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Study Guides in Mathematics 2012

School of Mathematics
University of the Witwatersrand

BASIC ANALYSIS
Study Guide
for
MATH2001

F THE WIT
O W
A
Y
TE
T
SI

RS
UNIVER

RAND

JO
HA RG
NNESBU

MATH1034/5 NAME STUDENT NUMBER


This book
belongs to
Contents

1 The Real Number System 1


1.1 Definition and properties of real numbers . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.2 Bounded Sets, Suprema and Infima . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
1.3 Natural Numbers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10

2 Sequences 14
2.1 Sequences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
2.2 Bounded and Monotonic Sequences . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17

3 Limits and Continuity of Functions 22


3.1 Limits of Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
3.2 Limits at Infinity and Infinite Limits . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24
3.3 Limit Laws . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27
3.4 Continuity of Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29
3.5 The Intermediate Value Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32

4 Differentiation 35
4.1 Revision – Self Study . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
4.2 The Chain Rule and Inverse Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . 39

5 Series 41
5.1 Definitions and Basic Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41
5.2 Convergence Tests for Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 44
5.3 Power Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 46

E Past Basic Analysis Test and Examination Papers 48


E.1 2009 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49
E.1.1 March Test 2009 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49
E.1.2 Tut Test April 2009 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 54
E.1.3 Tut Test May 2009 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 55
E.1.4 Final Examination June 2009 . . . . . . . . . . . . . . . . . . . . . . . . . . . 56
E.2 2010 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 63
E.2.1 Test 1 2010 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 63
E.2.2 Midterm Test 2010 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 66
E.2.3 April Test 2010 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 68
E.2.4 Final Examination June 2010 . . . . . . . . . . . . . . . . . . . . . . . . . . . 70
E.3 2011 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 74
E.3.1 March Tut Test 2011 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 74

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E.3.2 Midterm Test 2011 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 75


E.3.3 May Tutorial Test 2011 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 78
E.3.4 Final Examination June 2011 . . . . . . . . . . . . . . . . . . . . . . . . . . . 80
MATH2001 Basic Analysis Study Guide 2012 iii

Introduction
Basic Analysis is a fundamental part of the mathematics curriculum and the results and methods of this
course will be indispensible in any further course in the School which involves Analysis. You will have
seen many of the definitions and theorems in Calculus I. So you may ask what is the difference between
Calculus I and Basic Analysis?

In Calculus you have learnt definitions and theorems which then were used to solve standard problems.
Whenever it was not too hard, proofs were provided, but often concepts were explained rather vaguely
which some sketches. In particular the fundamental concept of limit and the definition of real numbers
have not been given formally. Indeed, it is the step from rational numbers to real numbers which is
crucial in Real Analysis (and also in Calculus).

You have seen proof techniques and axioms in Algebra I. This combined with the axiom of the real
numbers gives you the basis for all definitions, theorems and proofs in this course, spelt out rigorously
using mathematical logic.

Students therefore have to know definitions and theorems and know the proofs which are provided in
class. It is more importasnt to understand definitions, theorems and proofs than learning them by heart.
Any valid reformulation in your own words will be fully accepted.

You have seen some proofs in Calculus I (or even Algebra I) of results which you will re-encounter in
Basic Analysis. These proofs are provided in this study guide and may not be presented in class. They
will be clearly indicated by their reference to first year. Although these proofs will not be examined
directly, you nevertheless should recollect them.

In this course, you will only see naı̈ve logic and naı̈ve set theory, as much as needed to understand Basic
Analysis.

If you think that the concepts in Basic Analysis are not that obvious, you are right! Recall that Newton
and Leibniz are credited as having created calculus at the end of the 17th century, whereas the rigorous
definitions you will encounter in Basic Analysis were only introduced by Bolzano and Cauchy in the
early 19th century, and the axiomatic definition of the real number system only evolved in the second
half of the 19th century.

Throughout this study guide you will find additional notes. This is material which will not be examined
and, in general, not discussed in class. However, some notation may be introduced there which may be
used somewhere else in the course.

Recommended textbooks
K. A. Ross, Elementary Analysis, Springer.
M. Spivak, Calculus, Cambridge University Press.
In its presentation, the book by Ross is closer to this course. However, if students would like to have
more reading on the transition from Calculus to Analysis, they may find Spivak’s book useful. As this
is only recommended reading, you may use any edition of these textbooks.
Chapter 1

The Real Number System

1.1 Definition and properties of real numbers


We will give an axiomatic definition of the real numbers. We will define the set of real numbers, denoted
by R, as a set with two operations + and ·, called addition and multiplication, as well as an ordering <,
which satisfy the laws of addition (A), the laws of multiplication (M), the distributive law (D), the order
laws (O) and the Dedekind Completeness Axiom (C). These laws and axioms will be given and discussed
below.
Additional Note. An alternative way to define the real numbers is to use Peano’s axiom to define the
natural numbers, and then construct the integers and rational numbers in turn. Then the axioms (A),
(M), (D) and (O) become properties of rational numbers, so that we call them laws.
Addition and multiplication are maps which assign to every two elements in a, b ∈ R an element in R
which is denoted by a + b and a · b (in general, written ab), respectively. We require that these operations
satisfy the following axioms.
A. Axioms of addition
(A1) Associative Law: a + (b + c) = (a + b) + c for all a, b, c ∈ R.
(A2) Commutative Law: a + b = b + a for all a, b ∈ R.
(A3) Zero: There is a real number 0 such that a + 0 = a for all a ∈ R.
(A4) Additive inverse: For each a ∈ R there is −a ∈ R such that a + (−a) = 0.

Notation. For a, b ∈ R one writes a − b := a + (−b).


Additional Notes. 1. Any set with the operation + satisfying (A1), (A3), (A4) is called a group. If also
(A2) is satisfied, the group is called an Abelian (or commutative) group.
2. You will encounter detailed discussions of (Abelian) groups in algebra courses.
3. The additive inverse of a number is also called the negation of a number.

Theorem 1.1 (Basic group properties).


(a) The number 0 is unique.
(b) For all a ∈ R, the number −a is unique.
(c) For all a, b ∈ R, the equation a + x = b has a unique solution. This solution is x = b − a.
(d) ∀a ∈ R, −(−a) = a.
(e) ∀a, b ∈ R, −(a + b) = −a − b.
(f) −0 = 0.

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2 Basic Analysis Study Guide 2012 MATH2001

Proof. (c) First we show that x = b − a is a solution. So let x = b − a.


Then

a + x = a + (b − a) = a + (b + (−a))
= a + ((−a) + b) by (A2)
= (a + (−a)) + b by (A1)
=0+b by (A4)
=b+0 by (A2)
=b by (A3)

To show that the solution is unique let x ∈ R such that a + x = b.


Then

x = x + 0 = x + (a + (−a)) by (A3), (A4)


= (x + a) + (−a) by (A1)
= (a + x) + (−a) by (A2)
=b−a ∵ a+x=b

This shows that the solution is unique.


(a) and (b) are special cases of the uniqueness in (c) with b = a, x = 0, and b = 0, x = (−a), respectively.
(d), (e), (f): In class. 

M. Axioms of multiplication

(M1) Associative Law: a(bc) = (ab)c for all a, b, c ∈ R.

(M2) Commutative Law: ab = ba for all a, b ∈ R.

(M3) One: There is a real number 1 such that 1 , 0 and a · 1 = a for all a ∈ R.

(M4) Multiplicative inverse: For each a ∈ R with a , 0 there is a−1 ∈ R such that aa−1 = 1.

D. The distributive law axiom

(D) Distributive Law: a(b + c) = ab + ac for all a, b, c ∈ R.

Additional Notes. 1. Any set with the operations +, · satisfying the axioms (A1)–(A4), (M1)–(M4) and
(D) is called a field.
2. You will encounter detailed discussions of fields in algebra courses.
3. The multiplicative inverse of a number is also briefly called the inverse of a number.
4. The set of nonzero real numbers, R \ {0}, is an Abelian group with respect to multiplication.

Theorem 1.2 (Basic field properties: Distributive laws).


(a) ∀a, b, c ∈ R, (a + b)c = ac + bc.
(b) ∀a ∈ R, a · 0 = 0.
(c) ∀a, b ∈ R, ab = 0 ⇔ a = 0 or b = 0.
(d) ∀a, b ∈ R, (−a)b = −(ab).
(e) ∀a ∈ R, (−1)a = −a.
(f) ∀a, b ∈ R, (−a)(−b) = ab.
MATH2001 Basic Analysis Study Guide 2012 3

Proof. (a) By (M2) and (D),

(a + b)c = c(a + b) = ca + cb = ac + bc.

(b) By (A3) and (D),


a · 0 = a(0 + 0) = a · 0 + a · 0,
and then (A3) and Theorem 1.1,(c), give a · 0 = 0.
(c) If b = 0, then ab = a · 0 = 0 by (b).
If a = 0, then ab = ba = b · 0 = 0 by (M2) and (b).
Now assume that ab = 0. If b = 0, the property “a = 0 or b = 0” follows. So now assume b , 0. Then

a = a · 1 = a(bb−1 ) = (ab)b−1 = 0 · b−1 = 0

by (M3), (M4), (M1), (M2) and (b).


(d) Using field laws, we get
ab + (−a)b = (a + (−a))b = 0 · b = 0,
and from (A4), (−a)b = −ab.
(e) is a special case of (d).
(f) From (d) and other laws and rules (which one’s?) we find

(−a)(−b) = −[a(−b)] = −[(−b)a] = −[−ba] = ba = ab.

Theorem 1.3 (Basic field properties: multiplication).


(a) The number 1 is unique.
(b) For all a ∈ R with a , 0, the number a−1 is unique.
(c) For all a, b ∈ R with a , 0, the equation ax = b has a unique solution. This solution is x = a−1 b.
(d) ∀a ∈ R \ {0}, (a−1 )−1 = a.
(e) ∀a, b ∈ R \ {0}, (ab)−1 = a−1 b−1 .
(f) ∀a ∈ R \ {0}, (−a)−1 = −a−1 .
(g) 1−1 = 1.

Proof. See tutorials. The proofs are similar to those of Theorem 1.1. 

b 1
Notation. a−1 b is also written as , In particular, a−1 = .
a a
Tutorial 1.1.1. 1. Prove Theorem 1.3.

Next we give the axioms for the set of positive real numbers. It is convenient to use the notation a > 0
for positive numbers a.
O. The order axioms

(O1) Trichotomy: For each a ∈ R, exactly one of the following statements is true:
a > 0 or a = 0 or −a > 0.

(O2) If a > 0 and b > 0, then a + b > 0.

(O3) If a > 0 and b > 0, then ab > 0.


4 Basic Analysis Study Guide 2012 MATH2001

The definition of positivity of real numbers gives rise to an order relation for positive numbers:
Definition. Let a, b ∈ R. Then a is called larger than b, written a > b, if a − b > 0.
Notes. 1. Since a − 0 = a, the notation a > 0 is consistent.
2. It is convenient to introduce the following notations:

a ≥ b ⇔ a > b or a = b,
a < b ⇔ b > a,
a ≤ b ⇔ a < b or a = b.

3. We will define general powers later. Below we use the notation a2 = a · a.

Theorem 1.4 (Basic order properties). Let a, b, c, d ∈ R. Then


(a) a < 0 ⇔ −a > 0.
(b) a < b and b < c ⇒ a < c.
(c) a < b ⇒ a + c < b + c.
(d) a < b and c < d ⇒ a + c < b + d.
(e) a < b and c > 0 ⇒ ca < cb.
(f) 0 ≤ a < b and 0 ≤ c < d ⇒ ac < bd.
(g) a < b and c < 0 ⇒ ca > cb.
(h) a , 0 ⇒ a2 > 0.
(i) a > 0 ⇒ a−1 > 0 and a < 0 ⇒ a−1 < 0.
(j) 0 < a < b ⇒ b−1 < a−1 .
(k) 1 > 0.

Proof. (a)

a<0⇔0>a by definition of <


⇔0−a>0 by definition of 0 > a
⇔ −a > 0 ∵ 0 − a = −a + 0 = −a

(b), (h), (i), (j), (k) In class.


(c)–(g): See tutorials. 

Note. There is still one axiom missing, the axiom of Dedekind completeness. However, we will postpone
the formulation of this axiom to the next section since we need some further definitions.

Tutorial 1.1.2. 1. Prove Theorem 1.4, (c)–(g).


2. The absolute value function. Define the following function on R:

x if x ≥ 0,
|x| =
−x if x < 0.

Prove the following statements for x, y ∈ R:


(a) |x| ≥ 0,
(b) |xy| = |x| |y|,
(c) |y| < x ⇔ −x < y < x,
(d) |x + y| ≤ |x| + |y|.
MATH2001 Basic Analysis Study Guide 2012 5

3. Let x, y, z ∈ R. Which of the following statements are true and which are false?
(a) x ≤ y ⇒ xz ≤ yz,
(b) 0 < x ≤ y ⇒ 1y ≤ 1x ,
(c) x < y < 0 ⇒ 1y < 1x ,
(d) x2 < 1 ⇒ x < 1,
(e) x2 < 1 ⇒ −1 < x < 1,
(f) x2 > 1 ⇒ x > 1.
4. In each of the following questions fill in the with < or >.
(a) a ≥ 3 ⇒ a−27
a
7,
3 3
(b) a ≥ 1 ⇒ a+1 a,
(c) a > 1 ⇒ 9
a
10
a−1 ,
(d) a > 1 ⇒ 1
a2
1
a,
1 1
(e) a ≥ 2 ⇒ a2 −1 a,

(f) a > 3 ⇒ −3
a
−2
a−1 .
5. Let x ≥ 0 and y ≥ 0. Show that x < y ⇔ x2 < y2 .

1.2 Bounded Sets, Suprema and Infima


Definition 1.1. Let S be a nonempty subset of R. Then
1. If there is a number A ∈ R such that x ≤ A for all x ∈ S , then A is said to be an upper bound of S ,
and S is said to be bounded above.
2. If there is a number a ∈ R such that x ≥ a for all x ∈ S , then a is said to be a lower bound of S , and
S is said to be bounded below.
3. If S is bounded above and bounded below, then S is called bounded.

Note. Recall the definition of intervals. Let a, b. Then

(a, b) = {x ∈ R : a < x < b}, (a, b] = {x ∈ R : a < x ≤ b}, [a, b) = {x ∈ R : a ≤ x < b},
[a, b] = {x ∈ R : a ≤ x ≤ b}, (−∞, b) = {x ∈ R : x < b}, (−∞, b] = {x ∈ R : x ≤ b},
(a, ∞) = {x ∈ R : a < x}, [a, ∞) = {x ∈ R : a ≤ x}.

Example 1.2.1. Let S = (−∞, 1). Does S have upper and lower bounds?

Solution. In class.

Definition 1.2. Let S be a nonempty subset of R.


1. If S has an upper bound M which is an element of S , then M is called the greatest element or
maximum of S , and we write M = max S .
2. If S has a lower bound m which is an element of S , then m is called the least element or minimum
of S , and we write m = min S .

From the definition, we immediately obtain

Proposition 1.5. Let S be a nonempty subset of R. Then


1. M = max S ⇔ M ∈ S and x ≤ M for all x ∈ S ,
2. m = min S ⇔ m ∈ S and x ≥ m for all x ∈ S .
6 Basic Analysis Study Guide 2012 MATH2001

We have already implicitly used in our notation that maximum and minimum are unique if they exist.
The next result states this formally.

Proposition 1.6. Let S be a nonempty subset of R. If maximum or minimum of S exist, then they are
unique.

Proof. Assume that S has maxima M1 and M2 . We must show M1 = M2 . Since M1 ∈ S and M2 is a
maximum of S , we have M1 ≤ M2 . Since M2 ∈ S and M1 is a maximum of S , we have M2 ≤ M1 .
Hence M1 = M1 .
A similar proof holds for the minimum. 

