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Analysis I

We have been going places in the car of calculus for years, but this analysis course is about how the car actually works.

Copier’s Message

These notes may contain errors. In fact, they almost certainly do since they were just copied down by me during lectures and everyone makes mistakes when they do that. The fact that I had to

type pretty fast to keep up with the lecturer didn’t help. So obviously don’t rely on these notes. If you do spot mistakes, I’m only too happy to fix them if you email me at mdj27@cam.ac.uk with a message about them. Messages of gratitude, chocolates and job offers will also be gratefully received.

Whatever you do, don’t start using these notes instead of going to the lectures, because the lecturers don’t just write (and these notes are, or should be, a copy of what went on the blackboard) – they talk as well, and they will explain the concepts and processes much, much better than these notes will. Also beware of using these notes at the expense of copying the stuff down yourself during lectures – it really makes you concentrate and stops your mind wandering if you’re having to write the material down all the time. However, hopefully these notes should help in the following ways;

you can catch up on material from the odd lecture you’re too ill/drunk/lazy to go to;

you can find out in advance what’s coming up next time (if you’re that sort of person)

and the general structure of the course;

you can compare them with your current notes if you’re worried you’ve copied something down wrong or if you write so badly you can’t read your own handwriting.

Although if there is a difference, it might not be your notes that are wrong!

These notes were taken from the course lectured by Dr Paternain in Lent 2010. If you get a different lecturer (increasingly likely as time goes on) the stuff may be rearranged or the concepts

may be introduced in a different order, but hopefully the material should be pretty much the same. If they start to mess around with what goes in what course, you may have to start consulting the

notes from other courses. And I won’t be updating these notes (beyond fixing mistakes) – I’ll be far

too busy trying not to fail my second/third/ Good luck Mark Jackson

th year courses.

Schedules

These are the schedules for the year 2009/10, i.e. everything in these notes that was examinable in that year. The numbers in brackets after each topic give the subsection of these notes where that topic may be found, to help you look stuff up quickly.

Limits and convergence (1)

Sequences (1.1) and series (1.3) in

and

. Sums, products and quotients (1.1.2). Absolute

convergence (1.5); absolute convergence implies convergence (1.5.1). The Bolzano-Weierstrass theorem (1.1.3) and applications (the General Principle of Convergence) (1.2). Comparison (1.4.1) and ratio (1.4.2) tests, alternating series test (1.4.5).

Continuity (2)

Continuity of real- and complex-valued functions defined on subsets of

and

(2.1). The

intermediate value theorem (2.3). A continuous function on a closed bounded interval is bounded

and attains its bounds (2.4).

Differentiability (3)

Differentiability of functions from

to

(3.1.1). Derivative of sums and products (3.1.2). The

chain rule (3.1.3). Derivative of the inverse function (3.1.2). Rolle’s theorem (3.2.1); the mean value

theorem (3.2.2). One-dimensional version of the inverse function theorem (3.3). Taylor’s theorem from to ; Lagrange’s form of the remainder (3.5.1). Complex differentiation (3.6). Taylor’s theorem from to (statement only).

Power series (4)

Complex power series and radius of convergence (4.1). Exponential (4.3), trigonometric (4.4) and hyperbolic (4.5) functions, and relations between them. *Direct proof of the differentiability of a power series within its circle of convergence* (4.2).

Integration (5)

Definition and basic properties of the Riemann integral (5.1, 5.3). A non-integrable function (5.1.2). Integrability of monotonic functions (5.2.2). Integrability of piecewise-continuous functions (5.2.4). The fundamental theorem of calculus (5.4.1). Differentiation of indefinite integrals (5.4.2). Integration by parts (5.4.3). The integral form of the remainder in Taylor’s theorem (5.5.1). Improper integrals (5.6).

Contents

  • 1. Limits and Convergence

3

Sequences

  • 1.1 .....................................................................................................................................

3

  • 1.2 Cauchy sequences

4

Series

  • 1.3 .............................................................................................................................................

5

  • 1.4 Convergence tests .........................................................................................................................

6

Absolute

  • 1.5 convergence...................................................................................................................

9

  • 2. Continuity ..........................................................................................................................................

10

  • 2.1 Definitions and basic results

10

  • 2.2 Limits of functions .......................................................................................................................

11

  • 2.3 Intermediate value theorem

12

  • 2.4 Cofu clobi ibaatib

12

  • 2.5 Inverse functions .........................................................................................................................

13

  • 3. Differentiability

13

  • 3.1 Basic calculus

..............................................................................................................................

13

  • 3.2 The mean value theorem

............................................................................................................

16

  • 3.3 Inverse rule (Inverse function theorem)

17

  • 3.4 Cauchy’s mean value theorem

18

  • 3.5 Taylor’s theorem

18

  • 3.6 Some comments on differentiability of functions

21

  • 4. Power series

......................................................................................................................................

21

  • 4.1 Radius of convergence

................................................................................................................

21

  • 4.2 Differentiability of power series

23

  • 4.3 The standard functions:

24

  • 4.4 Trigonometric functions

26

  • 4.5 Hyperbolic functions

28

  • 5. Integration

28

  • 5.1 Riemann integration

...................................................................................................................

28

  • 5.2 Integrability of monotonic and continuous functions

29

  • 5.3 Elementary properties of the integral

32

  • 5.5 Taylor’s theorem revisited

..........................................................................................................

