at time t ě 0 is given by z ptq “ vt ´ gt2 {2 where g “ 9.. 2) Consider a projectile that is shot into the atmosphere.5.5s . 5s . 1. f ptq :“ t3 ` 6t2 ` 9t ` 14 . Calculate the maximal height the projectile reaches and also the time of its ﬂight. f pxq :“ p9x ` 12q{p3x2 ´ 4q .to six decimal places. Problems 1) Give the maximum and minimum values of f and the points where they are assumed. a) b) c) d) e) f) g) f pxq :“ x2 ` 5x ` 7 . i. but now with inclusion of a viscous frictional force opposing the motion of the projectile. If v ě 0 is the component of its speed at initial time 0 in the vertical direction. s P r´5. Further. That there is no further zero of f can be concluded as follows. x P r0. it follows by Theorem 2. π {2q.4 that there are no other zeros in this interval. x P r´0. 0s . 0s .3. 3) Reconsider the situation from previous problem. KL “ 2. t P r´5. Then z ptq “ α rpv ` αg q¨p1 ´ expp´t{αqq´ gts where it is again assumed that z p0q “ 0.. i. Calculate the maximal height the projectile reaches and also the time of its ﬂight. f pxq :“ px2 ` x ` 1q expp´xq . The quantity U2 ` pU1 ´ U2 q x2 0 is the ground state energy of a particle in a ﬁnite square well potential with U3 “ U1 . Here α “ m{λ where m ą 0 is the mass of the projectile and λ ą 0 is a parameter describing the strength of the friction. f ptq :“ 4pt ´ 3q2 ¨ pt2 ` 1q . See [79]. 4s .81m{s2 is the acceleration due to gravity and it is assumed that z p0q “ 0.

Imagine yourself sitting in front of the screen and looking into the direction of its center.. 9) Imagine that the upper half-plane H` :“ R ˆ p0. bq whose intersection with the ﬁrst quadrant is shortest. 6) Find the maximal volume of a cylinder of given surface area A ą 0. 8q and the lower half-plane H´ :“ R ˆ p´8. sinpθ1 q{ sinpθ2 q “ v1 {v2 where θ1 (θ2 ) is the angle of the part of the ray in H` Y I (H´ Y I ) with the normal to the x´axis originating from its intersection with I . 7) From each corner of a rectangular cardboard of side lengths a ą 0 and b ą 0. t P R . check your result with a graphing device. a ray connecting px1 . let px1 . respectively. what distance x from the wall will give you the largest viewing angle θ of the movie screen? [This is the angle between the straight lines that connect your eyes to the lowest and the highest points on the screen. Find an equation for the straight line through the point pa. s P R . Show that that path satisﬁes Snell’s law. Use the gathered information to sketch the graph of the function. Find an equation for the straight line through the point pa. 8) A rectangular movie screen on a wall is h1 -meters above the ﬂoor and h2 -meters high. b) f ptq :“ t4 ` p8{3qt3 ´ 6t2 ` 3 . State that area. c) f pxq :“ 4px ´ 3q2 ¨ px2 ` 1q . Further. Measured in this direction. Light rays in both media proceed along straight lines and at constant speeds v1 and v2 . i. 207 . the local maximum and minimum values and their locations and the intervals of convexity and concavity and the inﬂection points. and the edges are turned up to form an open box. If available.] Assume that the height of your eyes above the ﬂoor is hs meters where hs ă h1 . 0q of R2 are ﬁlled with different ‘physical media’ with the x´axis being the interface I . bq that cuts from the ﬁrst quadrant a triangle of minimum area. Find the value of x for which the volume of that box is maximal.4) Let a ą 0 and b ą 0. px2 . 10) For the following functions ﬁnd the intervals of increase and decrease. y2 q chooses the path that takes the least time. a square of side length x ě 0 is removed. y1 q P H` . y2 q P H´ .e. y1 q and px2 . According to Fermat’s principle. 5) Let a ą 0 and b ą 0. State the length of that intersection. x P R . a) f psq :“ 7s4 ´ 3s2 ` 1 .

x P R ztx P R : 5x2 ` 6x ´ 3 “ 0u . 13) Show that a) b) c) d) e) f) g) 14) Calculate ´ ´ a ¯´x a ¯x . π {2q .11) For the following functions ﬁnd vertical and horizontal asymptotes. around x “ 0 . the intervals of increase and decrease. xÑ8 xÑ8 x x a) lim 208 . x P R . ϕ P R . π {2q . f pxq :“ p3x2 ´ x ` 5q{p5x2 ` 6x ´ 3q . ϕ P p´π {2. around ϕ “ 0 . f pxq :“ lnpxq . the local maximum and minimum values and their locations and the intervals of convexity and concavity and the inﬂection points. p1 ` xqn ą 1 ` nx for all x ą 0 and n ě 1 . b) lim 1 ´ . x ą 0 . ϕ P R . around x “ 1 . 12) Calculate the linearization of f around the given point. 2{ 3u . xÑ0 xÑ0 1 ´ cospxq x ˆ ˙ sinpxq 1 1 e) lim ? . f pϕq :“ sinpϕq . around ϕ0 “ 3π {4 . h) lim . Use the gathered information to sketch the graph of the function. ln x ě px ´ 1q{x for all x ą 0 . tanpϕq ą ϕ for all ϕ P p0. x ą ´1 . around x “ 0 where n P R . a) f pxq :“ x{p1 ` x2 q . f pϕq :“ lnrp5{4q ` cosp3ϕqs . around ϕ “ 0 . check your result with a graphing device. x P R . a) b) c) d) e) f) g) f pxq :“ p1 ` xqn . sinhpxq :“ pex ´ e´x q{2 ą x for all x ą 0 . around x “ 1 . ? ? c) f pxq :“ p9x ` 12q{p3x2 ´ 4q . f) lim ´ . ? b) f pxq :“ x2 ` 1 ´ x . xÑ0` xÑ0 x x sinpxq lnpxq r lnpxq sn`2 g) lim . sinpϕq ă ϕ for all ϕ ą 0 . If available. 1` xÑ8 xÑ8 x x tanpxq x tanpxq c) lim . x P R zt´2{ 3. p1 ` xqn ă 1 ` nx for all x ą 0 and 0 ă n ă 1 . d) lim . f pxq :“ sinhpxq :“ pex ´ e´x q{2 . f pϕq :“ tanpϕq . x P R . ln x ď x ´ 1 for all x ą 0 .

where r ą 0 is the radius of the corresponding circle. with initial approximation x “ 1{2 . q) p) lim xÑ0` x2 where n P N.5. k) xÑ8 xÑ0` lim xa{ lnpxq . j) tanpπxq xÑ0` lim xx . satisﬁes the transcendental equation cospxq “ 1 ´ 2h x. is given by ω “ x{L where x tan x “ ´ (2. L b) Assume that L{h “ 7. a) f pxq :“ x2 ´x´6 . Assume hL “ 1{3.5. xÑ0` lim r sinpxq s tanpxq . x P R . (2. xÑ1` lim 1 ` cospπxq x2 ´ 2x ` 1 15) Explain why Newton’s method fails to ﬁnd the zero(s) of f in the following cases.35) such that |x0 ´ x| ă 10´6 . 16) A circular arch of length L ą 0 and height h ą 0 is to be constructed where L{h ą π . where v : r0. J is the moment of inertia of a transverse section.36) E is Young’s modulus. m) lim x1{x . a P R. ﬁnd an approximation x0 to x such that |x0 ´ x| ă 10´6 .35) hL [20]. b) f pxq :“ x1{3 . 17) The characteristic frequencies of the transverse oscillations of a string of length L ą 0 with ﬁxed left end and right end subject to the boundary condition v 1 pLq ` hv pLq “ 0. 18) The characteristic frequencies of the transverse vibrations of a homogeneous beam of length L ą 0 with ﬁxed ends are given by ω “ rEJ {pρS qs1{2 px{Lq2 where coshpxq cospxq “ 1 . xÑ8 cosp3xq ´ cosp2xq . x P R . S is the area of the section. Ls Ñ R is the amplitude of deﬂection of the string and h P R.5. a) Show that x :“ L{p2rq. lim x sinpxq xÑ0` .i) lim l) n) xÑ1 lnpxq . o) lim r cosp1{xq sx . ρ is the density of the material 209 . and ﬁnd by Newton’s method an approximation x0 to the smallest solution x ą 0 of (2. By Newton’s method.

and coshpy q :“ pey ` e´y q{2 for all y P R [65]. i. y P R..e. By Newton’s method. ﬁnd an approximation x0 to the smallest solution x ą 0 of (2.5. 8q.36) such that |x0 ´ x| ă 10´6 . Deﬁne f : p´1. c) Show the binomial theorem. 19) (Binomial theorem) Let n P N˚ . that n ˆ ˙ ÿ n k n´ k n px ` y q “ x y k k“0 for all x. :“ k! 0 k for every k P N˚ . a) Show that p1 ` xqf 1 pxq “ nf pxq for all x P p´1. 8q. b) Conclude from part a) that f pxq “ p1 ` xqn for all x P p´1. 8q where the so called ‘binomial coefﬁcients’ are deﬁned by ˆ ˙ ˆ ˙ n n 1 n ¨ pn ´ 1q ¨ ¨ ¨ pn ´ pk ´ 1qq :“ 1 . 8q Ñ R by f pxq :“ n ˆ ˙ ÿ n k x k k “0 for all x P p´1.of the beam. 210 .

r2{4. r1{4. he presents two proofs. see Fig. We slightly alter that construction. 1s. Here. for instance. The second proof will be given at beginning of Section 3. r3{4. For this. we display his ﬁrst proof because it anticipates the deﬁnition of the Riemann integral. into four intervals r0. 1sˆr0.6 Riemann Integration An early example of integration is given by Archimedes’ quadrature of the segment of the parabola. 1s ^ 0 ď y ď 1 ´ x2 u that is contained the rectangle r0. 2{4s . but the construction of those sums was geometrically motivated. We use his method to calculate the area A of the parabolic segment tpx. 1s Ñ R. x ÞÑ 1 ´ x2 q and the coordinate axes is determined by Archimedes’ method. 60: The yellow area A enclosed by the graph of f :“ p r0. 4{4s 211 . He approximates A by what would be called upper and lower sums today. y q P R2 : x P r0. we divide the x-axis into intervals of equal lengths. 60.y 1 A 1 x Fig.3 on series of real numbers. 2. 1{4s . but otherwise closely follow his method. 3{4s . For this.

61: The yellow area gives the upper bound U4 for A. compare text. Then the sum U4 of the areas of the two-dimensional intervals r0. 1 ´ p1{4q2 s . r3{4. r2{4. 3{4s ˆ r 0. r3{4. 1 ´ p3{4q2 s . 1 ´ p2{4q2 s .y 1 1 4 1 2 3 4 1 x Fig. 1 ´ p0{4q2 s . 1 ´ p4{4q2 s given by ˙ 4 ˆ 1 ÿ k2 L4 “ 1´ 2 4 k “1 4 212 . 1{4s ˆ r 0. 2{4s ˆ r 0. 1{4s ˆ r 0. 1 ´ p2{4q2 s . 4{4s ˆ r 0. r1{4. 4{4s ˆ r 0. r2{4. of equal lengths 1{4. and the sum L4 of the areas of the two-dimensional intervals r0. 3{4s ˆ r 0. 2{4s ˆ r 0. 1 ´ p3{4q2 s given by ˙ 3 ˆ k2 1 ÿ 1´ 2 U4 “ 4 k “0 4 exceeds A. 1 ´ p1{4q2 s . r1{4.

by division of the x-domain into intervals of equal lengths 1{n. Ln “ 1´ 2 n k “0 n n k“1 n and the inequalities Ln ď A ď Un . n 213 . L4 ď A ď U4 .y 1 1 4 1 2 3 4 1 x Fig. compare text. n n n 1 . 62: The yellow area gives the lower bound L4 for A. Since Un ´ Ln “ we conclude that Ln ď A ď Ln ` 1 1 ´ n ¯2 “ . is smaller than A. where n P N˚ . we arrive at ˙ ˙ n´1 ˆ n ˆ 1 ÿ k2 1 ÿ k2 Un “ 1 ´ 2 . In the same way.

which give the area enclosed by the graph of f and the coordinate axes. A ď lim Ln ` nÑ8 nÑ8 nÑ8 3 n 3 and hence that 2 . . the Riemann integral of f : r0. Hence the previous reasoning shows that ż1 2 f pxq dx “ . will be deﬁned essentially as the common limit of the sequences L1 .6. 1s. . . L2 . He proved it in his treatise on spirals [37]. . and U1 . it is tempting (and correct) to take the limit n Ñ 8 to conclude that ˆ ˙ 1 2 2 “ lim Ln “ A ě lim Ln “ .Further. Of course. and denoted by ż1 f pxq dx A“ 0 where Leibniz’s sign is a stylized S and is intended to remind of the summation involved in the deﬁnition of the integral. 1s Ñ R deﬁned by f pxq :“ 1 ´ x2 for every x P r0. 3 0 214 ş . .1) 3 Below. (2. . . 1 Ln “ n ¸ n n ÿ k2 1 ÿ 2 pn ` 1qp2n ` 1q n´ “ 1 ´ k “ 1 ´ n2 n 3 k “1 6n2 k “1 ˆ ˙ˆ ˙ 1 1 1 1` 1` “1´ 3 n 2n ˜ where it has been used that n ÿ k “1 k2 “ 1 npn ` 1qp2n ` 1q . 6 The last formula was known to Archimedes. U2 .

2 2 3 n 3 6n 3 6n 3 n this can be done as follows.6. For this. in ancient Greece only rational ε were considered in such analysis. In other cases where the quadrature failed. 3 3 n 3 On the other hand. by leading both assumptions that A ă 2{3 and that A ą 2{3 to a contradiction which leaves only the option that A “ 2{3. we assume that A “ p2{3q ` ε for some ε ą 0. Archimedes showed an equivalent result that expressed A in terms of a rational multiple of the area of a triangle inscribed into the parabolic segment. the limits would be used for the deﬁnition of A.1). Then. Since 2 3n ` 1 2 3n ´ 1 2 1 2 1 ´ ď ´ “ Ln ď A ď Un “ ` ď ` . note that the whole calculation. like the quadrature of the circle. instead of (2.6.1) presupposes an intuitive geometric notion of the area A. Of course. Finally. if A “ p2{3q ´ ε for some ε ą 0.Note that (2. Also. Today.. we refer to the beginning of Section 3.e. it follows for n ą 1{ε that 2 2 1 2 ´ε“Aě ´ ą ´ε . Since there was no limit concept at the time. uses only rational numbers and therefore does not pose a problem to ancient Greek mathematics.3 in Calculus II on series of real numbers. 3 3 n 3 Hence the only remaining possibility is that A “ 2{3. We return to the question of showing that A “ 2{3. A generalization of Archimedes’ result to natural powers of x were made 215 . integrals of functions are used to deﬁne areas (or volumes in Calculus III). including the limit value. As derivatives of functions are used to deﬁne tangents at curves. that area was not describable by a rational number. For the last result. this proof had to be performed by a so called ‘double reductio ad absurdum’. i. it follows for n ą 1{ε that 2 1 2 2 `ε“Aď ` ă `ε .

For motivation of that theorem.2) for all t ě 0.only in the 17th century by Descartes and Fermat.e. and in 1647 by Bonaventura Cavalieri [24]. see Theorems 2. 2. but unpublished. it follows that ˙ ˆ ˙ k k`1 s t ´s t sptq ´ sp0q “ n n k “0 ` 1 ˘ `k ˘ ˆ ˙ n ´1 ÿ s k` t ´s n t k`1 k n “ ¨ t´ t . we determined the instantaneous speed v ptq of the body at time t as the derivative v ptq “ s 1 ptq “ gt where g “ 9. i. The next decisive step was the discovery of the fundamental theorem of calculus independently by Newton [83] and Leibniz [68]. The ﬁrst uses that v ptq “ s 1 ptq for every t ą 0 and concludes that s is the ‘anti-derivative’ of v such that sp0q “ 0 and hence (by application of Theorem 2.4 to the discussion of Galileo’s results on bodies in free fall near the surface of the earth.6.7) is given by (2. sptq “ 1 2 gt 2 (2.19. k `1 k n n t ´ t n n k “0 ˆ n ´1 „ ÿ 216 . the realization that differentiation and integration are inverse processes.21.5.6. how to calculate sptq from the instantaneous speeds between times 0 and t.. Starting from the fallen distance sptq at time t. For every t ą 0 and n P N˚ .81m{sec2 is the acceleration of the earth’s gravitational ﬁeld.6. We now investigate the reverse question.2).6. There are two main approaches to this problem. we go back to the start of Section 2. A second approach leading on integration uses the following relation between s and v .

4 0.8 1 1. n ´ 1u. .2 0. t . n n In this case. s `k ˘ ` k `1 ˘ t ´s n t n k `1 k t´ n t n is the average speed in the time interval „ k k`1 t.2 Fig. .6 0. . 217 . For k P t0. 63: S6 p1. it is given by «ˆ ` 1 ˘ `k ˘ ˙2 ˆ ˙2 ﬀ s k` t ´ s t k` ngt k ` 1 k n n “ ´ “ gt k `1 k 2 n n n t´ n t n ˆ ˙ k gt “v t ` n 2n 1 2 in terms of the instantaneous speed v at the beginning of the time interval.2q is given by the yellow area under Gpv q. .vt m sec 10 8 6 4 2 t sec 0.

n n ˆ v ˙ ﬀ k t t . i. From the knowledge of an anti-derivative s of v .e. ts. ts which is denoted by ż t v pτ q dτ . It constitutes a special case of the fundamental theorem of calculus and is valid for a wide class of functions v . this relation allows the calculation of the integral of v over the interval r0. and its anti-derivative s. 0 Hence sptq ´ sp0q “ żt v pτ q dτ 0 gives the relation between instantaneous speed and the distance traveled between times 0 and t. we conclude that ˙ n´1 ˆ gt2 ÿ k t gt2 sptq ´ sp0q “ ` v t “ Sn ptq ` 2n k“0 n n 2n where Sn ptq :“ This leads on « sptq ´ sp0q “ lim nÑ8 n ´1 ÿ k “0 n ´1 ÿ k “0 ˆ v ˙ k t t . It is satisﬁed for the motion in one dimension in general.Hence.. ts. 63. The last relation gives the connection between the integral of v over the interval r0. ts. see Fig. some function s such that s 1 pτ q “ v pτ q for all τ P r0. t ą 0. Below the limit « ˙ ﬀ n ´1 ˆ ÿ t k t lim v nÑ8 n n k “0 will coincide with the integral of the function v over the interval r0. n n Note that the sum Sn ptq has the geometrical interpretation of an area under Gpv q. 218 .

the statement of the fundamental theorem of calculus was used to deﬁne the integral.. In the limit of vanishing length. was given by Bernhard Riemann in 1854 in his habilitation thesis [87]. we will allow for much general partitions of intervals in the deﬁnition of the integral. After this introduction. Deﬁnition 2. we arrived at the area A as well as at integrals of v . Cauchy was the ﬁrst to give a deﬁnition for continuous functions. during the 18th century. deﬁnitions of the integral as a limit of some sort of sums or an area under a curve were used to derive approximations. As a consequence. Such sums already appeared in the previous calculation of the area of the parabolic segment and in the motivation of the fundamental theorem of calculus. 219 . Such limit is replaced by the supremum of lower sums and the inﬁmum of upper sums which is required to coincide for integrable functions.As a consequence of the discovery of the fundamental theorem of calculus. applicable to a large class of discontinuous functions.e. i. Below. we start with natural deﬁnitions of the length of intervals. it contained an unnatural element in a preference of function values assumed at left ends of intervals used to subdivide the domain of such a function. the work of Fourier made it necessary to deﬁne integrals also of discontinuous functions.6.1. the integral was generally regarded as the inverse of the derivative. the size of a partition generalizes that length. the notion of area was still considered intuitive such that no precise deﬁnition was needed. They corresponded to partitions of intervals into subintervals of equal length. Only in cases where an anti-derivative could not be found. In particular. At the beginning of the 19th century. The equivalent deﬁnition used in this text is due to Jean-Gaston Darboux. Still. those partitions cannot be characterized by a single parameter. The ﬁrst fully satisfactory deﬁnition. On the other hand. partitions of intervals and corresponding lower and upper sums of bounded functions. and hence a deﬁnition of the integral in form of a simple limit is not possible.

bs is called a reﬁnement of P if P is a subsequence of P 1 . . . bsq :“ b ´ a . A partition P of ra. . b P R be such that a ď b. bsq “ lpra. P q corresponding to P by: Lpf. P q :“ U pf. in general non-disjoint. (ii) A partition P “ pa0 . The size of P is deﬁned as the maximum of the lengths of these subintervals. aν q of a bounded closed interval I of R induces a division of I into. bq. . We deﬁne the lengths of the corresponding intervals pa. Ij :“ raj . ν . bs. bq. ra. bs by lppa. Note that if K ą 0 is such that |f pxq| ď K for all x P I . . aν q of elements of ra. . .(i) Let a. . P q and upper sum U pf. . Since pa. ra. bqq “ lpra. In addition. j “ 0. bq is such a partition of ra. P q :“ ν ´1 ÿ j “0 ν ´1 ÿ j “0 inf tf pxq : x P Ij u lpIj q . it follows that ´K ď inf tf pxq : x P J u ď suptf pxq : x P J u ď K 220 . bqq “ lppa. pa. bs such that a “ a0 ď a1 ď ¨ ¨ ¨ ď aν “ b where ν is an element of N˚ . we deﬁne for every bounded function f on I the lower sum Lpf. bs. the set of all partitions of that interval is non-empty. aj `1 s . suptf pxq : x P Ij u lpIj q . . bs is an ordered sequence pa0 . . subintervals I“ ν ´1 ď j “0 Ij . A partition P 1 of ra. .

P1 q ď U pf. tU pf. 1q . P0 :“ p0. P q : P P Pu .for every subset J of I and hence that |Lpf. P q| ď |U pf. Finally. P0 q . P1 q “ 0 ¨ ` ¨ “ . | suptf pxq : x P Ij u| lpIj q ď K ν ´1 ÿ j “0 As a consequence. P0 q “ 1 ¨ 1 “ 1 . Also. 2 2 2 4 1 3 1 1 U pf. P0 q “ 0 ¨ 1 “ 0 . P1 q ď U pf. 221 .2. The size of P0 is 1. lpIj q “ K lpI q . P0 q ď Lpf.6. Consider the interval I :“ r0. 1 1 1 1 Lpf. P1 q “ ¨ ` 1 ¨ “ 2 2 2 4 and hence Lpf. Example 2. P q : P P Pu are bounded where P denotes the set of all partitions of I . it is to be expected that a reﬁnement of a partition of an interval leads to a decrease of corresponding upper sums and an increase of corresponding lower sums as has also been found in the special case in the previous example. 1q are partitions of I . this is intuition is correct. P q| ď ν ´1 ÿ j “0 ν ´1 ÿ j “0 | inf tf pxq : x P Ij u| lpIj q ď K ν ´1 ÿ j “0 lpIj q “ K lpI q . 1{2. 1s and the continuous function f : I Ñ R deﬁned by f pxq :“ x for all x P I . Indeed. the sets tLpf. P1 :“ p0. U pf. Intuitively. P1 is a reﬁnement of P0 . Lpf. whereas the size of P1 is 1{2.

for the proof of the remaining inequalities it is sufﬁcient (by the method of induction) to 1 1 P I is such that . As a consequence of their deﬁnition.4.6. P q : P P Puq ď inf ptU pf. bs of R and P be the set of all partitions of ra. Analogously. . . a1 su ¨ tlpra0 . let P.b] where ν P N˚ and a0 . . Theorem 2. bs where a and b are some elements of R such that a ď b. a1 squ “ 0 . Further. a1 sq ´ inf tf pxq : x P ra0 . . a1 su ¨ lpra0 . P q ď Lpf. . Then supptLpf.6. and in particular let P 1 be a reﬁnement of P . The middle inequality is obvious from the deﬁnition of lower and upper sums given in Def 2. Obviously. ﬁnally.3. aν P ra.6. a1 1 a0 ď a1 ď a1 and where we simpliﬁed to keep the notation simple. it follows that U pf.3). . P q . a1 . let P “ pa0 . lower sums are smaller than upper sums.1(ii).4) . .6. (2. . a1 sq ` lpra1 . . Then Lpf. P 1 q ď U pf. P 1 be partitions of I . P q ď 0 and hence. a1 su ¨ lpra0 . P q : P P Puq .Lemma 2. a1 sq ` inf tf pxq : x P ra1 . 222 (2. Then Lpf.6. P 1 q ´ U pf.3) Proof. a1 sq ´ lpra0 .6. Let f be a bounded real-valued function on the interval ra. . aν q where a1 assume that P 1 “ pa0 . P q “ 1 1 1 1 inf tf pxq : x P ra0 . Further. (2. . a1 su ¨ lpra1 . bs. P 1 q ´ Lpf. . a1 sq 1 1 ě inf tf pxq : x P ra0 . P 1 q ď U pf. Let f be a bounded real-valued function on a closed interval I of R. It is not difﬁcult to show that the same is true for the supremum of the lower sums and the inﬁmum of the upper sums. aν q be a partition of [a.

Proof. By Theorem 2.6.3, it follows for all P1 , P2 P P that Lpf, P1 q ď Lpf, P q ď U pf, P q ď U pf, P2 q , where P P P is some corresponding common reﬁnement, and hence that supptLpf, P1 q : P1 P Puq ď U pf, P2 q and (2.6.4). As a consequence of Lemma 2.6.3 and since every partition P of some interval of R is a reﬁnement of the trivial partition containing only its initial and endpoints, we can make the following deﬁnition. Deﬁnition 2.6.5. (The Riemann integral) Let f be a bounded real-valued function on the interval ra, bs of R where a and b are some elements of R such that a ď b. Denote by P the set consisting of all partitions of ra, bs. We say that f is Riemann-integrable on ra, bs if supptLpf, P q : P P Puq “ inf ptU pf, P q : P P Puq . In that case, we deﬁne the integral of f on ra, bs by żb f pxq dx :“ supptLpf, P q : P P Puq “ inf ptU pf, P q : P P Puq .

a

**In particular if f pxq ě 0 for all x P ra, bs, we deﬁne the area A under the graph of f by ż
**

b

A :“

a

f pxq dx .

Example 2.6.6. Let f be a constant function of value c P R on some interval ra, bs of R where a and b are some elements of R such that a ď b. In particular, f is bounded. Further, let P “ pa0 , . . . , aν q be a partition of ra, bs where ν P N˚ and a0 , . . . , aν P ra, bs. Then Lpf, P q “ U pf, P q “

ν ´1 ÿ k“0

c lprak , ak`1 sq “ 223

ν ´1 ÿ k “0

c pak`1 ´ ak q

“c

ν ´1 ÿ k“0

pak`1 ´ ak q “ c pb ´ aq .

**Hence all lower and upper sums are equal to c ¨ pb ´ aq. As a consequence, f is Riemann-integrable and żb f pxq dx “ c ¨ pb ´ aq .
**

a

**Note that this result can restated as saying that żb dx
**

a

is given by the difference of the values the antiderivative pra, bs Ñ R, x ÞÑ xq of the integrand at b and a. That this is not just accidental will be seen later on. The same is also true in more general cases as speciﬁed in the version Theorem 2.6.21 of the fundamental theorem of calculus. Note that according to the previous example, the integral of every function deﬁned on an interval containing precisely one point is zero. The value of the function in this point does not affect the value of the integral. This observation will lead further down to the deﬁnition of so called zero sets. Example 2.6.7. Consider the function f : ra, bs Ñ R deﬁned by f p xq : “ x , for all x P ra, bs where a and b are some elements of R such that a ď b. Since f pxq “ |x| ď max |a|, |b| for every x P ra, bs, f is bounded. For every n P N˚ , deﬁne the partition Pn of ra, bs by ˆ ˙ n ¨ p b ´ aq b´a ,...,a ` “b . Pn :“ a, a ` n n Calculate Lpf, Pn q and U pf, Pn q for all n P N˚ . Show that f is Riemannintegrable over ra, bs and calculate the value of żb f pxq dx .

a

224

**Solution: We have: I“ and n´1 j pb ´ aq b ´ a pb ´ aq2 ÿ L pf, Pn q “ a` ¨ “ a ¨ p b ´ aq ` j n n n2 j “0 j “0 ˆ ˙ pb ´ aq2 1 pb ´ aq2 n ¨ pn ´ 1q “ a ¨ pb ´ aq ` 1´ , “ a ¨ p b ´ aq ` n2 2 2 n
**

n ´1 „ ÿ j “0 n ´1 „ ÿ n ´1 „ ď j “0

j pb ´ aq pj ` 1qpb ´ aq a` ,a ` n n

U pf, Pn q “

pj ` 1qpb ´ aq b ´ a a` ¨ n n

“ a ¨ p b ´ aq `

n´1 p b ´ aq 2 n pb ´ aq2 ÿ p j ` 1 q “ a ¨ p b ´ a q ` ¨ pn ` 1q 2 n2 n 2 j “0 ˆ ˙ pb ´ aq2 1 “ a ¨ p b ´ aq ` 1` , 2 n

Hence

nÑ8

lim L pf, Pn q “ lim U pf, Pn q “

nÑ8

1 ¨ p b 2 ´ a2 q . 2

As a consequence, it follows that 1 ¨ pb2 ´ a2 q ď supptLpf, P q : P P Puq 2 and that inf ptU pf, P q : P P Puq ď and hence by Theorem 2.6.4 that supptLpf, P q : P P Puq “ inf ptU pf, P q : P P Puq “ 225 1 ¨ p b 2 ´ a2 q 2 1 ¨ p b 2 ´ a2 q 2

where P denotes the set of partitions of ra, bs. Hence f is Riemann-integrable and żb 1 x dx “ ¨ pb2 ´ a2 q . 2 a Note that the last result can be restated as saying that żb x dx

a

is given by the difference of the values the antiderivative pra, bs Ñ R, x ÞÑ x2 {2q of the integrand at b and a. That this is not just accidental will be seen later on. The same is also true in more general cases as speciﬁed in the version Theorem 2.6.21 of the fundamental theorem of calculus. In the past, we have seen that the property of convergence of a sequence as well as of the continuity and differentiability of functions is automatically ‘transferred’ to sums, products and quotients, see Theorems 2.3.4, 2.3.46, 2.3.48 and 2.4.8. Also did this fact considerably simplify the process of the decision whether a given sequence is convergent or given functions are continuous or differentiable. In many cases, this is an obvious consequence of the convergence of elementary sequences as well as of the continuity or differentiability of elementary functions. For these reasons, it is natural to ask whether multiples, sums, products and quotients of integrable functions are integrable as well. Indeed, this is the case for multiples, sums and products. In the case of quotients, this is the case if the divisor is in addition nowhere vanishing, and if the quotient is bounded. The corresponding proof is relatively simple in the case of multiples and sums of integrable functions and is part of the following theorem. In the case of products and quotients, the statement is a consequence of Lebesgue’s criterion for Riemann-integrability, Theorem 2.6.13, which is proved in the appendix. Within the deﬁnition of Riemann-integrability above, we also deﬁned the area under the graph of a positive integrable function in terms of its integral. This is reasonable in view of applications only if that integral is positive. This positivity is a simple consequence of the positivity of the lower sums.

