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2

2.1

Continuity, Differentiability and Taylor’s theorem
Limits of real valued functions

Let f (x) be defined on (a, b) except possibly at x0 .
Definition 2.1.1. We say that lim f (x) = L if, for every real number  > 0, there exists
a real number δ > 0 such that

x→x0

0 < |x − x0 | < δ =⇒ |f (x) − L| < .

(2.1)

Equivalently,
Remark 2.1. The above definition is equivalent to: for any sequence {xn } with xn → x0 ,
we have f (xn ) → L as n → ∞.
Proof. Suppose limx→x0 f (x) exists. Take  > 0 and let {xn } be a sequence converging
to x0 . Then there exists N such that |xn − x0 | < δ for n ≥ N . Then by the definition
|f (xn ) − L| < . i.e., f (xn ) → L.
For the other side, assume that xn → c =⇒ f (xn ) → L. Suppose the limit does not
exist. i.e., ∃ 0 > 0 such that for any δ > 0, and all |x − x0 | < δ, we have |f (x) − L| ≥ 0 .
Then take δ = n1 and pick xn in |xn − x0 | < n1 , then xn → x0 but |f (xn ) − L| ≥ 0 . Not
possible.
Theorem 2.1.2. If limit exists, then it is unique.
Proof. Proof is easy.
3x
1
− 1) = . Let  > 0. We have to find δ > 0 such that (2.1) holds
x→1 2
2
with L = 1/2. Working backwards,
Examples: (i) lim (

2
3
|x − 1| <  whenever |x − 1| < δ := .
2
3 

x2 x = 2
(ii) Prove that lim f (x) = 4, where f (x) =
x→2
1 x=2
1
Problem: Show that lim sin( ) does not exist.
x→0
x
1
1
Consider the sequences {xn } = { }, {yn } = {
}. Then it is easy to see that

2nπ + π2 
 

1
1
xn , yn → 0 and sin
→ 0, sin
→ 1. In fact, for every c ∈ [−1, 1], we can find
xn
yn

1

a sequence zn such that zn → 0 and sin(

1
) → c as n → ∞.
zn

By now we are familiar with limits and one can expect the following:
Theorem 2.1.3. Suppose lim f (x) = L and lim g(x) = M , then
x→c

x→c

1. lim(f (x) ± g(x)) = L ± M .
x→c

2. f (x) ≤ g(x) for all x in an open interval containing c. Then L ≤ M .
f
L
3. lim(f g)(x) = LM and when M = 0, lim (x) =
.
x→c
x→c g
M
4. (Sandwich): Suppose that h(x) satisfies f (x) ≤ h(x) ≤ g(x) in an interval containing c, and L = M . Then lim h(x) = L.
x→c

Proof. We give the proof of (iii). Proof of other assertions are easy to prove. Let  > 0.
From the definition of limit, we have δ1 , δ2 , δ3 > 0 such that
|x − c| < δ1 =⇒ |f (x) − L| <

1
=⇒ |f (x)| < N for some N > 0,
2 

, and
2M 

.
|x − c| < δ3 =⇒ |g(x) − M | <
2N
Hence for |x − c| < δ = min{δ1 , δ2 , δ3 }, we have
|x − c| < δ2 =⇒ |f (x) − L| <

|f (x)g(x) − LM | ≤ |f (x)g(x) − f (x)M | + |f (x)M − LM |
≤ |f (x)||g(x) − M | + M |f (x) − L|
< .
To prove the second part, note that there exists an interval (c − δ, c + δ) around c such
that g(x) = 0 in (c − δ, c + δ).
Examples: (i) lim xm = 0 (m > 0). (ii) lim x sin x = 0.
x→0

x→0

Remark: Suppose f (x) is bounded in an interval containing c and lim g(x) = 0. Then
x→c

lim f (x)g(x) = 0.

x→c

Examples: (i) lim |x| sin
x→0

1
= 0.
x

(ii) limx→0 |x| ln |x| = 0.

2

1 1 1 sin θ < θ < tan θ 2 2 2 dividing by sin θ. (ii) limx→−∞ x1 = 0. it is not difficult to prove the following: Theorem 2. Let P be the point of intersection of OT and circle. The right hand limit of f (x) at c is L. Proof is easy. Problem: Show that limθ→0 sinθ θ = 1. x→∞ x x→∞ Solution: (i) and (ii) are easy. f (x) has limit L as x approaches +∞. Then xn . Hence the limit does not exist. 3 . there exists δ > 0. i. one can define limit as x approaches −∞. yn → ∞ and sin xn = 0. b). 0) and passing through A(1. there exists M > 0 such that x > M =⇒ |f (x) − L| < .4. Similarly. θ→0 θ→0 θ θ sin θ Now use the fact that is even function. 1). one can define the left hand limit of f (x) at b and is x→c denoted by lim− f (x) = L. such that x − c < δ =⇒ |f (x) − L| < . Let OT be the ray with ∠AOT = θ. Notation: lim+ f (x) = L. (iii) lim sin x does not exist. sin yn = 1. Let Q be the projection of P on x−axis and the point T is such that A is the projection of T on x−axis. Above two theorems on limits hold in this also.One sided limits: Let f (x) is defined on (c. limx→a f (x) = L exists ⇐⇒ limx→a+ f (x) = limx→a− f (x) = L. Now lim+ cos θ = 1 implies that lim+ = 1. θ At this stage. Limits at infinity and infinite limits Definition 2. if for any given  > 0. 1 Problem: (i) lim = 0.1. For (iii). we get 1 > sin θ sin θ > cos θ. 0) and B(0. Then ΔOP Q and ΔOT A are similar triangles and hence. Choose xn = nπ and yn = π2 + 2nπ. if given  > 0. Similarly.e. x→b Both theorems above holds for right and left limits. 0 < θ < π/2..1. Solution: Consider the unit circle centered at O(0. Area of ΔOAP < Area of sector OAP < area of ΔOAT .5.

