340 Workbook

Real Analysis
Workbook
Compiled by: Jerry Morris, Sonoma State University
Note to Students (Please Read): This workbook contains examples and exercises that
will be referred to regularly during class. Please print out the rest of the workbook before our next class and
bring it to class with you every day.
1. To Print Out the Workbook. Go to the Moodle page for our course and click on the link “Work-
book”, which will open the file containing the workbook as a .pdf file. BE FOREWARNED THAT
THERE ARE LOTS OF PICTURES AND MATH FONTS IN THE WORKBOOK, SO SOME PRINT-
ERS MAY NOT ACCURATELY PRINT PORTIONS OF THE WORKBOOK.
2 Sonoma State University
Table of Contents
Introductory Material
Sample Proofs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
Proof Writing Standards . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
Chapter 0 –
Sections 0.1& 0.2 – Sets, Relations, and Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
Section 0.3 – Mathematical Induction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
Section 0.4 – Equivalent and Countable Sets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
Section 0.5 – The Real Numbers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24
Chapter 1 –
Section 1.1 – Sequence Convergence . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28
Section 1.2 – Cauchy Sequences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
Section 1.3 – Arithmetic Operations on Sequences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42
Section 1.4 – Subsequences and Monotone Sequences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 46
Chapter 2 –
Section 2.1 – Limits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 53
Section 2.2 – Limits of Functions and Sequences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 60
Section 2.3 – The Algebra of Limits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 65
Chapter 3 –
Section 3.1 – Continuity of a Function at a Point . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 70
Section 3.2 – Algebra of Continuous Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 74
Section 3.3 – Uniform Continuity and Compactness . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 77
Section 3.4 – Properties of Continuous Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 87
Chapter 4 –
Section 4.1 – The Derivative of a Function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 92
Section 4.2 – The Algebra of Derivatives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 97
Section 4.3 – Rolle’s Theorem and the Mean Value Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 101
Chapter 5 –
Section 5.1 – The Riemann Integral . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 108
Section 5.2 – Classes of Integrable Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 116
Section 5.3 & 5.4 – Riemann Sums and the Fundamental Theorem of Calculus . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 120
Real Analysis Workbook 3
Sample Proofs
Directions. Below, you are given 3 theorems, all of which are true; and four proofs, all of which are valid. Your
job is to match the appropriate proof(s) to each theorem. More than one answer may be correct, so try to find all
correct answers. Also comment on what method of proof is being used (i.e. direct, indirect, etc.)
Theorem I. Let n be an integer. If n is odd, then 3n + 2 is odd.
Theorem II. Let n be an integer. If 3n + 2 is odd, then n is odd.
Theorem III. Let n be an integer. The integer n is odd if and only if 3n + 2 is odd.
Proof 1. Let n be an integer, and assume that n is not odd. Then n is even, so there exists an
integer k such that n = 2k. We therefore have
3n + 2 = 3(2k) + 2 = 6k + 2 = 2(3k + 1).
Since 3k + 1 is an integer, it follows that 3n + 2 is an even integer. Therefore, 3n + 2 is not

odd.
Proof 2. Assume that n is an odd integer. Then there exists an integer k such that n = 2k + 1.
Thus, we have
3n + 2 = 3(2k + 1) + 2 = 6k + 5 = 2(3k + 2) + 1.
Therefore, since 3k + 2 is an integer, it follows that 3n + 2 is an odd integer.
Proof 3. Let n be an integer, and assume that 3n + 2 is not odd. Then 3n + 2 is even, so there
exists an integer k such that 3n + 2 = 2k. We therefore have
3n = 2k − 2 = 2(k − 1).
Thus, 2 is a prime factor of the integer 3n, and since 2 is not a factor of 3, 2 must be a factor
of n. Thus, there exists an integer m such that n = 2m, and it follows that n is even.
Therefore, n is not odd.
Proof 4. Let n be an integer, and assume that 3n + 2 is odd. We wish to show that n is odd, so
suppose by way of contradiction that n is not odd. Then n is even, so there exists an integer k
such that n = 2k. We therefore have
3n + 2 = 3(2k) + 2 = 6k + 2 = 2(3k + 1).
Since 3k + 1 is an integer, it follows that 3n + 2 is even, which contradicts our original

hypothesis that 3n + 2 is odd. Therefore, n is odd.
Why Do We Prove?
After reading the proofs on the previous page, you might be wondering why we bother to prove such “obvious”
statements as those on the previous page. You might also wonder over the course of the semester why I am so picky
about the details in your proofs, especially those that seem geometrically obvious to you. One reason is that, in
mathematics, there are lots of statements that sound plausible, even obvious, and yet turn out to be false; the only
way to convince the world that such statements are false is by constructing a careful, rigorous proof of this fact. As
an example, consider the following statements, EACH OF WHICH CAN BE PROVEN FALSE when made
mathematically precise in a natural way.
Statement Comment
If you take a convergent infinite series and rear- False! If a series is conditionally convergent, one
range the order of the terms, the sum of the series can change the value of the sum by rearranging
must stay the same. the order of terms. One can even make the series
diverge by changing the order of the terms.
The set of rational numbers is bigger than the set False! The set of integers and the set of rational
of integers. numbers are exactly the same size. We’ll prove
that later this semester.
If you start with the interval [0, 1] and remove in- False! In fact, it is possible to remove intervals
tervals whose lengths add up to 1, there will be no from [0, 1] whose lengths add up to 1 in such a
points left. way that there are infinitely (even uncountably!)
many points remaining.
Every function f : R −→ R that is continuous False! There exist functions that are continuous
everywhere must be differentiable almost every- everywhere but nowhere differentiable. You can’t
where. graph them, and it’s difficult to picture them, but
you can prove that they exist!
Comments on Proofs
Introduction.
Just what is a proof, anyway? This is a hard question to answer, in general, since it depends on your level of
experience and on the expectations of those reading your proofs. In this course, our proofs will start out simple,
even “obvious” in some cases, with the goal being to write a convincing proof without logical gaps. Later on, the
results we prove will be more complicated and you will have progressed in your sophistication to the point where
you can say “clearly” more often without losing credit for not showing all of the details. Let’s start, then, with the
all-important question:
What can I assume without proof, and what do I need to actually show? While this is a
difficult question to answer in general, here are some guidelines:
1. You may assume basic arithmetic facts (involving addition, subtraction, multiplication, and division) when
doing calculations in proofs that involve real numbers. In particular, any of the 12 axioms in Section 0.5, as
well as Theorems 0.19, 0.20, and 0.21 may be used without citation at any time in your proofs. For example,
let’s say that you know that 3 − 2n > 7. It would be perfectly valid for the following sequence of arguments to
appear in your proof:
3 − 2n > 7 =⇒ −2n > 4 =⇒ n < −2.
Though various axioms of the real numbers and basic theorems are being used to get from one step to
another, no citations of the specific axioms or theorems are necessary. Just show enough intermediate steps so
that your logic is clear.
2. You may use any theorems from our text, results of homework problems from our text, or results given in
class as justification for conclusions made in your proofs, as long as they appear sequentially before the
particular problem you are doing, and as long as the directions of the problem don’t rule out the use of a
particular result you are using. If you do make use of various theorems, exercises, or facts from class, they
should be appropriately cited, unless they’re excluded by point number 1 above.
3. In general, results of homework problems and theorems from other texts MAY NOT be used in your proofs.
If you find yourself in a situation that you feel might warrant an exception to this general rule, feel free to
discuss it with me.
4. When in doubt about whether or not to include a detail, it’s best to include it!
5. Finally, remember that if you’re ever in doubt as to whether or not something can be assumed or needs to be
shown, please feel fee to ask me.
Other Points. Here are a few general things I’ll be looking for in your proofs:
• Your proofs should contain mostly words and should read in complete sentences. Using accepted
mathematical notation and symbols is okay, but it shouldn’t be so excessive that it interrupts the flow of the
proof.
• When you cite a theorem as part of your proof, it is your obligation to verify that the hypotheses of the
theorem are satisfied as part of your proof.
• Keep in mind that logical correctness is not the only issue in judging how good a proof is; the quality of the
communication is also crucial. For example, if a proof is complicated and convoluted to the point that it
takes your reader a calendar year to figure out that it is valid, then it’s not a very good proof!
• In order for your proof to be clear, it is important to put the supporting facts for a claim at the appropriate
places in the proof so it is clear to the reader which fact justifies which claim. Hopefully the following
discussion will clarify what I mean:
Theorem. Let f : A −→ B and g : B −→ C. If g ◦ f is bijective, then f is one-to-one and g is onto.
Proof 1. Assume that g ◦ f is bijective. Then g ◦ f is one-to-one and onto, which

means that if g(f (x)) = g(f (y)), then x = y, and for every c ∈ C, there exists a ∈ A
such that (g ◦ f )(a) = c. Thus if f (x) = f (y), then x = y, so f is one-to-one. Also,
for any c ∈ C, g(f (a)) = c, so g is onto.
Critique of Proof: All of the statements made in the above proof are true, but the proof is
atrociously written because it is totally unclear how the hypotheses in the first sentence are used to
justify the claims made in the last two sentences. Consider the following improvement of Proof 1:
Proof 2. Assume that g ◦ f is bijective, and suppose that f (x) = f (y). Then
g(f (x)) = g(f (y)). But g ◦ f is bijective, which means that it is also one-to-one,
and it therefore follows that x = y. Thus, f is one to one.
Now, choose any c ∈ C. Again, since g ◦ f is bijective, g ◦ f must be onto, which
means that there exists a ∈ A such that g(f (a)) = c. Let b = f (a) ∈ B. Then g(b) = c,
which means that g is onto.
Critique of Proof: Much better! The main difference here is that the second proof WAITS to
state what the hypothesis “g ◦ f is bijective” means until this assumption is needed. This causes
the writer to have to state twice that g ◦ f is bijective, but SO WHAT!!! The second proof, though
longer, is valid and clear while the first one is of no value whatsoever.
• Finally, when you make a claim or come to a conclusion in a proof, it should be completely justified in terms
of definitions we know, theorems we’ve covered, or axioms that we’re accepting as true, without jumping
to unjustified conclusions.
The last point above is a complicated one, since it is sometimes difficult to tell when you are jumping to
conclusions. To help you out, here are a couple of examples. Let’s start with the following definitions and then try
to prove the theorem that follows them.
Definition 1. We say that an integer n is even if n = 2k for some integer k.
Definition 2. We say that an integer n is odd if n = 2k + 1 for some integer k.
Theorem. The sum of any two odd integers is even.
Here are some examples of sample proofs of this statement. Some are better than others. Point out
any weaknesses you notice in these proofs.
Proof 1. Consider the odd integers 3 and 7. Then 3 + 7 = 10, which is even. Since this logic
works for any odd integers, the sum of any two odd integers is always even.
Proof 2. Let m and n be any odd integers. Since m and n are both odd, m = p + 1, where p is
even, and n = q + 1, where q is even. Therefore, m + n = p + q + 1 + 1 = p + q + 2. Since p and q are
both even, p + q + 2 must also be even.
Proof 3. Let m and n be any odd integers. Since m and n are both odd, there exists integers p
and q such that m = 2p + 1 and n = 2q + 1. Thus, we have m + n = (2p + 1) + (2q + 1) = 2p + 2q + 2, which
is clearly divisible by 2. Thus, m + n is even.
Proof 4. Let m and n be any odd integers. Since m and n are both odd, there exists integers p
and q such that m = 2p + 1 and n = 2q + 1. Thus, we have m + n = (2p + 1) + (2q + 1) = 2(p + q + 1). Since
p + q + 1 is an integer, it follows that m + n is even.
Sections 0.1 & 0.2 – Sets, Relations, and Functions

Some Special Sets:
• J = {1, 2, 3, 4, . . .} • ∅ = the empty set
• Z = {. . . , −3, −2, −1, 0, 1, 2, 3, . . .} • R = {real numbers}
• [a, b] =
• (a, b) =
Some Definitions and Notation: Let A and B be sets.