Example 1.2.2. Let a, b ∈ R and S = [a, b). Then min S = a, but S has no maximum.

Solution. In class.

Definition 1.3. Let S be a nonempty subset of R.


A real number M is said to be the supremum or least upper bound of S , if
(a) M is an upper bound of S , and
(b) if L is any upper bound of S , then M ≤ L.
The supremum of S is denoted by sup S .

Definition 1.4. Let S be a nonempty subset of R.


A real number m is said to be the infimum or greatest lower bound of S , if
(a) m is a lower bound of S , and
(b) if l is any lower bound of S , then m ≥ l.
The infimum of S is denoted by inf S .

Note. Let S be a nonempty subset of R.


1. By definition, if S has a supremum, the sup S is the minimum of the (nonempty) set of the upper
bounds of S . Hence sup S is unique by Proposition 1.6.
2. Similarly, inf S is unique if it exists.

Proposition 1.7. Let S be a nonempty subset of R.


1. If max S exists, then sup S exists, and sup S = max S .
2. If min S exists, then inf S exists, and inf S = min S .

Proof. 1. max S is an upper bound of S by definition. Since max S ∈ S , max S ≤ L for any upper bound
L of S . Hence max S = sup S .
The proof of 2. is similar. 

Example 1.2.3. Let a < b and put S = [a, b). Find inf S and sup S if they exist.

Solution. In class.
Note. It is crucial for Analysis that sufficiently may subsets have a supremum and/or infimum. For
example, with the currently formulated axioms, we cannot decide if the sets
S 1 = {x ∈ R : x > 0 and x2 < 2} or S 2 = {x ∈ R : x > 0 and x2 ≤ 2}
have suprema. √ √
Note that the naı̈ve approach putting S 2 = (0, 2] is invalid as we do not know if 2, i. e., a real number
x > 0 with x2 = 2, exists.
MATH2001 Basic Analysis Study Guide 2012 7

Thus we have the last axiom of the real number system.


C. The Dedekind completeness axiom

(C) Every nonempty subset of R which is bounded above has a supremum.

Additional Note. It can be shown that the real number system is uniquely determined by the axioms
(A1)-(A4), (M1)-(M4), (D), (O1)-(O3), (C).

Theorem 1.8 (Positive square root). Let a ≥ 0. Then there is a unique x ≥ 0 such that x2 = a. We write
√ 1
x = a = a2 .

Proof. If a = 0, we have 02 = 0 and x2 > 0 if x > 0, so that 0 = 0 is the unique number x ≥ 0 such
that x2 = 0.
Now let a > 0. Note that x ≥ 0 and x2 = a > 0 gives x > 0. For the uniqueness proof let x1 > 0 and
x2 > 0 such that x12 = a and x22 = a. Then

0 = a − a = x12 − x22 = (x1 + x2 )(x1 − x2 ).

From x1 + x2 > 0 it follows that x1 − x2 = 0, i. e., the uniqueness x1 = x2 .


For the existence of the square root define

S a = {x ∈ R : 0 < x, x2 < a}.

First we are going to show that S a , ∅ and that S a is bounded.


If a < 1, then a2 < a · 1 = a, so that a ∈ S a .
If a ≥ 1, then ( 21 )2 < 12 = 1 ≤ a, so that 21 ∈ S a .
For x > a + 1 we have
x2 > (a + 1)2 = a2 + 2a + 1 > 2a > a,
so that any x > a + 1 does not belong to S a . Thus x ≤ a + 1 for all x ∈ S a . We have shown that S a is
bounded above with upper bound a + 1.
By the Dedekind completeness axiom there exists Ma = sup S a . Note that Ma > 0 since S a has positive
elements. To complete the proof we will show that Ma2 = a.
By proof by contradiction, assume that Ma2 , a.
Case I: Ma2 < a. Put ® ´
a − Ma2
ε = min , Ma .
4Ma
Then ε > 0 and

(Ma + ε)2 − a = Ma2 + 2Ma ε + ε2 − a


= Ma2 − a + (2Ma + ε)ε
≤ Ma2 − a + 3Ma ε
a − Ma2
≤ Ma2 − a + 3Ma
4Ma
1
= (Ma2 − a) < 0.
4
Thus
(Ma + ε)2 < a,
8 Basic Analysis Study Guide 2012 MATH2001

giving Ma + ε ∈ S a , contradicting the fact that Ma is a lower bound of S a .


Case II: Ma2 > a. Put
M2 − a
ε= a .
2Ma
Then 0 < ε < 21 Ma and

(Ma − ε)2 − a = Ma2 − 2Ma ε + ε2 − a


> Ma2 − a − 2Ma ε
Ma2 − a
= Ma2 − a − 2Ma
2Ma
= 0.

Hence for all x ≥ Ma − ε > 12 Ma > 0,

x2 ≥ (Ma − ε)2 > a

so that any x ≥ Ma − ε does not belong to S a . Hence Ma − ε is an upper bound of S a , contradicting the
fact that Ma is the least upper bound of S a .
So Ma2 , a is impossible, and Ma2 = a follows. 

The completeness axiom can be thought of as ensuring that there are no ’gaps’ on the real line.

Theorem 1.9 (Characterizations of the supremum). Let S be a nonempty subset of R. Let M ∈ R. The
following are equivalent:
(a) M = sup S ;
(b) M is an upper bound of S , and for each ε > 0, there is s ∈ S such that M − ε < s;
(c) M is an upper bound of S , and for each x < M, there exists s ∈ S such that x < s.

Proof. (a) ⇒ (b): Since (a) holds, M is the least upper bound and thus an upper bound.
Let ε > 0. Then M −ε is not an upper bound of S since M is the least upper bound of S . Hence x ≤ M −ε
does not hold for all x ∈ S , and therefore there must be s ∈ S such that M − ε < s.
(b) ⇒ (c): Let x < M. Then ε = M − x > 0, and by assumption there is s ∈ S with M − ε < s. Then
x = M − ε < s.
(c) ⇒ (a): By assumption, M is an upper bound of S . Suppose that M is not the least upper bound.
Then there is an upper bound L of S with L < M. By assumption (c), there is s ∈ S such that L < s,
contradicting that L is an upper bound of S . So M must be indeed the least upper bound of S . 

There is an apparent asymmetry in the Dedekind completion. However, there is a version for infima,
which is obtained by reflection. To this end, if S is a (nonempty) subset of R set

−S = {−x : x ∈ S }.

Note that because of −(−x) = x this can also can be written as

−S = {x ∈ R : −x ∈ S }.

Since x ≤ y ⇔ −x ≥ −y it is easy to see that the following properties hold:


MATH2001 Basic Analysis Study Guide 2012 9

Proposition 1.10. Let S be be nonempty subset of R. Then


(a) −S is bounded below if and only if S is bounded above, inf(−S ) = − sup S , and if max S exists, then
min(−S ) exists and min(−S ) = − max S .
(b) −S is bounded above if and only if S is bounded below, sup(−S ) = − inf S , and if min S exists, then
max(−S ) exists and max(−S ) = − min S .
(c) −S is bounded if and only if S is bounded.

Thus the Dedekind completeness axiom immediately gives

Theorem 1.11. Every nonempty subset of R which is bounded below has an infimum.

Theorem 1.12 (Characterizations of the infimum). Let S be a nonempty subset of R. Let M ∈ R. The
following are equivalent:
(a) m = inf S ;
(b) m is a lower bound of S , and for each ε > 0, there is s ∈ S such that s < M + ε;
(c) m is a lower bound of S , and for each x > m, there exists s ∈ S such that s < x.

Theorem 1.13 (Dedekind cut). Let A and B be nonempty subsets of R such that
(i) A ∩ B = ∅,
(ii) A ∪ B = R,
(iii) ∀ a ∈ A ∀ b ∈ B, a ≤ b.
Then there is c ∈ R such that a ≤ c ≤ b for all a ∈ A and b ∈ B.

Proof. B is bounded below (any a ∈ A is a lower bound of B), so c = inf B exists by the Dedekind
completeness axiom, and c ≤ b for all b ∈ B by definition of lower bound. (iii) says that each a ∈ A is a
lower bound of B, and hence a ≤ c since c is the greatest lower bound of B. 

Note. The above theorem says that Dedekind completeness implies the Dedekind cut property. Con-
versely, if the ordered field axioms and the Dedekind cut property are satisfied, then the Dedekind
completeness axiom holds (see tutorials).

Tutorial 1.2.1. 1. In each of the following cases, state if the given set is bounded above or not. If a set
is bounded above, give two different upper bounds for the set, give the supremum of the set and state if
the set has a maximum or not.
(a) (−3, 2) (b) (1, ∞) (c) [10, 11]
(d) {5, 4} (e) {10, 9, 8, 7, 6, 5, 4, 3, 2, 1, 0, −1, −2, −5}
(f) (−∞, 2] (g) {x ∈ R : x2 < 3} (h) {x ∈ R : x2 < 3}
2. For each of the sets in Q. 1, state if the given set is bounded below or not. If a set is bounded below,
give two different lower bounds for the set, give the infimum of the set and state if the set has a minumum
or not.
3. Let S be a nonempty subset of R.
(a) If a is the greatest element of S , then what is sup S ?
(b) If sup S = a, then what are the upper bounds of S ?
(c) If sup S = a, does S have a maximum?
(d) If sup S = a and a ∈ S , does S have a maximum?
4. Prove Proposition 1.10.
5. Prove Theorem 1.11.
6. Prove Theorem 1.12.
10 Basic Analysis Study Guide 2012 MATH2001

7. Let S and T be non-empty subsets of R which are bounded above. Use Theorem 1.9 to prove that
sup(S + T ) = sup S + sup T .
Step 1: Let K = sup S and M = sup T . Show that K + M is an upper bound of S + T .
Step 2: Let ε > 0. Then 2ε > 0 as well. Since sup S = K, (by Theorem 1.9) there is s ∈ S such that
K − 2ε < s. Also, since sup T = M, there is t ∈ T such that M − 2ε < t. Show that there exists u ∈ S + T
such that K + M − ε < u.
Step 3: Conclude, using Theorem 1.9, that sup(S + T ) = K + M = sup S + sup T .
8. Some simple questions. Decide which of the following statements are true and which are false.
(a) 21 ∈ {0, 1} (b) 3 ∈ (0, 3) (c) 17 ∈ [0, 17]
(d) 17 ∈ (−3, 18) (e) 17 ∈ [16, 18] (f) 2 ∈ {1, 3, 5, 7}
(g) 2.5 ∈ {x ∈ R : x2 ≥ 4} (h) −1 ∈ {x ∈ R : 2x + 7 < 5}

9 . Assume that the Dedekind cut property, Theorem 1.13 as well as the ordered field axioms are
satisfied. Show that the Dedekind completeness holds.

1.3 Natural Numbers


Naı̈vely, the natural numbers are 0, 1, 2, 3, . . . , where the dots stand for the numbers which are obtained
by adding one to the previous number. However, our axioms of the real number system do not tell us
that this is possible. Hence we need another axiom to characterize the natural numbers.
P. Peano’s axioms of the natural numbers
There is a unique subset N of R, called the set of natural numbers, satisfying the following properties:

(P1) 0 ∈ N,

(P2) a ∈ N ⇒ a + 1 ∈ N,

(P3) ∀ a ∈ N, a + 1 , 0,

(P4) If S ⊂ N such that 0 ∈ S and a + 1 ∈ S for all a ∈ S , then S = N.

Additional Notes. 1. Here we define natural numbers to start at 0. This is common if one uses the
axiomatic definition of the natural numbers. You may start the natural numbers with 1, if you are
consistent with this.
2. If one defines the natural numbers without reference to real number, there is no arithmetic on N
needed. Then the number a + 1 is called the successor of a, and axioms (P2) and (P3) can be phrased as
follows: Every natural number has a successor, and 0 is not the successor of a natural number.
3. The natural numbers are used to ”count”. In everyday life, counting refers to concrete objects (’There
are 220 students in the class’, ’I have got no pen with me’, ’I ate three rolls this morning’). However,
they can also be defined as cardinalities of abstract (finite) sets. Here the cardinality #S of a (finite) set S
is the number of elements in the set. The empty set ∅ has no elements, so #∅ = 0 serves as the definition
of the number 0. To get the next number, consider the set which consists of the empty set. It has exactly
one element, namely the empty set. So #{∅} = 1. Next #{∅, {∅}} = 2, and so on.
Recall that the integers Z and the rational numbers Q are defined by

Z = {x ∈ R : x ∈ N or − x ∈ N},
ß ™
p
Q = x ∈ R : x = , p, q ∈ Z, q , 0 .
q
As a consequence of (P4) one has
MATH2001 Basic Analysis Study Guide 2012 11

The Principle of Mathematical Induction


Suppose we have a statement A(n) associated with each n ∈ N. If
(i) the statement A(0) is true, and
(ii) whenever the statement A(n) is true, also the statement A(n + 1) is true,
then the statement A(n) is true for all n ∈ N.

Note. The statement A(0) is called the induction base. The induction base does not need to be taken at 0,
one can take any integer which is suitable for the statements to be proved.

Theorem 1.14. 1. All nonzero natural numbers n satisfy n ≥ 1.


2. ∀ n ∈ N \ {0} ∃ m ∈ N, n = m + 1.
3. ∀ m, n ∈ N, m + n ∈ N.
4. for all m, n ∈ N with m ≥ n there is k ∈ N such that m = n + k.

Proof. A selection of these proofs may be presented in class.


1. For each n ∈ N our statement A(n) is: if n , 0, then n ≥ 1.
We have to show that this statement is true for all n ∈ N.
Induction base: A(0) is true since the induction base 0 , 0 does not hold.
Induction step: Now let n ∈ N and assume that A(n) holds. We must show that A(n + 1) holds.
If n = 0 we prove A(1) directly: 1 ≥ 1.
Now let n , 0. Then n ≥ 1 since A(n) is true. Since 1 > 0 by Theorem 1.4, (k), we therefore have
n + 1 ≥ 1 + 1 ≥ 1.
Hence, by the principle of mathematical induction, A(n) is true for all n ∈ N.
2. Let S = {0} ∪ {n ∈ N : ∃ m ∈ N, n = m + 1}.
Then S ⊂ N, 0 ∈ S , and if n ∈ S then n + 1 ∈ S since n ∈ N.
Hence S = N by (P4).
3. For n ∈ N let A(n) be the statement:
For all m ∈ N, m + n ∈ N.
A(0) is trivially true.
Now assume that A(n) is true. Then, for m ∈ N,

m + (n + 1) = (m + 1) + n ∈ N

by induction hypothesis. Hence A(n + 1) holds.


By the principle of mathematical induction, A(n) hold for all n ∈ N. The proof is complete.
4. For n ∈ N let A(n) be the statement:
For all m ∈ N with m ≥ n there exists k ∈ N such that m = n + k.
A(0) is true with k = m for all m.
Now assume A(n) is true and let m ∈ N with m ≥ n + 1. By induction hypothesis, since m ≥ n + 1 ≥ n
there is k ∈ N such that m = n + k.
If k = 0, then m = n < n + 1, which is impossible.
Hence k , 0, and so k = l + 1 for some l ∈ N by part 2. It follows that

m = n + l + 1 = (n + 1) + l,

and therefore A(n + 1) is true.


By the principle of mathematical induction, A(n) hold for all n ∈ N. The proof is complete. 

Finally, we state and prove two important principles which are consequences of the Dedekind complete-
ness and Peano’s axioms.
12 Basic Analysis Study Guide 2012 MATH2001

Theorem 1.15 (Well-ordering principle). Every nonempty subset of N has a smallest element.

Proof. In class. 

Note. It is easy to see that if S ⊂ Z, S , ∅, and S is bounded below, then S has a minimum.

Theorem 1.16 (The Archimedean principle). For each x ∈ R there is n ∈ N such that n > x.

