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You are on page 1of 88

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

This book

belongs to

Contents

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

3.1 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.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

i

ii Basic Analysis Study Guide 2012 MATH2001

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

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.

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.

(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.

1

2 Basic Analysis Study Guide 2012 MATH2001

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)

Then

= (x + a) + (−a) by (A1)

= (a + x) + (−a) by (A2)

=b−a ∵ a+x=b

(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

(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.

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.

(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

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

(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) 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.

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.

(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)

⇔0−a>0 by definition of 0 > a

⇔ −a > 0 ∵ 0 − a = −a + 0 = −a

(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.

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

x if x ≥ 0,

|x| =

−x if x < 0.

(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 .

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.

(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.

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 .

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.

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 .

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 .

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.

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

C. The Dedekind completeness axiom

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

For the existence of the square root define

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

= 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

Case II: Ma2 > a. Put

M2 − a

ε= a .

2Ma

Then 0 < ε < 21 Ma and

> Ma2 − a − 2Ma ε

Ma2 − a

= Ma2 − a − 2Ma

2Ma

= 0.

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 }.

−S = {x ∈ R : −x ∈ S }.

MATH2001 Basic Analysis Study Guide 2012 9

(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.

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.

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,

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

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.

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.

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 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,

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

Deduce that

1 1

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

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 , . . . .

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:

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.

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.

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.

n→∞ n→∞ n→∞

Proof. In class.

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,

yε

1 1

0 < xn < ≤ = ε.

1 + ny 1 + 1−ε

ε

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.

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

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.

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.

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

n=1 is called

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.

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.

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.

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 → ∞.

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

n→∞ n→∞

n→∞

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

inf{ak : k ≥ n}

n→∞ n→∞

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→∞

n→∞ n→∞ n→∞

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

n→∞ n→∞ n→∞

Proof. 1. In Class.

2., 3. Exercise.

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.

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.

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

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.

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:

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

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

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

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

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

x→a x→a x→a

x→a

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

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.

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

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.

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

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.

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

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

x→a x→a x→a

x→a x→a x→a

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

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.

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

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

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,

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.

(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

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

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

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.

x→0

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

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

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

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

|x| + x

if x , 0,

f (x) = 2x

if x = 0.

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.

a (a+ , a− ), which can be written, e. g., as

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

x→a x→a

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.

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.

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

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

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.

bxc

if x , 0,

f (x) = x

−1 if x = 0.

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

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.

(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 .

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

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.

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

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

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).

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

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

= 0 .

g(b) − g(a) g (c)

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

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

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

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.

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

(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

n=1 of real numbers, the symbol

∞

X

an

n=1

∞

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

∞

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.

∞

arn ,

X

a , 0, r ∈ R.

n=0

sn = a + ar + ar2 + · · · + arn ,

rsn = ar + ar2 + · · · + arn + arn+1 .

41

42 Basic Analysis Study Guide 2012 MATH2001

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 → ∞.

∞

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

∞

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→∞

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

∞

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

∞

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

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

Proof. In class.

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

∞

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

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

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

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

∞

X

cn (x − a)n

n=0

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→∞

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→∞

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

Papers

E.1 2009

E.1.1 March Test 2009

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E.2 2010

E.2.1 Test 1 2010

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E.3 2011

E.3.1 March Tut Test 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?

(C) 1 , 0.

Question 2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . [2 marks]

Which of the following statements is false?

1 1

(E) 0< x≤y⇒ ≤ .

y x

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

Consider the set

Which of the following statements is true?

MATH2001 Basic Analysis Study Guide 2012 75

Question 4 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . [3 marks]

Let S be a nonempty subset of R and consider the statements

Math2001–Basic Analysis Examination May 11 2011

Time: 60 minutes Total marks: 60 marks

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 .

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→∞

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→∞

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

n→∞

D. lim xn = ∞;

n→∞

n→∞ n→∞

MATH2001 Basic Analysis Study Guide 2012 77

= |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).

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|.

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

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

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?

(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.

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.

x→∞

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

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):

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,

80 Basic Analysis Study Guide 2012 MATH2001

MATH2001–Basic Analysis Final Examination June 2011

Time: 90 minutes Total marks: 90 marks

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?

k→∞

n→∞ n→∞

n→∞ n→∞ n→∞

n→∞ n→∞

k→∞

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

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

E. Rolle’s Theorem

Question 4 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . [3]

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

Question 5 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . [2]

The set S defined in Question 3 has a supremum

A. since S , ∅;

B. by Dedekind completeness;

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,

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;

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

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?

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

x∈(a,b)

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

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)

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