• We say that A is a subset of B (written A ⊂ B) if every element in A is also in B.
• The union (A ∪ B) and intersection (A ∩ B) of the sets A and B are defined below:
A ∪ B = {x : x ∈ A or x ∈ B} A ∩ B = {x : x ∈ A and x ∈ B}
• The complement of A relative to B is the set
B\A = {x : x ∈ B and x 6∈ A}
Examples.
Theorem (De Morgan’s Laws, Puny Version).

1. A\(B ∩ C) =
2. A\(B ∪ C) =
Indexed Families of Sets

Definition. Let Λ be a set, and suppose for each λ ∈ Λ, a subset Aλ of a given set S is specified. The
collection of sets Aλ is called an indexed family of subsets of S with Λ as the index set. We denote this
collection by {Aλ }λ∈Λ . We also define the following:
\
Aλ = {x : x ∈ Aλ for all λ ∈ Λ}
λ∈Λ
[
Aλ = {x : x ∈ Aλ for some λ ∈ Λ}
λ∈Λ
Example. Calculate each of the following.
1. (a) {[0, λ]}λ∈{1,2,3}
\
(b) [0, λ]
λ∈{1,2,3}
[
(c) [0, λ]
λ∈{1,2,3}
2. (a) {(−n, n)}n∈J
\
(b) (−n, n)
n∈J
[
(c) (−n, n)
n∈J
\
3. (a) {λ − 1, λ + 1}
λ∈{2,4,6}
[
(b) {λ − 1, λ + 1}
λ∈{2,4,6}
\∞
1 1
4. − ,
n=1
n n
[
5. {x}
x∈Q

6. For each n ∈ J, let An = −∞, − n1 ∪ n1 , ∞ .
∞
[
(a) An
n=1
∞
\
(b) An
n=1
Functions and Relations

Definition. Let A and B be sets. The Cartesian product of A and B, denoted A × B, is given by
A × B = {(a, b) : a ∈ A and b ∈ B} .
Definition. A function from A to B is a subset of A × B with the property that for every element a ∈ A,
there is exactly one b ∈ B such that (a, b) ∈ f. The set A is called the domain of f, and B is called the
codomain of f. We write f : A −→ B.
Definition. The image of f : A −→ B is the following subset of B:

im(f ) =
Definition. Let f : A −→ B.
1. We say that f is one-to-one or injective if f (x) = f (y) always implies that x = y.
2. We say that f maps A onto B if im(f ) = B; i.e., if for every b ∈ B, there exists a ∈ A such that
f (a) = b.
Example. Which of the following functions are one-to-one? onto?

(a) f : R −→ R defined by f (x) = 3x − 1
(b) f : R −→ R defined by f (x) = x2
(c) f : R −→ R defined by f (x) = sin x
(d) f : [− π2 , π2 ] −→ R defined by f (x) = sin x
(e) f : [− π2 , π2 ] −→ [−1, 1] defined by f (x) = sin x
Example. For each of the following functions, illustrate f and its converse, g.
(a) f : R −→ R defined by f (x) = 2x + 5
(b) f : Z −→ Z defined by f (x) = x2

Theorem 1. Let f be a function, and define

g = {(x, y) : (y, x) ∈ f } .
Then g is a function iff f is one-to-one. If g is a function, g is called the inverse of f and we write
g(x) = f −1 (x).
Theorem 2. Let f : A −→ B and g : B −→ C be functions.

1. If f and g are both one-to-one, then g ◦ f is one-to-one.
2. If f maps A onto B, and g maps B onto C, then g ◦ f maps A onto C.
Exercises
1. Let f : {1, 2, 3, 4} −→ {1, 2, 3, 4, 5} be the function described by the diagram below. Calculate each of the
following.
(a) f ({1, 2}) =
1 1
(b) f ({1, 3}) =
2
2
(c) f −1 ({1, 4}) = 3
−1
(d) f ({2, 3}) = 3
4
−1
(e) f ({2, 5}) = 4 5
2. Let g : R −→ R be defined by g(x) = 2x + 1. Calculate g([1, 5]) and g −1 ([−3, 7]).

Section 0.3 – Mathematical Induction

First Principle of Mathematical Induction. Let P (n) represent a proposition depending on n. If
1. P (1) is true, and
2. P (k) implies P (k + 1) for each integer k ≥ 1,
then P (n) is true for all n ∈ J.
Second Principle of Mathematical Induction (Strong Induction). Let P (n) represent a proposition
depending on n, and let m be a positive integer. If
1. P (1), P (2), . . . , P (m) are all true, and
2. for all integers k ≥ m, the truth of the statements P (1), P (2), . . . , P (k) implies the truth of P (k + 1),
then P (n) is true for all n ∈ J.
Examples and Exercises

n2 (n + 1)2
1. Prove by induction that 13 + 23 + 33 + · · · + n3 = .
4
2. Define f : J −→ Z by f (1) = 3, f (2) = 5, and f (n) = 3f (n − 1) − 2f (n − 2) for n ≥ 3. Prove that

f (n) = 1 + 2n for all n ∈ J.
Section 0.4 – Equivalent and Countable Sets

Definition. The cardinality of a finite set A is the number of distinct objects in the set. We write |A| to
denote the cardinality of A.
Investigation. For which of the following pairs of sets below is it possible to define a one-to-one function
f : A −→ B? an onto function f : A −→ B?
A B A B
1 1 1 1
2 2
2 2
3 3
3 4 4 3
A B A B
1 1 1
2 1 2 2
3
3 3
A 1 1 B A 1 B
1
2 2
2
3 3
2
3
4 4
A B A B
1 1 1
1 2 2 2
3
3 3
2 4
4 4
5
Exercise. Let A and B be finite sets. Use the results of your investigation above to correctly complete each of
the 3 theorems below with one of the statements shown:
(a) There exists a one-to-one function f : A −→ B. (d) Every function f : A −→ B is one-to-one.

(b) There exists an onto function f : A −→ B. (e) Every function f : A −→ B is onto.
(c) There exists a bijective function f : A −→ B. (f) Every function f : A −→ B is bijective.
Theorem 1. |A| ≤ |B| if and only if .
Theorem 2. |A| ≥ |B| if and only if .
Theorem 3. |A| = |B| if and only if .

Definition 1. Let A and B be any sets. We say that A is equivalent to B if there exists a function
f : A −→ B such that f is both one-to-one and onto. If A is equivalent to B, we write A ∼ B.
Example 1. Let D = {1, 3, 5, 7, . . .} . Prove that J ∼ D.
Definition 2.
1. S is finite means either S = ∅ or S ∼ {1, 2, 3, . . . , n} .
2. S is infinite means S is not finite.
3. S is countably infinite means .
4. S is countable means that either S is or .
5. S is uncountable means that S is not countable.
Example 2. Is Z countable? Justify your answer.
Facts About Countable Sets

Fact 1. Subsets of countable sets are countable.
Fact 2. Let f : S −→ J be one-to-one. Then S is countable.

Fact 3. If A and B are countable sets, then A × B is countable.
Fact 4. The set of rationals (Q) is countable!

.. .. .. .. ..
. . . . .
(-2,1) (-2,2) (-2,3) (-2,4) (-2,5) ···
(-1,1) (-1,2) (-1,3) (-1,4) (-1,5) ···
(0,1) (0,2) (0,3) (0,4) (0,5) ···
(1,1) (1,2) (1,3) (1,4) (1,5) ···
(2,1) (2,2) (2,3) (2,4) (2,5) ···
(3,1) (3,2) (3,3) (3,4) (3,5) ···

.. .. .. .. ..
. . . . .
Fact 5. The union of countably
[ many countable sets is countable. In other words, if S is countable, and As is
countable for all s ∈ S, then As is countable.
s∈S
Fact 6. R is uncountable.
Fact 7. The set of all subsets of J is uncountable.

Theorem 0.11. Let A, B, and C be any sets. Then

1. A ∼ A
2. If A ∼ B, then B ∼ A.
3. If A ∼ B and B ∼ C, then A ∼ C.
Exercise. Prove or disprove each of the following.

1. If f : S −→ J is one-to-one, then S is countable.
2. If f : S −→ J is onto, then S is countable.
3. If f : J −→ S is one-to-one, then S is countable.
4. If f : J −→ S is onto, then S is countable.
Section 0.5 – The Real Numbers
Definition. Let S ⊂ R.
1. If x ≥ s for all s ∈ S, then x is called a(n) of S.
2. If x ≤ s for all s ∈ S, then x is called a(n) of S.
Example.
3. A real number x is called the least upper bound or supremum of S if both of the following are true:
(a) x is an upper bound of S.
(b) x ≤ all upper bounds of S
In this case, we write .
4. A real number y is called the greatest lower bound or infimum of S if both of the following are true:
(a) y is a lower bound of S.
(b) y ≥ all lower bounds of S
In this case, we write .
Example.
5. If M ≥ s for all s ∈ S and M ∈ S, then M is called the of S.

6. If M ≤ s for all s ∈ S and M ∈ S, then M is called the of S.
Example.
Definition. We say that a set S ⊂ R is bounded if there exist real numbers m and M such that m ≤ x ≤ M
for all x ∈ S. In other words, S is bounded if there exists an upper bound and a lower bound for S.
S sup S inf S max S min S Bounded? Comments
[0, 2]
(0, 2)
(−∞, 0)
1
n :n∈J

x ∈ R : x2 ≤ 2

x ∈ Q : x2 ≤ 2
\∞
1 1
− ,
n=1
n n
Question for you to ponder: What is the difference between a maximum and a supremum? What is the
difference between a minimum and an infimum?
Example 1. (Taken from Gaughan) If x = sup S, show that for each ǫ > 0, there is a ∈ S such that x − ǫ < a ≤ x.
1
Example 2. Prove that 0 = inf S, where S = n :n∈J .
Definition. Given x ∈ R, we define the absolute value of x as follows:

x if x≥0
|x| =
−x if x<0
Theorem 0.25. Let a, b ∈ R.