Proof. Assume the Archimedian principle is false. Then there is x ∈ R such that n ≤ x for all n ∈ N.
That means, N is bounded above and therefore has a supremum M.
By Theorem 1.9 there is n ∈ N such that M − 1 < n. Then

n + 1 > (M − 1) + 1 = M,

contradicting the fact that M is an upper bound of N. Hence the Archimedian principle must be true. 

Definition 1.5. A subset S of R is said to be dense in R if for all x, y ∈ R with x < y there is s ∈ S such
that x < s < y.

Real numbers which are not rational numbers are called irrational numbers.

Note. 1. 2 is irrational (see tutorials).
2. Q is an ordered field, i. e., Q satiesfies all axioms of R except the Dedekind completeness axiom (see
tutorials).
3. If a is rational and b is irrational, then a + b is irrational (see tutorials).

Theorem 1.17. The set of rational numbers as well as the set of irrational numbers are dense in R.

Proof. In class. 
√ √
Example 1.3.1. Let S = {x ∈ Q : x < 2} and T = {x ∈ Q : x ≤ 2}. Then S = T , and S and T have
no supremum in Q.

Example 1.3.2 (Bernoulli’s inequality). For all x ∈ R with x ≥ −1 and all n ∈ N, (1 + x)n ≥ 1 + nx.

Solution. In class.
Note. We will make use of more rules of real numbers without proof. See the tutorials for the power
rules, for example.

Tutorial 1.3.1. 1. Show that if S ⊂ Z, S , ∅, and S is bounded below, then S has a minimum.
√ √
2. Show that 2 is irrational. Hint. Assume that 2 = qp with positive integers p and q. You may
assume that p and q do not have common factors, i. e., there are no positive integers k, p1 , q1 with k , 1
such that p = p1 k and q = q1 k.
3. Show that the rational numbers satisfy the axioms (A1)–(A4), (M1)–(M4), (D), and (O1)–(O3).
4. Let a, b ∈ Q with b , 0 and r ∈ R \ Q. Show that a + br ∈ R \ Q.
5. For x ∈ R and n ∈ N, xn is defined inductively by
(i) x0 = 1,
(ii) xn+1 = xxn for n ∈ N.
Show that (a) xn xm = xn+m , (b) (xn )m = xnm , (c) xn yn = (xy)n .
MATH2001 Basic Analysis Study Guide 2012 13

6. Let x1 , x2 , y1 , y2 ∈ R. Prove that

(x1 y1 + x2 y2 )2 = (x12 + x22 )(y21 + y22 ) − (x1 y2 − x2 y1 )2 .

Deduce that
1 1
|x1 y1 + x2 y2 | ≤ (x12 + x22 ) 2 (y21 + y22 ) 2 .

7. Let x1 , . . . , xn , y1 , . . . , yn ∈ R. Prove the following generalization of the previous tutorial problem:


n
!2 n
! n
! n
1 X
xr yr = y2r (xr y s − x s yr )2
X X X
xr2 − (Lagrange’s identity),
r=1 r=1 r=1
2 r,s=1
n n
!1 n
!1
X 2 2
xr yr ≤ y2r
X X
xr2 (Cauchy-Schwarz inequality).



r=1 r=1 r=1
Chapter 2

Sequences

Student have seen sequences and learnt rules for limits and how to apply these rules to find limits. In
this chapter, students will learn the proper definitions of limits and the proofs of the rules for limits.

2.1 Sequences

Definition 2.1. A (real) sequence is an ordered list of infinitely many real numbers

a1 , a2 , a3 , a4 , . . . .

We usually denote a sequence by (an ) = a1 , a2 , a3 , . . . .

The number an is called the n-th term of the sequence. The subscript n is called the index.

Note. The index of the sequence does not have to start at 1, and therefore one also writes (an )∞
n=n0 , where
n0 can be any integer, e. g., (2n − 3)∞
n=1 , (2n − 3) ∞ , (2n − 3)∞ .
n=0 n=−5

Recall the following note and sketch from First Year Calculus.

Note. (i) A sequence can be identified with a function on the (positive) integers:

an = f (n).

(ii) A sequence can be plotted as points of the real axis or as the graph of the function, see (i).

Å ã∞
n
Below is a plot for the sequence .
n+1 n=1

a1 a2 a3
1
0 2 1

14
MATH2001 Basic Analysis Study Guide 2012 15

an

n
1 2 3 4 5 6 7 8

In first year calculus students have seen the following informal definition.
Informal Definition. A sequence {an } is said to converge if there is a number L such that an is as close
to L as we like for all sufficiently large n.
We have to formalize “as close to” and “for all sufficiently large”: “as close to” means that the distance
does not exceed any given (small) positive number. The distance between two numbers x and y is y − x
if x < y and x − y if x > y. Hence the distance between x and y is |y − x|.
Therefore we have the following formal definition:

Definition 2.2. Let (an ) be a sequence and L ∈ R.


1. The statement ‘an tends to L as n tends to infinity’, which we write as ’an → L as n → ∞’, is defined
by:
∀ ε > 0 ∃ K ∈ R ∀n ∈ N, n ≥ K, |an − L| < ε.
2. If an → L as n → ∞, we say that (an ) converges to L, and we also write lim an = L.
n→∞
3. The sequence (an ) is said to be convergent if it converges to some real number. Otherwise, the
sequence (an ) is said to be divergent.

Note. 1. It is useful to note that |an − L| < ε is equivalent to L − ε < an < L + ε.


2. The number K depends on ε. We may write Kε to emphasize the dependence on ε.
3. If one wants to prove convergence of a sequence from first principles, then one has to ‘guess’ a limit
L and then prove that it is indeed the limit.
4. The ‘first few terms’ do not matter for convergence and the limit. That is, the sequence (an )∞ n=n0
converges if and only if the sequence (an )∞ n=m0 converges, and their limits coincide.
5. By the Archimedean principle, there are only finitely many natural numbers such that n < K, and one
may also assume K ∈ N, without loss of generality.
Ä ä
Example 2.1.1. Prove that the sequence (an ) = n
n+1 converges and find its limit.

Solution. In class.

Lemma 2.1. If L, M ∈ R such that |L − M| < ε for all ε > 0, then L = M.

Proof. In class. 

Theorem 2.2. If the sequence (an ) converges, then its limit is unique.

Proof. In class. 
16 Basic Analysis Study Guide 2012 MATH2001

We are now going to prove the rules you have learnt in first year.

Theorem 2.3 (Limit Laws). Let c ∈ R and suppose that lim an = L and lim bn = M both exist. Then
n→∞ n→∞

(a) lim c = c.
n→∞
(b) lim (an + bn ) = lim an + lim bn = L + M.
n→∞ n→∞ n→∞
(c) lim (can ) = c lim an = cL.
n→∞ n→∞  
(d) lim (an bn ) = lim an lim bn = LM.
n→∞ n→∞ n→∞
an n→∞ lim an L
(e) If M , 0, lim = = .
n→∞ bn lim bn M
n→∞
an
(f) If L , 0 and M = 0, then lim does not exist.
n→∞ bn
 k
(g) If k ∈ Z+ , lim akn = lim an = Lk .
n→∞ n→∞
√ √k
(h) If k ∈ Z+ , lim k an = k lim an = L. If k is even, we assume an ≥ 0 and L ≥ 0.
q
n→∞ n→∞
(i) If lim |an | = 0, then lim an = 0.
n→∞ n→∞

Proof. In class. 

Theorem 2.4 (Sandwich Theorem). If an ≤ bn ≤ cn and lim an = lim cn = L, then lim bn = L.


n→∞ n→∞ n→∞

Proof. In class. 

Theorem 2.5. Let x ∈ R. Then xn converges if and only if −1 < x ≤ 1.

Proof. For x = 1, 1n = 1, so that lim 1n = 1 by Theorem 2.3 (a).


n→∞
Let 0 < x < 1 and let ε > 0. Then 0 < 1 < 1
x and therefore
1
y := − 1 > 0.
x
Then Å ã
1 1 n
= = (1 + y)n ≥ 1 + ny
xn x
1−ε
by Bernoulli’s inequality. Put K = . Then, for n > K,

1 1
0 < xn < ≤ = ε.
1 + ny 1 + 1−ε
ε

Hence xn → 0 as n → ∞. Now let x > 1. If xn would converge to some L as n → ∞, then


Å ãn
1
1 = lim 1 = lim
n
· lim xn = 0 · L = 0,
n→∞ x n→∞

which is impossible.
The remaining cases are left as an exercise. 

Theorem 2.6. If r > 0, then


1
lim = 0.
n→∞ nr
MATH2001 Basic Analysis Study Guide 2012 17

Proof. We are only going to prove the case that r is a positive integer.
Let r = 1 and choose ε > 0. Let K = 2ε . Then, for n ≥ K,

1 1 ε
0< ≤ = < ε,
n K 2

whence n1 < ε.

Now assume the statement holds for an integer r > 0. Then

1 1 1
lim = lim · lim r = 0 · 0 = 0.
n→∞ nr+1 n→∞ n n→∞ n

So the result follows for all positive integers by induction. 


Ä ä
n
Tutorial 2.1.1. 1. (a) Prove, using the definition of convergence, that the sequence n+1 does not
converge to 2.
(b) Prove, using the definition of convergence, that the sequence ((−1)n ) does not converge to any L.
2. (a) Prove that if lim an = L, then lim |an | = |L|. (Hint: use (and prove) the inequality ||x|−|y|| ≤ |x−y|.)
n→∞ n→∞
(b) Give an example to show that the converse to part (a) is not true.
3. Contractive maps. Suppose that for some c ∈ R with 0 < c < 1, we have |an+1 − L| < c|an − L| for
all n ∈ N.
(a) Use induction to prove that |an − L| ≤ cn |a0 − L| for all n ∈ N.
(b) Use the Sandwich Theorem and the fact that lim cn = 0 to prove that lim an = L.
n→∞ n→∞


4. Recursive algorithm for finding a. Let a > 1 and define
Å ã
1 a
a0 = a and an = an−1 + for n ≥ 1.
2 an−1
√ √
(a) Prove that 0 < an − a = 2a1n−1 (an−1 − a)2 for n ≥ 1.
√ √
(b) Use (a) to prove that 0 < an − a < 12 (an−1 − a) for n ≥ 1.

(c) Deduce that lim an = a.
n→∞ √
(d) Apply four steps of the recursive algorithm with a = 3 to approximate 3.

2.2 Bounded and Monotonic Sequences


Definition 2.3. 1. A sequence (an ) is said to be bounded above if there is a number M ∈ R such that
an ≤ M for all indices n.
2. A sequence (an ) is said to be bounded below if there is a number m ∈ R such that an ≥ m for all
indices n.
3. A sequence (an ) is said to be bounded if it is a bounded above and bounded below.

Note. A sequence (an )∞


n=n0 is bounded (above, below) if and only if the set {an : n ∈ Z, n ≥ n0 } is
bounded (above, below).
18 Basic Analysis Study Guide 2012 MATH2001

Definition 2.4. A sequence {an }∞


n=1 is called

increasing if an ≤ an+1 for all indices n,


strictly increasing if an < an+1 for all indices n,
decreasing if an ≥ an+1 for all indices n,
strictly decreasing if an > an+1 for all indices n,
monotonic if it is either increasing or decreasing,
strictly monotonic if it is either strictly increasing or strictly decreasing.

Theorem 2.7. Every convergent sequence is bounded.

Proof. Here we use the fact, which is easy to prove (by induction), that a set of the form {an : n ∈
Z, n0 ≤ n ≤ n1 } is bounded (and indeed has minimum and maximum). We also use that the union of
two bounded sets is bounded.
Since (an ) converges, there are L and k such that |an − L| < 1 for all n ≥ k. Hence {an : n < k} and
{an : n ≥ k} ⊂ (L − 1, L + 1) are bounded. So the sequence is bounded by the above note. 

Although each unbounded sequence diverges, there are some divergent sequences which have a limiting
behaviour which we want to exploit. Recall that we use the notation ‘n → ∞’ in the definition of the
limit. This extends to ‘an → ∞’, and we have therefore the

Definition 2.5. 1. We say that an tends to infinity as n tends to infinity and write an → ∞ as n → ∞ if
for every A ∈ R there is K ∈ R such that an > A for all n ≥ K.
2. We say that an tends to minus infinity as n tends to infinity and write an → −∞ as n → ∞ if for every
A ∈ R there is K ∈ R such that an < A for all n ≥ K.

Notes. 1. For the definition of an → ∞(−∞) as n → ∞, we may restrict A to A > A0 (A < A0 ) for
suitable numbers A0 .
2. For an → ∞ as n → ∞ we also write lim an = ∞ and say that (an ) diverges to ∞.
n→∞
3. For an → −∞ as n → ∞ we also write lim an = −∞ and say that (an ) diverges to −∞.
n→∞

Example 2.2.1. 1. Let an = (−1)n . Then (an ) is bounded but not convergent.
2. Let an = n. Then (an ) is unbounded (by the Archimedean principle). Hence (an ) diverges.

Example 2.2.2. Prove that n2 − n3 + 10 → −∞ as n → ∞.

Solution. In Class.

Theorem 2.8. 1. Let (an ) be a sequence with an > 0 for all indices n. Then
1
lim an = ∞ ⇔ lim = 0.
n→∞ n→∞ an
2. Let (an ) be a sequence with an < 0 for all indices n. Then
1
lim an = −∞ ⇔ lim = 0.
n→∞ n→∞ an

1 1
Proof. 1. Assume that lim an = ∞. To show that lim = 0 let ε > 0. Put A = . Then there is K
n→∞ n→∞ an ε
such that 0 < A < an for all n ≥ K. Then
1 1
0< < =ε
an A
MATH2001 Basic Analysis Study Guide 2012 19

1
for thse n, which shows that lim = 0.
n→∞ an
1
Conversely, assume that lim = 0. Let A ∈ R and put A0 = max{A, 1}. Then A0 > 0 and put
n→∞ an
1 1

1 1
ε= > 0. Hence there is K ∈ R such that = < ε for all n ≥ K. This give an > = A0 ≥ A
A0 an an ε
for all n ≥ K.
The proof of part 2 is similar. 

Apart from this rule, there are more rules for infinite limits. Some of these rules are listed below.

Theorem 2.9. Consider k ∈ R and sequences with the following properties as n → ∞:


an → ∞, bn → ∞, cn → c ∈ R, dn → −∞.
→ ∞,
Then, as n 
∞

 if k > 0,

(a) kan → −∞ if k < 0,


if k = 0.

0
(b) an + bn → ∞,
(c) an + cn → ∞,
(d) −dn → ∞,
∞ if c > 0,
(e) an cn →
−∞ if c < 0.
(f) an bn → ∞.

Proof. See tutorials. 

It is convenient to extend the notions of supremum and infimum to unbounded set.

Definition 2.6. Let A ⊂ R be nonempty. If A is not bounded above, we write sup A = ∞, and if A is not
bounded below, we write inf A = −∞.

We know that not every sequence converges, and it may be hard to decide if a sequence converges.
However, the situation is different with monotonic sequences:

Theorem 2.10. 1. Let (an ) be an increasing sequence. If (an ) is bounded, then (an ) converges, and
lim an = sup{an : n ∈ N}. If (an ) is not bounded, then (an ) diverges to ∞.
n→∞
2. Let (an ) be a decreasing sequence. If (an ) is bounded, then (an ) converges, and
lim an = inf{an : n ∈ N}. If (an ) is not bounded, then (an ) diverges to −∞.
n→∞

Proof. In class. 
Ä än Ä än+1
Example 2.2.3. Let an = 1 + n1 and bn = 1 + n1 . Then an < bn for all n ∈ N, (an ) is an increasing
sequence, (bn ) is a decreasing sequence, both sequences converge to the same number, and the limit is
denoted by e, Euler’s number.
20 Basic Analysis Study Guide 2012 MATH2001

Definition 2.7. 1. With every sequence (an ) which is bounded above, we can associate the sequence of
numbers
sup{ak : k ≥ n}.

