Real Analysis-I

MTH321
LECTURE NOTES/STUDY MATERIAL
Lecture notes and helping material used in the lectures (one to thirty two)
Course Tutor : Professor Dr. Moiz ud Din khan
Head, Department of Mathematics, CIIT, Islamabad
Lecture#1:

Real Numbers
Upper Bound of a set
Least upper Bound of a set
Lower Bound of a set
Greatest Lower Bound of a set
Bounded set
Least upper Bound property of R
Greatest Lower Bound Property of R

Theorem 1:

x , y R , x> 0

Theorem 2:

x , y R , then

then

a positive integer
p Q

s.t

nx > y

x< p< y

-4

-3

-2

-1

1. Set of Positive integers= N= {1,2,3, }

also called set of Natural

numbers.
2. Set of whole numbers= W = { 0,1,2,3, }
3. Set of Negative integers= {1,2, }
4. Set of Integers= I ={ 0, 1, 2, 3, }

-2
1

-1
3/2

-1/2
2

5. set of Rational numbers

Q=

{ qp p , q are integers withq 0}

While the fraction is in its lowest terms.

If we write the rational number in terms of decimal expression then after

decimal either the expression terminates after finite number of digits or it is
repeated non-terminating.
.Note that: operations of Addition , subtraction and Multiplication are defined
in Real numbers.
Example:

1
=0.5
2
7
=3.5
2
7
=2.3333..
3
1
=0.25
4

3.789789789. is a rational number

Note: All integers are rational numbers
(I,e set of all integers is a subset of the set of rational numbers)
6. Set of Irrational numbers:
Numbers of the form 2, 3 , 5 ,
expressed in the form

p
q

p,q

i.e, numbers which cannot be

integers and

q 0,

are called

Irrational numbers.
Decimal expression of an irrational number is non-repeated and nonterminating.
e.g. 2=

 3=
Q' = { x /x

is not a rational number}

R=Q Q

7. Set of Real Numbers:

Real No= R=Q Q

8.

'

'

'
Irrational= Q

Rational= Q

Positive integers

Non-Negative integers

Note: Real numbers are elements of a set

Negative integers

Now we define Bounded sets:

1. Upper Bound of a set:
Def:

A subset

an element
. The number
. The set

of

is said to be bounded above if there exists

is said to be bounded above by

S= { 0,1,2,3, }

then

x0 x S

0 is upper bound of the set

1 is also upper bound of a set

is called upper bound of the set

e.g:

Again

xS ,

such that for all

again
S.

x2

is also an upper bound of a set

S.

x1

S.

Note: if a set

is bounded above, then

can have more than one

upper bouns.

1 1
1
S= 1, , , , , ,
2 3
n

e.g

is bounded above and 1,2,3, are its upper bounds.

Note: upper bound of a set may or may not belong to that set.
2. Lower Bound of a set:
Def: A subset S of R
R.

an element

is said to be bounded below if there exists

s.t for all

x S , x

. The number is called lower bound of the set

.The set S is said to be bounded below by .
S= { 0,1,2, . }

e.g:

0x

then

xS

for all

S.

0 is lower bound of the set

Again

S .

1 x

xS

for all

-1 is lower bound of the set

Again

2 x

S.

xS

for all

is also lower bound of the set

Note : 1.

if a set

S .

is bounded below, then

can have more than

one lower bounds.

2. Lower bound of a set may or may not belong to that set.
Bounded set:

A subset

x S , , R
x

Example: let

S= {1,3,9,11 }

of

is said to be bounded if for each

Then

is a bounded set.

Example: let

[0,1]

Example: let

S= { 0,1,2, . }

, then

is a bounded set.
S

then

is not bounded above and hence it is

not bounded.
Least upper Bound of a set: An element
a subset
i.

ii.

For

of

is least upper bound of

if:

is an upper bound of
> 0 ;

is not an upper bound of

=lub(S )

We write it as:

Note: 1- Least upper bound of sets is also called supremum of that set and
is denoted by
=(S)
2- Least upper bound of a set if exists is unique.
3- Least upper bound of a set may or may not belong to that set.
Examples: Let

S=( 0,1 ) ,

then

lub ( S ) =1
And 1 S

Example:

Then

Let

1 1
1
S= 1, , , , ,
2 3
n

lub ( S ) =1=(S )

Greatest Lower bound of a set:

Def:
i.
ii.

An element

is greatest lower bound of a subset

is lower bound of S
for >0,
+ is not a lower bound of

of

if:

The greatest lower bound of a set

S .

is written as:

glb ( S )=
Note: 1-Greatest lower bound of a set is also called infimum of the set and is
written as:
Inf ( S )=
2- Infimum of a set if exists, then it is unique.
3-Greatest lower bound of a set may or may not belong to that set.
Example: 1-

Let

S=( 0,1 ) ,

then

Inf ( S )=glb ( S ) =0 S

2- let

Then
3- Let
Then

1 1
1
S= 1, , , , ,
2 3
n

glb ( S )=0 S
S= {1,2,11,13 }
glb ( S )=1

Least upper Bound Property:

Every bounded above subset of
least upper bound property of

has least upper bound in

R.