226

Theorem 2.6.8. (Linearity and positivity of the integral) Let f, g be bounded and Riemann-integrable on the interval ra, bs of R where a and b are elements of R such that a ď b and c P R. Then f ` g and cf are Riemann-integrable on ra, bs and żb żb żb pf pxq ` g pxqq dx “ f pxq dx ` g pxq dx , a a a żb żb cf pxq dx “ c f pxq dx .

a a

**If f is in addition positive, then żb f pxq dx ě 0 .
**

a

Proof. In the following, we denote by P the set of all partitions of ra, bs. First, if M1 ą 0 and M2 ą 0 are such that |f pxq| ď M1 and |g pxq| ď M2 , then |pf ` g qpxq| “ |f pxq ` g pxq| ď |f pxq| ` |g pxq| ď M1 ` M2 , |pcf qpxq| “ |cf pxq| “ |c| |f pxq| ď |c|M1 for all x P ra, bs and hence f ` g and cf are bounded for every c P R. Second, it follows for every subinterval J of I :“ ra, bs that inf tf pxq : x P J u ` inf tg pxq : x P J u ď f pxq ` g pxq “ pf ` g qpxq , pf ` g qpxq “ f pxq ` g pxq ď suptf pxq : x P J u ` suptg pxq : x P J u for all x P J and hence that inf tf pxq : x P J u ` inf tg pxq : x P J u ď inf tpf ` g qpxq : x P J u ď suptpf ` g qpxq : x P J u ď suptf pxq : x P J u ` suptg pxq : x P J u . Hence it follows for every partition P of I that Lpf, P q ` Lpg, P q ď Lpf ` g, P q ď U pf ` g, P q 227

ď U pf, P q ` U pg, P q . If n P N˚ , by reﬁning partitions, we can construct Pn P P such that żb żb 1 1 f pxq dx ´ ă Lpf, Pn q , g pxq dx ´ ă Lpg, Pn q , 2n 2n a a żb żb 1 1 f pxq dx ` g pxq dx ` U pf, Pn q ă , U pg, Pn q ă . 2n 2n a a Hence żb

1 f pxq dx ` g pxq dx ´ ď Lpf ` g, Pn q ď U pf ` g, Pn q n a a żb żb 1 f pxq dx ` g pxq dx ` ď n a a

żb

and żb 1 ď suptLpf ` g, P q : P P Pu n a a żb żb 1 ď inf tU pf ` g, P q : P P Pu ď f pxq dx ` g pxq dx ` . n a a f pxq dx ` g pxq dx ´ żb

**Since the last is true for every n P N˚ , we conclude that suptLpf ` g, P q : P P Pu “ inf tU pf ` g, P q : P P Pu żb żb “ f pxq dx ` g pxq dx .
**

a a

**Hence f ` g is Riemann-integrable and żb żb żb pf pxq ` g pxqq dx “ f pxq dx ` g pxq dx .
**

a a a

Further, if c ě 0, it follows for every subinterval J of I that inf tcf pxq : x P J u “ c inf tf pxq : x P J u , 228

suptcf pxq : x P J u “ c suptf pxq : x P J u and hence that Lpcf, P q “ c Lpf, P q , U pcf, P q “ c U pf, P q for every partition P of I . The last implies that żb suptLpcf, P q : P P Pu “ c suptLpf, P q : P P Pu “ c f pxq dx , a żb inf tU pcf, P q : P P Pu “ c inf tU pf, P q : P P Pu “ c f pxq dx .

a

If c ď 0, it follows for every subinterval J of I that inf tcf pxq : x P J u “ c suptf pxq : x P J u , suptcf pxq : x P J u “ c inf tf pxq : x P J u and hence that Lpcf, P q “ c U pf, P q , U pcf, P q “ c Lpf, P q for every partition P of I . The last implies that żb suptLpcf, P q : P P Pu “ c inf tU pf, P q : P P Pu “ c

a żb

f pxq dx , f pxq dx .

a

**inf tU pcf, P q : P P Pu “ c suptLpf, P q : P P Pu “ c Hence it follows in both cases that żb żb cf pxq dx “ c f pxq dx .
**

a a

Finally, if f is such that f pxq ě 0 for all x P I , then inf tf pxq : x P J u ě 0 229

. it follows that hpxq ě 0 for all x P ra. It is easy to see that the linearity and positivity of the map implies also its monotony. As a consequence. bs Ñ R by hpxq :“ g pxq ´ f pxq for all x P ra. which assume only positive (ě 0) values. into a positive real number. bs of R where a and b are elements of R such that a ď b. żb f pxq dx “ suptLpf. a The Riemann integral can be viewed as a map into the real numbers with domain given by the set of bounded Riemann-integrable functions over some bounded closed interval I of R.6. then the integral of f is equal or smaller than the integral of g .e.for all subintervals J of I and hence Lpf. deﬁned by f pxq ď g pxq for all x P I .6. it is positive. Finally. bs. i. the integral of the sum of such functions is equal to the sums of their corresponding integrals and the integral of a scalar multiple of such a function is given by that multiple of the integral of that function.e. For this. According to Theorem 2. and in addition let f pxq ď g pxq for all x P ra.9. h is bounded and Riemann-integrable. bs. bs. Proof. bs. g be bounded and Riemann-integrable on the interval ra.. P q : P P Pu ě 0 .8. Corollary 2. (Monotony of the integral) Let f. P q ě 0 for every partition P of I . we deﬁne the auxiliary function h : ra. if such functions f and g satisfy f ď g . Then ż ż b b f pxq dx ď a a g pxq dx . In addition. i. According to the previous theorem. since f pxq ď g pxq for all x P ra. that map is ‘linear’..e. in the sense that it maps such functions which are in addition positive. i. Hence it follows by the linearity and positivity of the integral that żb żb żb żb żb 0ď hpxq dx “ g pxq dx ` r´f pxqs dx “ g pxq dx ´ f pxq dx a a a a a 230 .

Such intervals are examples of so called zero sets. The values assumed by a function on a zero set do not inﬂuence the value of the integral. There are several deﬁnitions of zero sets possible. of vanishing length. of open subintervals of R such that the union of those intervals contains S and at the same time such that n ÿ lim lpIk q ă ε .6.6. The following common deﬁnition uses the intuition that they should be. in a certain sense. associated upper and lower sums count the values of the function in such points twice. Note that any ﬁnite subset of R and also any subset of a set of measure zero has measure zero. The reason behind this behavior is. of course.and hence that żb f pxq dx ď a żb g pxq dx . Hence. nÑ8 k “0 Remark 2. (Sets of measure zero) A subset S of R is said to have measure zero if for every ε ą 0 there is a corresponding sequence I0 .6. the fact that we deﬁned the length of intervals as the difference between their right and left boundary. For this note that by Example 2. . Hence the length of an interval containing only one point is zero. although that would have been possible. In our deﬁnition subsequent intervals in a division contain a common point. .11. it follows that the integral of any function deﬁned on a interval containing only one point is zero.6. a The reader might have wondered why we did not deﬁne divisions of intervals induced by partitions in such a way that they contain only pairwise disjoint intervals. 231 . The value of the function in this point does not affect the value of the integral. . in some sense.10. Deﬁnition 2. The last is reﬂected by the fact that values of functions in individual points don’t inﬂuence the value of the integral. The reason for our deﬁnition is that it is technically simpler than one which uses pairwise disjoint intervals and that the use of a deﬁnition of the latter type would have led to the same integral. I1 .

we conclude by 232 . Further. bs Ñ R be bounded where a and b are some elements of R such that a ă b. The following celebrated theorem due to Henri Lebesgue changes this. 2 So far. Theorem 2.13. (Lebesgue’s criterion for Riemann-integrability) Let f : ra. there is a bijection ϕ : N Ñ S . bs. Since S is countable. where a and b are elements of R such that a ď b. Proof. Remark 2. bs of R.6.6. Because of its technical character. let D be the set of discontinuities of f . Since |f pxq| “ a rf pxqs2 for every x P ra. Then f is Riemann-integrable if and only if D is a set of measure zero. It gives a characterization of Riemann-integrability.6. Thus. Then for each N P N: « ` 1 ˘N `1 ˆ ˙ N `1 ﬀ N N ˆ ˙n`2 ÿ ÿ 1 ´ ε 1 ε 1 2 “ ¨ lpIn q “ ε ¨ “ ¨ 1´ 1 2 4 2 2 1´ 2 n“0 n“0 and hence N Ñ8 N ÿ k “0 lim lpIk q “ ε ăε.6.14. Let ε ą 0 and deﬁne for each n P N the corresponding interval In :“ pϕpnq ´ ε{2n`3 . if f is bounded and Riemann-integrable on the interval ra.6 in the Appendix. A property is said to hold almost everywhere on a subset S of R if it holds everywhere on S except for a set of measure zero. ϕpnq ` ε{2n`3 q. Proof.Theorem 2.12. the proof is transferred to the Appendix.13 states that a bounded function on a non-trivial bounded and closed interval of R is Riemann-integrable if and only if the function is almost everywhere continuous. Every countable subset S of R is a set of measure zero. Theorem 2. we proved existence of the integral only in few simple cases. See the proof of Theorem 5.2.

ˇ ˇ a a Example 2. As a consequence.9. Corollary 2. For a ﬁrst application. that żb żb żb f pxq dx |f pxq| dx ď ´ f pxq dx ď a a a and hence that ˇż b ˇ żb ˇ ˇ ˇ f pxq dxˇ ď |f pxq| dx . ˇ ˇ a a The last estimate is frequently applied. bs of R where a and b are elements of R such that a ď b. Since ´f pxq ď |f pxq| ď f pxq for all x P ra. for every n P Z. there are integral representations which are often crucial for the derivation of their properties. Then |f | is bounded and Riemann-integrable and ˇż b ˇ żb ˇ ˇ ˇ f pxq dxˇ ď |f pxq| dx . Theorem 2. it follows the simple estimate ż ż 1 π 1 π | cospx sin θ ´ nθq| dθ ď dθ “ 1 |Jn pxq| ď π 0 π 0 233 . it follows by the monotony of the Riemann integral.9. see Example 2.6. For instance.6. bs.6.application of the previous theorem that also |f | is bounded and Riemannintegrable.6.16. the corresponding Bessel function of the ﬁrst kind Jn satisﬁes ż 1 π Jn pxq “ cospx sin θ ´ nθq dθ π 0 for all x P R and is the solution of the differential equation x2 f 2 pxq ` xf 1 pxq ` px2 ´ n2 qf pxq “ 0 . Let f be bounded and Riemann-integrable on the interval ra. By Corollary 2. we proved the following theorem. For many functions that are important for applications.6.16. for all x P R.15.

bs Ñ R be bounded where a and b are some elements of R such that a ď b and c P ra. that is.5 Fig.y 1 20 20 x 0.bs . we expect that the area of A is equal to the sum of the areas of B and C . P q : P P Puq “ supptLpf |ra. Geometric intuition suggests that areas are additive.cs uq ` supptLpf |rc. if A is the set under the graph of a bounded integrable function and A is the disjoint union of two such sets B and C .cs . inf ptU pf. P q : P P Puq “ inf ptU pf |ra.cs . symmetric with respect to rotations around an axis.cs uq ` inf ptU pf |rc.17.bs . i.bs uq . Theorem 2. P q : P P Prc. Within the deﬁnition of Riemann-integrability above. (Additivity of upper and lower Integrals) Let f : ra. 64: Graph of J0 . it will be shown that this intuition is reﬂected in the additivity of the integral. Indeed in the following. P q : P P Pra. bs.e.6. we also deﬁned the area under the graph of an bounded integrable function that assumes only positive (ě 0) values in terms of its integral. P q : P P Pra. P q : P P Prc. Bessel functions occur frequently in the description of physical systems that are ‘axially symmetric’.bs uq 234 .. for all x P R and hence that Jn is a bounded function. Then supptLpf.

P1 q ` U pf |rc.cs .cs . P q : P P Prc. . .bs uq ´ Lpf. Obviously because of Lemma 2. P q : P P Puq ď .bs uq ď . . respectively. . P q : P P Pra. P q : P P Pra. . P q “ Lpf |ra. P2 q .bs uqˇ ď ε .cs . µ are some elements of N˚ .cs .6. P q ´ inf ptU pf. . P2 q ´ inf ptU pf |rc.cs .bs . P q : P P Prc. Pra. 3 ε supptLpf |ra.cs . Prc.cs uq ´ Lpf. Now let ε ą 0. P1 q ď . . aν `1 . For this. aν q P Pra. we can also assume without restriction that P is such that ε U pf. . U pf.where P. . P q : P P Puq ´ inf ptLpf |ra. P q ď . P q : P P Pra. .bs . .bs . Analogously because of Lemma 2.bs denote the set consisting of all partitions of ra. .bs . aν `µ q the corresponding element of P. P q : P P Prc. . where ν.bs . ra.bs . P q : P P Pra. let P1 “ pa0 . bs. Proof.3. P1 q ´ inf ptU pf |ra.6. P2 q .cs uq ď . we can assume without restriction that P is such that ε supptLpf. . 3 ε U pf. 3 ε U pf.3. . P1 q ` Lpf |rc. 3 ε supptLpf |rc. P q “ U pf |ra.cs . P q : P P Puq ´ Lpf. 3 Then also ˇ ˇ supptLpf. . P2 q ď . P q : P P Puq ´ supptLpf |ra. cs and rc. bs.cs uq 235 . 3 Then also ˇ ˇ inf ptU pf. aν `µ q P Prc.cs and P2 “ paν `1 . aν .cs uq ˇ ´ supptLpf |rc. Then Lpf. and P :“ pa0 .

bs . bq. if f is continuous in some point x P pa. Both are direct consequences of the additivity. 236 . The second is a consequence of the ﬁrst. Below. Theorem 2. and c P ra.bs uqˇ ď ε .17. The statement is a simple consequence of Theorem 2. At the moment.19. Then żb f pxq dx “ a a żc f pxq dx ` żb f pxq dx . c Proof.18. P q : P P Prc. that fundamental theorem will be given in two variations. only.6. For a certain class of integrands. Let f : ra.13 and Lemma 2. we calculated the value of the integral only in some simple cases and from its deﬁnition. Corollary 2. bs.6. bs Ñ R be bounded and Riemann-integrable where a and b are some elements of R such that a ă b. The ﬁrst displays that integration and differentiation are inverse processes. So far. Then F : ra. we can calculate integrals of linear functions over bounded closed intervals of R.6. The next fundamental theorem will give us a powerful tool for such calculation. by help of the linearity of the integral and the results in these cases.6. bs is continuous. (Additivity of the Riemann Integral) Let f : ra. bs Ñ R deﬁned by ż x F pxq :“ a f ptq dt for every x P ra. it allows the calculation of the integral from the knowledge of the values of an antiderivative its integrand at the ends of the interval of integration. bs Ñ R be bounded and Riemann-integrable where a and b are some elements of R such that a ď b. then F is differentiable in x and F 1 p xq “ f p xq .ˇ ´ inf ptLpf |rc. Furthermore.

13 and Corollary 2. bs.6. . Further. bs such that |t ´ x| ă δ . but f pt0 q. ) Now let h P R˚ be such that |h| ă δ and small enough such that x ` h P pa.18. it follows by the Corollaries 2.9 that ˇ ˇ ˇ ˇ „ż x`h żx ˇ ˇ F px ` hq ´ F pxq ˇ ˇ1 ˇ f ptq dt ´ f pxqˇ ´ f pxqˇ “ˇ f ptq dt ´ ˇ ˇ ˇ ˇ h h a a ˇ „ż x ˇ żx ż x`h ˇ1 ˇ ˇ f ptq dt ´ f pxqˇ “ˇ f ptq dt ` f ptq dt ´ ˇ h x a ˇ ż xa ˇ ż ˇ 1 `h ˇ 1 x`h ˇď “ˇ r f p t q ´ f p x qs dt |f ptq ´ f pxq| dt ď ε . bq. In the ﬁrst case. let f be continuous in some point x P pa. it follows by Theorem 2. bs such that |f ptn q ´ f pxq| ě ε and |tn ´ x| ă 1{n for all n P N. We consider the cases h ą 0 and h ă 0. . . Hence given ε ą 0. . in the second case it follows that ˇ ˇ „ż x`h ˇ ˇ żx ˇ ˇ1 ˇ ˇ F px ` hq ´ F pxq ˇ ˇ ˇ ´ f pxqˇ “ ˇ f ptq dt ´ f ptq dt ´ f pxqˇ ˇ ˇ h h a a 237 .9 that ˇ ˇż y ˇ ˇ ˇ |F py q ´ F pxq| “ ˇ f ptq dtˇ ˇ ď M ¨ | y ´ x| x if y ě x as well as that ˇż x ˇ ˇ ˇ ˇ |F py q ´ F pxq| “ ˇ f ptq dtˇ ˇ ď M ¨ | y ´ x| y if y ă x. . .Proof. bs. . f pt1 q. where M ě 0 is such that |f ptq| ď M for all t P ra.6.6. 2.6. (Otherwise. in ra. . . ˇh ˇ h x x Analogously. For x.6. Then t0 .18. there is δ ą 0 such that |f ptq ´ f pxq| ă ε for all t P ra. t1 . is not convergent to f pxq. t1 . 2. y P ra. there is some ε ą 0 along with a sequence t0 . is converging to x. bq. and hence the continuity of F .

aν q be a partition of ra.19 is differentiable with derivative f pxq for almost all x P pa.6.h‰0 h lim and that F is differentiable in x with derivative f pxq. the function F in Theorem 2. Further. aj `1 s such that F paj `1 q ´ F paj q “ F 1 pcj qpaj `1 ´ aj q where we deﬁne F 1 paq :“ f paq and F 1 pbq :“ f pbq. . a In calculations.13. . we sometimes use the notation rF pxqs |b a :“ F pbq ´ F paq . bs where ν is an element of N˚ . . By Theorem 2. ˇ h ˇ |h| x`h x`h Hence it follows that F px ` hq ´ F pxq “ f pxq hÑ0. Then żb f pxq dx “ F pbq ´ F paq . . bs Ñ R be bounded and Riemann-integrable where a and b are some elements of R such that a ă b. there is a corresponding cj P raj . (Fundamental Theorem of Calculus) Let f : ra. for all x P pa.6. . bs as well as differentiable on pa. let F be a continuous function on ra. . bq.20. Note that because of Theorem 2. Remark 2.21.6. ν ´ 1u. . bq such that F 1 pxq “ f pxq.6 for every j P t0. . Hence F p b q ´ F p aq “ ν ´1 ÿ j “0 rF paj `1 q ´ F paj qs “ 238 ν ´1 ÿ j “0 f pcj qpaj `1 ´ aj q . Theorem 2.ˇ ˇ „ ż x`h ż x`h żx ˇ ˇ1 f ptq dt ´ f ptq dt ´ f ptq dt ´ f pxqˇ “ˇ ˇ ˇh a a x`h ˇ ˇ żx żx ˇ 1 ˇ ˇď 1 “ˇ ´ r f p t q ´ f p x qs dt |f ptq ´ f pxq| dt ď ε . Let ε ą 0 and P “ pa0 . Proof.5. bq. .6. 1.

Further by ´x¯ F pxq :“ ´21 cos 3 for all x P r0. P q ď F pbq ´ F paq ď U pf.22. 3 3 2 2 0 Example 2. n ` 1q and n P N.6. P q : P P Puq ď F pbq ´ F paq ď inf ptU pf. P q .and Lpf. A simple number theoretic function is the greatest integer or ﬂoor function deﬁned by rxs :“ n for all x P rn.23.6. respectively.21 żπ ´π ¯ ´x¯ 21 21 sin dx “ ´21 cos ` 21 cosp0q “ 21 ´ “ . π q. π q such that g 1 pxq “ f pxq for all x P p0. π s. x ry s dy for all x ě 0 and x ă 0. there is deﬁned a continuous and hence Riemann-integrable function on r0. Calculate żπ 7 sin 0 ´x¯ 3 dx .6. π s which is differentiable on p0. Solution: Note that the greatest integer functions is almost everywhere continuous and hence according to 239 . ´x¯ Solution: By f pxq :“ 7 sin 3 for all x P r0. P q : P P Puq . Hence supptLpf. there is deﬁned a continuous function on r0. Hence by Theorem 2. Example 2. Calculate ż ż x 0 ry s dy 0 . π s. P q : P P Puq “ supptLpf. π s.

it follows by Corollary 2.18 and Theorem 2. n ` 1q that ż0 ry s dy “ x x ż n`1 ry s dy ` ż0 ry s dy “ n`1 ż n`1 n dy ` x ´1 ż k `1 ÿ k“n`1 k ry s dy 240 .6.y 4 2 x 4 2 2 4 2 4 Fig. it follows for every n P Z such that n ď ´1 and every x P rn. Theorem 2.6. 2 2 2 Analogously.6. n ` 1q.21 that żx żn żx żx n ´1 ż k `1 ÿ ry s dy ` n dy ry s dy “ ry s dy ` ry s dy “ 0 n ´1 ż k`1 ÿ 0 n n ´1 ÿ k“0 k n “ k “0 k k dy ` npx ´ nq “ k ` npx ´ nq ˆ k “0 ˙ ˆ ˙ n`1 1 ` r xs n “ pn ´ 1q ` npx ´ nq “ n x ´ “ rxs x ´ . 65: Graph of the greatest integer function and anti-derivative. For every n P N and every x P rn.13 also Riemann-integrable on any closed interval of R.

n “ npn ` 1 ´ xq ´ pn ` 1q “ n 2 See Fig. it follows that cosppm ` nqθq “ cospmθq cospnθq ´ sinpmθq sinpnθq .6.“ npn ` 1 ´ xq ` ´1 ż k`1 ÿ k“n`1 k k dy “ npn ` 1 ´ xq ` ˆ n`1 ´x 2 ˙ ´1 ÿ k“n`1 k ˙ . Calculate żπ sinpmθq sinpnθq dθ 0 where m. 1 ` r xs “ ´rxs x ´ 2 ˆ A basic method for the evaluation of integrals with trigonometric integrands consists in the application of the addition theorems for sine and cosine. 241 . cosppm ´ nqθq “ cospmθq cospnθq ` sinpmθq sinpnθq . n P N˚ . Example 2. and hence that sinpmθq sinpnθq “ 1 r cosppm ´ nqθq ´ cosppm ´ nqθq s 2 for all θ P R.24. This leads to żπ ż 1 π r cosppm ´ nqθq ´ cosppm ` nqθq s dθ sinpmθq sinpnθq dθ “ 2 0 0 1 1 “ r sinppm ´ nqθq sπ r sinppm ` nqθq sπ 0 ´ 0 “ 0 2pm ´ nq 2pm ` nq if m ‰ n and żπ ż 1 π r 1 ´ cosppm ` nqθq s dθ sinpmθq sinpnθq dθ “ 2 0 0 π 1 π “ ´ r sinppm ` nqθq sπ 0 “ 2 2pm ` nq 2 if m “ n. Solution: By help of the addition theorem for the cosine function. 65.

Solution: If f is such function.5) for all x P R.21 that żx żx 1 f py q dy “ pe2y ` sinp3y qq dy f p xq ´ f p x0 q “ x0 x0 „ x 1 2y 1 1 1 1 1 e ´ cosp3y q “ e2x ´ cosp3xq ´ e2x0 ` cosp3x0 q “ 2 3 2 3 2 3 x0 where x0 P R and x ą x0 . Find the solutions of the following (‘differential’) equation for f : R Ñ R: f 1 pxq “ e2x ` sinp3xq (2. Hence f pxq “ for all x P R where c “ f p0q ´ 1 1 1 ` “ f p0q ´ .6. Hence it follows by Theorem 2.6. The same is true for initial values given in any other point of R.Example 2.6. f 1 pxq ` af pxq “ 3 (2.25.5) for all x P R.6. Find the solutions of the following differential equation for f : R Ñ R. Note that c “ f p0q ´ p1{6q. there is precisely one solution of the differential equation with ‘initial value’ f p0q “ c. Hence for every c P R. 2 3 On the other hand if c P R and fc : R Ñ R is deﬁned by fc pxq :“ 1 2x 1 e ´ cosp3xq ` c 2 3 for all x P R.6) 242 . Example 2.26. it follows that f is continuously differentiable. c P R.6.6. Hence the solutions of the differential equation are given by the family of functions fc . 2 3 6 1 2x 1 e ´ cosp3xq ` c . then it follows by direct calculation that fc satisﬁes (2.

The same is true for initial values given in any other point of R. Hence for every c P R. From this. we conclude that phf qpxq “ and f p xq “ 3 p1 ´ e´ax q ` c e´ax a for all x P R where c “ f p0q. Solution: If f is such function. Further.21 that żx 3 3 phf qpxq ´ phf qpx0 q “ 3 eay dy “ eax ´ eax0 a a x0 and therefore that phf qpxq “ phf qpx0 q ` 3 3 p1 ´ eax0 q ` peax ´ 1q a a 3 ax pe ´ 1q ` c a for x ą x0 where x0 P R.6. 243 .6) for all x P R. then it follows by direct calculation that fc satisﬁes (2. it follows that phf q 1 pxq “ hpxqf 1 pxq ` h 1 pxqf pxq “ eax f 1 pxq ` aeax f pxq “ eax rf 1 pxq ` af pxqs “ 3 eax for all x P R. Note that c “ f p0q.6.for all x P R where a P R. Hence the solutions of the differential equation are given by the family of functions fc . c P R. it follows that f is continuously differentiable. by using the auxiliary function h : R Ñ R deﬁned by hpxq :“ eax for every x P R. Hence it follows by Theorem 2. there is precisely one solution of the differential equation with ‘initial value’ f p0q “ c. On the other hand if c P R and fc : R Ñ R is deﬁned by 3 fc pxq :“ p1 ´ e´ax q ` c e´ax a for all x P R.

e) 1 ż1 4 ? ´ 3x x sinpπxq dx . ż5 x ´ 3x ` 5 dx x3 . .Problems 1) Calculate ż3 px2 ` 5x ` 7q dx a) 2 ż2 ż2 . d) . r) 0 sinpmθq cospnθq dθ s) 0 where m. 0 ż 2π ż 2π sinpmθq sinpnθq dθ cospmθq cospnθq dθ . 2) Deﬁne f : R Ñ R by $? ’ &?3 p1 ` xq if x ď ´1{2 f p xq :“ 3{2 if ´1{2 ă x ă 1{2 ’ %? 3 p1 ´ xq if 1{2 ď x for every x P R. h) 2 b) 0 9 t2{3 dt ż2 . c) ´1 pe ż2ˆ 2x ´ 3xq dx ˙ dx . 1 sinpx{2q cospx{2q dx dx 3 4 sinpxq cos2 pxq dx 5 ‰ x ` | 5x ´ 3 |2 dx „ żπ j) l) m) ż n) o) q) 0 ż 2π ´2 5 |3x ´ 4| dx . Calculate the area in R2 that is enclosed by the graph of f and the x-axis. π {2 ż3 “ ´1 ż2 1 |x ´ 1| ` 4|x ` 1| 3 5 | x ´ 1 | ¨ | x ` 1 | ¨ | x ` 2 | dx . dx . π ´3 ż4 ? f) 3x ` 2 dx . ż3 . k) 1 1 2 g) ż i) 0 0 π {2 x dx 2x2 ` 1 . Verify your result using facts from elementary 244 . . p) | cosp3xq| dx ´π {6 . . ´2 4 ż 3π ż π {6 | sinpx{2q| dx . n P N˚ .

x P R . 3) Calculate the area in R2 that is enclosed by the graphs of the polynomials p1 pxq :“ ´1 ` p7{2q x ´ x2 . a) # f pxq :“ ´1 1 if x P r0. x P R . b) Find that solution which satisﬁes f p0q “ 1 and f 1 p0q “ 2. f 2 pxq “ 3x ` 4 for all x P R. π s . if x P pπ. 5) Show that cospxq ď 1 ´ for all x P r0.geometry. 8) Calculate a0 :“ ż 2π ż 1 1 2π f pxq dx . 2π 0 π 0 ż 1 2π bk :“ sinpkxqf pxq dx π 0 x2 π for all k P N˚ . b) f 1 pxq ` 3f pxq “ ex{4 . 4) Calculate the area in R2 that is enclosed by the curve C :“ tpx. π {2s. x P R . y q P R2 : y 2 ´ 4x2 ` 4x4 “ 0u . a) f 1 pxq ´ 3f pxq “ x{2 . ak :“ cospkxqf pxq dx . 6) Find the solutions to the differential equation for f : R Ñ R. c) 2f 1 pxq ´ f pxq “ 3 e´x . a) Find the solutions of this equation. 7) Consider the following differential equation for f : R Ñ R. c) Find that solution which satisﬁes f p0q “ 2 and f p1q “ 3. 2π s 245 . p2 pxq :“ 4 ´ p7{2q x ` x2 where x P R. Use the result to calculate the area enclosed by a hexagon of side length 1.

bs. 2π s . Show that żb f pxq dx ą 0 . 246 . 2π ´ x if x P pπ. 11) Let a. y q P R : 2 ` 2 “ 1 a b where a.b) f pxq :“ x for all x P r0. 2π s of continuity of f . bs Ñ R be positive. a 12) Let a. π s . such that f pxq ě 0 for all x P ra. b P R be such that a ă b. 2π s Remark: These are the coefﬁcients of the Fourier expansion of f . and assume a value ą 0 in some point of ra. Further. y q P R : y ď c ^ ´ 2 “1 a2 b where a. 10) Calculate the area in R2 that is enclosed by the branches of hyperbolas * " x2 y2 2 C1 :“ px. let f : ra. bs Ñ R be bounded and Riemann-integrable. let f : ra. a b " * py ´ cq2 x2 2 C2 :“ px.e. The representation # + n ÿ f pxq “ lim a0 ` lim rak cospkxq ` bk sinpkxqs nÑ8 k “1 is valid for every point x P r0. i. ‰ 9) Calculate the area in R2 that is enclosed by the ellipse " * 2 y2 2 x C :“ px.. b P R be such that a ă b. Further. bs. Show the following Cauchy-Schwartz inequality for integrals: ˜ż ¸2 ˜ż ¸ ˜ż ¸ b b b f pxqg pxq dx a ď a f 2 pxq dx a g 2 pxq dx . y q P R : y ě 0 ^ 2 ´ 2 “ 1 . c) # f pxq :“ “ x if x P r0. b ą 0 and c ą a. b ą 0. bs Ñ R and g : ra.

Calculate the solution function f of (2.8) with initial position f p0q “ x0 and initial speed f 1 p0q “ v0 where x0 . is given by mf 2 ptq “ ´λ pf 1 ptqq2 (2. b) F pxq “ F0 . v0 P R. v0 P R.6. Investigate. show that equality holds if and only if there are α.9) for all t P R where f ptq is the position of the particle at time t and λ ą 0 is a parameter describing the strength of the friction. 16) Consider a projectile that is shot into the atmosphere. 15) Newton’s equation of motion for a point particle of mass m ě 0 moving on a straight line under the inﬂuence of low viscous friction.“β P R satisfying that α2 ` β 2 ‰ 0 and such that αf ` βg “ 0.10) 247 .7) for all t P R where f ptq is the position of the particle at time t and F pxq is the external force at the point x. 14) Newton’s equation of motion for a point particle of mass m ě 0 moving on a straight line under the inﬂuence of a viscous friction is given by mf 2 ptq “ ´λf 1 ptq (2. According to Newton’s equation of motion. Find solutions f of (2.8) for all t P R where f ptq is the position of the particle at time t and λ ą 0 is a parameter describing the strength of the friction. v0 P R.6. ‰ 13) Newton’s equation of motion for a point particle of mass m ě 0 moving on a straight line is given by mf 2 ptq “ F pf ptqq (2. for instance friction exerted by air. Hint: Consider ż b r f pxq ` λ g pxq s2 dx a as a function of λ P R.9) with initial position f p0q “ x0 and initial speed f 1 p0q “ v0 where x0 .6. a) F pxq “ 0 . calculate the solution function f of (2. whether f has a limit value for t Ñ 8. the height f ptq above ground at time t P R satisﬁes the equation mf 2 ptq “ ´g ´ λ pf 1 ptqq2 (2. x P R .6.6.7) with initial position f p0q “ x0 and initial speed f 1 p0q “ v0 where x0 .6.6. For the speciﬁed force.In addition. x P R where F0 is some real parameter .

