Mathematical Preliminaries

August 24, 2021

Numerical Analysis

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Limits and Continuity

Definition
A function f defined on a set X of real numbers has the limit L at x0 ,
written,
lim f (x) = L,
x→x0

if, given real number  > 0, there exists a real number δ > 0 such that

|f (x) − L| < , whenever x ∈ X and 0 < |x − x0 | < δ.

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Limits and Continuity

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Limits and Continuity

Definition
Let f be a function defined on a set X of real numbers and x0 ∈ X . Then
f is continuous at x0 if

lim f (x) = f (x0 ).

x→x0

The function f is continuous on the set X if it is continuous at each

number in X .

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Limits and Continuity

Definition
Let {xn }∞
n=1 be an infinite sequence of real numbers. This sequence has
the limit x (converges to x) if, for any  > 0, there exists a positive
integer N() such that |xn − x| <  whenever n > N(). The notation

lim xn = x, or xn → x as n → ∞,
n→∞

means that the sequence {xn }∞

n=1 converges to x.

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Limits and Continuity

Theorem
If f is a function defined on a set X of real numbers and x0 ∈ X , then the
following statements are equivalent:
f is continuous at x0 ;
If {xn }∞
n=1 is any sequence in X converging to x0 , then
lim f (xn ) = f (x0 ).
n→∞

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Differentiability

Definition
Let f be a function defined in an open interval containing x0 . The
function f is differentiable at x0 if

0 f (x) − f (x0 )
f (x0 ) = lim
x→x0 x − x0
0
exists. The number f (x0 ) is called the derivative of f at x0 . A function
that has a derivative at each number in a set X is differentiable on x.

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Differentiability

dy 0
Let y = f (x) and dx = f (x0 ) is the derivative of the function f (x).

x − x0 →refers to the change of x independent variable

f (x) − f (x0 ) →refers to the change of f
f (x) − f (x0 )
→refers to the measurement of change of f
x − x0
with respect to the change of x

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Differentiability

thus,
0 f (x) − f (x0 )
f (x0 ) = lim
x→x0 x − x0
is the rate of change of f with respect to the change of x as this change
approahes to zero.

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Differentiability

Theorem
If a function f is differentiable at x0 , then f is continuous at x0 .

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Differentiability

Theorem (Rolle’s Theorem)

Suppose f ∈ C [a, b]a and f is differentiable on (a, b). If f (a) = f (b), then
0
a number c in (a, b) exists with f (c) = 0.
a
f ∈ C [a, b] means that f is continuous on the interval [a, b].

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Differentiability

Theorem (Intermediate Value Theorem)

If f ∈ C [a, b] and K is any number between f (a) and f (b) , then there
exists a number c in (a, b) for which f (c) = K .

In addition, if f is differentiable on (a, b), then the numbers c1 and c2

0
occur either at the endpoints of [a, b] or where f is zero.

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Integration

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Integration

Definition
The Reimann integral of the function f on the interval [a, b] is the
following limit, provided it exists:
Z b n
X
f (x)dx = lim f (xi )4xi ,
a max4xi →0
i=1

where the numbers x0 , x1 , . . . , xn satisfy a = x0 ≤ x1 ≤ · · · ≤ xn = b,,

where 4xi = xi − xi−1 , for each i = 1, 2, . . . , n and zi is arbitrarily chosen
in the interval [xi−1 , xi ].

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 Review of Calculus

Taylor Polynomials and Series

Definition
Taylor series is power series that gives the expansion of a function f (x) in
the neighborhood of a point a provided that in the neighborhood the
function is continuous, all its derivatives exist, and the series converges to
the function which case it has the form
0 00
f (a) f (a) f [n] (a)
f (x) = f (a) + (x − a) + (x − a)2 + · · · + (x − a)n + · · ·
1! 2! n!

where f [n] (a) is the derivative of nth order of f (x) evaluated at a.

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Taylor Polynomials and Series

Example
Let f (x) = cos x and let a = 0, expand cosine in polynomial form.

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Taylor Polynomials and Series

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Taylor Polynomials and Series

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Taylor Polynomials and Series

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Taylor Polynomials and Series

Theorem (Lagrange Error Bound)
For Pn (x). Let f be acontinuous function with n + 1 continuous
derivatives. Suppose that M is a positive real number such that
|f [n+1] (x)| ≤ M on the interval [a, c]. If Pn (x) is the nth Taylor
polynomial for f (x) centered at x = c, then
00
0 f (a) f (n) (a)
Pn (c) = f (x0 ) + f (a)(x − a) + (x − a)2 + · · · + (x − a)n
2! n!
n
X f (k) (a)
= (x − a)k
k!
k=0

and
|c − a|n+1
|Pn (c) − f (c)| ≤ M .
(n + 1)!

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Taylor Polynomials and Series

Example
Determine the 7th order Taylor polynomial P7 (x) for e x , at a=0,
approximate e 2 .

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Taylor Polynomials and Series

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Taylor Polynomials and Series

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