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Infinitesimal and Infinite Quantities

Yibin Ren
December 25, 2020

In the previous, we have come across some indeterminate forms, such as


0 ∞
, , 1∞ , ∞ − ∞, 00 , 0 × ∞, ∞0
0 ∞
But the first one is most important, since the other can be transformed to it which will be introduced later.

1 Infinitesimal and their order


Let’s focus on the indeterminate form 00 . As we known, the quotient is a way to compare two numbers which
is bigger or smaller. Hence the limit of type 00 can be evaluated by analyzing which of the numerator and
denominator is going to the number “0” faster.

1.1 Infinitesimals
By the importance of the zero limit, let’s give it a new name. In this section, we will always use x → x0 to

represent x → one of x0 , x+
0 , x0 , ∞, +∞, −∞ when stating general theorems.

Definition 1.1. A function f (x) is called an infinitesimal quantity (or just infinitesimal) with respect
to x → x0 , denoted by

f (x) = o(1), as x → x0 (1.1)

if its limit is zero, that is lim f (x) = 0.


x→x0

For example,

sin x, ln(1 + x), ex − 1, (1 + x)p − 1 (1.2)

are infinitesimals as x → 0. But they are not infinitesimals as x → 1. Hence the notion of the infinitesimal
is depend on the direction.
Any limit can be equivalent to an infinitesimal. Suppose f (x) is a function and A ∈ R. Easy to see

lim f (x) = A ⇔ lim [f (x) − A] = 0


x→x0 x→x0

⇔ f (x) − A is an infinitesimal as x → x0
⇔ α(x) = f (x) − A = o(1) as x → x0

Theorem 1.2. Suppose f (x) is a function and A ∈ R. Then

lim f (x) = A ⇐⇒ f (x) = A + α(x) where α = o(1) as x → x0 (1.3)


x→x0

Essentially, the notion of infinitesimals is as same as having zero limit. But the former is qualitative and
the later is quantitative. It is easier to manipulate infinitesimals. By rational operation rules, we have
Theorem 1.3.

1
(1) Finite sum of infinitesimals is still an infinitesimal.
(2) Finite product of infinitesimals is still an infinitesimal.
Note that infinite sum may not be an infinitesimal. For example, fn (x) = nx is an infinitesimal as x → 0
for any n ∈ N. But taking the sum of all fn and the result

(
X 0, x = 0
fn (x) = f1 (x) + f2 (x) + · · · + fn (x) + · · · = x + 2x + · · · + nx + · · · =
n=1
∞, x 6= 0

which is not an infinitesimal as x → 0. Actually, infinite sum of functions is called series of functions which
will be learned in next semester.
Suppose f (x) is bounded near x0 , that is m ≤ f (x) ≤ M near x0 . Assume that α(x) is an infinitesimal
as x → x0 . Since

mα(x) ≤ α(x)f (x) ≤ M α(x) and lim mα(x) = lim M α(x) = 0


x→x0 x→x0

then, by squeeze theorem, we have


Theorem 1.4. Product of an infinitesimal and a locally bounded function is an infinitesimal.
For example, since x = o(1) as x → 0 and sin x1 is bounded, then x sin x1 is an infinitesimal and thus
1
lim x sin = 0.
x→0 x

1.2 Comparison of infinitesimals: Order


As we known, for two positive numbers a and b,
a
(1) if b = 1, then they are same;
a
(2) if b < 1, then a < b;
a
(3) if b > 1, then a > b.
This idea can be applied to comparing two infinitesimals.
Definition 1.5. Suppose α = α(x) and β = β(x) are two infinitesimals as x → x0 . Then

(1) α is called to be an infinitesimal of higher order than β as x → x0 , denoted by α = o(β), if

α(x)
lim =0
x→x0 β(x)

(2) α is called to be an infinitesimal of lower order than β as x → x0 , if

α(x)
lim =∞
x→x0 β(x)

(3) α and β are called to be two infinitesimals with same order, if

α(x)
lim = C 6= 0
x→x0 β(x)

(4) α and β are called to be two equivalent infinitesimals, denoted by α ∼ β, if

α(x)
lim =1
x→x0 β(x)

2
The notion “order” is to measure the speed approaching to zero. The speed of two infinitesimals with
same order is same. Obviously,
• if α has higher order than β, then β has lower order than α;
α α
• if α and β have same order with lim = C 6= 0, then α and Cβ are equivalent since lim = 1;
x→x0 β x→x0 Cβ

• if α and β are equivalent as x → x0 , then they have same order.