(i) |ab| = |a| · |b|
(ii) Let ǫ > 0. Then |a| < ǫ iff −ǫ < a < ǫ.
(iii) |a + b| ≤ |a| + |b|.
(iv) ||a| − |b|| ≤ |a − b|.
Section 1.1 – Sequence Convergence
Definition. A sequence is a function f with domain J. We generally denote the terms in the sequence;
that is, f (1), f (2), f (3), . . . , by writing an instead of f (n). We can then denote the sequence as follows:
∞
{an }n=1 = a1 , a2 , a3 , a4 , a5 , . . . .
Example 1. Two common ways of representing a sequence are using a graph and a number line. Find a formula
∞
for the sequence {an }n=1 represented by the graph and the number line below.
an
1
n
1 2 3 4 5 6 7 8 9
0 1
a4 a3 a2 a1
Example 2. Use a number line and a graph to illustrate the behavior of the sequence {(−1)n }∞
n=1 .
Sequence Convergence
Preliminary Exploration. Below are some informal ways of describing the concept of sequence convergence
that you might remember from Calculus 1. While these statements are nice and simple, they are also quite vague,
and therefore inadequate for our purposes in Math 340.
∞
“Definition” A: We say that a sequence {an }n=1 converges to the number A if an approaches A as n gets large.
∞
“Definition” B: We say that a sequence {an }n=1 converges to the number A if an can be made arbitrarily close
to A by taking n large enough.
∞ ∞
(I) Discuss the convergence of the sequence {an }n=1 = n1 n=1
in the context of “Definitions” A and B above. Note any 0 1
ambiguities or shortcomings that you notice. a4 a3 a2 a1
n o∞
(−1)n
(II) Repeat part (I) for {bn }∞
n=1 = (−1)n + n . -2 -1 0 1 2
n=1
b1 b3 b4 b2
an
Definition. We say that a sequence {an }∞
n=1 con-
verges to a number A if, for every ǫ > 0, there exists
a positive integer N such that for every n ≥ N, we
have |an − A| < ǫ. ε
A
n
Preliminary Example. Let an = 12+6n
n , and let A = 6. Use the graphs of {an }∞
n=1 below to guess a value of
N ∈ J for which
n≥N =⇒ |an − A| < ǫ.
Given ǫ Graph Choice of N

0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19
12 12
11 11
10 10
9 9
8 8
7 7
6 6
ǫ=4 5 5
4 4
3 3
2 2
1 1
0
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20
0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19
12 12
11 11
10 10
9 9
8 8
7 7
6 6
ǫ=3 5 5
4 4
3 3
2 2
1 1
0
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20
0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19
12 12
11 11
10 10
9 9
8 8
7 7
ǫ=2 6 6
5 5
4 4
3 3
2 2
1 1
0
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20

1. Use the definition of sequence convergence to prove that the following sequences converge.
∞ ∞ ∞
12 + 6n n 2 + 3n
(a) (b) (c)
n n=1 n + 5 n=1 n n=1
∞
(d) {2}n=1
∞ ∞
2. (Taken from Gaughan) Suppose {an }n=1 converges to A and {bn }n=1 converges to A, and that an ≤ cn ≤ bn
∞
for all n ∈ J. Prove that {cn }n=1 converges to A.
A+ ε
A
A−ε
5 10 15
3. Prove Theorem 1.2, which says that every convergent sequence is bounded.
∞ ∞
4. Let {an }n=1 converge to A and {bn }n=1 converge to B. If an ≤ bn for all n ∈ J, prove that A ≤ B. Does the
result still hold if we replace both “≤” signs with “<” signs? Justify your answer.
Section 1.2 – Cauchy Sequences
Definition. A sequence {an }∞

n=1 is Cauchy iff for every ǫ > 0, there is N ∈ J such that |an − am | < ǫ for
all m, n ≥ N.
Theorem 1.3. Every convergent sequence of real numbers is a Cauchy sequence.
Theorem 1.7. Every Cauchy sequence of real numbers is convergent.

Note. The proof of Theorem 1.7 is quite involved! To accomplish this, we will need the following results:
1. Theorem 1.4. Every Cauchy sequence is bounded.
2. The idea of an “accumulation point.”
Definition. A set N ⊂ R is called a neighborhood of a real number x iff N contains an interval of positive
length centered at x, that is, iff there is ǫ > 0 such that (x − ǫ, x + ǫ) ⊂ N.
Definition. Let S ⊂ R. A real number A is called an accumulation point of S iff every neighborhood of A
contains infinitely many points of S.
1
Example 1. Let S1 = n : n ∈ J . Answer the following questions. You NEED NOT prove your answers.
(a) Is 0 an accumulation point of S1 ?
0 1 1 1 2 5 1 0 1 1 1 2 5 1 0 1 1 1 2 5 1

6 3 2 3 6 6 3 2 3 6 6 3 2 3 6
(b) Is 1/2 an accumulation point of S1 ?
0 1 1 1 2 5 1 0 1 1 1 2 5 1 0 1 1 1 2 5 1

6 3 2 3 6 6 3 2 3 6 6 3 2 3 6
Example 2. Let S2 = (0, 1]. Answer the following questions. You NEED NOT prove your answers.
(a) Is 0 an accumulation point of S2 ?
0 1 1 1 2 5 1 0 1 1 1 2 5 1 0 1 1 1 2 5 1

6 3 2 3 6 6 3 2 3 6 6 3 2 3 6
(b) Is 1/2 an accumulation point of S2 ?
0 1 1 1 2 5 1 0 1 1 1 2 5 1 0 1 1 1 2 5 1

6 3 2 3 6 6 3 2 3 6 6 3 2 3 6
(c) Is 1 an accumulation point of S2 ?
0 1 1 1 2 5 1 0 1 1 1 2 5 1 0 1 1 1 2 5 1

6 3 2 3 6 6 3 2 3 6 6 3 2 3 6
(d) Describe the set of all accumulation points of S2 = (0, 1].

Theorem 1.6 (Bolzano-Weierstrass). Every bounded infinite subset of R has an accumulation

point.
Theorem 1.7. Every Cauchy sequence of real numbers is convergent.
Proof. Assume that {an }∞

n=1 is Cauchy.
∞
Case 1. There are only finitely many distinct values among the terms of {an }n=1 .
an
n
N
Case 2. There are infinitely many distinct values among the terms of {an }∞
n=1 .
an
A+ ε
A−ε
n
N n0
Exercises.
1. For each of the following subsets S of R, either list the accumulation points of S (if there are finitely many) or
describe the entire set of accumulation points if there are infinitely many.

(a) S = 2 + n3 : n ∈ J
(b) S = (0, 1)
(c) S = {1, 2, 4}
(d) S = {(−1)n : n ∈ J}
2. Does there exist an example of an infinite subset of R that has no accumulation points? If so, find one.
3. A “finite range sequence” is a sequence that takes on only finitely many values.
(a) Explain why each of the following finite range sequences is not Cauchy.
(i) 1, −1, 1, −1, 1, −1, . . . (ii) 1, −2, 4, 1, −2, 4, 1, −2, 4, . . . (iii) 1, 3, 4, 5, 1, 3, 4, 5, 1, 3, 4, 5, . . .
(b) Under what circumstances can a sequence be Cauchy and finite range at the same time? Justify your
answer.
Section 1.3 – Arithmetic Operations on Sequences
Theorem 1.8. If {an }∞ ∞ ∞

n=1 converges to A and {bn }n=1 converges to B, then {an + bn }n=1 converges to
A + B.
Theorem 1.9. If {an }∞ ∞ ∞

n=1 converges to A and {bn }n=1 converges to B, then {an bn }n=1 converges to AB.
∞ ∞
Theorem1.11
. If {an }n=1 converges to A and {bn }n=1 converges to B with B 6= 0 and bn 6= 0 for all
∞
an A
n ∈ J, then converges to .
bn n=1 B
Example 1. Suppose that {an }∞

n=1 converges to A with α ∈ R.
∞
(a) Show that {αan }n=1 converges to αA.
(b) Show that {−an }∞

n=1 converges to −A.
Example 2. Examine the convergence of the following.
∞ ∞
n2 + 5n sin n
(a) (b)
3n2 − 2 n=1 n n=1
Theorem.
∞
sin n
Example 3. Prove that converges to 0.
n n=1
Example 4. Consider Theorem 1.12, which reads as follows: “If {an }∞ ∞

n=1 converges to A and {bn }n=1 converges
to B, with an ≤ bn for all n ∈ J, then A ≤ B.” Is the statement of this theorem still true if each occurrence of “≤”
in the theorem is replaced with “<”? Justify your answer.
Section 1.4 – Subsequences and Monotone Sequences
Basic Idea For Obtaining a Subsequence. Start with a sequence and possibly delete some of its terms.
∞
Preliminary Example. List several subsequences of the sequence n1 n=1 = 1, 12 , 31 , 14 , 15 , 16 , 17 , 81 , 19 , . . . .
Definition. Let {an }∞ ∞

n=1 be any sequence, and let {nk }k=1 be a sequence of positive integers with n1 <
∞ ∞
n2 < n3 < n4 < . . . . Then the sequence {ank }k=1 is called a subsequence of {an }n=1 .
∞
Note: We say that a subsequence {ank }k=1 converges to A iff, for every ǫ > 0, there exists N ∈ J such that,
for every k ≥ N, we have |ank − A| < ǫ.
an
n
5 10 15
1 ∞
Example 1. Consider the subsequences of n n=1 that you listed in the Preliminary Example above. Rewrite
∞
each of these subsequences using the {ank }k=1 notation.
n n
o∞
(−1) ∞ ∞
Example 2. Consider the sequences n , {(−1)n }n=1 , and {2−n }n=1 . List several subsequences of each
n=1
sequence, if possible, choosing at least one subsequence that is convergent. Do you notice any relationship between
the convergence of a sequence and the convergence of its subsequences?
Facts About Subsequences

1. Every subsequence is a sequence, so it must have an infinite number of terms.
2. By choosing n1 = 1, n2 = 2, n3 = 3, . . . we see that every sequence is a subsequence of itself.
3. Theorem.
an
A+ ε
A−ε
n
5 10 15
Definition. Let {an }∞ ∞

n=1 be a sequence of real numbers. We say that {an }n=1 is increasing if an ≤ an+1
∞ ∞
for all n ∈ J. Similarly, we say that {an }n=1 is decreasing if an+1 ≤ an for all n ∈ J. We say that {an }n=1 is
monotone if it is either increasing or decreasing.
Example 4. Is the sequence 1, 1.1, 1.101, 1.101001, 1.1010010001, 1.101001000100001, . . . monotone? Do you
think it converges?
Theorem 1.16. A monotone sequence is convergent if and only if

Example 5. (Taken from Gaughan) Prove that every bounded sequence of real numbers has a convergent
subsequence.
Example 6. Explain why {(−1)n }∞ ∞

n=1 and {sin n}n=1 each have at least one convergent subsequence.
Example 7. (Taken from Gaughan) Let b be a real number with 0 < b < 1. Prove that {bn }∞
n=1 converges and
find the limit.
Proof. First, we will show that {bn }∞

n=1 is bounded below and decreasing. Note that b > 0, so if we
assume that bn > 0 for some n ∈ J, it follows that
bn+1 = b · bn > b · 0 = 0,
and we therefore conclude that bn+1 > 0. Thus, it follows by induction that bn > 0 for all n ∈ J.
∞
This proves that {bn }n=1 is bounded below by 0. Next, note that for any n ∈ J, we have
bn − bn+1 = bn (1 − b)
≥ 0, (because bn > 0 and 1 − b > 0)
∞ ∞
so bn+1 ≤ bn , and we conclude that {bn }n=1 is decreasing. Therefore, by Theorem 1.16, {bn }n=1
converges to some real number which we will call L.
∞
Now, since {bn }n=1
∞ converges to L, we know that all of its
subsequences
∞ converge to L. In
particular, b2n n=1 converges to L. But b2n = bn · bn , so b2n n=1 also converges to L2 by Theorem
1.9. However, since limits of sequences are unique (Theorem 1.1), we must have
L2 = L =⇒ L2 − L = 0 =⇒ L = 0 or L = 1.
∞ ∞
Hence, {bn }n=1 converges to either 0 or 1. We claim that, in fact, {bn }n=1 converges to 0. To see
that this is the case, note first that {bn }∞n=1 is decreasing, so we have
bn ≤ b < 1 for all n ∈ J.