Greatest Lower Bound property of

R.

R:

is called

Every bounded below subset of

has greatest lower bound in

called greatest lower bound property of

1
1
1
S= 2,1+ , 1+ , ,1+ ,
2
3
n

Example:

Then

R.

glb ( S )=1 S

lub ( S ) =2 S
S= { x / x 2 <2 } ; then

Example: let
(S)

lub ( S ) = 2

Example:

Find

Let

lub ( S ) glb ( S)

Example: Let

Then

1
1 3 1 4
S= 1, ,2, , , , ,
2
3 2 4 3

lub ( A ) =1

Example: if

1 3
2 1
A= , , ,
,
2 4
n

and

glb ( A )=

{ x /3< x< 4 }

1
2

. Find

( A )Inf ( A ) .

R:

is

Lecture#2
S= { x / x 2 <2 } ; show that

Example: For the set

lub ( S ) = 2

x S x 2 <2

Solution: Since for each

x <2
2

is an upper bound of

is bounded above by 2

S.

By the least upper bound property of

Let

R;

least upper bound of

exists.

lub ( S ) = R

Then either

< 2

> 2

or

or

= 2

We show that case i and ii not true.

Case i: To Prove that
Assume that
<

2:

< 2

+ 2
< 2
2

+ 2
S
2

This contradicts the fact that

2:
Case ii: To prove that

2 :

is least upper bound of

S.

Hence

Assume contrary I,e let

Or

2<

2<

> 2

+ 2
<
2

+ 2
2

is an upper bound of

S.

This contradicts that

=lub ( S ) .

Hence

Therefore the only possibility for

is that

= 2
lub ( S ) = 2

Then

Example: show that there is no rational number

for which

P2=2

Solution: Assume contrary. That is let us suppose that there is a rational

2
number P for which P =2
P=

m
;
n

P 2=

where

m ,n

are integers and

m2
=2
n2

(1)
m2=2 n2
This shows that

m2 is even.

( m ,n )=1

is even

m=2 k

for some integer

By eq (1)
2

4 K =2 n
Or

n2=2 K 2

n2

is even

n is even

(m, n) 1
A contradiction.
Hence there is no rational number

whose square is 2.

Problem: show that between any two rational numbers there exists, another
rational number.
Solution: let
r<

r+s
<s
2

r ,sQ s.t r<s

Since sum of two rational numbers is a rational number, therefore

r+s

is a

rational number. Further quotient of two rational numbers is a rational

number provided denominator is not zero, therefore

r+ s
2

is a rational

number. This completes the proof.

Lecture # 4
Ordered Set:
Def: Let

be a set an order on

is a relation, denoted by

' <'

with

the following two properties:

If x S and y S
x< y , x= y , y < x

i.

Is true.
If x , y , z S ,

ii.
Def:
e.g:

if

than one and only one of the statements

x< y
S

An ordered set is a set

Q

and

y<z

then

x< z

in which an order is defined.

is an ordered set.

Note: every ordered set with least upper bound property also has the
greatest lower bound property.
Proposition: The set of Rational number does not have the least upper
bound property.
Proof: we will prove this with the help of counter example:
Let

S 1={x Q/ x <2} . Then

numbers. Let

S1

is bounded above subset of rational

be its least upper bound, then

2 .

S1

Now, if

satisfies the least upper bound property, then

n>

1
( 2 )

1
0< < 2
n

is rational

2 . This implies 0< 2 R . Choosing an integer n such

and so less than

that

we have
1
+ < 2
n

or

Thus we have a rational number

1
n

which belongs to

S1

and yet is

greater than its lub. This is a contradiction. Hence our assumption that

is

rational is wrong. This proves that the set of rational numbers does not
satisfy the least upper bound property.
S

Theorem: suppose
property,

B S,B

is an ordered set with the least upper bound

is not empty, and

set of all lower bounds of

is bounded below. Let

then

=(L)
Exists in

S,

and

=Inf ( B)

Proof:
Since

is bounded below, so

Since

consists of exactly those

each

Thus

xB

is now empty.
yS

is an upper bound of

L.

is bounded above.

By hypothesis (I,e

has

lub

property)

which satisfy:

y x xB

be the

Least upper bound of

Let

exists

=lub ( L )=(L)

Now if

> 0 , then

(:.

is not an upper bound of

is set of upper bounds of

L.

Lecture#5

xR , y R

Theorem (a): if
n

integer
nx > y

, assume contrary, i.e;

is an upper bound of

A.
A

has least upper bound in

=lub ( A )=( A )

x> 0,

Since
x

Hence
But

then there is a positive

A= { nx :n N }

By least upper bound property,

Let

x> 0,

such that

Proof: let
To prove
nx y

and

x <

is not an upper bound of

x <mx

A.

for some positive integer

< mx + x=( m+1 ) x A

Which is not possible (:.