10) with initial height f p0q “ z0 and initial speed component f 1 p0q “ v0 where z0 . 248 . Find solutions f of (2.for all t P R where g “ 9. v0 P R.6.81m{s2 is the acceleration due to gravity and λ ą 0 is a parameter describing the strength of the friction.

that ż gpdq F 1 pxq dx “ F pg pdqq ´ F pg pcqq “ pF ˝ g qpdq ´ pF ˝ g qpcq g pcq żd “ c żd pF ˝ g q puq du “ c 1 1 F 1 pg puqq g 1 puq du . Further. integration by parts. Theorem 2.3 3. namely the methods of change of variables (also referred to as ‘integration by substitution’). Then it follows by the chain rule for differentiation that F ˝ g : I Ñ R is continuously differentiable with derivative given by pF ˝ g q 1 puq “ F 1 pg puqq g 1 puq for all u P I .1 Calculus II Techniques of Integration This section studies standard techniques of integration. integration by decomposition of rational integrands into partial fractions and. let c.1. we consider a continuously differentiable and increasing function g deﬁned on a non-trivial open interval I of R and a continuously differentiable function F that is deﬁned on an open interval containing Ranpg q.6. d P I be such that c ă d. we arrive at the formula for the change of variables ż gpdq żd f pxq dx “ f pg puqq g 1 puq du g pcq c 249 . ﬁnally. approximate numerical calculation of integrals. 3. For motivation. Further.1 Change of Variables The method of change of variables (also referred to as ‘integration by substitution’) is based on the chain rule for differentiation.21. Hence by deﬁning f :“ F . it follows by the fundamental theorem of calculus.

We note that the previous reasoning proves the validity of this equation if.6. let I be an open interval interval of R containing g prc. x1 s Ñ R by żx F pxq :“ x0 ż gpcq f px q dx ´ x0 1 1 f px 1 q dx 1 250 . the statement of the theorem is obviously true. ds Ñ R be continuous.1) Proof. ds Ñ R by żu f pg pu ¯qq ¨ g 1 pu ¯ q du ¯ Gpuq :“ c for all u P rc.e.19. In the proof of the following theorem. Theorem 3. dq with G 1 puq “ f pg puqq ¨ g 1 puq for all u P pc. In the remainder of this proof. Finally.for f . Further.6. Then ż gpdq f pxq dx “ g pcq c żd f pg puqq ¨ g 1 puq du . ds. we deﬁne F : rx0 . (Change of variables) Let c. c and d. the last is concluded from the continuity of the function f and the fundamental theorem of calculus in the form of Theorem 2.19 it follows that G is continuous as well as differentiable on pc. d P R such that c ă d.. Further. By Theorem 2. we consider the case of a non-constant g .1. dsq and f : I Ñ R be continuous.1.dq to a continuous function on rc. f is a continuous function that is deﬁned on a open interval of containing Ranpg q for which there is a antiderivative F . in addition to the assumptions above on g . dq with a derivative which can be extended to a continuous function on rc. ds. i. ds and deﬁne G : rc. In the special case that g is a constant function. for which there is a differentiable function F : Dpf q Ñ R such that F 1 pxq “ f pxq for all x P Dpf q. We denote by g 1 the extension of the derivative of g |pc. let g : rc. (3.1. such that g pcq ď g pdq and continuously differentiable on pc. dq.

dq with pF ˝ g q 1 puq “ f pg puqq ¨ g 1 puq “ G 1 puq for all u P pc.1). g p0q “ 1 and g p2q a “ 3. x1 s where x0 .1 that ż2 ż gp2q ż3 ? f pg puqq g 1 puq du f pxq dx “ x x ´ 1 dx “ 2 g p0q 0 ˇ2 „ ? 2 5{2 2 3{2 ˇ 3{2 1{2 ˇ “ pu ` 1q u du “ p u ` u q du “ u ` u ˇ 5 3 0 0 0 „ ˇ2 ˇ 2 22 3{2 44 ? “ p3u ` 5q u3{2 ˇ “ 2 “ 2. ˇ 15 15 15 0 ż2 ż2 Note that. By Theorem 2. 2. Then g is increasing and continuously differentiable with a derivative function constant of value 1.1. Solution: For this. x1 P I are such that x0 is smaller than the minimum value of g and x1 is larger than the maximum value of g . we deﬁne g : R Ñ R by g puq :“ u ` 1 for all u P R.3.10 that F ˝ g is continuous as well as differentiable on pc.1. Calculate ż3 1 ? x x ´ 1 dx .4. dq.18 also (3. we deﬁne the continuous function f : R Ñ R by f pxq :“ x |x ´ 1| for all x P R. Hence it follows by Theorem 3.2. In particular. Further. we could have achieved this result also by the following more simple reasoning.51. x1 q.for all x P rx0 .19 it follows that F is continuous as well as differentiable on px0 . From Theorem 2.6. respectively.5.6. Example 3. Hence it follows by Theorems 2. x1 q with F 1 pxq “ f pxq for all x P px0 . ż3 ż3 ? ? x x ´ 1 dx “ px ´ 1 ` 1q x ´ 1 dx 1 1 251 .1. it follows that F ˝ g “ G and hence by Corollary 2.7 and F pg pcqq “ Gpcq “ 0.

Further.ż3 “ 1 “ „ px ´ 1q 3{2 ` px ´ 1q 1{2 ‰ ˇ3 ˇ 2 3{2 ˇ p3x ` 2q px ´ 1q “ ˇ 15 1 ˇ3 ˇ 2 2 5{2 3{2 ˇ dx “ px ´ 1q ` px ´ 1q ˇ 5 3 1 22 3{2 44 ? “ 2 “ 2. Calculate ż2 1 sinpln xq dx . Hence. Example 3. we will give some examples where this is not the case. we deﬁne g : R Ñ R by g puq :“ eu for all u P R. In particular. the addition theorem for the cosine was applied. Note also that. Usually. 15 15 „ Simple substitutions can often be avoided by application of such simple ‘tricks’.1. it follows by Theorem 3. it is useful to reduce results in their ‘size’ in order to avoid a ﬁnal result of even larger ‘size’.3. The reason for continuing the simpliﬁcation of the result 1 ´ cospln 2q is motivated by applications. we deﬁne the continuous function f : p0. Then g is increasing and continuously differentiable with derivative g 1 puq “ eu for all u P R. typically.1. the implications of results of relatively large ‘size’ are less obvious. such result would be needed as input for the next step.1 that ż gpln 2q ż ln 2 ż2 sinpln xq dx “ f pxq dx “ f pg puqq g 1 puq du x g p0q 0 1 ż ln 2 ż lnp2q u sinpln e q u 2 “ e du “ sin u du “ r´ cos us |ln “ 1 ´ cospln 2q 0 u e 0 0 ˙ ˆ ˙ ˆ ˙ ˆ ˙ ˆ ln 2 ln 2 ln 2 ln 2 2 2 2 “ 1 ´ cos ` sin “ 2 sin “ 1 ´ cos 2 2 2 2 2 where. Usually in applications. Then. Therefore. 8q Ñ R by f pxq :“ sinpln xq{x for all x ą 0. a calculation of the previous type is only a small step in a sequence of steps toward a ﬁnal result. in particular. x Solution: For this. Below. the ﬁnal expression 252 . g p0q “ 1 and g pln 2q “ exppln 2q “ 2.

Quite generally. Usually. Of course. an obvious candidate for an inner function is the natural logarithm function ln. we see that its derivative is also present in the integrand. the application of change of variables could have been avoided. For instance in this case. the presence of an ‘inner function’ in the integrand is needed. Often. The function g in Theorem 3. such a consistency check of the signs of results can avoid errors. As a consequence of the chain rule for differentiation. Also in this case. Then it would follow by the chain rule for differentiation that F 1 pxq “ cospln xq ¨ cospln xq 1 “ x x for all x ą 0. this gives 1 sinpln xq F 1 pxq “ sinpln xq ¨ “ x x 253 . Hence a ﬁrst guess (incorrect) for such F might be F pxq :“ sinpln xq for all x ą 0. F 1 does not coincide with the integrand on the interval r1. 2s where the inequality (2. 2s because of the presence of the cosine function instead of the sine function. A second (correct) guess for such F would be F pxq :“ ´ cospln xq for all x ą 0. The last can be seen from the inequality 0 ď ln x ď x ´ 1 ď π for all x P r1. this can be used to ‘guess’ an antiderivative F of the integrand. the derivative of that inner function is also present in the integrand.1.5.12) for the case a “ 1 was applied. for a successful application of the method of change of variables. Since ln 1 pxq “ 1{x for all x ą 0. there is a simple remedy for this. In many simple cases.1 is then deﬁned in such a way that that inner function is simpliﬁed.makes obvious the positivity of the integral which is due to the positivity of the integrand in the interval of integration.

Then g is a bijective as well as continuously differentiable such that g 1 pθq “ a ¨ p1 ` tan2 θq for all θ P p´π {2. Solution: Deﬁne g : p´π {2. π {2q. By Theorem 3. The fourth example gives a standard substitution that is used to transform rational expression in sine and cosine functions of the same argument into rational expressions of the new variable.4.1. The inverse g ´1 is given by ´x¯ g ´1 pxq :“ arctan a for all x P R. Calculate żx 0 dy a y 2 ` a2 for every x ą 0 where a ą 0. The ﬁrst three give standard trigonometric substitutions whose goal is the removal of square roots in integrands. we conclude by the fundamental theorem of calculus that ˆ ˙ ż2 sinpln xq ln 2 2 2 dx “ r´ cospln xqs |1 “ 1 ´ cospln 2q “ 2 sin . cos θ cospg ´1 pxqq a a 0 254 . Example 3. π {2q. π {2q Ñ R by g pθq :“ a ¨ tan θ for all θ P p´π {2.1. Hence.1 żx ż gpg´1 pxqq ż g´1 pxq dy dy g 1 pθq dθ a a a “ “ pg pθqq2 ` a2 y 2 ` a2 y 2 ` a2 0 g p0q 0 ¸ ˜ c ˆ ˙ ż g´1 pxq dθ 1 ` sinpg ´1 pxqq x x2 “ “ ln “ ln ` 1` 2 .and hence that F is a antiderivative of the integrand. x 2 1 We give now in succession four examples of more serious applications of change of variables.

1. Calculate ż5 x´4 ¨ 4 ? x2 ´ 9 dx . π {2q.6. 8q by g pθq :“ 3 cos θ for all θ P p0. π {2q Ñ p3. “ 2 3 3 2 3 ż arcsinp2{3q Example 3. 3q. By Theorem 3. π {2q.Example 3. π {2q Ñ p´3.1. Then g is a bijective as well as continuously differentiable such that g 1 pθq “ 3 cos θ for all θ P p´π {2. The inverse g ´1 is given by ´x¯ g ´1 pxq “ arcsin 3 for all x P p´3.1 ż gparcsinp2{3qq ? ż2? 2 9 ´ x dx “ 9 ´ x2 dx 0 g p0q “ “ ż arcsinp2{3q a 0 ż arcsinp2{3q 9´ pg pθqq2 ¨ g pθq dθ “ 9 0 1 cos2 θ dθ 9 p1 ` cosp2θqq dθ 2 0 „ ˆ ˙ 9 1 2 “ arcsin ` sinp2 arcsinp2{3qq 2 3 2 „ ˆ ˙ ˆ ˙ ? 2 2 9 2 9 arcsin ` cosparcsinp2{3qq “ 5 ` arcsin . 0 Solution: Deﬁne g : p´π {2.5. π {2q. 3q by g pθq :“ 3 sin θ for all θ P p´π {2. Then g is a bijective as well as continuously differentiable such that sin θ g 1 pθ q “ 3 ¨ cos2 θ 255 . Calculate ż2? 9 ´ x2 dx . Solution: Deﬁne g : p0.1.

7. “ 27 27 Example 3.1.1 ż5 x 4 ´4 ż gparccosp3{5qq ? ? 2 ¨ x ´ 9 dx “ x´4 ¨ x2 ´ 9 dx g parccosp3{4qq ż arccosp3{5q “ arccosp3{4q pg pθqq´4 ¨ a pg pθqq2 ´ 9 ¨ g 1 pθq dθ ż 1 arccosp3{5q “ cos θ sin2 θ dθ 9 arccosp3{4q ? ‰ 1 1 “ 3 sin parccosp3{5qq ´ sin3 parccosp3{4qq “ rp4{5q3 ´ p 7{4q3 s .for all θ P p0. This is a standard substitution to transform a rational integrand in sin and cos into a rational integrand. 8q. 5 ` 4 cos θ Solution: Deﬁne g : R Ñ p´π. Then g is bijective as well as continuously differentiable such that g 1 p xq “ 2 1 ` x2 for all x P R. The inverse g ´1 is given by ˆ ˙ 3 ´1 g pxq “ arccos x for all x P p3. By Theorem 3. Calculate ż π{2 0 dθ .1. The inverse g ´1 is given by g ´1 pθq :“ tan pθ{2q 256 . π q by g pxq :“ 2 arctan x for all x P R. π {2q.

´π {2. 2 1`x 1 ` x2 . The following example gives a typical application of change of variables to the solution of (‘separable’) ordinary differential equations of the ﬁrst order. Compare Example 3.1 ż π {2 ż gp1q ż1 dθ dθ g 1 pxq dx “ “ 5 ` 4 cos θ 0 g p0q 5 ` 4 cos θ 0 5 ` 4 cospg pxqq ż1 ż1 1 g pxq dx g 1 pxq dx ” ´ ¯ ı „ “ “ g pxq 0 5 ` 4 2 cos2 0 2 ´1 5`4 ´1 2 xq 1`tan2 p gp 2 q ˆ ˙ ż1 ż1 2 dx dx 2 1 ` 2 ˘ “2 “ ¨ “ arctan .1.8. 66: Graphs of solutions of the differential equation (3. By Theorem 3. for all θ P p´π. 257 1 ´ x2 2x . sinpg pxqq “ .1. π q. 2 2 3 3 5 ` 4 1`x2 ´ 1 0 1`x 0 x `9 Note that cospg pxqq “ for all x P R.2) in the case that a “ 1 with initial values ´π. π {2 and π at x “ 0.1.y 2 1 2 1 2 3 x Fig.

1.7 and Theorem 3. Since f p0q P p0.Example 3. it follows by the continuity of f the existence of an open interval c. d] is non-constant since the sine function has no zeros on p0. Solution: If f is such function.1.2) for all x P R where a ą 0.1.1. d]q Ă p0. sinpθq Further. π ]. Since a ą 0 and the sine function is ě 0 on the interval [0. In addition. it follows by use of the transformation g from the previous Example 3.1.3) 258 . π q.2) that ż x1 f px1 q “ f px0 q ` f px1 q ´ f px0 q “ f px0 q ` f 1 pxq dx x0 ż x1 “ f px0 q ` a sinpf pxqq dx ě f px0 q x0 for all x0 . it follows that f is continuously differentiable.2) by Theorem 3. Find solutions of the following differential equation for f : R Ñ R with the speciﬁed initial values. x1 P [c. f 1 pxq “ a sinpf pxqq (3. π q. d] that żx ap x ´ c q “ c żx a du “ c f 1 puq du “ sinpf puqq ż f pxq f pcq dθ . π q.1. Hence we conclude from (3. the restriction of f to [c.1 that ż f pxq f pcq dθ “ sinpθq ż tanpf pxq{2q “ tanpf pcq{2q ż tanpf pxq{2q dθ g 1 p xq “ dx g ptanpf pcq{2qq sinpθ q tanpf pcq{2q sinpg pxqq ˆ ˙ dx tanpf pxq{2q “ ln . it follows from (3. d] such that x0 ď x1 .1. π q.8. x tanpf pcq{2q ż gptanpf pxq{2qq Hence it follows that ˆ apx ´ cq “ ln tanpf pxq{2q tanpf pcq{2q ˙ (3. f p0q P p0.1 for x P [c.1. d P R such that c ă 0 ă d and such that f p[c.

2). For this. y q be some point in R2 .1. π q. 2 On the other hand. As a side remark. we consider the map R :“ pR2 Ñ R2 deﬁned by Rpx. is at a right angle with the y -axis and both points px.1. we conclude that ˆ ˙ ˆ ˙ f pcq ´ac f p0q tan e “ tan .1. we would not expect that 259 (3. then for every k P Z also fk : R Ñ R deﬁned by fk pxq :“ f pxq ` 2πk q for every x P R is a solution of (3. y q “ p´x.2) and f p0q “ c. y q with the y -axis. Intuitively (according to elementary geometry).2). Then the line segment from px.3). e f pxq “ 2 arctan tan 2 From (3.3) gives „ ˆ ˙ f p0q ax f pxq “ 2 arctan tan e . y q.4) . In addition. y q to Rpx. This can be seen as follows. y q and Rpx. y q are at a distance |x| from the y -axis. For the motivation of the following theorem. A geometrical interpretation of R is that of a reﬂection in the y -axis. note that for every k P Z the constant function of value kπ is a solution of (3. at the intersection p0. 2 2 Substituting this identity into (3. y q P R2 .1.which leads to ˙ „ ˆ f pcq apx´cq . if f is a solution of (3. for every c P p´π. R meets the geometrical deﬁnition of the reﬂection in the y -axis. it follows by elementary calculation that f : R Ñ R deﬁned by ” ´c¯ ı f pxq :“ 2 arctan tan eax 2 for all x P R satisﬁes (3.2).1.1. let px.1. y q for all px. Therefore. y q :“ p´x.

ds q “ r´b. where a ď b and c ď d.y 4 2 1 x 3 1 1 3 Fig. bs ˆ rc. 3q intersects the y -axis at a right angle and is halved by that axis. bs Ñ R. bs ˆ rc. 67: The line segment from p´1. we deﬁned the area under the graph of a bounded integrable f : ra.. such reﬂection changes areas. 3q to Rp´1. is mapped by R into the rectangle Rp ra.e. For instance. ds . a 260 . then we expect that the set RpS q has the same area. a rectangle ra. Within the deﬁnition of Riemann-integrability above. that assumes only positive (ě 0) values by żb f pxq dx . b P R are such that a ă b. The yellow rectangles are mapped onto each other by R. where a. 3q “ p1. ´as ˆ rc. i. ds in R2 . if S is some subset of R2 of area A. Compare text. Both rectangles have the same area pb ´ aqpd ´ cq.

¯ q “ RpGpf qq . a ´b 261 . Hence g does not satisfy the assumptions of Theorem 3. Let f be a bounded Riemann-integrable function on ra. we deﬁne g : R Ñ R by g pxq :“ ´x. Gpf Indeed. For this. we expect that f ¯ is equal to the area under the graph of f . f p´p´xqqq “ p´x.1.9. f p´xqq “ Rp´x. that the graph of f ż ´a żb f p´xq dx . then ´x P ra. f pxqq “ p´x. px. it is shown within the proof of the following theorem that this is the case.e. if x P ra.1. We claim that the graph of f is the image of the graph of f under R. Then żb ż ´a f pxq dx “ f p´xq dx . (3. The correct formula (3.1.. A formal application of the change of variable formula (3.1) would give żb ż ´b f pxq dx “ f pg puqq ¨ g 1 puq du pincorrectq a ´a which does not make sense according to our deﬁnitions because ´a ą ´b.e. g p´aq “ a and g p´bq “ b. bs and ¯pxqq “ px. ´as and ¯p´xqq P Gpf ¯q . In particular. Theorem 3. i.1. ´as Ñ R deﬁned by f ¯pxq :“ We consider the associated function f ¯ f p´xq for all x P r´b.5). f pxqq “ p´x. f Also. i. Note that we can view this result as a kind of change of variables.1. f p´xqq P RpGpf qq . ´as. then ´x P r´b.¯ : r´b. if x P r´b. The g is decreasing and continuously differentiable with a derivative function which is constant of value ´1. f ¯ is bounded. can be ‘obtained’ from this formula by exchange of the integration limits.1.. integrable and that the area under Therefore. Rpx. bs. bs where a and b are some elements of R such that a ă b. ´as.5) f pxq dx “ a ´b Indeed.

for any partition P “ pa0 .e. aν P r´b. . 262 . where a ě 0. . . . . P´ q. . U pf. . x ÞÑ x2 q are reﬂection symmetric with respect to the y -axis. . . a0 . . as. . i. . P´ q. of the form r´a. . . . and in particular Lpf´ . Compare text. Then f´ is bounded. The following example displays a typical application of the previous theorem to functions f that are deﬁned on intervals that are symmetric to the origin. and for any partition P “ pa0 . . P´ q. Proof. aν q of ra. bs where ν P N˚ . Analogously.y 4 3 2 1 x 2 1 1 2 Fig. ´a0 q is a partition of ra. . Their integrals vanish. . i. U pf´ . P q “ U pf. . P q “ Lpf. Hence the set consisting of the lower sums of f is equal to the set of lower sums of f´ and the set consisting of the upper sums of f is equal to the corresponding set of upper sums of f´ . P´ :“ p´aν . and in particular Lpf. a0 . P q “ Lpf´ . integrable and antisymmetric. bs. ´1s Ñ R. aν P ra. P´ :“ p´aν .e. . as. aν q of r´b. bs. ´as Ñ R by f´ pxq :“ f p´xq for all x P r´b. such that f p´xq “ ´f pxq for all x P r´a. . P q “ U pf´ . ´as where ν P N˚ . . ... 2s Ñ R. ´as. Deﬁne f´ : r´b. 68: The graphs of p r´2. . as well as bounded. x ÞÑ p´xq2 q and and p r1. ´as. P´ q. ´a0 q it is a partition of r´b. ´as.

1.24 that ż0 żπ 2 ´ x sin pxq dx “ ´ py ´ π q sin2 py ´ π q dy ´π 0 żπ żπ żπ π2 2 2 “´ y sin py q dy ` π sin py q dy “ ´ y sin2 py q dy ` 2 0 0 0 and.1 and Example 2.1. ´1 Solution: By Theorem 3.6. that żπ x sin2 pxq dx “ 0 π2 . it follows that ż1 ż1 ż1 3 sinp2xq dx “ 3 sinp´2xq dx “ ´ 3 sinp2xq dx ´1 ´1 ´1 and hence that ż1 3 sinp2xq dx “ 0 .10.9. ﬁnally. it follows by Theorem 3. Calculate żπ x sin2 pxq dx .9.1. 4 263 .1. it follows that żπ ż0 ż0 2 2 x sin pxq dx “ p´xq sin p´xq dx “ ´ x sin2 pxq dx .1. 0 ´π ´π Further.11. ´1 A variation of the previous reasoning is displayed in the next example. 0 Solution: First by Theorem 3. Calculate ż1 3 sinp2xq dx . Example 3.Example 3.

6. as. such that f p´xq “ f pxq for all x P r´a. that are bounded. ż1 ż1 1{2 a) p2x ` 1q dx . the command Integraterpx^ 2 ´ 2x ` 4q^ t3{2u.13. 1.Another typical application of Theorem 3.9. b) u p2u ` 1q1{2 du .1. Example 3. of the form r´a. In Mathematica 5.e. Problems 1) Calculate the value of the integral.. ´x x x 0 0 0 Remark 3. The solution of following problem n) from 1) illustrates the general rule that one should never blindfoldly rely on computer programs.. Show that żπ żπ sinpxq sinpxq dx “ 2 dx .18 and Theorem 3. as. For this. 2us gives the output 1 p68 ` 27 Logr3sq 16 which is incorrect. if the antiderivative of the integrand is not obvious. x x 0 ´π Solution: By Corollary 2.1. i. tx. it follows that żπ ż0 żπ sinpxq sinpxq sinpxq dx “ dx ` dx x x x ´π ´π 0 żπ żπ żπ sinp´xq sinpxq sinpxq “ dx ` dx “ 2 dx . 0 0 264 .e.1. i.1.12. as. The value of the integral of such a function is twice the value of the corresponding integral of its restrictions to r0. where a ě 0. use a suitable substitution.9 applies to functions f deﬁned on intervals that are symmetric to the origin. integrable and symmetric.1.

ż1 c) ´1 ż3 x p3x ` 1q 2 1{2 dx . u e´u 0 {2 x P r0.. x 1 {3 ` 4 ż2 dx n) 2 ´ 2x ` 4q3{2 p x 1 . 4 4 ´π {2 sin pθ q ` cos pθ q . 2 2 sinp3θq ` 2 5´x 0 1 x żπa ż π {2 dθ 1 ` sinp2θq dθ . x1{2 dx . as. k) m) ż4b ? 3 ` x dx 3 ż c b 6 3` ż 3 7 2` x dx . i. c) żc f pxq dx “ b b`τ ż c`τ f pxq dx 265 . r) .e. d) 2 ? . ? 2 . ? l) 1 j) x dx x`2 . as.. π {2q . . 2 ż5 e) g) ż i) 0 1 x ˆ px ´ 2q´2 ¨ sin ? sinp xq ? dx x tanpθq dθ . if f p´xq “ ´f pxq for all x P r´a. if f p´xq “ f pxq for all x P r´a. 2s2 ` 3 ż2 4u ` 2 f) du 2 ´2 u ` u ´ 12 du ż4 . as Ñ R be Riemann-integrable and g : R Ñ R be Riemann-integrable over every interval rb. c P R are such that b ď c. cs where b. Show that a) ża f pxq dx “ 0 ´a if f is antisymmetric. 3 ż3 x x´2 h) ˙ dx ż1 s ds . 2 2 2 x ´4 x2 ` 9 3 x 1 x ż π {2 ż2 dθ dx ? . 2) Let a P R. ż2 . o) q) s) u) ż3 dx dx ? ? . i. t) sin p θ q ` 2 cospθq 0 0 ż π {2 4 cos pθq dθ .e. f : r´a. p) . b) ża f pxq dx “ 2 ´a 0 ża f pxq dx if f is symmetric.

3) Calculate the area in ( ´ 8.e. respectively. π q. 3. if f px ` τ q “ f pxq for all x P R.if b.2 Integration by Parts The method of integration by parts is based on the product rule for differentiation.. y q P R2 : pa ´ xq y 2 ´ pa ` xq x2 “ 0 where a ą 0. f 1 pxq “ 2 cospf pxqq ` 3 for all x P R. bs Ñ R and g : ra. bs Ñ R whose restrictions to the open interval pa. bq are differentiable with derivatives which can be extended to bounded Riemannintegrable functions f : ra.1. bs Ñ R. c P R are such that b ď c and f is periodic with period τ ě 0. bs Ñ R and G : ra. we consider continuous functions F : ra. For motivation. a a 266 . 4) Find solutions of the following differential equation for f : R Ñ R with the speciﬁed initial values. 0 ]2 that is enclosed by the strophoid ( C :“ px. i. Then it follows by the fundamental theorem of calculus and the product rule for differentiation that żb F pbqGpbq ´ F paqGpaq “ pF Gq 1 pxq dx a żb “ rF 1 pxqGpxq ` F pxqG 1 pxqs dx a żb żb 1 “ F pxqGpxq dx ` F pxqG 1 pxq dx a a żb żb “ f pxqGpxq dx ` F pxqg pxq dx a a and hence that żb żb F pxqg pxq dx “ F pbqGpbq ´ F paqGpaq ´ f pxqGpxq dx . f p0q P [ ´ π.

For the second function an antiderivative should be available. f G and F g are both Riemann-integrable as products of Riemann-integrable functions. The integrand of a given integral needs to be represented by a product of functions. g be bounded Riemannintegrable functions on ra. The ﬁnal result is obtained in form of a difference. let F. Moreover. It is an antiderivative of that derivative.21 żb żb żb ` ˘ f pxqGpxqdx ` F pxqg pxqdx “ f pxqGpxq ` F pxqg pxq dx a a a “ F pbqGpbq ´ F paqGpaq . Its ﬁrst function will be differentiated in the process. 267 . The last will appear as the ﬁrst factor in the transformed integrand. (Integration by parts) Let f .14. G be continuous functions on ra. The subtrahend is given by the integral over the original interval of integration with the transformed integrand. First as a consequence of Theorem 2. Hence by Theorem 2. F G is continuous and differentiable such that pF Gq 1 pxq “ f pxqGpxq` F pxqg pxq for all x P pa.6. a a Proof. Further. The minuend is given by the difference of the product of the ﬁrst factor with the antiderivative of the second factor evaluated at the upper limit of integration and the value of that product at the lower limit of integration. Theorem 3. A typical application of the last formula consists in the following steps.6. denoted by capital letters. bs where a and b are elements of R such that a ă b. bq. That antiderivative will appear as the second factor in the transformed integrand. Then żb żb F pxqg pxq dx “ F pbqGpbq ´ F paqGpaq ´ f pxqGpxq dx . bs which are differentiable on pa.6. and f G ` F g is Riemann-integrable by Theorem 2.1.8 as a sum of Riemann-integrable functions. switch positions inside the integrals.We note the sign change and how antiderivatives.13. bq. bq and such that F 1 pxq “ f pxq and G 1 pxq “ g pxq for all x P pa.

g : r0.1. g pxq :“ sinp2xq . x cosp3xq dx “ ´ 3 0 9 9 9 0 Another typical application consists in a repeated use of integration by parts until the original integral reappears.6) . g : r0. 0 Solution: Deﬁne F.15.1. 2. π s Ñ R by 1 F pxq :“ ex .6.14. π s. 0 Solution: Deﬁne F. f pxq :“ ex . Example 3. żπ ż 1 1 π x x π e sinp2xq dx “ p1 ´ e q ` e cosp2xq dx 2 2 0 0 268 (3.1.21: ż żπ 1 1 2 1 π sinp3xq dx “ cosp3π q ´ cosp0q “ ´ . G.14. but multiplied by a factor which is different from 1.The ﬁrst example gives a typical application of integration by parts where the occurrence of the derivative of the ﬁrst factor in the transformed integrand is used to lower the order of a polynomial appearing in the original integral. Calculate żπ x cosp3xq dx . Then by Theorem 3. Gpxq :“ 1 sinp3xq 3 for all x P r0. Hence by Theorems 3.1. π s.16.1. Calculate żπ ex sinp2xq dx . Example 3. f pxq :“ 1 . π s Ñ R by F pxq :“ x . f. In such a case the resulting equation can be solved for the original integral. G. Gpxq :“ ´ cosp2xq 2 for all x P r0. f. g pxq :“ cosp3xq .

1. g : r0. g pxq :“ cosp2xq . In particular. Such a representation can sometimes lead to a successful application of the method of partial integration as in the following example.1. its result will lead to the subsequent Wallis’ product representation of π . f.To determine the last integral.1.17. (3. deﬁne F. π s. ż ż 1 π x 1 π x e cosp2xq dx “ ´ e sinp2xq dx . Gpxq :“ for all x P r0. G. f pxq :“ ex . f pxq :“ 1 .1.1. es. 1 1 sinp2xq 2 (3. the method of partial integration can be used to derive a recursion relation for an integral containing a parameter.1. g pxq :“ 1 .6). π s Ñ R by F pxq :“ ex . es Ñ R by F pxq :“ lnp4xq . every integrand can be represented by its product with the constant function of value 1. Then by Theorem 3.7) ﬁnally: żπ 2 ex sinp2xq dx “ ´ peπ ´ 1q . Calculate że lnp4xq dx . Such a case is considered in the following example. g : r1.14. G. 2 0 4 0 and hence by (3. Gpxq :“ x x for all x P r0. 1 1 Often. 5 0 Of course. Example 3.14.7) Solution: Deﬁne F. że że lnp4xq dx “ p1 ` ln 4q ¨ e ´ ln 4 ´ dx “ pe ´ 1q ¨ ln 4 ` 1 . Then by Theorem 3. f. 269 .

we conclude that żπ żπ π sinpxq dx “ r´ cospxqs0 “ 2 . 2 2 0 2 0 For n ě 3. 1u. I2k “ π ¨ ¨ ¨ ¨ 3 2k ` 1 2 2k . sin2 pxq dx 0 0 „ π żπ 1 1 1 r1 ´ cosp2xqs dx “ “ x ´ sinp2xq “ π .18. Solution: For n “ 1. Calculate żπ In :“ 0 sinn pxq dx for n P N˚ . we conclude by partial integration that żπ żπ n In “ sin pxq dx “ sinn´1 pxq sinpxq dx 0 0 żπ (π n´1 “ sin pxqr´ cospxqs 0 ´ pn ´ 1q sinn´2 pxq cospxqr´ cospxqs dx 0 żπ “ pn ´ 1q sinn´2 pxq cos2 pxq dx ż0π sinn´2 pxqr1 ´ sin2 pxqs dx “ pn ´ 1qpIn´2 ´ In q “ pn ´ 1q 0 and hence that n´1 In´2 .1.Example 3. 270 2 2k 1 2k ´ 1 ¨¨¨ . n Hence we conclude by induction that In “ I2k`1 “ 2 ¨ for all k P N zt0. 2. The result from the previous example leads on John Wallis’ product representation of π which will be used in the subsequent derivation of Stirling’s formula and in the calculation of Gaussian integrals.

a2 . 2¨ 2k 1 2k ´ 1 2 ¨¨¨ “ I2k`1 ď I2k “ π ¨ ¨ ¨ ¨ 3 2k ` 1 2 2k 271 . we are using the notation from the previous example.3 3. it follows that sinn`1 pxq “ sinpxq sinn pxq ď sinn pxq for all x P r0. π s and hence that żπ żπ n`1 In`1 “ sin pxq dx ď sinn pxq dx “ In 0 0 for all n P N˚ . (Wallis’ product representation of π . 1656. and b1 .19. π s. . ¨¨¨ kÑ8 3 2k ` 1 Proof.19. . from the proof of Wallis product representation for π .1 10 20 30 40 50 n Fig. . . b2 .2 Π 3. respectively. that converge to π from below and above. . 69: Sequences a1 .1. . [98]) „ 2 2 2k lim 4pk ` 1q “π . In this.1. Theorem 3. Theorem 3.3. Since 0 ď sinpxq ď 1 for all x P r0. As a consequence.