∞
Since {b}n=1 is a constant sequence converging to b, Theorem 1.12 implies that L ≤ b < 1. Thus,
L < 1 and it therefore follows that L = 0.
Exercise. For each box in the array below, try to find an example of a sequence that has both of the
corresponding properties. If you think that no such example exists, indicate this.
Bounded Not Bounded Convergent Not Conver- Has a con- Does not
gent vergent sub- have a con-
sequence vergent
subsequence
Bounded
Not Bounded
Convergent
Not Convergent
Has a conver-
gent subse-
quence
Does not have a

convergent sub-
sequence
Section 2.1 – Limits
y
Definition. Let f : D −→ R, and let x0 be an
accumulation point of D. We say that the limit as x f
approaches x0 of f (x) is L if for every ǫ > 0, there
exists δ > 0 such that if x ∈ D with 0 < |x − x0 | < δ,
then |f (x) − L| < ǫ. ε
L
x0 x
2x2 − 5x + 2
Preliminary Example. Define f : (−∞, 2) ∪ (2, ∞) −→ R by f (x) = , and let L = 3. Use
x−2
the graphs below to guess a value of δ > 0 for which
0 < |x − 2| < δ =⇒ |f (x) − L| < ǫ.
Given ǫ
Graph Choice of δ
y
8
7
6
5
4
ǫ=4 3
2
1
x
-1 1 2 3 4
-1
-2
y
8
7
6
5
4
ǫ=2 3
2
1
x
-1 1 2 3 4
-1
-2
y
8
7
6
5
4
ǫ=1 3
2
1
x
-1 1 2 3 4
-1
-2
Notes on the Definition of a Limit:

1. The value of δ may depend on ǫ.
2. Notation. The statement lim f (x) = L is shorthand for saying that the limit as x approaches x0 of
x→x0
f (x) is L.
3. At the end of the definition, “if x ∈ D with 0 < |x−x0 | < δ, then |f (x)−L| < ǫ” is a general statement.
It could be replaced by “for every x ∈ D satisfying 0 < |x − x0 | < δ, we have |f (x) − L| < ǫ.
Exercise. For each of the following functions f, sketch an interval (x0 − δ, x0 + δ) on the x-axis such that
|f (x) − L| < ǫ for all x satisfying 0 < |x − x0 | < δ. If this is not possible, so state.
L+ ε L+ ε
L L
L−ε L−ε
x0 x0
L+ε L+ε
L L
L−ε L−ε
x0 x0
L+ε L+ε
L L
L−ε L−ε
x0 x0
2x2 − 5x + 2
Example 1. Prove that lim = 3.
x→2 x−2
Example 2. Let f (x) = mx + b, where m 6= 0. Prove that lim f (x) = mx0 + b.

x→x0
Example 3. Prove that lim (x2 + 2x + 1) = 4.
x→1
Example 4. (Taken from Gaughan) Suppose f : D −→ R with x0 an accumulation point of D. Prove that if
lim f (x) = L1 and lim f (x) = L2 , then L1 = L2 .
x→x0 x→x0
Example 5 (The Ruler Function). We define the ruler function f : [0, 1] −→ R as follows:

 0 if x is irrational
f (x) = 1 if x=0

1/q if x ∈ Q\ {0} , where x = p/q and p and q are positive integers reduced to lowest terms
y
(a) What is the image of f ?
3
4
1
√ 2
(b) Calculate f ( 2/2).
1
4
x
1 1 3
(c) Make a systematic list of reduced rational numbers in [0, 1] 4 2 4
which have denominators less than or equal to 6. Then,

plot their images on the graph above.
(d) Let x0 = 1/4. Find and draw in a “deleted” neighborhood N1 = (x0 − δ1 , x0 + δ1 )\ {x0 } such that
x ∈ N1 =⇒ |f (x)| < 1/2.
(e) Again, let x0 = 1/4. Find and draw in a “deleted” neighborhood N2 = (x0 − δ2 , x0 + δ2 )\ {x0 } such that
x ∈ N2 =⇒ |f (x)| < 1/3.
(f) Again, let x0 = 1/4. Find a “deleted” neighborhood N3 = (x0 − δ3 , x0 + δ3 )\ {x0 } such that
x ∈ N3 =⇒ |f (x)| < 1/4.
(g) Let x0 ∈ [0, 1]. Prove that lim f (x) exists.

x→x0 y
3
4
1
2
1
4
x
1 1 3
4 2 4
Section 2.2 – Limits of Functions and Sequences

c Let f : D −→ R with x0 an accumulation point of D. Then lim f (x) = L if and only if,
Theorem 2.1.
x→x0
∞ ∞
for every sequence {xn }n=1 converging to x0 with xn ∈ D and xn 6= x0 for all n, the sequence {f (xn )}n=1
x
x0 x5 x 4 x3 x2 x1
Proof.
c
Notes on Theorem 2.1:
c
1. Theorem 2.1 in the textbook is a somewhat altered version of Theorem 2.1.
∞
2. Since a sequence converges iff it is Cauchy, we can replace “{f (xn )}n=1 converges to L” with
∞
“{f (xn )}n=1 is Cauchy” (see Theorem 2.2).
3. This Theorem allows us to translate much of our knowledge about sequences to knowledges about
limits of functions.
Example. Prove that if f, g : D −→ R, and if lim f (x) = L1 and lim g(x) = L2 , then
x→x0 x→x0
lim [f (x) + g(x)] = L1 + L2 .
x→x0
Exercises.
1. For each of the following claims, first decide whether or not the claim is true. Then, decide whether or not
the provided proof is valid. Also, try to correct the proof if appropriate. Suggestion: Sketching the graphs
of the relevant functions and sequences might be helpful!
Claim 1. lim sin(1/x) = 0.

x→0
Proof ? Let x0 = 0, and let f (x) = sin(1/x). For each n ∈ J, let xn = 1/(nπ). Then xn 6= x0 for all
∞
n ∈ J, and {xn }n=1 converges to zero. In addition, we have f (xn ) = sin(nπ) = 0 for all n ∈ J,
∞
so {f (xn )}n=1 converges to 0. By Theorem 2.1 hat, lim sin(1/x) = 0.
x→0
y
1
x
1 1

6 3
-1

−1 + x if x≤0
Claim 2. Let f (x) = . Then lim f (x) does not exist.
1 + x if x>0 x→0
∞
Proof ? Let x0 = 0, and let xn = 1/n for each n ∈ J. Then {xn }n=1 converges to zero. In
addition, we have
1
f (xn ) = 1 + ,
n
so it follows that {f (xn )}∞
n=1 converges to 1. On the other hand, if we let yn = −1/n for
∞
each n ∈ J, we see that the sequence {yn }n=1 also converges to zero, and we have
−1
f (yn ) = −1 + ,
n
∞
so it follows that {f (yn )}n=1 converges to −1. Now, suppose by way of contradiction that
lim f (x) does exist. Then, by Theorem 2.1 hat (in the "(=⇒)" direction) applied to f and
x→0
{xn }∞
n=1 , it follows that lim f (x) = 1. However, we can also apply Theorem 2.1 hat (in the
x→0
∞
"(=⇒)" direction) to f and {yn }n=1 to conclude that lim f (x) = −1. Thus, lim f (x) equals
x→0 x→0
both 1 and -1, which contradicts the uniqueness of the limit of a function (Exercise 5,
p.79). We therefore conclude that lim f (x) does not exist.
x→0
y
2
x
-1 1
-1
-2
Claim 3. Let f (x) = x sin x. Then lim f (x) does not exist.
x→0
Proof ? Let xn = (4n + 1)π/2. Then for each n ∈ J, we have

(4n + 1)π (4n + 1)π (4n + 1)π 4n
f (xn ) = sin = > = 2n.
2 2 2 2
Thus, given any M > 0, we can choose n > M/2 so that f (xn ) > 2n > M, which implies that
∞
{f (xn )}n=1 is not bounded and hence not convergent. Thus, by Theorem 2.1, Then lim f (x)
x→0
does not exist.
y
15
12
9
6
3
x
-3 3 6 9 12 15
-6
-9
-12
-15
Section 2.3 – The Algebra of Limits
Theorem 2.3. Let f : D −→ R. If lim f (x) = L, then there exists a neighborhood Q = (x0 − δ, x0 + δ)
x→x0
of x0 and a positive number M such that |f (x)| < M for all x ∈ Q ∩ D.
Idea of Proof.
y y
y x0
L+1 x L+1
L+1
L L
L−1 L L−1
x L−1 x
x0 x0
Summary of Limit Theorems. For each of the following, assume that f, g : D −→ R with x0 an
accumulation point of D.
1. lim [f (x) + g(x)] = lim f (x) + lim g(x).

x→x0 x→x0 x→x0
2. lim [f (x)g(x)] = .
x→x0
f (x)
3. lim = (provided g(x) 6= 0 for all x ∈ D).
x→x0 g(x)
4. If lim f (x) = 0 and g(x) is bounded in some neighborhood of x0 , then lim [f (x)g(x)] = .
x→x0 x→x0
5. If f (x) ≤ g(x) for all x ∈ D, then .
p
6. lim f (x) = . (provided f (x) ≥ 0 for all x ∈ D.)
x→x0
7. lim |f (x)| = .
x→x0
8. If c is constant, then lim c = .

x→x0

1. Prove limit theorem #2 from page 65. That is, if lim f (x) = L1 and lim g(x) = L2 , prove that
x→x0 x→x0
lim [f (x)g(x)] = L1 L2 . Do this in TWO WAYS:
x→x0
(a) directly from the definition of a limit