Hence

nx > y

=lub(A )

for some integer

nN .

This completes the proof.

Theorem (b): if
P Q

such that

Proof: Since
yx >0
Now

xR , y R
x< P< y

x< y

yx >0 ; 1>0

By theorem (a),
n( y x)>1
ny >1+nx

n N

s.t.

and

x< y , then there exists a

Again by theorem (a) (1

0 ; nx R m1 N

s.t

m1 .1>nx
And (1

0 ;nx R , m2 N s . t

m2 .1>nx

or

m2 <nx

Hence
m2 <nx <m1
Hence there is an integer

m(withm2 <m<m1)

Such that
m1 nx m
nx <m 1+nx <ny

Since
x<

n>0
m
<y
n

x < P< y

where

P=

m
n

Lecture # 6:
In a metric space , prove that every neighbourhood is an open set.
Proof: Let (X,d) be a metric space, let
Let

E=N r ( p)

p X

and

r >0 .

We prove that

E=N r ( p)

is an open set

For this we show that every point of

Let

qE

(we show that

Now

s N h ( q) ;

N h (q) E
then

d (q , s)<h

d ( p , s ) d ( p , q ) +d ( q , s ) <r h+h=r

s N r ( p )=E
sE
N h (q ) E
q

is an interior point of

E=N r ( p)

is an interior point of

be an arbitrary point such that

d ( p , q )=r h ; h>0

Let

is an open set .

E.

E .

(X ,d)

Theorem: Let
p

be a metric space and

is a limit point of a set

Proof: Assume contrary Let

finite number of points of

E , then every nbd of

r 1=d ( p , q 1)

be a nbd of

E . let

q1 , q2 , , qn

r 1 >0

r 2=d( p , q 2)

r 2 >0

r n=d ( p ,q n)

r n >0

.
.
.

r=min d ( p , qm ) , then r > 0

1 m n

Then the nbd

p

N r ( p ) E= { p } { p }=

is not a Limit point of

This contradicts the given

Therefore

X . If

contains infinity

contains infinite many points of

This completes the proof:

Corollary: A finite point set has no limit point:

which contains only a

be those points of

which are distinct from

Let

be a subset of

E.

many points of

Let

E.

N E

Every nbd of every point of

contains at most finite no.of points (:. Set

itself is finite)
Therefore no point of set is limit point of that set.
(X ,d)

Theorem: In a metric space

a set

is open if and only if its

complement is closed.
Proof: First, suppose
We prove that
Let

xE

x E

Ec

is closed

is open

(we show that

is an interior point of

E )

is not limit point of

at least one nbd

Ec

Ec

(:.

of

is closed contains all its limit points)

s.t

N Ec =
NE
x

is an interior point of

is open set.

Conversely: suppose
Let

be a limit point of

E.

is an open set. We prove that

Every nbd of

for every neighbourhood

is closed.

Ec .

Ec

contains a point of
N (x )

is not an interior point of

of x,
E.

other than

N (x ) E

x .

(:.

is open)

x Ec
E

is closed.
(X , d)

Theorem: let

EX .

be a metric space and

Prove that

is

closed set.
Proof: Let

be a limit point of

P E

Actually we show that

Now, every nbd

point of E )

of

contains a point

Let us take a nbd

of

lying entirely inside

q E , therefore

Since

qE

(:. If
qE

then

contain

and hence every nbd

contains a point of

every nbd of

(:.

is closed.

E=E
Ed

of

of

E
E.

contain a point of

(since p is limit

and hence a poit of

pE

contains a point of

is a limit point of

pE

contains a point of

If
E

qE ,

than

Lecture #8:
(X ,d)

Theorem: if
E= E

if and only if

E< X , then

is a metric space and

E

is closed.

Proof:
Let

E= E

Since

is closed, therefore

is closed

Conversely:
let
E

be closed
contains all its limit points i,e;

E Ed E

or

But in general

E E

E
E

EE

E= E
(X ,d)

Theorem: If
closed set

FX

Proof: let

Now

such that

is closed and E F

E F

E X , then

F
E

for every

E F .

be a closed set containing

as well.

F=F

And

is a metric space and

we prove that

contains

 F=F

F
E
R( X , d )

Theorem: let

be a metric space and

be a non-empty set of

real numbers which is bounded above.

Let

( E)

y = lub(E)

Then y E . Hence
Proof: since

y E

y R

is closed.

is bounded above subset of

R , therefore by the least

R , least upper bound of

upper bound property of

Let

if

be the least upper bound of

exists in

R .