1. [92]) n! ´ n ¯´n ? lim ? “ 2π . ˙2 2pk ` 1q 8pk ` 1q2 8k 2 ` 16k ` 8 “ “ 2 ą1. (Stirling’s formula. 1730. we prove Stirling’s asymptotic formula for factorials which is often used in applications . 1. 2u. and converge to the same limit π . and are convergent. “ bk 4k 2k ` 1 4k ` 4k ` 1 ˆ ˙2 4k 2k ` 1 p2k ` 1q 1 bk “ “ “1` ak 4k ` 2 2k 2k 2k 4k ` 6 ak ` 1 “ ak 4k ` 2 ˆ for all k P N zt0. respectively. Further. Theorem 3. . Hence the sequences a3 . as increasing sequence that is bounded from above by π and decreasing sequence that is bounded from below by π .1. .ď I2k´1 “ 2 ¨ and 2¨ 2pk ´ 1q 2 ¨¨¨ 3 2k ´ 1 2 2k 2 4 2pk ´ 1q 2k 2k ` 1 ¨¨¨ ¨ ¨ ¨¨¨ ¨ ¨ 3 2k ` 1 1 3 2k ´ 3 2k ´ 1 2k ` 1 2 „ 2k 2 ¨¨¨ ďπ “ ak :“ p4k ` 2q 3 2k ` 1 2pk ´ 1q 2 4 2pk ´ 1q 2k 2 ¨ ¨ ¨¨¨ ¨ ď2¨ ¨¨¨ 3 2k ´ 1 1 3 2k ´ 3 2k ´ 1 „ 2 2 2pk ´ 1q “ bk :“ 4k ¨¨¨ 3 2k ´ 1 for k P N zt0. 1.20. Essentially as an application of Wallis’ product formula.8) . nÑ8 n e 272 (3. a4 . 2k ` 3 p4k ` 2qp2k ` 3q 8k ` 16k ` 6 ˆ ˙2 bk ` 1 2k 4k 2 ` 4k 4pk ` 1q “ 2 ă1. . 2u.

In addition. x ÞÑ Γpx ` 1q px{eq´x { 2πx q.03 1.5. Hence it follows by Theorem 2.05 1. 2x 2x x 273 . See Theorem 3. First.01 10 20 30 40 50 x ? Fig.02 1. it follows from the Deﬁnition 2. Proof.29 of the concavity of a differentiable function that lnpy q ď lnpxq ` y´x y ´ px ` 1q .20. 70: Graph of pp0. Note that Γpn ` 1q “ n! for every n P N.33 that ˆ ˙ ż x`1 ż x`1 „ x`1 lnpy q dy ě lnpxq ` py ´ xq ln dy “ lnpxq x x x ˆ ˙ ˆ ˙ ˆ ˙ x`1 1 x`1 1 ´ x ln ` x` ln “ r lnpxq ` lnpx ` 1qs x 2 x 2 for all x ą 0.1. we notice that ln is concave since ln2 pxq “ ´1{x2 ă 0 for all x ą 0. lnpy q ď lnpx ` 1q ` . x x`1 where x ą 0 and y ą 0. and hence that ż x`1 1 1 lnpy q dy ď lnpxq ´ 1 ` 1 ` “ lnpxq ` .y 1.04 1.5. 8q Ñ R.

ż x`1 lnpy q dy ď lnpx ` 1q ´ 1 ` 1 ´ x 1 1 “ lnpx ` 1q ´ 2px ` 1q 2px ` 1q and ż x`1 1 1 lnpxq ` lnpx ` 1q ` ´ 2x 2px ` 1q x ˆ ˙ 1 1 1 1 “ r lnpxq ` lnpx ` 1qs ` ´ . 2 4 x x`1 1 lnpy q dy ď 2 ˆ ˙ Hence it follows that ˆ ˙ ż x`1 1 1 1 1 0ď lnpy q dy ´ r lnpxq ` lnpx ` 1qs ď ´ 2 4 x x`1 x for all x ą 0 and hence that ˙ żn n´1 n´1 ˆ 1ÿ 1ÿ 1 1 r lnpk q ` lnpk ` 1qs ď lnpy q dy ´ 0ď ´ 2 k “1 4 k “1 k k ` 1 1 ˆ ˙ 1 1 1 “ 1´ ď . we conclude that the sequence S1 . . 4 n 4 Therefore. Hence it follows also the existence of n! ´ n ¯´n lim ? nÑ8 n e 274 . . is increasing as well as bounded from above and therefore convergent to an element of the closed interval form 0 to 1{4. . where żn Sn :“ 1 n´1 1ÿ r lnpk q ` lnpk ` 1qs lnpy q dy ´ 2 k “1 “ lnpnq lnpnq “ r y lnpy q ´ y sn 1 ´ lnpn!q ` 2 2 1 „? ´ ¯ lnpnq n n n “ 1 ` ln “ n lnpnq ´ pn ´ 1q ´ lnpn!q ` 2 n! e lnpy q dy ´ lnpn!q ` żn for every n P N˚ . S2 . .

we use Wallis’ product.1.1. sin 2 2 nÑ8 k“1 4k 275 .19 „ 2 π 2 2k 2pk ` 1q p2k k !q4 “ lim 2pk ` 1q ¨¨¨ “ lim kÑ8 2k ` 1 p2k ` 1q rp2k q!s2 2 kÑ8 3 2k ` 1 p2k k !q4 “ lim kÑ8 p2k ` 1q rp2k q!s2 « ˆ ˙2k ﬀ2 ˆ ˙ ´k ﬀ 4 « ? 2k k 2´p4k`1q k p2k k !q4 1 ? 2k “ lim 2 kÑ8 p2k ` 1q rp2k q!s e k e « ˆ ˙2k ﬀ2 ˆ ˙´k ﬀ4 « ? 2k k pk !q4 1 k a2 ? 2 k . These representations will be used later on in the proof of the reﬂection formula for the gamma function.1. (3. ( Euler’s product representation of the sine and cosine. For the determination of its value. Deﬁnition 3.22. the order in which the products are performed is inessential.21. Example 3. ﬁnally. [38]) Show that for every x P R ˙ n ˆ ´ πx ¯ πx ź x2 “ lim 1´ 2 .1. For the formulation of these representations. (Product symbol) If I is some non-empty ﬁnite index set and ai P R for every i P I . the symbol ź ai iPI denotes the product of all ai where i runs through the elements of I . “ lim “ kÑ8 2p2k ` 1q rp2k q!s2 e 4 k e ? Hence it follows that a “ 2π and.which will be denoted by a in the following. we need to introduce the product symbol. Note that. as a consequence of the commutativity and associativity of multiplication. According to Theorem 3. 1748.8). The example below gives another application of the method of partial integration to an integrand containing a parameter which leads on Euler’s famous product representations of the sine and the cosine.

cos ´ πx ¯ 2 “ lim n ˆ ź k “0 nÑ8 x2 1´ p2k ` 1q2 ˙ . we deﬁne for every n P N a corresponding In : R Ñ R by ż π {2 cospxtq cosn ptq dt In pxq :“ 0 for every x P R. In particular. 2 x`1 x´1 1 ´ x2 0 for x P t´1. let x P R. (3. 1u. if x R t´1. 1u ż π{2 ż π{2 1 rcosppx ` 1qtq ` cosppx ´ 1qtqs dt cospxtq cosptq dt “ I1 pxq “ 2 0 0 „ π{2 1 sinppx ` 1qtq sinppx ´ 1qtq cospπx{2q “ “ ` . if x ‰ 0 for x R t´1. we conclude by partial integration that ż π{2 {2 2 x In pxq “ x cosn ptq x cospxtq dt “ r x cosn ptq sinpxtqsπ 0 0 276 . 1u . 1u In the following. T For n P N z t0.9) Solution: For this.1. this implies that # π 1 I0 pxq “ 2 sinpπx{2q{pπx{2q if x “ 0 . 1u ż π{2 I1 pxq “ 0 ż π{2 cos ptq dt “ 0 2 1 r1 ` cosp2tqs dt 2 „ π{2 1 1 π “ t ` sinp2tq “ 2 2 4 0 and hence # π {4 I1 pxq “ cospπx{2q{p1 ´ x2 q if x P t´1.

I0 p0q I2n p0q k“1 p2k q2 ˙ n ˆ I1 pxq I2n`1 pxq ź x2 “ 1´ I1 p0q I2n`1 p0q k“1 p2k ` 1q2 for every n P N˚ .ż π{2 `n 0 “ ‰π{2 sinptq cosn´1 ptq x sinpxtq dt “ ´n sinptq cosn´1 ptq cospxtq 0 “ ‰ cosn ptq ´ pn ´ 1q sin2 ptq cosn´2 ptq cospxtq dt ‰ n cosn ptq ´ pn ´ 1q cosn´2 ptq cospxtq dt ż π{2 `n 0 ż π{2 “n 0 2 “ “ n In pxq ´ npn ´ 1qIn´2 pxq . it follows that In´2 pxq “ and hence that n 2 ´ x2 In pxq npn ´ 1q ˆ ˙ In´2 pxq x2 In pxq “ 1´ 2 . we show that In pxq “1. In´2 p0q n In p0q From this. nÑ8 In p0q lim For this.1. it follows by induction that ˙ n ˆ I0 pxq I2n pxq ź x2 “ 1´ .10) . In the following. we note that ˇż ˇ ˇ |x|t ˇ ˇ ˇ | cospxtq ´ 1| “ | cosp|x|tq ´ 1| “ ˇ r´ sinpsqsdsˇ ď |x|t ˇ 0 ˇ for t ě 0. Hence it follows for every n P N˚ that ˇż ˇ ˇ π{2 ˇ ˇ ˇ |In pxq ´ In p0q| “ ˇ r cospxtq ´ 1s cosn ptq dtˇ ˇ 0 ˇ 277 (3. Therefore.

1. g py q :“ 1 .ż π{2 ď |x| 0 ż π{2 t cosptq cos n´1 ptq dt ď |x| 0 sinptq cosn´1 ptq dt “ | x| n where it has been used that t cosptq ď sinptq for 0 ď t ď π {2. note that the second relation in (3.1. Then by Theorem 3. For this. Example 3. f py q :“ ´2my ¨ py 2 ` c2 q´pm`1q . 1u. g : R Ñ R by F py q :“ py 2 ` c2 q´m . G. a P R and c ą 0.9) is trivially satisﬁed for x P t´1.1. Hence it follows (3. ﬁnally.9). The following application of the method of partial integration to an integrand containing a parameter leads on a recursion formula that will be used in the method of integration of rational expressions by decomposition into partial fractions displayed in the next section.14 for every x ą a żx żx x a y 2 dy dy “ ´ ` 2 m 2 2 m 2 2 m`1 px2 ` c2 qm pa2 ` c2 qm a py ` c q a py ` c q żx a dy x ´ 2 ` 2m “ 2 2 m 2 m 2 2 m px ` c q pa ` c q a py ` c q żx dy ´ 2mc2 2 2 m`1 a py ` c q and hence it follows the recursion (or ‘reduction’) formula „ żx dy 1 x a “ ´ 2 2 m`1 2mc2 px2 ` c2 qm pa2 ` c2 qm a py ` c q ż 2m ´ 1 x dy ` . Let m be some natural number ě 1.23. (3. f.1.10) and. 278 . Gpy q :“ y for all y P R.1. 2 2 2 m 2mc a py ` c q which is used in the method of integration by decomposition into partial fractions below. Deﬁne F.

π 0 px cos θ ´ nq2 and hence 1 |Jn pxq| ď π żπ 0 x sinpθq 2 x dθ “ ¨ . It is a remarkable fact that estimates even of elementary functions are often easier to achieve by help of integral representations. 279 . Solution: Deﬁne F pθq :“ 1 . ż3 a) 0 ż π {2 4t e 2 ´5t dt . n P N˚ . The method is used to derive an estimate for a special function. Show that |Jn pxq| ď 2 x ¨ 2 π n ´ x2 for all n P N˚ and x P R such that 0 ď x ă n. Then by Theorem 3.The following ﬁnal example gives a another typical application of the method of partial integration. ż 1 π cospx sin θ ´ nθq dθ Jn pxq “ π 0 ż 1 π x sinpθq “´ ¨ sinpx sin θ ´ nθq dθ .24. b) 0 ϕ ¨ r sinp2ϕq ` 3 cosp7ϕq s dϕ . In this. g pθq :“ px cos θ ´ nq ¨ cospx sin θ ´ nθq . where applicable.1. x cos θ ´ n x sinpθq f pθq :“ . Example 3. deﬁned in terms of an integral.14. a Bessel function. π s.1. the integrand contains a parameter. Gpθq :“ sinpx sin θ ´ nθq px cos θ ´ nq2 for all θ P r0. px cos θ ´ nq2 π n 2 ´ x2 Problems 1) Calculate the value of the integral. Also in this.

show that ż żb 1 b px ´ bqpx ´ aqh 2 pxq dx . h pivq “ f pivq . respectively. . b P I be such that a ă b. żx żx a) sinn py q dy . h) e´cy cospby q dy . a a żx żx ´cy g) e sinpby q dy . c P R˚ . . b) cosn py q dy . show that żb a 1 hpxq dx “ 24 żb px ´ bq2 px ´ aq2 h pivq pxq dx . 3. this fact is used in the estimation of the errors for the Trapezoid Rule / Simpson Rule for the numerical approximation of integrals. f) y m rlnpy qsn dy .żπ c) 0 ż1 ż2 e ´ϕ cosp2ϕq dϕ . ż 1{ x2 arctanp3xq dx f) 0 e) 0 żπ lnp2x2 ` 1q dx xn lnpxq dx 1 ż3 x sinpnxq dx . See Section 3.] 280 . respectively. a a 3) Let I be some non-empty open interval of R. h) d) 1 lnp2xq dx x2 ? 2 . a żax żx n e) y cospby q dy . a [Remark: Note that if h “ f ´ p where f : I Ñ R is twice and four times differentiable. a) If h is twice differentiable on I and such that hpaq “ hpbq “ 0. In connection with the above formulas. d) y n sinpby q dy . x ě a and. g) 0 2) Derive a reduction formula where the integral is expressed in terms of the same integral with a smaller n.1. b. h : I Ñ R a map and a. and p : I Ñ R is a polynomial function of the order 1.4. hpxq dx “ 2 a a b) If h is four times differentiable on I and such that hpaq “ hpbq “ h 1 paq “ h 1 pbq “ 0. a P R. respectively. then h 2 “ f 2 . żax ż xa n by c) y e dy . where applicable. m P N. . In this n P N˚ .

a2 . let a1 . as a function of x. a) Show that żb g pxqf 2 pxq dx “ a a żb g 2 pxqf pxq dx . g : ra. a 3. In addition. bs of twice continuously differentiable functions deﬁned on open intervals of R containing ra. b) In addition. b P R be such that a ă b and f. Show that żb f pxqg pxq dx “ 0 . A2 P R. Then A2 A1 px ´ a2 q ` A2 px ´ a1 q A1 ` “ x ´ a1 x ´ a2 px ´ a1 qpx ´ a2 q pA1 ` A2 qx ´ pA1 a2 ` A2 a1 q “ x 2 ´ p a1 ` a2 q x ` a1 a2 for all x P R zta1 . µ P R are such that λ ‰ µ. Note that for the left hand side of the last equation. let f paq “ f pbq “ 0 and g paq “ g pbq “ 0. a2 u. A1 . bs. bs Ñ R be restrictions to ra.3 Partial Fractions The method of integration of rational expressions by decomposition into partial fractions is suggested by the following simple observation. a2 u. bs Ñ R is continuous and λ. there is an antiderivative which is given by A1 lnp|x ´ a1 |q ` A2 lnp|x ´ a2 |q for every x P R zta1 .4) Let a. For this. assume that f and g solve the differential equations ´ f 2 pxq ` U pxq f pxq “ λ f pxq . 281 .1. ´ g 2 pxq ` U pxq g pxq “ µ g pxq where U : ra.

We immediately note from the singular behavior of the right hand side of equation (3. xÑa1 xÑa2 A2 pa2 ´ a1 q q pa2 q “ lim rA1 px ´ a2 q ` A2 px ´ a1 qs q pxq “ lim ppxqpx ´ a1 qpx ´ a2 q “ 0 .1.11) implies that rA1 px ´ a2 q ` A2 px ´ a1 qs q pxq “ ppxqpx ´ a1 qpx ´ a2 q for all x P R z r ta1 . This can also be shown as follows.On the other hand.11) for all x P R z r ta1 . The equation (3. for the purpose of integration.11) near a1 and a2 that q needs to vanish in the points a1 and a2 . it is natural to try to represent such a quotient p{q in the form ppxq A1 A2 “ ` q pxq x ´ a1 x ´ a2 (3. for a given quotient p{q of polynomials p of ﬁrst order and q of second order an antiderivative is usually not obvious. A1 . In the following. Also. A2 ‰ 0 and a1 ‰ a2 . Therefore.1. a2 u Y q ´1 pt0uq s. In this. a2 u Y q ´1 pt0uq s and for some a1 . a1 and a2 . we notice that the vanishing of one of the coefﬁcients A1 . xÑa2 Since A1 ‰ 0. A2 P R˚ such that a1 ‰ a2 . a2 P R. A2 . Here we exclude the case that the quotient can be reduced to the quotient of a zero order polynomial and a ﬁrst order polynomial. we will determine A1 . 282 . Hence A1 pa1 ´ a2 q q pa1 q “ lim rA1 px ´ a2 q ` A2 px ´ a1 qs q pxq xÑa1 “ lim ppxqpx ´ a1 qpx ´ a2 q “ 0 . A2 or a1 “ a2 would lead on the excluded case that the quotient can be reduced to a quotient of a zero order polynomial and a ﬁrst order polynomial.1. this implies that q pa1 q “ q pa2 q “ 0 . we assume that the coefﬁcient of the leading order of q is equal to 1 which can always be achieved by appropriate deﬁnition of p and q .

a2 u. a2 ´ a1 a2 ´ a1 Indeed. a2 and q pxq “ px ´ a1 qpx ´ a2 q for all x P R.11) implies that ppxq “ A1 px ´ a2 q ` A2 px ´ a1 q for all x P R zta1 . Then (3. a2 ´ a1 Hence ´ppa1 qpx ´ a2 q ` ppa2 qpx ´ a1 q “ ppxq a2 ´ a1 ppxq ppa1 q 1 ppa2 q 1 “´ ¨ ` ¨ px ´ a1 qpx ´ a2 q a2 ´ a1 x ´ a1 a2 ´ a1 x ´ a2 283 for all x P R and . In addition. a2 P R are such that a1 ‰ a2 . A2 “ .1. ´ppa1 qpa1 ´ a2 q ` ppa2 qpa1 ´ a1 q “ ppa1 q a2 ´ a1 ´ppa1 qpa2 ´ a2 q ` ppa2 qpa2 ´ a1 q “ ppa2 q. a2 u and therefore that ppa1 q “ lim ppxq “ A1 pa1 ´ a2 q .Hence q has the two different zeros a1 . xÑa1 xÑa2 The last system gives A1 “ ´ ppa2 q ppa1 q . then ´ p p a1 q 1 ppa2 q 1 ¨ ` ¨ a2 ´ a1 x ´ a1 a2 ´ a1 x ´ a2 1 ´ppa1 qpx ´ a2 q ` ppa2 qpx ´ a1 q ¨ “ a2 ´ a1 px ´ a1 qpx ´ a2 q for all x P R zta1 . ppa2 q “ lim ppxq “ A2 pa2 ´ a1 q . if p is a polynomial of ﬁrst order and a1 .

x ÞÑ px ´ aq2 is given by p 1 paq lnp|x ´ a|q ´ for every x P R ztau. Hence an antiderivative of ˆ ˙ ppxq R ztau Ñ R. x ÞÑ px ´ a1 qpx ´ a2 q is given by ´ p p a1 q ppa2 q lnp|x ´ a1 |q ` ¨ lnp|x ´ a2 |q a2 ´ a1 a2 ´ a1 for every x P R zta1 . a2 u. In particular. an antiderivative of ˆ ˙ ppxq R zta1 . As noticed above. a decomposition of the type (3. Finally.for all x P R zta1 . For this reason. we try to ﬁnd a similar decomposition also for these cases.1. Then p 1 paq px ´ aq ` ppaq p 1 paq ppaq ppxq “ “ ` 2 2 px ´ aq px ´ aq x ´ a px ´ aq2 for all x P R ztau. if q has no real zero.11) is impossible if the polynomial q has a double zero or no real zero. a2 u Ñ R . px ´ aq2 for all x P R ztau. a2 u gives a decomposition as required. then ´ c ¯2 c2 q pxq “ x2 ` cx ` d “ x ` `d´ 2 4 284 ppaq x´a . If q has a double zero a P R. then p{q is given by ppxq .

d P R are such that dą c2 . p is given by ppxq “ ax ` b for all x P R and some a. as a function of x. such is given by ¨ b´ b d´ ac 2 c2 4 1 1 ` x2 ˛ c 2 c2 4 x` ¨ arctan ˝ b d´ ‚ for all x P R. The ﬁrst summand on the right hand side of the last equation.for all x P R where c. has an antiderivative given by a ¨ lnpx2 ` cx ` dq 2 for all x P R. we could also have employed change of variables. b P R. 4 Further. Since we know from Calculus I that arctan 1 pxq “ for all x P R. Hence it remains to ﬁnd an antiderivative for the second summand. Hence in the case that c2 dą . but the procedure here is more direct. Then ax ` ac ` b ´ ac ppxq ax ` b 2 2 “ 2 “ q p xq x ` cx ` d x2 ` cx ` d ´ 1 2ax ` ac ac ¯ 1 ` b´ ¨` “ ¨ 2 ˘2 c 2 x ` cx ` d 2 x` `d´ 2 c2 4 b ´ ac 2x ` c 1 a `b 2 ¨b “ ¨ 2 2 2 x ` cx ` d d ´ c4 d´ c2 4 ¨ 1` 1 ˆ x` c b 2 2 d´ c4 ˙2 for all x P R. Note that in the last step. 4 285 .

that is. This fact simpliﬁes the discussion signiﬁcantly. such that m ă n. the theory of functions of one complex variable. The proof can be found in texts on function theory.an antiderivative of p{q . The previous analysis can be generalized to quotients of the form p{q where p. we consider the case that ppxq “ 1 and q “ x2 ` 1 for all x P R. q ¯piq “ p´iq2 ` 1 “ ´1 ` 1 “ 0 . For this. As reﬂected in this example. since q ¯piq “ i2 ` 1 “ ´1 ` 1 “ 0 . ˆ ˙ i 1 1 1 “ ´ q ¯pz q 2 z`i z´i for every complex z different from i and ´i.. q are polynomials of order m and n. the introduction of complex numbers allows in every case the decomposition of the extension of p{q to complex numbers into sums of functions that assume the values 1 1 . . The result is given below without proof. then q ¯ has the roots i and ´i. For readers that already know complex numbers. we just indicate how their introduction might be helpful in this respect. but if we extend q to the complex plane by q ¯pz q :“ z 2 ` 1 for every complex number z . respectively. . z´a pz ´ aqµpaq in every complex z not among the zeros of that extension of q where a runs through the zeros of q and for every such a the symbol µa denotes the corresponding multiplicity. where i denotes the imaginary unit. 286 ac 2 c2 4 ˛ c 2 c2 4 x` ¨ arctan ˝ b d´ ‚ . In particular.. . The polynomial q has no real zero. is given by ¨ b´ a ¨ lnpx2 ` cx ` dq ` b 2 d´ for all x P R. given by ax ` b x2 ` cx ` d for every x P R.

. . . pBr`s. . px ´ br`s q2 ` cr`s r`s for all x P R where qn is the coefﬁcient of the n´th order of q . Cr`s. .1 .1 q. Proof. . . . . . . . . . . 8q and mr`1 . . ar be the (possibly empty) sequence of pairwise different real roots of q . . .mr`1 . ak u. respectively. . . . . . . . Let p.Lemma 3. and let m1 . .. . Cr`s. .mr`s x ` Cr`s. . . n P N˚ . . Armr and pairs of real numbers pBr`1. m1 .1. . . n. . mr be the sequence in N˚ consisting of the corresponding multiplicities. c1 q .mr`1 x ` Cr`1. See Function Theory. pbn´k . . Cr`1. . such that A11 A1m1 p p xq “ ` ¨¨¨ ` ` . A11 . . cr`1 q. . . Corollary 3. where m ă n.1 ` ` ¨ ¨ ¨ ` rpx ´ br`s q2 ` cr`s smr`s px ´ br`s q2 ` cr`s for all x P R zta1 .mr`s . mr`1 . . . A1m1 .. . respectively. px ´ ar qmr ¨ px ´ br`1 q2 ` cr`1 r`1 “ ‰m . q pxq x ´ a1 px ´ a1 qm1 Ar1 Armr ` ` ¨¨¨ ` px ´ ar qmr x ´ ar Br`1. . . pBr`s. . A1m1 . Ar1 .1. . . . .1 ` ` ¨ ¨ ¨ ` ` . .1 x ` Cr`1. . . .. Finally. where r P N. let a1 .mr`s Br`s. . . mr`s . . mr . . pbr`s . Armr and 287 . m. . . (i) There are s P N along with (possibly empty and apart from reordering unique) sequences pbr`1 .26. Let p. . .25. . .mr`1 q. . q. . . ak . mr`s in N˚ such that “ ‰m q pxq “ qn ¨ px ´ a1 qm1 . .1 x ` Cr`s. Cr`1. Ar1 . cn´k q. pb1 . .1 .. cr`s q of pairwise different elements of R ˆ p0. . q : R Ñ R be polynomials of degree m. (ii) There are unique sequences of real numbers A11 . .mr`s q.1 q. pBr`1. . .mr`1 Br`1. . a1 . rpx ´ br`1 q2 ` cr`1 smr`1 px ´ br`1 q2 ` cr`1 Br`s.

.1 lnrpx ´ br`1 q2 ` cr`1 s ` 2 ˙ ˆ br`1 Br`1. . Here Fr`1 .1 q. ` arctan cr ` 1 cr`1 Br`1. .1 . The ﬁfth example gives such application to the solution of a (‘separable’) ﬁrst order differential equation. s.1 ` Cr`s. .1 q ¨ Fr`s pxq for all x P R zta1 ..1 1 ` ¨ 2p1 ´ mr`1 q rpx ´ br`1 q2 ` cr`1 smr`1 ´1 ` pbr`1 Br`1.1 . we give ﬁve examples of typical applications of the previous lemma and its corollary. . . . . there is deﬁned an anti-derivative F of p{q . .25. m1 ´ 1 px ´ a1 qm1 ´1 Armr 1 ¨ ` . . .. Note that such functions can be calculated by the recursion formula from Example 3..1 x ´ br ` 1 ` .1 q. Fr`s : R Ñ R denote anti-derivatives satisfying Fr1`l pxq “ rpx ´ br`l q2 1 ` cr`l smr`l for all x P R and l “ 2. 288 . .mr`s . cr ` s cr ` s Br`s. . ..1 q ¨ Fr`1 pxq ` .mr`1 q. . pBr`1. .1 x ´ br ` s ` arctan ` . .1 ` Cr`s. ak u.. In the following.mr`s q as in Lemma 3.1. Cr`s.. Then by F pxq :“ A11 lnp|x ´ a1 |q ´ ¨ ¨ ¨ ´ A1m1 1 ¨ ` .1 ` Cr`1. . ` Ar1 lnp|x ´ ar |q ´ ¨ ¨ ¨ ´ mr ´ 1 px ´ ar qmr ´1 Br`1.1 1 ` ¨ 2 2p1 ´ mr`s q rpx ´ br`s q ` cr`s smr`s ´1 ` pbr`s Br`s.pBr`1. . Cr`s. . .. Cr`1.23. Cr`1..1 ` Cr`1.mr`1 . . . .1. pBr`s. pBr`s. Br`s. .1 lnrpx ´ br`s q2 ` cr`s s ` 2 ˆ ˙ br`s Br`s.

´bu. ´9 Solution: ˙ ż2 ż2 ˆ ż2 4 2 1 1 4 dx “ dx “ ´ dx 2 x´3 x`3 0 px ´ 3qpx ` 3q 0 3 0 x ´9 2 2 2 “ plnp|2 ´ 3|q ´ lnp|2 ` 3|qq ´ plnp| ´ 3|q ´ lnp|3|qq “ ´ lnp5q .1.Example 3.12) where a. Calculate ż2 0 x2 4 dx .1. The previous identity is also of use in applications of the method of integration by partial fractions to more complicated situations. ` 2x ` 2 Solution: ż3 ż3 ż3 3 2x ` 2 1 3x ` 4 dx “ dx ` dx 2 2 2 0 2 x ` 2x ` 2 0 px ` 1q ` 1 0 x ` 2x ` 2 3 3 “ lnp32 ` 2 ¨ 3 ` 2q ` arctanp3 ` 1q ´ lnp2q ´ arctanp1q 2 ˆ ˙ 2 3 17 π “ ln ` arctanp4q ´ . Calculate ż2 1 1 dx .28.1.27. 3 3 3 where it has been used that for every function f ˆ ˙ 1 1 1 1 “ ´ . b P R are such that a ‰ b and x P Dpf q is such that f pxq R t´a. Calculate ż3 0 x2 3x ` 4 dx . Example 3. x2 px2 ` 1q2 289 .1. 2 2 4 Example 3. pf pxq ` aqpf pxq ` bq b ´ a f pxq ` a f pxq ` b (3.29.