(b) using Theorem 2.1.
r
x2 + 2|x| − 3
2. Calculate lim , and carefully justify each step in your argument.
x→3 x+1
3. Which of the following definitions do you think most accurately describes what it means to say that
lim f (x) = ∞? Then, use your choice to prove that lim (x3 − 100) = ∞.
x→∞ x→∞
Definition 1. Let f : (a, ∞) −→ R. Then Definition 2. Let f : (a, ∞) −→ R. Then

lim f (x) = ∞ iff there exists M2 and M1 such lim f (x) = ∞ iff for every M2 , there exists M1
x→∞ x→∞
that if x > M1 , then f (x) > M2 . such that if x > M1 , then f (x) > M2 .
Definitions of Limits
1. Definition. Let f : D −→ R, with x0 an accumulation point of D. We say that lim f (x) = L if, for every
x→x0
, there exists such that if , then
.
2. Definition. Let f : D −→ R, with x0 an accumulation point of D. We say that lim f (x) = ∞ if, for every
x→x0
.
3. Definition. Let f : D −→ R, with x0 an accumulation point of D. We say that lim f (x) = −∞ if, for every
x→x0
.
4. Definition. Let h > 0, and let f : (x0 , x0 + h) −→ R. We say that lim+ f (x) = L if, for every
x→x0
.
5. Definition. Let h > 0, and let f : (x0 , x0 + h) −→ R. We say that lim+ f (x) = ∞ if, for every
x→x0
.
6. Definition. Let h > 0, and let f : (x0 , x0 + h) −→ R. We say that lim f (x) = −∞ if, for every
x→x+
0
.
7. Definition. Let h > 0, and let f : (x0 − h, x0 ) −→ R. We say that lim− f (x) = L if, for every
x→x0
.
8. Definition. Let h > 0, and let f : (x0 − h, x0 ) −→ R. We say that lim− f (x) = ∞ if, for every
x→x0
.
9. Definition. Let h > 0, and let f : (x0 − h, x0 ) −→ R. We say that lim f (x) = −∞ if, for every
x→x−
0
.
10. Definition. Let f : (a, ∞) −→ R. We say that lim f (x) = L if, for every , there exists
x→∞
such that if , then .
11. Definition. Let f : (a, ∞) −→ R. We say that lim f (x) = ∞ if, for every , there exists
x→∞
12. Definition. Let f : (a, ∞) −→ R. We say that lim f (x) = −∞ if, for every , there exists
x→∞
13. Definition. Let f : (−∞, a) −→ R. We say that lim f (x) = L if, for every , there exists
x→−∞
14. Definition. Let f : (−∞, a) −→ R. We say that lim f (x) = ∞ if, for every , there exists
x→−∞
15. Definition. Let f : (−∞, a) −→ R. We say that lim f (x) = −∞ if, for every , there exists
x→−∞
Section 3.1 – Continuity of a Function at a Point
Definition. Let E ⊂ R, and let f : E −→ R. We say that f is continuous at x0 ∈ E iff for every ǫ > 0,
there exists δ > 0 such that if x ∈ E and |x − x0 | < δ, then |f (x) − f (x0 )| < ǫ. If f is continuous at every
x ∈ E, we say that f is continuous.
Example 1. Which of the following functions appear to be continuous at x0 ?
f f f
L L L
x0 x0 x0
Example 2. Define f : R −→ R by f (x) = 4x. Prove that f is continuous at x0 = 3.

Theorem 3.1. Let f : E −→ R with x0 ∈ E and x0 an accumulation

point of E. Then the following are equivalent: f
(i) f is continuous at x0 .
(ii) f has a limit at x0 and lim f (x) = .
x→x0
∞
(iii) For every sequence {xn }n=1 converging to x0 with xn ∈ E for all n, we
have {f (xn )}∞
n=1 converges to .
x0
Example 3. Consider any function f : Z −→ R. Must f be continuous?
Exercises.
1. Show that f (x) = x2 + 4x − 5 is continuous at x0 = 2.

3 if x ≥ 2
2. Define f : R −→ R by f (x) = . y
2 if x < 2
∞ ∞ 3
(a) Find a sequence {xn }n=1 converging to 2 such that {f (xn )}n=1 con-
verges to f (2).
2
x
1 2 3 4
∞ ∞
(b) Find a sequence {yn }n=1 converging to 2 such that {f (yn )}n=1 does not converge to f (2).
(c) Is f continuous at x0 = 2? Justify your answer.
3. Let g denote the ruler function; that is, define g : [0, 1] −→ R as follows:

 0 if x is irrational
g(x) = 1 if x = 0

1/q if x ∈ Q\ {0} , where x = p/q and p and q are positive integers reduced to lowest terms
Prove that g is continuous at all irrational numbers between 0 and 1 and not continuous everywhere else.
Hint: Recall that we showed earlier that lim g(x) = 0 for all x0 ∈ [0, 1].
x→x0
Section 3.2 – Algebra of Continuous Functions
Lemma 3.3. Suppose g : D −→ R is

continuous at x0 ∈ D and g(x0 ) 6= 0. Then
there exists δ > 0 and α > 0 such that if
|x − x0 | < δ, then |g(x)| ≥ α.
Theorem 3.2. Suppose f : D −→ R and g : D −→ R are continuous at x0 ∈ D. Then

1. f + g is continuous at x0 .
2. f g is continuous at x0 .
3. If g(x0 ) 6= 0, then f /g is continuous at x0 .
Theorem 3.4. Let f : D −→ R and g : D′ −→ R with im(f ) ⊂ D′ . Then if f is continuous at x0 ∈ D

and g is continuous at f (x0 ), then g ◦ f is continuous at x0 .
Facts About Continuous Functions

1. f (x) = x is continuous.
2. f (x) = xn is continuous for all n ∈ J.
3. f (x) = cxn is continuous for all n ∈ J and each constant c ∈ R.
4. Polynomials are continuous.
5. Rational functions (quotients of polynomials) are continuous where their denominator does not equal zero.
√
6. f (x) = x is continuous for all x ≥ 0.
7. sin x, cos x, ex , and logarithmic functions are continuous where they are defined.
Section 3.3 – Continuity vs. Uniform Continuity
Definition. We say that f : E −→ R is continuous at x0 ∈ E iff for every ǫ > 0, there exists a δ > 0
such that if x ∈ E with |x − x0 | < δ, then |f (x) − f (x0 )| < ǫ.
Definition. We say that f : D −→ R is uniformly continuous on E ⊂ D iff for every ǫ > 0, there exists
a δ > 0 such that if x, y ∈ E with |x − y| < δ, then |f (x) − f (y)| < ǫ.
Notes:
1. In the continuity definition, x0 is treated as a pre-chosen constant; this means that δ may depend on ǫ and on
x0 . In the uniform continuity definition, δ may only depend on ǫ.
2. Uniform continuity is a property of a function on an entire set, rather than at a specific point.
3. By choosing y = x0 in the uniform continuity definition, we see that uniform continuity on E implies
continuity on E.
Preliminary Example. For each of the following functions, let ǫ > 0 be given and use scratchwork to try to
find a δ > 0 such that
x, y ∈ E with |x − y| < δ =⇒ |f (x) − f (y)| < ǫ.
Graphically confirm your choice of δ by illustrating with a specific choice of ǫ and δ on the provided graph. Then,
decide whether each function is uniformly continuous on the given set E.
(a) f (x) = 5x on E = [0, 1].

y
5
x
0.2 0.4 0.6 0.8 1
(b) f (x) = 1/x on E = [1, 2].

1.1
0.9
0.8
0.7
0.6
0.5
1 1.2 1.4 1.6 1.8 2
(c) f (x) = 1/x on E = (0, 1].

5
0.2 0.4 0.6 0.8 1


1. Prove that f (x) = 1/x is uniformly continuous on E = [1, 2].
2. Prove that f (x) = 1/x is not uniformly continuous on E = (0, 1].

Section 3.3 – Some Basic Topology

Definitions.
(i) A set E ⊂ R is called closed iff E contains all of its accumulation points.
(ii) A set A ⊂ R is called open iff for every x ∈ A there exists δ > 0 such that (x − δ, x + δ) ⊂ A.
Example 1. Which of the following sets are open? Which are closed? In each case, give a brief reason/
explanation for your answer.

(a) (0, 1) (e) n1 : n ∈ J
(b) [0, 1] (f) Z
(c) R (g) {1, 2, 3, 4, 5}
(d) [0, 1)
Some Facts About Open and Closed Sets
1. E is closed iff R\E is .
2. Unions of open sets are open, intersections of finitely many open sets are open.
3. Intersections of closed sets are closed, unions of finitely many closed sets are closed.
Compact Sets
S
Definition. Let E be a subset of R, and let {Gα }α∈A be a family of open sets. If E ⊂ α∈A Gα , we say
that {Gα }α∈A is an open cover of E.
Note. An open cover is a set of open sets.
Definition. Let {Gα }α∈A be an open cover of E. If there exist finitely many α1 , α2 , . . . , αn ∈ A such that
n
E ⊂ ∪ni=1 Gαi , then we say that {Gαi }i=1 is a finite subcover of E.
Notes.
1. The term “finite subcover” refers back to a previously chosen open cover; the sets in a finite subcover must
come from this open cover.
2. The word “finite” in the term “finite subcover” refers to the number of sets in the subcover, not to the
number of elements in the sets themselves.
Definition. A set E is called compact iff, for every open cover {Gα }α∈A of E, there exist finitely many
α1 , α2 , . . . , αn ∈ A such that E ⊂ ∪ni=1 Gαi . In other words, E is compact iff every open cover of E has a
finite subcover.
Example 2. Use the definition of compactness to decide which of the following sets are compact.
(a) R
(b) [0, 1)
(c) {1, 2, 3}
1
(d) E = n : n ∈ J ∪ {0}
Heine-Borel Theorem.
Example 3. Determine whether the following sets are compact, and justify your answer.
1
(a) n :n∈J
(b) [a, b], where a, b ∈ R with a < b.
(c) im(f ), where f : R −→ R is defined by f (x) = x2 .

