Professional Documents
Culture Documents
Analysis
Course designed for first-year students.
Written by:
Bahi Oussama
Contents
Real functions, often encountered in engineering, play a fundamental role in modeling and
analyzing various phenomena. These functions describe how one real variable depends on
another and are essential for solving problems in fields like electrical engineering, mechan-
ical engineering, and civil engineering. Engineers utilize real functions to design systems,
predict behavior, optimize processes, and make informed decisions. Whether modeling
electrical circuits, analyzing structural stress, or optimizing fluid flow, real functions serve
as powerful tools for engineers to understand and manipulate the physical world.
1.1 Generalities
Let I and J be subsets of the real numbers R, and let f be a relation from I to J. We
have the following concepts:
Definition 1.1.1. The function f defined with a domain I and a codomain J (both subsets
of R) is a relation from I to J in which each element in I, referred to as the preimage,
has at most one element in the set J, known as its image. This function is denoted as:
f :I → J
x 7→ y = f (x).
Df = {x ∈ I : ∀y ∈ J, y = f (x)}.
• x + λ ∈ I,
• f (x + λ) = f (x).
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1. We say that f is bounded above on I if f (I) is bounded above, meaning:
∃M ∈ R, ∀x ∈ I, f (x) ≤ M
∃m ∈ R, ∀x ∈ I, m ≤ f (x)
or equivalently,
∃c > 0, ∀x ∈ I, |f (x)| ≤ c
∀x ∈ I : f (x) ≤ M,
(
sup f (x) = M ⇔
x∈I ∀ϵ > 0, ∃x0 ∈ I : M − ϵ < f (x0 )
The infimum (or greatest lower bound) of f on I, denoted as inf x∈I f (x) = m, is the
largest lower bound of f , satisfying:
∀x ∈ I : f (x) ≥ m,
(
inf f (x) = m ⇔
x∈I ∀ϵ > 0, ∃x0 ∈ I : m + ϵ > f (x0 )
Theorem 1.1.1.
Every bounded function has a supremum (least upper bound) and an infimum (greatest
lower bound).
• For all x ∈ I, f (x) ≤ f (x0 ) (for maximum) or f (x) ≥ f (x0 ) (for minimum).
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Definition 1.1.9 (Monotone Functions).
Let f : I → J be a function.
• (ii) f is strictly increasing if the inequalities are strict, i.e., for all x1 , x2 ∈ X, if
x1 < x2 , then f (x1 ) < f (x2 ) (respectively, if x1 < x2 , then f (x1 ) > f (x2 )).
Properties 1.1.1.
Let f : I → J be an invertible (bijective) function. Then,
2. If f is an odd (resp. even) function, then f −1 is also an odd (resp. even) function.
Gf −1 = {y, (f −1 (y)) | y ∈ J}
(x, y) ∈ Gf −1 ⇐⇒ x = f −1 (y), y ∈ Y.
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This implies
y = f (x) ⇐⇒ x = f −1 (y), x ∈ X.
Hence, (x, y) ∈ Gf .
Gf and Gf −1 are symmetric with respect to the first bisector y = x.
2. We say that f is less than or equal to g and write f ≤ g if f (x) ≤ g(x) for all x ∈ I.
3. We say that f is greater than or equal to g and write f ≥ g if f (x) ≥ g(x) for all
x ∈ I.
1. f + g : I → J
x 7→ (f + g)(x) = f (x) + g(x)
2. f · g : I → J
x 7→ (f · g)(x) = f (x) · g(x)
3. f
g
:I→J
f (x)
!
f
x 7→ (x) = (where g(x) ̸= 0)
g g(x)
Here, f + g, f · g, and f
g
are new functions defined for each x ∈ I by combining the
values of f (x) and g(x) as specified above.
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1.2 Limit of a Function
Definition 1.2.1 (Finite Limit of a Function).
