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Study Guides in Mathematics 2009 School of Mathematics University of the Witwatersrand 7c? rae ADVANCED ANALYSIS Study Guide for MATH2016 % © 0, Annese’® Contents 2. Differentiation 21 22 3. Riemann Integration 3 32 33 34 35 Revision — Self Study ‘The Chain Rule and Inverse Functions Suprema andInfima....... 2.2... bec e ences Riemann Sums Refinements ‘The Riemann Integral . . Properties of the Integral See iss Chapter 2 Differentiation 2.1 Revision — Self Study In this section we recall definitions and results which have been stated and proved in first year calculus. ‘These results must be known but will not be examined directly. Definition 2.1. Let / be an interval, f : / > R, anda J. 1. f is called differentiable at a if the limit L)-f@ f@)= tim senile) exists. The number /”(x) is called the derivative of f. 2. fis called differentiable on / if f is differentiable at each x € J. af Note. We also use the notations © a ” To al tors. Theorem 2.1. Let [ be an interval, f : 1+ R, and a € I. If f is differentiable at a, then f is continuous ata. Proof. From £G) = §@+———(x-a) LO-f0/, xa it follows that, lim f@) = f@ + fim “PZ tim @-a) = fg + @IO=f@. 0 a) sir ene ‘Theorem 2.2 (Rules for the derivative). Let I be an interval, fg: 1 Ba €1, f and g differentiable ata, andc € R. Then 1. Linearity of the derivative: f +g and cf are differentiable at a, and F+N@=L@+GI@ and (cfY(a)=cf'(a. 2. Product Rule: fg is differentiable at a, and (faY(@) = f'@a(a) + fladg'(a). 1