we can choose δ ≤ that sin x1n = 1. x+2 Example: f (x) = x = −2 is a vertical asymptote and y = 1 is a horizontal asymptote. x→a x→a x+3 . For (ii). (ii) limx→0 x12 sin( x1 ) does not exist. x→0 x For (i) given B > 0. yn → 0 as n → ∞.Definition 2.1. say 1 xn = π 2 + 2nπ and √1 . 4 . In other words. we must have f (xn ) → f (c) as n → ∞.2 Continuous functions Definition 2. for a given  > 0. one can define for −∞.. there exists δ > 0 such that 0 < |x − x0 | < δ =⇒ f (x) > B. 1 Examples (i) lim 2 = ∞.1. choose a sequence {xn } such 1 = nπ. though xn . Similarly. for every sequence xn → c. Then lim f (xn ) = 2 → ∞ and n→∞ xn n→∞ Definition 2. (Infinite Limit): A function f (x) approaches ∞ (f (x) → ∞) as x → x0 if. i.2.1. x→∞ x→−∞ Examples: (i) y = 1 is a horizontal asymptote for 1 + 1 x+1 Definition 2.  Examples: (i) f (x) = x2 sin( x1 ) x = 0 0 x=0 is continuous at 0. there exists δ > 0 such that 0 < |x − c| < δ =⇒ |f (x) − f (c)| < .7. A real valued function f (x) is said to be continuous at x = c if (i) c ∈ domain(f ) (ii) lim f (x) exists x→c (iii) The limit in (ii) is equal to f (c).8.e. (Vertical Asymptote:) A line x = a is a vertical asymptote of y = f (x) if either lim+ f (x) = ±∞ or lim− f (x) = ±∞.1.6. 2. (Horizontal Asymptote:) A line y = b is a horizontal asymptote of y = f (x) if either lim f (x) = b or lim f (x) = b. Also one can define one sided limit of f (x) approaching ∞ or −∞. for every real B > 0. B 1 yn lim f (yn ) = 0.

Theorem 2. then max(f. Corollary: If f (x) is continuous at c. g are continuous at c..Let  > 0. Theorem 2. This type of discontinuities are also called discontinuities of first kind. Proof follows from the relation 1 1 max(f.3. Proof. These functions can be extended as continuous functions by defining the value of f to be the limit value at x = a. Suppose f and g are continuous at c. if f is continuous at c and g is continuous at f (c) then g(f (x)) is continuous at c. If f. then |f | is also continuous at c. The following theorem is an easy consequence of the definition.2. 5 . So it is enough to choose δ =  (ii) g(x) = Choose 1 xn 1 x 0 = π 2 sin x1 √ . Types of discontinuities Removable discontinuity: f (x) is defined every where in an interval containing a except at x = a and limit exists at x = a OR f (x) is defined also at x = a and limit is NOT equal to function value at x = a. g Theorem 2.2. x = 0 is not continuous at 0. Then (i) f ± g is also continuous at c (ii) f g is continuous at c f (iii) is continuous at c if g(c) = 0. Here limit as x → 0 is 1. But f (0) is defined to be 0. x=0 + 2nπ. g) is continuous at c. Jump discontinuity: The left and right limits of f (x) exists but not equal. Then |f (x) − f (0)| ≤ |x2 |.4. Then we say that f (x) has removable discontinuity at x = a. Then lim xn = 0 and f (xn ) = 1 xn → ∞. Composition of continuous functions is also continuous i.2. g) = (f + g) + |f − g| 2 2 and the above theorems.2.e.  Example: f (x) = sin x x x = 0 0 x=0 .