B “ ´1 and C “ ´1. by Lemma (3.12) which leads on ˆ ˙ 1 1 1 1 1 1 “ 2 ¨ “ 2 ´ x2 px2 ` 1q2 x ` 1 x2 px2 ` 1q x ` 1 x2 x2 ` 1 1 1 1 1 1 “ 2 2 ´ 2 “ ´ ´ x px ` 1q px ` 1q2 x2 x2 ` 1 px2 ` 1q2 for all x P R˚ . B. Hence for all x P R 1 “ Apx2 ` 1q2 ` Bx2 px2 ` 1q ` Cx2 “ pA ` B qx4 ` p2A ` B ` C qx2 ` A and hence A “ 1. Calculate żx a dy 1 ` y4 290 . Hence it follows by the recursion formula from Example 3. 15 2 4 Another way of arriving at the decomposition (3.13) for all x ‰ 0.1.23 that ż2 ż2 ż2 ż2 1 1 1 1 dx “ dx ´ dx ´ dx 2 2 2 2 2 2 2 1 x 1 x `1 1 px ` 1q 1 x px ` 1q ż2 1 π 1 “ ` ´ arctanp2q ´ dx 2 2 2 4 1 px ` 1q ˆ ˙ ż 1 2 1 1 2 1 1 π ´ ´ dx “ ` ´ arctanp2q ´ 2 4 2 5 3 2 1 x2 ` 1 ¯ 7 3 ´π “ ` ´ arctanp2q .1. x ÞÑ x2 q.1.1.1. Example 3. x ÞÑ 1{rxpx`1q2 s q and p R˚ Ñ R. C P R such that x2 px2 1 C A B ` 2 “ 2` 2 2 ` 1q x x ` 1 px ` 1q2 (3.Solution: Since the integrand is a restriction of the composition of the maps pR˚ Ñ R.1.13) is by help of the identity (3.30.25) there are A.

e “ c . b2 “ 2c . c2 “ 1 291 .30. Compare Example 3.y 1 4 2 2 4 x 1 Fig. satisfying F p0q “ 0. ce “ 1 .1. bpe ´ cq “ 0 . c. x P R. Solution: Since x4 ` 1 ą 0 for all x P R. ce “ 1 . the second equation of the last system leads to the equivalent reduced system d “ ´b .1.14) 4 3 2 3 2 2 “ y ` dy ` ey ` by ` bdy ` bey ` cy ` cdy ` ce “ y 4 ` pb ` dqy 3 ` pc ` e ` bdqy 2 ` pbe ` cdqy ` ce for all y P R. d.1. e P R such that 1 ` y 4 “ py 2 ` by ` cq ¨ py 2 ` dy ` eq (3. Therefore. Hence it follows that b ‰ 0. we conclude that d “ ´b which leads to the equivalent reduced system d “ ´b . where a P R and x ě a. e ` c “ b2 . The assumption that b “ 0 leads to e “ ´c and ´1 “ ´ce “ c2 .25 there are b. be ` cd “ 0 . This equation is satisﬁed if and only if b ` d “ 0 . according to Lemma 3. c ` e ` bd “ 0 . 71: Graph of the antiderivative F of f pxq :“ 1{p1 ` x4 q. From the ﬁrst equation.

1. (The other remaining solution c “ e “ 1 and b “ ´ 2.1. B. this implies that 1 1 ´Ay ` B ´Cy ` D ? ? “ “ ` 1 ` y4 1 ` p´y q4 y2 ´ 2 y ` 1 y2 ` 2 y ` 1 ´Cy ` D ´Ay ` B “ 2 ? ` 2 ? y ` 2y ` 1 y ´ 2y ` 1 for all y P R. according to Corollary 3.26 there are uniquely determined A. Hence we conclude that there are uniquely determined A. Note that.? ? which has the solution c “ e “ 1 and? b “ 2? . 1“ 1 “ 2B 1 ` 04 292 (3.14)). B P R such that Ay ` B ´Ay ` B 1 “ 2 ? ` 2 ? 4 1`y y ` 2y ` 1 y ´ 2y ` 1 for all y P R. In particular. B.15) . C and D are uniquely determined by the equations (3.1.15) for every y P R. the last could have also been more simply derived as follows ? 1 ` y 4 “ 1 ` 2y 2 ` y 4 ´ 2y 2 “ py 2 ` 1q2 ´ p 2y q2 ? ? “ py 2 ` 2 y ` 1q ¨ py 2 ´ 2 y ` 1q valid for all y P R. In particular.1. d “ ´ 2. Since A. Further. C. D P R such that Ay ` B Cy ` D 1 “ 2 ? ` 2 ? 4 1`y y ` 2y ` 1 y ´ 2y ` 1 for all y P R. d “ 2 results in a reordering of the factors in (3. Hence it follows that ? ? 1 ` y 4 “ py 2 ` 2 y ` 1q ¨ py 2 ´ 2 y ` 1q for all y P R. it follows that C “ ´A and D “ B .

In Mathematica 5. the command Integrater1{p1 ` x^ 4q.and hence B “ 1{2.31. We conclude that ? „ ? 1 1 2y ` 2 ´ 2y ` 2 ? ? “ ` 1 ` y4 4 y2 ` 2 y ` 1 y2 ´ 2 y ` 1 ? „ ? 1 2y ` 1 2y ´ 1 ? ? “ ´ ` 4 y2 ` 2 y ` 1 y2 ´ 2 y ` 1 ﬀ ? ? ? « 2 2 2 ` `? ` `? ˘2 ˘2 4 2y ` 1 ` 1 2y ´ 1 ` 1 for all y P R. ` 4 Remark 3. The previous example gives another illustration of the general rule that one should never blindfoldly rely on computer programs. Also 1 1 A ` p1{2q ´A ` p1{2q ? ` ? “ “ 4 2 1`1 2` 2 2´ 2 ? ˆ ? ˆ ? ˙ ˙ 2´ 2 1 2` 2 1 ´2 2 2 “ A` ` ´A ` “ A` 2 2 2 2 2 2 ? and hence A “ 2{4. xs gives the output ? ? ? 1 ? p´2ArcTanr1 ´ 2xs ` 2ArcTanr1 ` 2xs ´ Logr´1 ` 2x ´ x2 s 4 2 293 . Hence it follows that ? „ ˆ 2 ? ˙ ˆ 2 ? ˙ żx x ` 2x ` 1 dy 2 x ´ 2x ` 1 ? ? “ ln ´ ln 4 8 a2 ` 2 a ` 1 a2 ´ 2 a ` 1 a 1`y ? ” ı ? ? 2 arctanp 2 x ` 1q ´ arctanp 2 a ` 1q ` 4 ? ” ı ? ? 2 arctanp 2 x ´ 1q ´ arctanp 2 a ´ 1q .1.1.

it follows by the continuity of f the existence of an open interval c. d P R such that c ă 0 ă d and such that f p[c. Find solutions of the following differential equation for f : R Ñ R with the speciﬁed initial values. 1q. Solution: If f is such function.y 1. it follows from (3.8 0. 72: Graphs of the solutions f0 .2 0.1. Example 3. Compare Example 3.16) in the case that a “ 1. f1{2 . it follows that f is continuously differentiable.30 shows that the sign of that argument has to be reversed. f 1 pxq “ af pxqp1 ´ f pxqq (3. This gives a ﬁrst indication that the expression is incorrect.5 4 3 2 1 1 2 3 4 x Fig. f3{4 and f1 of (3. Since a ą 0 and the function af p1 ´ f q is ą 0 on the interval [c. d]q Ă p0. 1q.1. f1{4 . A ﬁrst inspection of the last formula reveals that the argument of the ﬁrst natural logarithm function is becoming negative for large x such that the logarithm is not deﬁned. Comparison with the result from Example 3. 1q.16) for all x P R where a ą 0.32. f p0q P p0.1. Since f p0q P p0.1.1. ` Logr1 ` ? 2x ` x2 sq which is incorrect. d].32.1.2) that ż x1 f px1 q “ f px0 q ` f px1 q ´ f px0 q “ f px0 q ` f 1 pxq dx x0 294 .

1.5 1 1 0.1 for x P [c.1. In addition. 73: Graphs of the solutions f2 and f4 of (3. ż x1 “ f px0 q ` x0 a f pxqp1 ´ f pxqqdx ě f px0 q for all x0 .1. the restriction of f to [c. x1 P [c. Hence we conclude from (3. 1q.16) in the case that a “ 1. d] that ż f pxq żx żx du f 1 py q dy “ apx ´ cq “ a du “ f pcq up1 ´ uq c c f py qp1 ´ f py qq ˙ „ ˆ ˙f pxq ż f pxq ˆ 1 1 u ` du “ ln “ u 1´u 1 ´ u f pcq f pcq ˆ ˙ 1 ´ f pcq f pxq “ ln ¨ f pcq 1 ´ f pxq and hence that f p cq f pxq f p xq ´ 1 ` 1 1 e´ac eax “ “ “ ´1 .32. x ÞÑ axp1 ´ xqq has no zeros on p0. 1 ´ f pcq 1 ´ f pxq 1 ´ f p xq 1 ´ f pxq This implies that f pcq f p0q e´ac “ 1 ´ f pcq 1 ´ f p0q 295 .2) by Theorem 3.y 0. d] such that x0 ď x1 .5 1 x 9 Fig.1. Compare Example 3. d] is non-constant since the function pR Ñ R.

d) dx . 3 2 4 2 ´1 x ` 4x ` x ` 4 ´3 x ` 4x ` 4 ż4 ż4 3x ` 5 3x ` 7 i) dx . b) dx . this leads on f pxq “ 1 ´ 1 1` f p0q 1´f p0q eax “ eax eax ` 1´f p0q f p0q . Note also that f0 . for every c P R˚ . f) dx . h) dx . is a further solution of (3. l) dx . 4 2 4 2 ´1{2 x ´ 2x ` 1 0 x ´ 15x ` 10x ` 24 296 .16) such that f0 p0q “ 0. deﬁned as the constant function of value zero on R. it follows by elementary calculation that the function fc deﬁned by $ ax & axe 1´c for x P R if 0 ă c ď 1 e ` c fc pxq :“ ax % axe 1´c for x P R zta´1 lnppc ´ 1q{cqu if c ą 1 or c ă 0 e ` c satisﬁes (3. c) 2`3 3 ´ 7x ´ 6 u x 3 0 ż3 ż3 x2 ` 3 x2 ` 3 x ´ 1 dx .and hence that f p0q 1 eax “ ´1 . ż2 ż2 3u ` 2 2x ` 1 a) du .1.16). Problems 1) Calculate the integral. j) dx . e) 3 2 3 2 2 x ` 6x ` 12x ` 8 1 x ´ 2x ´ 7x ´ 4 ż1 ż 3 x2 ` 3x ` 4 x2 ´ 1 g) dx . 1 ´ f p0q 1 ´ f pxq Finally.1. 2 2 ´2 u ` u ´ 12 0 x ´ 6x ` 9 ż1 ż4 u3 3x ` 1 du . On the other hand. 4 2 4 3 2 0 x ` 4x ` 3 2 x ` 4x ` 6x ` 4x ` 1 ż 1{2 3 ż1 x ` 4x ` 5 x3 ` 3x2 ` 1 k) dx .

resort is taken to approximation methods. The midpoint rule uses on each subinterval the constant polynomial whose value coincides with the value of f in the midpoint of that interval. i. On each subinterval. The last is the reason. the midpoint rule. Simpson’s method approximates f on each subinterval by the quadratic polynomial that interpolates between the value of f at the end points and at the midpoint of that interval. This is equivalent to the approximation of f by its linearization around the midpoint of the subinterval. The trapezoid method approximates f on each subinterval by the linear polynomial that interpolates between the values of f at the interval ends. why the midpoint rule leads to results which are similar in accuracy to those of the trapezoid method. since the integral of the non-constant part of the polynomial over that interval vanishes.1. the corresponding restriction of the integrand f : I Ñ R is replaced by a certain polynomial approximation characteristic for each method.4 Approximate Numerical Calculation of Integrals Usually. partitions of the interval of integration I are used which induce divisions into subintervals of equal length.e. For this. in cases where an evaluation of a given integral in terms of known functions appears to be impossible. the trapezoid rule and Simpson’s rule. the decrease of that length leads to better approximations. are given within this section. . Basic numerical methods for this. x3 ` x ` 1 dx x4 ´ 3x3 ´ 3x2 ` 7x ` 6 x2 ` 1 dx x4 ` 2x3 ` 3x2 ` 4x ` 2 x4 2x3 ` x2 ` 4 dx ` 3x3 ` 5x2 ` 9x ` 6 o) 0 ż2 p) 1 3. The integral of f over I is then approximated by the sum of the integrals of the approximating polynomials over the subintervals. Finally. . Generally. Each of them uses approximations of integrands analogous to those leading to upper and lower sums in the deﬁnition of the Riemann integral. .ż0 m) ż n) 0 ż3 ´2 1 2x2 ` 1 dx x4 ` x3 ´ 9x2 ` 11x ´ 4 .. by that linear polynomial that assumes the same values as f at both ends of the subinterval. 297 .

bq and some K ě 0. Indeed. ˇ ˇ 2 24 a (ii) In addition. it might be expected that among those methods. in the examples below this is the case. Simpson’s rule is the most accurate. The key for the following derivation of an error estimate for the midpoint rule is the observation that the associated integrals over the subintervals coincide with those of the linearization of the integrand around the midpoints. Such cases are depicted in the ﬁgures below. can lead to poor results in the case of an oscillating f as long as the length of the subintervals is comparable to the average distance of subsequent minima and maxima of f . but there are also cases known where the opposite is true. . h :“ pb ´ aq{n and ai :“ a ` i ¨ h for all i P t0. . followed by the trapezoid rule and the midpoint rule.26 to Taylor’s theorem can be applied. the error of both. let n P N˚ .33. All these methods. the trapezoid rule gives better approximations than the midpoint rule. the remainder estimate of Corollary 2. On the other hand. . f : ra. As a consequence. Then ˇ ˇż n ´1 ´ ˇ b ¯ ÿ ai ` ai ` 1 ˇ ˇ ˇ K pb ´ aq3 f . is proportional to n´2 . ˇ f pxq dx ´ h ˇď ˇ a ˇ 24 2 n2 i“0 298 .5. . nu. Often. the midpoint and the trapezoidal rule.From this description. Simpson’s rule is the most accurate which is also reﬂected in the fact that its error is proportional to n´4 where n is the of number of subintervals of the division. bs Ñ R be bounded and twice differentiable on pa. bq such that |f 2 pxq| ď K for all x P pa.1. Then (i) ˇ ˇż b ˙ ˆ ˇ K ˇ a ` b ˇď ˇ f pxq dx ´ f p b ´ a q pb ´ aq3 . For instance. (Midpoint Rule) Let a. b P R be such that a ă b. Theorem 3.

5.26 to Taylor’s theorem. bq where ˆ p 1 p xq : “ f a`b 2 ˙ `f 1 ˆ a`b 2 ˙ˆ ˙ a`b x´ 2 for all x P R is the ﬁrst-degree Taylor-polynomial of f centered around pa ` bq{2. 2 299 . it follows that ˆ ˙2 a`b K x´ |f pxq ´ p1 pxq| ď 2 2 for all x P pa. ˆ ˙ ˆ ˙ żbˆ ˙ żb a`b a`b a`b 1 p1 pxq dx “ f pb ´ aq ` f ¨ x´ dx 2 2 2 a a ˆ ˙ ˆ ˙ ˆ ˙ 2 ˇb a`b 1 a`b a`b ˇ 1 ˇ “f pb ´ aq ` ¨ f ¨ x´ ˇ 2 2 2 2 a ˆ ˙ a`b “f pb ´ aq .2 1. Proof.6 1.y 40 30 20 10 x 1. Further.8 2 Fig.4 1. (i) By the Corollary 2. 74: Midpoint approximation.

2s into the four subintervals of length h “ 1{4. ˇż b ˇ żb żb ˇ ˇ ˇ f pxq dx ´ p1 pxq dxˇ ď |f pxq ´ p1 pxq| dx ˇ ˇ a a a ˙2 ˆ ˙ 3 ˇb ż ˆ K b a`b a`b ˇ K ˇ ď x´ x´ dx “ ˇ 2 a 2 6 2 a K p b ´ aq 3 . Since |f 2 pxq| “ 2x´3 ď 2 300 . Then 3 3 ´a ` a ¯ 1 ÿ ÿ 1 i i `1 “ h f 2 2 i “ 0 ai ` ai ` 1 i “0 ˆ ˙ ˆ ˙ 1 1 1 1 1 1 1 1 1 “ ` 7 8 “2 ` ` ` 5 ` 5 6 ` 6 2 4 9 11 13 15 `4 `4 `7 `4 4 4 4 4 4 4448 “ « 0. 1 x For this.In addition. We use the midpoint rule to approximate the value of ż2 dx lnp2q “ . Example 3. “ 24 (ii) is a simple consequence of (i).34. 8{4q leading to a division of r1. we use the partition pa0 . a4 q “ p4{4. The result of this application of the midpoint gives lnp2q within an error of 2 ¨ 10´3 . lnp2q is given by lnp2q « 0.1.691 6435 where f pxq :“ 1{x for all x P r1. 7{4. a3 . a1 . a2 . 5{4. 6{4. To three decimal places. 2s and the last approximation is to three decimal places.693 .

33 (ii) leads to the error bound ˇ ˇ ˇ 4448 ˇ 2 1 ´3 ˇ ˇ ˇ 6435 ´ lnp2qˇ ď 24 ¨ 16 “ 192 ă 6 ¨ 10 . (Trapezoid Rule) Let I be some non-empty open interval of R.2 1. let |f 2 pxq| ď K for all x P pa.y 40 30 20 10 x 1.4 1.8 2 Fig. 75: Trapezoid approximation. Since the approximating polynomial is only of ﬁrst order. In particular.6 1. This leads to an error estimate in terms of a bound on the second derivative of f . Then 301 . instead.1. b P I be such that a ă b. for all x P p1. 2q. bq and some K ě 0. Theorem 3. By partial integration.1. Theorem 3. the integral of such a difference can be transformed into an integral containing the second order derivative of the difference. f : I Ñ R be twice continuously differentiable and a. The following derivation of an error estimate for the trapezoid rule exploits the fact that the difference of the approximating polynomial on a subinterval and the restriction of the integrand vanishes at the interval ends.35. the last coincides with the second order derivative of the restriction of integrand.

Then ˇ ˇż n ´1 ˇ b ÿ f pai q ` f pai`1 q ˇ ˇ K pb ´ aq3 ˇ . . Example 3. . it follows that hpaq “ hpbq “ 0 and żb f paq ` f pbq ¨ p b ´ aq . ppxq dx “ 2 a By partial integration. it follows that żb ż ż 1 b 1 b 2 hpxq dx “ px ´ bqpx ´ aqh pxq dx “ px ´ bqpx ´ aqf 2 pxq dx 2 2 a a a and hence that ˇż b ˇ ż ˇ ˇ 1 b 2 ˇ hpxq dxˇ ď ˇ ˇ 2 pb ´ xq px ´ aq |f pxq| dx a a żb K K ď pb ´ xq px ´ aq dx “ pb ´ aq3 . . nu. 2 a 12 (ii) is a simple consequence of piq. ˇď ˇ f pxq dx ´ h ˇ 12 ˇ a 2 n2 i “0 Proof.36. As before the midpoint rule. h :“ pb ´ aq{n and ai :“ a ` i ¨ h for all i P t0.1. we use the trapezoid rule to approximate the value of ż2 dx lnp2q “ . 1 x 302 . ˇ ˇ 12 2 a (ii) In addition let n P N˚ . Deﬁne ppxq :“ f paq ` f pbq ´ f paq ¨ p x ´ aq b´a for all x P R and h :“ f ´ p. . In particular.(i) ˇż b ˇ ˇ ˇ ˇ f pxq dx ´ f paq ` f pbq ¨ pb ´ aqˇ ď K pb ´ aq3 .

it uses partial integration to exploit the the fact that the difference of the approximating polynomial on a subinterval and the restriction of the integrand vanishes at the endpoints and also in the middle of the interval.697 1680 where f pxq :“ 1{x for all x P r1.Again. 303 . Since |f 2 pxq| “ 2x´3 ď 2 for all x P p1. Then ˙ 3 ˆ n ´1 ÿ 1 ÿ 1 1 f p ai q ` f p ai ` 1 q “ ` h 2 8 i “ 0 ai ai ` 1 i “0 ˆ ˙ ˆ ˙ 1 4 4 4 4 4 4 4 4 1 1 2 2 2 1 “ ` ` ` ` ` ` ` “ ` ` ` ` 8 4 5 5 6 6 7 7 8 2 4 5 6 7 8 1171 “ « 0. a2 . 6{4. The result of this application of the midpoint gives lnp2q within an error of 4 ¨ 10´3 . 8{4q leading to a division of r1. This leads to an error estimate in terms of a bound on the fourth derivative of the integrand. 5{4.35 (ii) leads to the error bound ˇ ˇ ˇ ˇ 1171 ˇ ď 2 “ 1 ă 11 ¨ 10´3 . 2s into the four subintervals of length h “ 1{4. a3 . a4 q “ p4{4. 7{4.1. a1 . ˇ ´ ln p 2 q ˇ 12 ¨ 16 ˇ 1680 96 The following derivation of an error estimate for Simpson’s rule is similar to that for the trapezoid rule. Theorem 3. lnp2q is given by lnp2q « 0. 2q. Again. we use the partition pa0 .693 . 2s and the last approximation is to three decimal places. To three decimal places.

Deﬁne " * 2 1 x 1 x rf phq ` f p´hqs ´ f p0q ¨ 2 ` rf phq ´ f p´hqs ¨ ` f p0q ppxq :“ 2 h 2 h for all x P R and g :“ f ´ p. 3 By partial integration. 36 5 90 0 304 . (Simpson’s Rule) Let h ą 0. hq and some K ě 0. hs. 3 ´h Proof. Then ˇż h ˇ ˇ ˇ K 5 1 ˇ ˇď f p x q dx ´ r f p´ h q ` 4 f p 0 q ` f p h qs ¨ h ˇ ˇ 90 h . I be some open interval of R containing r´h.37.Theorem 3.1. f : I Ñ R be four times continuously differentiable and |f pivq pxq| ď K for all x P p´h. Then g p´hq “ g p0q “ g phq “ 0 and " * żh 1 2h ppxq dx “ rf phq ` f p´hqs ´ f p0q ¨ ` f p0q ¨ 2h 2 3 ´h 1 “ rf p´hq ` 4f p0q ` f phqs ¨ h . it follows that ż0 żh 3 piv q px ` hq p3x ´ hq g pxq dx ` px ´ hq3 p3x ` hq g pivq pxq dx ´h 0 żh “ 0 żh px ´ hq p3x ` hq rg 3 piv q pxq ` g piv q p´xqs dx “ 72 ´h g pxq dx and hence that ˇż h ˇ ż ˇ ˇ K h 3 ˇ g pxq dxˇ ˇ ˇ ď 36 ph ´ xq p3x ` hq dx ´h 0 „ ˇh ˇ K 3 K 5 5 4 ˇ “ p h ´ xq ´ h p h ´ xq ˇ “ h .

h :“ pb ´ aq{n and ai :“ a ` i ¨ h for all i P t0.8 2 x Fig. .4 1. b P I be such that a ă b. bq and some K ě 0. 76: Simpson’s approximation.2 1. Then ˇż ˇ n´1 „ ˇ ˇ b hÿ ˇ ˇ f pai q ` 4f ppai ` ai`1 q{2q ` f pai`1 q ˇ ˇ f pxq dx ´ ˇ ˇ a 6 i “1 ď Note that n´1 „ hÿ f pai q ` 4f ppai ` ai`1 q{2q ` f pai`1 q 6 i“1 n ´1 n ´1 ÿ ÿ 2 1 f pai q ` f pai`1 q “ ¨h f ppai ` ai`1 q{2q ` ¨ h 3 3 2 i “1 i “1 K pb ´ aq5 . let n P N˚ . Corollary 3.6 1. nu. 2880 n4 305 . . . f : I Ñ R be four times continuously differentiable and a. In particular.1. Finally.38. Let I be some non-empty open interval of R. . let |f pivq pxq| ď K for all x P pa.y 50 40 30 20 10 1.

39. 7{4. a4 q “ p4{4.1.693155 3 6435 3 1680 2162160 where f pxq :“ 1{x for all x P r1. Example 3. a1 . 8{4q leading to a division of r1. 2s into the four subintervals of length h “ 1{4. 6{4. Then n´1 „ hÿ f pai q ` 4f ppai ` ai`1 q{2q ` f pai`1 q 6 i “1 2 4448 1 1171 1498711 “ ¨ ` ¨ “ « 0.38 (ii) leads to the error bound ˇ ˇ ˇ 1498711 ˇ 24 1 ´5 ˇ ˇď ´ ln p 2 q ˇ 2162160 ˇ 2880 ¨ 256 “ 30720 ă 4 ¨ 10 . Also.1. 5{4. the corresponding sums for the midpoint rule and the trapezoid rule have been used. The corollary is a simple consequence of Theorem 3. To six decimal places.hence equals the sum of two-thirds of the corresponding sum for the midpoint rule and one-third of the corresponding sum for the trapezoid rule. The result of this application of Simpson’s rule gives lnp2q within an error of 8 ¨ 10´6 . Since |f pivq pxq| “ 24x´5 ď 24 for all x P p1. lnp2q “ 1 x Again. 2q. Proof.693147 . we use the partition pa0 . Theorem 3.1. lnp2q is given by lnp2q « 0. As before the midpoint and trapezoid rule. a2 . 306 . a3 .37. 2s and the last approximation is to six decimal places. we use Simpson’s rule to approximate the value of ż2 dx .

Problems 1) Calculate the integral. y q P R2 : 3 2 py 2 ´ x2 q ` 2 x px2 ` 3y 2 q “ 0u where a ą 0. approximate T for θ0 “ π {4. subdivide the interval of integration into 4 intervals of equal length. In this. evaluate the integral approximately. b) 0 2x dx p1 ` x2 q2 . 2) By using Simpson’s rule. c) 0 3u2 du p1 ` u3 q2 . In this. approximate the area in R2 that is enclosed by the Cartesian leaf ? C :“ tpx. π {2q is the initial angle of elongation from the position of rest of the pendulum. Compare the approximation to the exact result. and where g is the acceleration of the Earth’s gravitational ﬁeld. 307 . subdivide the interval of integration into 4 intervals of equal length. By using Simpson’s rule. using the midpoint rule. In addition. subdivide the interval of integration into 4 intervals of equal length. Compare the approximation to the exact result which is given by 1.5. 3) The time for one complete swing (‘period’) T of a pendulum with length L ą 0 is given by a ˘ 2 L{g ` ? T “ π ´ k 2 I pk q 1 ´ k2 where ż1 I pk q “ ´1 ? 1 ´ u2 ? ? `? ˘ du . k :“ | sinpθ0 {2q|. the trapezoidal rule and Simpson’s rule. In this. ż1 a) 0 ż1 du p1 ` uq2 ż1 . 2 2 1´k u 1 ´ k 2 ` 1 ´ k 2 u2 θ0 P p´π {2.

in this section we also introduce basic special functions. In the meantime. alternatively. For motivation. in the following we consider the problem of the calculation of the period of a simple pendulum in Earths gravitational ﬁeld which leads in a natural way on an improper Riemann integral. Original proofs of some of these results used improper double integrals.2 Improper Integrals A large number of integrals in applications are ‘improper’ in the sense that they are not Riemann integrals of functions over bounded closed intervals of R. we use results from [26] and [61]. like the gamma function or the beta function appear naturally in the deﬁnitions of the former. Others.3. conﬂuent hypergeometric functions or elliptic functions. During the time of 308 . more elementary proofs have been found that allow their derivation already at an early stage in a calculus course. Lebesgue integrals). hypergeometric functions. In addition. In particular. like Bessel functions. A simple pendulum is deﬁned as a particle of mass m ą 0 suspended from a point O by a string of length L ą 0 and of negligible mass. Another important source for improper integrals is in theory of special functions where the majority of integral representations is in form of improper Riemann integrals (or. the gamma function and the beta function. The majority appears as solutions of differential equations from applications. In applications. In particular. elementary properties of Gaussian integrals are derived that are frequently used in quantum theory and in probability theory. Euler’s reﬂection formula and Gauss’ representation for the gamma function are proved in this section. integrals over unbounded sets occur naturally in the description of systems of inﬁnite extension which are basic for physics. by help of such integral representations and derive their basic properties. these results are often needed also for complex arguments. As is known. these follow from those for real arguments by help of the principle of analytic continuation. Legendre’s duplication formula. For this reason. Also special functions have important applications. For instance in physics.

g θ 2 ` sin θ “ 0 (3. The general solution of this equation is not expressible in terms of elementary functions. we use Newton’s equation of motion . The dashed line marks the rest position. and with initial elongation θ0 P p0... we pursue the goal of ﬁnding the time τ for the pendulum to reach the angle 0 after release from rest at initial time 0.1). In the analysis below. The last was not known to Huygens at that time.2.2. i. i. The time τ corresponds to one-fourth of the time necessary for completion of one complete swing. to one-fourth of the period of the pen309 . π {2q. but only in terms of special functions called ‘elliptic functions’. instead of ﬁnding the solutions of (3. development of calculus in the 17th century.O Θ L m Fig. In the following. such motion was considered in 1673 by the inventor of the pendulum clock. Christian Huygens [56]. Newton’s equation of motion give the following differential equation for the angle of elongation θ from the rest position of the pendulum as a function of time. 77: A simple pendulum.1) L where g is the acceleration of Earth’s gravitational ﬁeld. Compare text.e. θ 1 p0q “ 0.e.

1).2. π {2q. it follows from (3.2. Both follow from the deﬁnition of τ .1) such that θp0q “ θ0 . we consider in the following. we conclude that c 2g a 1 θ ptq “ ´ cos θptq ´ cos θ0 L for all t P r0. Hence. as a particular consequence of (3. For this. θ 1 p0q “ 0. see Example 2.2. we assume that there is a unique solution θ : R Ñ R of (3. 0 “ θ θ ` θ sin θ “ L 2 L Hence it follows by Theorem 2. whose existence and uniqueness can be proved.1) by θ 1 gives ˆ ˙1 1 12 g g 1 1 2 θ ´ cos θ .2. τ s. 0 P Ranpθq. Multiplication of (3. and we deﬁne τ :“ min θ´1 pt0uq.5.2. 310 . τ s where it has been used that θpτ q “ 0 and θptq P r0. Note that these assumptions imply that θ is twice differentiable and.1. we use the conserved energy for the solutions of 3. In a ﬁrst step.5. θ0 s Ă r0. to derive a differential equation for θ that contains no higher order derivatives of θ than of ﬁrst order. The solution of the last equation for θ 1 ptq for some t P R requires the knowledge of the sign of θ 1 ptq.9. Only this solution of (3. By the fundamental theorem of calculus.1) that ż żt g t 1 1 1 2 sin θpsq ds ď 0 θ ptq “ θ ptq ´ θ p0q “ θ psq ds “ ´ L 0 0 pθ 1 ptqq2 “ for all t P r0.7 that the function inside the brackets is constant and therefore that 1 1 g 1 g g pθ ptqq2 ´ cos θptq “ pθ 1 p0qq2 ´ cos θp0q “ ´ cos θ0 2 L 2 L L which leads to 2g rcos θptq ´ cos θ0 s L for every t P R.1).2. that θ 2 is continuous.dulum.

it follows by Theorems 2.3.18 that for the restriction of θ to the interval r0. τ s there is a strictly decreasing continuous inverse function θ´1 : r0. 1q is deﬁned by ˆ ˙ θ0 . Hence it follows by the fundamental theorem of calculus that τ “ pθ´1 qp0q “ pθ´1 qpϕq ´ rpθ´1 qpϕq ´ pθ´1 qp0qs żϕ ´1 “ pθ qpϕq ´ pθ´1 q1 pϕ ¯q dϕ ¯ 0 d ż L ϕ dϕ ¯ 1 b “ pθ´1 qpϕq ` ` ˘ ` ¯˘ 2 g 0 sin2 θ20 ´ sin2 ϕ 2 d ż dϕ ¯ 1 L ϕ ´1 b pθ qpϕq ` ` ¯˘ 2k g 0 1 ´ 1 sin2 ϕ k2 2 for every ϕ P r0.5. θ0 q is differentiable such that d L 1 1 a “´ pθ´1 q1 pϕq “ 1 ´1 θ pθ pϕqq 2g cos θpθ´1 pϕqq ´ cos θ0 d d L 1 1 L 1 ? b “´ “´ ` ˘ 2g cos ϕ ´ cos θ0 2 g sin2 θ0 ´ sin2 ` ϕ ˘ 2 2 for all ϕ P p0. 2. k :“ sin 2 By use of the substitution g : r0.Since θ 1 ptq ă 0 for all τ P p0.5.10 and 2. sinpϕ{2q{k s Ñ R deﬁned by g puq :“ 2 arcsinpkuq 311 . θ0 q where k P p0. θ0 q where the addition theorem for the cosine has been used to conclude that ´ α¯ ´α¯ ´α¯ ´α¯ cos α “ cos 2 “ cos2 ´ sin2 “ 1 ´ 2 sin2 2 2 2 2 for every α P R.44. θ0 s Ñ R whose restriction to p0. τ q.