35

  • 5.6 Infinite integrals (Improper integrals)

37

1. Limits and Convergence

1.1 Sequences

1.1.1 Review from Numbers and Sets Let be a sequence of real numbers. Definition. as in
1.1.1
Review from Numbers and Sets
Let
be a sequence of real numbers.
Definition.
as
in most cases.
if given
,
Note.
We say that
decreasing if
is increasing if
, that
, that
is strictly increasing if
is
, and that
increasing or decreasing.
is monotonic if it is either
1.1.2
The Fundamental Axiom and some properties
Fundamental Axiom of the Real Numbers. Suppose
, and
, and
is increasing. Then
as
. In other words, an increasing sequence bounded
above converges.
Notes. 1) We could have phrased the Axiom with decreasing sequences bounded below.
2) The Axiom is equivalent to the fact that every non-empty set of real numbers bounded above
has a least upper bound (supremum).
Lemma 1.1. (i) The limit is unique. That is, if
and
, then
.
(ii) If
as
and
, then
as
(subsequences
converge to the same limit).
(iii)
(iv) If
and
, then
(v)
If
and
, then
.
(vi) If
,
and
, then
.
(vii) If
and
, then
.
Proof. (i)
. Similarly,
,
, we
obtain
,
. Using the triangle inequality,
for
which is absurd. Thus
. If
for
, just take
so
.
(ii)
,
. For
,
. Thus
,
that is,
as
.
(v)
Definitions as before. By triangle inequality,
If
, then

Proof. The sequence Fundamental Axiom

is decreasing and bounded below . Now we claim that

.

. The

by Lemma 1.1(iv). But is a subsequence of . By Lemma 1.1(ii), . By uniqueness of
by Lemma 1.1(iv). But
is a subsequence of
. By Lemma
1.1(ii),
. By uniqueness of limit,
Remark. If we were instead considering sequences of complex
numbers,
limit;
, where here
, we could give essentially the same definition of
,
stands for the modulus of a complex number.
as
if given
All properties of Lemma 1.1 carry over to
except the last one
(we have no order in
).
1.1.3 The Bolzano-Weierstrass Theorem
Theorem 1.3 (Bolzano-Weierstrass Theorem); If
and
, then we can
find
and
as
. (Every bounded sequence has a convergent

subsequence). Remark. We say nothing about uniqueness of

Proof. Let

either

and

. E.g.

. Then

1)

In case 1), set and

sequences

(i)

(ii)

(iii)

for infinitely many values of for infinitely many values of In case 2), set such that the following holds;

.

, or

for infinitely many values of

has and .
has
and
.

. Proceed inductively to obtain

Then

is a bounded increasing sequence and

is a bounded decreasing sequence. By the

Fundamental Axiom,

and

. By property (iii), passing to the limit,

Having selected

such that

can always do this because . Since

and

,

, select

such that

for infinitely many values of .

. We

. In other words,

This argument is called the ‘bisection method’ or ‘lion hunting’.

1.2 Cauchy sequences

Definition. A sequence . As before,

is a Cauchy sequence if given

,

Lemma 1.4. A convergent sequence is a Cauchy sequence.

Proof.

and . So if

. This means we have

,

.

. As an application of the Bolzano-Weierstrass theorem, we now show that the converse is true;

Lemma 1.5. A Cauchy sequence is convergent.

Proof. First we’ll prove that if Cauchy means that , . In particular,

is a Cauchy sequence, then it is bounded. . Choose .

. Then

.

Take

for

. For this choice of

,

.

Now by the Bolzano-Weierstrass theorem,

has a convergent subsequence

. Now we

show that in fact

.

 

. Choose

large enough so that

(since Cauchy,

) and

(since

). Thus

.

Thus, for sequences of real numbers, convergence and Cauchy property are equivalent. This is called the General Principle of Convergence.

1.3 Series

  • 1.3.1 Convergent and divergent series

We begin with some generalities.

Definition.

tends to

or

as

. We say that

converges to

. In that case we wrire

say that

diverges.

if the sequence of partial sums

. If

does not converge, we

Remark. Any question about series is really a question about the sequence of partial sums.

Lemma 1.6 (i) If (ii) Suppose

and

converge, then so does

. Then either

and

diverge (i.e. initial terms do not matter).

Proof. (i)

where both converge or both

.

If

and

, then clearly

by 1.1.

  • 1.3.2 Convergent series and decreasing terms

Lemma 1.7. If the series

Proof.

converges, then . If the sum to infinity converges, then

. The converse is not true! Example. Consider the series

.

. Therefore

Then

, but the series diverges. This can be shown as follows;

so limit we get

. So if

converges, then

which is a contradiction.

  • 1.3.3 Geometric series

Consider

, but since

, in the

If

,

If

, the series clearly diverges. First note that

 

. So, if

 

,

In conclusion,

converges iff

, and if

then

.

1.4 Convergence tests

The first four tests in this section are for series of positive terms.

1.4.1

Comparison test

The most powerful test for convergence comes out straight from the fundamental axiom.

 

Theorem 1.8 (Comparison test). Suppose .

 

. Then if

converges, so does

Proof. Let

Now

, and the same for

, so

and

are increasing sequences. If

, then

, so it follows that if

converges, then

and thus, since

,

then

is bounded above. By the fundamental axiom,

has a limit.

 

Remark. Since initial terms do not matter for convergence, in the theorem it is enough to

 

assume that

.

1.4.2

Root and ratio tests

 

We will now derive two applications of the comparison test, the root and ratio tests.

Theorem 1.9 (Root test, Cauchy). If

, suppose

as

. Then if

,

converges, and if Remark. If

,

diverges.

, the test does not give any information. In fact, later on, we’ll see examples

with

which are convergent and others which are divergent.

