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A Course in Analysis Volume I Introductory Calculus Analysis of Functions of One Real Variable 1st Edition Niels Jacob
A Course in Analysis Volume I Introductory Calculus Analysis of Functions of One Real Variable 1st Edition Niels Jacob
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A Course in
Analysis
-----VoLI----
lntroductory calculus
Analysls of Functions of One Real Variable
Vol. II
Part 3 Differentiation of Functions of Several Variables
Part 4 Integration of Functions of Several Variables
Part 5 Vector Calculus
Vol. III
Part 6 Measure and Integration Theory
Part 7 Complex-valued Functions of a Complex Variable
Part 8 Fourier Analysis
Vol. IV
Part 9 Ordinary Differential Equations
Part 10 Partial Differential Equations
Part 11 Calculus of Variations
Vol. V
Part 12 Functional Analysis
Part 13 Operator Theory
Part 14 Theory of Distributions
Vol. VI
Part 15 Differential Geometry of Curves and Surfaces
Part 16 Differentiable Manifolds and Riemannian Geometry
Part 17 Lie Groups
Vol. VII
Part 18 History of Analysis
Introductory Calculus
Analysis of Functions of One Real Variable
Niels Jacob
Kristian P Evans
Swansea University, UK
A COURSE IN ANALYSIS
Volume I: Introductory Calculus, Analysis of Functions of One Real Variable
Copyright © 2016 by World Scientific Publishing Co. Pte. Ltd.
All rights reserved. This book, or parts thereof, may not be reproduced in any form or by any means, electronic or
mechanical, including photocopying, recording or any information storage and retrieval system now known or to
be invented, without written permission from the publisher.
For photocopying of material in this volume, please pay a copying fee through the Copyright Clearance Center,
Inc., 222 Rosewood Drive, Danvers, MA 01923, USA. In this case permission to photocopy is not required from
the publisher.
ISBN 978-981-4689-08-3
ISBN 978-981-4689-09-0 (pbk)
Printed in Singapore
Preface
We are currently living in times where many undergraduates consider the
internet as their main, if not their only source for supporting their academic
studies. Furthermore, many publishers prefer short textbooks directly related
to modules as the best solution for mathematics textbooks. This project,
namely to write and publish a whole course on analysis consisting of up to 6
volumes, therefore, may appear to be going against the grain, perhaps even
a Don Quixote’s style fight against modernity. However the motivation for
developing these volumes has slowly emerged over the last few years by our
observations while teaching analysis to undergraduates.
Five years ago, after long discussions and preparations we changed the un-
dergraduate mathematics provision at Swansea University. We now think
more in terms of courses than modules. Our analysis course runs over five
terms as does our algebra course, and both are compulsory for all students.
Clearly there are still choices and in particular in the final year students can
v
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A COURSE IN ANALYSIS
choose out of quite a few advanced modules. A further, rather important new
feature of the new provision is that we leave (whenever possible) each course
for each cohort in the hands of one lecturer. The students seem to favour
this type of continuity in terms of both the presentation of material and the
lecturer, and more importantly they are performing much better than they
have done in previous years.
Our aim is to provide students and lecturers with a coherent text which can
and should serve entire undergraduate studies in Analysis. The Course can
also be used as a standard reference work. It might be worth mentioning
that for graduate students in analysis such a lack of a modern course was
also felt at no other place but Princeton University. E.M. Stein’s four-volume
course “Princeton Lectures in Analysis” published jointly with R. Shakarchi
between 2003 - 2011 is a response to such a real need, i.e. multiple-volume
courses are by no means out of date, maybe they are needed more than ever
to give students a foundation and a lasting reference for their mathematical
education and beyond.
The first named author has taught mathematics, mainly analysis related
topics, but also geometry and probability theory, for over 38 years at 7 uni-
versities in 2 countries. The material in this course is based on ca. 40
different modules he has taught over the years. For these volumes the mate-
vi
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PREFACE
rial was of course rearranged and amended, but nonetheless to a large extent
they reflect still the provision. This first volume covers first year analysis
as taught by the first named author with the support of the second named
author in Swansea in the academic year 2010/11, an introduction to calculus
and analysis of functions of one variable.