Hence the last ‘integral’ is no Riemann integral.for every u P r0. we arrive at d ż1 ϕ L k sinp 2 q du a τ “ pθ´1 qpϕq ` . g 0 p1 ´ u2 qp1 ´ k 2 u2 q Finally. (Improper Riemann integrals) 312 . 1q is an unbounded function.1. The deﬁnitions below turn it into an improper Riemann integral deﬁned by d ż ż1 L u du ¯ du ¯ a a :“ lim . since θ´1 : r0. “ lim 2 uÑ1 g 0 p1 ´ u ¯ qp1 ´ k 2 u ¯2 q It would be natural to indicate the last by d ż L 1 du ¯ a τ“ . sinpϕ{2q{k s. Deﬁnition 3. g 0 p1 ´ u ¯2 qp1 ´ k 2 u ¯2 q but the integrand of the last ‘integral’ is not deﬁned at u ¯ “ 1 and its restriction to the interval r0. uÑ1 g 0 p1 ´ u ¯2 qp1 ´ k 2 u ¯2 q p1 ´ u ¯2 qp1 ´ k 2 u ¯2 q 0 As a side remark. θ0 s Ñ R is continuous. we conclude that d ż1 ϕ du L k sinp 2 q a τ “ lim 2 ϕÑθ0 g 0 p1 ´ u qp1 ´ k 2 u2 q d ż L u du ¯ a .2. we mention that żu du ¯ a 2 p1 ´ u ¯ qp1 ´ k 2 u ¯2 q 0 for 0 ď u ď 1 is called an elliptic integral of the ﬁrst kind (in Jacobian form) and is denoted by the symbol F pu|k q.

we deﬁne the improper Riemann integral of f by żb żb f py q dy “ lim f py q dy . deﬁned by żx f py q dy F pxq :“ a for every y P ra. is a continuous function according to Theorem 2. we deﬁne the improper Riemann integral of f by żb żx f py q dy “ lim f py q dy .19.(i) Let a P R. bq Ñ R be almost everywhere continuous. bq is a continuous function according to Theorem 2. b P R Y t8u such that a ă b if b ‰ 8 and f : ra. a xÑ a x 313 . bs Ñ R deﬁned by ż b F pxq :“ x f py q dy for every y P ra.6. Then F : ra. bq.6. Then F : pa. We say that f is improper Riemann-integrable if there is L P R such that żx f py q dy “ L . xÑ a xÑ a x In this case. bq Ñ R.19. bs Ñ R be almost everywhere continuous. a xÑ b a (ii) Let a P R Y t´8u. lim F pxq “ lim xÑ b xÑ b a In this case. We say that f is improper Riemann-integrable if there is some L P R such that żb lim F pxq “ lim f py q dy “ L . b P R be such that a ă b if a ‰ ´8 and f : pa.

b1 . Note that according to the previous deﬁnition. ak c ak żd f pxq dx ` c ż bk f pxq dx “ d ż bk f pxq dx . bq that are convergent to a and b. Theorem 2. b2 . we use the notation from Deﬁnition 3.cs and f |rc.3.bq are improper Riemann-integrable for some c P pa. 314 . we deﬁne żb żc żb f pxq dx :“ f pxq dx ` f pxq dx . That Deﬁnition 3. . in pa. bq or pa. . ra. . .6. Theorem 2. In this case. bq Ñ R be almost everywhere continuous. We say that f is improper Riemann-integrable if. and that the values of the associated improper integrals all coincide with the Riemann integral of that function. bs.(iii) Let a P R Y t´8u. b P R are such that a ă b.2. f |pa. For this.1 (iii) is independent of c P pa. Further. bq can be seen as follows. In the following. in rd.2.18. a2 . c Hence it follows by the limit laws that żc żc żd żd f pxq dx “ lim f pxq dx “ ´ f pxq dx ` lim f pxq dx a żb c kÑ8 a k ż bk c żd f pxq dx “ c kÑ8 a k ż bk f pxq dx “ lim kÑ8 c f pxq dx ` lim kÑ8 d f pxq dx . The proof of this will be given in the subsequent second remark below. . the restrictions to pa.2. ds. Remark 3.1. bq. b P R Y t8u such that a ă b if a ‰ ´8 and b ‰ 8. are improper Riemann-integrable. where a. bq and sequences a1 . bs. a a c That this deﬁnition is indeed independent of c is a consequence of the additivity of the Riemann integral. both. let f : pa.2. Then it follows by the additivity of the Riemann integral. . for sufﬁciently large n P N˚ that żc żd żd f pxq dx ` f pxq dx “ f pxq dx . bq of a continuous function deﬁned on a bounded closed interval ra.2. respectively. Remark 3.6.18. let d P pc.

a c a d The case that d P pa. .Therefore. Theorem 2. f pxq dx “ ´ f pxq dx ` a c żd żb f pxq dx “ f pxq dx ` f pxq dx . respectively.bq are improper Riemann-integrable and satisfy żc a żb c żd żd f pxq dx . d d 315 .ds and f |rd. . bq are convergent to a and b. f |pa. in rd. b1 . a żc żb f pxq dx “ ´ f pxq dx ` f pxq dx . in pa. c d The last implies that żc żb żd żb f pxq dx ` f pxq dx “ f pxq dx ` f pxq dx .18.ds and f |rd.6. . for sufﬁciently large n P N˚ that żc żc żd f pxq dx . a2 . Therefore. f pxq dx ` f pxq dx “ ak d ak żc f pxq dx ` d ż bk f pxq dx “ c ż bk f pxq dx . b2 . . . f |pa.bq are improper Riemann-integrable and satisfy żc f pxq dx “ a żb c żc d żd f pxq dx ` f pxq dx . ds. d Hence it follows by the limit laws that żd żc żc żc f pxq dx f pxq dx ` lim f pxq dx “ f pxq dx “ lim a żb c kÑ8 a k ż bk d kÑ8 a k żc f pxq dx “ ´ d ż bk f pxq dx ` lim kÑ8 d f pxq dx “ lim kÑ8 c f pxq dx . Then it follows by the additivity of the Riemann integral. cq is analogous. If a1 . .

8q.2.5. Show that 316 . x ÞÑ 1{xα q for every real α where a ą 0.2. Deﬁne fα :“ pp0. Example 3. Solution: For α P R zt1u and ε P p0. Deﬁne fα :“ p ra. if and only if that power is greater than ´1. 8q Ñ R. x ÞÑ 1{xα q for every real α where a ą 0. as Ñ R. Example 3. a c a d In the following.The last implies that żb żd żb żc f pxq dx ` f pxq dx “ f pxq dx ` f pxq dx . α 1´α 0 x (ii) fα is not improper Riemann-integrable for every α ě 1. it follows that „ 1´α a ża a1´α ´ ε1´α dx x “ “ α 1´α ε 1´α ε x and for α “ 1 that ża ε dx “ r lnpxqsa ε “ lnpaq ´ lnpεq x and hence the statements. where a ą 0.4. where a ą 0. The second example shows that such are improper integrable over an interval ra. if and only if that power is smaller than ´1. Show that (i) fα is improper Riemann-integrable for every α ă 1 and ża a1´α dx “ . The ﬁrst example shows that such are improper integrable over an interval p0. aq. as. 8q. we give two prime examples of improper integrals whose integrands are restrictions of powers of the identity function on p0.

bq Ñ R be almost everywhere continuous.6. b P R Y t8u be such that a ă b if b ‰ 8 and f : ra. “ α α´1 a a x (ii) fα is not improper Riemann-integrable for every α ď 1. lim F pxq xÑ b exists. b P R Y t8u are such that a ă b if b ‰ 8. the theorem is applied by showing that that absolute value has an improper Riemann-integrable majorant. Within the following theorem. it follows that „ 1´α x żx x1´α ´ a1´α y dy “ “ α 1´α a 1´α a y and for α “ 1 żx a dy “ r lnpy qsx a “ lnpxq ´ lnpaq y and hence the statements. Solution: For α P R zt1u and x ą a. Finally.(i) fα is improper Riemann-integrable for every α ą 1 and ż8 dx 1 1 ¨ α ´1 . 317 . It is based on the fact that for every bounded continuous and increasing function F : ra. bq and be bounded. Let a P R. Then.2. In this connection. The following gives an important criterion for improper Riemann integrability. f and |f | are improper Riemannintegrable. F is an antiderivative of the absolute value of an almost everywhere continuous integrand. let G : ra. bq Ñ R be deﬁned by ż x Gpxq :“ a |f py q| dy for all x P ra. bq Ñ R where a P R. Theorem 3.

Proof. x ÞÑ e´x xy´1 q is improper Riemann-integrable for every y ą 0. Show that fy :“ pp0. Let pbn qnPN be a sequence in ra. bq such that suptRan Gu ´ Gpcq ă ε.2. A main reason for the importance of the gamma function for applications is the fact that it appears naturally in the deﬁnition of many special functions that are solutions of differential equations from applications. nÑ8 Hence |f | is improper Riemann-integrable and żb |f pxq| dx “ suptRan Gu . there is some c P ra. The last extends the factorial function pN Ñ N. As an application of the previous theorem. Hence it also follows that suptRan Gu ´ Gpxq ă ε for all x P rc. Hence we can deﬁne the gamma function Γ : p0. The proof of the last will be given within the example that is next to the following example.7. bq. Since G is bounded and increasing. a Further. Therefore it also follows that | suptRan Gu ´ Gpbn q| ă ε for n P N satisfying n ě n0 and hence ﬁnally lim Gpbn q “ suptRan Gu . for every x P ra. 8q Ñ R. the next example deﬁnes the gamma function. suptRan Gu exists. it follows that żx żx p|f py q| ´ f py qq dy ď 2 |f py q| dy ď 2 suptRan Gu . Example 3. n ÞÑ n!q to a function with domain given by all real numbers which are no negative integers and such that the functional relationship of the factorial that pn ` 1q! “ pn ` 1qn! for all n P N is preserved. 8q Ñ R by ż8 Γpy q :“ e´x xy´1 dx 0 318 . bq which is convergent to b. Then there is n0 P N such that bn ě c for all n P N satisfying n ě n0 . As a consequence for given ε ą 0. a a Hence |f | ´ f and therefore also f is improper Riemann-integrable. bq.

it follows that ż1 ż1 1 ´x y ´1 xy´1 dx ď e x dx ď y ε ε and hence by Theorem 3. Solution: Let y ą 0. y 0 Further. 319 . Hence it follows for every R ě 1 that żR żR ´x y ´1 e´x{2 dx ď 2hy px0 q e´1{2 e x dx ď hy px0 q 1 1 and by Theorem 3. x Ñ e´x{2 xy´1 q has a maximum at x0 :“ maxt1. 8q.2. 2py ´ 1qu. For every ε ą 0.6 that fy |p0.2. Note for later use that ż1 żR żR ´x ´x Γp1q “ e dx ` lim e dx “ lim e´x dx 0 RÑ8 1 RÑ8 0 “ lim p1 ´ e RÑ8 ´R q“1.5 6 2 1 2 3 4 5 x 1 2 3 4 5 x Fig.y 1 24 y 0.8q is improper Riemann-integrable. 8q Ñ R.1s is improper Riemann-integrable and that ż1 1 e´x xy´1 dx ď . for all y P p0. hy :“ pr1.6 that fy |r1. 78: Graphs of the gamma function Γ (left) and 1{Γ.

2. As another example of an application of Theorem 3. I ) Show that fm. Example 3. Such integrals appear in quantum theory in the study of the quantization of the harmonic oscillator which is of fundamental importance for physics. Show that Γpy ` 1q “ y ¨ Γpy q for all y ą 0 and hence that Γpn ` 1q “ n! (3. In particular. n P N satisﬁes m`1 I pm.9.3) (3. n P N˚ and.8. ( Gaussian integrals.4) ˚ . Solution: By partial integration it follows for every y ą 0.n :“ p r0.2) for all n P N.3) by induction. show that I : N ˆ N˚ Ñ R deﬁned by ż8 2 I pm. from this follows (3. x ÞÑ xm e´nx {2 q is improper Riemann-integrable for all m P N. 8q that żR żR ´x y ´ε y ´R y e x dx “ e ε ´ e R ` y e´x xy´1 dx ε ε and hence (3. n k `1 320 (3. n P N˚ . 1q and R P p1. In addition.2.2. ε P p0. the next example deﬁnes Gaussian integrals.Example 3.6. Since Γp1q “ 1 “ 0! .2). nq :“ xm e´nx {2 dx 0 for all m P N. The last distribution is frequently used for the description of error progression due to random errors occurring in measurements of physical quantities.2.2. they appear naturally in the study of the normal distribution in probability theory.2.2. nq “ 2k k ! . 8q Ñ 2 R.2. I pm ` 2. nq n for all m P N. nq “ I p2k ` 1. in particular.

according to Example 2. n P N˚ and x ě 0 that żx ż 1 x m`1 2 m`2 ´ny 2 {2 y e dy “ ´ y p´ny q e´ny {2 dy n 0 0 „ x ż 1 m`1 ´ny2 {2 1 x 2 ` “ ´ y e pm ` 1q y m e´ny {2 dy n n 0 0 321 . it follows for n P N˚ and x ě 1 that żx ż ıx 1 x 1” 2 2 ´ny 2 {2 ye dy “ ´ p´ny q e´ny {2 dy “ ´ e´ny {2 n 0 n 0 0 ´ ¯ 1 2 1 ´ e´nx {2 .5.5) for all k P N.m are improper Riemannintegrable as well as that ż8 1 2 I p1.m and f1.2.12. 1q n k `1 n (3.I p2pk ` 1q. Hence it follows that żx żx x2 y x x y dy “ e dy ě e ěe ´1“ 2 0 0 for all x ě 0 and in this way inductively that ex ě xm m! for all x ě 1 and m P N. ex ě 1 and ex ě x for all x ě 0. In addition.2. (3. “ ż xn ż1 żx 2 ´ny 2 {2 ´ny 2 {2 e dy “ e dy ` e´ny {2 dy 0 0 1 ż1 żx 2 2 ď e´ny {2 dy ` ye´ny {2 dy 0 0 and hence by Theorem 3. Solution: First.2. it follows for m P N.6 that f0.6) n 0 Further. nq “ y e´ny {2 dy “ . nq “ 1 ¨ 3 ¨ ¨ ¨ p2k ` 1q 1 ¨ ? I p0.

n q “ I p0. it follows from (3. 0 The determination of the last is the object of the following example. n k `1 n Equation (3.7) inductively the improper Riemann-integrability of fn. as a consequence of żx e 0 ´ny 2 {2 1 dy “ ? n ż ?n x 0 e ´u 2 {2 du that I p2pk ` 1q.4) for all m P N and n P N˚ . 322 . żx y m e´ny 0 2 {2 dy . As an application of the result. nq nk`1 n k `1 we notice that for all k P N and. I p 2 p k ` 1 q .2. 1q . nq “ 1 ¨ 3 ¨ ¨ ¨ p2k ` 1q 1 ¨ ? I p0.7) by induction that I p2k ` 1. nq “ 1 ¨ 3 ¨ ¨ ¨ p2k ` 1q 2k k ! . the value of Γp1{2q is calculated in the subsequent example.5) reduces the calculation of the Gaussian integrals I pm.m`1 1 2 “ ´ xm`1 e´nx {2 ` n n Since. ﬁnally.2.m for all m P N and n P N˚ as well as the validity of (3. Further. ˇ ˇ n n 1 2 lim ´ xm`1 e´nx {2 “ 0 .6) and (3. 1q for even m P N to the calculation of ż8 2 e´x {2 dx .2.2. xÑ8 n Hence it follows from (3.7) ˇ ˇ ˇ 1 m`1 ´nx2 {2 ˇ m! x´nx2 {2 ˇď ˇ´ x e e .2. (3.2.

I pm ` 1. nq I pn ` 2.9 allow the calculation of I p0. Employing the notation of Example 3.19. nq ă I pn ´ 1. nq I pn ` 1. n ă I pn ` 2.Example 3.2. nq ă a I pn. nq “ we conclude that c I pn ` 1. nq . nq . nq . nq ă I pn ` 1. nq “ n I pn ` 2. nq n`1 n`1 I pn.1. 323 . nq “ I pn ´ 1. nq . In particular. 1q as follows.4) I pn ` 1. the application of the results of Example 3.2.9. in a ﬁrst step. nq “ I pn ` 1. since according to (3. nq I pm ` 2.2. nq . we conclude for m P N. II ) Together with Wallis’ product representation of π from Theorem 3.10. ﬁnally. nq ă I pn ` 2. nq ă a I pm.2. I pn ` 2. a I pn. nq and hence that I pn. ( Gaussian integrals. n P N˚ that żx żx 2 m 2 ´ny 2 {2 y py ´ tq e dy “ y m`2 e´ny {2 dy 0ă 0 0 żx ż x 2 2 ´ 2t y m`1 e´ny {2 dy ` t2 y m`2 e´ny {2 dy 0 0 and hence that ˆż x y 0 m`2 ´ny 2 {2 ˙ ˆż x dy 0 ˙ y m`2 ´ny 2 {2 e e dy ˆż x ´ 0 ˙2 y m`1 ´ny 2 {2 e dy ą0 for all x ě 0 and.

leads to 2k k ! “ I p2k ` 1. Solution: For this. 2k ` 1q p2k ` 1qk`1 1 ¨ 3 ¨ ¨ ¨ p2k ` 1q 1 I p0. 1q ă I p2k ` 3.2. the case n “ 2k ` 1 where k P N. R ą 0.11. 2k ` 1q ă I p2k ` 2.8) I p0. 1q 4pk ` 1q 3 ¨ ¨ ¨ p2k ` 1q d 2 ¨ 4 ¨ ¨ ¨ 2pk ` 1q 2k ` 1 2k ` 3 ? ă ¨ ¨2 k`2¨ 4pk ` 2q 2k ` 1 3 ¨ ¨ ¨ p2k ` 3q Finally. taking the limit k Ñ 8 in the last expression and applying Wallis’ product representation of π (3. (3. it follows that ż 2 żR 1 R {2 ´1{2 ´x ´y 2 { 2 ? x e dx e dy “ 2 ε2 {2 ε and hence by taking the limits that c π 1 “ ? Γp1{2q . 2 2 324 . let ε.In particular. By change of variables. 1q “ e dy “ 2 0 Example 3. 2k ` 1q “ ¨? k ` 1 p2k ` 1q 2k ` 1 2k`1 pk ` 1q! “ p2k ` 1qk`2 and hence to d 2k ` 1 ? 2 ¨ 4 ¨ ¨ ¨ 2k 2 k`1 ă I p0.2. Show that Γp1{2q “ ? π.5) leads to c ż8 π ´y 2 { 2 .2.

y ą 0.2. x ÞÑ tx´1 p1 ´ tqy´1 q is improper Riemann-integrable for all x ą 0.5 1 x 1.y :“ pp0. Then „ x 1{2 „ˆ ˙x ż 1{2 ż 1{2 2t 2 1 x´1 y ´1 x´1 x t p1 ´ tq dt ď 2 t dt ď “ ´ε x ε x 2 ε ε ˆ ˙x´1 1 1 ď . 1{2q. Example 3. the next example deﬁnes Euler’s beta function.12. y q :“ 0 for all x ą 0. 8q2 Ñ R by ż1 tx´1 p1 ´ tqy´1 dt B px. y ą 0. I ) Show that fx. In addition. let ε.2. let x ą 0.6. 79: Graph of the Beta function.5 1 y 2 Fig. y ą 0. ( Beta function. x 2 „ 1´δ ż 1´δ ż 1´δ 2p1 ´ tqy x´1 y ´1 y ´1 t p1 ´ tq dt ď 2 p1 ´ tq “ ´ y 1{2 1{2 1{2 325 . Hence we can deﬁne the Beta function B : p0.40 z 20 0 0 0. 1q Ñ R.5 1. As another example of an application of Theorem 3. Solution: For this. δ P p0.5 2 0 0.

y is improper Riemann-integrable and satisﬁes ˆ ˙x´1 ˆ ˙ y ´1 ż1 1 1 1 1 x´1 y ´1 t p1 ´ tq dt ď ` .1{2s and fx.2. 2 y 2 Hence it follows by Theorem 3. In addition.2. As another example of an application of Theorem 3.y |p1{2. y ą 2. II ) Show that y Ñ8 lim y x B px. 1{2q. ( Beta function. δ P p0.9) for all x ą 0.2. t p1´tq dt ď . fx. the next example deﬁnes Euler’s beta function.2. y q “ Γpxq (3.y |p0. Then ż 1´δ tx´1 p1 ´ tqy´1 dt ε ˙x´1 ˆ ˙ y ´1 ż py´1qp1´δq ˆ 1 s s “ 1´ ds y ´ 1 py´1qε y´1 y´1 ˆ ˙y´1 ż py´1qp1´δq 1 s x´1 “ s 1´ ds . x 2 y 2 0 1{2 As a consequence. Solution: For this.13. let ε. py ´ 1qx py´1qε y´1 Further.1q are improper Riemann-integrable and that ˆ ˙ x´1 ż 1 ˆ ˙y´1 ż 1{2 1 1 1 1 x´1 y ´1 x´1 y ´1 t p1´tq dt ď . x 2 y 2 0 The next example represents the Gamma function essentially as a limit of the beta function.6. Example 3. let x ą 0.6 that fx.2 “ y „ˆ ˙y ˆ ˙ y ´1 1 1 1 y ´δ ď . ˇż ˇ ˆ ˙ y ´1 ż py´1qp1´δq ˇ py´1qp1´δq ˇ s ˇ ˇ x´1 x´1 ´s s 1 ´ ds ´ s e ds ˇ ˇ ˇ py´1qε ˇ y´1 py ´1qε 326 .

5. we conclude that |py ´ 1qx B px. Hence it follows further that ˇ ˆ ˙ y ´1 ˇ ż py´1qp1´δq ˇ ˇ s ˇ sˇ x´1 ´s e ˇ ds s e ˇ1 ´ 1 ´ ˇ ˇ y´1 py ´1qε ż py´1qp1´δq e s2 e ď sx´1 e´s ds ď Γpx ` 2q . 8q Ñ R by ˆ ˙ y ´1 s hpsq :“ 1 ´ 1 ´ es y´1 for all s P r0. y q ´ Γpxq| ď 327 e Γpx ` 2q 2py ´ 1q . h is continuous and differentiable on p0.ż py´1qp1´δq ď py ´1qε ˇ ˆ ˙ y ´1 ˇ ˇ ˇ s ˇ x´1 ´s sˇ s e ˇ1 ´ 1 ´ e ˇ ds . Hence it follows for s P r0. Then hp0q “ 0. 2py ´ 1q 2py ´ 1q py ´1qε From the previous.12) has been used. 8q. 8q with derivative ˆ ˙ y ´2 s s 1 1´ es ą 0 h p sq “ y´1 y´1 for 0 ă s ă y ´ 1. ˇ ˇ y´1 We consider the auxiliary function h : r0. y ´ 1s that ˆ ˙ y ´2 żs u u 1´ |hpsq| “ hpsq “ eu du y´1 0 y´1 ˙ „ ˆ żs u u du “ exp u ` py ´ 2q ln 1 ´ y´1 0 y´1 „ ˆ ˙ żs żs u u u u ď exp u ´ py ´ 2q du “ exp du y´1 y´1 0 y´1 0 y´1 e s2 ď 2py ´ 1q where the case a “ 1 of (2.

11) For this.2. y ą 0.2.2. y ` 1q ` B px ` 1.2. it follows that ż 1´δ ż 1´δ x´1 y t p1 ´ tq dt ` tx p1 ´ tqy´1 dt ε ε ż 1´δ ż 1´δ x´1 y ´1 “ p1 ´ t ` tq t p1 ´ tq dt “ tx´1 p1 ´ tqy´1 dt ε ε and hence that B px.10) for all x. y q “ B px. let ε. y ` 1q ` B px ` 1. we obtain from (3. y q . ( Beta function.and hence that y Ñ8 lim y x B px.11). x (3. y q “ 328 x`y B px. y ą 0. Example 3.14. Solution: For this. y ` 1q “ y B px ` 1. y ` 1q y . In the ﬁrst step. y q “ B px.2. let x. y q “ Γpxq Γpy q Γpx ` y q (3. y q . 1{2q. δ P p0. III ) Show that B px. Further.11) the equation B px. we show by use of partial integration that B px. Then „ 1´δ ż 1´δ ż 1 x y 1´δ x x´1 y y t p1 ´ tq dt “ t p1 ´ tqy´1 dt t p1 ´ tq ` x x ε ε ε ż 1´δ 1 y “ rp1 ´ δ qx δ y ´ εx p1 ´ εqy s ` tx p1 ´ tqy´1 dt x x ε which implies (3. As a consequence. y q “ Γpxq . The following example expresses the beta function in terms of the gamma function.

2. n ` 1q “ lim nx B px.13) tz´1 dt “ 1 z for every z ą 0. y ` 1q “ B px. nqB px. x`y By induction. In particular. nq py ` nqx B px. we conclude from (3.9) and the ﬁrst identity of (3.10) by taking the limit n Ñ 8 and applying (3.2. Hence it follows that B py. y ` nq “ . nq ˆ ˙x y n n B py.12) y ¨ py ` 1q ¨ ¨ ¨ py ` n ´ 1q B px.2.2. 1 ¨ 2 ¨ ¨ ¨ pn ´ 1q . y ` nq “ (3.2. n ` 1q nÑ8 nÑ8 “ lim n n! nÑ8 x ¨ px ` 1q ¨ ¨ ¨ px ` nq x for every x ą 0. as a consequence of (3. y q px ` y q ¨ px ` y ` 1q ¨ ¨ ¨ px ` y ` n ´ 1q for every n P N˚ . nq “ where it has been used that ż1 B pz. nq From this follows (3. we arrive at Gauss’ representation of the gamma function Γpxq “ lim pn ` 1qx B px. y ` nq B px.2. y`n nx`y B px ` y.9). Note that. y ¨ py ` 1q ¨ ¨ ¨ py ` n ´ 1q 1 ¨ 2 ¨ ¨ ¨ pn ´ 1q B px ` y.12) that B px. nq “ px ` y q ¨ px ` y ` 1q ¨ ¨ ¨ px ` y ` n ´ 1q B py. y q “ B px ` y. 329 .13). y q .2. 1q “ 0 (3.which results in y B px.

See Fig.9). let 0 ă x ă 1. Proof.2. 330 .Theorem 3. (Euler’s reﬂection formula for the gamma function) The equation π (3. Note that the reﬂection formula (3.15.16.1.15) can and is used to extend the gamma function to negative values of its argument. we prove the reﬂection formula for Γ.2. and an occasionally occurring integral is evaluated in terms of the gamma function.2.14) nÑ8 x ¨ px ` 1q ¨ ¨ ¨ px ` nq As an application of Gauss’ representation of the gamma function and the product representation of the sine. (Gauss’ representation of the gamma function) For every x ą 0 nx n! Γpxq “ lim . 2˘ 2˘ “ x x x nÑ8 1 ´ 12 ¨ ¨ ¨ 1 ´ n2 x sinpπxq sinpπxq Remark 3.2.2.1.15) Γpxq Γp1 ´ xq “ sinpπxq holds for all 0 ă x ă 1.9) that „ nx n! Γpxq Γp1 ´ xq “ lim nÑ8 x ¨ px ` 1q ¨ ¨ ¨ px ` nq „ n1´x n! ¨ lim nÑ8 p1 ´ xq ¨ p2 ´ xq ¨ ¨ ¨ rpn ` 1q ´ xs 1 pn!q2 n “ lim ¨ x nÑ8 p1 ´ x2 q ¨ ¨ ¨ pn2 ´ x2 q pn ` 1q ´ x 1 1 π 1 πx ` “ lim ` “ . Theorem 3. As ﬁnal examples for the application of improper integrals. Legendre’s duplication formula for the gamma function is proved. (3. (3. Then it follows by (3.17. For this.2. 80.

80: Graphs of the extensions of the gamma function Γ (left) and 1{Γ to negative values of the argument.5 1 2 3 4 x 1 4 10 1. Show Legendre’s duplication formula for the gamma function 1 (3.18.2. Solution: For this.2. 1{2q.y 10 4 3 2 1. let x ą 0 and ε.16) Γp2xq “ ? 22x´1 Γpxq Γpx ` p1{2qq π for all x ą 0. Example 3.5 0. Then ż1 Γpxq Γpxq “ B px. xq “ rtp1 ´ tqsx´1 dt Γp2xq 0 Further. δ P p0.5 1 y 1 2 3 4 x Fig. it follows by change of variables that ˙„ ˆ ˙*x´1 ż 1´δ ż 1´δ "ˆ 1 1 1 1 x´1 rtp1 ´ tqs dt “ t´ ` dt ´ t´ 2 2 2 2 ε ε ˙ x´1 ż p1{2q´δ ˆ ż p1{2q´δ “ ‰x´1 1 2 2´2x “ ´u du “ 2 1 ´ p2uq2 du 4 ε´p1{2q ε´p1{2q ż 1´2δ 1´2x “2 p1 ´ v 2 qx´1 dv 2ε´1 „ż 1´2δ ż0 1´2x 2 x´1 2 x´1 “2 p1 ´ v q dv ` p1 ´ v q dv 0 2ε´1 331 .

18) for all µ. let µ. Γp2xq Γpx ` p1{2qq Example 3. 1{2q. ν ą ´1{2. xq “ 21´2x .17) that ż 1´δ rtp1 ´ tqsx´1 dt ε «ż 2 p1´2δ q ż p1´2εq2 y ´1{2 p1 ´ y qx´1 dy 0 ﬀ “ 2´2x 0 y ´1{2 p1 ´ y qx´1 dy ` and by taking the limits that Γp1{2q Γpxq Γpxq Γpxq “ 21´2x B p1{2.2. Show that ` µ`1 ˘ ` ν `1 ˘ ż π{2 Γ Γ 2 ` µ`ν 2 ˘ sinµ pθq cosν pθq dθ “ 2Γ 2 ` 1 0 (3. it follows by change of variables that żb ż 2 1 b ´1{2 2 x´1 p1 ´ v q dv “ y p1 ´ y qx´1 dy . (3.„ż 1´2δ “2 1´2x 0 ż 1´2ε p1 ´ v q 2 x´1 p1 ´ v q 2 x´1 dv ` 0 dv . Solution: For this.17) Further.2. Then it follows by change of variables that ż 1´δ tpµ´1q{2 p1 ´ tqpν ´1q{2 dt ε ż arcsinp?1´δ q ? arcsinp ε q “ 2 sinpθq cospθq rsin2 pθqspµ´1q{2 r1 ´ sin2 pθqspν ´1q{2 dθ 332 . δ P p0.2. and hence by taking the limit a Ñ 0 that żb ż 2 1 b ´1{2 2 x´1 p1 ´ v q dv “ y p1 ´ y qx´1 dy . 2 0 0 Hence it follows from (3. 2 a a2 where 0 ă a ă b.2. ν ą ´1{2 and ε.19.

