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REPUBLIQUE ALGERIENNE DEMOCRATIQUE ET POPULAIRE

MINISTERE DE L’ENSEIGNEMENT SUPERIEURE ET DE LA RECHERCHE


SCIENTIFIQUE

Ecole Nationale Polytechnique Constantine


Preparatory Class

Analysis
Course designed for first-year students.
Written by:
Bahi Oussama
Contents

1 Real functions of a real variable. Limit, continuity, and derivability 3


1.1 Generalities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.2 Limit of a Function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
1.3 Continuity of a Function . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
1.4 Operations on Continuous Functions . . . . . . . . . . . . . . . . . . . . . 16
1.5 Fundamental theorems on continuous functions . . . . . . . . . . . . . . . 16
1.6 Properties of Monotonic Functions on an Interval . . . . . . . . . . . . . . 18
1.7 Derivability of a Function . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
1.7.1 Derivable Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
1.7.2 Derivative of a Composite Function . . . . . . . . . . . . . . . . . . 22
1.8 Fundamental theorems on derivable functions . . . . . . . . . . . . . . . . 22
1.8.1 Some applications of the Mean Value Theorem . . . . . . . . . . . . 24
Chapter 1

Real functions of a real variable. Limit,


continuity, and derivability

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).

• f represents the function.

• y = f (x) represents the image of x under f .


• I is the domain of definition of f , we denote it as Df , i.e.,

Df = {x ∈ I : ∀y ∈ J, y = f (x)}.

• f (I) = Imf = {y ∈ R : ∀x ∈ I, f (x) = y} is the set of values of f , also known as


the image set of f .

• To simplify, we will use "function" instead of "real function of a real variable."

Definition 1.1.2 (Graph of a Function).


A function f : I → J is represented by its graph, defined as:

Γ(f ) = {(x, y) ∈ R2 | x ∈ I, y = f (x)}.

Definition 1.1.3 (Symmetric set).


A set I ⊆ R is said to be symmetric with respect to the origin if, for every x ∈ I, it holds
that −x ∈ I.

Definition 1.1.4 (Even and Odd Functions).


A function f : I → J defined in the symmetric set I is called:

• even if for every x ∈ I, f (−x) = f (x).

• odd if for every x ∈ I, f (−x) = −f (x).

Definition 1.1.5 (Periodic Functions).


A function f : I → J is said to be periodic if there exists a real number λ such that for
all x ∈ I:

• x + λ ∈ I,

• f (x + λ) = f (x).

Furthermore, it is evident that f (x + kλ) = f (x), ∀k ∈ N∗ .


The period of f is defined as the smallest positive number T > 0 such that f (x+T ) = f (x)
for all x ∈ I.

Definition 1.1.6 (Bounded Functions).


Let f : I → J be a function. We denote f (X) = {f (x) | x ∈ I}.

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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

2. We say that f is bounded below on I if f (I) is bounded below, meaning:

∃m ∈ R, ∀x ∈ I, m ≤ f (x)

3. f is bounded on I if it is both bounded above and bounded below simultaneously,


meaning:
∃m, M ∈ R, ∀x ∈ I, m ≤ f (x) ≤ M

or equivalently,
∃c > 0, ∀x ∈ I, |f (x)| ≤ c

Definition 1.1.7 (Supremum and Infimum).


supremum (or least upper bound) of f on I, denoted as supx∈I f (x) = M , is the smallest
upper bound of f , satisfying:

∀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).

Definition 1.1.8 (Maximum and Minimum of a Function).


We say that f has a maximum (or minima) at the point x0 ∈ I if:

• 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.

• (i) We say that f is increasing (or non-decreasing) if for all x1 , x2 ∈ X, if x1 < x2 ,


then f (x1 ) ≤ f (x2 ) (respectively, if x1 < x2 , then f (x1 ) ≥ f (x2 )).

• (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 )).

• (iii) We say that f is monotonic if f is increasing or f is decreasing.

• (iv) We say that f is strictly monotonic if f is strictly increasing or f is strictly


decreasing.

Definition 1.1.10 (Inverse Functions).


Let f : I → J be a function. The function f is said to be invertible if there exists a
function g : J → I such that

(g ◦ f )(x) = x and (f ◦ g)(y) = y.

The function g is called the inverse of f and is denoted by f −1 . This is expressed as


y = f (x) ⇐⇒ x = f −1 (y).