6 . Indeed. f (c + n1 ) and f (c + πn ) converges to different values. then c x→c x→c is called discontinuity of second kind. Then {xn } is a bounded sequence and hence there exists a subsequence {xnk } which converges to c. b].e.7. Then {xn } is bounded and hence by Bolzano-Weierstrass theorem. b] be a sequence such that |f (xn )| > n.2. The attainment of minimum can be proved by noting that −f is also continuous and min f = − max(−f ).2. 1) (ii) f (x) = x on IR. Infinite discontinuity: Left or right limit of f (x) is ∞ or −∞.2. f (xnk ) → f (x0 ). Proof. Example: f (x) = 1 x≤0 −1 x ≥ 0 . Theorem 2. bounded interval [a. there exists a subsequence xnk such that xnk → x0 for some x0 . Example: f (x) = 1 x has infinite discontinuity at x = 0. Proof. bounded interval is bounded. Theorem 2. a ≤ xn ≤ b implies x0 ∈ [a. Consider the examples (i) f (x) = x1 on (0. b]. Continuous functions on closed. Let f (x) be continuous on [a. Hence f (x0 ) = max f . Properties of continuous functions Definition 2.. Let f (x) be a continuous function on closed. then c ∈ A).5. b] and let {xn } ⊂ [a. b]. (Closed set): A subset A of IR is called closed set if A contains all its limit points. a contradiction to |f (xnk | > nk . Example: Consider the function  f (x) = 0 x∈Q 1 x ∈ Q Then f does not have left or right limit any point c. (i. Let {xn } be a sequence such that f (xn ) → max f . Remark: Closed and boundedness of the interval is important in the above theorem. Discontinuity of second kind: If either lim− f (x) or lim+ f (x) does not exist. Then f (xnk ) → f (c). Easy to see that left and right limits at 0 are different. Then maximum and minimum of functions are achieved in [a. Since f is continuous.6. if {xn } ⊂ A and xn → c.

Proof. b. Suppose f (c) > 0. taking yn = c − n1 . b] and let f (c) > 0 for some c ∈ (a. 2] into [1. Hence f (x) > 12 f (c) for all x ∈ (c − δ. Then show that there is a point c ∈ [0. A contradiction. Theorem 2..2. Then g(0) ≥ 0 and g(1) ≤ 0. On the otherhand. Alternatively. Let  = 12 f (c) > 0. 2]. f (c) = lim f (xn ) ≥ 0. b) such that f (c) = y Remark: A continuous function assumes all values between its maximum and minimum. Since f (x) is continuous at c. Then a f (x)φ(x) > 0.e. Corollary: Intermediate value theorem: Let f (x) be a continuous function on [a. Then f (x) ≡ 0 on [a. c + δ). b] : f (x) < 0}. Therefore. which in turn satisfies f (x) = 0. xn → c. c + δ/2) and is 0 otherwise. 1] such that f (c) = c. one can think of defining a new function g such that g(x) has a fixed point. one can choose φ(x) = f (x).2. f (c) = lim f (yn ) ≤ 0. Hence f (c) = 0. Define g(x) = 4+x . a + δ) ⊂ S for some δ > 0 and S is bounded. c + δ). Now Apply Intermediate value theorem. Choose b φ(x) so that φ(x) > 0 in (c − δ/2. So g has fixed point in [1. Then there exits c ∈ (a.8. Let S = {x ∈ [a. We claim that f (c) = 0. b]. − 12 f (c) < f (x) − f (c) < 12 f (c). b). Corollary: Suppose a continuous functions f (x) satisfies tinuous functions φ(x) on [a. Then there exists c ∈ (a. Let f (x) be a continuous function on IR and let f (a)f (b) < 0 for some a. Problem: (fixed point): Let f (x) be a continuous function from [0. Define the function g(x) = f (x) − x. there exists δ > 0 such that 1 |x − c| < δ =⇒ |f (x) − f (c)| < f (c) 2 i. b) such that f (c) = 0. Take xn = c + n1 . b] and let f (a) < y < f (b). b]. then xn ∈ S. Let c = sup S. Then by above theorem f (x) > 0 in (c − δ. Assume that f (a) < 0 < f (b).  10 1/2 Example: (1) f (x) = x3 + 4x2 − 10 in the interval [1. Application: Root finding: To find the solutions of f (x) = 0.9. Let f (x) be a continuous function on [a. c + δ).Theorem 2. Then [a. 2]. We can check that g maps [1. we see that yn ∈ S for n large and yn → c. 2] which is also solution 7 . b a f (x)φ(x)dx = 0 for all con- Proof. Proof. Then there exists δ > 0 such that f (x) > 0 in (c − δ. 1]. 1] into [0.