Finally we want to thank all who have supported us in writing this volume,
in particular the World Scientific Press team.
Niels Jacob
Kristian P. Evans
Swansea, January 2015
vii
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Contents
Preface v
3 Mathematical Induction 39
6 Derivatives 91
ix
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A COURSE IN ANALYSIS
21 Differentiation 293
x
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CONTENTS
Appendices 471
References 733
xi
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Endl, K., und Luh, W., Analysis I, 3. Aufl. Analysis II, 2. Aufl. Akade-
mische Verlagsgesellschaft, Wiesbaden 1975 und 1974.
xiii
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A COURSE IN ANALYSIS
Heuser, H., Lehrbuch der Analysis. Teil 1 und 2. B.G. Teubner Verlag,
Stuttgart 1980 und 1981.
For compiling the lists of formulae in some of the appendices we used often
Solved problems are important for students and we used some existing col-
lections of solved problems to supplement our selection. Sometimes these
collections served only to get some ideas, on some occasions we picked prob-
lems but provided different or modified solutions, but here and there we used
complete solutions. The main sources which are very valuable for students
are
Spiegel, M.R., Real Variables. Schaum’s Outline Series Theory and Prob-
xiv
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Niels Jacob
xv
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List of Symbols
N natural numbers
kN := {n ∈ N | n = km for m ∈ N}
N0 := N {0}
Z integers
Q rational numbers
R real numbers
R+ non-negative real numbers
Rn = R × · · · × R set of ordered n-tuples of real numbers
x−1 := x1
xn := x · x · . . . · x (n factors)
1 √
a n or n a nth root of a
n √
x m = m xn
x > 0 x is strictly greater than 0
x < 0 x is strictly less than 0
x ≥ 0 x is non-negative
x ≤ 0 x is non-positive
|x| absolute value of x
∞ infinity
−∞ negative infinity
n! n factorial
n
k
binomial coefficient
max{a1 , . . . , an } maximum of a1 , . . . , an
min{a1 , . . . , an } minimum of a1 , . . . , an
n
aj finite sum of aj
j=1
∞
ak infinite series
k=1
k
aj = am + am+1 + · · · + ak
j=m
xvii
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A COURSE IN ANALYSIS
n
aj finite product of aj
j=1
n
= al · al+1 · . . . · an
j=l
∞
j=1 aj infinite product of aj
X ×Y Cartesian product
∅ empty set
P(X) power set of the set X
∈ belongs to
∈
/ does not belong to
x • y binary operation
⊂ set subset
M1 \ M2 set subtraction
set intersection
set union
A complement of A
=⇒ implies
xRy relation
∼ equivalence relation
[a] equivalence class
∨ or
∧ and
⇐⇒ equivalence (statements)
∀ for all
∃ there exists
¬p negation of p
N
Aj finite union of sets Aj
j=1
N
Aj finite intersection of sets Aj
j=1
B (a) := {x ∈ R | |x − a| < }
xviii
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LIST OF SYMBOLS
xix
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A COURSE IN ANALYSIS
xx
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LIST OF SYMBOLS
xxi
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A COURSE IN ANALYSIS
xxii
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xxiii
Part 1
Introductory
Calculus
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1 Numbers - Revision
Before we start with calculus we need to know how to manipulate complicated
expressions of real numbers and above all we must become familiar in doing
this. We urge students to avoid using calculators in this course. The intention
here is to ensure that we understand the basics; much of what is introduced
may seem obvious but the concepts will become very useful later in the book.
In particular, we will need a lot of familiarity in manipulating expressions
where numbers are replaced by functions or later on even by operators. We
start to systematically introduce set theory as a common language in modern
mathematics. Basic notions from logic on which we rely are taught in other
courses, however these are collected in Appendix I.
The natural numbers or positive integers are the numbers
1, 2, 3, 4, 5, . . . (1.1)
n ∈ N, (1.2)
for example
12 ∈ N. (1.3)
The set of all integers is denoted by Z and consists of the numbers
/ N.