 

Proof. Assume that

 

with

. Take

such that

. Then

means

that given

,

,

, or in other words

. Now take

, so that converges for

, the comparison test tells us that

. But since the geometric series converges.

 

Suppose now that

with ; in particular,

does not tend to

. By the definition of a limit,

 

,

.

Thus

. So by Lemma 1.7,

diverges.

 

Example. Consider

 

Since

, by the root test,

converges.

 

Theorem 1.10 (Ratio test). Suppose

and

. If

, then

converges. If

, then

diverges.

Remark. Again, the test is inconclusive if

.

that

Proof. Suppose , we have

with

. Take . Now write

 

. As in the root test, let

, so

Using the above result we get

 

for

. In other words, there is a constant

(independent of

) such that

for

. Since

, the series

converges, and by

the comparison test,

also converges.

Now suppose

with

. From the definition of limit,

,

. This is saying that the sequence

increases after

. In particular,

. But this

clearly implies that

, and thus

must diverge.

1.4.3 Some inconclusive examples Examples. (i) We know

diverges, but both tests are inconclusive.

From the root test, follows. Let

because

with

, so

by the binomial expansion. Thus

because

. [This can be proved as

Hence

.] Applying the ratio test gives

(ii) Try both tests on

so

also.

Ratio test;

Root test;

So for this series it also holds that

. However, we can show that the series converges.

Thus the series

converges, and by the comparison test,

converges.

This shows that if (iii)

and/or

we can’t conclude anything.

By the ratio test,

We conclude from the ratio test that the series converges.

1.4.4 Cauchy condensation test

Theorem 1.11 (Cauchy condensation test). Let

be a decreasing sequence of positive terms.

Then

converges iff

converges.

for

and

.

Proof. Note that Suppose first that

converges. Then

 

, which by

is

 

, i.e.

 

Hence

Multiply by

to get

because

converges. Since the sequence of partial sums is bounded,

converges.

 

Suppose now, conversely, that

converges. Then

 

Thus

because Example. Consider

converges. Therefore

 

is bounded in

, so

converges. QED.

 

for

; if

, then

. Now

is decreasing, so let’s investigate

 

.

which is a geometric series, so converges iff

. By the condensation test,

 

converges iff

.

1.4.5

Alternating series test

Theorem 1.12 (Alternating series test). If

 

and

, then

converges.

Example.

converges, because

 

and

is decreasing.

 

Proof.

, so

 

In both expressions, all terms are

since

is decreasing. Thus

is an increasing sequence

bounded above. Now by the fundamental axiom, ,

.

. But now

. Since

 

Since

, given

,

,

. And since

, given

,

,

. Therefore

 

,

. Hence

converges.

1.5 Absolute convergence

 

Definition. Take convergent.

 

or

. If

is convergent, then the sequence is called absolutely

 

Note.

is convergent but not absolutely convergent.

 

1.5.1

Absolute convergence implies convergence

 

Theorem 1.13. If

is absolutely convergent, then it is convergent.

Proof. Suppose first that

. Introduce

Note that

,

, and

and

.

Since

,

converges, by the comparison test must also converge.

also converge, and since

If

, write

and note that

. So, if

 

and

converges, by the comparison test, converge absolutely, therefore

converge. In other words, converge. Since

and converges.

and

, Remark. There is an alternative ‘quick’ proof of this using Cauchy sequences. First define

For

,

So

convergent

Cauchy

is Cauchy

is convergent.

1.5.2

Conditional convergence and weird sums

Definition. If

converges but

does not, then we say that

is conditionally

convergent. The word ‘conditionally’ is used because in this case, the sum to which the series

converges is conditional on the order in which the terms are taken. E.g.

converge to different limits (

A rearrangement of Theorem 1.14. If

is

and

respectively). , a bijection, taking

.

is absolutely convergent, then every series consisting of the same term in

any order (i.e. a rearrangement) has the same sum.

Proof. We prove this for

Let

be a rearrangement of

; the extension to . Let

is an exercise.

 

Suppose we are given a fixed

 

. Then

such that

contains every term in

, so

 

(

). By the fundamental axiom,

with

. But by symmetry,

.

 

If

has any sign, consider

and

from the proof of 1.13, and

,

,

. Since

converges, both

and

converge, and now use the case

to conclude that

and

2. Continuity

, and the result follows. QED.

2.1 Definitions and basic results

  • 2.1.1 Two definitions of continuity

where

). Usually

and

(also applies of course to

will be some kind of interval. E.g.

1.5.2 Conditional convergence and weird sums Definition. If converges but does not, then we say that

Definition 1. For .

, we say

is continuous at

if given any sequence

 

, then

Definition 2. For , then

, we say

.

is continuous at definition).

(

-

if given

,

such that if

and

Proof that the two definitions are equivalent;

 

D2

D1; We know that given

 

,

such that if

and

, then

 

,

. Take

 

with

, then it is required to prove that

 

.

 

Since

,

 

. But this implies

 

, i.e.

D1

. D2; Suppose D2 not true. Then

.

 

we can find

with

and

. Choose

, thus there is

 

with

 

and

 

, but

. So

does not tend to

, which

 

contradicts D1.

 

2.1.2

Sums, products, multiples and reciprocals

Proposition 2.1. Let

,

.

, and

with

both continuous at

. Then

,

for any constant

is also continuous at

are also continuous at

. In addition, if

, then

Proof. This is a direct consequence of Definition 1 and Lemma 1.1 (about sequences). For

example, to show that

is continuous at

, we take

. Since

and

are

continuous at

,

and

. Lemma 1.1 implies

; that is,

continuous at

. Similarly with the other claims.