Properties 1.1.1.
Let f : I → J be an invertible (bijective) function. Then,

1. The inverse of f −1 is f , meaning (f −1 )−1 = f .

2. If f is an odd (resp. even) function, then f −1 is also an odd (resp. even) function.

3. If f is strictly monotonic, then f −1 is also strictly monotonic.

Definition 1.1.11 (Graph of an Inverse Function).


Let Gf be the graph of an invertible function, and let

Gf −1 = {y, (f −1 (y)) | y ∈ J}

be the graph of f −1 . Then,

(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.

Definition 1.1.12 (Equality and Inequality).


Let f, g : X → R be functions.

1. We say that f is equal to g and write f = g if f (x) = g(x) for all x ∈ I.

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.

Definition 1.1.13 (Arithmetic Operations).


Let I, J ⊂ R. We denote F (I, J) = {f : I → J | f is a function }. Let f, g ∈ F (I, J). We
define the following operations:

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.

Definition 1.1.14 (Composition of Functions).

Let f : I → J and g : J → K be functions, where f (I) ⊆ J. We define the composition


of f and g, denoted as g ◦ f , as the function defined on I by:

(g ◦ f )(x) = g(f (x)), for all x ∈ I.

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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 .

Examples Prove, using the definition, that

• 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.

This can be written as


lim xn = x0 =⇒ lim f (xn ) = l.
n→∞ n→∞

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 .

Example 1.2.1. Study the limit of f (x) = sin πx as x approaches 0

Definition 1.2.2 (One-Sided Limits at a Point).


Let f be a function defined in a neighborhood V of x0 , except possibly at x0 :

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(i) We say that f has a right-hand limit l, denoted as l, if:

∀ϵ > 0, ∃δ = δ(ϵ) > 0, ∀x ∈ V : x0 < x < x0 + δ =⇒ |f (x) − l| < ϵ.

We write limx→x+ f (x) = l or limx→x


> f (x) = l.
0 0

(ii) We say that f has a left-hand limit l, denoted as l, if:

∀ϵ > 0, ∃δ = δ(ϵ) > 0, ∀x ∈ V : x0 − δ < x < x0 =⇒ |f (x) − l| < ϵ.

We write limx→x−0 f (x) = l or limx→x


< f (x) = l.
0

(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

Definition 1.2.3 (Infinity Limit).


Let l ∈ R and x0 ∈ R:

(1)

lim f (x) = l ⇔ ∀ϵ > 0, ∃A > 0, ∀x ∈ V (+∞) : (x > A) =⇒ |f (x) − l| < ϵ


x→+∞

(2)

lim f (x) = l ⇔ ∀ϵ > 0, ∃A > 0, ∀x ∈ V (−∞) : (x < −A) =⇒ |f (x) − l| < ϵ


x→−∞

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Definition 1.2.4 (Infinite Limits).

(1)

lim f (x) = +∞ ⇔ ∀B > 0, ∃δ > 0, ∀x ∈ V (x0 ) : 0 < |x − x0 | < δ =⇒ f (x) > B


x→x0

(2)

lim f (x) = −∞ ⇔ ∀B > 0, ∃δ > 0, ∀x ∈ V (x0 ) : 0 < |x − x0 | < δ =⇒ f (x) < −B


x→x0

(3)

lim f (x) = +∞ ⇔ ∀B > 0, ∃A > 0, ∀x ∈ V (+∞) : x > A =⇒ f (x) > B


x→+∞

(4)

lim f (x) = −∞ ⇔ ∀B > 0, ∃A > 0, ∀x ∈ V (+∞) : x > A =⇒ f (x) < −B


x→+∞

(5)

lim f (x) = +∞ ⇔ ∀B > 0, ∃A > 0, ∀x ∈ V (+∞) : x < −A =⇒ f (x) > B


x→−∞

(6)

lim f (x) = −∞ ⇔ ∀B > 0, ∃A > 0, ∀x ∈ V (+∞) : x < −A =⇒ f (x) < −B


x→−∞

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:

(i) limx→x0 (f (x) + g(x)) = l + l0 .

(ii) limx→x0 (f (x).g(x)) = l.l0 .

(iii) limx→x0 (α · f (x)) = α · l (α ∈ R).

(iv) limx→x0 |f (x)| = |l|.

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: +∞ − ∞.