E I,e

y =( E ) lub(E)
Now we show that
Case I: If

y E

y E

then

y E
y E

Case II: if
>0 ; y

is not an upper bound of

y< x < y

for some

xE

(:. y=lub( E)

(:.other wise

Every nbd of
y

contains a point of

is a limit point of

y Ed

yE

(:. E=E E

is upper bound of

Lecture#9.
Theorem: let

(X , d)

be a metric space. let

{G : I } by any collection of

open sets. Prove that

UG

is open in X.
G=U G

Proof: put

We prove that
Let

x G,

Since each

then
G

is open in
x G

X .

for some

is open, therefore

N ( x)

i,e., there exists a nbd

of

is an interior point of

such that

N ( x ) G U G =G
x is an interior point of G

G isopen set
b) For any collection

{ F } of closed sets,

F is closed .
Proof: Let
{ F c }
U F c

{ F } be a collection of closed sets in X .

is a collection of open sets in

is open in

X.

But

U F c =( F )c

( F )c
F

is open in
is closed in

X
X .

G1 , G2 , ,Gn

c): For any finite collection

of open sets,

i=1 nG i is open .
Proof: let
x G= i=1 nGi
x Gi

for each

Since each

Gi

i=1,2, , n

is open, therefore

is interior point of each

there exist

N r 1 (x)

G1

N r 2 (x )

G2

N rn ( x)

Gn

N ri ( x)

i=1,2, , n s . t

.
.
.

Let

r=min ( r 1 , r 2 , , r n ) , then

N r ( x ) Gi i=1,2, , n

r >0

Gi

,i=1,2,

 N r ( x ) G= i=1 n Gi
G= i=1 n Gi is an open set .
d). For any finite collection

F1 , F 2 , , F n

of closed sets,

i=1 n F i is closed .
F1 , F 2 , , F n

Proof: Let

be a finite collection of closed sets.

To prove
i=1 n F i=F closed , we provethat
i=1
F = ( n F i ) = i=1 n Fic open
c

Now, let

x F c = i=1 n Fci

x Fi i=1,2 , n
c

Fi is an open set, therefore for each

Since each
r i >0
s.t.
let

i=1,2, .. n

N ri ( x ) F i

min ( r 1 , r 2 , , r n)

N r ( x ) F ci

; then

i=1,2, .. n
c

N r ( x ) i=1 n Fi
c

i=1 n F i =F is open

r >0

i=1, n

there exists

 i=1 n F i isclosed set X

Note: in theorem c and d, finiteness of collection is essential:
Let

G n=

For each

(1n , 1n )
Gn

n=1,2,3 .

is open subset of R

put G= i=1 Gn ; thenG={ 0 }

Which is not open subset of R
;.
0 G

N (0) G
but not its interior point.

Thus the intersection if infinite collection of open sets need not be open.
Compact sets:
Open cover:
Definition: Let

(X ,d)

open subsets of

be a metric space and

EX .

is called an open cover of a set

A collection
if

{G } of

E U G

Compact set:
Definition: A subset K of a metric space
every open cover of

(X , d )

is said to be compact if

contains a finite subcover.

Note: Every finite set in a metric space is compact.

Lect#10-13

Theorem: Let ( X , d
X

compact relative to
K

Proof: suppose

if and only if

is compact relative to

K Y X . The

Y.

is compact relative to
X . We prove that

is

is

Y.

compact relative to
Let

be a metric space and

{V } be a collection of sets, open relative to Y , such that

K U V
Since

is open in
X,

relative to

Y,

therefore, there exist open sets

open

such that

V =Y G G for all
K U V U G
{ G }

Since

is cover of
K

by sets open relative to

is compact relative to X , therefore, there exists a finite

subcollection say.
G 1 , G 2 , , Gn
Such that
K G 1 G 2 , , G n
Since

X.

K Y

K=K Y ( G 1 G 2 , ,Gn ) Y
( G 1 Y ) ( G 2 Y ) , , ( Gn Y )

 K V 1 V 2 , V n=whereV i
K

is compact relative to
K

Conversely: Suppose
compact relative to
Let

is open relative to

Y i=1, . n

Y.

is compact relative to

Y.

We prove that

X.

{G } be a collection of sets open relative to X which covers K .i , e .

K U G
Let

V =Y G

And

then

is open relative to

Y.

K=K Y ( U G ) Y

K U ( Y G )= U V
{V }

Since

is cover of
K

by sets open relative to

Y.

is compacts relative to Y, therefore there, exists a finite

subcollection say
V 1 , V 2 , , V n
Such that
V i= i=1
K V 1 V 2 , V n= i=1 n n ( Y G i )

K i=1 n ( Y Gi ) i=1 nG i
K i=1 n Gi
This proves that

is compact relative to

X.

is

Theorem: Prove that compact subsets of metric spaces are closed.

Proof: Let

(X ,d)

be a metric space and

We will prove that

is closed in
Kc

For this, we will prove that

p ( X K ) .