Consequence.

is clearly continuous. By Proposition 2.1, any polynomial is continuous

at every point of

. Quotients of polynomials (rational functions) are continuous at every point

where the denominator does not vanish.

Terminology. We say that is continuous in if it is continuous at every point in .
Terminology. We say that
is continuous in
if it is continuous at every point in
.
2.1.3
Compositions
We now look at compositions.
Theorem 2.2. Let
and
such that
are subsets of
continuous at
continuous at
be two functions
and
(
). Suppose
is
and
is
, then
is
continuous at
.

Proof. Take is continuous at

,

with

. Then it is required to prove that

. Call

. Since

is continuous at

. Remark. Of course, one can prove this with the

-

definition.

,

. Since

  • 2.1.4 Examples

Examples. (1)

2.1.2 Sums, products, multiples and reciprocals Proposition 2.1. Let , . , and with both continuous

(assuming

 

and 2.2. However

so not tend to zero.

 

(2)

For

,

. Also

continuous). At

is continuous by 2.1 . Take

does

, is not continuous at

, but

. Thus

. even when may not be in .
.
even when
may not be in
.

is continuous (same as before). Now let

from definition of

. But

so

is continuous at

.

so

2.2 Limits of functions

. We’d like to make sense of

E.g.

 

but

. Similarly if

e.g.

.

Definition.

 

and assume that there exists a sequence

,

(or

,

as

, . (Note the point ), if given

. Take may be in ,

but need not be in such that whenever

.) We say that and

 

, then

 

.

Remarks. 1)

iff for every sequence

The proof of this is exactly as the proof that Definition 1

we have

, Definition 2 from the last section.

,

 

.

 

2) If

, then

iff

is continuous at

. There is nothing to prove here

really, it follows straight from the definitions.

 
 

This limit enjoys the properties which one would expect, i.e. (i) the limit is unique

 

(ii) if

as

and

as

, then

,

and

if We will start by looking at

.

continuous.

2.3 Intermediate value theorem

Theorem 2.3 (Intermediate value theorem). Let

. Then

takes every value which

lies between

and

.

Proof. Without loss of generality, assume

. Take

and let

. Now

, because

, so

is bounded above (by

, in fact). Thus

has a supremum,

.

If

, then

continuity of

at

,

,

obviously holds. If

, use the following argument. (Alternatively, by

as

is not an upper bound for

, otherwise it would contradict

, so

. Thus

.

Given a positive integer

the definition of supremum. Then . So

.)

such that , so by continuity of

. Now

Note that

, otherwise

, but

, . Thus, for all

sufficiently large,

, and

. Again by continuity of

,

. Since

 

,

. In the limit,

. Hence

.

Application. We can show the existence of the

th root of a positive number

, where

is a

positive integer. Look at

,

, which is continuous. We look at . By the intermediate value theorem,

 

in

. Now

, thus

. This means that

has a positive

th root.

In fact, this loss of generality

th root is unique, since if

, so

, so

is another positive

th root with

which is a contradiction. So

, then without definitely exists.

2.4 Cofu clobi ibaatib

If

continuous,

Theorem 2.4.

.

such that such that

Theorem 2.5.

. In words, a continuous function on a closed bounded interval is bounded and attains its bounds.

Note.

on

is not bounded.

Proof (2.4). Suppose the statement is not true; then for any positive integer

,

. By Bolzano-Weierstrass,

has a convergent subsequence

, with

. Now , which is a contradiction.

since

is continuous, so

, but

Proof (2.5). Let

 

. Then

by 2.4. Now

, so by the

definition of supremum,

such that

. By Bolzano-Weierstrass,

has a convergent subseequence

, and

. But

. Similarly

with

. Let and the infimum.

, then

 

, so

by continuity of

Alternative proof. Let . Now consider

 

. Work by contradiction and suppose

in

. Now

is. By 2.4 applied to

,

.

Since

is positive,

is continuous, since . Then

, i.e.

, so that

is an upper bound for the set

 

. This contradicts the definition of

, since

.

  • 2.5 Inverse functions Definition.

and strictly increasing if

is said to be increasing if . Similarly for decreasing and strictly decreasing.

A function is monotone if it’s either increasing or decreasing.

Theorem 2.6. Let . Then and strictly increasing.

Proof.

be continuous and strictly increasing. Let is bijective, and the inverse

and is also continuous

 

is injective; If

if

.

 

then

. Otherwise, if

 

,

, or

, is surjective; take .

(

strictly increasing.) . By the intermediate value theorem,

 

So

is bijective and has an inverse

 

.

 

is strictly increasing; take

 

,

,

. If

, then since

is

 

increasing,

, i.e.

 

.

 

is continuous; given

 

, let

and

. Then

 

and

for any

 

. Take

For this

 

, if

then

. This was for

, but a similar argument

gives continuity at the end points also. QED.

3. Differentiability

  • 3.1 Basic calculus

3.1.1 Differentiability

 

Let

be a function. Mostly we’ll be looking at the case where

is an interval on

and

is real-valued.

 

Take

,

,

.

Definition.

is differentiable at

with derivative

if

is differentiable on

if it is differentiable at every point in

Remarks. (i) We could also write

.

with

.

(ii) Consider

 

Then

. Also

. Thus an equivalent way of

saying that

is differentiable at

with derivative

is to say that there is a function

such

that

, with

.

is a linear function in

.

Other ways of writing the same thing;

 

, with

as

. Also

 

with

 

.

(iii) If

then it is continuous at

; suppose

 

with

is differentiable at . Then

 

i.e.

is continuous at

.

Example. Take

,

. If

,

If

, then

is differentiable, but

 

. But at

,

is not differentiable. Does

exist?

is continuous at

, therefore

 

.