2. If limx→x0 f1 (x) = 0 and limx→x0 f2 (x) = 0, then limx→x0 f1


f2
is indeterminate: 0
0
.

3. If limx→x0 f1 (x) = ∞ and limx→x0 f2 (x) = +∞, then limx→x0 f1


f2
is indeterminate:


.

4. If limx→x0 f1 (x) = 0 and limx→x0 f2 (x) = ∞, then limx→x0 f1 · f2 is indeterminate:


0 · ∞.

We can encounter indeterminate forms such as 1∞ , 00 , and ∞0 . These indeterminate


forms can be transformed into the form 0 · ∞ by taking the logarithm:

y = f1 (x)f2 (x) ⇔ y = ef2 (x) ln(f1 (x))

Theorem 1.2.4. Let f , g, and h be functions defined on a neighborhood V of x0 , except


possibly at x0 :

(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

Definition 1.2.5 (Negligible functions).


Let f and g be two functions defined in a neighborhood of a point x0 , except possibly at
x0 . We say that f is negligible compared to g as x tends to x0 (or simply at x0 ) if:

∀ϵ > 0, ∃δ > 0, ∀x ∈ V : (0 < |x − x0 | < δ) =⇒ |f (x)| < ϵ|g(x)|

We denote this by f = o(g). Thus, if g does not vanish, then:

f (x)
f = o(g) ⇒ lim =0
x→x0 g(x)

Definition 1.2.6 (Dominated functions).


Let f and g be two functions defined in a neighborhood of a point x0 , except possibly at
x0 . We say that f is dominated by g at x0 if:

∀k > 0, ∃δ > 0, ∀x : (0 < |x − x0 | < δ) =⇒ |f (x)| < k|g(x)|

We denote this by f = O(g). Thus, if g does not vanish, then:

f = O(g) ⇒ is bounded in a neighborhood of x0 , excluding x0 .

The symbols o and O are called Landau notations.

Definition 1.2.7 (Equivalent functions). We say that f is equivalent to g as x tends to


x0 (or at x0 ), denoted by f ∼ g, if f − g = o(g) at x0 .
If f and g do not vanish in a neighborhood of x0 , excluding x0 , then:

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:

lim f (x) = lim g(x)


x→x0 x→x0

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.

Let I be any arbitrary interval in R. Consider f : I → R, a function defined on I,


and x0 ∈ I.

1. Function Continuous at a Point:


We say that f is continuous at x0 if limx→x0 f (x) = f (x0 ), i.e., if and only if:

∀ϵ > 0, ∃δ = δ(ϵ) > 0, ∀x ∈ I : (0 < |x − x0 | < δ) =⇒ |f (x) − f (x0 )| < ϵ

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

∀ϵ > 0, ∃δ = δ(ϵ) > 0, ∀x ∈ I : x0 < x < x0 + δ =⇒ |f (x) − f (x0 )| < ϵ

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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

∀ϵ > 0, ∃δ = δ(ϵ) > 0, ∀x ∈ I : x0 − δ < x < x0 =⇒ |f (x) − f (x0 )| < ϵ

4. Continuity at x0 :
f is continuous at x0 if and only if:

lim f (x) = lim− f (x) = f (x0 )


x→x+
0 x→x0

5. Continuity on an Interval:
f is said to be continuous on I if f is continuous at every point in I.

Theorem 1.3.1 (Characterization of Continuity Using Sequences).


f is continuous at x0 if and only if for any sequence (xn ) converging to x0 , the sequence
(f (xn )) converges to f (x0 ). In other words:

f is continuous at x0 ⇔ ∀(xn ) ∈ V (x0 ), lim xn = x0 =⇒ lim f (xn ) = f (x0 )


n→+∞ n→+∞

Remark 1.3.1.
f is said to be discontinuous at x0 if:

(a) f is not defined at x0 .

(b) The limit exists but is different from f (x0 ).

(c) The limit does not exist.

Definition 1.3.2 (Continuity Extension).

Let f be a function defined on an interval I, except at x0 ∈ I. Suppose that limx→x0 f (x)


exists (is finite). Let l = limx→x0 f (x). The function fe defined by

f (x) if x ∈ I \ {x0 },
fe(x) =
l if x = x0 ,

coincides with f on I \ {x0 } and is continuous at x0 . The function fe is the continuity


extension of f at x0 .

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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.

The function fe(x) is the continuity extension of f at x0 = 0.