Theorem. Let f : D −→ R be continuous with D compact. Then f is uniformly continuous on D.
Outline of Proof. Let ǫ > 0 be given. f

Step 1. For each x ∈ D, choose δx > 0 such that
ǫ
y ∈ D and |x − y| < δx =⇒ |f (x) − f (y)| < .
2
x
δx δx
Step 2. Note that x− , x+ is an open cover of D.
2 2 x∈D
Step 3. From the open cover in Step 2, extract a finite subcover

δx 1 δx 1 δx 2 δx 2 δx δx
x1 − , x1 + , x2 − , x2 + , ..., xn − n , xn + n .
2 2 2 2 2 2

δx 1 δx 2 δx n
Step 4. Choose δ = min , ,..., , and let x, y ∈ D with |x − y| < δ.
2 2 2
Section 3.4 – Properties of Continuous Functions
Theorem 3.8. Let f : E −→ R be continuous with E compact. Then

f is uniformly continuous. f
Theorem 3.10. Let f : E −→ R be continuous with E compact. Then

f (E) is compact.
Corollary 3.11. If f : E −→ R is continuous with E compact, then E

there are x1 and x2 in E such that, for all x ∈ E, f (x1 ) ≤ f (x) ≤ f (x2 ).
Intermediate Value Theorem (Preliminary Version). Let f : [a, b] −→ R be continuous

with f (a) < 0 < f (b) or f (b) < 0 < f (a). Then there exists c ∈ (a, b) such that f (c) = 0.
Idea of Proof. (For the f (a) < 0 < f (b) case)
Define f
E = {x ∈ [a, b] : f (x) ≤ 0} .
a b
Actual Proof of IVT, Preliminary Version: Assume the given hypotheses. We will prove the case in
which f (a) < 0 < f (b); the other case follows similarly. Define
E = {x ∈ [a, b] : f (x) ≤ 0} ,
and note that E is bounded (since E ⊂ [a, b]) and nonempty (since a ∈ E); therefore, we can let c = sup E. Also
note that since c must either belong to E or be an accumulation point of E ⊂ [a, b], it must be the case that
c ∈ [a, b]. We will now show that f (c) = 0.
|f (c)|
Suppose by way of contradiction that f (c) 6= 0. Since f is continuous at c, we can choose ǫ = 2 and δ > 0 such
that
(1) if x ∈ [a, b] and |x − c| < δ, then f (c) − ǫ < f (x) < f (c) + ǫ
δ′
Case 1. If f (c) < 0, note that c < b (because f (b) > 0) and let δ ′ = min {δ, b − c} . Then, if we choose x = c + 2,
we have |x − c| < δ and x ∈ [a, b], so by (1) it follows that
−f (c) f (c)
f (x) < f (c) + ǫ = f (c) + = < 0,
2 2
δ′
and we see that x = c + 2 ∈ E, contradicting the fact that c is an upper bound of E.
Case 2. If f (c) > 0, note that a < c (because f (a) < 0) and let δ ′ = min {δ, c − a} . Then for all x satisfying
c − δ ′ < x ≤ c, we have x ∈ [a, b], so it follows from (1) that
f (c) f (c)
f (x) > f (c) − ǫ = f (c) − = > 0.
2 2
Therefore, since c is an upper bound of E, we can conclude that f (x) > 0 for all x satisfying c − δ ′ < x ≤ b. But
′
this means that c − δ2 is also an upper bound of E, contradicting the fact that c is the least upper bound of E.
Since both Cases 1 and 2 above lead to a contradiction, we conclude that f (c) = 0.
Intermediate Value Theorem (Full Version). Let f : [a, b] −→ R be continuous with f (a) <
y < f (b) or f (b) < y < f (a). Then there exists c ∈ (a, b) such that f (c) = y.

1. Give examples of each of the following. Compare your examples to the statements of Theorem 3.8, 3.10, or
Corollary 3.11 as appropriate.
(a) A set E and a continuous function f : E −→ R such that f (E) is not compact.
(b) A compact set E and a function f : E −→ R such that f (E) is not compact.
(c) A bounded set E and a continuous function f : E −→ R such that f attains neither its maximum nor its
minimum value on E.
(d) A closed set E and a continuous function f : E −→ R such that f is not uniformly continuous on E.
2. Prove that the equation x5 = 1 − 3x has a solution in the interval [0, 1].
3. Is it possible for a function f : E −→ R to be uniformly continuous without E being compact? If so, give an
example to illustrate this. If not, explain why not.
4. Is it possible for a function f : E −→ R to achieve its maximum and minimum values on E if f is not
continuous? if E is not compact? If so, give examples to illustrate this. If not, explain why not.
Section 4.1 – The Derivative of a Function
Lemma 4.0. Let f : D −→ R with x0 an accumulation point of D, and suppose that lim f (x) exists.
x→x0
Then if there exists a neighborhood N of x0 such that g(x) = f (x) for all x ∈ N \ {x0 } , we have
lim g(x) = lim f (x).

x→x0 x→x0
Definition. Let f : D −→ R, let x0 ∈ D, and let x0

be an accumulation point of D. Define
f (x) − f (x0 )
T (x) = .
x − x0
We say that f is
f
at x0 if lim T (x) exists. This limit is called the
x→x0
of f (x) at x = x0 ,
and is denoted . If f is differentiable at
each point x ∈ E ⊂ D, we say that f is differentiable
on E. x0
Note.
Example 1. Find the derivative of f (x) = 2x + 1 at x0 .

Example 2. Show that f (x) = |x| is not differentiable at x0 = 0.

x2 sin( x1 ) if x 6= 0
Example 3. Let f (x) = 0 if x = 0
.
f (x) f ′ (x)
1 1 1 1 1 1

3Π 2Π Π 3Π 2Π Π
(a) Find a formula for f ′ (x). For the purposes of this example, you may use the familiar rules of differentiation
that you learned in calculus where appropriate.
(b) Show that f ′ is not continuous at x0 = 0. f ′ (x)
1 1 1

3Π 2Π Π
Lemma.
(a) lim φ(x) = L if and only if lim φ(x0 + h) = L.
x→x0 h→0
(b) lim φ(x) = L if and only if lim φ(x0 − h) = L.

x→x0 h→0
Note. The above lemma gives the more familiar alternate formula for the derivative that looks like
f ′ (x0 ) =
Theorem 4.2. If f is differentiable at x0 , then f is continuous at x0 .

Exercises

x cos( x1 ) if x 6= 0
1. Let f (x) = . Determine the values of x for which f is differentiable, and find the
0 if x = 0
derivative. For the purposes of this exercise, you may use the familiar rules of differentiation that you learned
in calculus where appropriate.
2. Use the alternate formula for the derivative that we derived above to find a formula for f ′ (x) if f (x) = x2 .
Section 4.2 – The Algebra of Derivatives

Theorem 4.3. Let f, g : D −→ R, and suppose that f and g are differentiable at x0 . Then
1. f + g is differentiable at x0 , and (f + g)′ (x0 ) = .
2. f g is differentiable at x0 , and (f g)′ (x0 ) = .
3. If g(x0 ) 6= 0, then f /g is differentiable at x0 and

′
f
(x0 ) =
g
Example 1. Let n ∈ J and let f (x) = xn . Prove that f ′ (x) = nxn−1 .
Example 2. Let c ∈ R, and let f (x) = c. Prove that f ′ (x) = 0.

Theorem 4.4 (The Chain Rule). Suppose f : D −→ R and g : D′ −→ R with f (D) ⊂ D′ . If f is

differentiable at x0 and g is differentiable at f (x0 ), then g ◦ f is differentiable at x0 and
(g ◦ f )′ (x0 ) = g ′ (f (x0 ))f ′ (x0 ).

Example 3. Prove that h(x) = (x2 + 1)6 is differentiable and find the derivative.
√
Example 4. Prove that p(x) = x x2 + 3 is differentiable and find the derivative.
Section 4.3 – Rolle’s Theorem and the Mean Value Theorem

Definition. Let f : D −→ R.
1. We say that f has a local (or relative) maximum at x0 ∈ D iff there is a δ > 0 such that f (x) ≤ f (x0 )
for all x ∈ D with |x − x0 | < δ.
2. We say that f has a local (or relative) minimum at x0 ∈ D iff there is a δ > 0 such that f (x) ≥ f (x0 )
for all x ∈ D with |x − x0 | < δ.
f f
Exploration 1. Sketch several examples of functions f : [a, b] −→ R that have both of the following properties:
(1) f is differentiable everywhere, and (2) f (a) = f (b) = 0. Locate all local maximum and minimum values on your
sketches. Do you notice anything special about what’s going on at local maxima or minima? Must the derivative
always be zero where maximum or minimum values occur?
Summary of Main Results
Theorem 4.6. Suppose f : [a, b] −→ R and suppose

that f has either a local maximum or a local minimum at
x0 ∈ (a, b). If f is differentiable at x0 , then
f ′ (x0 ) = .
Theorem 4.7 (Rolle’s Theorem). Suppose f :

[a, b] −→ R is continuous on [a, b] and differentiable on (a, b).
Then if f (a) = f (b) = 0, there exists c ∈ (a, b) such that
f ′ (c) = .
Exploration √2. To the right you are given a graph of the 2

function f (x) = x on the interval [0, 3]. 1.75
f (3) − f (0) 1.5
(a) Draw in a line segment whose slope equals . 1.25
3−0
1
(b) Find a number c ∈ (0, 3) such that f ′ (c) equals the slope
0.75
of your line segment from part (a). Can you find the exact
0.5
values of c and f ′ (c)?
0.25
0.5 1 1.5 2 2.5 3

Theorem 4.8 (Mean Value Theorem). Suppose

f : [a, b] −→ R is continuous on [a, b] and differentiable on
(a, b). Then there exists c ∈ (a, b) such that
f ′ (c) = .
Theorem 4.9. Suppose f is continuous on [a, b] and differentiable on (a, b).

1. If f ′ (x) 6= 0 for all x ∈ (a, b), then f is one-to-one on [a, b].
2. If f ′ (x) = 0 for all x ∈ (a, b), then f is a constant function on [a, b].
3. If f ′ (x) > 0 for all x ∈ (a, b), then f is an increasing function on [a, b].
4. If f ′ (x) < 0 for x ∈ (a, b), then f is a decreasing function on [a, b].

1. Prove Theorem 4.10, which is stated as follows: Suppose that f and g are continuous on [a, b] and
differentiable on (a, b) and that f ′ (x) = g ′ (x) for all x ∈ (a, b). Then there is a real number k such that
f (x) = g(x) + k.
2. Given that 0 < p < 1 and h > 0, prove that (1 + h)p < 1 + ph. You may assume the usual calculus rules about
differentiating powers and basic knowledge from algebra about exponents. (Hint: Apply the Mean Value
Theorem to f (x) = (1 + x)p on the interval [0, h].)
3. (a) Consider the

function defined by f : [−1, 1] −→ R defined 1
−1 if x ≤ 0
by f (x) = (see diagram to the right).
1 if x > 0
Does there exist c ∈ (−1, 1) such that
f (1) − f (−1)
f ′ (c) = ? −1 1
2
Does this contradict the Mean Value Theorem? Explain.
−1
(b) Give an example of a continuous function f : [a, b] −→ R such that there does not exist c ∈ (a, b) that
satisfies the conclusion of the Mean Value Theorem. A valid example must specify a, b, and the function
f.
A Point to Ponder: The Mean Value Theorem is one of the most fundamental and critical results that we
prove in this course. It is the treasure at the end of the rainbow that we have been heading toward since the
very beginning of this course. Among its many uses, it will allow us to prove the Fundamental Theorem of
Calculus, which allows definite integrals to be calculated by finding an antiderivative of the function being
integrated. Thinking back to very early on in this course, you might remember that I mentioned that the
least upper bound property of the real numbers is crucial in order for the basic results of calculus to hold
true. If you examine the chain of theorems that led up to our proof of the Mean Value Theorem, you should
discover that the least upper bound property of the real numbers underlies this chain of results. I invite you
to look back at the proofs of this chain of theorems and see if you can find the spot (or spots) where we used
this least upper bound property.
Section 5.1 – The Riemann Integral
Definition of the Riemann Integral. Let a < b, and let f : [a, b] −→ R be bounded. A partition P of
[a, b] is any finite set {x0 , x1 , . . . , xn } such that a = x0 < x1 < · · · < xn = b. We make the following definitions
associated with a partition P :
• Mi = sup {f (x) : x ∈ [xi−1 , xi ]} mi = inf {f (x) : x ∈ [xi−1 , xi ]}
We define the upper sum and lower sum associated with P,

