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Result (iii), we know that there exists ã ∈ A such that ã > sup A − 2 and there
Definition: Sequence
A sequence is a function f : N → R. f (n) is the n-th term on the list. We shall
denote a sequence by {an }∞
1 . So f (n) = an .
We are interested about the ‘tail’ of a sequence, that is how it behaves for large n, or
as n → ∞.
Different ways of writing a sequence
∞
1 1 1 1 1
(i) 1, , , , . . .; (ii) ; (iii) a1 = 1, an+1 = an
2 4 8 2n−1 n=1 2
Before we proceed, we need one more definition.
Definition: Neighbourhood
For any a ∈ R and > 0, the -neighbourhood of a is the set of all points whose
distance from a is strictly less than . Formally, B (a) = {x | |x − a| < }.
Convergence of a sequence
A sequence {an }∞
n=1 converges to a: If for every > 0, there exists N ∈ N such that
∀n ≥ N, an ∈ B (a).
Observation 1: Choice of N is dependent on .
A sequence which does not converge to any a ∈ R is said to diverge.
Important Results
Results: Let lim an = a and lim bn = b
1. Take the sequence {can }∞ n=1 , where c ∈ R. lim(can ) = ca.
2. Take the sequence {an + bn }∞ n=1 . lim(an + bn ) = a + b.
3. If an ≤ c for all n, then a ≤ c. Similarly, if an ≥ c then a ≥ c.
4. If an ≤ bn for all n, then a ≤ b.
(Proof of Result 1.): If c = 0 then it is trivial. Take c 6= 0. We want to show that for
> 0, we can find N such that for all n ≥ N, can ∈ B (ca).
Lets choose that N for which an ∈ B (a) for all n ≥ N. Lets check that this N will
|c|
indeed work. |can − ca| = |c||an − a| < |c|. |c| = .
(Proof of Result 2.): We want to show that for > 0, we can find N such that for all
n ≥ N, an + bn ∈ B (a + b). Rest of the proof is about construction of such N.
Pick N1 such that an ∈ B (a) for all n ≥ N1 (this is possible because lim an = a).
2
Pick N2 such that bn ∈ B (b) for all n ≥ N2 (this is possible because lim bn = b).
2
Take N = max{N1 , N2 }. Lets check that this N will work
|(an + bn ) − (a + b)| ≤ |an − a| + |bn − b| < 2 + 2 =
(Proof of Result 3.): We shall prove this by contradiction. Suppose an ≤ c for all n
but a > c. Let us choose = a − c/2 . By convergence, there must exist N such that
for all n ≥ N such that an ∈ B (a). But then for all such n, an > (a − a−c
2
) = a+c
2
>c
(the last equality follows from a > c). We reach a contradiction.
(Proof of Result 4.): Construct a sequence {xn }∞ n=1 such that xn = (bn − an ) for all n.
Using Result 1 and 2, lim xn = (lim bn − lim an ) = b − a. Since xn ≥ 0 for all n, by
Result 3, b − a ≥ 0.
Bounded and Monotone Sequence
Definition: Subequence
A subsequence {bn }∞ ∞
n=1 of a sequence {an }n=1 is a selection from the original
sequence. That is b1 = an1 , b2 = an2 , b3 = an3 , . . ., where n1 < n2 < n3 < . . .
(i) Order of the terms in subsequence same as original sequence, (ii) repetitions are
not allowed.
Results
7. Subsequence of a convergent sequence converges to the same limit.
(Sketch of a proof): Suppose {bn }∞ ∞
n=1 is a subsequence of {an }n=1 and lim an = a.
We want to show that lim bn = a. For every > 0, we want to find N such that for all
n ≥ N, bn ∈ B (a). Choose the N such that n ≥ N, an ∈ B (a). This N will do the
job for bn as well.
Observation: In a sequence if we can find two subsequences which converge to
different limits, then the original sequence diverges.
Bolzano-Weierstrass Theorem
Definition: Derivative
(f (x)−f (c))
Derivative of f at c is f 0 (c) = limx→c (x−c)
provided this limit exists. Otherwise
f is not differentiable at c.
Examples:
(x 2 −c 2 )
1. f (x) = x 2 . f 0 (c) = limx→c
(x−c)
= limx→c (x + c) = 2c
(|x|−|c|)
2. f (x) = |x|. f 0 (0) =limx→0 (x−c) does not exist because the limit depends on
whether we take positive or negative sequence.