Since {ak : k ≥ n} ⊃ {ak : k ≥ n + 1}, this sequence is decreasing, and we denote its limit by

lim sup an = lim sup{ak : k ≥ n}.


n→∞ n→∞

If (an ) is not bounded above, we put lim sup an = ∞.


n→∞
2. Similarly, if the sequence (an ) is bounded below, the sequence of numbers

inf{ak : k ≥ n}

is increasing, and we denote its limit by

lim inf an = lim inf{ak : k ≥ n}.


n→∞ n→∞

If (an ) is not bounded below, we put lim inf an = −∞.


n→∞

Note. 1. Since inf S ≤ sup S for every nonempty set S , it follows that lim inf an ≤ lim sup an , where we
n→∞ n→∞
write −∞ < x and x < ∞ for each x ∈ R.
2. The sequence (an ) is bounded if and only if both lim inf an and lim sup an are real numbers (also
n→∞ n→∞
called finite).
We have now the following characterization of the limit of a sequence and its existence:

Theorem 2.11. 1. The sequence (an ) converges if and only if lim inf an and lim sup an are finite and
n→∞ n→∞
equal, and then
lim inf an = lim an = lim sup an .
n→∞ n→∞ n→∞

2. lim an = ∞ ⇔ lim inf an = ∞ and lim sup an = ∞.


n→∞ n→∞ n→∞
3. lim an = −∞ ⇔ lim inf an = −∞ and lim sup an = −∞.
n→∞ n→∞ n→∞

Proof. 1. In Class.
2., 3. Exercise. 

Another important concept is that of a Cauchy sequence:

Definition 2.8 (Cauchy sequence). A seqence (an ) is called a Cauchy sequence if for all ε > 0 there is
K ∈ R such that for all n, m ∈ N with n, m ≥ K, |an − am | < ε.

Theorem 2.12. A sequence (an ) converges if and only if it is a Cauchy sequence.


ε
Proof. Let (an ) be a convergent sequence with limit L. Let ε > 0 and let K such that |an − L| < 2 for
n ≥ K. Then it follows for n, m ≥ K that
ε ε
|an − am | = |(an − L) − (am − L)| ≤ |an − L| + |am − L| < + = ε.
2 2
MATH2001 Basic Analysis Study Guide 2012 21

ε
Conversely, assume that (an ) is a Cauchy sequence. Let ε > 0 and choose K such that |an − am | < 3 for
all m, n ≥ K. Then
ε ε
am − < an < am +
3 3
ε ε
⇒ am − ≤ lim inf an ≤ lim sup an ≤ am +
3 n→∞ n→∞ 3
Å ã Å ã
ε ε 2ε
⇒ 0 ≤ lim sup an − lim inf an ≤ am + − am − = < ε.
n→∞ n→∞ 3 3 3
By Lemma 2.1, lim inf an = lim sup an , and an application of Theorem 2.11, part 1, completes the
n→∞ n→∞
proof. 

Tutorial 2.2.1. 1. Prove Theorem 2.9.


2. Use suitable rules or first principlesd to find
n3 − 3n2
(a) lim (n2 + 2n − 10) (b) lim (n − n1 ) (c) lim
n→∞ n→∞ n→∞ n + 1
3.Prove that if lim |an | = ∞, then (an ) diverges.
n→∞
4. Prove that if p ∈ N, p > 0, then n p → ∞ as n → ∞.
5. Define a sequence as follows:
1 1
a0 = 0, a1 = , an+1 = (1 + an + a3n−1 ) for n ≥ 2.
2 3
(a) Use induction to show that 0 ≤ an < 32 for all n ∈ N.
(b) Use induction to show that an ≤ an+1 for all n ∈ N.
(c) Explain why we may conclude that (an ) converges.
(d) Using the fact that lim an = lim an−1 = lim an+1 , find lim an .
n→∞ n→∞ n→∞ n→∞
6. Let lim an = ∞, lim bn = ∞, lim cn = 0. Show, by giving examples, that no general conclusion can
n→∞ n→∞ n→∞
be made about the behaviour of the following sequences:
an an
(a) an − bn , (b) an cn , (c) , (d) .
bn cn
7. Let (an ) and (bn ) be sequences such that an ≤ bn for all n ∈ N. Show that lim inf an ≤ lim inf bn and
n→∞ n→∞
lim sup an ≤ lim sup bn .
n→∞ n→∞ Å ã
x n
8. (a) Show that exp(x) = lim 1 + exists for all x ∈ R and that exp(1) = e.
n→∞ n
Hint. Adapt the proof of Example 2.2.3.
(b) Use Bernoulli’s inequality to prove that
Ç ån
1 + x+y
lim n
=1
n→∞ 1 + x+y
n +
xy
n2

for all x, y ∈ R.
(c) Use (b) to show that exp(x + y) = exp(x) exp(y) for all x, y ∈ R.
(d) Show that exp(x) ≥ 1 + x for all x > 0.
(e) Show that exp(x) > 0 for all x ∈ R.
(f) Show that exp is strictly increasing.
(g) Show that exp(n) = en for all n ∈ Z.
Chapter 3

Limits and Continuity of Functions

The single most important concept in all of analysis is that of a limit. Every single notion of analysis is
encapsulated in one sense or another to that of a limit. In the previous chapter, you learnt about limits
of sequences. Here this notion is extended to limits of functions, which leads to the notion of continuity.
You have learnt an intuitive version in Calculus I. Here you will learn a precise definition and you will
learn how to prove the results you have learnt in Calculus I.
In this course all functions will have domains and ranges which are subsets of R unless otherwise stated.
Such functions are called real functions.

3.1 Limits of Functions


Definition 3.1. Let a ∈ R. An interval of the form (c, d) with c < a < d is called a neighbourhood of
a, and the set (c, d) \ {a} is called a deleted neighbourhood of a.

In the definition of the limit of sequences you have seen formal definitions for ‘n tends to ∞’ and ‘an
tends to L’, and the latter one has an obvious generalization to ‘x tends to a’ and ‘ f (x) tends to L’, which
you will encounter in the next definition.

Definition 3.2 (Limit of a function). Let f be a real function, a, L ∈ R and assume that the domain of f
contains a deleted neighbourhood of f , that is, f (x) is defined for all x in a deleted neighbourhood of f .
Then ‘ f (x) → L as x → a’ is defined to mean:
∀ ε > 0 ∃ δ > 0 ∀ x ∈ (a − δ, a + δ) \ {a}, f (x) ∈ (L − ε, L + ε),
i. e., ∀ ε > 0 ∃ δ > 0 (0 < |x − a| < δ ⇒ | f (x) − L| < ε).
If f (x) → L as x → a, then we write lim f (x) = L.
x→a

Note. 1. L in the definition above is also called the limit of the function at a. For the definition of the
limit of a function at a, the number f (a) is never used, and indeed, the function need not be defined at a.
2. Observe that the number δ will depend on ε, and also on a, if we vary a.

22
MATH2001 Basic Analysis Study Guide 2012 23

Exercise. Use the notation in the above definition to label the following graph:

Example 3.1.1. Prove, from first principles, that x2 → 4 as x → 2.

Solution. Let ε > 0. We must show that there is δ > 0 such that 0 < |x − 2| < δ implies |x2 − 4| < ε.
Since we want to use |x − 2| < δ to get |x2 − 4| < ε, we try to factor out |x − 2| from |x2 − 4|. Thus

|x2 − 4| = |x − 2| |x + 2| ≤ |x − 2| (|x − 2| + 4).

It is often convenenient to make an initial restriction on δ, like δ ≤ 1. Then we can continue the above
esimate to obtain from |x − a| < δ that

|x2 − 4| ≤ |x − 2| (1 + 4) = 5|x − 2|.

If we now put ß ™
ε
δ = min 1, ,
5
then we can conclude (note that we already used δ ≤ 1) for 0 < |x − 2| < δ that
ε
|x2 − 4| ≤ 5|x − 2| < 5 = ε.
5
To justify the notation lim f (x) = L we have to show
x→a

Theorem 3.1. If f (x) → L as x → a, then L is unique.

Proof. In class. 

Definition 3.3 (One sided limits). 1. Let f be a real function, a, L ∈ R and assume that the domain of f
contains an interval (a, d) with d > a, that is, f (x) is defined for all x in (a, d).
Then ‘ f (x) → L as x → a+ ’ is defined to mean:
∀ ε > 0 ∃ δ > 0 (a < x < a + δ ⇒ | f (x) − L| < ε).
If f (x) → L as x → a+ , then we write lim+ f (x) = L.
x→a
2. Let f be a real function, a, L ∈ R and assume that the domain of f contains an interval (c, a) with
c < a, that is, f (x) is defined for all x in (c, a).
Then ‘ f (x) → L as x → a− ’ is defined to mean:
∀ ε > 0 ∃ δ > 0 (a − δ < x < a ⇒ | f (x) − L| < ε).
If f (x) → L as x → a− , then we write lim− f (x) = L.
x→a
24 Basic Analysis Study Guide 2012 MATH2001

Theorem 3.2. If f (x) is defined in a deleted neighbourhood of a, then


lim f (x) = L ⇔ lim− f (x) = L = lim+ f (x).
x→a x→a x→a

Proof. ⇒: Assume that lim f (x) = L and let ε > 0. Then


x→a

∃ δ > 0 (x ∈ (a − δ, a + δ), x , a ⇒ | f (x) − L| < ε)


gives
∃ δ > 0 (x ∈ (a − δ, 0) ⇒ | f (x) − L| < ε) and ∃ δ > 0 (x ∈ (0, a + δ) ⇒ | f (x) − L| < ε).
Hence lim− f (x) = L and lim+ f (x) = L.
x→a x→a
⇐: Assume that lim− f (x) = L = lim+ f (x) and let ε > 0. Then there are δ− > 0 and δ+ > 0 such that
x→a x→a

x ∈ (a − δ− , 0) ⇒ | f (x) − L| < ε and x ∈ (0, a + δ+ ) ⇒ | f (x) − L| < ε.


Let δ = min{δ− , δ+ }. Then
x ∈ (a − δ, a + δ), x , a ⇒ x ∈ (a − δ− , 0) or x ∈ (0, a + δ+ )
⇒ | f (x) − L| < ε.
This proves that lim f (x) = L. 
x→a

x
Example 3.1.2. Let f (x) = for x ∈ R \ {0}. Then f (x) = 1 if x > 0 and f (x) = −1 if x < 0. It is
|x|
easy to prove from the definition that lim+ = 1 and lim− = −1. Now it follows from Theorem 3.2 that
x→0 x→0
the function f does not have a limit as x tends to a.

Tutorial 3.1.1. 1. Prove from the definitions that


1 2 1 √
(a) 2 + x + x2 → 8 as x → 2, (b) → − as x → , (c) lim− 1 − x = 0.
x−2 3 2 x→1
2. By negating the definition of limit of a function show that the statement f (x) 6→ L as x → a is
equivalent to the following:
∃ ε > 0 ∀ δ > 0 ∃ x with 0 < |x − a| < δ such that | f (x) − L| ≥ ε.
1
3. For x ∈ R \ {0} let f (x) = sin . Prove that f does not tend to any limit as x → 0.
x
4. Let f (x) = x − bxc. For each integer n, find lim− f (x) and lim+ f (x) if they exist.
x→n x→n

3.2 Limits at Infinity and Infinite Limits


In x → a the inequalities 0 < |x − a| < δ occur. For x → ∞, this has to be replaced by x > K. Hence we
have the following

Definition 3.4. 1. Let f be a real function defined on a set containing an interval of the form (c, ∞).
Then ‘ f (x) → L as x → ∞’ is defined to mean:
∀ ε > 0 ∃ K(> 0) (x > K ⇒ | f (x) − L| < ε).
If f (x) → L as x → ∞, then we write lim f (x) = L.
x→∞
2. Let f be a real function defined on a set containing an interval of the form (−∞, c).
Then ‘ f (x) → L as x → −∞’ is defined to mean:
∀ ε > 0 ∃ K(< 0) (x < K ⇒ | f (x) − L| < ε).
If f (x) → L as x → −∞, then we write lim f (x) = L.
x→−∞
MATH2001 Basic Analysis Study Guide 2012 25

1
Example 3.2.1. Let f (x) = . Find lim f (x) and lim f (x).
x x→∞ x→−∞

Solution. In class.

For infinite limits we have similar definitions:

Definition 3.5. Let f be a real function whose domain includes a deleted neighbourhood of the num-
ber a.
1. ‘ f (x) → ∞ as x → a’ is defined to mean:
∀ K(> 0) ∃ δ > 0 (0 < |x − a| < δ ⇒ f (x) > K).
If f (x) → ∞ as x → a, then we write lim f (x) = ∞.
x→a
2. ‘ f (x) → −∞ as x → a’ is defined to mean:
∀ K(< 0) ∃ δ > 0 (0 < |x − a| < δ ⇒ f (x) < K).
If f (x) → −∞ as x → a, then we write lim f (x) = −∞.
x→a

2
Example 3.2.2. Prove that → ∞ as x → 0.
x2
Solution. The following sketch illustrates the result.

40
35
30
25
20
15
10
5

−2 −1 0 1 2

We may choose K to be sufficiently large. So choose K > 1 and let δ = 1


K. Then, for 0 < |x| < δ, and
because of δ < 1 we have
2 1 2 2 2
= ≥ > = 2K > K.
x 2 |x| |x| |x| δ

Definition 3.6. Let f be a real function defined on a set containing an interval of the form (c, ∞).
Then ‘ f (x) → ∞ as x → ∞’ is defined to mean:
∀ A(> 0) ∃ K(> 0) (x > K ⇒ f (x) > A).
If f (x) → ∞ as x → ∞, then we write lim f (x) = ∞.
x→∞

Similar definition hold with all other combinations of limits involving ∞ and −∞, including one-sided
limits.
26 Basic Analysis Study Guide 2012 MATH2001

x sin x
Example 3.2.3. Prove that f (x) = + 10 → ∞ as x → ∞. A section of the function’s graph is
10 x
plotted below.

20 40 60 80

Additional notes. 1. You have learnt different notations for limits depending on whether real numbers,
∞ or −∞ are considered. However, using the notion of (deleted) neighbourhood, one can give just one
definition which applies to each case. To define (deleted) neighbourhoods of ∞ and −∞, we first observe
that ∞ and −∞ are just symbols for our purposes, and thus never belong to sets of numbers which we
consider. Therefore, no distinction is made here between neighbourhoods and deleted neighbourhoods
of ∞ and −∞, respectively.
A (deleted) neighbourhood of ∞ is any set of the form (c, ∞) with c ∈ R.
A (deleted) neighbourhood of −∞ is any set of the form (−∞, d) with d ∈ R.
Now let a, L ∈ R ∪ {∞, −∞} and f be a function defined in a deleted neighbourhood of a. Then f (x) → L
as x → a if and only if for each neighbourhood U of L there is a deleted neighbourhood V of a such that
x ∈ V implies f (x) ∈ U.
If we define one-sided deleted neighbourhoods of a ∈ R to be the sets (c, a) and (a, d), respectively, then
the above formulation also covers one-sided limits.
2. What we call neighbourhood here should actually be called basic neighbourhood. In general topology,
a neighborhood is any subset (of a given set) which contains a basic neighbourhood. But since we do
not need general neighbourhoods, we conveniently dropped the word ’basic’.
1
Example 3.2.4. Let f (x) = . Find lim− f (x), lim+ f (x), lim f (x).
x x→0 x→0 x→0
Solution. In class.

Tutorial 3.2.1. 1. Prove from the definitions that


1 − 3x 3 1 1
(a) lim = − , (b) → ∞ as x → 1+ , (c) → −∞ as x → 1− .
x→−∞ 2x − 1 2 x−1 x−1
MATH2001 Basic Analysis Study Guide 2012 27

3.3 Limit Laws


Rather than calculating limits from the definition, in general one will use limit laws. In this section we
state and prove some of these laws.