We say that a function f defined on a neighborhood V of a point x0 , except possibly at x0 ,
has a (finite) limit l at the point x0 if:
∀ϵ > 0, ∃δ = δ(ϵ) > 0, ∀x ∈ V : 0 < |x − x0 | < δ ⇒ |f (x) − l| < ϵ.
We denote this as:
lim f (x) = l
x→x0
or alternatively, f (x) → l as x → x0 .
• limx→0 sin(x) = 0.
• limx→−1 5x − 4 = 1
Theorem 1.2.1.
Let f : [a, b] → R be a function, and x0 ∈ [a, b]. The following two properties are
equivalent:
1. limx→x0 f (x) = l,
2. For any sequence (xn ) in [a, b] such that xn ̸= x0 and limn→∞ xn = x0 , it holds that
limn→∞ f (xn ) = l.
Remark 1.2.1.
According to the preceding definition, if there exist two convergent sequences (un ) and (vn )
to x0 such that limn→∞ f (un ) ̸= limn→∞ f (vn ), then the limit of f does not exist at x0 .
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(i) We say that f has a right-hand limit l, denoted as l, if:
(iii)
lim f (x) = l if and only if lim f (x) = lim− f (x) = l.
x→x0 x→x+ x→x0
0
|x|
Example 1.2.2. The limit of f : x ⇒ f (x) = x
does not exist at 0, in fact:
|x| x
lim+ = lim+ =1
x→x0 x x→x0 x
|x| −x
lim− = lim− = −1
x→x0 x x→x0 x
(1)
(2)
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Definition 1.2.4 (Infinite Limits).
(1)
(2)
(3)
(4)
(5)
(6)
Theorem 1.2.2.
If f has a limit at the point x0 , then this limit is unique.
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Theorem 1.2.3 (Operations on Limits).
Let f and g be two functions defined on the same subset of R, both having finite limits l
and l0 at the point x0 . Then:
Remark 1.2.2. When the limits are not finite, the previous results remain true whenever
the operations on limits make sense. In cases where no conclusion can be drawn, it is said
to be an indeterminate form. Here are the four main cases:
1. If limx→x0 f1 (x) = +∞ and limx→x0 f2 (x) = +∞, then limx→x0 (f1 + f2 ) is indeter-
minate: +∞ − ∞.
(i) If f (x) > 0 for all x ∈ V and limx→x0 f (x) = l, then l > 0.
(ii) If f (x) ≤ g(x) for all x ∈ V and limx→x0 f (x) = l, limx→x0 g(x) = l0 , then l ≤ l0 .
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(iii) If f (x) ≤ g(x) ≤ h(x) for all x ∈ V and limx→x0 f (x) = limx→x0 h(x) = l, then
limx→x0 g(x) = l.
Example 1.2.3.
Study the limit of f (x) = x sin( x1 ) when x → 0
f (x)
f = o(g) ⇒ lim =0
x→x0 g(x)
f (x)
f ∼g ⇒ lim = 1.
x→x 0 g(x)
Theorem 1.2.5.
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If f1 , f2 , g1 , and g2 are functions defined in a neighborhood of x0 , except possibly at
x0 , such that at x0 : f1 ∼ f2 and g1 ∼ g2 , then:
f1 · g1 ∼ f2 · g2
f1 f2
∼
g1 g2
Moreover:
f1 (x) f2 (x)
lim = l =⇒ lim =l
x→x0 g1 (x) x→x 0 g2 (x)
In general, if f ∼ g at x0 , then:
Remark 1.2.3.
Equivalent functions are used to resolve indeterminacy in limit calculations.
1.3 Continuity of a Function
• The continuity of functions is presented as the first graphical application of limits.
• Intuitively, a function is continuous if you can draw its graph in the Cartesian plane
without lifting the pencil from the paper.
Definition 1.3.1.
