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Let f : (0, 1) → be deﬁned by f (x) = 1/x. Then certanly it is continuous. So given > 0, ∃δ > 0 : |f (x) − f (x0 )| < ∀ |x − xo | < δ. Will the same δ work for all x0 ? Not for the above example at x = 0. Again, let f : → be f (x) = x2 . For θ > 0 andx > 0 f (x + θ) − f (x) = 2θx + θ 2 ≥ 2θx. Thus for all x we cannot choose a single δ such that the difference is less than a . In case we can choose the same δ ∀ x, such that given > 0 ∃ δ > 0 : |f (x) − f (x0 )| < ∀|x − x0 | < δ (independent of x) : the function is called Uniformly Continuous

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Uniform Continuity

A function continuous in a closed interval is Uniformly Continuous Fix a > 0, continuity implies that ∀ x ∈ [a, b], we can dind a δ(x) such that : |f (x) − f (y)| < /2 ∀|y − x| < δ(x), y ∈ [a, b] Let Ix = (x − δ(x)/2, x + δ(x)/2). Then clearly {Ix } covers [a, b]. By the Heine-Borel theorem, there exists a ﬁnite number of them {Ix1 , . . . Ixm } which cover [a, b]. Let δ = min{δ(x1 )/2, . . . δ(xm )/2}. This δ > 0. Since x ∈ [a, b] then ∃k : x ∈ Ixk (k ≤ m) or |x − xk | < δ(xk )/2. Say we choose |x − y| < δ, then |y − xk | ≤ |x − y| + |x − xk | ≤ δ + δ(xk )/2 ≤ δ(xk ). Thus |f (y) − f (xk )| < /2 and |f (x) − f (xk )| < /2 ⇒ |f (x) − f (y)| <

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Differentiability

Let f : I → be a function, then f is called differentiable at x0 ∈ I if f (x) − f (x0 ) = m + O(x − x0 ) x − x0 The function is also called locally linear. We deﬁne the derivative as : lim f (x) − f (x0 ) = f (x0 ) x − x0

x→x0

**A function differentiable at x = x0 is also continuous there Differentiability implies : f (x) − f (x0 ) = f (x0 )(x − x0 ) + O(x − x0 ) So, lim x → x0 f (x) − f (x0 ) = 0
**

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That is f (x) is continuous at x = x0 .

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Rolle’s Theorem

A function f is continuous in [a, b] and differentiable in (a, b). If f (a) = f (b) then ∃ c ∈ (a, b) such that f (c) = 0. Proof : Since f (x) is continuous in [a, b] it is bounded in the interval and at two points c and d attains these bounds. If f (x) is a constant then the theorem is trivial. If not, let f (c) be the maximum. Then in a ≤ x < c f (x) increases and in c < x ≤ b it decreases : i.e. f (x) ≥ 0 for x < c and ≥ 0 for x > c. Thus, limx→c− (f (c) − f (x))/(c − x) ≥ 0 for x < c and ≤ 0 if x > c. Since the two limits must be the same, f (c) = 0.

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**Mean Value Theorem
**

A function f is continuous in [a, b] and its derivative exists everywhere in (a, b). Then ∃ c : a < c < b such that f (b) − f (a) = (b − a) f (c)

Proof : Let F (x) = f (x) + Bx and B = (f (b) − f (a))/(b − a) Thus F is continuous in [a, b] and F (x) = f (x) + B exists everywhere in (a, b). Also F (b) = F (a). By Rolle’s theorem, ∃ c ∈ (a, b) such that F (c) = 0 ⇒ f (c) = (f (b) − f (a))(b − a).

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Taylor’s Theorem

A function f is continuous in [a, b] and all its ﬁrst n derivatives exist in (a, b), then, (b − a)2 (b − a)n−1 (n−1) (b − a)n (n) f (a)+. . . f f (c) (a)+ f (b) = f (a)+(b−a)f (a)+ 2! (n − 1)! n!

Proof Choose : (b − x)2 (b − x)n−1 (n−1) f (x) − . . . f (x) F (x) = f (b) − f (x) + (b − x)f (x) − 2! (n − 1)! and g(x) = F (x) − (b − x)n /(b − a)n F (a). This g(x) is continuous in [a, b] and differentiable in (a, b). Also g(a) = g(b) Thus by Rolle’s Theorem ∃ c ∈ a, b) such that g (c) = 0 This implies, F (a) = (b − a)n /n! f (n) (c). Putting it in the deﬁnition of F (x) we get the Taylor’s Theorem.

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