denoted U (P, f ) and L(P, f ), respectively, as follows:
n
X n
X
• U (P, f ) = Mi (xi − xi−1 ) L(P, f ) = mi (xi − xi−1 )
i=1 i=1
f(x) f(x)
a x1 x2 x3 x4 b a x1 x2 x3 x4 b
Fig 1. Illustration of upper sum Fig 2. Illustration of lower sum
Since f is bounded on [a, b], there exist m and M such that m ≤ f (x) ≤ M for all x ∈ [a, b]. Therefore, we
have
n
X n
X n
X n
X
m(xi − xi−1 ) ≤ mi (xi − xi−1 ) ≤ Mi (xi − xi−1 ) ≤ M (xi − xi−1 )
i=1 i=1 i=1 i=1
=⇒ m(b − a) ≤ L(P, f ) ≤ U (P, f ) ≤ M (b − a).
Therefore, since the upper and lower sums are bounded, we can define:
Z b Z b
• f dx = inf {U (P, f ) : P is a partition of [a, b]} f dx = sup {L(P, f ) : P is a partition of [a, b]}
a a
Rb Rb
We say that f is (Riemann) integrable (f ∈ R(x)) on [a, b] iff a f dx = a f dx. If f is Riemann integrable we
define
Z b Z b Z b
f dx = f dx = f dx.
a a a
Definition. Let a < b, and let P and Q be partitions of [a, b]. We say that Q is a refinement of P iff P ⊂ Q.
Example 1. Define f : [a, b] −→ R by f (x) = c, where c is constant. Prove that f is integrable on [a, b] and find
the integral.

1 if x is rational
Example 2. Define f : [0, 1] −→ R by f (x) = 0 if x is irrational
. Is f integrable on [0, 1]? Justify your
answer.
Behavior of Upper and Lower Sums

Exercise. Let f : [0, 10] −→ R be the function shown in the diagrams below. Let P1 , P2 , and P3 be the partitions
described below:
P1 = {0, 3, 8, 10}
P2 = {0, 1, 3, 8, 10}
P3 = {0, 1, 3, 5, 8, 10}
(a) Calculate L(P1 , f ), L(P2 , f ), and L(P3 , f ), writing your answers below each picture. What do you notice
about the value of the lower sums as the partitions get “finer”?
20 20 20
f(x) f(x) f(x)
18 18 18
16 16 16
14 14 14
12 12 12
10 10 10
8 8 8
6 6 6
4 4 4
2 2 2
1 2 3 4 5 6 7 8 9 10 1 2 3 4 5 6 7 8 9 10 1 2 3 4 5 6 7 8 9 10
L(P1 , f ) = L(P2 , f ) = L(P3 , f ) =
(b) Calculate U (P1 , f ), U (P2 , f ), and U (P3 , f ), writing your answers below each picture. What do you notice
about the value of the upper sums as the partitions get “finer”?
20 f(x) 20 20
f(x) f(x)
18 18 18
16 16 16
14 14 14
12 12 12
10 10 10
8 8 8
6 6 6
4 4 4
2 2 2
1 2 3 4 5 6 7 8 9 10 1 2 3 4 5 6 7 8 9 10 1 2 3 4 5 6 7 8 9 10
U(P1 , f ) = U(P2 , f ) = U(P3 , f ) =

Theorem 5.1. Let f : [a, b] −→ R be bounded. Then if P and Q are any partitions of [a, b], we have
(i) If P ⊂ Q, then ≤ and ≤ .
(ii) L(P, f ) ≤ U (Q, f ).
Z b Z b
(iii) f dx ≤ f dx.
a a
Theorem 5.2. Let f : [a, b] −→ R be bounded. Then f ∈ R(x) if and only if for each ǫ > 0 there exists
a partition P of [a, b] such that
U (P, f ) − L(P, f ) ≤ ǫ.
Proof. (=⇒)
Proof of Theorem 5.2, continued. (⇐=)
Exercise. Use Theorem 5.2 to prove that the function f (x) = x2 is integrable on [0, 2].
Section 5.2 – Classes of Integrable Functions

Example 1 . Based on your intuition from previous calculus courses, which of the following four functions do
you think are integrable on the specified domain? 4
4
f : [−1, 2] −→ R defined by f (x) = x2 3 3
2 2
1
1/x if x 6= 0 1
g : [0, 2] −→ R defined by g(x) =
2 if x=0
-1 1 2 1 2
4 6
h : [0, 4] −→ R defined by h(x) = ⌈x⌉ 5
3
4
2 3

2 if x 6= 2 2
k : [0, 4] −→ R defined by k(x) = 1
6 if x = 2 1
1 2 3 4 1 2 3 4
Theorem 5.3. If f : [a, b] −→ R is , then f is integrable.

Theorem 5.4. If f : [a, b] −→ R is , then f is integrable.

Other Integration Facts

1. Most of the functions from Calculus I and II are continuous functions if we avoid zero denominators and are
therefore integrable. Some examples:
2. If f : [a, b] −→ R is bounded and has discontinuities, then f is integrable.
3. If f : [a, b] −→ R is bounded and has discontinuities, then f is integrable.

1. Which of the functions from Example 1 on page 116 are integrable? Justify your answers.
2. Consider the function k given by 6

2 if x 6= 2 5
k(x) = .
6 if x = 2 4
3
(a) Consider the partition P = {0, 2 − δ, 2 + δ, 4} of
[0, 4], where 0 < δ < 2. Calculate the difference 2
U (P, k) − L(P, k). 1
1 2 3 4
(b) Use Theorem 5.2 to prove that k is integrable.

Sections 5.3 & 5.4 – Riemann Sums and the FTC

Definition. Let P = {x0 , x1 , . . . , xn } be a partition of [a, b]. The mesh (or norm) of P, denoted µ(P ), is
the maximum length xi − xi−1 for i = 1, 2, . . . , n. If ti ∈ [xi−1 , xi ] is chosen for each subinterval, we call P
a marked partition, and
X n
S(P, f ) = f (ti )(xi − xi−1 )
i=1
is called a Riemann sum.
3
2
1 2 3 4

2x + 2 if x 6= 3
Example 1. Let f : [0, 3] −→ R be defined by f (x) = 4 if x = 3
, and let P = {0, 1, 2, 3} .
(a) Calculate U (P, f ) and L(P, f ), and draw in the corresponding rectangles in the figures below.
L(P, f ) U (P, f )
8 8
6 6
4 4
2 2
1 2 3 1 2 3

2x + 2 if x 6= 3
Example 1 (continued). f (x) =
4 if x=3
, P = {0, 1, 2, 3} .
(b) Consider the partition P marked with t1 = 21 , t2 = 23 , and t3 = 25 . Find

the value of S(P, f ), and draw in the associated rectangles.
8
6
4
2
1 2 3
(c) Find a marking of P such that S(P, f ) = L(P, f ).

8
t1 = , t2 = , t3 =
6
4
2
1 2 3
(d) Explain why S(P, f ) 6= U (P, f ), no matter how P is marked. Then,

choose a marking of P that illustrates how S(P, f ) can get “close” to
8
U (P, f ), and find the value of S(P, f ) for your marked partition.
6
t1 = , t2 = , t3 = 4
2
1 2 3
Critical Lemma. Let f : [a, b] −→ R be bounded, and let P = {x0 , x1 , x2 , . . . , xn } be any partition of
[a, b]. Then for every ǫ > 0, there exists a marking of P such that
(∗) U (P, f ) − S(P ′ , f ) ≤ ǫ,
where P ′ denotes the partition P with the described marking. Similarly, there exists a second marking of P
such that
(∗∗) S(P ′′ , f ) − L(P, f ) ≤ ǫ,
where P ′′ denotes the partition P with the second marking.
Note.
Proof. Assume the given hypotheses. We will prove (*); equation (**) follows similarly. Let
ǫ > 0 be given, and consider any subinterval [xi−1 , xi ].
ǫ
Since Mi = sup {f (x) : x ∈ [xi−1 , xi ]} , the number Mi − b−a
Mi
is not an upper bound of the set {f (x) : x ∈ [xi−1 , xi ]} ,
f(ti )
so there exists ti ∈ [xi−1 , xi ] such that
ε
Mi − _____
ǫ b−a
(1) f (ti ) > Mi −
b−a
(see figure to right). xi−1 ti xi
Let P ′ denote the partition P marked with the points t1 , t2 , . . . , tn . Then we have
n
X n
X
ǫ
S(P ′ , f ) = f (ti )(xi − xi−1 ) ≥ Mi − (xi − xi−1 ) (by (1))
i=1 i=1
b−a
Xn n
ǫ X
= Mi (xi − xi−1 ) − (xi − xi−1 )
i=1
b − a i=1
ǫ
= U (P, f ) − (b − a)
b−a
= U (P, f ) − ǫ,
so that S(P ′ , f ) ≥ U (P, f ) − ǫ, which is equivalent to saying that U (P, f ) − S(P ′ , f ) ≤ ǫ.
Useful fact about Riemann Sums. Let f : [a, b] −→ R be bounded, and let P be any marked
partition of [a, b]. Then
L(P, f ) ≤ S(P, f ) ≤ U (P, f ),
regardless of how P is marked.
Theorem 5.5. Let f : [a, b] −→ R be bounded. Then f is Riemann integrable on [a, b] iff there exists
a real number A such that for each ǫ > 0, there exists a partition P such that, for any refinement Q of P,
Z b
regardless of how Q is marked, |S(Q, f ) − A| ≤ ǫ. If the latter condition is satisfied, then f dx = A.
a
Proof. (=⇒)
Proof of Theorem 5.5, continued. (⇐=)
Theorem 5.7. Let f : [a, b] −→ R be bounded. Then f is Riemann integrable on [a, b] iff, for each
∞ ∞ ∞
sequence of marked partitions {Pn }n=1 with {µ(Pn )}n=1 converging to 0, the sequence {S(Pn , f )}n=1 is
Z b
∞
convergent. If the condition is satisfied, then each of the sequences {S(Pn , f )}n=1 will converge to f dx.
a
Note.
Theorem 5.8 (The Fundamental Theorem of Calculus). Suppose f : [a, b] −→ R is differ-

entiable on [a, b] with f ′ integrable on [a, b]. Then
Z b
f ′ dx = .
a

4 4
3 3
2 2
1 1
2 4 6 8 2 4 6 8
Figure 1. The function f Figure 1. The function f
1. Consider the function f : [0, 8] −→ R shown above (twice), and let P = {0, 2, 4, 6, 8} .
(a) Calculate L(P, f ) and U (P, f ).
(b) IF POSSIBLE, find a marking of P such that L(P, f ) = S(P ′ , f ), where P ′ denotes the partition P
marked with the points you have chosen. If this is not possible, find a marking that makes S(P ′ , f )
“close” to L(P, f ) and find the value of S(P ′ , f ).
(c) IF POSSIBLE, find a marking of P such that U (P, f ) = S(P ′′ , f ), where P ′′ denotes the partition P
marked with the points you have chosen. If this is not possible, find a marking that makes S(P ′′ , f )
“close” to U (P, f ) and find the value of S(P ′′ , f ).
4 4
3 3
2 2
1 1
1 2 3 1 2 3
Figure 2. f (x) = 1 + ⌊x⌋ Figure 2. f (x) = 1 + ⌊x⌋
2. Consider the function f : [0, 3] −→ R defined by f (x) = 1 + ⌊x⌋ (see Figure 2 above), and let P = {0, 1, 2, 3} .
(a) Calculate L(P, f ) and U (P, f ).
(b) Find a marking of P such that L(P, f ) = S(P ′ , f ), where P ′ denotes the partition P marked with the
points you have chosen.
(c) Find a marking of P such that U (P, f ) = S(P ′′ , f ), where P ′′ denotes the partition P marked with the
points you have chosen.
8 8
6 6
4 4
2 2
1 2 3 1 2 3