4). Proof. Because the above sequence satisfies |x − y| < δ. Then it is clear that for  = η. there is no δ for which |x − y| < δ =⇒ |f (x) − f (y)| < . Note that |x2 − y 2 | ≤ |x + y||x − y| ≤ 2b|x − y|. So one can choose δ < 2b . (see problem after Theorem 1. ∃ z (see next section) 1 |xn+1 − xn | = |g  (z)||xn − xn−1 | ≤ |xn − xn−1 | 2 Iterating this. {yn } such that |xn − yn | → 0 we have |f (xn ) − f (yn )| → 0. Note that √  g (x) = 10 1 < . Then by the definition there exists 0 such that for any δ > 0.of f (x) = 0. 3/2 (4 + x) 2 By Mean Value Theorem. assume that for any two sequences {xn }. For converse. 8 . Here δ depends only on . Now take δ = n1 and choose xn . {yn } such that |xn − yn | → 0. if for given  > 0. x0 ∈ (1. there exists δ > 0 such that x. 2 Therefore. {yn } such that |xn − yn | → 0 and |f (xn ) − f (yn )| > η for some η > 0. 2). Then |f (xn ) − f (yn )| > 0 . Suppose f is not uniformly continuous. not on x or y. but its image does not. Uniformly continuous functions Definition: A function f (x) is said to be uniformly continuous on a set S. y ∈ S. |x − y| < δ =⇒ |f (x) − f (y)| > 0 .4. Suppose not. Such fixed points can be obtained as limit of the sequence {xn }. A contradiction. Examples: (i) f (x) = x2 is uniformly continuous on bounded interval [a. yn such that |xn − yn | < 1/n. {xn } is a Cauchy sequence. we get 1 |xn+1 − xn | < n |x1 − x0 |. Proposition: If f (x) is uniformly continuous function ⇐⇒ for ANY two sequences {xn }. |x − y| < δ =⇒ |f (x) − f (y)| < . b]. Then there exists {xn }. where xn+1 = g(xn ). we have |f (xn ) − f (yn )| → 0 as n → ∞.

Hence |f (xnk ) − f (ynk )| → 0. g are uniformly continuous. bounded interval [a. there exists N such that m. then f g need not be uniformly continuous. As f is uniformly continuous. a contradiction.11. Therefore |f (xn ) − f (xm )| < . Theorem 2. yn = n1 . But then by Bolzano-Weierstrass theorem. Example: f (x) = sinx x for x = 0 and 0 for x = 0 on [0. is uniformly continuous. Then f˜. Take xn = n + n1 and yn = n. If f. Let f be a uniformly continuous function and let {xn } be a cauchy sequence. then f ± g is also uniformly continuous. A continuous function f (x) on a closed. Suppose not. Corollary: Suppose f (x) has only removable discontinuities in [a. Then there exists  > 0 and sequences {xn } and {yn } in [a. but |f (xn ) − f (yn )| = 2 + 1 n2 > 2. the extension of f . then for n large |xn − yn | → 0 but |f (xn ) − f (yn )| = 1. Proof. 1 Take xn = n+1 . b]. n > N =⇒ |xn − xm | < δ.10. there exists δ > 0 such that |x − y| < δ =⇒ |f (x) − f (y)| < . we have f (x0 ) = lim f (xnk ) = lim f (ynk ). Then {f (xn )} is also a Cauchy sequence. b] is uniformly continuous. 2. 1). there exists a subsequence {xnk } of {xn } that converges to x0 . Remarks: 1. Let  > 0. Then |xn − yn | = n1 → 0. Since {xn } is a Cauchy sequence. (iii) f (x) = x2 is not uniformly continuous on IR. 1]. Proof. Now since f is continuous. 9 .(ii) f (x) = x1 is not uniformly continuous on (0. Theorem 2.2.2. g are uniformly continuous. Also ynk → x0 . It is easy to see from the definition that if f. This can be seen by noting that f (x) = x is uniformly continuous on IR but x2 is not uniformly continuous on IR. b] such that |xn − yn | < n1 and |f (xn ) − f (yn )| > .

denoted by f  (x0 ).2. we get g(x) = 0 in a small interval around c. b). h→0 h Theorem 2. g be differentiable at c ∈ (a. Therefore f f g(c)f (x) − g(c)f (c) + g(c)f (c) − g(x)f (c) (x) − (c) = g g g(x)g(c) 10 . f  (x) = lim Proof.Example: f (x) = 1 x2 The sequence xn = continuous. If f (x) is differentiable at a.3. (x − a) (a) = f  (a).3. we Now taking the limit x → a and noting that lim(x − a) = 0 and lim f (x)−f (x−a) get the result. Since g(c) = 0 and g is continuous. Let f.3. is cauchy but f (xn ) = n2 is not. we may write. we get the product formula (f g) (c) = f (c)g  (c) + f  (c)g(c). We give the proof for product formula: First note that (f g)(x) − (f g)(c) g(x) − g(c) f (x) − f (c) = f (x) + g(c) . x−c x−c x−c Now taking the limit x → c. This limit is called the derivative of f at x0 . Example: f (x) = x2 2xh + h2 = 2x. 2. f (x) = (x − a) f (x) − f (a) + f (a).3 1 n is not uniformly continuous on (0. A real valued function f (x) is said to be differentiable at x0 if f (x0 + h) − f (x0 ) h→0 h lim exists. f Theorem 2. For x = a. 1).3. Then f ± g. then it is continuous at a. Hence f cannot be uniformly Differentiability Definition 2.1. f g and (g(c) = 0) g is also differentiable at c Proof.