Let

be a compact subset of

X.

is open in

p X

(i,e.

but

X.

p K

p Kc
qK

Let

and

Vq

Wq

and

be nbds of

and

respectively, of

1
radius less than 2 d ( p , q) .
Since

is compact, there are finitely many points

q1 , q2 , , qn

in

such that
K W q 1 , , W q 2 =W
V =V q 1 , . , V qn ,

If

then

W.

V Kc
p

is interior point of

K
Or

is open.
is closed.

is a nbd of

which does not intersect

X.

Sequence: A sequence is a function whose domain is set of natural

numbers.
f ( n )=n+1 ; n N

e.g:

f ( n )=

1
n

nN

n0;

n
{1n }; {2 n+1
}, {(1) } ; { n1 }
n+1

{ }

1
,.
Bn

f ( n ) : N R ; { a n }= { f (n) }
Examples: consider the following sequences of complex numbers: I,e
X =R 2 ;
a if

{}

1
{ sn } : n ;

{ sn } ={ n2 } ;

{ sn }=1+

d)
e) if

lim s n=0

then

then lim sn=

n

{ }
(1 )n
n

Convergent sequence;

Divergent.

then lim sn=1

n

{ sn }={i n } ; then {sn } is divergent.

{ sn } ={ 1 } ;

then lim sn=1

n

; convergent.

In everyday language, we use the word sequence to mean the occurrence

of something in succession, that is , one after the other.

Theorem: Let

{ pn } be a sequence in a metric space

p X

Converges to

if and only if every nbd of

finitely many terms of

Proof: Let

(X ,d) .

{ pn }

contain all but

{ pn } .

{ pn } converges to p

lim pn= p > 0, a positive integer N . s . t

n

d ( pn , p ) < n N
V =N ( p ) Contains all terms of the sequence

{ pn }

except 1, , n1terms :

p n , pn+1 , V =N ( p)

i,e.,

contains all but finitely many terms of

Conversely: Suppose every nbd of

the{
fix

pn }

pn

contains all but finitely many of

> 0,

and let

be the set of all

q X

s.t.

d ( p , q)<
By
pn V

Assumption, there exists

if

nN

N corresponding to this

V s.t

Then

d ( pn , p)<

nN

if

lim pn= p
n

{ pn } be a sequence in a metric space

Theorem: Let
p X , p ' X

> 0

Proof: let
Then

and if

{ pn } converges to p and to p' , then p' = p

and

n max ( N , N ' ) ,

'

s.t.

2
we have

d ( p , p' ) d ( p , p n ) +d ( pn , p ' ) <

Since

n N ' d ( pn , p ' )<

Hence if

if

be given.

integers

n N d( p n , p)<

(X ,d)

+
2 2

was arbitrary, we conclude

d ( p , p' )=0
Or

'

p= p

Theorem: Let
converges, then
Proof: Suppose

{ pn } be a sequence in a metric space ( X , d ) . If { pn }

{ pn } is bounded.

lim p n= p

positive integer

s.t.

d ( p n , p ) < ; n N

Put

r=max { ,d ( p1 , p ) , d ( p2 , p ) , , d ( pn , p) }

thend ( pn , p ) <r ; n=1,2, .

{ pn }

is a bounded sequence.

Lecture # 13

{ pn } be a sequence in a metric space (X,d). If E X and if

Theorem: let
p

is a limit point of

lim p n= p

E,

Proof: let

be a limit point of

For each positive integer

Given

{ pn } in E s.t

d ( pn , p)<

then there is a sequence

E .

there is a point

pn E

s.t

1
n

> 0,

choose

so that

N >1.

If

N , d (p n , p)<

lim s n=s , lim t n =t , then

n

pn p .

{ sn } , { t n } are complex sequences, and

Theorem: Suppose

Hence

prove that

lim ( s n +t n )=s+t

Proof: Now since,

> 0 ,

lim s n=s

a positive integer

|sns|< 2 n N 1

N1

s.t.

lim t n =t

And

For already chosen

> 0,

a positive integer

N2 s . t .

|t nt|< 2 ; n N 2
Let

N=max ( N 1 , N 2 )

then

|sns|< 2 ; n N

|t nt|< 2 ; n N
Consider
s
( n+t n )(s +t)

s
( ns)+(t nt)

s
( n+t n )=s +t
lim
n

Theorem: Suppose
that

s n=s ,
{ sn } be a complex sequence, and nlim

prove

lim c s n=cs

Proof: Now since,

lim s n=s

 > 0 ,

a positive integer

s.t.

|sns|< n N
|c s ncs|=|c (sns)|=|c||sn s||c| n N
|c s ncs|<' n N
lim c s n=cs
n

{ sn } , {t n } are complex sequences, and

Theorem: Suppose
lim s n=s , lim t n =t , then

Proof: Now since,

> 0 ,

prove that

lim s n t n=st

lim s n=s

a positive integer

N1

s.t.