2x + 2 if x 6∈ {1, 2, 3} 2x + 2 if x 6∈ {1, 2, 3}
Figure 3. g(x) = Figure 3. g(x) =
5 if x ∈ {1, 2, 3} 5 if x ∈ {1, 2, 3}

2x + 2 if x 6∈ {1, 2, 3}
3. Consider the function g : [0, 3] −→ R defined by g(x) = (see Figure 3 above), and
5 if x ∈ {1, 2, 3}
let P = {0, 1, 2, 3} .
(a) Calculate L(P, g) and U (P, g).
(b) Let ǫ > 0 be given. Find a marking of P such that S(P ′ , g) − L(P, g) ≤ ǫ, where P ′ denotes the partition
P marked with the points you have chosen.
(c) Let ǫ > 0 be given. Find a marking of P such that U (P, g) − S(P ′′ , g) ≤ ǫ, where P ′′ denotes the
partition P marked with the points you have chosen.
4. Before beginning this problem, recall how upper and lower sums behave under refinement, and how upper and
lower sums for an integrable function f behave relative to each other, as illustrated by the diagrams below:
5 5
4 4
3 3 U (P1 , f ) − L(P1 , f ) = 5.52 − 3.92 = 1.6
2 2
1 1
0.5 1 1.5 2 0.5 1 1.5 2
5 5
4 4
3 3 U (P2 , f ) − L(P2 , f ) = 5.08 − 4.28 = 0.8
2 2
1 1
0.5 1 1.5 2 0.5 1 1.5 2
5 5
4 4
3 3 U (P3 , f ) − L(P3 , f ) = 4.87 − 4.47 = 0.4
2 2
1 1
0.5 1 1.5 2 0.5 1 1.5 2
Now, for the remainder of this problem, let f : [a, b] −→ R be any integrable function, and let ǫ > 0 be given.
(a) What theorem guarantees that there exists a partition P of [a, b] such that
L(P, f ) ≤ U (P, f ) ≤ L(P, f ) + ǫ ?
(b) Now, let Q be any refinement of the partition P, and let Q be marked in any way whatsoever. Arrange
the following quantities in increasing order: S(Q, f ), L(P, f ), L(Q, f ), U (P, f ), U (Q, f ), L(P, f ) + ǫ
(c) Arrange the following quantities in increasing order:

Z b
f dx, L(P, f ), L(Q, f ), U (P, f ), U (Q, f ), L(P, f ) + ǫ
a
Z b
(d) Use your answers to (b) and (c) to find a largest possible value for |S(Q, f ) − f dx|. In other words,
Z b a
find an upper bound on the quantity |S(Q, f ) − f dx|.

a
1 2

5. Let f (x) = 3x, and for each n ∈ J let Pn denote the partition 0, n, n, . . . , n−1
n , 1 of [0, 1] marked with
the points ti = ni for each i. 3
(a) Is f (x) = 3x integrable on [0, 1]? Justify your answer.

2
(b) To the right is a graph of f (x) = 3x. Draw in the 6 rect-

1 1 1 2 5 1
angles whose areas add up to S(P6 , f ), and find S(P6 , f ).
6

3

2

3

6
Figure 4. f (x) = 3x
Pn n(n+1)
(c) Find an expression for S(Pn , f ) in terms of n. You will need to use the fact that i=1 i= 2 (which
you proved by induction in Chapter 0).
∞
(d) What number does the sequence {S(Pn , f )}n=1 of marked partitions converge to?
Z 1
(e) What is the value of 3x dx? Use Theorem 5.7 to prove that your answer is correct.
0
(f) Would the strategy used in part (e) above have been valid if we hadn’t known that f (x) = 3x is
integrable? Explain.
6. Define f : [0, 3] −→ R by f (x) = 1 + ⌊x⌋ (see figure). For each n ∈ J,

4
let Pn be the partition of [0, 3] defined by
3
1 2 n+1 n+2 2n + 1 2n + 2
Pn = 0, , , · · · , 1, , , · · · , 2, , , ··· , 3 .
n n n n n n 2
(a) Write out the points in the partitions P1 , P2 , and P3 .
1
1 2 3
Z 3
(b) Use Theorem 5.7 to calculate (1 + ⌊x⌋) dx. (Hint: Mark the partitions Pn in a way so that the
0
values of the Riemann sums S(Pn , f ) behave “nicely” as n increases. You might want to start with by
doing this for a few small values of n before proceeding to the general case.)
7. Define g : [0, 2] −→ R by g(x) = 3x2 , and let P = {x0 , x1 , x2 , . . . , xn } be any partition of [0, 2].
(a) Is g integrable on [0, 2]? Justify your answer.
(b) Find a function G such that G′ (x) = g(x) for all x ∈ [0, 2].
(c) For each i, there exists ti ∈ (xi−1 , xi ) such that G(xi ) − G(xi−1 ) = G′ (ti )(xi − xi−1 ). What theorem
justifies this statement?
(d) Let the partition P be marked with the points ti as described in part (c) above. For each equality below,
give a brief reason why it is true.
8 = G(2) − G(0)
Xn
= [G(xi ) − G(xi−1 )]
i=1
n
X
= [G′ (ti )(xi − xi−1 )]
i=1
n
X
= [g(ti )(xi − xi−1 )]
i=1
= S(P, g).
(e) Explain why L(P, g) ≤ 8 ≤ U (P, g) must be true for every partition P of [0, 2]. What does this say about
Z 2
the value of g(x) dx?
0
8. If possible, use the Fundamental Theorem of Calculus to evaluate the following integrals.
Z 4
(a) x2 dx
0
Z 1
x
(b) dx
−1 (x2 + 1)2
Z 1
2
(c) dx
−1 x4

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Real Analysis

Compiled by: Jerry Morris, Sonoma State University

Theorem I. Let n be an integer. If n is odd, then 3n + 2 is odd.

Theorem II. Let n be an integer. If 3n + 2 is odd, then n is odd.

3n + 2 = 3(2k) + 2 = 6k + 2 = 2(3k + 1).

Since 3k + 1 is an integer, it follows that 3n + 2 is an even integer. Therefore, 3n + 2 is not

3n + 2 = 3(2k) + 2 = 6k + 2 = 2(3k + 1).

Since 3k + 1 is an integer, it follows that 3n + 2 is even, which contradicts our original

Theorem. Let f : A −→ B and g : B −→ C. If g ◦ f is bijective, then f is one-to-one and g is onto.

Proof 1. Assume that g ◦ f is bijective. Then g ◦ f is one-to-one and onto, which

Definition 1. We say that an integer n is even if n = 2k for some integer k.

Definition 2. We say that an integer n is odd if n = 2k + 1 for some integer k.

Theorem. The sum of any two odd integers is even.

Sections 0.1 & 0.2 – Sets, Relations, and Functions

Some Definitions and Notation: Let A and B be sets.

• The complement of A relative to B is the set

Theorem (De Morgan’s Laws, Puny Version).

Indexed Families of Sets

1. (a) {[0, λ]}λ∈{1,2,3}

2. (a) {(−n, n)}n∈J

Functions and Relations

Definition. The image of f : A −→ B is the following subset of B:

Example. Which of the following functions are one-to-one? onto?

(b) f : R −→ R defined by f (x) = x2

(c) f : R −→ R defined by f (x) = sin x

(d) f : [− π2 , π2 ] −→ R defined by f (x) = sin x

(e) f : [− π2 , π2 ] −→ [−1, 1] defined by f (x) = sin x

(b) f : Z −→ Z defined by f (x) = x2

Theorem 1. Let f be a function, and define

Theorem 2. Let f : A −→ B and g : B −→ C be functions.

2. Let g : R −→ R be defined by g(x) = 2x + 1. Calculate g([1, 5]) and g −1 ([−3, 7]).

Section 0.3 – Mathematical Induction

Examples and Exercises

2. Define f : J −→ Z by f (1) = 3, f (2) = 5, and f (n) = 3f (n − 1) − 2f (n − 2) for n ≥ 3. Prove that

Section 0.4 – Equivalent and Countable Sets

(a) There exists a one-to-one function f : A −→ B. (d) Every function f : A −→ B is one-to-one.

Theorem 1. |A| ≤ |B| if and only if .

Theorem 2. |A| ≥ |B| if and only if .

Theorem 3. |A| = |B| if and only if .

Example 1. Let D = {1, 3, 5, 7, . . .} . Prove that J ∼ D.

Facts About Countable Sets

Fact 2. Let f : S −→ J be one-to-one. Then S is countable.

Fact 4. The set of rationals (Q) is countable!

(-1,1) (-1,2) (-1,3) (-1,4) (-1,5) ···

(0,1) (0,2) (0,3) (0,4) (0,5) ···

(1,1) (1,2) (1,3) (1,4) (1,5) ···

(2,1) (2,2) (2,3) (2,4) (2,5) ···

(3,1) (3,2) (3,3) (3,4) (3,5) ···

Fact 7. The set of all subsets of J is uncountable.

Theorem 0.11. Let A, B, and C be any sets. Then

Exercise. Prove or disprove each of the following.

5. If M ≥ s for all s ∈ S and M ∈ S, then M is called the of S.

S sup S inf S max S min S Bounded? Comments

Definition. Given x ∈ R, we define the absolute value of x as follows:

Theorem 0.25. Let a, b ∈ R.

Section 1.1 – Sequence Convergence

Given ǫ Graph Choice of N

Examples and Exercises

Definition. A sequence {an }∞

Theorem 1.3. Every convergent sequence of real numbers is a Cauchy sequence.

Theorem 1.7. Every Cauchy sequence of real numbers is convergent.

2. The idea of an “accumulation point.”

(b) Is 1/2 an accumulation point of S1 ?