3.1.2 Constants, sums, products and reciprocals

Proposition 3.1. (i) If

, then

is differentiable at

with

.

(ii) If

differentiable at

, and

 

.

(iii) If

differentiable at

, then so is , then so is

, and

.

(iv) If

is differentiable at

and

, then

is differentiable at

 

and

Remark. From (iii) and (iv) we get

Proof. (i)

(ii)

(iii) Let . Then As , and this becomes . Then . (iv) Let By continuity,
(iii) Let
. Then
As
,
and this becomes
. Then
.
(iv) Let
By continuity, this
Examples. (i)
. Then
(ii)
, with
a positive integer. Write it as
. Then
by induction.
(iii)
, for
a positive integer (
)
. Using 3.1(iv) we get

All polynomials and rational functions are differentiable. 3.1.3 Compositions the chain rule

and

Theorem 3.2 (Chain rule). Let is differentiable at

. Then

which is differentiable at

.

, and

,

Example.

,

,

. Then

, so

 

.

 

Proof.

differentiable at

means

Similarly,

differentiable at

means

We substitute

 

to obtain

Let

. Then

We need to prove that

continuous at

respectively. But now

compositions of continuous functions. Thus

. Define is continuous at

and

are because it is products, sums and . QED.

. Then

3.2 The mean value theorem

Up to now. everything has worked for functions

.

. Now we look in more detail at the case of

3.2.1

Rolle’s theorem

 

We first prove the following basic existence result;

 

Theorem 3.3 (Rolle’s theorem). If , then

 

continuous and differentiable on

, and

Proof. Let

be the maximum value of

 

in

and

 

be the minimum. (By Theorem 2.5,

the values

and

are achieved.) Let

 

. If

, then

is constant

. Otherwise,

or

.

 
 

Suppose

(the proof for

is similar). We know by Theorem 2.5 that

. We’ll prove that

 

.

Suppose first

. Since

is differentiable at

, we can write

for all

 

with sufficiently small. If in addition we take

. Since

, then

 

,

. Absurd

because

is the maximum of

.

 

If

, the same argument shows that there are points at left of

for which

is strictly

bigger than

, which is again absurd. Thus

 

.

3.2.2

The mean value theorem

 

Theorem 3.4 (Mean value theorem). If

 

continuous and differentiable on

,

then

Remark. We can rewrite this as follows; letting where

 

,

 

Proof. We consider the auxiliary function

 

. Let’s choose

.

Then

. So

 
 

So, for this choice of

,

satisfies the hypothesis of Rolle’s theorem. Hence

 

. But

 

, so

3.2.3

Corollaries

 

We have the following important corollary;

 

Corollary 3.5.

 

continuous and differentiable.

 

(i) If

, then

is strictly increasing.

 

(ii) If

, then

is increasing.

(iii) If

, then

is constant.

Proof. (i)

with

. The mean value theorem

 

for

If

 

.

(ii) If

(iii) Consider

then , same argument gives for

, and apply mean value theorem to get

on the interval , for

.

 

3.3 Inverse rule (Inverse function theorem)

3.3.1

Statement and proof

 

Theorem 3.6.

 

continuous and differentiable in

with

Let

and

. The function

 

is a bijection and

is

continuous on

and differentiable on

 

with

 

Proof. Since

 

, then by Corollary 3.5 we know that

is strictly increasing.

By Theorem 2.6,

exists and is continuous. Let

. We need to

prove that

is differentiable with

 
 

If

(small) then there is a unique we get

 

such that

 

. Note;

. Writing

Note; if

, then

 

(

continuous at

).

3.3.2

Differentiating rational powers of

 

Example.

,

a positive integer,

is differentiable in

 

(

). Then

and

if The inverse rule

.

and

     
 

Example.

,

any integer and

a positive integer. We find

using the chain

rule, as

 

;

 

In other words, if

 

where

is any rational number, then

. Later on

we’ll define

for

real and discover that

.

3.3.3

Some lead up to Taylor’s theorem

 
 

with

continuous on

and differentiable on

. The Mean Value

Theorem

 

for

and

for

 

. If

,

We’ll see that we can choose

.

(Taylor’s theorem).

3.4

Cauchy’s mean value theorem

Theorem 3.7 (Cauchy’s mean value theorem) Suppose

differentiable on

. Then

Proof. Consider the function

such that

with

are continuous and

Then

is continuous on

and differentiable on

functions with the same property.)

. (It is just a product and sum of

because in either case, 2 columns are equal. By Rolle’s theorem

. Now expand the determinant and differentiate to see that

we want. Example. Find

gives exactly what

Apply CMVT on

. Then

Let

, then

(L’Hôpital’s rule)

  • 3.5 Taylor’s theorem

3.5.1 Taylor’s theorem with Lagrange’s form of the remainder Theorem 3.8 (Taylor’s theorem with Lagrange’s remainder). Suppose

to order

are continuous on

, and

exists for

and its derivatives up . Then

where

Notes. 1)

2) For

. is Lagrange’s form for the remainder. this is the mean value theorem;

Proof. Consider for

is chosen so that

We’ll apply Rolle’s theorem

. Then

. Then times. We apply it to

first, to get an

such that

Apply Rolle to

in

to get

Note that in fact from the definition of

such that we see that

.

We keep applying Rolle to get

at which

for

.