Local extremum: A point x = c is called local maximum of f (x).5. c + δ) =⇒ f (x) − f (c) ≤0 x−c x ∈ (c − δ. Define the function h as  g(y)−g(f (c)) h(y) = y−f (c) y = f (c) g (f (c)) y = f (c)  Then the function h is continuous at y = f (c) and g(y) − g(f (c)) = h(y)(y − f (c)). x−c 11 . if there exists δ > 0 such that 0 < |x − c| < δ =⇒ f (c) ≥ f (x).Hence (f /g)(x) − (f /g)(c) = x−c  f (x) − f (c) g(x) − g(c) g(c) − f (c) x−c x−c 1 g(x)g(c) Now taking the limit x → c. Theorem 2. Then x ∈ (c. b) is a local maximum of f . Similarly. x−c x−c Now taking limit x → c. Then f  (c) = 0. ( ) (c) = g g 2 (c) Theorem 2. so g(f (x)) − g(f (c)) f (x) − f (c) = h(f (x)) . we get the required formula. c) =⇒ f (x) − f (c) ≥ 0. Let f (x) be a differentiable function on (a.4. then h(x) := g(f (x)) is differentiable at c and h (c) = g  (f (c))f  (c) Proof. b) and let c ∈ (a. Let δ be as in the above definition.3.3. one can define local minimum: x = b is a local minimum of f (x) if there exists δ > 0 such that 0 < |x − b| < δ =⇒ f (b) ≤ f (x). we get g(c)f  (c) − f (c)g  (c) f . Proof. (Chain Rule): Suppose f (x) is differentiable at c and g is differentiable at f (c).

f (a)) and (b.7. then f is constant. By mean value theorem f (x) − f (y) = 0 for all x.3. Rolle’s Theorem: Let f (x) be a continuous function on [a. Use Mean-Value theorem and the fact that | sin x| ≤ 1. b). if for x. Then by MVT. then f attains maximum at some c ∈ (a. Hence by Rolle’s theorem 0 = g  (c) = f  (c) − f (b) − f (a) b−a Corollary: If f is a differentiable function on (a. Proof. we get f  (c) = 0. b) such that f (b) − f (a) = f  (c)(b − a). f is uniformly continuous. b) if f  (x) < 0. b) such that f  (c) = 0. 12 . Choose x. b) and f  = 0. y ∈ I with x < y we have f (x) < f (y). b) such that f (a) = f (b). Theorem 2. Apply mean value theorem to get |f (x) − f (y)| ≤ C|x − y| for all x. y. We say f is strictly decreasing if x < y in I implies f (x) > f (y). b). Consider the function g(x) = f (x) − l(x). If f (x) is constant. Let l(x) be a straight line joining (a. b). Then. Then g(a) = g(b) = 0. Then there exists c ∈ (a. (ii) strictly decreasing in (a. b] and differentiable on (a.3. y in (a. Then there exists c ∈ (a.8. for some c ∈ (x.3. Other possibilities can be worked out similarly. b).6. y) f (x) − f (y) = f  (c) > 0. b) such x < y. b] and differentiable on (a.Now taking the limit x → c. A differentiable function f is (i) strictly increasing in (a. b). Problem: If f (x) is differentiable and sup |f  (x)| < C for some C. Proof. Definition: A function f (x) is strictly increasing on an interval I. x−y Hence f (x) < f (y). Theorem 2. Suppose f (x0 ) > f (a) for some x0 ∈ (a. f (b)). Mean-Value Theorem (MVT): Let f be a continuous function on [a. then it is trivial. Proof. Example: Show that | cos x − cos y| ≤ |x − y|. Proof. b) if f  (x) > 0 for all x ∈ (a. Theorem 2. y ∈ (a.

. x)( or c ∈ (x. We want to approximate this function by a polynomial Pn (x) such that Pn (a) = f (a) at a point a. . k = 0. + f (m) (a) where Rm (x) = f (m+1) (c) (x − a)m+1 .. This implies that the polynomial is (x − a)k .4 Taylor’s theorem and Taylor Series Let f be a k times differentiable function on an interval I of IR. Let f (x) and its derivatives of order m are continuous and f (m+1) (x) exists in a neighbourhood of x = a. The best is in the sense that if f (x) itself is a polynomial of degree less than or equal to n. a)) such that f (x) = f (a) + f  (a)(x − a) + .2.1. 2.. we have the following theorem known as Taylor’s theorem: Plot of sin(x) and its Taylor polynomials 4 ←x 3 2 1 sin(x) 3 5 ← x−x /3!+x /5! ← sin(x) 0 −1 ← x−x3/6 −2 −3 −4 −pi −pi/2 0 −π ≤ x ≤ π pi/2 pi Figure 1: Approximation of sin(x) by Taylor’s polynomials Theorem 2.. then both f n f (k) (a) and Pn are equal. we also expect the Rn (x) → 0 as x → a. So the best coefficients of the polynomial can (k) be calculated using the relation f (k) (a) = Pn (a). 1. if the derivatives of f and Pn also equal at a then we see that this approximation becomes more accurate in a neighbourhood of a.4. From this.. Then there exists c ∈ (a.. In fact. Then we write k! k=0 f (x) = Pn (x) + Rn (x) in a neighbourhood of a. (m + 1)! 13 (x − a)m + Rm (x) m! . Moreover. n..