Example 1.6. Since
x4 + 2x2 x4 + 2x2 x4 + 2x2
lim = 0, lim = 2, lim =∞
x→0 x x→0 x2 x→0 x3
then as x → 0, x4 + 2x2 has higher order than x, has same order with x2 and has lower order than x3 .
Obviously, if p > q, then (x−x0 )p has higher order than (x−x0 )q as x → x0 , that is (x−x0 )p = o((x−x0 )q ).
It is easy to compare two infinitesimals with help of such power terms. Suppose that f (x) and g(x) have
same orders with (x − x0 )p and (x − x0 )q respectively as x → x0 . If p > q, then f (x) has higher order than
g(x) as x → x0 , that is f (x) = o(g(x)). The reason is
f (x) f (x) (x − x0 )p (x − x0 )q
lim = lim · · =0
x→x0 g(x) x→x0 (x − x0 )p (x − x0 )q g(x)
Let’s introduce the notion of “k-order” which gives the comparsion with the power term (x − x0 )k as x → x0 .
Definition 1.7. An infinitesimal α(x) is said to be k-order as x → x0 if it has same order with (x − x0 )k ,
that is
α(x)
lim = C 6= 0.
x→x0 (x − x0 )k
Generally, assume β is another infinitesimal, we say α(x) is a k-order infinitesimal with respect to β(x) as
x → x0 if α and β k have same order.
As we known, equivalent infinitesimals must have same order. Hence the questions of finding order and
comparing infinitesimals can be solved by finding equivalent infinitesimals

1.3 Finding equivalent infinitesimals


Before going to general theorem, we first introduce some important infinitesimals.
Theorem 1.8. As x → 0,
sin x ∼ x, ln(1 + x) ∼ x, ex − 1 ∼ x, (1 + x)p − 1 ∼ px (1.4)
where p 6= 0.
sin x
Proof. The first one is due to the well-known limit lim = 1.
x
x→0
The second one is due to the continuty of ln function and
   
ln(1 + x) 1 1
lim = lim ln (1 + x) x = ln lim (1 + x) x = ln e = 1 (1.5)
x→0 x x→0 x→0

The third one is due to the substitution y = ex − 1 with x = ln(1 + y) and (1.5):
ex − 1 y
lim = lim =1 (1.6)
x→0 x y→0 ln(1 + y)

The fourth one is due to (1.5) and (1.6):


(1 + x)p − 1 ep ln(1+x) − 1 ep ln(1+x) − 1 p ln(1 + x)
lim = lim = lim · =1 (1.7)
x→0 px x→0 px x→0 p ln(1 + x) px

3
Let’s introduce the equivalent infinitesimal under sum and product.
Lemma 1.9. As x → x0 ,
(1) if f (x) = o(g(x)), then f (x) + g(x) ∼ g(x)
(2) if f (x) ∼ α(x), g(x) ∼ β(x), then f (x)g(x) ∼ α(x)β(x)
(3) if f (x) ∼ α(x), then f (x) + α(x) ∼ 2f (x)
(4) if f (x) ∼ α(x) and g(x) → A 6= 0, then g(x)f (x) ∼ Aα(x)
Proof. The proofs are direct from the definition.
f f +g f
For (1), by assumption, lim = 0 ⇒ lim = lim + 1 = 1.
x→x0 g x→x0 g x→x0 g

fg f g
For (2), lim = lim · =1
x→x0 αβ x→x0 α β

f +α 1 1 α
For (3), lim = lim + · = 1
x→x0 2f x→x0 2 2 f
gf g f
For (4), lim = lim · =1
x→x0 Aα x→x 0 A α

Lemma 1.10 (Transitivity). Equivalent infinitesimals are transitive, that is if f ∼ g, g ∼ h as x → x0 ,


then f ∼ h as x → x0 .
Proof.
f f g
lim = lim · =1
x→x0 h x→x0 g h

Example 1.11. As x → 0,
p √
x4 + sin x ∼ x, x(1 − x) ∼ x

and
 2
sin x x 2 x x2
tan x = ∼ x, 1 − cos x = 2 sin ∼2· =
cos x 2 2 2

Hence x4 + sin x has lower order than 1 − cos x as x → 0.


Many functions are composed by simple functions. It is necessary to deduce the composition rule for
equivalent infinitesimals.
Theorem 1.12. Suppose that y = f (u) and u = g(x). If

f (u) ∼ α(u) as u → u0 (1.8)

and

lim g(x) = u0 and g(x) 6= u0 for x 6= x0 (1.9)


x→x0

then
 
f ◦ g(x) = f g(x) ∼ α g(x) = α ◦ g(x) as x → x0 (1.10)

4
By comparing (1.8) and (1.10), this theorem tells us that we can direct substitute u = g(x) in (1.8) to
obtain (1.10). Note that the directions of x and u should coincide with each other. For example, using
u = sin x
u2 (sin x)2 x2
1 − cos u ∼ as u → 0 =⇒ 1 − cos(sin x) ∼ ∼ as x → 0 (1.11)
2 2 2
and using t = arcsin x

t ∼ sin t as t → 0 =⇒ arcsin x ∼ sin(arcsin x) = x as x → 0. (1.12)

Similarly, arctan x ∼ x as x → 0.