Theorem 3.3 (Limit Laws). Let a, c ∈ R and suppose that the real functions f and g are defined in a
deleted neighbourhood of a and that lim f (x) = L ∈ R and lim g(x) = M ∈ R both exist. Then
x→a x→a

(a) lim c = c.
x→a

(b) lim [ f (x) + g(x)] = lim f (x) + lim g(x) = L + M.


x→a x→a x→a

(c) lim [ f (x) − g(x)] = lim f (x) − lim g(x) = L − M.


x→a x→a x→a

(d) lim [c f (x)] = c lim f (x) = cL.


x→a x→a
h ih i
(e) lim [ f (x)g(x)] = lim f (x) lim g(x) = LM.
x→a x→a x→a

lim f (x)
f (x) x→a L
(f) If M , 0, lim = = .
x→a g(x) lim g(x) M
x→a

f (x)
(g) If L , 0 and M = 0, lim does not exist.
x→a g(x)
h in
(h) If n ∈ N, lim f (x)n = lim f (x) = Ln .
 
x→a x→a

(i) lim x = a.
x→a

(j) If n ∈ N, lim xn = an .
x→a
√n √n
(k) If n ∈ N, lim x= a. If n is even, we assume that a > 0.
x→a
√n √n
f (x) = lim f (x) =
q
(l) If n ∈ N, lim n L.
x→a x→a

(m) If lim | f (x)| = 0, then lim f (x) = 0.


x→a x→a

Proof. The proofs are similar to those in Theorem 2.3 and we will only prove (b), (e), (f) in class. 

Recall that a polynomial function is of the form

f (x) = bn xn + bn−1 xn−1 + · · · + b2 x2 + b1 x + b0

with bi ∈ R for i = 1, 2, . . . , n and n any non-negative integer. A rational function is of the form
p(x)
f (x) = with p(x) and q(x) polynomials. We then have the following as a consequence of Theorem
q(x)
2.3, (b),(d),(i),(j).

Corollary 3.4. If f is a polynomial or a rational function and a is in the domain of f , then lim f (x) =
x→a
f (a).

Corollary 3.5. All the limit rules in Theorem 2.3 remain true if x → a is replaced by any of the following:
x → a+ , x → a− , x → ∞, x → −∞.
28 Basic Analysis Study Guide 2012 MATH2001

Proof. For x → a+ and x → a− one just has to replace 0 < |x − a| < δ with 0 < x − a < δ and
−δ < −(x − a) < 0, respectively, in the proof of each of the statements. For x → ∞ and x → −∞, the
proofs are very similar to those for sequences. 

Similar rules hold if the functions have infinite limits. We state some of the results for x → a, observing
that there are obvious extensions as in Corollary 3.5.

Theorem 3.6. Assume that lim f (x) = ∞, lim g(x) = ∞ and lim h(x) = c ∈ R. Then
x→a x→a x→a
(a) f (x) + g(x) → ∞ as x → a,
(b) f (x) + h(x) → ∞ as x → a,
(c) f (x)g(x) → ∞ as x → a,
∞ if c > 0
(d) f (x)g(x) → as x → a.
−∞ if c < 0

Proof. We prove (c) and leave the other parts as exercises.


Let A > 1 (we can take any A ∈ R, but the restriction A > 1 is convenient here). Then there are δ1 > 0
and δ2 > 0 such that
(i) f (x) > A if 0 < |x − a| < δ1 ,
(ii) g(x) > A if 0 < |x − a| < δ2 .
With δ = min{δ1 , δ2 } it follows for 0 < |x − a| < δ that

f (x)g(x) > A · A > A.

Theorem 3.7 (Sandwich Theorem). Let a ∈ R ∪ {∞, −∞} and assume that f , g and h are real functions
defined in a deleted neighbourhood of a. If f (x) ≤ g(x) ≤ h(x) for x in a deleted neighbourhood of a and
lim f (x) = L = lim h(x), then lim g(x) = L.
x→a x→a x→a

Proof. Note that L ∈ R ∪ {∞, −∞}. We will prove this theorem in the case a ∈ R and L ∈ R. The other
cases are left as an exercise.
Let ε > 0. Then there are δ1 and δ2 such that
(i) | f (x) − L| < ε if 0 < |x − a| < δ1 ,
(ii) |h(x) − L| < ε if 0 < |x − a| < δ2 .
Put δ = min{δ1 , δ2 }. Then, for 0 < |x − a| < ε,

L − ε < f (x) < L + ε, L − ε < h(x) < L + ε

gives
L − ε < f (x) ≤ g(x) ≤ h(x) < L + ε.
Hence |g(x) − L| < ε if 0 < |x − a| < ε. 

Theorem 3.8. Let f be defined on an interval (a, b), where a = −∞ and b = ∞ are allowed. With the
convenient notation a+ = −∞ if a = −∞ and b− = ∞ if b = ∞, we obtain
(a) if f is increasing, then
lim− f (x) = sup{ f (x) : x ∈ (a, b)} and lim+ f (x) = inf{ f (x) : x ∈ (a, b)};
x→b x→a
(b) if f is decreasing, then
lim− f (x) = inf{ f (x) : x ∈ (a, b)} and lim+ f (x) = sup{ f (x) : x ∈ (a, b)}.
x→b x→a
MATH2001 Basic Analysis Study Guide 2012 29

Proof. In class. 

Tutorial 3.3.1. 1. Let n be a positive integer. Prove that


(a) lim xn = ∞,
x→∞ 
∞ if n is even,
(b) lim xn =
x→−∞ −∞ if n is odd,
(c) lim+ x−n = ∞,
x→0 
∞ if n is even,
(d) lim− x−n =
x→0 −∞ if n is odd,
2. (a) Let f , g be defined in a deleted neighbourhood of a and assume that f (x) < g(x) for all x in a
deleted neighbourhood of a. Show that if lim f (x) = L and lim g(x) = M exist, then L ≤ M.
x→a x→a
(b) Give examples for L < M and for L = M in (a).
(c) Formulate and prove the result corresponding to (a) for one-sided limits.

3. Using rules for limits, determine the behaviour of f (x) as x tends to the given limit:
4x
(a) f (x) = as x → 3− ,
3−x
(x − 4)(x − 1)
(b) f (x) = as x → 2+ ,
x−2
2x + 1
(c) f (x) = 2 as x → 0+ .
x −x

3.4 Continuity of Functions


Definition 3.7 (Continuity of a function at a point). Let f be a real function, a, L ∈ R and assume that
the domain of f contains a neighbourhood of a, that is, f (x) is defined for all x in a neighbourhood of a.
We say that f is continuous at a if
∀ ε > 0 ∃ δ > 0 ∀ x ∈ (a − δ, a + δ), f (x) ∈ ( f (a) − ε, f (a) + ε),
i. e., ∀ ε > 0 ∃ δ > 0 (|x − a| < δ ⇒ | f (x) − f (a)| < ε).

Note that the sketch on page 23 also illustrates the definition of continuity.
We realize that the definition of the existence of a limit of a function at a point and continuity at that
point are very similar, but that there are subtle (and important) differences:
For limits, f does not need to be defined at a, and even if f (a) exists, this value is not used at all when
finding the limit of the function f at a.
We conclude

f is continuous at a ⇔ ∀ ε > 0 ∃ δ > 0 (|x − a| < δ ⇒ | f (x) − f (a)| < ε) (by definition)
⇔ ∀ ε > 0 ∃ δ > 0 (0 < |x − a| < δ ⇒ | f (x) − f (a)| < ε) (∵ x = a ⇒ f (x) = f (a))
⇔ lim f (x) = f (a).
x→a

Hence we have shown


30 Basic Analysis Study Guide 2012 MATH2001

Theorem 3.9. f is continuous at a if and only if the following three conditions are satisfied:
1. f (a) is defined, i. e., a is in the domain of f ,
2. lim f (x) exists, i.e., lim− f (x) = lim+ f (x), and
x→a x→a x→a
3. f (a) = lim f (x).
x→a

Example 3.4.1. 1. Let 


 x2 if x , 2,
f (x) =
2 if x = 2.
Then lim f (x) = 4 exists, but this limit is different from f (2) = 2. Hence f is not continuous at 2.
x→2
sin x
2. Let f (x) = for x , 0 while f is not defined at x = 0. Then lim f (x) = 1 exists, but f is not
x x→0
defined at 0. Hence f is not continuous at 0.
3. Let
 sin x if x , 0,

f (x) = x
1 if x = 0.

Then lim f (x) = 1 exists, and f (0) = 1. Hence f is continuous at 0.


x→0

Theorem 3.10. If f and g are continuous at a and c ∈ R, then

1. the sum f + g,
2. the difference f − g,
3. the product f g,
f
4. the quotient if g(a) , 0 and
g
5. the scalar multiple c f

are functions that are also continuous at a.

Proof. The statements follow immediate from the limit laws, Theorem 3.3, and Theorem 3.9.
For example, for 3. we have
lim f (x) = f (a) and lim g(x) = g(a),
x→a x→a
and then Theorem 3.3 gives

lim ( f g)(x) = lim f (x)g(x) = lim f (x) lim g(x) = f (a)g(a) = ( f g)(a).
x→a x→a x→a x→a

Then Theorem 3.9 says that f g is continuous at a. 

Recall that the composite g ◦ f of two functions f and g is defined by (g ◦ f )(x) = g( f (x)).

Theorem 3.11. If f is continuous at a and g is continuous at f (a), then g ◦ f is continuous at a.

Proof. In class. 

Definition 3.8. 1. A function f is continuous from the right at a if lim+ f (x) = f (a).
x→a
2. A function f is continuous from the left at a if lim− f (x) = f (a).
x→a
MATH2001 Basic Analysis Study Guide 2012 31

Example 3.4.2. 1. Let


 |x| + x

if x , 0,

f (x) = 2x
if x = 0.

0

Determine the right and left continuity of f at x = 0.

Solution. In class.
Note. 1. It is easy to show that f is continuous at a if and only if f is continuous from the right and
continuous from the left at a.
2. If a ∈ dom( f ) and if there is ε > 0 such that dom( f ) ∩ (a − ε, a + ε) = (a − ε, a], then we say that f is
continuous at a if lim− = f (a).
x→a
3. If a ∈ dom( f ) and if there is ε > 0 such that dom( f ) ∩ (a − ε, a + ε) = [a, a + ε), then we say that f is
continuous at a if lim+ = f (a).
x→a
4. The convention in 2 and 3 is consistent with what you will learn in General Topology about continuity.
Just note that the condition | f (x)− f (a)| < ε has to be checked for all x ∈ dom( f ) which satisfy |x−a| < δ.

Lemma 3.12. If f (x) → b as x → a (a+ , a− ) and g is continuous at b, then g( f (x)) → g(b) as x →


a (a+ , a− ), which can be written, e. g., as
 
lim g( f (x)) = g lim f (x) .
x→a x→a

Proof. The function 


 f (x) if x ∈ dom( f ), x , a,
fe(x) =
b if x = a,
is continuous (from the right, from the left) at a. Hence the result follows from Theorem 3.11. 

Definition 3.9. A function is continuous on a set X ⊂ R if f is continuous at each x ∈ X. Here continuity


is understood in the sense of the above note with X = dom( f ).

Example 3.4.3. Show that f (x) = x2 − 4 is continuous.

Solution. The domain of f is {x ∈ R : |x| ≥ 2} = (−∞, −2] ∪ [2, ∞). By Theorem 3.10, the function
x 7→ x2 − 4 is continuous on R, and by Theorem 3.3 (k), the square root is continuous at each positive
number. So also the composite function f is continuous at a. Also, the proof of Theorem 3.3 (k) can be
easily adapted to show that the square root is continuous from the right at 0. Then it easily follows that
f is continuous (from the right) at 2 and continuous (from the left) at −2.

Theorem 3.13. The following functions are continuous on their domains.

1. Polynomials p(x) = an xn + an−1 xn−1 + · · · + a2 x2 + a1 x + a0 , ai ∈ R, n ∈ N.


p(x)
2. Rational functions , p and q , 0 polynomials.
q(x)
3. Sums, differences, products and quotients of continuous functions.
4. Root functions.
5. The trigonometric functions sin x, cos x, tan x, cosec x, sec x and cot x.
6. The exponential function exp(x).
32 Basic Analysis Study Guide 2012 MATH2001

7. The absolute value function |x|.

Proof. 1, 2 and 3 easily follow from previous theorems on limits and continuity, as does 7. However, 7
can be easily proved dircetly: For each ε > 0 let δ = ε. Then, for |x − a| < δ we have

| |x| − |a| | ≤ |x − a| < δ = ε.

The continuity of sin and cos follows from the sum of angles formulae and from the limits proved in
Calculus I (the proofs used the Sandwich Theorem, which now has been proved). The continuity of the
other triginometric functions then follows from part 3.
Finally, the continuity of exp is a tutorial problem. 

Tutorial 3.4.1. 1. Consider the function

 bxc

if x , 0,
f (x) = x
−1 if x = 0.

Investigate continuity from the left and the right at x = 0, x = π and x = 1.



0 if x , 0,
2. Let f (x) = x sin 1x for x , 0 and g(x) =
if x = 0.
1
Show that f (x) → 0 as x → 0 and that g(x) → 0 as x → 0, but that g( f (x)) does not have a limit as
x → 0. Explain this behaviour.
3. Find the values of a and b which make the function



 x−1 if x ≤ −2,

f (x) = ax2 + c if − 2 < x < 1,


x + 1

if x ≥ 1,

continuous at x = −2 and x = 1.
4. Prove that if lim− f (x) exists, then lim+ f (x) = lim− f (−x).
x→0 x→0 x→0

5. Prove that exp is continuous. You may use the following steps.
(a) The inequality exp(x) ≥ 1 + x is true for all x ∈ R.
(b) lim− exp(x) = 1.
x→0
(c) lim+ exp(x) = 1. Hint. Use tutorial problem 4.
x→0

3.5 The Intermediate Value Theorem

The following important theorem on continuous functions tells us that the graph of a continuous function
cannot jump from one side of a horizontal line y = k to the other without intersecting the line at least
once.
MATH2001 Basic Analysis Study Guide 2012 33

f (b)

y=k
f (a)

a c b

Theorem 3.14 (Intermediate Value Theorem (IVT)). Suppose that f is continuous on the closed interval
[a, b] with f (a) , f (b). Then for any number k between f (a) and f (b) there exists a number c in the
open interval (a, b) such that f (c) = k.

Proof. We consider the case that f (a) < f (b). The case f (b) < f (a) is similar, or we may consider the
continuous function − f which then satisfies − f (a) < − f (b).
So let f (a) < k < f (b) and define
S = {x ∈ [a, b] : f (x) < k}.
S , ∅ since a ∈ S , and S is bounded above by b. Hence S has a supremum by the Dedekind complete-
ness axiom, and we put c = sup S . Clearly, by the definition of supremum, a ≤ c ≤ b. We use a proof
by contradiction to show that f (c) = k.
(a) Assume that f (c) < k. Then f (c) < k < f (b), so that c < b. Since k − f (c) > 0 and f is continuous
(from the right) at c, there is δ > 0 such that c ≤ x < c + δ implies | f (x) − f (c)| < k − f (c), and therefore

f (x) = f (x) − f (c) + f (c) ≤ | f (x) − f (c)| + f (c) < k − f (c) + f (c) = k

shows that x ∈ S for all c ≤ x ≤ c + δ. So there would be x ∈ S with x > c = sup S , which contradicts
the definition of the supremum as c would not be an upper bound of S .
(b) Assume f (c) > k. Then f (a) < k < f (c), so that a < c. Since f (c) − k > 0 and f is continuous (from
the left) at c, there is δ > 0 such that c − δ < x ≤ c implies | f (x) − f (c)| < f (c) − k. By Theorem 1.9
there is x ∈ S such that c − δ < x ≤ c. For this x we conclude

f (x) = f (c) − f (c) + f (x) ≥ f (c) − | f (x) − f (c)| > f (c) − ( f (c) − k) = k,

which contradicts x ∈ S .
Hence we have shown that f (c) = k. Since f (a) < k < f (b), it follows that c , a and c , b, so that
a < c < b. 