−15 ∈ (1.7)
n ∈ N implies n ∈ Z. (1.8)
3
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A COURSE IN ANALYSIS
N ⊂ Z. (1.9)
Clearly, there are other subsets of Z, for example the set of all negative
integers, or the set of all even integers, etc. The rational numbers are
denoted by Q and this is the set of all fractions
k
q= , where k ∈ Z and n ∈ N. (1.10)
n
Examples of fractions are
3 7 −1 −12
, , , , etc. (1.11)
7 7 8 3
We also write − 18 for −1
8
, etc. Note that we face a problem: − 12 3
and − 41
are different formal expressions which represent the same number, and in
addition we want to consider − 41 and −4 to be equal. For now we use a naı̈ve
k
approach where we consider two rational numbers q = m and r = nl as equal
if kn = lm, and further, for 1 we write k. The last identification of k1 with
k
Z ⊂ Q. (1.12)
N ⊂ Q. (1.13)
It is helpful to introduce at this stage the few notions and notations from set
theory that we have used so far in a more systematic way. Unfortunately,
there is no simple and unproblematic way to introduce the general notion of
a set. For our purposes the original definition of G. Cantor is sufficient:
4
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go, or what I shall do when I leave Sothernbay. I have only one
distinct idea.”
“What is that?”
“Merely to go away—the further the better,” he replied, with a sort
of reckless despondency that startled Cicely; “to be forgotten,
doubtless; to forget if I can.”
Once or twice during the interview a thought had occurred to
Cicely which explained Mr. Guildford’s unexpected behaviour. Now it
gathered strength; his last words especially seeming to confirm it. A
sudden impulse seized her to test its correctness.
“Mr. Guildford,” she exclaimed. “You are not at all like yourself this
morning. You are generally far too sensible to talk so. You know very
well we are not the least likely to forget you—we are not so
ungrateful; and if I believed that you mean what you said, I should be
very angry with you for saying you would forget us if you could. But
you don’t mean it. Something is wrong with you, and I believe,” she
went on slowly, “I believe I know what it is.”
“You cannot. It is impossible,” he said hastily.
“Has it not something to do with my cousin Geneviève?” asked
Cicely quietly.
“Certainly not,” he replied promptly. “Not directly, that is to say.
She certainly helped me to find it out—for which I suppose I should
be very much obliged to her—” he gave a bitter little laugh; “but in no
other way has she anything to do with my wish to go away.”
“I thought you admired her so much,” said Cicely.
“So I do. I think she is marvellously pretty and charming, and I
dare say she is very amiable and sweet-tempered.”
“Yes, that is what you said of her before. Indeed you almost spoke
as if she were—as if she realised your ideal woman,” said Cicely
with an attempt at playfulness.
But Mr. Guildford did not smile.
“You have a good memory, Miss Methvyn,” he said rather coldly.
“If you remember so much, don’t you remember a little more? By
what you call my ideal woman, you mean the sort of woman I should
choose for a wife; don’t you? But I have had a higher ideal woman—
a woman whom I would choose for a friend—don’t you remember my
telling you that?”
“Yes,” said Cicely with interest. “I remember. But what about it?”
“I have made a mistake—that’s all.” said the young man drearily.
“I have thought I was wiser than other men, and I find I am a greater
fool than any man I ever knew. My theories are all smashed. In plain
words, Miss Methvyn, I have come across such a woman as in my
wildest dreams I never dreamt of—a woman, whom any man would
be honoured by having as a friend, but whose friendship only will not
satisfy me. The sort of affection I used to picture myself as giving to
a wife—to my ‘ideal wife’ remember—seems to me now like the light
of a farthing candle beside that of the midday sun. Good God, what a
presumptuous fool I have been! I thought I was so strong, so
perfectly able to take care of myself—and see where I am now. At
this moment I care for nothing—all my studies, all my hopes seem to
have turned to ashes between my teeth—I have only one instinct left
—that of flight. Now, Miss Methvyn, will you forgive me?”