Now note . Write for to get . Therefore . Now put this value of in
Now note
. Write
for
to get
. Therefore
. Now put this value of
in the definition of
and
the statement
is exactly the statement of the theorem. QED.
3.5.2
Taylor’s theorem with Cauchy’s form of the remainder
Theorem 3.9 (Taylor’s theorem with Cauchy’s form of the remainder). Let
satisfy the same
hypothesis as in Theorem 3.8 and in addition suppose
(this is just to simplify matters). Then
where
Proof. Define, for
,
Set
Then
(from definition of
).
Rolle’s theorem applied to
gives
such that
. Now we compute
Rearranging
Set
Note. Setting
gives
which is Lagrange’s form of the remainder.
3.5.3
Taylor series
Needs
as

Remarks. 1)

is just to simplify matters

2) The same result holds in an interval

.

3)

is the Maclaurin expansion.

3.5.4 Application to the binomial series Application. Binomial series; Claim;

. Then

.

for , where is the generalised binomial coefficient. If is a positive integer, then for .
for
, where
is the generalised binomial coefficient. If
is a positive integer, then
for
.
Let’s prove that for
the series is absolutely convergent. Ratio test;
So, the series converges absolutely for
. In particular,
, i.e.
as
for
.
Now we study the remainders in the Taylor theorem.
missing line
We look at Lagrange’s form;
If
to conclude that
,
if
.
, the argument breaks, so Cauchy to the rescue!
if
. Let
For
Note that
Careful,
any case you get
may depend on
. If
,
. If
,
. In

where

is a constant that depends on

and

but not

. Therefore

as

.

  • 3.6 Some comments on differentiability of functions

Standard properties work for both functions are differentiable.

Example.

,

and

; chain rule, the sums and products of differentiable

So

does not exist!

is differentiable with ‘real glasses’

, Complex differentiable functions are called holomorphic.

,

4. Power series

We will look at series of the form

  • 4.1 Radius of convergence

4.1.1 Convergence of power series

where is a constant that depends on and but not . Therefore as . 3.6 Some
 

Lemma 4.1. If

converges, and

, then

converges absolutely.

Proof. Since

converges,

as

. In particular, there is a constant

such

that

.

 

since

so

. Thus the geometric series

converges. By comparison,

converges, i.e.

converges absolutely.

Theorem 4.2. A power series either

(i) converges absolutely for all (ii) converges absolutely for all

, or inside a circle

and diverges for all

outside it, or

(iii) converges for Definition. The circle

only.

is called the circle of convergence, and

the radius

of convergence. In case (i) we agree that

, and in case (iii) we agree that

.

Proof. Let then by Lemma 4.1,

.

and

converges . Now

. If

,

If

is unbounded, then

and we have case (i).

where is a constant that depends on and but not . Therefore as . 3.6 Some

if

If

is bounded, there exists a finite supremum for

, then

converges absolutely.

Choose

such that

converges absolutely.

. Then

which we call

. If

, we’ll prove that

converges, and by Lemma 4.1,

, then

diverges. Take

such that

. If

Finally we show that if converges, again by Lemma 4.1,

converges. But this contradicts the definition of

as supremum of

. Thus

diverges.

 

4.1.2 Computing the radius of convergence

 

The next lemma is useful in computing

;

Lemma 4.3. If

 

as

, then

.

Proof. By the ratio test we have absolute convergence if

 

, i.e.

. And if

, then

and

does not tend to zero. Therefore

.

Remark. By the root test, if

then

 

.

Examples.

(geometric series). We know which does not tend to

.

, but note that if

 

, the series diverges, since

 

as

 

? If

,

diverges (Example Sheet 1).

Abel’s test;

,

, but what if ,

is bounded

 

bounded in

. Therefore

converges for

 

and

.

has

but converges for every

.

, but on

we have divergence.

.

, Conclusion In general nothing can be said at

4.2 Differentiability of power series

Theorem 4.4. Suppose

has radius of convergence

, so that

for

with

. Then

is differentiable and

Remark. Iterate this theorem, to get that

can be differentiated infinitely many times as if it

were a polynomial. Proof (non-examinable). We’ll use two auxiliary lemmas.

Lemma 4.5. If .

Lemma 4.6. (i)

has radius of convergence

, then so do

and

(ii)

Proof of 4.4. By Lemma 4.5, since

. , it defines a function

 

for

with

has radius of convergence . Then we would like to show that

 

This implies that

is differentiable with

 

.

By Lemma 4.6, Take

 

. If

, we get

 

.

By Lemma 4.5, we know that

 

converges to some number

. Therefore

 

Proof of 4.5.

 

has radius of convergence

. Then

has radius of convergence

and it is required to prove that

.

Take

with

. Choose

 

. Since

,

as

. In

particular,

.

But

converges. Ratio test;

By comparison,

converges absolutely. Therefore

But in fact we have equality because

.

So by comparison if

converges absolutely, so does

. Therefore

.

What we proved also implies that Proof of 4.6. (i)

also has radius of convergence of

 

.

(ii)

by the binomial theorem. Therefore

Example.

be

We saw last time that it has radius of convergence

. Then

with is differentiable and

The theorem we just proved tells us right away that

defined to

4.3 The standard functions: exponentials

General remark. Let Proof. Let

,

By the chain rule, (Corollary 3.5)

be differentiable. If . Write

. But we also see constant. Therefore

4.3.1 The exponential function

Claim.

Proof.

,

for

.

, then

is constant.

,

since

.

By the general remark above,

is constant.

From the definition of

,

, so

Now at

,

so the claim is proved.