Note. You have seen the definition of interval in first year and you will recall that that the definition
required several cases, depending on whether the endpoints belong to the interval or not and whether the
interval is bounded (above, below), namely (a, b), [a, b), (a, b], [a, b], (−∞, b), (−∞, b], (a, ∞), [a, ∞),
(−∞, ∞) where a, b ∈ R and a < b. However, intervals can be characterized by one common property.
For this we need the following notion: A subset S of R is called a singleton if the set S has exactly one
element.

Definition 3.10. 1. A set S ⊂ R is called an interval if


(i) S , ∅,
(ii) S is not a singleton,
(iii) if x, y ∈ S , x < y, then each z ∈ R with x < z < y satisfies z ∈ S .
2. An interval of the form [a, b] with a < b is called a closed bounded interval.
34 Basic Analysis Study Guide 2012 MATH2001

Note. A subset S of R is an interval if and only if it contains at least two elements and if all real numbers
between any two elemts in S also belong to S .

Definition 3.11. For a function f : X → Y and A ⊂ X, the set

f (A) = {y ∈ Y : ∃ x ∈ A ∩ dom( f ), f (x) = y} = { f (x) : x ∈ A ∩ dom( f )}

is called the image of A under f .

Corollary 3.15. Let I be an interval and let f be a continuous real function on I. Then f (I) is either an
interval or a singleton.

Proof. In class. 

Example 3.5.1. Let f (x) = x2 . Then f ((−1, 2)) = [0, 4). Notice that I = (−1, 2) is an open interval,
while f (I) is not.

Theorem 3.16. Let f be a real function which is continuous on [a, b], where a < b. Then f is bounded
on [a, b], i. e., f ([a, b]) is bounded.

Proof. In class. 

Theorem 3.17. A continuous function on a closed bounded interval achieves its supremum and infimum.

Proof. In Class. 

Corollary 3.18. If f is continuous on [a, b], a < b, then either f ([a, b]) is a singleton or f ([a, b]) = [c, d]
with c < d.

Proof. In class. 

Theorem 3.19. Let I be an interval and f : I → R be a stricly monotonic continuous function. Then
f (I) is an interval, and the inverse function f −1 : f (I) → R is continuous.

Proof. In class. 

Tutorial 3.5.1. 1. Prove that a subset S of R is an interval if and only if S has the form (a, b), [a, b),
(a, b], [a, b], (−∞, b), (−∞, b], (a, ∞), [a, ∞) or (−∞, ∞) where a, b ∈ R and a < b.
Hint. Consider inf S and sup S .
2. Let f be a real function and let ∅ , A ⊂ B ⊂ dom( f ) such that for each x ∈ A there is ε > 0 such
that (x − ε, x] ⊂ A or [x, x + ε) ⊂ A or (x − ε, x + ε) ⊂ A, and the same property for B. Show that if f is
continuous on B, then f is also continuous on A.
3. A fixed point theorem. Let a < b and let f be a continuous function on [a, b] such that f ([a, b]) ⊂
[a, b]. Show that there is x ∈ [a, b] such that f (x) = x.
4. Let I be an interval and f be a continuous function on I such that f (I) is unbounded. What can you
say about f (I)? Find examples which illustrate your answer.
5. Let f : [0, 1] → R be a continuous function which only assumes rational values. Show that f is
constant.
6. Find a continuous function f : [0, 1] → R which is one-to-one when restricted to rational numbers in
[−1, 1] but which is not one-to-one on the whole interval [−1, 1].
Chapter 4

Differentiation

4.1 Revision – Self Study


In this section we recall definitions and results which have been stated and proved in first year calculus.
These results must be known but will not be examined directly.
In this section let A ⊂ R such that for each a ∈ A there is ε > 0 such that (a − ε, a] ⊂ A, [a, a + ε) ⊂ A or
(a − ε, a + ε) ⊂ A.

Definition 4.1. Let f : A → R and a ∈ A.


1. f is called differentiable at a if the limit

f (x) − f (a)
f 0 (x) = lim
x→a x−a
exists. The number f 0 (x) is called the derivative of f .
2. f is called differentiable on A if f is differentiable at each a ∈ A.
df d
Note. We also use the notations or f for f 0 .
dx dx
Theorem 4.1. Let f : A → R and a ∈ A. If f is differentiable at a, then f is continuous at a.

Proof. From
f (x) − f (a)
f (x) = f (a) + (x − a)
x−a
it follows that
f (x) − f (a)
lim f (x) = f (a) + lim lim (x − a) = f (a) + [ f 0 (a)](0) = f (a). 
x→a x→a x−a x→a

Theorem 4.2 (Rules for the derivative). Let f, g : A → R, a ∈ A, f and g differentiable at a, and c ∈ R.
Then
1. Linearity of the derivative: f + g and c f are differentiable at a, and

( f + g)0 (a) = f 0 (a) + g0 (a) and (c f )0 (a) = c f 0 (a).

2. Product Rule: f g is differentiable at a, and

( f g)0 (a) = f 0 (a)g(a) + f (a)g0 (a).

35
36 Basic Analysis Study Guide 2012 MATH2001

f f
3. Quotient Rule: If is defined at a, i. e., g(a) , 0, then is differentiable at a, and
g g
Å ã0
f f 0 (a)g(a) − f (a)g0 (a)
(a) = .
g [g(a)]2
Proof. 1. From first principles and rules of limits, we have
( f + g)(x) − ( f + g)(a)
( f + g)0 (a) = lim
x→a x−a
[ f (x) + g(x)] − [ f (a) + g(a)]
= lim
x→a x−a
f (x) − f (a) g(x) − g(a)
= lim + lim
x→a x−a x→a x−a
= f (a) + g (a)
0 0

and
(c f )(x) − (c f )(a) c f (x) − c f (a) f (x) − f (a)
(c f )0 (a) = lim = lim = c lim = c f 0 (a).
x→a x−a x→a x−a x→a x−a
2. Observing Theorem 4.1 we have
( f g)(x) − ( f g)(a)
( f g)0 (a) = lim
x→a x−a
f (x)g(x) − f (a)g(x) + f (a)g(x) − f (a)g(a)
= lim
x→a x−a
[ f (x) − f (a)]g(x) f (a)[g(x) − g(a)]
= lim + lim
x→a x−a x→a x−a
f (x) − f (a) g(x) − g(a)
= lim lim g(x) + f (a) lim
x→a x−a x→a x→a x−a
= f (a)g(a) + f (a)g (a).
0 0

3. We first consider the case f = 1:


Å ã Å ã
1 1
Å ã0 (x) − (a)
1 g g
(a) = lim
g x→a x−a
1 1

g(x) g(a)
= lim
x→a x−a
g(a) − g(x)
= lim
x→a g(x)g(a)(x − a)
g(a) − g(x) 1
= lim
x→a x − a g(a) lim g(x)
x→a
g0 (a)
=− .
[g(a)]2
To prove the statement for general f , we use the product rule:
Å ã0 Å ã Å ã Å ã0 Å ã
f 1 0 1 1 f 0 (a) g0 (a)
(a) = f (a) = f 0 (a) (a) + f (a) (a) = + f (a) −
g g g g g(a) [g(a)]2
f 0 (a)g(a) − f (a)g0 (a)
= . 
[g(a)]2
MATH2001 Basic Analysis Study Guide 2012 37

dc
Example 4.1.1. 1. If c ∈ R, then dx = 0.
d
2. For n ∈ N∗ we have xn = nxn−1 .
dx
Proof. 1. follows immediately from the definition.
2. We present an alternate proof to that given in first year: proof by induction. Again, for n = 1 the
statement is straightforward:
d y−x
x = lim = 1 = (1)x1−1 .
dx y→x y − x

Now assume the statement is true for n ∈ N∗ . Then, making use of the Product Rule,
Å ã
d n+1 d d n d
= (xn )(x) = x (x) + xn x = nxn−1 (x) + xn (1) = (n + 1)xn = (n + 1)x(n+1)−1 .

x 
dx dx dx dx
d n
As in first year calculus, we now obtain the derivative x = nxn−1 for negative integers n with the aid
dx
of the quotient rule. Also, the derivatives of the trigonometric functions sin, cos, tan have been derived
in first year calculus and should be known.
The proof of the differentiability of e x in first year calculus was incomplete; it will be given in the next
section.
Also, the differentiability of the inverse trigonometric functions, ln x and xr for r ∈ R \ N will be
postponed to the next section.

Theorem 4.3 (Fermat’s Theorem). Let I be an interval, f : I → R, and let c be in the interior of I. If f
has a local maximum or local minimum at c and f is differentiable at c, then f 0 (c) = 0.

Proof. Since c is an interior point of I, there is ε0 > 0 such that (c − ε0 , c + ε0 ) ⊂ I. Asumme that f has
a local maximum at c. Then there is ε ∈ (0, ε0 ) such that f (x) ≤ f (c) for all x ∈ (c − ε, c + ε). Therefore

f (x) − f (c) ≥ 0 for x ∈ (c − ε, c),
x−c ≤ 0 for x ∈ (c, c + ε).

Hence, since f is differentiable at c,

f (x) − f (c)
f 0 (c) = lim− ≥ lim− 0 = 0
x→c x−c x→c

and
f (x) − f (c)
f 0 (c) = lim+ ≤ lim+ 0 = 0.
x→c x−c x→c

Therefore 0 ≤ ≤ 0, which proves f 0 (c) = 0.


f 0 (c)
The case of a local minimum at c can be dealt with in a similar way, or we may use the fact that then − f
has a local maximum at c and therefore − f 0 (c) = 0 by the first part of the proof. 

Theorem 4.4 (Rolle’s Theorem). Let a < b be real numbers and f : [a, b] → R be a function having
the following properties:
1. f is continuous on the closed interval [a, b],
2. f is differentiable on the open interval (a, b),
3. f (a) = f (b).
Then there is c ∈ (a, b) such that f 0 (c) = 0.
38 Basic Analysis Study Guide 2012 MATH2001

Proof. If f is constant, then f 0 = 0, and the statement is true for any c ∈ (a, b). If f is not constant,
then there is x0 ∈ [a, b] such that f (x0 ) , f (a). We may assume f (x0 ) > f (a). Otherwise, f (x0 ) < f (a),
and we can consider − f . Since f is continuous on [a, b] by property 1, f has a maximum on [a, b], see
Corollary 3.18. That is, there is some c ∈ [a, b] such that f (c) ≥ f (x) for all x ∈ [a, b]. In particular,
f (c) ≥ f (x0 ) > f (a). Since f (a) = f (b), we have c , a and c , b, and therefore c ∈ (a, b). Hence
f 0 (c) = 0 by Fermat’s Theorem. 

Theorem 4.5 (First Mean Value Theorem). Let a < b be real numbers and f : [a, b] → R be a
continuous function which is differentiable on (a, b).
Then there is c ∈ (a, b) such that
f (b) − f (a)
= f 0 (c).
b−a
Proof. The function
f (b) − f (a)
g(x) = f (x) − (x − a)
b−a
is continuous on [a, b], differentiable on (a, b), and g(a) = f (a) = g(b). Hence g satisfies the assumptions
of Rolle’s theorem. Therefeore, there is c ∈ (a, b) such that g0 (c) = 0. But

f (b) − f (a)
g0 (x) = f 0 (x) − ,
b−a
and substituting c completes the proof. 

Tutorial 4.1.1. Let a < b be real numbers, f, g : [a, b] → R be continuous and differentiable on (a, b).
1. Show that g is injective on [a, b] if g0 (x) , 0 for all x ∈ (a, b).
2. Prove the Second Mean Value Theorem: If g0 (x) , 0 for all c ∈ (a, b), then there is c ∈ (a, b) such that

f (b) − f (a) f 0 (c)


= 0 .
g(b) − g(a) g (c)

Hint. Consider the function


f (b) − f (a)
h(x) = f (x) − (g(x) − (g(a)).
g(b) − g(a)

3. Show that the statement of the Second Mean Value Theorem remains correct if one replaces the
condition that g0 (x) , 0 for all x ∈ (a, b) with the weaker condition that g(a) , g(b) and that there is no
x ∈ (a, b) with g0 (x) = f 0 (x) = 0.
4. Prove the following one-sided version of l’Hôpital’s Rule: If f (a) = g(a) = 0, g0 (x) , 0 for x near a
f 0 (x)
and lim+ 0 exists, then
x→a g (x)
f (x) f 0 (x)
lim+ = lim+ 0 .
x→a g(x) x→a g (x)
MATH2001 Basic Analysis Study Guide 2012 39

4.2 The Chain Rule and Inverse Functions


Proposition 4.6. Let I be an interval, f : I → R and a ∈ I. The following are equivalent:
(i) f is differentiable at a.
(ii) There is γ ∈ R such that the function

 f (x) − f (a)

if x ∈ I \ {a},
f ∗ (x) = x−a
γ if x = a

is continuous at a.
(iii) There is a function f˜ : I → R such that f˜ is continuous at a and

f (x) = f (a) + f˜(x)(x − a), x ∈ I.

(iv) There are γ ∈ R and a function ε : I → R such that ε(0) = 0, ε is continuous at a, and

f (x) = f (a) + γ(x − a) + ε(x)(x − a), x ∈ I.

If (ii) or (iv) hold, then the number γ is unique and γ = f 0 (a). If (iii) holds, then f˜(a) = f 0 (a).

Theorem 4.7 (Chain Rule). Let I and J be intervals, g : J → R and f : I → R with f (I) ⊂ J, and let
a ∈ I. Assume that f is differentiable at a and that g is differentiable at f (a). Then g ◦ f is differentiable
at a and
(g ◦ f )0 (a) = g0 ( f (a)) f 0 (a).

Proof. In class. 

Theorem 4.8. Let I be an interval, let f : I → R be continuous and strictly increasing or decreasing,
and b ∈ f (I). Assume that f is differentiable at a = f −1 (b) with f 0 (a) , 0. Then f −1 is differentiable at
b = f (a) and
1 1
( f −1 )0 (b) = 0 −1 or, equivalently, ( f −1 )0 ( f (a)) = 0 .
f ( f (b)) f (a)
Proof. In class. 

This result now allows us to find the derivatives of arcsin and arctan.

Example 4.2.1. Show that arcsin : [−1, 1] → [− π2 , π2 ] is continuous on [−1, 1] and differentiable on
d
(−1, 1), and find arcsin.
dx
Solution. In class.

Finally, in this section we shall show that e x = exp(x) is differentiable and find its derivative. This will
then allow us to find the derivative of ln x as an inverse function.

Theorem 4.9 (Derivative of e x ).


1
1. e x ≥ 1 + x for x ∈ R and e x ≤ for x < 1.
1−x
d
2. e x is differentiable and e x = e x .
dx
Proof. In class. 
40 Basic Analysis Study Guide 2012 MATH2001

Tutorial 4.2.1. 1. Find the derivatives of


(a) arctan x, (b) arccos x, (c) ln x and ln |x|,
(d) ln | f (x)|, where f : I → R \ {0} is differentiable on I.
p 1
2. Let x > 0 and let r = with p ∈ Z and q ∈ N∗ . Define xr = (x p ) q .
q
Show that xr = exp(r ln x).
3. In view of tutorial problem 2 above, we define xr = exp(r ln x) for all x > 0 and r ∈ R.
(a) Show that lim exp(x) = 0.
x→−∞
1
(b) Show that lim r = 0 for all r > 0.
x→∞ x
Chapter 5

Series

5.1 Definitions and Basic Examples

Given a sequence {an }∞


n=1 of real numbers, the symbol

X
an
n=1

is called a series (of real numbers).