0 ż8 ? . a ą 0. m) 2 3 2 0 x ` 5x ` 6 0 x ` 2x ` 3x ` 6 e´ ? ? ż8 2) The radial part of the ‘wave function’ of an electron in a bound state around a proton is given by Rnl : p0. . l P t0. 8q Ñ R where n P N˚ . n ´ 1u are the principal quantum number and the azimuthal quantum number. l) . n) . d) 0 ż8 e´sx cospaxq dx 0 ż1 x lnpxq dx . respectively [62]. Calculate the expectation value xry of the radial position of the electron in the corresponding state given by ş8 3 2 r Rnl prq dr xry “ ş0 ¨a 8 2 2 r Rnl prq dr 0 333 . 0 ż8 e´sx sinpaxq dx . 3 4 0 1`x 0 x `3 ż8 ż8 dx dx k) . h) x expp ´x2 q dx . if applicable. ż1 a) c) e) g) lnpxq dx . s. . f) e´ x dx . . 0 x ż8 0 8 dx . . In this. b) 0 ż8 e´sx dx . j) . x ´ x 2 2 ´8 e ` e ´8 x ` a ż8 ż8 dx dx . x ´8 ż ż8 dx dx i) .ż arcsinp?1´δ q “2 ? arcsinp ε q sinµ pθq cosµ pθq dθ and hence by taking the limits that ` 1 ˘ ` ν `1 ˘ ˆ ˙ ż π{2 Γ µ` Γ 2 µ`1 ν`1 2 ` ν ˘ “B sinµ pθq cosν pθq dθ . . “2 2 2 Γ µ` ` 1 0 2 Problems 1) Show the existence in the sense of an improper Riemann integral and calculate the value.

r ÞÑ r2 Rnl prqq corresponding to a) to f).1 4 6 8 10 12 r y 0.1 4 6 8 10 12 r 0.1 0. 334 .2 2 3 4 r 0.05 2 y 0.1 1 y 0.5 0.2 0.y 0. 8q Ñ R.05 4 8 12 16 20 24 r 4 8 12 16 20 24 r 2 Fig. 81: Graphs of pp0. Compare Problem 2.2 0.4 0.05 0.1 y 2 y 0.1 4 8 12 16 20 24 r 0.3 0.

is given by ψn : R Ñ R where n P N is the principal quantum number [3].e. . i. 3) The ‘wave function’ of a ‘harmonic oscillator’. the ‘wave function’ of a point particle of mass m ą 0 under the inﬂuence of a linear restoring force.where a « 0. a “ pmω { q1{2 . 2 a ? 48 π p8a3 x3 ´ 12axq e´a x 2 {2 for all x P R. 4) The time for one complete swing (‘period’) T of a pendulum with 335 . ? ´ 2 r ¯ ´ r {2 a) R10 prq “ 2 e´r . 12 ? ˆ ˙ 2 3 2 2 2 d) R30 prq “ 1´ r` r e ´ r {3 . 9 3 27 ˆ ˙ 8 1 2 ? e) R31 prq “ r´ r e´r{3 . Calculate the expectation value xxy of the position of the mass point in the corresponding state given by ş8 2 x ψn pxq dx ´8 xxy “ ş .. 2 a ? 2 π 8 π a ? x 2 {2 .529 ¨ 10´8 cm is the Bohr radius. b) R20 prq “ 1´ e 2 2 ? 6 ´ r {2 c) R21 prq “ re . 6 27 6 4 f) R32 prq “ ? r2 e´r{3 81 30 for all r ą 0. ω “ pk {mq1{2 .] ˙1{2 e´a ˙1{2 2axe´a ˙1{2 ˙1{2 ˆ a) b) c) d) ψ0 pxq “ ˆ ψ1 pxq “ ˆ ψ2 pxq “ ˆ ψ3 pxq “ a ? π 2 x 2 {2 . 8 2 ψ pxq dx ´8 n [In this. k ą 0 is the spring’s constant and is the reduced Planck’s constant. 2 p4a2 x2 ´ 2q e´a x2 {2 .

6 y 0.4 4 2 2 4 x 4 2 2 4 x Fig.4 0.4 0. 82: Squares of the wave functions of a harmonic oscillator.2 0. 336 .1 4 2 y 2 4 x 4 2 y 2 4 x 0. Compare Problem 3.y 0.

k :“ | sinpθ0 {2q|.length L ą 0 is given by d ż L 1 du a T “2 g ´1 p1 ´ u2 qp1 ´ k 2 u2 q where θ0 P p´π {2. π {2q is the initial angle of elongation from the position of rest of the pendulum. 337 . we give another representation of T that involves only a proper Riemann integral. Show that the corresponding integral exists in the improper Riemann sense. Split the integrand into a Riemann integrable and an improper Riemann integrable part where the last leads on an integral that can easily be calculated. and where g is the acceleration of the Earth’s gravitational ﬁeld. In this way.

i.. See Fig 83. BC . two triangles with corners A. Archimedes proved that the area of the parabolic segment ACE is 4{3 of the area of the inscribed triangle with corners A.e. already appeared in Archimedes’ second proof of his quadrature of the parabola. the points B and D are the points of minimal distance from AC and CE .E E A A D C B C Fig. In the ﬁrst step. Refer to text.3 Series of Real Numbers In this section. For motivation. B. A special case of an important series. He did this by dissecting the parabolic segment iteratively by triangles constructed from line segments between points on the parabola as follows. this second proof is considered in the following. respectively. we start the study of series of real numbers. we consider a parabola along with a line segment AE between two points A and E on that parabola and the point C of smallest distance from AE . D. the 338 . For this. B. 83: Archimedes’ construction in the quadrature of the parabola. CD. At the time of Archimedes writing of his quadrature of the parabola. as the triangle with corners A. the geometric series. respectively. DE leading to four new triangles and so forth. C and C. E are constructed in the same way from the line segments AC and CE . 3. C was constructed from the line segment AE . C and E . Then the same process is continued with the line segments AB .

3.1) where AP denotes the area of the parabolic segment ACE and AT denotes the area of the inscribed triangle with corners A. 84: Auxiliary diagram for the description of results on parabolic segments used in Archimedes’ proof. Refer to text.3. CG pAGq2 Note that they imply that AT ď AP ď 2AT (3. See Fig 84.E G D A I B C Fig. then CI pBI q2 “ . (iii) If I . (ii) The parallel to the axis of the parabola through C halves every line segment BD between two points B and D on the parabola that is parallel to AB . G are the points of intersection of the parallel to the axis through C with BD and AE . 339 .2) (3. (i) The tangent to the point C on the parabola of largest distance from AE is parallel to AE . See Fig 85. respectively. C and E . following facts were known to be true for every line segment AE on a parabola.

E F G H K A D J B I C Fig. 86: Archimedes’ construction of quadrature of the parabola including auxiliary lines (dashed) and points.E G A M C L Fig. Refer to text. 85: The double of the area of the triangle ACE gives an upper bound for the area of the parabolic segment ACE . Refer to text. 340 .

1) that CI pBI q2 pHGq2 1 “ “ “ . H the intersections of the parallel to the axis of the parabola through B with AC and AE . Since this parallel halves AC . BH and CG as well as BI . we denote by G the intersection of AE with the parallel to the axis through C . We denote by I the intersection of the parallel to AE through B with the parallel to the axis through C . See Fig 86. Hence AH 1 JH “ “ . Finally. respectively.5.3) 1 AG .26 below using methods from analytical geometry.Archimedes did not prove these facts. By help of this knowledge. We will give proofs in Example 3. but referred for such proofs to earlier works on conics by Euclid and Aristaeus. That this is indeed the case will be side result of the proof. 2 2 3 CG ´ JH 4 Hence the triangles ABC and ACH have the side AC in common and the corresponding height of the triangle ABC (“ distance from AC to B ) is 341 . CG AG 2 In particular. HG are parallel.3. Further. Note that Fig 86 suggests that its prolongation goes through the point D.3. 2 2 CG pAGq p2HGq 4 (3. we conclude that AH “ HG “ and hence by (3. we denote by J. CDE are 1{4 of the areas of the triangles ACG and GCE .3. but this will not be used in the following. by help of the last and (3. respectively.3). it follows that BJ “ BH ´ JH “ IG ´ JH “ CG ´ CI ´ JH “ “ 3 1 JH ´ JH “ JH . BI “ HG . This can seen as follows. the triangles with corners AJH and ACG are similar. Archimedes concluded that the areas of the triangles ABC . BH “ IG 2 Further.

4). Hence it follows that the area of the triangle ABC is 1{4 of the area of the triangle ACG. it follows that DK “ DF ´ KF “ IG ´ KF “ 342 3 CG ´ KF 4 . F the intersections of the parallel to the axis of the parabola through D with CE and AE . ID “ GF . CG GE 2 In particular.3.1) that pIDq2 pGF q2 1 CI “ “ “ . and a by product of the proof is that these points indeed coincide.3.4) 1 GE . For this. we conclude that GF “ FE “ and hence by (3. Since this parallel halves CE and CG. Now also the triangles ACH and ACG have the side AC in common and the corresponding height of the triangle ACH (“ distance from AC to H ) is half of that corresponding height of the triangle ACG (“ distance from AC to G). GF are parallel. But only the last deﬁnition will be used in the following. respectively. Hence KF FE 1 “ “ . respectively. we denote by G the intersection of AE with the parallel to the axis through C . we denote by K. Further. we denote by I the intersection of the parallel to AE through D with the parallel to the axis through C . The reasoning is analogous for the areas of the triangles CDE and GCE . DF “ IG 2 Note that this implies. the triangles with corners FKE and GCE are similar. CG pGE q2 p2GF q2 4 (3. As before. See Fig 86. by help of the last and (3.3. that both previous deﬁnitions of I coincide. Hence the area of the triangle ABC is half the area of the triangle ACH . Finally. Note that this deﬁnition of the point I could conﬂict with its previous deﬁnition.half of that corresponding height of the triangle ACH (“ distance from AC to H ). DF as well as ID.

3. Hence it follows that the area of the triangle CDE is 1{4 of the area of the triangle GCE As a consequence. At this point observes that 1 4n`1 ` 1 1 4 1 1 1 ¨ n`1 “ ¨ n`1 “ ¨ n 3 4 3 4 3 4 for every n P N which leads to n `1 ˆ ˙ k n ˆ ˙k ÿ ÿ 1 1 1 1 1 1 1 ¨ n`1 ` “ n`1 ` ¨ n`1 ` 3 4 4 4 3 4 4 k“0 k “0 ˆ ˙ n k ÿ 1 1 1 “ ¨ n` 3 4 4 k “0 343 . Hence the area of the triangle CDE is half the area of the triangle CEF . Now also the triangles CEF and GCE have the side CE in common and the corresponding height of the triangle CEF (“ distance from CE to F ) is half of that corresponding height of the triangle GCE (“ distance from CE to G).“ 3 1 KF ´ KF “ KF . the sum of the areas of the triangles ABC and CDE is 1{4 of the area of the triangle ACE .5) for every n P N. 2 2 Hence the triangles CDE and CEF have the side CE in common and the corresponding height of the triangle CDE (“ distance from CE to D) is half of that corresponding height of the triangle CEF (“ distance from CE to F ). Hence it follows that AT AT ď AP ´ AT ď 2 4 4 and inductively that n ˆ ˙k ÿ 1 AT AT ď AP ´ AT ď 2 n`1 n ` 1 4 4 4 k “0 (3.

6) Differently to Archimedes.3. First.3. we assume that AP “ 4AT {3 ` ε for some ε ą 0.12 directly that 4 AP “ AT . we notice that AP ě 4AT {3 according to (3. Hence the only remaining possibility is that AP “ 4AT {3.3. Hence it follows that n ˆ ˙k 0 ˆ ˙k ÿ ÿ 1 1 1 1 4 1 1 ¨ n` “ ¨ 0` “ 3 4 4 3 4 4 3 k “0 k “0 for every n P N. Then.6) . For every n P N.6) . Therefore the assumption that AP “ 4AT {3 ´ ε for some ε ą 0 contradicts (3.. 4 3 4n 3 4n`1 (3. in ancient Greece only rational ε were considered AP ´ 344 .3. Archimedes had to employ a usual ‘double reductio ad absurdum’ argument for this.6). to lead both assumptions that AP ă 4AT {3 and that AP ą 4AT {3 to a contradiction which leaves only the option that AP “ 4AT {3. Second.e.for every n P N. it follows for n P N satisfying ną that 10 AT 3 ε ln 4 4 10 AT AT ą ¨ 3 3 4n`1 which contradicts (3. Of course. this leads to ˆ ˙ AT 4 1 1 AT ´ ¨ ď A ´ A ď 2 P T 4n`1 3 3 4n 4n`1 which is equivalent to AT AT 1 4 7 AT ¨ n`1 “ n`1 ` ¨ n ď AP ´ AT 3 4 4 3 4 3 AT AT 1 10 AT ď 2 n`1 ` ¨ “ ¨ . 3 Since the limit concept was not developed at that time. we can conclude from this by help of Theorem 2.3. This can be done as follows. i.

the sequence S0 . the sequence S0 . S1 . . will be called ‘the sequence of partial sums of x0 . . Since it follows from (3. q.7) by Theorem 2.3. . the natural notation 8 ˆ ˙k ÿ 1 k “0 4 :“ lim n ˆ ˙k ÿ 1 k“0 nÑ8 4 will be used and referenced as the ‘sum of the sequence x0 . ’. x1 . Archimedes calculates the sum of the sequence 1. . . deﬁned by ˆ ˙k 1 xk :“ 4 for every k P N. is increasing and bounded from above by AP {AT and hence convergent. . ’. q 2 . A modern way of stating Archimedes’ result can be given as follows. . . .5) that ˆ ˙ ÿ ˆ ˙ n ˆ ˙k 1 AT AT AP 1 1 AP ´ 2 n`1 ď AP ´ n`1 ď (3. AP “ AT lim nÑ8 4 k “0 In the following. In addition. In this sense.3. . The series corresponding to the sequences 1. it follows from (3. Sequences of partial sums are also called ‘series’.3. . for the case q “ 1{4 which is given by 4{3. . S1 . In particular.3. .7) ď AT 4 4 A 4 A T T k “0 for every n P N. deﬁned by S n :“ n ˆ ˙k ÿ 1 k“0 4 for every n P N. .in such analysis. . x1 . q 2 .12 that n ˆ ˙k ÿ 1 . . where q runs through all real numbers are called ‘geometric series’. q. . . . 345 .

deﬁned by n ÿ Sn :“ xk (3.2. .1.8) is also called a series and in case of its convergence a convergent series with its sum denoted by (3.9). (Geometric series) Let x P R. x2 . is not summable. We say that x1 .3. . Example 3. S1 . x2 . . xk “ 1´x k “0 Solution: Note that in the case x “ 1. . the sum of x1 . show that 8 ÿ 1 .3. . .9) Otherwise. we say that x1 . is denoted by 8 ÿ k “1 xk . . The harmonic series is divergent. it follows 346 . (3. we use the convention that x0 :“ 1. In case of its divergence. .3. . is summable if the corresponding sequence of partial sums S1 . the corresponding geometric series converges. . be a sequence of elements of R.3. . that series is called divergent. geometric series and the harmonic series.Deﬁnition 3. For x ‰ 1. we give two examples of series that play an important role in the analysis of the convergence of series. . . it follows that Sn “ n and hence the divergence of the corresponding the geometric series. x2 . is convergent if and only if |x| ă 1. The sequence in (3. deﬁned by n ÿ xk Sn :“ k“0 for every n P N. S2 . . In the following. . In this case. is convergent to some real number. . x2 .3. The former contain a real parameter. . . In the last case. Let x1 . . In the following. . Show that the so called geometric series S0 .8) k “1 for every n P N.3. If and only if the absolute value of that parameter is smaller than 1.

and in this case Sn “ 8 ÿ k“0 xk “ lim Sn “ nÑ8 1 . 1´x Example 3.5 4 3 2 1 10 20 30 40 50 n Fig.3.3. deﬁned by n ÿ 1 Sn :“ k k “1 347 . (Harmonic series) Show that the harmonic series. the series of partial sums is convergent if and only if |x| ă 1. 87: Partial sums of the harmonic series and graphs of ln and 2´1 ` [2 lnp2q]´1 ln . 1´x As a consequence. that x ¨ Sn “ and hence that n ÿ k “0 xk `1 “ n `1 ÿ k “1 xk “ Sn ´ 1 ` xn`1 1 ´ xn`1 .

4 to series. deﬁned by n ÿ f pk q k “1 for every n P N . f p2q. Solution: For every n P N zt0. we would 348 ˚ . 8q Ñ R is some function. . the sequence of partial sums f p1q. we can apply the limit laws of Theorem 2. such function is given by f pxq :“ e px´1q ln q for x ě 1. We note that in such case.for every n P N˚ . has the form of a Riemann sum. such function is given by f pxq :“ 1 x for x ě 1. Note that because series are sequences of partial sums.4. it follows that 2n 20 22 2n ÿ ÿ ÿ ÿ 1 1 1 1 ě ` ` ¨¨¨ ` k k“1 k k“21 k k k “1 k“2n´1 20 22 2n ÿ ÿ ÿ 1 1 1 ě ` ` ¨¨¨ ` 0 2 2 2 2n k “1 k“21 k“2n´1 1 1 ` ¨ ¨ ¨ ` p2n ´ 2n´1 q ¨ n 2 2 2 ˆ ˙ 1 1 n´1 n`1 lnp2n q ` lnp2q “ 1 ` ` ¨¨¨ ` “ 1 ` “ “ 2 2 2 2 2 lnp2q ě 1 ` p22 ´ 21 q ¨ and hence the divergence of the harmonic series. f p2q. of length 1. For instance in the case of a geometric series corresponding to q ą 0.. Often.3. where f : r1. and in the case of the harmonic series. 2s. . the form of sums used in the deﬁnition of the Riemann integral. 1u. 3s. . is divergent. corresponding to a decomposition of R into the intervals r1. a given series consists of the partial sums corresponding to a sequence of the form f p1q.3. Remark 3. . Hence. . i.e. . . . . . r2.

is summable if and only if f is improper Riemann-integrable. f p2q. k ` 1q and k P N˚ . . Indeed. . . (Integral test) Let f : r1. . In this case. f p2q.2.3. For this.3. is summable and ż8 8 ÿ f pxq dx f pk q ď k“m`1 m for every m P N˚ .10) as well as ż8 f pxq dx ď m`1 8 ÿ k“m`1 ż8 f pk q ď m f pxq dx (3. Then f p1q.expect that there is a relationship between the existence of the improper Riemann integral of f and the convergence of the series. Proof. it follows because of |g | ď f and by Theorem 3. f p2q. .11) for every m P N˚ . . we deﬁne the auxiliary function g : r1. If on the other hand f p1q. Theorem 3. this is true for a particular class of functions f . Then ż n`1 g pxq dx “ m n ż k `1 ÿ k“m k g pxq dx “ n `1 ÿ k“m`1 f pk q for every m.6 that g is improper Riemann-integrable and hence that f p1q. k ` 1s and k P N˚ . ż8 f pxq dx ď 1 8 ÿ k “1 ż8 f pk q ď f p1q ` 1 f pxq dx (3. Then żx żx 8 ÿ f py q dy ď hpy q dy ď f pk q m m k “m 349 . is summable. 8q Ñ R by g p1q :“ f p2q as well as g pxq :“ f pk ` 1q for all x P pk. n P N˚ such that m ď n.5. . 8q Ñ R be positive decreasing and almost everywhere continuous. If f is improper Riemann-integrable. . 8q Ñ R by hpxq :“ f pk q for all x P rk. we deﬁne the auxiliary function h : r1. .3.

Riemann’s conjecture from 1859 claims that all other zeros have the real part 1{2. 8q Ñ R deﬁned by fs pxq :“ 1{xs for every x ě 1 is positive decreasing and continuous and by Example 3.10) that ż8 ż8 1 s “ fs pxq dx ď ζ psq ď 1 ` fs pxq dx “ . there is a famous problem concerning the zeros of the extension of Riemann’s zeta function to complex numbers.3. The solution to this problem would have profound consequences in the theory of numbers. Finally. In addition. Remark 3. In particular. Further applications are in quantum statistical physics and quantum ﬁeld theory. f pk q ě k “m m for every m P N˚ . Note that (3. the following example deﬁnes Riemann’s zeta function which has important applications in the description of the distribution of the prime numbers.3.for every m P N˚ and x P r1. Example 3.6 that f is improper Riemann-integrable and that ż8 8 ÿ f py q dy .2. 8q.3. it follows by (3. 8q there is deﬁned a function ζ : p1.7. 8q the corresponding function fs : r1. 8q Ñ R.3.5. (Riemann’s Zeta function) Show that by 8 ÿ 1 ζ psq :“ ns n“1 for every s P p1. Solution: For every s P p1. Hence the statement follows from Theorem 3.11) can be used to estimate remainder terms of the sequence.5 improper Riemann-integrable. s´1 s´1 1 1 350 . This function is called Riemann’s zeta function. All even integers that are smaller than 0 are zeros of that extension.2.6. It is not yet known whether this is true. The following two examples give applications of the integral test to further series that play an important role in the analysis of the convergence of series. Hence it follows by Theorem 3.3.

8 for the case p “ 1. 89: Partial sums of the series from Example 3. 2.5 3 s Fig. 1{p1 ´ sq (blue) and s{p1 ´ sq (red).5 10 20 30 40 50 n Fig.5 2 2. 351 .y 10 8 6 4 2 1.3. 88: Graphs of ζ (black).5 1 0.5 2 1.

deﬁned by n ÿ 1 an : “ k plnpk qqp k “2 for every n P N zt0. The following comparison test is often applied to decide the convergence of a given series.5 the convergence of the corresponding sequence a2 . Using that lnplnp2m qq “ lnpm lnp2qq for every m P N˚ . . strictly increasing and continuous and hence f :“ r1. a3 . . . In such cases. Determine whether the sequence a2 . it is often possible to 352 . strictly decreasing and continuous.5 the divergence of the corresponding sequence a2 . Further for p “ 1: żn dx “ lnplnpn ` 1qq ´ lnplnp2qq 1 px ` 1q lnpx ` 1q for every n P N˚ . For p ą 1 it follows that żx dy 1 “ ¨ rplnpx ` 1qq1´p ´ plnp2qq1´p s p p y ` 1 qp ln p y ` 1 qq 1 ´ p 1 for every x ě 1 and hence the improper Riemann-integrability of f and by Theorem 3. Then h is strictly positive.3. a3 . S2 . 1u is convergent or divergent. we deﬁne the auxiliary function h : r2. it follows that f is not improper Riemann-integrable. . . . Let p ě 1. without the addition of 2 in the denominator of the summands. . .Example 3. A basic strategy in the solution of any problem is to investigate whether that problem has a peculiarity that prevents its immediate solution. . Solution: For this. deﬁned by n ÿ 1 Sn :“ 2 k `2 k “1 for all n P N˚ . a3 . . . Indeed. . . . 8q Ñ R by hpxq :“ x ¨ plnpxqqp for every x ě 2.3. For motivation. S1 . .3. . Hence it follows by Theorem 3.8. would coincide with the zeta series corresponding to s “ 2 which was shown to converge. 8q Ñ R deﬁned by f pxq :“ 1{rpx ` 1qplnpx ` 1qqp s for every x ě 1 is positive. S2 . we investigate the convergence of the series S1 . .

. too. is an increasing sequence that is bounded from above and therefore convergent (with a sum that is smaller than ζ p2q). . S2 . N ` 1. (Comparison test) Let x1 . . x2 . . we notice that n 8 ÿ ÿ 1 1 1 Sn :“ ď ď “ ζ p2q 2 2 k ` 2 k “1 k k2 k “1 k “1 n ÿ for every n P N˚ . u where c ě 0 and N is some element of N˚ . y2 . . Hence the sequence of partial sums of x1 . In Example 3. y2 . x2 . . we proved that the harmonic series is divergent by showing that 2n ÿ lnp2n q ` lnp2q 1 ě k 2 lnp2q k “1 for every n P N.reduce. If y1 . as 353 . . The last could indicate a logarithmic increase of the partial sums of the harmonic series with the number of summands. . x2 . . Indeed. then x1 . in some sense. Proof. is summable.9. and y1 . .3. it follows that n ÿ k “1 xk ď n ÿ k “1 c yk “ c n ÿ k “1 yk ď c 8 ÿ k “1 yk for every n P N˚ .3. . If y1 . . . For instance in this case. .3. Fig 87 supported the validity of the more general estimate n ÿ 1 lnpnq ` lnp2q ě k 2 lnp2q k “1 for every n P N˚ . . The following theorem generalizes this method of comparison of series. let xn ď c yn for all n P tN. is summable. is increasing (since xk ě 0 for all k P N˚ ) and bounded from above and therefore convergent. is summable. . . be sequences of positive real numbers. Theorem 3. Hence S1 . the solution of the given problem to the solution of the simpler problem. . . . y2 . . . . In addition. Further. .

1s called Euler’s constant. Solution: For this. Show that the sequence a1 . . by ¸ ˜ ˆ ˙ n ÿ n 1 ´ lnpn ` 1q “ an ` lnpnq ´ lnpn ` 1q “ an ` ln bn : “ k n`1 k “1 for all n P N˚ . . . we deﬁne an auxiliary sequence b1 . a2 . deﬁned by ¸ ˜ n ÿ 1 ´ lnpnq an : “ k k “1 for all n P N˚ is convergent. is increasing and bounded from above since n ´1 8 ÿ ÿ 1 pbk`1 ´ bk q ď b1 ` bn “ b1 ` k2 k “1 k “1 354 .10.3. . Example 3. b2 . Then ˆ ˙ 1 n`2 bn`1 ´ bn “ ´ ln n`1 n`1 ˙ ż1ˆ ż1 1 n`1 1 x “ 1´ dx “ dx n`1 0 x`n`1 n`1 0 x`n`1 and hence 0 ď bn`1 ´ bn ď 1 pn ` 1q2 for all n P N˚ . γ is given by 0. To seven decimal places. the following example proves the more precise statement that «˜ ¸ ﬀ n ÿ 1 lim ´ lnpnq “ γ nÑ8 k k “1 where γ is a real number in the interval r0. . 87.5772156. . .another application of the previous theorem. Therefore b1 . . b2 . . See Fig.

Solution: For this. (Weierstrass’ representation of the gamma function) Show Weierstrass’ representation of the gamma function n ´ ź x ¯ ´x{k 1 “ xeγx lim 1` e nÑ8 Γpxq k k“1 (3. b2 . The constant «˜ ¸ ﬀ n ÿ 1 γ :“ lim ´ lnpnq nÑ8 k k “1 is known as Euler constant. . 1u. let x ą 0.3. . Presently.for all n P N z t0.2. Hence b1 . 1u and hence that 0 ď γ ď 1.14) of the gamma function. To seven decimal places it is given by 0. and a1 .14). The following example derives Weierstrass’ representation of the gamma function as a simple consequence of the previous result and Gauss’ representation (3.5772156. Example 3. it is not yet known whether it is rational or irrational. . Γpxq is given by Γpxq “ lim n ź nx n! 1 “ x´1 lim nx nÑ8 x ¨ px ` 1q ¨ ¨ ¨ px ` nq nÑ8 1` k “1 x k 355 . . are convergent.2. a2 . . According to (3. .3.12) for every x ą 0 where γ is Euler’s constant. Since ż n`1 n ż k `1 n n ´1 ÿ ÿ ÿ dx dx 1 1 lnpn ` 1q “ “ ď “1` x x k k`1 1 k“1 k k “1 k “1 ż ż n ´1 k`1 n ÿ dx dx ď1` “1` “ 1 ` lnpnq .11. x x k 1 k “1 it follows that 0 ď ln ˆ n`1 n ˙ ď an ď 1 for every n P N z t0.

nÑ8 yn lim (Note that this implies that yn ą 0 for all n P tN. . Proof. x2 . is summable.3. “ exp x lnpnq ´ k k “1 k “1 ˜ « ﬀ¸ n ÿ x exp k k “1 ˜ ¸ Hence it follows that Γpxq “ x ´1 n ÿ 1 lim exp x lnpnq ´ nÑ8 k k“1 n ź ex{k nÑ8 1` x k k“1 ˜ « ﬀ¸ n ź ex{k 1` x k k “1 “ x´1 e´γx lim which implies (3.3. . .) Then x1 . The following comparison test is a simple consequence of the comparison test from Theorem 3. . be sequences of positive real numbers.Further. n ÿ 1 nx “ exppx lnpnqq “ exp x lnpnq ´ k k“1 ﬀ¸ ˜ « n n ź ÿ 1 ex{k . In particular. . . . and y1 . Theorem 3. . . there is N P N satisfying N ě 2 and such that 1 xk 3 ď ď 2 yk 2 ˚ for all k P N such that k ě N .9. Since limnÑ8 pxk {yk q “ 1. let xn “1. this implies that 0 ď yk ď 2xk . y2 . u and some N P N˚ . .3. N ` 1.12. (Limit comparison test) Let x1 . x2 . . y2 . . is summable if and only if y1 . . . . Further. 0 ď xk ď 356 3yk 2 .12).

is not summable for s ď 1 and hence that ζ psq cannot be deﬁned for s ď 1 in the same way as for s ą 1. In particular. . . is summable. . n ÿ k “1 yk “ N ´1 ÿ k “1 yk ` n ÿ k “N yk for every n P N˚ satisfying n ě N . . . the following example. 1{2s .3. . is summable if and only if yN . 1{3s . . shows that the series 1. . .3. . along with the fact that the sequence whose members are all equal to 1 is not summable. we give three typical applications of the previous comparison test. Hence it follows by help of Theorem 3. .3 the divergence of a1 . Determine whether the sequence a2 . . yN `1 .9 and Example 3. xN `1 . . . In the following. . . Since n ÿ k “1 xk “ N ´1 ÿ k “1 xk ` n ÿ k “N xk . whether the sequence a1 .3. deﬁned by n ÿ 1 an : “ k ¨ plnpk qqp k “2 357 . the two subsequent examples study series which are frequently used in the analysis of the convergence of given series. is summable. Example 3. .3. the last also implies the statement of the theorem.14. . deﬁned by 1 an :“ p n ˚ for all n P N . a2 . Determine. it follows for every n P N˚ that 1 1 ě p n n ˚ for all n P N and hence by Theorem 3. a3 .9 that the sequence xN .3.13. Solution: Since p ă 1.for all k P N˚ such that k ě N . Example 3. a2 . Let p ă 1. Let p ă 1. Furthermore. .

.3. we will see in the following that this is true for absolutely summable sequences that include sequences of positive pě 0q real numbers.8 that the sequence a2 . In addition. In the 17th and 18th century. we will also see that the above statement is false in more general cases.3.9 and Example 3. a2 . . ě k ¨ plnpk qqp k ¨ lnpk q Hence it follows by Theorem 3. . Solution: Deﬁne bn :“ 3 n1{2 for all n P N˚ . . deﬁned by an : “ 3n2 ` n ` 1 pn5 ` 2q1{2 for all n P N is summable. it was generally assumed that the reordering of the members of a sequence lead to a sequence which is summable if and only if the same is true for the original sequence and in that case that the sums of both sequences coincide. . b2 . 1u is convergent or divergent. . Example 3. .for every n P N zt0.3. it follows that an “1 nÑ8 bn lim and hence by Theorem 3. it follows for every k ě 3 that plnpk qq1´p ě 11´p “ 1 and hence that 1 1 . . . a3 . is divergent. .3. is not summable according to Example 3. Solution: Since p ă 1.12 also that a1 . is not summable. This false belief led to contradictions which plagued the calculus in those centuries. . On the other hand. Indeed.13. .3. Determine whether the sequence a1 . We present one example from that time [60] of a too naive handling of series resulting from 358 . Then b1 . a2 .15.