Cicely had sat in perfect silence, listening to his impetuous words.
When he stopped, she said softly, “I am very, very sorry for you.”
“You should not be sorry for me,” he said with a sort of reluctant
gentleness. “I have myself to thank for it. I think now,” he went on
slowly, “I think that my grand theories about women must have
arisen from an instinct in me that if ever I did come under an
overwhelming influence of the kind, it would go hard with me—very
hard indeed.”
“But,” said Cicely, speaking with an effort, yet earnestly, “I don’t
understand you. Do you mean that you are tearing yourself away
from the influence you tell me of?—a good and noble influence as far
as I can judge—simply because you have resolved that no woman
ever shall influence you strongly and entirely? How can you take
upon yourself so to thwart your best self? How do you know that this
woman, whoever she is, might not be all the truer a friend for being
your wife? If you are sacrificing yourself all for the sake of
consistency, I should respect you more if you were inconsistent.”
“I am not doing so,” replied Mr. Guildford sadly. “I cannot say
whether I think I should have acted as you suppose. I tell you all my
theories are put to confusion; I shall have hard work to gather them
together again. I have no choice; the longer I remain in this
neighbourhood, the worse it will be for me. It is a mere selfish instinct
of self-preservation that urges me to flight—a shadowy hope of
retaining some of the shreds of what used to be my interests in life.
Some day, I suppose—I have read of such things, though I never
understood them before—some day, I suppose, I shall find I have
outlived this after all, and then I may set to work again in the old way.
I can’t say, I don’t think I care. I only want you to give me back my
promise, Miss Methvyn, and to forgive me, and let me go.”
There was a despairing tone in the last few words which, coming
as they did from a man usually so self-contained, so resolutely
cheerful, so strong and manly, seemed, to Cicely, full of a strange
pathos. But she did not again say that she wa “very, very sorry” for
Mr. Guildford, nor did she at once answer his request. She looked up
timidly, and a faint colour rose in her cheeks. “Do you mean—do you
mean,” she said, “that you have no choice because you know
certainly that—she—does not care for you? Are you sure that you
are not letting false pride influence you, that you are not taking for
granted what may not be certain after all? Forgive me for saying it—I
am so reluctant for you to be unnecessarily unhappy—and in such
cases, lives are often ruined by some misapprehension.”
She spoke very gently. Mr. Guildford looked at her for a moment.
Then he rose from the chair where he had sat down, and walked a
few steps away.
“There is no misapprehension,” he said at last. “In no
circumstances could I have imagined it possible that—that I could
have been cared for in the only way that would have satisfied me.
But, as it happens—fortunately for me, I suppose—circumstances,
outward circumstances I mean, are dead against me. Socially even,
there could never have been a question of—of such a thing, and
besides that—”
He stopped abruptly. He had been standing near the window, at
some little distance from Cicely, not looking at her as he spoke.
Suddenly he turned, and came back again, close to the table by
which she was sitting. “Miss Methvyn,” he said, and his voice
sounded so strange that Cicely looked up quickly in affright, “Miss
Methvyn,” he repeated, “there is no use in beating about the bush.
Even if you despise me, and refuse ever to speak to me again, I
think it will be a relief to tell you the truth, if you have not already
guessed it. Don’t you know what has opened my eyes? Don’t you
know what Miss Casalis told me yesterday—about you—what I
never suspected before, blind fool that I was!—don’t you know what I
mean?”
“No,” said Cicely. But her voice was low and tremulous. She
hesitated a moment, “at least,” she added, “I don’t understand
altogether.”
She would rather not have said as much, but it seemed to her as
if the words were drawn from her against her will.
“Don’t you?” said Mr. Guildford, “are you sure you don’t?”
He was looking at her now, so earnestly that Cicely, who had
grown very pale, felt her cheeks burn with the consciousness of his
gaze. She could bear it no longer. She got up from her seat, and,
leaning one hand upon the table, spoke out bravely.