... n! The maximum error in [-1. (n + 1)! [−1. + |Rn (x)| ≤ So n is such that e (n+1)! xn . there exists some c ∈ (a. −  g(y) = F (y) − x−y x−a f (m) (y) (x − y)m . 0) depending on the sign of x. c ∈ (0. Then it is easy to check that g(a) = 0. x) or (x. 14 . + cos(c + ). c ∈ (0.. Therefore.. 0). about x = 0 to approximate ex in (−1.1] (n + 1)! ≤ 0... F  (c) = − Hence F (a) = f (m+1) (c) (x − c)m . 2 3 Solution: Taylor polynomial of degree 2 for cos x is 1 − x2 . x) such that g  (c) = 0 = F  (c) + (m + 1)(x − c)m F (a). + ec . (iii) cos x = 1 − 2! 4! n! 2 (i) ex = 1 + x + Problem: Find the order n of Taylor Polynomial Pn . Problem: Find the interval of validity when we approximate cos x with 2nd order polynomial with error tolerance 10−4 .Proof.005 Solution: We know that pn (x) = 1 + x + . by Rolle’s theorem. Also g(x) = F (x) = f (x) − f (x) = 0. c ∈ (0.. 1) so that the error is not more than 0. m! (x − a)m+1 (m+1) f (c) and the result follows..1] is 1 e max |x|n+1 ex ≤ . (ii) sin x = x − 3! 5! n! 2 2 4 n x x nπ x + + . (x − a)m+1 On the other hand.. Define the functions F and g as F (y) = f (x) − f (y) − f  (y)(x − y) − ..005 or n ≥ 5.. 0). x) or (x. + sin(c + ). So the remainder is (sin c) x3! .. m! m+1 F (a)... x) or (x. from the definition of F . (m + 1)! Examples: xn x 2 x3 + + . 2! 3! n! xn nπ x 3 x5 + + .

3 Since | sin c| ≤ 1.2. the formula obtained in Taylor’s theorem is known as Maclaurin’s formula and the corresponding series that one obtains is known as Maclaurin’s series. Therefore for any given x fixed. Let q := |x−a| < 1. For any fixed x and a. In this case it is easy to see that |Rn (x)| ≤ | sin x| ≤ 1 and follow as in example (i). 15 . In case of a = 0. This series is called Taylor series of f (x) about the point a. for some θ ∈ (0. Example: (i) f (x) = ex . we can always find N such |Rn (x)| → 0 if lim n→∞ (n + 1)! that |x − a| < N . (n + 1)! 1 2 N − 1 N n + 1 |x − a|N −1 n−N +2 q < (N − 1)! → 0 as n → ∞ thanks to q < 1. Suppose there exists C = C(x) > 0. Then N (x − a)n+1 |x − a| |x − a| |x − a| |x − a| |x − a| = . xn+1 (n+1) xn+1 c xn+1 θx f e = e .. Rn (x) → 0 as n → ∞. independent of n. Then |x − a|n+1 = 0. .. A point x = a is called critical point of the function f (x) if f  (a) = 0. Now use the fact that (2n + 1)! 2 Maxima and Minima: Derivative test Definition 2.. Solving this gives |x| < 0. (c) = (n + 1)! (n + 1)!  (n + 1)!  xn+1 eθx = 0. 1). lim |Rn (x)| = lim n→∞ n→∞ (n + 1)! In this case Rn (x) = Example: (ii) f (x) = sin x..4. the error will be atmost 10−4 if | x3! | ≤ 10−4 .084 Taylor’s Series Suppose f is infinitely differentiable at a and if the remainder term in the Taylor’s formula. such that |f (n) (x)| ≤ C(x). Then we write f (x) = ∞ f (n) (a) n=0 n! (x − a)n . |x|2n+1 nπ | sin(c + )|.

.. Hence f (x) < f (a) in |x − a| < δ.2n−1 and f (2n) (a) < 0 then a is a point local maximum of f (x). Also the above observations show that if f  (a) = 0. Also if g (n) (a) = 0. Then by Theorem2. 1. one can show the following for local minima: x = a is a local minima if f  (a) = 0. f  (c) < 0 in |x − a| < δ.. c ∈ (a.. it has no constant sign in any interval containing a. f has neither local maxima nor local minima at x = a. L’Hospitals Rule: Suppose f (x) and g(x) are differentiable n times.2. Let f be a real valued function that is differentiable 2n times and f (2n) is continuous at x = a . g (n) are continuous at a and f (k) (a) = g (k) (a) = 0 for k = 0. which implies that x = a is a local maximum. 2. We can also derive that if f  (a) = f  (a) = f (3) (a) = 0. there exists. 2..2n − 1 and f (2n) (a) > 0 then a is a point of local minimum of f (x) 2. Then by Taylor’s 16 . By Taylor’s theorem around x = a. Suppose f (x) is continuously differentiable in an interval around x = a and let x = a be a critical point of f . . x) (or c ∈ (x. Similarly. i. i.2n − 2 and f (2n−1) (a) = 0.4. f  (a) < 0. 2. If f (k) = 0 for k = 1. Then 1.e.. Such point is called point of inflection or saddle point. If f (k) (a) = 0 for k = 1. If f (k) (a) = 0 for k = 1. we have: Theorem 2. a)). 2 If f  (a) < 0.Second derivative test: A point x = a is a local maxima if f  (a) = 0... Summarizing the above.3. f  (a) > 0. . .. then a is point of inflection.. f (n) . f  (a) = 0 and f (3) (a) = 0.e.8. n − 1... Then f  (a) = 0... . then the sign of f (x) − f (a) depends on (x − a)3 . 2. f  (c) f (x) − f (a) = (x − a)2 . then we again have x = a is a local minima if f (4) (a) > 0 and is a local maxima if f (4) (a) < 0.. 3.