2. Right Continuity:
We say that f is right continuous at x0 if limx→x+ f (x) = f (x0 ), i.e., if and only if:
0
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3. Left Continuity:
We say that f is left continuous at x0 if limx→x− f (x) = f (x0 ), i.e., if and only if:
0
4. Continuity at x0 :
f is continuous at x0 if and only if:
5. Continuity on an Interval:
f is said to be continuous on I if f is continuous at every point in I.
Remark 1.3.1.
f is said to be discontinuous at x0 if:
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Example 1.3.1.
1
Consider the function f (x) = e− x2 , defined for x ∈ R \ {0}.
To study the continuity of f , we need to investigate the limit as x approaches 0:
1
limx→0 e− x2
This limit may not exist, leading to a potential discontinuity at x0 = 0. However, we can
define a continuous extension of f at x0 = 0 by setting:
e− x12 if x ̸= 0,
fe(x) =
0 if x = 0.
Remark 1.3.2.
• Uniform continuity is a property of the function over the entire interval, whereas
simple continuity can be defined at a single point.
Example 1.3.2.
Let f (x) = x1 , x ∈]0, 1], prove that
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• The functionf is not uniform continous on ]0, 1]
Proposition 1.3.1.
If f : I → R is uniformly continuous on I, then f is continuous.
Remark 1.3.3.
The converse is not always true.
Remark 1.4.1.
In particular, since the function x 7→ x is continuous on R, any polynomial function
Pn P (x)
x 7→ k=0 ak xk is continuous on R. Similarly, any rational function x 7→ Q(x)
(where P
and Q are polynomials) is continuous at every point x0 such that Q(x0 ) ̸= 0.
Remark 1.4.2.
According to these results, the continuity of any arbitrary function f can be reduced to the
continuity of a few elementary functions from which f is constructed.
If f is a continuous function on a closed and bounded interval [a, b], then f is uniformly
continuous on [a, b].
Remark 1.5.1.
Regarding uniform continuity, it is crucial to specify the domain over which we are study-
ing the function.
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Example 1.5.1.
The function f (x) = x1 , where x is in [ϵ, 1], is uniformly continuous for all ϵ > 0.
Theorem 1.5.2.
1. f is bounded.
2. f attains its supremum and infimum, meaning for any x1 , x2 ∈ [a, b]:
and
Let f : [a, b] → R be a continuous function on a closed interval. For any real number
y between f (a) and f (b), there exists c ∈ [a, b] such that f (c) = y.
Corollary 1.5.1.
2. f (a) · f (b) < 0 (i.e., f (a) and f (b) have opposite signs). Then, there exists at least
one c ∈ (a, b) such that f (c) = 0.
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1.6 Properties of Monotonic Functions on an Interval
Theorem 1.6.1.
Theorem 1.6.2.
Let I be any interval in R and let f : I → R be a monotonic function. The function f is
continuous on I if and only if f (I) is an interval.
f (x) − f (x0 )
lim
x→x0 x − x0
Notation: This limit is called the "derivative of f at x0 " and is denoted by f ′ (x0 ).
f (x0 + h) − f (x0 )
f ′ (x0 ) = lim
h→0 h
Example 1.7.1.
Consider the function defined by f : R → R, x 7→ f (x) = x3 . Find the derivative of f at
a point x0 in R.
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1.7.1.1 Right Derivative, Left Derivative
Definition 1.7.2.
We say that f is derivable on the left (resp. on the right) at x0 if the limit
f (x) − f (x0 )
fl′ (x0 ) = lim−
x→x0 x − x0
f (x) − f (x0 )
fr′ (x0 ) = lim+
x→x0 x − x0
Example 1.7.2.
x + 1 if x ≥ 0
Consider the function defined by f : R → R, x 7→ f (x) = . Is f
1 − 2x if x < 0
derivable at 0?
Let f be a derivable function at the point x0 , and (C) be the curve representing f . The
line with equation y = f ′ (x0 )(x − x0 ) + f (x0 ) is called the "equation of the tangent" to the
graph of f at the point M0 (x0 , f (x0 )).
Remark 1.7.1.