“Mr. Guildford,” she exclaimed, “you are trying me painfully. I am
very, very sorry for you, but—I think you may regret if you say any
more. I don’t know what my cousin told you yesterday—it is true that
I do not altogether understand what you mean, and I would rather
not understand. Let me tell you again how very sorry I am that you
should be troubled or pained; but—you are a man, Mr. Guildford; you
have life before you and great aims to live for. Whatever it is that is
troubling you now will pass away and leave no lasting traces. I won’t
insult you by supposing it could be otherwise. You are a man—some
things are harder to be borne by women than by men.”
She stifled a little sigh, and was moving away, but Mr. Guildford
stopped her.
“Miss Methvyn, you must listen to me. I want you to understand
me, if not you may think worse of me than I deserve. I had no
intention of troubling you, but I cannot bear you to think of me as I
see you do—as a foolish boy who has forgotten himself and his
place—” he hesitated a moment, then went on again, without
bitterness this time, but with a depth of restrained suffering in his
voice which touched Cicely to the quick. “I told you that I had to
thank Miss Casalis for bringing me to my senses,” he said. “It was
she who told me yesterday that you are shortly to be married to Mr.
Fawcett. She told it very abruptly. I had had no idea of it—not, of
course, that it could have made any difference to me—but it came
upon me very suddenly. People who have been blind, you know, are
startled when they first gain the use of their eyes. I am in that
condition. As I have told you, I am shaken to the very foundations. I
am a man, as you reminded me, not a boy; but, kind and good as
you are, you don’t know how a man can suffer. Miss Methvyn, I
cannot remain here. I am not really required. I entreat you to absolve
me from my promise, and let me go.”
Cicely had turned her face away while he was speaking. She
could not bear him to see the tears that were gathering in her eyes.
Now she only said gently, and it seemed to him coldly, “I would not
dream of preventing your going. It is very good of you to have asked
me to release you. Many people would have forgotten all about such
a promise.”
“Thank you,” he said. “Will you say good-bye to me, Miss
Methvyn?” he added. “I should like to think you have forgiven me.”
Then she turned towards him, and he saw that she was crying.
“That I have forgiven you,” she repeated. “What is there I could
possibly have to forgive? I cannot tell you how bitterly I regret that
your kindness to us should have brought suffering upon you. I
thought you so wise and clever, so above such things. I can hardly
even now believe that—that I can be the cause of your trouble. It is
not only that I have always thought of myself almost as if I were
already married, but I never associated you with such possibilities. I
never really believed you cared for Geneviève. I thought you were
wholly occupied with other thoughts—so above such things,” she
repeated. “Have I been to blame in any way?” she added
ingenuously.
“Only for believing my own account of myself—for taking me at
my own valuation,” he replied with a smile—a curious, bitter smile.
“‘Above such things!’ Yes, indeed, I deserve it all. Miss Methvyn,
good-bye, and thank you for your gentleness and goodness.”
He was turning away, when Cicely held out her hand. “Good-bye,”
she said, simply.
He took her hand, held it for an instant “I don’t think you will ever
see me again,” he said in a low voice. “Thank you for being sorry for
me;” then he was gone.
Cicely sat down by the table. She buried her face in her hands
and cried bitterly. “I am so sorry for him,” she said to herself over and
over again. “Why do things go wrong in this world always? I wish I
could think that Trevor cared for me as that man does.”
Mr. Guildford went upstairs to see Colonel Methvyn. He sat with
him for half an hour, talking as cheerfully as usual, intending, at least
once in every five minutes of that half-hour, to break to Cicely’s
father the news of his intended departure; but in the end he failed to
do so. Colonel Methvyn seemed nervous and depressed, and Mr.
Guildford’s courage played him false. He compromised matters at
last by promising to call again the next day. “To-morrow,” he said to
himself, as he walked slowly down the drive, “to-morrow I shall be
better able to talk of my leaving, quietly, so that no one can suspect
anything. But I must manage to avoid seeing her again. Oh, Cicely!
When I would give ten years of my life for a moment’s glimpse of
you! But she said goodbye, and she meant it.”
END OF VOL. II.
VOLUME III.
CHAPTER I.
DÉSILLUSIONNÉE.
Robin Adair.