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MA1102R CALCULUS

Lesson 4
Wang Fei

matwf@nus.edu.sg

Department of Mathematics
Office: S14-02-09
Tel: 6516-2937

Chapter 1: Limits (II) 2


Scalar Multiplication . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
Sum Law . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
Subtraction Law . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
Product Law . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
Quotient Law . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
Intuitive Conclusion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
One-Sided Limits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
Infinite Limits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
Inequality on Limits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20
Squeeze Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23

1
Chapter 1: Limits
Part II: Precise Definition of Limits 2 / 24

Proof of Scalar Multiplication Law


• Theorem. If lim f (x) = L, then lim (cf (x)) = cL, where c is a constant.
x→a x→a
Proof.
◦ If c = 0, the conclusion becomes lim 0 = 0. Done!
x→a
◦ Suppose c 6= 0. Aim: Let ǫ > 0. Find δ > 0 such that

0 < |x − a| < δ ⇒ |cf (x) − cL| = |c||f (x) − L| < ǫ


m
How?
|f (x) − L| < ǫ/|c|

Let ǫ > 0. Then there exists δ > 0 such that


• if 0 < |x − a| < δ , then |f (x) − L| < ǫ/|c|,
then |cf (x) − cL| = |c||f (x) − L| < ǫ.
∴ lim (cf (x)) = cL.
x→a

3 / 24

Proof of Sum Law


• Theorem. If lim f (x) = L and lim g(x) = M , then lim (f (x) + g(x)) = L + M .
x→a x→a x→a
Proof. Aim: Let ǫ > 0. Choose δ > 0 such that
0 < |x − a| < δ ⇒ |(f (x) + g(x)) − (L + M)| < ǫ

|f (x) − L| + |g(x) − M| < ǫ
◦ Let ǫ > 0. There exists δ1 > 0 such that
0 < |x − a| < δ1 ⇒ |f (x) − L| < ǫ/2,
and there exists δ2 > 0 such that
0 < |x − a| < δ2 ⇒ |g(x) − M| < ǫ/2.
◦ Choose δ = min{δ1 , δ2 }. If 0 < |x − a| < δ , then

|(f (x) + g(x)) − (L + M)| ≤ |f (x) − L| + |g(x) − M|


< ǫ/2 + ǫ/2 = ǫ.
4 / 24

2
Proof of Substraction Law
• Theorem. If lim f (x) = L and lim g(x) = M , then lim (f (x) − g(x)) = L − M .
x→a x→a x→a
Proof. We can use the results proved just now:

lim (f (x) − g(x)) = lim f (x) + lim (−g(x))


x→a x→a x→a
= lim f (x) − lim g(x) = L − M.
x→a x→a

Alternative proof: similar method as for Sum Law:


◦ Let ǫ > 0. There exist δ1 > 0 and δ2 > 0 such that
0 < |x − a| < δ1 ⇒ |f (x) − L| < ǫ/2, and
0 < |x − a| < δ2 ⇒ |g(x) − M| < ǫ/2.
◦ Choose δ = min{δ1 , δ2 }. Then if 0 < |x − a| < δ ,

|(f (x) − g(x)) − (L − M)| ≤ |f (x) − L| + |g(x) − M|


< ǫ/2 + ǫ/2 = ǫ.
5 / 24

Proof of Product Law


• Theorem. If lim f (x) = L and lim g(x) = M , then
x→a x→a
lim f (x)g(x) = LM.
x→a

• Lemma. If lim f (x) = L, then lim (f (x))2 = L2 .


x→a x→a

Proof of Theorem. Note that


1
[(f + g)2 − f 2 − g 2 ] = f g.
2
lim f (x)g(x)
x→a
 
1 2 2 2

= lim (f (x) + g(x)) − (f (x)) − (g(x))
x→a 2
1h i
= lim (f (x) + g(x))2 − lim (f (x))2 − lim (g(x))2
2 x→a x→a x→a
1
(L + M)2 − L2 − M 2 = LM.

=
2
6 / 24

3
Proof of the Lemma to Product Law
• Lemma. If lim f (x) = L, then lim (f (x))2 = L2 .
x→a x→a

Proof. We first consider the special case when L = 0.


◦ That is, lim f (x) = 0 ⇒ lim (f (x))2 = 0.
x→a x→a
Aim: For ǫ > 0, find a proper δ > 0 such that

0 < |x − a| < δ ⇒ |(f (x))2 − 0| < ǫ.


m √
|f (x)| < ǫ
◦ Let ǫ > 0. There exists δ > 0 such that

0 < |x − a| < δ ⇒ |f (x)| < ǫ
⇒ |(f (x))2 − 0| = (f (x))2 < ǫ.
∴ lim (f (x))2 = 0.
x→a

7 / 24

Proof of the Lemma to Product Law


• Lemma. If lim f (x) = L, then lim (f (x))2 = L2 .
x→a x→a

Proof. Now we consider the general case.

lim f (x) = L ⇒ lim (f (x) − L) = L − L = 0


x→a x→a
⇒ lim (f (x) − L)2 = 0.
x→a
◦ On the other hand, note that

(f (x) − L)2 = (f (x))2 − 2Lf (x) + L2 .