f (x) f (n) (c) = lim (n) x→a g(x) x→a g (c) (n) f (a) = (n) g (a) lim In the above.5 f (x) f (1/y) = lim g(x) y→0 g(1/y) (−1/y 2 )f  (1/y) = lim y→0 (−1/y 2 )g  (1/y) f  (x) = lim  x→∞ g (x) Power series & Taylor Series Given a sequence of real numbers {an }∞ n=0 . we used the fact that g (n) (x) = 0 ”near x = a” and g (n) (c) → g (n) (a) as x → a. lim x→∞ 2.theorem. Similarly. the series ∞ . we can derive a formula for limits as x approaches infinity by taking x = y1 .

n=0 an (x − c)n is called power series with center c. It is easy to see that a power series converges for x = c. Power series is a function of x provided it converges for x. So it is natural to study the largest interval where the power series converges. . then the domain of convergence is either a bounded interval or the whole of IR. If a power series converges.

.

1.5. 1 β n=0 an xn . Then ∞ . Suppose β = lim sup (We define R = 0 if β = ∞ and R = ∞ if β = 0). Then x x |an xn | ≤ |an rn || |n ≤ C| |n . an xn converges for |x| < |r|. then Proof: We can find C > 0 such that |an xn | ≤ C for all n. r r Conclusion follows from comparison theorem. Remark: If an xn converges at x = r. Consider the power series R= 1. Theorem 2.

∞ . n=0 2.

∞ .

3. n=0 an xn converges for |x| < R an xn diverges for |x| > R. 17 n |an | and . No conclusion if |x| = R.

take αn (x) = an xn and α = lim sup n |αn |.Proof. then there exists a subsequence {an } such that an → 0. one can show that if |x| > R. observe as earlier that the series with an = n1 and bn = n12 will have R = 1. Notice that α = β|x|. Proof of (i) follows from the root test. Similarly. For (iii). we can prove: ∞ . For a proof. For (ii).

1 β n=0 (We define R = 0 if β = ∞ and R = ∞ if β = 0).5. Consider the power series an R= 1. Suppose β = lim sup an+1 Theorem 2. Then ∞ .2. and an xn .

∞ . n=0 2.

3. The real number R in the above theorems is called the Radius of convergence of power series. 3. Definition 2. . n=0 an xn converges for |x| < R an xn diverges for |x| > R. No conclusion if |x| = R.5.

n .

−n 3n .

an . 2. 1). and we know that the series does not converge for x = −1. an So the interval of convegence is (−1. β = lim sup | an+1 | = 0. β = lim sup | an+1 | = 1. Hence the series converges everywhere. 1. xn (ii) xn! (iii) 2 x Examples: Find the interval of convergence of (i) n 1.

−n n .

∞ . βx = 2 and R = 2 . The following theorem is very useful in identifying the domain of convergence of some Taylor series. To see the subsequent non-zero terms. we write the series as 2−n (x3 )n = n −1 −1/3 1/3 For this series βy = lim sup |an | = 2 . 2 y . 3. Therefore.

Then 1.4.5. ∞ . an x n Theorem 2. (Term by term differentiation and integration): Suppose f (x) = n=0 converges for |x| < R.

∞ . n=0 2.

1 a xn+1 n+1 n converges in |x| < R and is equal to  f (x)dx. The answer is yes and it is simple to prove that 18 . n=0 nan xn−1 converges in |x| < R and is equal to f  (x). From this theorem one concludes that a power series is infinitely differentiable with in its radius of convergence. Now it is natural to ask weather this series coincides with the Taylor series of the resultant function.