Definition 1.3.3 (Uniform Continuity).


A function f defined on an interval I is said to be uniformly continuous on I if:

∀ϵ > 0, ∃δ = δ(ϵ) > 0, ∀x, y ∈ I : |x − y| < δ =⇒ |f (x) − f (y)| < ϵ

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.

• Uniform continuity on I implies continuity on I. This is evident by setting y = x0


for each fixed x0 in I.

• In uniform continuity, the δ in the definition depends only on ϵ, while in continuity,


δ depends on both ϵ and x0 .

• A function continuous on I is not necessarily uniformly continuous on I, and we


will justify this with an example.

Example 1.3.2.
Let f (x) = x1 , x ∈]0, 1], prove that

• The function f is continous on ]0, 1]

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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.

1.4 Operations on Continuous Functions


Theorem 1.4.1.
From the theorems on limits, it follows that if f and g are defined on I and continuous
at x0 ∈ I, then the functions f + g, f · g, λf (where λ ∈ R), f
g
(if g(x0 ) ̸= 0), and |f | are
continuous at x0 .

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.

Theorem 1.4.2 (Continuity of Composite Functions).


Let f : I → I0 and g : I0 → R be two functions, where I and I0 are arbitrary intervals in
R. If f is continuous at x0 ∈ I and g is continuous at y0 = f (x0 ) ∈ I0 , then the composite
function g ◦ f : I → R is continuous at x0 .

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.

1.5 Fundamental theorems on continuous functions


Theorem 1.5.1.

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.

If f is a continuous function on a closed and bounded interval [a, b], then:

1. f is bounded.

2. f attains its supremum and infimum, meaning for any x1 , x2 ∈ [a, b]:

f (x1 ) = sup f (x) = M


x∈[a,b]

and

f (x2 ) = inf f (x) = m


x∈[a,b]

Theorem 1.5.3 (Intermediate Value Theorem).

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.

This is the common version on the Intermediate Value Theorem

Corollary 1.5.1.

Let f : [a, b] → R be a function such that:

1. f is continuous on [a, b].

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.

Moreover, if f is strictly monotonic, then c is unique.

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1.6 Properties of Monotonic Functions on an Interval
Theorem 1.6.1.

Let I be any interval in R and let f : I → R be a continuous function. Then, f is


injective if and only if f is strictly monotonic.

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.

Theorem 1.6.3 (Inverse Function).

Let I be an interval. Consider f : I → R as a continuous and strictly monotonic func-


tion. Then, the inverse function (or reciprocal) f −1 : f (I) → I exists and is continuous.

1.7 Derivability of a Function

1.7.1 Derivable Functions


Let I be an interval in R. Consider f : I → R a function, and x0 a point in I (x0 ∈ I).

Definition 1.7.1 (Derivative of a Function at a Point).


We say that f is derivable at the point x0 if the limit

f (x) − f (x0 )
lim
x→x0 x − x0

exists and is finite.

Notation: This limit is called the "derivative of f at x0 " and is denoted by f ′ (x0 ).

An alternative expression for the derivative at a point is given by:

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 ) f (x) − f (x0 )


!
lim− resp. lim+
x→x0 x − x0 x→x0 x − x0

exists and is finite.


These limits are called the "left derivative (resp. right derivative) of f at x0 " and are
denoted fl′ (x0 ) (resp. fr′ (x0 )).
For f to be derivable at x0 , it is necessary and sufficient for fl′ (x0 ) and fr′ (x0 ) to exist
and be equal.

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?

Definition 1.7.3 (Geometric Interpretation).

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

satisfying limx→x0 ε(x) = 0 such that for all x ∈ V :

f (x) = f (x0 ) + δ(x − x0 ) + (x − x0 )ε(x)

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.

Definition 1.7.5 (Derivative on an Interval).

1. A function f defined on an interval I is said to be derivable on I if f is derivable


at every point in I. The function f ′ : I → R defined by x 7→ f ′ (x) is called "the
derivative" of f (first-order derivative of f ), denoted f ′ .

2. If the function f ′ has a derivative (i.e., if f ′ is differentiable on I), it is called the


"second derivative" (or order 2 derivative) of f , denoted f ′′ or f (2).

3. Successive derivatives of f are defined recursively:

(f ) for n > 1



 (n−1) ′

f (n)
= f for n = 0

 ′
for n = 1

f

4. A function f is said to be of class C 1 on I if f is derivable on I and f ′ is continuous


on I.