Derivative of function from R to R
Observation 1: If f is differentiable at c then f is continuous at c. The converse is
not true. h i
(f (x)−f (c))
Proof: limx→c f (x) − f (c) = limx→c (x−c)
(x − c) =
h i
(f (x)−f (c))
limx→c (x−c) [limx→c (x − c)] = f 0 (c) · 0 = 0. Hence, limx→c f (x) = f (c)
Observation 2: Let f be differentiable at c. If h is small then f (c + h) is
approximated by [f (c) + f 0 (c)h]. This follows from the definition of derivative.
Result 3: Let f and g have derivative at c. Then
(i) (f + g )0 (c) = f 0 (c) + g 0 (c)
(ii) (fg )0 (c) = f 0 (c)g (c) + g 0 (c)f (c)
0
f 0 (c)g (c)−g 0 (c)f (c)
(iii) gf (c) = (g (c))2
(iv ) If f is differentiable at c and g is differentiable at f (c) then
(g ◦ f )0 (c) = g 0 (f (c))f 0 (c)
g (y )−g (f (c))
Proof of (iv ): Define d(y ) = y −f (c)
− g 0 (f (c)). Note that d(y ) is defined for all
y 6= f (c) and limy →f (c) d(y ) = 0. To complete the definition, choose d(f (c)) = 0 so
that d is continuous at f (c). we can rewrite the above equation as
g (y ) − g (f (c)) = [g 0 (f (c)) + d(y )](y − f (c)).
g (f (t))−g (f (c)) f (t)−f (c)
For all t 6= c, (using the above) we have t−c
= [g 0 (f (c)) + d(f (t))] t−c .
Taking limt→c , we obtain
f (t)−f (c)
(g ◦ f )0 (c) = (limt→c [g 0 (f (c)) + d(f (t))]) limt→c t−c = g 0 (f (c))f 0 (c)
Visualizing multivariable functions
∂f f (x̄1 , x̄2 , . . . , x̄i + t, . . . , x̄l ) − f (x̄1 , x̄2 , . . . , x̄i , . . . , x̄l ) f (x̄ + tei ) − f (x̄)
= lim = lim
∂xi t→0 t t→0 t
[f (y ) − f (x̄) − γ · (y − x̄)]
lim =0
y →x̄ ||y − x̄||
Observations
1. Partial derivatives of f exists at x̄ and γ = Df (x̄).
[f (y )−f (x̄)−γ·(y −x̄)]
Proof: Since the limit of ||y −x̄||
exists, all sequences have the same limit.
[f (x̄+tei )−f (x̄)−γ·(tei )]
We take the sequence x̄ + tei where t → 0. Hence limt→0 ||tei ||
=0
f (x̄+tei )−f (x̄) ∂f
⇒ limt→0 t
= γ · (ei ) ⇒ ∂xi
(x̄) = γi
2, If h is small then f (x̄ + h) is approximated by [f (x̄) + Df (x̄) · h]. Equivalently
[f (x̄ + h) − f (x̄)] is approximated by Df (x̄) · h, which is called Total derivative.
3 f is continuous at x̄.
Proof: For all y 6= x̄, we can write
[f (y )−f (x̄)−γ·(y −x̄)]
[f (y ) − f (x̄)] = ||y −x̄||
||y − x̄|| + Df (x) · (y − x̄). Taking limit as y → x̄,
we get our result.
Derivative of function from Rl to R
Chain rule:
Sometime we shall deal with situations where x1 , x2 , . . . , xl are functions of a
parameter t ∈ R. Then we can write a composite function g (t) = f (x1 (t), . . . , xl (t)),
where g : R → R. We may want to know how g changes with t. When f and xk are
continuously differentiable for all k, This is given by
g 0 (t0 ) = Df (x(t0 )) · x 0 (t0 ), where x 0 (t0 ) = (x10 (t0 ), x20 (t0 ), . . . , xl0 (t0 ))
(We omit the proof, which is similar to chain rule in R → R)
Second
2 order partial
derivative
of f with respect to xi and xj at x̄ is defined as
∂ f ∂ ∂f
∂x ∂x
(x̄) = ∂x ∂x
(x̄) for all i = 1, 2, . . . l and j = 1, 2, . . . , l
i j i j
If first and second order partial derivative of f exists for all for all x ∈ A and these
2
partial derivatives
are continuous in A then we say that f ∈ C (A).
functions
∂2f ∂2f
If f ∈ C 2 (A) then ∂xi ∂xj
(x̄) = ∂xj ∂xi
(x̄) for all i, j.
Second order partial derivative matrix is also called Hessian matrix