|sns|<; n N 1
And

lim t n =t

For already chose

|t nt|<; n N 2
Let

N=max ( N 1 , N 2 )

|sns|<; n N
|t nt|<; n N

then

> 0,

a positive integer

N2 s . t

Consider

|Sn t n st|=|sn tn s n t + sn tst|

|sn ( t nt )+ t( s ns)||s n||t nt|+|t||sn s|
Since

{ sn } is convergent, therefore { sn } is bounded therefore a

number

s.t.

|sn| M

|sn t nst|< M . +|t|.

n=1,2,
n N

|sn t nst|< ( M +t ) ; n N
'

|sn t nst|<

n N

lim S n t n =st
n

Lecture 14 :

Theorem. Suppose

{ sn } be a complex sequence, and

lim s n=s , where s 0s n 0

prove that

lim

1 1
=
sn s

Proof: Since
lim s n=s 0( given)

>0,

a positive integer

|sns|<

Whenever n N

s.t.

< s ns<

; n N

s< s n< s+

; n N

s<s n

1
1
<
; nN
s n s

Or

Now consider

; n N

| || |

ss n |ss n|
1 1
=
=
sn s
s . s n |s|.|s n|

1
1
.
=' n N
|s| |s|

lim

1 1
=
sn s

k
Note: R

is the set of

x=( 1 , 2 , , k )

where

k -tuples of real numbers i.e

1, 2, , k R

Thus
xn R

implies:

x n=( 1 , 2 , , k ,n )
If

Where each

j ,n R ; j=1,2, k

{ x n } is a sequence in Rk , then
x 1= 1,1 , 2,1 , 3,1 , , k ,1

x Rk

is :

x 2= 1,2 , 2,2 , 3,2 , , k ,2

x 3= 1,3 , 2,3 , 3,3 , , k ,3
.
.
.
x r= 1,r , 2,r , 3,r , , k ,r
.
.
.
x n= 1,n , 2,n , 3, n , , k ,n
.
.
.

1,

,
(
2 3, . , k )
x=

xn R

Theorem: Suppose
Then

(n=1,2,3,)

and

x n=( 1,n , 2,n , 3,n , , k , n)

{ x n } converges to x=( 1, 2 , 3, . , k ) if and only if

lim j ,n = j (1 j k )

Proof: Let

{ x n } converges to .
> 0

Then for each

|x nx|<

,there exists a positive integer

nN

whenever

|( 1,n , 2, n , 3,n , , k , n) ( 1, 2 , 3, . , k )|< ; n N

|( 1,n , 2, n , 3, n3 , , k ,nk )|
1

1/ 2

[ |
k

j=1

; n N

j ,n j|

< ; n N

| j ,n j| <2 ; n N
j=1

| j , n j| <2 ; n N
| j , n j|< ; n N

and for each

and for each

j ,n = j ; for each 1 j k
lim
n

conversely :

j=1,2, , k
j=1,2, , k

such that

 j ,n = j ; for each j; 1 j k
lim
n

for each

, there exists a positive integers

lim 1, n= 1 | 1,n 1|<

; n N1
k

lim 2, n= 2 | 2, n 2|<

; n N2
k

lim 3, n= 3 | 3, n 3|<

; n N 3
k

.
.
.
lim k ,n= k | k ,n k|<

; n N k
k

Let N=max ( N 1 , N 2 , , N k )
then| j ,n j|<

; n Nfor each j=1,2, ., k

k

| j , n j| < ; n N n N j=1,2, , k
k
2

k .
| j ,n j| <
; n N
k
j=1
2

[ |
k

j=1

1/ 2

j ,n j|

< ; n N

Ni

s.t

|x nx|< ;

n N

lim x n=x
n

Theorem: Suppose

{ x n } , { y n } are sequences in Rk and x n x , y n y ,

then
lim ( x n+ y n )=x + y

Proof: Since
N1

N2

implies for already chosen

s.t.

| y n y|< 2 ; n N 2
Let

N=max ( N 1 , N 2)

then

|x nx|< 2 ; n N

| y n y|< 2 ; n N
Consider

> 0

there exists positive integer

yn y

integer

therefore, for each

|x nx|< 2 n N 1

s.t.