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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.

6. We denote C n (I) the set of such functions.

7. A function f is said to be of class C 0 on I if f is continuous on I, and it is said to


be of class C ∞ on I if f is of class C n for all n ∈ N (infinitely derivable), i.e., f (n)
exists for all n ∈ N.

Operations on Differentiable Functions


Theorem 1.7.2.
Let I be an interval in R and x0 ∈ I. If f, g : I → R are derivbale at x0 , then:

1. f + g is derivbale at x0 , and (f + g)′ (x0 ) = f ′ (x0 ) + g ′ (x0 ).

2. αf is derivbale at x0 , and (αf )′ (x0 ) = αf ′ (x0 ) (α ∈ R fixed).

3. f g is derivbale at x0 , and (f g)′ (x0 ) = f ′ (x0 )g(x0 ) + f (x0 )g ′ (x0 ).

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

Theorem 1.7.3 (Leibniz Formula).


Let f, g : [a, b] → R be n times derivibal. Then, f g is n times derivibal, and for all
x ∈ [a, b]:
n
!
n (k)
(f g)
(n)
(x) = f (x)g (n−k) (x)
X

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 )).

Theorem 1.7.5 (Derivative of an Inverse Function).


Let f be a continuous and bijective function from an interval I to an interval J. Assume
f is derivable at x0 ∈ I with f ′ (x0 ) ̸= 0. Then, the inverse function f −1 is derivable at
y0 = f (x0 ), and (f −1 )′ (f (x0 )) = 1
f ′ (x0 )
.

Definition 1.7.6 (Local Optimum).


Let f be a function defined on an interval I and x0 ∈ I. We say that f has a relative
maximum or local maximum (resp. relative minimum or local minimum) at the point x0
if:

∃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).

• We say that f has an extremum at x0 if f has a relative maximum or a relative


minimum at x0 .

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.

1.8 Fundamental theorems on derivable functions


Theorem 1.8.1 (Rolle’s Theorem).
Let f : [a, b] → R be a function satisfying:

1. f is continuous on [a, b],

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2. f is differentiable on ]a, b[,

3. f (a) = f (b).

Then, there exists c in ]a, b[ such that f ′ (c) = 0.


Rolle’s Theorem asserts the existence of a point c where the tangent is parallel to the
x-axis.
Remark 1.8.1.
Rolle’s theorem is valid on an open interval ]a, b[ provided that:

lim f (x) = lim− f (x)


x→a+ x→a

instead of f (a) = f (b).

Theorem 1.8.2 (Mean Value Theorem).


Let f : [a, b] → R be a function satisfying:

1. f is continuous on [a, b],

2. f is derivable on ]a, b[.

Then, there exists c ∈]a, b[ such that

f (b) − f (a) = (b − a)f ′ (c)

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.

Theorem 1.8.3 (Generalized Mean Value Theorem).


Let f and g be two functions satisfying:
1. f and g are continuous on [a, b],

2. f and g are derivable on ]a, b[,

3. g ′ (x) ̸=, ∀x ∈]a, b[.

Then, there exists c ∈]a, b[ such that

f (b) − f (a) f ′ (c)


= ′
g(b) − g(a) g (c)
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1.8.1 Some applications of the Mean Value Theorem
Proposition 1.8.1 (Study of the variation of functions).
Let f be a function from I to R, derivable on I. Then,

1. f ′ ≥ 0 on I =⇒ f is increasing on I.

2. f ′ ≤ 0 on I =⇒ f is decreasing on I.

Theorem 1.8.4 (First L’Hôpital’s Rule).


Let f and g be two functions defined on I, continuous on I, derivable on I \ {x0 }, and
satisfying the following conditions:

1. limx→x0 f (x) = limx→x0 g(x) = 0,

2. g ′ (x) ̸= 0∀x ∈ I \ {x0 }.

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.

• L’Hôpital’s Rule applies to the indeterminate form 00 .

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

Theorem 1.8.5 (Second L’Hôpital’s Rule).


Let f and g be two functions defined on I, continuous on I and derivable on I \ {x0 }, and
satisfying the following conditions:

1. limx→x0 f (x) = limx→x0 g(x) = +∞,

2. g ′ (x) ̸= 0 for all x ∈ I \ {x0 }.

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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