lim (f (x))2 = lim [(f (x) − L)2 + 2Lf (x) − L2 ]


x→a x→a
= lim (f (x) − L)2 + 2L lim f (x) − L2
x→a x→a
2
= 0 + 2L · L − L
= L2 .
8 / 24

4
Proof of Quotient Law
• Theorem. If lim f (x) = L and lim g(x) = M , then
x→a x→a
f (x) L
lim = provided that M 6= 0.
x→a g(x) M
f (x)
• Proof. Let K = lim . Then
x→a g(x)
 
f (x)
L = lim f (x) = lim · g(x)
x→a x→a g(x)

f (x)
= lim · lim g(x) = KM.
x→a g(x) x→a

f (x) L
∴ lim =K= .
x→a g(x) M
• Note. This is a WRONG proof, because we have not shown that lim f (x)/g(x) exists.
x→a

9 / 24

Proof of Quotient Law


• Theorem. If lim f (x) = L and lim g(x) = M , then
x→a x→a
f (x) L
lim = provided that M 6= 0.
x→a g(x) M
1 1
• Lemma. If lim g(x) = M(6= 0), then lim = .
x→a x→a g(x) M
Proof of Theorem.  
f (x) 1
lim = lim f (x) ·
x→a g(x) x→a g(x)
1
= lim f (x) · lim
x→a x→a g(x)

1 L
=L· = .
M M
10 / 24

5
Proof of the Lemma to Quotient Law (Optional)
1 1
• Lemma. If lim g(x) = M(6= 0), then lim = .
x→a x→a g(x) M
• Proof. Since |M|/2 > 0, there exists δ1 > 0 such that
if 0 < |x − a| < δ1 then |g(x) − M| < |M|/2, then
|g(x)| = |M + (g(x) − M)|
≥ |M| − |g(x) − M|
> |M| − |M|/2 = |M|/2.

Let ǫ > 0. Our aim is to choose a proper δ > 0 such that



1 1
0 < |x − a| < δ ⇒
− <ǫ
g(x) M
m
|M − g(x)|

|g(x)| · |M|

11 / 24

Proof of the Lemma to Quotient Law (Optional)


1 1
• Lemma. If lim g(x) = M(6= 0), then lim = .
x→a x→a g(x) M
|M − g(x)|
• Proof. How to make sure that < ǫ?
|g(x)| · |M|

|M − g(x)| |M − g(x)|
< < ǫ
|g(x)| · |M| | M2 | · |M|
⇑ ⇑
|M| ǫ M2
|g(x)| > |M − g(x)| <
2 2
⇑ ⇑
0 < |x − a| < δ1 0 < |x − a| < δ2

0 < |x − a| < min{δ1 , δ2 }

12 / 24

6
Proof of the Lemma to Quotient Law (Optional)
1 1
• Lemma. If lim g(x) = M(6= 0), then lim = .
x→a x→a g(x) M
• Proof. Let ǫ > 0. There exists δ2 > 0 such that
ǫ|M|2
0 < |x − a| < δ2 ⇒ |g(x) − M| < .
2
Take δ = min{δ1 , δ2 }. If 0 < |x − a| < δ , then

1 1 |M − g(x)|

g(x) M = |g(x)| · |M|

|M − g(x)|
< |M | (|x − a| < δ1 )
2
· |M|
ǫ M2
2
< M2
(|x − a| < δ2 )
2
= ǫ.

13 / 24

The Precise Proof to the Intuitive Conclusion


• Theorem. Suppose f (x) = g(x) for all x near a (except possibly at a).
◦ If lim f (x) = L, then lim g(x) exists and equals L.
x→a x→a
• Proof.
Suppose f (x) = g(x) when 0 < |x − a| < r , (r > 0).
◦ Let ǫ > 0 be given. Then there exists δ ′ > 0 such that

0 < |x − a| < δ ′ ⇒ |f (x) − L| < ǫ.

Choose δ = min{r, δ ′ }. Then

0 < |x − a| < δ ⇒ |g(x) − L| = |f (x) − L| < ǫ.

• From the precise definition we see why “the limit only depends on the values of the function
near the point”.

14 / 24

7
Precise Definition of One-Sided Limits
• Definition.
◦ Left-hand limit: We write lim f (x) = L if
x→a−
for every ǫ > 0 there exists δ > 0 such that
|f (x) − L| < ǫ whenever 0 < a − x < δ .
Compare with the intuitive definition:
“f (x) is close to L” as “x is close to a from the left”.
◦ Right-hand limit: We write lim f (x) = L if
x→a+
for every ǫ > 0 there exists δ > 0 such that
|f (x) − L| < ǫ whenever 0 < x − a < δ .
Compare with the intuitive definition:
“f (x) is close to L” as “x is close to a from the right”.
• “ lim f (x) = L” ⇐⇒ “ lim f (x) = L = lim f (x)”.
x→a x→a− x→a+

15 / 24

Example

• Show that lim x − 2 = 0.
x→2+

y

y= x−2

O 2 x

Proof. Let ǫ > 0. Our aim is to find a proper δ > 0 such that

0 < x − 2 < δ ⇒ | x − 2 − 0| < ǫ.
m
0 ≤ x − 2 < ǫ2
◦ Let ǫ > 0. Choose δ = ǫ2 . Then
√ √ √
0 < x − 2 < δ ⇒ | x − 2 − 0| = x − 2 < δ = ǫ.

