You are on page 1of 21

# 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 continuousat 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 functionsare 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 .