1.4 Application
0
The equivalent infinitesimal is very useful to deal with the limit of 0 due to the following theorem.
Theorem 1.13. Suppose f (x) ∼ α(x) and g(x) ∼ β(x) as x → x0 . Then

f (x) α(x)
lim = lim
x→x0 g(x) x→x0 β(x)
0
In other words, when solving the limit of type 0, we can replace the numerator or denominator by some
easier infinitesimal.
Proof.
f f α β α
lim = lim · · = lim .
x→x0 g x→x 0 α β g x→x 0 β

It is notable that this replacement only works for limits of type 00 .


tan x − sin x
Example 1.14. Solve lim
x→0 x3
Wrong Solution. Since tan x ∼ x and sin x ∼ x as x → x0 , then
tan x − sin x x−x
lim 3
= lim =0
x→0 x x→0 x3

Right Solution. As x → 0,

x2 x3
tan x − sin x = tan x(1 − cos x) ∼ x · = .
2 2
Hence
3
x
tan x − sin x 2 1
lim = lim = .
x→0 x3 x→0 x3 2

Solution (for writing).


2
tan x − sin x tan x(1 − cos x) x · x2 1
lim 3
= lim 3
= lim = .
x→0 x x→0 x x→0 x3 2

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In our homework and test, you can directly use the following equivalent infinitesimals without proof:

x2
sin x ∼ x, tan x ∼ x, 1 − cos x ∼ , ex − 1 ∼ x, ln(1 + x) ∼ x, (1 + x)p − 1 ∼ px
2
as x → 0 and their simple transformations.
√3
1 + x2 − 1
Example 1.15. Solve lim
x→0 x arctan 2x

Solution. For the denominator, arctan 2x ∼ 2x as x → x0 . For the numerator,


p 1 2
1 + x2 − 1 = (1 + x2 )1/3 − 1 ∼
3
x as x → 0.
3
Hence

3 1 2
1 + x2 − 1 x 1
lim = lim 3 = .
x→0 x arctan 2x x→0 x · 2x 6

tan2 x
Example 1.16. Solve lim
x→0 1 − cos x

x2
Solution. By equivalent infinitesimals tan x ∼ x and 1 − cos x ∼ 2 as x → x0 ,

tan2 x x2
lim = lim x2 = 2.
x→0 1 − cos x x→0
2

2 Infinite quantities
Definition 2.1. A function f (x) is called to be an infinite quantity as x → x0 if lim f (x) = ∞.
x→x0

1
Since = 0 in the limit sense, infinitesimals and infinite quantities can be tranlated to each other.

1
Theorem 2.2. f (x) is an infinite quantity as x → x0 if and only if is an infinitesimal as x → x0 .
f (x)
1
For example, x , ln x are infinite quantities as x → 0.

3 Homework
Exercise 1.4 (A)
3. Which of the following statements are correct?
(1) An infinitesimal is a very very small number, and an infinity is a very very large number.
(2) An infinitesimal is zero and zero is an infinitesimal.
(4) Sum of an infinite number of infinitesimals is also an infinitesimal.
(5) Product of an infinity and an bounded function is also an infinity.
4. Are the following operations correct? If not, please correct them.
   
1 1 1 1
(1) lim n3 sin − tan = n3 − =0
n→∞ n n n n

6
5. Using equivalent infinitesimals to find the order of the following infinitesimals as x → 0
2 π √
3
(3) cos (1 − x) (4) 2x cos x tan x
π 2

6. Prove the following relations:


√ √
(2) 1 + tan x − 1 + sin x ∼ 41 x3 as x → 0
π2
(4) 1 + cos πx ∼ 2 (x − 1)2 as x → 1
7. Using equivalent infinitesimals to find the following limits
√ √ √
( 3 1 + tan x − 1)( 1 + x2 − 1) (1 − cos x) tan x
(2) lim (3) lim−
x→0 tan x − sin x x→0 (1 − cos x)3/2

Exercise 1.4 (B)


2. Determine the constants a, b such that the following expression holds:
p 
(1) lim x2 − x + 1 − ax + b = 0
x→+∞

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