By the general remark above, is constant. From the definition of , , so Now at

Now we restrict

Theorem 4.7.

and prove:

(i) is differentiable everywhere. (ii) (iii) (iv) is strictly increasing (v) as , is a bijection.
(i)
is differentiable everywhere.
(ii)
(iii)
(iv)
is strictly increasing
(v)
as
,
is a bijection.
as
(vi)
Proof. (i) and (ii) have been done.
(iii) Clearly from the definition of
,
if
and
(iv)
is strictly increasing by theorem we proved before
(v)
From definition of
,
for
, so as
,
.
Also,
as
is injective. For surjectivity pick
.
(vi)
is strictly increasing so
as
. Since
as
and
,
. The intermediate value theorem
says that
.
Remark. (vi) and (ii) are saying that
is a group isomorphism.
4.3.2 The logarithmic function
Since
is a bijection,
such that
and
.
Theorem 4.8.
(i)
is a bijection and
is differentiable and
,
(ii)
.
(iii)
Proof.
(i)
(ii)
obvious.
is differentiable by the inverse rule (Theorem 3.6).

(iii) By groups,

is a homomorphism.

4.3.3

-functions

Definition. Let

, and

Theorem 4.9. Suppose

be any positive number. Then

and

. Then

. E.g.

.

(i)

(ii)

(iii)

 

Proof. (i)

(ii)

(iii)

Let

be a positive integer. Then

Let

be a positive integer, then what is

We can now set .

for

. This definition agrees with the one given before for

We can now prove that

and

. Define the real number

as

 

, but

 

, so

.

Then can be rewritten as

. Then

 

for

Let

, by the chain rule.

 

. Then

 

by the chain rule.

4.4 Trigonometric functions

 

We define

Both have infinite radius of convergence (check).

 

,

. By Theorem 4.4 they’re

differentiable, and

,

.

4.4.1 Relation to exponential function

 

Now

and

, so

Now from definitions, Therefore

 

and

 

. So

.

It is also obvious that

and

.

Now we get, using

, that

for

.

Also,

for

. If

,

from which it follows that

 

and

. Warning:

(or

) are not bounded for

, since for

, with

,

4.4.2 Periodicity of the trigonometric functions

Proposition 4.10. There is a smallest positive number .

(where

) such that

Proof. If

,

. Then

for

and

(since

and

). Therefore

for

. But

for

is a strictly decreasing function in

.

We’ll prove that

 

,

. Then by the intermediate value theorem,

with

 

.

where each term is

 

Therefore

. Now

where all bracketed terms are

for

. For

,

Therefore

.

Corollary 4.11.

Proof.

But we know

.

Definition. We define Theorem 4.12. (i)

(ii)

(iii)

. Finally,

Proof. Immediate from addition formulae and

Note. This implies periodicity of

!

  • 4.5 Hyperbolic functions Definition.

From this we get and

Two final remarks;

, , and identities such as

1) The other trigonometric functions ( ).

. We can check (exercise) that .

, etc) are defined in the usual way (e.g.

2) “Exponentials beat powers”, i.e.

as

integer

such that

and observe (from the definition of

for

. To see this, take a positive as a power series) that

5. Integration

  • 5.1 Riemann integration

bounded, i.e.

5.1.1 Dissections

.

Definition. A dissection (or partition) of the interval

is a finite subset

of

We’ll write it as

which contains

and

.

We define the upper and lower sums of

to

,

and

, as

with respect

Definition. We define Theorem 4.12. (i) (ii) (iii) . Finally, Proof. Immediate from addition formulae and

Clearly Lemma 5.1. If

and

are dissections with

, then

Proof. Suppose

has one extra point, let’s say

 

for some

.

Note that

Then

If now

has more than one extra point, just do this argument for each extra point. ; we already noted this.

The proof for Lemma 5.2. If

and

is similar to the one for the upper sums. QED. are any two dissections, then

This is a key lemma for integration.

Proof.

. QED.

, so by Lemma 5.1,

  • 5.1.2 Definitions of integrals and integrability

Definition. The upper integral is defined as

The lower integral is

and

Remark. These numbers are well-defined because .

is bounded, so

Definition. We say that a bounded function case we write

is (Riemann) integrable if

Remark.

(or just

).

, thanks to Lemma 5.2. and

Example. (Dirichlet) A function

given by

. In this

For any

because every interval

, for any partition. Therefore

and

contains a rational number. However,

so

is not integrable.

5.2 Integrability of monotonic and continuous functions

  • 5.2.1 Riemann’s theorem

We now prove the following useful criterion for integrability;

Theorem 5.3 (Riemann’s theorem). A bounded function .

Proof. Let’s assume first that

is integrable.

is integrable iff given

Given

, by definition of . Consider

,

. By definition of . Then by Lemma 5.2,

,

because

on account of

being integrable.

 

To prove the converse, assume that given

,

. Then

by definitions of

and

. Since this is true for all

.

Therefore

is integrable. QED.

5.2.2

Integrability of monotonic functions

We now prove that monotonic functions are integrable and continuous functions are integrable.

Remark. Monotonic and continuous functions on

are bounded.

 

Theorem 5.4. If

Proof. Assume . Then

monotonic, then is increasing (same proof if

But

is increasing, so

is integrable. is decreasing). Take

to be any partition of

Thus

Now consider, for

a positive integer,

For this

When

, take

large enough so that

Therefore by Theorem 5.3,

is integrable. QED.

5.2.3

Uniform continuity

Lemma 5.5 (Uniform continuity). If

if

then

is continuous, then given .

and

Remark. Continuity at a point, let’s say

, means that given

, which works for every

. The lemma is saying that we can choose a

!

Proof. Suppose claim is not true. Then there exists

such that for every

, we can find

with

but

.

Take

, to get

with

but

. By Bolzano-

Weierstrass,

. Then

.