X
Definition 5.1. Let an be a series.
n=1
n
1. The number sn =
X
ai is called the n-th partial sum of the series.
i=1

X
2. The series an is said to converge if the sequence (sn ) converges.
n=1
In this case, the number s = lim sn is called the sum of the series and we write
n→∞

an = s
X

n=1

A series which does not converge is said to diverge or be divergent.



X
Note. 1. Observe that an denotes a series (convergent or divergent) as well as its sum if it converges.
n=1
2. A series does not have to start at n = 1. The change of notation is obvious for other starting indices.

Example 5.1.1 (See Calculus I). Consider the geometric series



arn ,
X
a , 0, r ∈ R.
n=0

Recall the partial sums for r , 1:

sn = a + ar + ar2 + · · · + arn ,
rsn = ar + ar2 + · · · + arn + arn+1 .

41
42 Basic Analysis Study Guide 2012 MATH2001

Subtracting these equations gives


sn − rsn = a − arn+1 ,
and so
a(1 − rn+1 )
sn = .
1−r
By Theorem 2.5, (sn ) and thus the geometric series converges if |r| < 1, with

a
arn = lim sn = ,
X

n=0
n→∞ 1−r

and diverges if |r| > 1 or r = −1. Finally, for r = 1, sn = a(n + 1), and thus sn → ∞ as n → ∞.

Thus we have shown

Theorem 5.1. The geometric series



arn ,
X
a , 0,
n=0
is convergent if |r| < 1, with sum

a
arn = .
X

n=0
1−r
If |r| ≥ 1, the geometric series diverges.

X
Example 5.1.2. Is the series 22n 31−n convergent or divergent?
n=1

Example 5.1.3. Write the number 5.4417 = 5.4417417417 . . . as a ratio of integers.

The following theorem has been proved in Calculus I.



an converges, then lim an = 0.
X
Theorem 5.2. If the series
n→∞
n=1

Proof. Let
sn = a1 + a2 + . . . an .
Then
an = sn − sn−1 .

X
Since an converges,
n=1
lim sn = s
n→∞
exists. Since also n − 1 → ∞ as n → ∞,

lim sn−1 = s.
n→∞

Hence
lim an = lim (sn − sn−1 ) = lim sn − lim sn−1 = s − s = 0.
n→∞ n→∞ n→∞ n→∞

The contrapositive statement to Theorem 5.2 is very useful:


MATH2001 Basic Analysis Study Guide 2012 43


X
Theorem 5.3 (Test for Divergence). If lim an does not exist or if lim an , 0, then the series an
n→∞ n→∞
n=1
diverges.

Note. From lim an = 0 nothing can be concluded about the convergence of the series
X
an .
n→∞
n=1

From Theorem 2.3 we immediately infer



X ∞
X
Theorem 5.4 (Sum Laws). Let c ∈ R and suppose that an and bn both converge. Then also
n=1 n=1
∞ ∞ ∞
(an + bn ) and
X X X
(can ), (an − bn ) converge, and
n=1 n=1 n=1

∞ ∞
(can ) = c
X X
1. an ,
n=1 n=1
∞ ∞ ∞
(an + bn ) = an +
X X X
2. bn ,
n=1 n=1 n=1
∞ ∞ ∞
(an − bn ) =
X X X
3. an − bn ,
n=1 n=1 n=1

∞ Å ã
5 1
+ n .
X
Example 5.1.4. Find the sum of the series
n=1
n(n + 1) 5

Note. For convergence it does not matter at which index the series starts. But it matters for the sum.

an converges if and only if for each ε > 0 there is K ∈ N such that for all
X
Theorem 5.5. The series
m n=1
X
m ≥ k ≥ K, an < ε.


n=k

Proof. In class. 

Tutorial 5.1.1. 1. Test each of the following series for convergence or divergence:
∞ Å ã ∞ Å ã ∞
1 n 1 n2 − 1
1+
X X X
(a) , (b) n sin , (c) .
n=1
n n=1
n n=1
n − 50n2

2. Which of the following is valid? Justify your conclusions.



X
(a) If an → 0 as n → ∞, then an is convergent.
n=1
X∞
(b) If an 6→ 0 as n → ∞, then an is divergent.
n=1

X
(c) If an is divergent, then an 6→ 0 as n → ∞.
n=1
44 Basic Analysis Study Guide 2012 MATH2001

5.2 Convergence Tests for Series


k ∞
and let sk =
X X
Lemma 5.6. Let an ≥ 0 for all k ∈ N∗ an . Then an converges if and only if (sn ) is
n=1 n=1
bounded.

Proof. In class. 

X ∞
X
Theorem 5.7 (Comparison Test). Let an and bn be series with nonnegative terms and assume
n=1 n=1
that an ≤ bn for all n ∈ N∗ .

X ∞
X
(i) If bn converges, then also an converges.
n=1 n=1

X ∞
X
(ii) If an diverges, then also bn diverges.
n=1 n=1

Proof. In class. 

X sin2 n + 10
Example 5.2.1. Test the series for convergence.
n=1
n + 2n


X
Definition 5.2. 1. A series an is called absolutely convergent if the series of its absolute values
n=1

X
|an | converges.
n=1

X
2. A series an is called conditionally convergent if it is convergent but not absolutely convergent.
n=1

Theorem 5.8. Every absolutely convergent series is convergent.

Proof. In class. 

Recall from Calculus I that there are convergent series which are not absolutely convergent.

Definition 5.3. An alternating series is a series of the form


X ∞
X
n
(−1) bn or (−1)n−1 bn with bn ≥ 0.
n=1 n=1


X ∞
X
n
Theorem 5.9 (Alternating series test). If the alternating series (−1) bn or (−1)n−1 bn satisfies
n=1 n=1
(i) bn ≥ bn+1 for all n,
(ii) lim bn = 0,
n→∞
then the series converges.
MATH2001 Basic Analysis Study Guide 2012 45

Proof. For positive integers k and m we have


k+2m
(−1)n bn = (bk − bk+1 ) + (bk+2 − bk+3 ) + · · · + (bk+2m−2 − bk+2m+1 ) + bk+2m
X
(−1)k
n=k
= bk − (bk+1 − bk+2 ) − · · · − (bk+2m+1 − bk+2m ).

Hence
k+2m
(−1)n bn ≤ bk .
X
k
0 ≤ bk+2m ≤ (−1)
n=k

Similarly,
k+2m+1
(−1)n bn ≤ bk − bk+2m+1 ≤ bk .
X
k
0 ≤ (−1)
n=k

Now let ε > 0. Since bk → 0 as k → ∞, there is K ∈ N such that bK < ε. Hence for all l ≥ k ≥ K:

l
X
(−1)n bn ≤ bk ≤ bK < ε.


n=k

Hence the alternating series converges. 

Note. lim bn = 0 is necessary by Theorem 5.3 since lim (−1)n bn = 0 ⇔ lim bn = 0 ⇔ lim (−1)n−1 bn =
n→∞ n→∞ n→∞ n→∞
0.

X 3n
Example 5.2.2. The alternating series (−1)n−1 does not converge since
n=1
4n − 1

3n 3
lim = ,0
n→∞ 4n − 1 4
and thus (ii) is not satisfied, which is necessary for convergence. See the note following the statement of
the Alternating Series Test.

X n2
Worked Example 5.2.3. Find whether the series (−1)n−1 is convergent.
n=1
n3 + 1

an+1
= L < 1, then the series
X
Theorem 5.10 (Ratio Test). (i) If lim sup an converges absolutely.
n→∞ a
n n=1

an+1
= l > 1, then the series
X
(ii) If lim inf
an diverges.
n→∞ a
n n=1

Proof. In class. 


Theorem 5.11 (Root Test). (i) If lim sup n |an | = L < 1, then the series
X
an converges absolutely.
n→∞ n=1


(ii) If lim sup n |an | = L > 1, then the series
X
an diverges.
n→∞ n=1

Proof. In class. 
46 Basic Analysis Study Guide 2012 MATH2001

∞ ßÅ ãn Å ãn ™ Å ã
1 3 1
+5
X
Tutorial 5.2.1. 1. Test n sin for convergence.
n=1
2 4 n
2. Prove that the sequence (an )∞
n=1 converges if and only if
(i) (a2n )∞
n=1 converges,
(ii) (a2n−1 )∞
n=1 converges,
(iii) (an − an−1 ) → 0 as n → ∞.
3. Use Tutorial 2 to prove the Alternating Series Test.
Hint. Show that (s2n )∞ ∞
n=1 and (s2n−1 )n=1 are monotonic sequences.

4. Use the alternating series test, ratio test or root test to test for convergence:
∞ Å ã ∞
X (−1)n n 2n X n!2n
(a) , (b) ,
n=1
2n + 1 n=1
(2n)!
∞ Å Å ãn ã ∞
1 nn
e− 1+
X X
n
(c) (−1) , (d) ,
n=1
n n=1
(n!)2
∞ ∞ Å Å ãã
X 2n X 1
(e) , (f) 2n sin .
n=1
n n=1
n

5.3 Power Series


Definition 5.4. Let a and cn , n ∈ N, be real numbers. A series

X
cn (x − a)n
n=0

is called a power series in (x − a) or a power series centred at a or a power series about a.

Note that (x − a)0 = 1. For x = a, all terms from the second onwards are 0, so the series converges to c0
for x = a.
Each power series defines a function whose domain is those x ∈ R for which the series converges.

X
Notation. With each power series cn (x − a)n we associate a number R or ∞, called the radius of
n=0
convergence of the series, which is defined as follows:

(i) R = 0 if lim sup n |cn | = ∞,
n→∞
1 √
(ii) R = √n if 0 < lim sup n |cn | ∈ R,
lim sup |cn | n→∞
n→∞

(iii) R = ∞ if lim sup n |cn | = 0.
n→∞


X
Theorem 5.12. There are three alternatives for the domain of a power series cn (x − a)n :
n=0
(i) If R = 0, then the series converges only for x = a.
(ii) If R = ∞, then the series converges for all x ∈ R.
(iii) If 0 < R ∈ R, then the series converges if |x − a| < R and diverges if |x − a| > R.
MATH2001 Basic Analysis Study Guide 2012 47

Note that (iii) says that the series converges for x in the interval (a − R, a + R) and diverges outside
[a − R, a + R]. For x = a − R and x = a + R anything can happen, see Calculus I. In any case, the domain
of the series is an interval, called the interval of convergence.


Proof. (i): We note that if lim sup n |cn | = ∞, then for x , a also
n→∞

|cn (x − a)n | = lim sup |cn | |x − a| = ∞.


p
n
p
n
lim sup
n→∞ n→∞

In view of the root test, this shows that the power series diverges if x , a.

(ii), (iii): If lim sup n |cn | ∈ R, then
n→∞

|cn (x − a)n | = |x − a| lim sup


p
n
p
n
lim sup |cn |.
n→∞ n→∞


Hence the power series converges for all x ∈ R if lim sup n |cn | = 0, proving (ii).
n→∞

If finally 0 < lim sup n |cn | ∈ R, then, by the Root Test, the series converges if
n→∞
√ 1
|x − a| lim sup n |cn | < 1, i. e., |x − a| < √ ,
n→∞ lim sup n |cn |
n→∞
and the series diverges if
1
|x − a| > √ . 
lim sup n |cn |
n→∞

Tutorial 5.3.1. 1. (a) Let c > 1 and put cn = n c − 1.
(i) Show that cn ≥ 0.
(ii) Show that lim sup cn ≤ 0. Hint. Use Bernoulli’s inequality.
n→∞ √
(iii) Conclude that lim n c = 1.
n→∞ √
(b) Use (a) to show that lim n c = 1 for all c > 0.
n→∞

X
2. Consider an with an , 0 for all n ∈ N. Show that
n=1

an+1 an+1
.
p
n
p
n
lim inf
≤ lim inf |an | ≤ lim sup |an | ≤ lim sup

n→∞ an n→∞ n→∞ n→∞ an

an+1
What can you say if lim exists or is ∞?
n→∞ an

X
3. Consider the power series an (x − a)n with an , 0 for all n ∈ N. Using tutorial problem 2 above or
n=1
an
otherwise, prove that if R = lim

exists or is ∞, then R is the radius of convergence of the power
n→∞ a n+1

series.
√n
4. Prove that lim n = 1.
n→∞
48 Basic Analysis Study Guide 2012 MATH2001

5. Find the radius and interval of convergence for each of the following power series:
∞ ∞ ∞
X (2x)n X xn X
(a) , (b) n
, (c) nn xn ,
n=1
n n=0
n n=0
∞ ∞ ∞
X (x − 1)n X (−2x)n X
(d) √ , (e) , (f) (−1)n xn ,
n=1
3n n n=1
n3 n=0
∞ Å ãn2 ∞ ∞
X n X (x + 3)n X (nx)n
(g) xn , (h) , (f) .
n=0
n+1 n=1
n3 n=0
(2n)!
48
MATH2001 Basic Analysis Study Guide 2012 49

Past Basic Analysis Test and Examination


Papers

E.1 2009
E.1.1 March Test 2009
50 Basic Analysis Study Guide 2012 MATH2001
MATH2001 Basic Analysis Study Guide 2012 51
52 Basic Analysis Study Guide 2012 MATH2001
MATH2001 Basic Analysis Study Guide 2012 53
54 Basic Analysis Study Guide 2012 MATH2001

E.1.2 Tut Test April 2009


MATH2001 Basic Analysis Study Guide 2012 55

E.1.3 Tut Test May 2009


56 Basic Analysis Study Guide 2012 MATH2001

E.1.4 Final Examination June 2009


MATH2001 Basic Analysis Study Guide 2012 57
58 Basic Analysis Study Guide 2012 MATH2001
MATH2001 Basic Analysis Study Guide 2012 59
60 Basic Analysis Study Guide 2012 MATH2001
MATH2001 Basic Analysis Study Guide 2012 61
62 Basic Analysis Study Guide 2012 MATH2001
MATH2001 Basic Analysis Study Guide 2012 63

E.2 2010
E.2.1 Test 1 2010
64 Basic Analysis Study Guide 2012 MATH2001
MATH2001 Basic Analysis Study Guide 2012 65
66 Basic Analysis Study Guide 2012 MATH2001

E.2.2 Midterm Test 2010


MATH2001 Basic Analysis Study Guide 2012 67
68 Basic Analysis Study Guide 2012 MATH2001

E.2.3 April Test 2010


MATH2001 Basic Analysis Study Guide 2012 69
70 Basic Analysis Study Guide 2012 MATH2001

E.2.4 Final Examination June 2010


MATH2001 Basic Analysis Study Guide 2012 71
72 Basic Analysis Study Guide 2012 MATH2001
MATH2001 Basic Analysis Study Guide 2012 73
74 Basic Analysis Study Guide 2012 MATH2001

E.3 2011
E.3.1 March Tut Test 2011

MATH2001Basic Analysis MCQ Test 30 March 2011


All four questions are multiple choice questions and must be answered on the computer card provided.
Please ensure that your student number is entered on the card, by pencilling in the requisite digit for
each block. There is only one correct answer to each question.

Question 1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . [3 marks]
Which of the following is not an axiom of the real numbers?

(A) For all a, b ∈ R, a + b = b + a.

(B) For all a ∈ R with a , 0 there is a−1 ∈ R such that a · a−1 = 1.

(C) 1 , 0.

(D) For all a ∈ R there is a unique −a ∈ R such that a + (−a) = 0.

(E) For all a, b ∈ R: If a > 0 and b > 0, then ab > 0.

Question 2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . [2 marks]
Which of the following statements is false?

(A) a < b and b < −c ⇒ a < −c.

(B) a < b and c < 0 ⇒ a + c < b + c.

(C) a < b and c < 0 ⇒ ac < bc.

(D) x2 < 1 ⇒ x < 1.


1 1
(E) 0< x≤y⇒ ≤ .
y x

Question 3 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . [2 marks]
Consider the set

S = (−3, −1) ∪ {0} ∪ [5, 8].