Again

xn x ,

|( x n + y n ) ( x + y )|=|( x nx ) +( y n y )|

| xn x|+| y n y|<

+ ; nN
2 2

>0
2

and a positive

|( x n + y n ) ( x+ y )|< ; n N
lim ( x n + y n )=x + y
n

Theorem: Suppose

{ x n } is a sequence in Rk and { n } is a sequence of

real numbers and

xn x ,
Proof: let

n x n=x

. Then prove that

xn x ,

then for each

> 0,

a positive integer,

N .s.t .

lim xn =x

Or

|x nx|< ; n N
| j , n j|<

Similarly

positive integer

n N

and 1 j k

implies that for already chosen

> 0,

N ,s.t

| n|< ; n N
| n|< ; n N

| j , n j|< ; n N

Consider

| j , n j , n j j|=| j , n j , n j , n j + j ,n j j j|
| j , n ( j ,n j ) + j ( j ,n j )|
| j ,n ( j ,n j )|+| j( j ,n j)|
| j , n|| j ,n j|+| j|| j , n j|
M +k ; n N

| j , n j ,n j j|< ( M + k ) ; n N

and

and

1 j k

1 j k

there exists

 j, n j, n j j
n x n x
Lecture # 15, 16
Limit of a function at a point:
1). Example:
lim ( 3 x1 ) =1
x 0

|f ( x )q|=|( 3 x1 )(1)|=|3 x 1+ 1|=|3 x|=3| x|

|f ( x ) q|< whenever 3|x|<
|f ( x ) q|< Whenever
|f ( x ) q|< whenever x E
q=1

is limit of

at

and
x=0

Example:
2).

3).

f ( x )=x

then

lim f ( x ) =x2
x 0

4).

5.

lim f ( x ) =x
x 0

lim f ( x ) =
x 0

1
x

lim f ( x ) =0
x 0

|x0|<

|x|< =

x 0 f ( x )=
lim

x 0 f ( x )=
lim

lim 1

lim f ( x )=

=0

lim 1

lim f ( x )=

=0

{ Pn } is a sequence in a compact metric space X . Then some

Theorem: If

subsequence of

{ Pn } converges to a point of X .

Proof:

Let

If

be the range of the

{ pn }

sequence

E={ p1, p 2, p 3, p 4, .. . , p n , .. . }

is finite, then there is a

n1 <n2 <n 3< ,. .. ,

p E

and a sequence

{n k }

with

such that

pn = pn == p

{ pn } so obtained converges to p.

The subsequence

If

If E is an infinite subset of a compct set K, then E has a limit point in

K

We have,

is infinite, Then by the theorem

p X

E has a limit point

Chose

Choosing

Since every nbd of p contains infinite many points of E.

Therefore for an integer

Such that

d ( p , p n)<

Then

n1

so that

d ( p , p 1)<1

n1 , n2 , n3 , . .., ni1

ni >ni1

1
i

{ pn } converges to p.

X , every convergent sequence is a

Theorem: In any metric space

Cauchy sequence:

Proof: Let
Let

(X ,d)

be a metric space

{ Pn } be a sequence in X which converges to P X

(we want to show that

Now as

Pn P ,

{ Pn } is a Cauchy sequence)

therefore, for each

There exists a positive integer

d ( P , P n)<
Hence

whenever

> 0

such that

nN

d ( Pn , Pm ) d ( P n , P ) + d ( P , Pm ) <+

whenever

n , m N

I,e

d ( Pn , Pm ) < '

{ Pn }

n , m N

for all

where

' =2

is a Cauchy sequence.

{ Pn } in a metric space

Theorem: The subsequential limits of a sequence

X

Proof: Let
Let

form a closed subset of

be the set of all subsequential limits of

E

be a limit point of

We have to show that

n1

Choose

so that
n1

(if no such

{ Pn } .

q E

Pn q
1

exists, then

has only one point, and there is nothing to

prove).
Put

=d (q , pn )
1

Suppose

n1 , n2 , . ni1

Since

Since

xE ,

is a limit point of

d ( x , pn )<

i
2

d (q , pn )

i1
2

For

are chosen

i=1,2, .

there is an

, there is an

ni >ni1

xE

with

d ( x , q ) <2i . =

s.t.

then

This implies

{ Pn } converges to q. Hence E .

2i

This completes the proof.

Lecture #17: Suppose

point of

E,

E X , where X is a metric space,

is a function on

E . Then

is a limit

lim f ( x ) =q

xP

if only if lim f ( pn ) =q ; sequence { Pn } E s .t .

n

pn p , lim p n= p
n

Proof: First suppose that

lim f ( x )=q holdes(1)
x p

In order to prove that

lim f ( pn ) =q

Now let
Let

{ pn }

in

pn p

and

pn E ; n=1,2, .(2)

>0

s.t

for every sequences

lim p n= p

, where

s.t.

> 0()

Since (1) holds, there exists

|f ( x )q|< 0<|x p|< ; x E

Because of (2) there is a positive integer

| pn p|< for all n N

Since
0

pn p ,

| pn p|< ;

Hence

we see that
pn E for

all

nN

|f ( p n )q|< whenever n N

s.t,

pn p

and

lim p n= p

p
f ( n)=q
lim
n

Conversely:
suppose that lim f ( p n )=q for every sequence { pn }
n

We prove that

s.t.

pn p

and

lim p n= p

lim f ( x )=q

x p but f ( x ) q

there exists some

> 0

for which we are unable to find

>0

with the

property that

|f ( x )q|< 3

(4 )
x E

Whenever 0 |x p|< ;

Try

for every choice of

=

1
n

for

Assume contrary: i,e

in

, we find some

n=1,2,3, .