.

 x  x x3 x5 t2 t4 −t2 (1) erf (x) = + + . = x − 1! 2! 3 10 0 0  x (2) 0 sin t = t  x 0 1− x3 x5 t2 t 4 + =x− + + . 1). For example the function log(1 + x) has power series that converges on (−1.. e dt = (1 − + + . even though the function is defined on a much bigger interval.. then an = fn! . but log(1 + x) is defined on (−1. then the n+1 maximum error is |x|n+1 . We can apply Abel’s theorem on alternating series to show that the series converges at x = 1.. 3 5 7 4 Though the function tan−1 x is defined on all of IR. = tan−1 (1) = . we see that the power series converges on (−1. 3) the radius of convergence of its power series(about 0) cannot be more than 1. 3! 5! 3! · 3 5! · 5 19 . /// We note that the power series may converge to a function on small interval. tan−1 x = 1 + x2 x3 x 5 + + . For example.. (n) if f (x) = an xn . −1. 1).. Example: The Taylor series of f (x) = tan−1 x and a domain of its convergence.... For instance. =x − 3 5 Taking x = 1 we get interesting sum 1− 1 1 1 π + − + . The domain of convergence of power series is symmetric about the center but the domain of definition of function.. ∞).. we can use the error approximation of alternating series discussed in the previous section. The above theorem is useful to find the domain of convergence of Taylor series of some functions.   dx = 1 − x2 + x4 + .. The total error if we approximate tan−1 x by sn (x). For approximation. Another interesting application is to integrate the functions for which we have no ”clue”... for a function defined on (−1.

b ≥ 0. Determine if f  is continuousat 0 for the following  functions:  1 1 1 3 2 x2 ln |x| x = 0 x cos x x =  0  0 x sin x x = (b) (c) (a) 0 x=0 0 x=0 0 x=0 7. 20 .. Bisection Method for finding roots: Let f (x) be a continuous function on [a. π 2x + 1 (a) x5 −3x2 = −1. Then show that f has a zero in [a. (b) for p > 1. If f (x1 ) = 0. (a + b)p ≤ 2p−1 (ap + bp ). and a. [0. ∞) (c) √ x sin x  5. (0.Show that {xn } converges. b1 = b 1 and x1 = a1 +b . [0. b].3 Problems 1. Determine the points and nature of discontinuity of the following functions:  √ 1 x∈Q x4 + 1 cos x x tan x 1 − 3x (b) (c) (e) f (x) = (d) 2 (a) 2 x−2 x − π/2 x +1 1 + sin x 0 x ∈ Q 2. b1 ) 2 2 or (a1 . (a + b)p ≤ ap + bp . x1 ). Determine  1 if the following functionsare differentiable at 0.. apply the method on (x1 . At what rate the plate’s area increasing when the radius is 50 cm? 8. Show the following inequalities: (a) for 0 < p < 1 and a. Otherwise. [0. b ≥ 0. [0. 1] (b) sin2 x−2 cos x = −1. Let f be differentiable on IR and sup |f  (x)| < 1.. Find f (0) if exists x cos x1 x = 0 e− x2 x = 0 (b) e−|x| (c) (a) 0 x=0 0 x=0 6. Select s0 ∈ IR and define sn = IR f (sn−1 ). Define x2 = a2 +b .01cm/min.and so on.. Begin with a1 = a. 2 (a) ex sin(x2 ). ] (c) sin x− . 1) (b) | sin x|. Determine if the following equations admits solutions in the interval mentioned. 2 4. Determine which of the following functions are uniformly continuous in the interval mentioned. 9. b] such that f (a)f (b) < 0. Prove that {sn } is a convergent sequence. When a circular plate of metal is heated in an oven. π] 2 x−2 3. its radius increases at the rate of 0. we are done.

12. then f (x) ≤ g(x) for x ≥ 0. f  (x) ≤ g  (x) on IR and f (0) = g(0). Find the error while approximating 1 + x with 1 + (x/2) in |x| < 0. b) and sup f  (x)2 (a. Let f be a thrice differentiable function on (a. Prove that if f. √ 18.10. 21 . begin by identifying the function f that generates the sequence and determine if the sequence converges: x0 = 1. b) such that f (p) = 0. Find the first 3 terms of the Taylor’s expansion about the point x0 given 2 (a) sin x. Find the domain of validity when sin x is approximated by x − (x3 /6) with an error of magnitude no greater than 5 × 10−4 17. f  (p) = 0 for  f (x)f (x) < 1. g are differentiable on IR. Let f be differentiable on IR and |f (x) − f (y)| ≤ (x − y)2 . Evaluate the following limits ex − (1 + x) x→0 x2 (a) lim 1 − cos t − (t2 /2) t→0 t4 (b) lim 2 (c) lim x2 (e−1/x − 1) x→∞ 16. x0 = π/2 (b) e−1/x . Then show that f is constant.5. 1) 15. x0 = 0 14. 13. Estimate the error in the approximation of sin hx = x + (x3 /3!) when |x| < 0.b) recursion formula for Newton’s method: xn+1 = xn − f (xn ) f  (xn ) Show that the sequence {xn } converges. 0 < m ∈ Q. x ∈ (0. The following sequences come from the some p ∈ (a. x0 = 0 (c) tan−1 x.01. (a) xn+1 = xn − 1 xn + 2 xn (b) xn+1 = xn − 1 (c) xn+1 = xn − tan xn − 1 sec2 xn 11. In each case. Show that Rn (x) → 0 as n → ∞ for the following functions (i) log(1+x) (ii) sinh x (iii) cosh x (iv) ax (v) (1+x)m .