1. f ′ (x0 ) represents the slope of the tangent line to the curve (C) at the point M0 (x0 , f (x0 )).
2. If the right and left derivatives exist but are not equal, then the point M0 is a cusp.
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Definition 1.7.4 (Differential).
A function f defined in a neighborhood V of a point x0 is said to be differentiable at x0 if
there exists a real number δ and a function
ε:V →R
Theorem 1.7.1.
A function f is differentiable at x0 if and only if f is derivable at x0 .
Proposition 1.7.1.
If f is derivibal at x0 , then f is continuous at x0 .
Remark 1.7.2.
The converse is generally false.
Example 1.7.3.
Consider f (x) = |x| for x ∈ R. f is continuous at 0 but not differentiable at 0.
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5. For n ∈ N, a function f : I → R is said to be of class C n (or n-times continuously
derivable) on I (written f ∈ C n (I)) if f is n-times derivable on I and f (n) is
continuous on I.
4. If g(x0 ) ̸= 0, then f
g
is derivbale at x0 , and
!′
f f ′ (x0 )g(x0 ) − f (x0 )g ′ (x0 )
(x0 ) =
g (g(x0 ))2
k=0 k
where n
k
= n!
k!(n−k)!
.
Example 1.7.4.
Calculate (x3 cos(4x))(4) .
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1.7.2 Derivative of a Composite Function
Theorem 1.7.4.
Let I be an interval in R and f : I → R a function. Let J be an interval in R such
that f (I) ⊆ J, and let g : J → R be a function. If f is differentiable at x0 and g is
differentiable at y0 = f (x0 ), then the composite function g ◦ f is differentiable at x0 , and
(g ◦ f )′ (x0 ) = f ′ (x0 )g ′ (f (x0 )).
∃η > 0 :]x0 −η, x0 +η[⊂ I and ∀x ∈]x0 −η, x0 +η[: f (x) ≤ f (x0 )( resp .∀x ∈]x0 −η, x0 +η[: f (x) ≥ f (x0 )).
• In this case, the value f (x0 ) is called a relative maximum (resp. minimum).
Theorem 1.7.6.
If f has an optimum at x0 and if f ′ (x0 ) exists, then f ′ (x0 ) = 0.
Remark 1.7.3.
The converse is not always true.
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2. f is differentiable on ]a, b[,
3. f (a) = f (b).
The Mean Value Theorem asserts the existence of a point c ∈]a, b[ where the tangent
to the curve is parallel to the line joining the points (a, f (a)) and (b, f (b)).
Example 1.8.1.
Prove using the Mean Value Theorem that for all x > 0, sin(x) ≤ x.
1. f ′ ≥ 0 on I =⇒ f is increasing on I.
2. f ′ ≤ 0 on I =⇒ f is decreasing on I.
Then,
f ′ (x) f (x)
lim = l, ⇒ lim =l
x→x0 g (x)
′ x→x0 g(x)
Example 1.8.2.
Calculate limx→0 sin(x)
x
.
Remark 1.8.2.
The converse is generally not true.
Example 1.8.3.
Let f (x) = x2 cos 1
x
and g(x) = x.
Remark 1.8.3.
f ′ (x)
• If limx→x0 g ′ (x)
= 0
0
and f ′ , g ′ satisfy the conditions of the theorem, then L’Hôpital’s
Rule can be applied again.
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• L’Hôpital’s Rule is valid as x → +∞. To see this, let x = 1t , so
f (x) f 1t − 12 f ′ ( 1 )
lim = lim 1 = t1 ′ 1t
x→+∞ g(x) t→0 g − t2 g ( t )
t
f ′ ( 1t ) f ′ (x)
= lim = lim
t→0 g ′ ( 1 ) t→+∞ g ′ (x)
t
Then
f ′ (x) f (x)
lim = l ⇒ x→x
lim = l.
x→x0 g (x)
′ 0 g(x)
Example 1.8.4.
xn
Calculate limx→+∞ ex
.
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