“ 0 . On the other hand.a reordering of a sequence whose members alternate in sign. 2 3 4 5 6 ˆ ˙ ˆ ˙ ˆ ˙ 1 1 1 1 1 1 1 1 “ 1 ` ` ` . we consider a reordering of the sequence a1 . “ 1 ` ` ` .19. ´ 2 ` ` ` . it was argued that therefore ˆ ˙ 1 1 1 1 1 lnp2q “ 1 ´ ` ´ ` ´ ` . . For this. A simple example for the fact that the reordering of a sequence can affect its sum is the following. a2 ...4.. ` ` ` ` . . deﬁned by p´1qk`1 ak : “ k ˚ for every k P N . Since 1668 [78]. 359 .... . The discovery of such apparent contradictions contributed essentially to a re-examination and rigorous founding of the theory of inﬁnite series. it was known that 8 ÿ p´1qn`1 “ lnp2q .. 3 5 2 4 6 2 4 6 ˙ ˆ ˙ ˆ 2 1 1 1 1 1 ` ` ` . ´ 2 3 2 1 2 3 It should be noted that already the second line in the above ‘derivation’ cannot be concluded by the limit laws because all three series inside the brackets diverge. .. Hence the above can also be viewed as a classic example of the false treatment of 8 as a real number which was quite common at that time.. n n“1 a fact that will be proved in Example 3. The partial sums of this sequence are called the alternating harmonic series whose sum was also considered in the above ‘derivation’. ..

3. . . and the sequence b1 . .9 10 0.7 20 30 40 50 n3 0. a2 . For this.5 Fig. 4k ´ 1 4k ´ 1 1 1 b3k :“ ´ “ p´1q2k`1 ¨ “ a2 k 2k 2k for every k P N˚ . . 90: Partial sums of the alternating harmonic series and its rearrangement from Example 3. . .6 0. b2 . . . . If k is even.3. . then b3k´2 :“ b3 pk{2q “ a2 pk{2q “ ak . contains only members of the sequence a1 . 4k ´ 3 4k ´ 3 1 1 b3k´1 :“ “ p´1q4k ¨ “ a4k´1 . . From the last. The fact that it contains all of them can be seen as follows. let k P N˚ . (A rearrangement of the alternating harmonic series) For this. .16. we conclude that the sequence b1 .16. b2 . Example 3.1 1 0. by ak : “ 1 1 “ p´1q4k´2 ¨ “ a4k´3 . 360 . a2 .1. we deﬁne the sequence a1 . . by p´1qk`1 k ˚ for every k P N .

The ninth partial sum corresponding to a1 . is given by 1` 1 1 1 1 1 1 1 1 ´ ` ` ´ ` ` ´ . . . . 3 2 5 7 4 9 11 6 Assuming the convergence of the alternating harmonic series which is proved in Example 3. or 8 ÿ 5 p´1qk bk ą ą . b2 . . a2 . a2 . . is given by 1´ 1 1 1 1 1 1 1 1 ` ´ ` ´ ` ´ ` . 2 3 4 5 6 7 8 9 whereas the ninth partial sum corresponding to b1 . . . then b3 pl{2q´1 “ a4 pl{2q´1 “ a2l´1 “ ak . . if l is odd. then b3 ppl`1q{2q´2 “ a4 ppl`1q{2q´3 “ a2l´1 “ ak . p!q 6 k “1 k k “1 8 ÿ 361 . b1 . b2 . is not summable (!). . Hence. . is a reordering of a1 . Finally. Therefore. k 2 3 6 k“1 Further. because of b3k´2 ` b3k´1 ` b3k “ for every k P N˚ .If k is odd. . b2 . If l is even. . it follows that 8 ÿ 1 1 5 p´1qk ă1´ ` “ .3. then there is l P N˚ such that k “ 2l ´ 1. . . either b1 . . .19. it follows that 3n ÿ k “1 8k ´ 3 ą0 2k p4k ´ 3qp4k ´ 1q bk ą 5 6 for every n P N˚ .

. n P N˚ . and y1 . . y2 . . .In the following. . . It follows for all m. Then n ÿ k “m xk yk “ pSn ` cqyn`1 ´ pSm´1 ` cqym ´ n ÿ k“m pSk ` cqpyk`1 ´ yk q for all m. .17. . y2 . x2 . 1u. where the sequence x1 . . be sequences of real numbers and S1 . . (Summation by parts) Let x1 . stay bounded. y2 . of real numbers can be represented in the equivalent form x1 |y1 |. S2 . Proof. . . assumes values in t´1. consideration of this product structure is helpful in the analysis of the convergence of the series that corresponds to y1 . . . we continue the study of series with view on sums of alternating sequences. . . . as is the case for alternating y1 . . Theorem 3. y2 . . .3. Any sequence y1 . In this sense. . . that n ÿ k“m n ÿ xk y k “ n ÿ k “m pSk ´ Sk´1 qyk “ n ÿ k“m Sk yk ´ n ´1 ÿ k“m´1 Sk yk`1 “ k “m Sk yk ´ n ÿ k “m Sk yk`1 ` Sn yn`1 ´ Sm´1 ym n ÿ k “m n ÿ “ Sn yn`1 ´ Sm´1 ym ´ “ Sn yn`1 ´ Sm´1 ym ´ “ Sn yn`1 ´ Sm´1 ym ´ Sk pyk`1 ´ yk q pSk ` cqpyk`1 ´ yk q ` n ÿ k “m c pyk`1 ´ yk q k “m n ÿ pSk ` cqpyk`1 ´ yk q ` cyn`1 ´ cym 362 k “m . . be the sequence of partial sums of x1 . x2 . x2 . In the case that the partial sums of x1 . . . . The basis for such analysis is provided by the following summation by parts formula which resembles the formula for partial integration. . . y1 . . . . . x2 |y2 |. . . y2 . . x2 . is always a product of a bounded sequence that describes sign changes and a sequence of positive numbers. n P N˚ such that n ě m and all c P R where we deﬁne S0 :“ 0. .

Proof. . .3.“ pSn ` cqyn`1 ´ pSm´1 ` cqym ´ n ÿ pSk ` cqpyk`1 ´ yk q .17 n ÿ k “1 xk yk “ pSn ´ M1 qyn`1 ` M1 y1 ` n ÿ pSk ´ M1 qpyk ´ yk`1 q k “1 as well as 0ď n ÿ k“1 pSk ´ M1 qpyk ´ yk`1 q ď 363 n ÿ pM2 ´ M1 qpyk ´ yk`1 q k “1 . x2 y2 . . be a decreasing sequence of real numbers such that limkÑ8 yk “ 0. . . . . .3. For this let S1 . This test is frequently used in connection with the summation of alternating sequences also because it provides a very simple estimate of the error resulting from the truncation of the series after ﬁnitely many terms. .14) where M1 .3. S2 . Theorem 3.18. . 8 ÿ k “1 xk yk “ M1 y1 ` 8 ÿ pSk ´ M1 qpyk ´ yk`1 q (3.3. k “m The following Dirichlet’s test is mainly a consequence of the summation by parts formula. . Then by Theorem 3. . respectively. M2 P R be lower and upper bounds. . respectively. Then the sequence x1 y1 . . x2 . (Dirichlet’s test) Let x1 . of the partial sums of x1 . . and M1 . be the sequence of partial sums of x1 .13) k “1 and for every n P N˚ ˇ ˇ 8 ˇ ÿ ˇ ˇ ˇ xk yk ˇ ď pM2 ´ M1 q ¨ yn`1 ˇ ˇk“n`1 ˇ (3. x2 . . be a sequence of real numbers such that its partial sums form a bounded sequence and y1 . . M2 P R are a lower bound and upper bound. y2 . x2 . . . is summable.

deﬁned by p´1qn´1 an : “ ns ˚ for all n P N is summable.19. .3. . . it follows for every n P N˚ that 8 ÿ k“n`1 xk yk “ ´pSn ´ M1 qyn`1 ` 8 ÿ pSk ´ M1 qpyk ´ yk`1 q k“n`1 and hence 8 ÿ k“n`1 8 ÿ k“n`1 xk yk ě ´pSn ´ M1 qyn`1 ě ´pM2 ´ M1 qyn`1 xk yk ď ´pSn ´ M1 qyn`1 ` 8 ÿ k“n`1 pM2 ´ M1 qpyk ´ yk`1 q “ pM2 ´ Sn qyn`1 ď pM2 ´ M1 qyn`1 and (3. k “1 k “1 is increasing as well as bounded from above and hence convergent. x2 y2 . . .13q.3. 2 ÿ pSk ´ M1 qpyk ´ yk`1 q. Finally. Solution: Deﬁne xn :“ p´1qn´1 . .3. Therefore the sequence 1 ÿ pSk ´ M1 qpyk ´ yk`1 q. Therefore. since limkÑ8 yk “ 0. . .“ pM2 ´ M1 qpy1 ´ yn`1 q ď pM2 ´ M1 q y1 for all n P N˚ . Let s ą 0.14). yn :“ 1 ns 364 . a2 . Determine whether the sequence a1 . Example 3. and p3. . it follows the summability of x1 y1 .

x2 . be a summable sequence of real numbers and y1 . . Hence by Theorem 3. a2 . .3. . y2 . Also Abel’s test is mainly a consequence of the summation by parts formula. See Fig. . 1q. is decreasing as well as convergent to 0.18 a1 . oscillate between 0 and 1 and y1 . . s ą 1. . . . y2 .20.5 3 Fig. S2 . a decreasing convergent sequence of real num365 . (Abel’s test) Let x1 . in addition. .3. 91: Graph of an extended Riemann’s zeta function ζ . x2 . . . Note that the last formula can and is used to deﬁne ζ on p0. . . .y 10 5 s 1. 91.5 5 10 2 2. for all n P N˚ . of x1 . . In some cases where Dirichlet’s test cannot be applied Abel’s test is of use. is summable and ˙ 8 8 ˆ ÿ ÿ 1 1 ak “ ´ s p 2 k ` 1 q p2k ` 2qs k “1 k “0 ˙ 8 ˆ ÿ 1 1 “ ` ´ 21´s ¨ ζ psq “ p1 ´ 21´s q ¨ ζ psq s s p 2 k ` 1 q p 2 k ` 2 q k “0 if. . Theorem 3. . Then the partial sums S1 . .

.15q by the limit laws for sequences. . . S2 . 2 ÿ pSk ´ M1 qpyk ´ yk`1 q. M2 P R be lower and upper bounds. Proof. . . Then the sequence x1 y1 . deﬁned by a2n´1 :“ n´1 1 .3.3. .17 n ÿ k “1 xk yk “ pSn ´ M1 qyn`1 ` M1 y1 ` n ÿ k“1 pSk ´ M1 qpyk ´ yk`1 q as well as 0ď n ÿ k“1 pSk ´ M1 qpyk ´ yk`1 q ď n ÿ pM2 ´ M1 qpyk ´ yk`1 q k “1 “ pM2 ´ M1 qpy1 ´ yn`1 q ď pM2 ´ M1 q pM4 ´ M3 q for all n P N˚ . x2 y2 . is summable and ˜ ¸ 8 8 8 ÿ ÿ ÿ xk yk “ M1 y1 ` xk ´ M1 ¨ lim yk ` pSk ´ M1 qpyk ´ yk`1 q k “1 k“1 nÑ8 k“1 (3.3. . a2n :“ ´ 2 n n`1 366 . . .bers. . x2 . of y1 . . let S1 . and p3.21. Example 3. respectively. Show that the sequence a1 . . . y2 . . .15) where M1 P R is a lower bound of the partial sums of x1 . a2 . M4 P R be lower and upper bounds. . respectively. For this. Further. . x2 y2 . Therefore. . let M3 . . . . x2 .3. Then by Theorem 3. the sequence 1 ÿ pSk ´ M1 qpyk ´ yk`1 q. The following example gives an application of Abel’s test. . and M1 . Finally. . be the sequence of partial sums of x1 . k “1 k “1 is increasing as well as bounded from above and hence convergent. . it follows the summability of x1 y1 . . .

x1 :“ 1 . For this. for every n P N˚ is summable. is neither decreasing nor increasing.0. 92: Sequences of absolute values and partial sums of the sequence from Example 3.4 0. ´ “ 2 2 n`1 n n pn ` 1q 1 n 1 |a2n | ´ |a2n`1 | “ ´ “ ą0 n ` 1 pn ` 1q2 pn ` 1q2 for all n P N˚ and hence that the sequence |a1 |. On the other hand. we deﬁne 1 1 . x2n`1 ¨ y2n`1 “ x2n ¨ y2n “ ´ 1 n n ¨ “ “ a2n`1 .2 0.5 5 10 15 20 25 30 n 0. x2n :“ ´ . Then x1 ¨ y1 “ 0 “ a1 . Solution: We note that |a2n | ´ |a2n´1 | “ 1 n´1 1 ą0. .21.3 0. Hence Dirichlet’s test cannot be directly applied. y2n :“ n`1 n`1 for every n P N˚ .1 5 10 15 20 25 30 n 0.6 0. . |a2 |. x2n`1 :“ n`1 n n n y1 :“ 0 . Abel’s test can be applied successfully as follows.3. . n`1 n`1 pn ` 1q2 1 n 1 ¨ “´ “ a2 n n n`1 n`1 367 . y2n`1 :“ .8 Fig.

(Absolute summability) A sequence x1 . . x2 . the previous deﬁnition is reasonable only if any absolutely summable sequence is summable. k k “1 k n k “1 x2k n n ÿ 1 ÿ1 “ ´ “0 k k “1 k k “1 for every n P N such that n ě 2. . . is summable. Exceptions are rare. is summable. . is summable. Of course. a2 . x2 . |x2 |. Hence it follows by Abel’s test that ´a1 . . ´y2 .23. let x1 . of real numbers is said to be absolutely summable if the corresponding sequence |x1 |. too. . . . . we deﬁne and study absolutely summable sequences. a1 . . x2 ` |x2 |. . The last is easy to prove. is not. Any absolutely summable sequence of real numbers is summable. . . . is summable. . x2 . but |x1 |. One such exception is described in [9]. is a sequence of positive real numbers and n ÿ pxk ` |xk |q ď 2 n ÿ k “1 | xk | ď 2 8 ÿ k “1 | xk | k “1 368 . In applications mainly absolutely summable sequences occur. x2 . The partial sums of the sequence x1 . ´a2 .for all n P N˚ . For this. . Deﬁnition 3.3. ´y1 . Theorem 3. . . too. Then x1 ` |x1 |. It is called conditionally summable if it is summable. be some absolutely summable sequence of real numbers. and hence x1 . . Further. . .3. . . . are given by 2ÿ n´1 k“1 2n ÿ k “1 xk “ n ÿ x2k´1 ` n ´1 ÿ x2k xk “ k “1 n ÿ k “1 x2k´1 ` k “1 n ÿ k “1 n n´1 ÿ 1 ÿ 1 1 “ ´ “ . Any reordering of such a sequence leads to a convergent series whose sum coincides with the sum of the original series. . . .22. Therefore. |x2 |. Proof. . . is decreasing and convergent to ´1. . In the following.

where |x|0 :“ 1. is summable.. is convergent if and only if |x| ă 1 where x0 :“ 1. .3. and we already developed a number of tools for this.25. Usually. . Example 3. absolute summability is investigated. . Therefore. x2 ` |x2 |. . this also implies that the geometric series deﬁned by ¯n :“ S n ÿ k “0 |xk | “ n ÿ k “0 | x| k .2. . . is increasing as well as bounded from above and hence convergent. In Example 3. 12 22 32 369 (3. . . x. x2 . is convergent and hence that 1.. .16) . . too.3. Usually. x1 ` |x1 |. Hence it follows by the limit laws that x1 . .for all n P N˚ . Hence the sequence of partial sums corresponding to the sequence x1 ` |x1 |. If this also fails. Example 3. Note that the previous deﬁnition and theorem reduce the decision whether a given sequence is absolutely summable (and therefore also summable) to the decision whether a corresponding sequence of positive real numbers is summable. For this reason. If this fails.26. Determine whether the sequence sinp1q sinp2q sinp3q .3.24. is absolutely summable. is summable. x2 .3. Remark 3.3. the applicability of Dirichlet’s test or Abel’s test is investigated next. we have seen that the geometric series. . x2 ` |x2 |. the ﬁrst step inspects whether the summability of the sequence can be concluded by help of the limit laws from the already known summability of certain sequences. deﬁned by n ÿ Sn :“ xk k “0 for every n P N. the second step in the analysis is often the inspection whether the sequence is absolutely summable. In the last case.. the decision of the last is relatively easy. . or whether there are obvious reasons why the sequence is not summable. .

3. If x1 . there is N P N˚ such that ˇ ˇ m 8 ˇÿ ˇ ε ÿ ˇ ˇ x ´ x ˇ k kˇ ď ˇk “ 1 ˇ 2 k “1 370 . First. .28.17. if x1 . is a summable sequence of real numbers. i. (Cauchy’s characterization of summable sequences) A sequence x1 . . It is a simple consequence of the deﬁnition of summability of a sequence and the completeness of the real number system in the form of Theorem 2.3 and the alternating harmonic series. For this.is absolutely summable. x2 . . x2 . i. is a sequence of real numbers whose corresponding sequence of partial sums is a Cauchy sequence.e.17 that the last sequence is convergent and hence that x1 . if and only if for every ε ą 0. . x2 . n P N˚ satisfying n ě m ě N . is a summable. .. x2 . Hence it follows by Example 3. The examples of the harmonic series Example 3. Proof. then the corresponding sequence of partial sums is convergent and hence also a Cauchy sequence according to Theorem 2. . . x2 . Solution: For every k P N˚ . it follows that ˇ ˇ ˇ sinpk q ˇ 1 ˇ ˇ ˇ k2 ˇ ď k2 . Since x1 .17. Theorem 3.3.3.9 that the sequence (3.3.3.3.3. . there is some N P N˚ such that ˇ ˇ n ˇÿ ˇ ˇ ˇ xk ˇ ď ε ˇ ˇk“m ˇ for all m.3..3.e. . The following characterization of summability is sometimes useful in the analysis of sequences and will be used later on.19. let ε ą 0. . . show that not every summable sequence is absolutely summable. the case s “ 1 in Example 3. . .7 and Theorem 3. The last can also be proved directly as follows. is summable.27. .16) is absolutely summable. of real numbers is summable if and only if the corresponding sequence of partial sums is a Cauchy sequence. Example 3.3. . then it follows Theorem 2.

3. nÑ8 2n nÑ8 Hence x1 . lim x2n “ lim 2n ` 1 “1.3. We consider the sequence x1 . Both tests compare. . n P N˚ such that n ě m ě N ` 1 that ˇ ˇ ˇ ˇ ˇ ˇ ˇ ˇ n n m ´1 n 8 8 m ´1 ˇ ˇÿ ˇ ˇÿ ˇ ˇÿ ˇ ˇÿ ÿ ÿ ÿ ˇ ˇ ˇ ˇ ˇ ˇ ˇ ˇ xk ˇ “ ˇ xk ´ xk ˇ ď ˇ xk ´ xk ˇ ` ˇ xk ´ xk ˇ ď ε. Let x1 . . 371 . .for all m P N˚ satisfying m ě N . . The ratio test uses for this the ratio of the absolute values of subsequent members and the root test the n-th root of the absolute value of the n-th member. Usually. If x1 . . x2 . On the other hand. x2 . In the following. Hence it follows for all m. . Since the structure of the last is often more complicated than that of the ratio. . the ratio test and the root test.9. . . . x2 . Then lim xn “ 0 . the quotient test is more frequently applied. x2 .3. by application of Theorem 3.30. nÑ8 Example 3. is not convergent to 0 and therefore also not summable. we give the two most important tests. . were convergent to 0 also every of its subsequences would converge to zero.29. be a summable sequence of real numbers. the structure of the members of the sequence decides which of the tests is applied. . deﬁned by xn :“ p´1qn ¨ n`1 n for every n P N˚ . the corresponding series to geometric series. Corollary 3. for the decision whether a given sequence is absolutely summable or not. ˇ ˇ k “ m ˇ ˇk “ 1 ˇ ˇk “ 1 ˇ ˇk “ 1 ˇ k “1 k “1 k“1 The following corollary is often used to show that a given sequence is not summable.

(ii) If there is N P N˚ such that ˇ ˇ ˇ xn`1 ˇ ˇ ˇ ˇ xn ˇ ě 1 for all n P N˚ such that n ě N . . . 1q and N P N˚ such that ˇ ˇ ˇ xn`1 ˇ ˇ ˇ ˇ xn ˇ ď q for all n P N˚ such that n ě N . . 1q and N P N˚ be such that |xn`1 | ď q |xn | for all n P N˚ satisfying n ě N . x2 . (Ratio test) Let x1 .2 and Theorem 3. .3. x2 . . Then it follows by induction that |xn | ď |xN | ¨ q n´N for all n P N˚ such that n ě N . . let q P p0. . x2 . . . . are zero. . x2 . . (i) If there are q P p0. . .Theorem 3. . then x1 . be a sequence of real numbers. Note that this can only be the case if only ﬁnitely many of the members of x1 . is not converging to 0.29 that x1 . Also this can only be the case if only ﬁnitely many of the members of x1 . 372 . x2 . x2 . . . .3. . is absolutely summable. x2 . . Hence it follows by Corollary 3.3. Then it follows by induction that |xn | ě |xN | for all n P N˚ satisfying n ě N and hence since xN ‰ 0 that x1 . . x2 . ‘(ii)’: For this let N P N˚ be such that |xn`1 |{|xn | ě 1 for all n P N˚ satisfying n ě N .9 the absolute summability of x1 . . Proof. .31. . ‘(i)’: For this. is not summable. Then x1 . is not summable. are zero. .3. Hence it follows by Example 3.

‘(ii)’: For this let N P N˚ be such that |xn |1{n ě 1 for all n P N˚ satisfying n ě N . . .3.2 and Theorem 3. . . Then it follows that | xn | ď q n for all n P N˚ satisfying n ě N and hence by Example 3. . .3.3. x2 .. ‘(i)’: For this. (i) If there are q P r0. is absolutely summable.. (Root test) Let x1 .3.29 that x1 . . . . . x2 . . Theorem 3. is not converging to 0. Then it follows that | xn | ě 1 for all n P N˚ such that n ě N and hence that x1 . . . let q P r0. then x1 .Example 3.3. is not summable. (ii) If there is N P N˚ such that |xn |1{n ě 1 for all n P N˚ satisfying n ě N . 1q and N P N˚ be such that |xn |1{n ď q for all n P N˚ satisfying n ě N .9 the absolute summability of x1 . then x1 . x2 . 373 . . . x2 .32. . 0! 1! 2! is summable. it follows that ˇ n`1 ˇ ˇ x n! ˇ | x| ˇ lim ˇ ¨ nˇ “0 “ lim ˇ nÑ8 pn ` 1q! x nÑ8 n ` 1 and hence by Theorem 3. . is not summable. Find all values real x for which the sequence x0 x1 x2 . . Hence it follows by Corollary 3. be a sequence of real numbers. the corresponding sequence is obviously absolutely summable. For x P R˚ and n P N. . . . x2 .3.. 1q and N P N˚ such that |xn |1{n ď q for all n P N˚ satisfying n ě N .31 the absolute summability of the corresponding sequence.33. x2 . Solution: For x “ 0. Proof.

.. (3.35. . we prove that every reordering of an absolutely summable sequence leads to a convergent series whose sum coincides with the sum of the original series. Then the sequence xf p1q . Note that in the case of the sequence a1 . (Rearrangements of absolutely convergent series) Let x1 . a2 . lim ˇ nÑ8 nÑ8 ˇ an ˇ n`1 nÑ8 lim n´s{n “ lim e´s lnpnq{n “ e0 “ 1 . .3.Example 3. . is also absolutely summable and 8 ÿ k“1 xk “ 8 ÿ k “1 xf pkq .3. xf p2q . Theorem 3.3. p´ 1 q ¨ .33 the absolute summability of the sequence. .3. . let f : N˚ Ñ N˚ be bijective. 1u. Theorem 3.36.3. Example 3. nÑ8 Finally. Determine whether the sequence p´1q2 ¨ 1 1 1 3 4 . Further.17) 374 . Solution: For n P N zt0. . . where s ą 0. be an absolutely summable sequence of real numbers. it follows that ˇ1{n ˇ ˇ ˇ 1 n ˇ “ lim 1 “ 0 lim ˇ p´ 1 q ¨ ˇ n nÑ8 ln n nÑ8 pln nq ˇ and hence by Theorem 3. by application of Cauchy’s characterization of summable sequences. ..3. that neither the ratio nor the root test can be applied.28. p´ 1 q ¨ . deﬁned by 1 an : “ s n ˚ for all n P N . pln 2q2 pln 3q3 pln 4q4 is summable. since ˇ ˇ ˆ ˙s ˇ an`1 ˇ n ˇ “ lim “ 1s “ 1 . x2 .34. .

it follows that the sequence of partial sums of |xf p1q |. it follows that n ÿ k“m | xk | ď ε . ř is increasing with upper bound 8 | x k | and hence convergent.3. is absolutely summable. . m P N˚ satisfying n ě m ě N . . . . . . . c) 0. . Nf u: ˇ ˇ n n ˇÿ ˇ ÿ ˇ ˇ xk ˇ ď ε . there is N P N˚ such that for all n. f pNf qu .9 2) Calculate a) c) 8 ÿ 3p1 ` p´1qn q 2n n“1 .3 . . Since f is bijective. Hence k “0 |xf p1q |. First. By Theorem 3. Problems 1) Express the periodic decimal expansion as a fraction. a2 . N u Ă tf p1q. |xf p2q |. . is absolutely summable. . k 5 375 . 1 npn ` 1qpn ` 3q n“ 1 3) Determine whether the sequence a1 . . d) b) 8 ÿ ˆ ˙ 8 ÿ 1 1 1 ´ 4 n n`4 n“1 . . ˇ xf pkq ´ ˇk “ 1 ˇ k “1 Hence it follows also (3.28. Hence it follows for every n P N˚ satisfying n ě maxtN. |xf p2q |. conditionally summable or not summable. a) 0. 1 npn ` 3q n“1 8 ÿ . there is Nf P N˚ such t1. ˆ ˙k 1 4 a) ak “ ´ . Further. . . . .Proof. let ε ą 0.3. b) ak “ 51{k . . b) 0.17).377 . .

k lnpk q rlnplnpk qqsq k P t3. . . is absolutely summable. u. Give reasons for your answer. 1 ak :“ . 376 . n2 n“1 7) Calculate the sum correct to 3 decimal places a) 8 ÿ 1 n4 n“1 . a4k`2 :“ a4k`3 :“ ´1 for every k P N. f) ak “ . N “ 14 . 3 k`7 k P N. 8 ÿ p´1qn`1 . k `k`2 e p2k q! kk ak “ . N “7 n n“ 1 8 ÿ p´1qn`1 . . . 4. . b) 8 ÿ n“ 2 n5 1 lnpnq . 4) Determine the values q ě 1 for which the corresponding sequence a3 . N “9 n rlnpnqs2 n“2 b) 8 ÿ . 1 . conditionally summable or not summable. k! k e´1{k k ak “ p´1qk ¨ 2 . . b) ak “ 1{k k plnpk ` 1qq 3 arctanpk q 22k´1 ak “ 4{3 . Determine whether the sequence a ? k . b) . l) ak “ k k2 ak “ where k P N˚ . Give reasons for your answer. p2k ´ 1q! k `1 ? ? p´3qk p1 ` k 2 q k`3´ k ak “ . . k `2 k `3 k2 ´ 3 3k 3 ak “ p´1qk ¨ 2 . l) ak “ . 6) Estimate the error if the sum of the ﬁrst N terms is used as an approximation of the series. p3k q! k! ˆ ˙k 1 rlnpk qs3 ak “ 1 ` . j) ak “ k{2 . d) ak “ . h) ak “ p´1qk ¨ 2 . a4 . N “3 n2 n“ 1 . 5) Deﬁne a4k :“ a4k`1 :“ 1. is summable. a) a) 8 ÿ 1 .a) c) e) g) i) k) k) 1 p´1qk .

. . . . b2 . is a summable sequence of positive real num2 bers. . is also summable. 8) A rubber ball falls from initial height 3m. . it bounces up 3{4-th of the previous height. a2 . satisfying nÑ8 lim pan q1{n “ 1 . Whenever it hits the ground. . a2 . satisfying lim an`1 bn`1 “ 1 . lim pbn q1{n “ 1 . a2 . . Show that the sequence a2 1 . . . lim “1. b) 8 ÿ p´1qn`1 n“1 n! n2n . . . . b2 .a) 8 ÿ n“1 p´1qn 1 p2nq! . . and a divergent sequence of real numbers b1 . . . . 10) Give an example for a convergent sequence of real numbers a1 . Is the last also generally true if members of a1 . and a divergent sequence of real numbers b1 . . . What total distance is covered by the ball before it comes to rest? 9) If a1 . nÑ8 bn an nÑ8 11) Give an example for a convergent sequence of real numbers a1 . a2 . . does this imply the summability of the sequence? Give reasons for your answer. a2 . . a2 . is sequence of real numbers such that nÑ8 lim an “ 0 . . nÑ8 12) Assume that a1 . can be negative? 377 . . .

- Be SyllabusUploaded bypujan77
- Analysis Report_ RPSC (2011).pdfUploaded byNilesh Gupta
- SHW6 ComboUploaded byRichard Smelma Poon Lau
- 12_mathematics_imp_ch2_4.pdfUploaded bysuraj kushwahadeoria
- AddmathF4C1Uploaded byThivyaTharsni Rajendran
- dfftsturiufgcvcUploaded byAnil Kumar Moharana
- ColBsyllabusBCUploaded bydiscostukes
- Chem practiceUploaded byjulia067
- Models.heat.Heat Conduction in SlabUploaded byManolis Petrakakis
- MathUploaded byusama
- Mathematics SyllabusUploaded bysayhigaurav07
- Numerical Analysis ExamplesUploaded bymrtyldz
- Chapter 3.c(Centroid by Intergration)Uploaded byMonch D. Arief
- Calc 3 Study GuideUploaded byquinnpratt
- Calc One CompUploaded bygreatinfo3
- Hcu 2016 InpsUploaded byKulbir Singh
- F4 Add Maths Annual Scheme of Work_2013Uploaded byRah Imah
- RAE (1).pdfUploaded byvictor_br12
- MATH1014_Final_2009WUploaded byexamkiller
- IntegrationUploaded byAlberto Flores
- Polya's Principle Daniel EdelsteinUploaded bymukul01102011
- Outline UG CivilUploaded byHein Zin Han
- ecture5dfUploaded byShweta Sridhar
- Bruno3DUploaded byImad Baghdad
- Mws Gen Int Ppt Simpson3by8Uploaded byjoahua_bond
- 5102(GRAFFUNGSI).docxUploaded byRohasniRoslan
- RMO_SOLU_97.docUploaded bySourabh Raj
- Mat Solution 06-KerUploaded byNilesh Gupta
- Solution4_4_17.pdfUploaded bySahabudeen Salaeh
- Contour integralsUploaded byalienxx

- Linear and Switching Voltage RegulatorUploaded byabhinand
- contour detection and image segmentationUploaded byabhinand
- Key Technologies of WDM-PON for Future Converged Optical Broadband Access Networks [Invited]-GBOUploaded byabhinand
- Super CapacitorsUploaded byabhinand
- Isi KandunganUploaded byabhinand
- Borang soal selidikUploaded byabhinand
- st23_08Uploaded byabhinand
- Super CapacitorsUploaded byabhinand
- bob_pease lab notesUploaded byabhinand
- Laporan Pemeriksaan Kolam RenangUploaded byabhinand
- Kertas Minit PrintUploaded byabhinand
- Super CapacitorsUploaded byabhinand
- PBI Springer Product Market Codes 1301Uploaded byabhinand
- Power Transformer DesignUploaded byabhinand
- PertuduhanUploaded byabhinand
- Art.docxUploaded byabhinand
- NFC PPTUploaded byabhinand
- Poem2.docxUploaded byabhinand
- Dragon Ball Kai - Dragon SoulUploaded byabhinand
- doc.docxUploaded byabhinand
- Ultra Wideband IntelUploaded byabhinand
- quien_se_ha_llevado_mi_queso.pdfUploaded byabhinand
- The Entertainer Level FiveUploaded byabhinand
- International LyricsUploaded byabhinand
- uwbUploaded byabhinand
- 20th Century Fox.pdfUploaded byabhinand
- TRAFFIC MERGERUploaded byabhinand
- Augmented Reality Platform for Enhancin Integration of Virtual ObjectsUploaded byabhinand
- orcad capture and pspiceUploaded byabhinand