Let

, then

, so

On the other hand,

 

.

. continuous, therefore

,

. Then, passing to the limit,

 

, but

. Absurd. QED.

5.2.4 Integrability of continuous functions

Theorem 5.6. If

continuous, then

Proof. Consider the partition

with points

is integrable.

for

a positive integer. Then

Let

be given, and consider the . Then for any

given by Lemma 5.5. Choose , Lemma 5.5 tells us that

large enough such that .

Therefore

 

By Riemann’s criterion,

Example.

is integrable.

We claim that

is integrable and

Take

any partition, then

 

since every interval

contains irrational

numbers where

is zero. Clearly

.

To prove the claim, it suffices to show that given

theorem and the fact that

).

(by Riemann’s

Let

with

. Then

intervals

be given, and take an integer and

, so

. So

. Choose a partition with length less than

.

. Then let is a finite set with cardinality

such that the points

. belong to the

First sup is

and second sup is

(outside

). So

. QED.

5.3 Elementary properties of the integral

 

bounded and integrable on

then

(1) If

on

, then

.

(2)

is integrable over

and

.

(3) For any constant

 

.

(4)

, is integrable and

is integrable and .

 

(5) The product

 

(6) If

is integrable. except at finitely many points in

, then

is integrable and

 

.

,

is integrable over

and

and

.

 

(7) If Proof (1). If

, then integral is upper sum, so;

 

for any

. Now take infimum over all

, so

Proof (2). Observe

 

Now take any two partitions

by Lemma 5.2. Now keep

fixed and take infimum on all

s. Then

 

Now take inf over all A similar argument for the lower sums gives

 

since

integrable.

Putting everything together we get, since

 

, that

.

Proof (3). Exercise. Proof (4). Consider

 

. Then we claim that

 

is integrable.

(this needs checking). For any partition

,

By Riemann, since

is integrable,

 

. By Riemann again and

,

 

is

integrable. Now note that

since

is integrable.

. So

; since

and

are integrable by (2) and (3),

 

follows from (1) and the fact that

. QED.

Proof (5). First we’ll prove that if

 

is integrable. Suppose first that

 

.

Since

is integrable, given

,

is integrable, then a partition of

such that

 

. Let

since

.

bounded, thus

 

where

is integrable, by Riemann’s theorem.

 

since

If

is now arbitrary (i.e. just integrable) then is integrable.

is integrable by property (4). But

 

is integrable, just write

 

.

Now

To prove that integrable

and

integrable

and

integrable, and

we’re done. Proof (6). Let

 

. Then

for every

except perhaps a finite set (just

 

from the definition of the integral)

must be integrable with

. But

is

integrable with

.

Proof (7). Exercise. Convention. If

, define

Agree that

.

5.4 Integration rules and tools

How do we compute

?

5.4.1 The fundamental theorem of calculus

Let

be a bounded Riemann integrable function. For

Theorem 5.7.

Proof. For

is continuous.

define

by properties of integral, assuming is bounded so

.

. Thus

In fact for any

,

. Let

, therefore

Theorem 5.8 (Fundamental Theorem of Calculus). If in addition

is continuous, then

differentiable and

.

Proof. For

,

, we’d like to make

small as

. We write it as

 

since

Now

Thus

is

So we have proved that

Now if

, then by continuity of

,

  • 5.4.2 Integration is the “inverse” of differentiation

Corollary 5.9. If

is continuous on

, then

Proof. From 5.8 we know that is constant. Therefore

. Therefore

This gives a way of computing

if we know a “primitive” (anti-derivative) for

, that is, a

function

such that

. Primitives of continuous functions always exist (5.8) and any two

primitives differ by a constant.

such that

constant.

  • 5.4.3 Integration by parts

Corollary 5.10. Suppose

and

exist and are continuous on

. Then

Proof. Product rule gives

. Therefore

and the rest follows immediately.

5.4.4

Integration by substitution

 

Corollary 5.11 (Integration by substitution). Let

 

with

,

,

and assume that

exists and is continuous on

. Let

be continuous. Then

 

Set

,

to get a more familiar version.

Proof. Set

Let

with

taking values in

. Then by the chain rule,

 

5.5 Taylor’s theorem revisited

 

5.5.1

Taylor’s theorem with integral form of the remainder

 

We now revisit Taylor’s theorem and find an integral form for the remainder.

Theorem 5.12 (Taylor’s theorem with remainder an integral). Let , then

where

be continuous for

Remark. Note that here we assume continuity of

and not just mere existence (as in our

previous versions), so this theorem is a little weaker, but just fine for most practical purposes.

Proof. Let’s make the substitution

By integration by parts this becomes

, so that

. Then

That is,

Integrate by parts

times to get

where the last term is

. QED.

  • 5.5.2 Link to Cauchy’s form

This integral form gives back Cauchy’s and Lagrange’s forms.

Previous remarks.

continuous, then

The mean value theorem applied to . Thus

gives

(mean value theorem for integrals). Let’s apply this to

Integrate by parts times to get where the last term is . QED. 5.5.2 Link to

which is Cauchy’s form of the remainder.

  • 5.5.3 Link to Lagrange’s form

To get Lagrange’s form we use the following proposition. Suppose

, then

for some

. Then

which is Lagrange’s form of the remainder.

Now we prove the proposition we just used, namely that if

, then

such that

continuous and

If you have Proof. Let

then you get the mean value theorem.

By the Fundamental Theorem of Calculus,

and

.

 

Cauchy’s mean value theorem (3.7) applied to

and

gives

Since

, we simplify to get the desired result.

5.6 Infinite integrals (Improper integrals)