16 / 24

8
Precise Definition of Infinite Limit
• Definition. Infinite Limit: We write lim f (x) = ∞ if
x→a
◦ for every M > 0 there exists δ > 0 such that
f (x) > M whenever 0 < |x − a| < δ.
Compare with the intuitive definition:
“f (x) is arbitrarily large” as “x is close to a”.

O a x
a−δ a+δ

17 / 24

Precise Definition of Negative Infinite Limit


• Definition. Negative Infinite Limit: lim f (x) = −∞ if
x→a
◦ for every M < 0 there exists δ > 0 such that
f (x) < M whenever 0 < |x − a| < δ.
Comparing with the intuitive definition:
“f (x) is arbitrarily negatively large” as “x is close to a”.

• Similarly, we can define the one-sided infinite limits:


◦ lim f (x) = ∞, lim f (x) = −∞,
x→a+ x→a+
◦ lim f (x) = ∞, lim f (x) = −∞.
x→a− x→a−

• The limits at infinity: lim f (x) = L and lim f (x) = ∞ are left as an exercise.
x→∞ x→∞

18 / 24

9
Example
1
• Show that lim = ∞.
x→0 x2
y

O x

Proof. Let M > 0. We shall choose δ > 0 such that

0 < |x − 0| < δ ⇒ 1/x2 > M


m √
0 < |x| < 1/ M

◦ Let M > 0. Choose δ = 1/ M . Then
0 < |x − 0| < δ ⇒ 1/x2 > 1/δ 2 = M.

19 / 24

An Inequality on Limits
• Theorem. Suppose f (x) ≤ g(x) for all x in an open interval containing a (except possibly at a).
◦ If lim f (x) = L and lim g(x) = M ,
x→a x→a
◦ then L ≤ M .
y

O
x

• Note. Even if f (x) < g(x) for all x near a, it is still possible that lim f (x) = lim g(x).
x→a x→a
2 2
◦ For example, −x < x for all x 6= 0,
but lim (−x2 ) = lim x2 = 0.
x→0 x→0

20 / 24

10
An Inequality on Limits
• Theorem. Suppose f (x) ≤ g(x) for all x in an open interval containing a (except possibly at a).
◦ If lim f (x) = L and lim g(x) = M ,
x→a x→a
◦ then L ≤ M .
• Lemma. Suppose h(x) ≥ 0 for all x in an open interval containing a (except possibly at a).
◦ If lim h(x) = ℓ, then ℓ ≥ 0.
x→a

Proof of Lemma. Assume that ℓ < 0. Let ǫ = |ℓ|.


Then there exists δ > 0 such that
0 < |x − a| < δ ⇒ |h(x) − ℓ| < |ℓ|
⇒ h(x) − ℓ < |ℓ| = −ℓ
⇒ h(x) < 0.
◦ A contradiction! ∴ ℓ ≥ 0.

21 / 24

An Inequality on Limits
• Theorem. Suppose f (x) ≤ g(x) for all x in an open interval containing a (except possibly at a).
◦ If lim f (x) = L and lim g(x) = M ,
x→a x→a
◦ then L ≤ M .
• Lemma. Suppose h(x) ≥ 0 for all x in an open interval containing a (except possibly at a).
◦ If lim h(x) = ℓ, then ℓ ≥ 0.
x→a

Proof of Theorem. Let h(x) = g(x) − f (x).


Then h(x) ≥ 0 near a, and
lim h(x) = M − L.
x→a

Then by Lemma M − L ≥ 0, or equivalently, M ≥ L.

22 / 24

11
Squeeze Theorem
• Theorem. Let f, g, h be functions such that
◦ f (x) ≤ g(x) ≤ h(x) for all x near a (except at a), and
◦ lim f (x) = lim h(x) = L.
x→a x→a

Then lim g(x) exists and equals L.


x→a
y

y = x2 y = x2 sin(1/x)

x
c
b

y = −x2

◦ −x2 ≤ x2 sin(1/x) ≤ x2 for all x near 0, and


lim (−x2 ) = lim x2 = 0.
x→0 x→0
∴ lim x2 sin(1/x) = 0.
x→0

23 / 24

Squeeze Theorem
• Theorem. Let f, g, h be functions such that
◦ f (x) ≤ g(x) ≤ h(x) for all x near a (except at a), and
◦ lim f (x) = lim h(x) = L.
x→a x→a

Then lim g(x) exists and equals L.


x→a

Proof. Let lim g(x) = M . Then


x→a

f (x) ≤ g(x) ⇒ L ≤ M
⇒ L = M.
g(x) ≤ h(x) ⇒ M ≤ L

Note. This is again a WRONG proof.


◦ In order to use the previous theorem to evaluate the limit, we have to know that lim g(x) exists.
x→a

24 / 24

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