Which of the following statements is true?

(A) S has no maximum and no minimum.

(B) min S = 5 and max S = 8.

(C) inf S = −3 and sup S = −1.

(D) min S = −3 and max S = 8.

(E) inf S = −3 and sup S , 0.


MATH2001 Basic Analysis Study Guide 2012 75

Question 4 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . [3 marks]
Let S be a nonempty subset of R and consider the statements

(i) If a is the greatest element of S , then a = sup S .

(ii) If sup S = a, then M is a lower bound of S if and only if M ≤ a.

(iii) If sup S = a, then S has a maximum.

(iv) If inf S = a and a ∈ S , then S has a minimum.

Which of the following is true?

(A) (i) and (ii)

(B) (ii) and (iii)

(C) (iii) and (iv)

(D) (i) and (iii)

(E) (i) and (iv)

E.3.2 Midterm Test 2011


Math2001–Basic Analysis Examination May 11 2011
Time: 60 minutes Total marks: 60 marks

SECTION A Multiple choice


Answer the multiple choice questions on the computer card provided. There is only one correct answer
to each question. Please ensure that your student number is entered on the card, by pencilling in the
requisite digit for each block.
Question 1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . [4]
In the following trial proof of
n2
lim 2 = 1,
n→∞ n + 1

n2 −1

− 1 <  ⇔ 2 <

n + 1 n + 1
2

1
⇔ < (1)
n2 + 1
1
⇐ 2 < (2)
n
¢ •
1
⇔n> √ .

A. (1) is true by | − 1| = 1 and n2 + 1 > 0 and (2) is true by n2 + 1 > n2 .

B. (1) is true by n2 + 1 > 1/ ⇒ n2 > 1/ and (2) is true.

C. (1) is true by n2 > 1/ and (2) is false.

D. (1) is true by | − 1| = 1 and (2) is false.


1
E. (1) is true by | − 1| = 1 and n + 1 > 0 and (2) is true by < .
n2
76 Basic Analysis Study Guide 2012 MATH2001

Question 2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . [4]
Which one of the following conditions is not equivalent to the definition of

lim an = L?
n→∞

A. For each  > 0 there exists A ∈ R such that n ≥ A ⇒ |an − L| < .


1
B. For each m ∈ N there exists K ∈ N such that n ≥ K ⇒ |an − L| < .
m
C. For each  > 0 the set {n ∈ N : L −  ≤ an ≤ L + } is finite.
D. For each  > 0 there exists K ∈ N such that n ≥ K ⇒ an < L + .
E. For each  > 0 there exists K ∈ N such that n ≥ K ⇒ L −  < an < L + .
Question 3 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . [4]
Bernoulli’s inequality: If (i) x1 , x2 , · · · , xn ∈ R all have the same sign and (ii) each xi > −1, then

(1 + x1 )(1 + x2 ) · · · (1 + xn ) ≥ 1 + x1 + x2 + · · · + xn .

Proof: For n = 1, 1 + x1 = 1 + x1 .
Suppose that for n = k,

(1 + x1 )(1 + x2 ) · · · (1 + xk ) ≥ 1 + x1 + x2 + · · · + xk .

Then
(1 + x1 )(1 + x2 ) · · · (1 + xk )(1 + xk+1 ) ≥ (1 + x1 + x2 + · · · + xk )(1 + xk+1 ) (1)
= (1 + x1 + · · · + xk + xk+1 ) + (x1 xk+1 + x2 xk+1 + · · · + xk xk+1 )
≥ 1 + x1 + x2 + · · · + xk + xk+1 . (2)
By the principle of mathematical induction, the inequality is true for all n ∈ N.
In this proof,
A. (1) is true by (i) and (ii) and (2) is true by the inductive hypothesis.
B. (1) is true by the inductive hypothesis and (ii), and (2) follows from (i).
C. (1) is true by the inductive hypothesis and (2) is false.
D. (1) is true by (i) and (ii) and (2) is true for all x1 , · · · , xk+1 ∈ R.
E. None of the above.
Question 4 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . [4]
Let x ∈ R. Then
A. lim xn = 1 if and only if −1 < x < 1;
n→∞

B. the sequence (xn ) does not converge;


C. lim xn = 0 if and only if −1 < x < 1;
n→∞

D. lim xn = ∞;
n→∞

E. lim xn = −∞ if x < 0 and lim xn = −∞ if x > 0.


n→∞ n→∞
MATH2001 Basic Analysis Study Guide 2012 77

Question 5 In the following proof of the inequality |x − y| ≥ | |x| − |y| |,

|x − y| = |x + (−y)| ≥ |x| − | − y| (1)


= |x| − |y|. (2)
|x − y| = |y − x| ≥ |y| − |x| (3)
= −(|x| − |y|).
∴ |x − y| ≥ | |x| − |y| | .

A. (1) is true by |x + y| ≥ |x| − |y| and (3) is true by (1) and (2).

B. (1) is true by |x| ≥ 0 and (3) is true by (1) and (2).

C. (1) is true by |x + (−y)| = |y + (−x)| and (3) is true by (1) and (2).

D. (1) is true by | − y| = |y| and (3) is true by |x| − |y| = |y| − |x|.

E. (1) is true by | − x| = |x| and (3) is true by (1).

SECTION B
Answer this section in the answer book provided.
Question 6 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . [6]
The principle of mathematical induction (PMI) is stated as

Let A(n) be a statement about n ∈ N. If (1) A(0) is true, and (2) A(n) ⇒ A(n + 1); then
for all n ∈ N, A(n) is true.

Prove that the principle of mathemtical induction is equivalent with the axiom:
(P4) If S ⊆ N such that 0 ∈ S and n ∈ S ⇒ n + 1 ∈ S then S = N.
Question 7 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . [8]
Suppose that sequences (an ) and (bn ) converge. Prove that

lim (an + bn ) = lim an + lim bn .


n→∞ n→∞ n→∞

Question 8 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . [8]
Prove the Sandwich Theorem: if an ≤ bn ≤ cn and lim an = L = lim cn , then lim bn = L.
n→∞ n→∞ n→∞
Question 9 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . [8]
Prove that a convergent sequence is bounded.
Question 10 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . [10]
Let 0 < a < 1. Prove that
lim (n + 1)a − na = 0.
 
n→∞
78 Basic Analysis Study Guide 2012 MATH2001

E.3.3 May Tutorial Test 2011

MATH2001Basic Analysis MCQ Test 30 March 2011


All four questions are multiple choice questions and must be answered on the computer card provided.
Please ensure that your student number is entered on the card, by pencilling in the requisite digit for
each block. There is only one correct answer to each question.

Question 1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . [2 marks]
Let f be a function which is defined in a neighbourhood of a real number a. Four of the following five
statements are equivalent to each other. Which is the statement which is not equivalent to the other four?

(A) ∀ ε > 0 ∃ δ > 0 (|x − a| ≤ δ ⇒ | f (x) − f (a)| ≤ ε)

(B) ∀ ε > 0 ∃ δ > 0 (|x − a| < δ ⇒ | f (x) − f (a)| < ε)

(C) ∀ ε > 0 ∃ δ > 0 (0 < |x − a| < δ ⇒ | f (x) − f (a)| < ε)

(D) ∀ ε > 0 ∃ δ > 0 (0 < |x − a| < δ ⇒ 0 < | f (x) − f (a)| < ε)

(E) f is continuous at a

Question 2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . [3 marks]
You have copied the following proof of
“If lim f (x) = L and lim g(x) = M, then lim ( f (x) + g(x)) = L + M”
x→∞ x→∞ x→∞
from the blackboard.

(1) Let ε > 0.

(2) Then there are


ε
K1 > 0 such that x > K1 ⇒ | f (x) − L| <
3
ε
and K2 > 0 such that x > K2 ⇒ |g(x) − M| < .
3
(3) Let K = min{K1 , K2 }. Then
ε ε
x > K ⇒ | f (x) − L| < and |g(x) − M| < .
3 3
(4) Hence x > K ⇒ |( f (x) + g(x) − (L + M)| < ε.

(5) Since ε > 0 is arbitrary, lim ( f (x) + g(x)) = L + M.


x→∞

Revising this proof you find that

(A) the proof is correct

(B) statement (2) is incorrect

(C) statement (3) does not follow from statement (2)

(D) statement (4) does not follow from statement (3)

(E) statement (5) does not follow from statement (4)


MATH2001 Basic Analysis Study Guide 2012 79

Question 3 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . [2 marks]
Let 
 x if x is rational,
f (x) = g(x) = 2x and h(x) = 2.
0 if x is irrational,

Then

(A) f ◦ g is not continuous at 1

(B) f ◦ h is not continuous at 1

(C) f ◦ h is not continuous at 0

(D) g ◦ h is not continuous at 0

(E) g ◦ f is not continuous at 0

Question 4 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . [3 marks]
To check for existence of lim g(x), the Sandwich Theorem cannot be applied to the following set of
x→0
functions, where, for each x, f (x) and h(x) in the Sandwich Theorem are either u(x) or v(x):

(A) g(x) = e x sin x, u(x) = e x and v(x) = sin x


3
(B) g(x) = x 2 , u(x) = x2 and v(x) = x
3
(C) g(x) = |x| 2 , u(x) = x2 and v(x) = |x|

x if x is rational,
(D) g(x) = u(x) = 0 and v(x) = x
0 if x is irrational,

(E) g(x) = x sin2 x, u(x) = x2 e x and v(x) = −|x|


80 Basic Analysis Study Guide 2012 MATH2001

E.3.4 Final Examination June 2011


MATH2001–Basic Analysis Final Examination June 2011
Time: 90 minutes Total marks: 90 marks

SECTION A Multiple choice


Answer the multiple choice questions on the computer card provided. There is only one correct answer
to each question. Please ensure that your student number is entered on the card, by pencilling in the
requisite digit for each block.
Question 1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . [3]
Let (an ) be a bounded sequence. Which of the following statements is true for all such sequences?

A. (an ) converges if and only if an − lim inf ak → 0 as n → ∞.


k→∞

B. lim sup an ∈ R and lim inf an ∈ R and


n→∞ n→∞

2 lim an = lim sup an + lim inf an .


n→∞ n→∞ n→∞

C. (an ) converges if and only if lim sup an = lim sup an .


n→∞ n→∞

D. For all n ∈ N, an ≤ lim sup ak ∈ N.


k→∞

E. None of the above.

Question 2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . [3]

P
Consider the series an . Which of the following statements is false?
n=1

A. If lim sup |an | < 1, then
P
an converges.
n→∞ n=1

√ ∞
B. If lim sup n |an | < 1, then
P
an converges.
n→∞ n=1

|an+1 | ∞
< 1, then
P
C. If an , 0 for all n and if lim sup an converges absolutely.
n→∞ |an | n=1

√ ∞
D. If lim sup n |an | > 1, then
P
an diverges.
n→∞ n=1

E. None of the above.


MATH2001 Basic Analysis Study Guide 2012 81

Questions 3–7 below refer to the following theorem and its proof.
Theorem. Suppose that f is continuous on the closed interval [a, b] with f (a) , f (b). Then for any
number k between f (a) and f (b) there exists a number c in the open interval (a, b) such that f (c) = k.
Question 3 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . [1]
How is this theorem called?

A. Fermat’s Theorem

B. Intermediate Value Theorem

C. Mean Value Theorem

D. Monotone Continuity Theorem

E. Rolle’s Theorem

Question 4 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . [3]
Assume that f (a) < f (b) and define S = {x ∈ [a, b] : f (x) < k}. Then

A. S , ∅ since b < S and S is bounded above by k;

B. S , ∅ since a ∈ S and S is bounded above by k;

C. S , ∅ since b ∈ S and S is bounded above by k;

D. S , ∅ since b ∈ S and S is bounded above by b;

E. S , ∅ since a ∈ S and S is bounded above by b.

Question 5 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . [2]
The set S defined in Question 3 has a supremum

A. since S , ∅;

B. by Dedekind completeness;

C. since f (a) < f (b);

D. since f is continuous;

E. since a < b.

Question 6 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . [3]
Let c = sup S and assume that f (c) < k. Since k − f (c) > 0 and f is continuous from the right at c,

A. there is δ > 0 such that c ≤ x < c + δ implies | f (x) − f (c)| < k;

B. there is δ > 0 such that c ≤ x < c + δ implies | f (x) − f (c)| < f (c) − k;

C. there is δ > 0 such that c ≤ x < c + δ implies | f (x) − f (c)| < f (x) − k;

D. there is δ > 0 such that c − δ ≤ x < c implies f (x) < k;

E. there is δ > 0 such that c ≤ x < c + δ implies | f (x) − f (c)| < k − f (c).
82 Basic Analysis Study Guide 2012 MATH2001

Question 7 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . [3]
The correct answer in Question 6 contradicts the assumptiom that f (c) < k since the answer would imply
that

A. f (x) ∈ S for all c ≤ x < c + δ;

B. S is unbounded;

C. S = ∅;

D. sup S < c;

E. S is not closed.

Question 8 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . [3]
sin x(e x − 1)
The function f (x) = is
x2
f (x)
A. is differentiable at x = 0 since lim exists;
x→0 x
f (x) − 1
B. is differentiable at x = 0 since lim exists;
x→0 x
C. is differentiable at x = 0 since sin x, e x − 1 and x2 are differentiable at x = 0;
f (x)
D. is not differentiable at x = 0 since lim does not exist;
x→0 x
E. is not differentiable at x = 0 since f is not defined at x = 0;

Question 9 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . [3]
Let I be an interval and f : I → R. Which of the following statements is not always true?

A. If f is continuous and I = [a, b], a < b, then f is bounded.

B. If f is continuous and unbounded, then I is not a bounded interval.

C. If f is differentiable, then f is continuous.

D. If f is differentiable and I = [a, b], a < b, then


| f (b) − f (a)| ≤ (b − a) sup = | f 0 (x)|.
x∈(a,b)

E. If f is differentiable and I = [a, b], a < b, then


f (b) − f (a) ≤ (b − a) sup = f 0 (x).
x∈(a,b)
MATH2001 Basic Analysis Study Guide 2012 83

SECTION B
Answer this section in the answer book provided.
Question 1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . [9]
Write down the definitions of the following limits of functions where a, L ∈ R and f is a real-valued
functions. Also write down the assumptions for the domain of f .
(a) lim− f (x) = L. (3)
x→a
(b) lim+ f (x) = −∞. (3)
x→a
(c) lim f (x) = L. (3)
x→∞
Question 2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . [14]
1
Prove from the definitions that (a) lim − = −∞ (6)
x→−1 x + 1
x +1
2
(b) lim 2 =1 (8)
x→−∞ x − 1

Question 3 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . [10]
Let a ∈ R and let f and g be continuous at a. Prove that the product f g is also continuous at a.
Question 4 . . . . . . . . Å
. . . . . . .ã. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . [17]
x n
Recall that e = lim 1 +
x . (a) Show that e x ≥ 1 + x for all x ∈ R.
n→∞ n
Hint. You may use Bernoulli’s inequality. (6)
1
(b) Using part (a) or otherwise show that e ≤ x for x > −1. (3)
1−x
eh − 1
(c) Show that lim exists, and find this limit. (5)
h→0
x
h
(d) Show that e is differentiable and find its derivative. (3)
Question 5 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . [6]
Let f : [0, 2] → R be continuous with f (0) = f (2). Show that there is c ∈ [0, 1] such that f (c) = f (c+1).
Question 6 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . [10]
(a) Let (an ) be a sequence of real numbers with an , 0 for all n. Prove that (7)

an+1
.
p
n
lim sup |an | ≤ lim sup
n→∞ n→∞ a n

(b) Give an example for a sequence (an ) where the inequality


in
(a) is strict.
p
n
an+1
Write down the values of for lim sup |an | and lim sup for your example. No proof is required.
n→∞ n→∞ an
(3)