We see that there exist

pn E s .t

satisfying (4) but not (3)

0<| p n p|< =

But

1
n

|f ( p n )q|

Since this is true for all

Hence this implies

lim f ( p n) q

This contradicts the hypothesis

Therefore our assumption is wrong
This completes the proof.
Corollary: If
Proof: Let

has a limit at

has a limit at

p , this limit is unique

Assume that lim f ( x )=q

x p

f ( x )= q '
lim

And

x p

Then for

> 0,there

Such that
|f ( x )q'|<

Let

exist

1()

|f ( x )q|< ; whenever
2

;
2

=min ( 1 , 2)

whenever

and

2()>0

0 |x p|< 1 ()

0 |x p|< 2 ()

|f ( x ) q|<

|f ( x )q'|<

; whenev er
2

;
2

whenever

0 |x p|<

0 |x p|<

Now consider

|qq '|=|qf ( x ) + f ( x ) q'|

'

'

|qf ( x )+ f ( x )q |=|f ( x ) q|+|f ( x )q |<

+
2 2

whenever 0<|x p|<

|qq'|< whenever 0<|x p|<

Since

is arbitrarily small therefore

q=q '

Theorem: suppose
of

E . f

and

E X , where X is a metric space,

are complex function on

lim f ( x )= Alim g ( x )=B

x p

x p

Then (a)

( f + g )( x )= A+ B
lim
xp

( b ) lim ( fg ) ( x ) =AB
x p

c):

lim

x p

( fg ) ( x )= AB ; if B 0

and

is a Limit point

> 0,

Proof: let

|f ( x ) A|<

And
Let

|g ( x )B|<

whenever

2 ( ) >0 s .t

0 |x p|< 1

0 |x p|< 2

0 |x p|<

whenever

0 |x p|<

whenever

|( f + g )( x )( A+ B )|=|( f ( x )A ) + ( g ( x )B )|

|f ( x ) A|+|g ( x )B|<

+
2 2

|( f + g ) ( x ) ( A+ B)|<;

( f + g )( x )= A+ B
lim
x p

and

then

And |g ( x )B|< 2
Consider

1()

whenever

=min ( 1 , 2)

|f ( x ) A|<

there exist

whenever

whenever

0 |x p|<

0 |x p|<

( b ) part lim ( fg ) ( x )=AB

x p

Proof: consider

|( fg ) ( x ) AB|=|( fg )( x )f ( x ) B+f ( x ) BAB|

|f ( x ) [ g ( x )B ] + [ f ( x ) A ] B||f ( x )||g ( x )B|+|f ( x ) A||B|(1)
Now 0 |x p|< 1 |f ( x ) A|<
|f ( x)|=|f ( x ) A + A||f ( x ) A|+|A|<+ A
Thus by equation (1)

|f ( x ) g ( x ) AB|< ( +| A|) .+|B|; whenever x p

+|A|+ B

for

|f ( x ) g ( x ) AB|<' ; for

0< x p

0< x p

lim ( fg ) =AB
x p

c):

lim
x p

Proof:

For

( fg ) ( x )= AB ; if B 0
lim g ( x )=B 0
x p

1
= |B|, 1> 0
2

0< xa

s.t.

g ( x ) B

1
|B|
2

Now

|B|=|Bg ( x ) + g ( x )|=|( g ( x )B ) + g ( x )||g ( x )B|+ g ( x )

|B| g ( x )g ( x ) B
1
|B||g ( x )|< |B|;
2
1
|g ( x )|< |B||B|;
2
|g ( x )|<

|g ( x )|>

1
|B|;
2

1
|B|;
2

0< x p

whenever

whenever

whenever

whenever

0< x p

0< x p

0< x p

Now consider

||

f (x) A
B . f ( x ) Ag( x ) |B . f ( x ) AB+ AB Ag( x)|
=
=
g (x) B
B . g( x )
|B . g (x)|

|B|g( x)
|B ( f ( x ) A ) A(g ( x )B)|

|B|g (x)
|B||f ( x ) A|+|A|| g ( x )B|

2|A|+ B 2
B

1
|B| B=
2
|B|+| A|.

Hence

lim
x p

( fg ) ( x )= AB ; B 0

Lecture # 18
f : E (Y , d Y )

A function
> 0

each
xE

If

> 0

there exists a

d Y (f ( x ) , f ( p ))<

such that

p E

if for

for all points

d X (x , p)<

for which

is said to be continuous at a point

E,

is continuous at every point of

then

is said to be continuous

on E .
f :X Y

Note:
1.

is said to be continuous at

is defined at

P X

if

x=P

lim f ( x )

2.

xP

3.

xP

lim f ( x ) =f (P)

Example:
f

then

f : RR

is continuous at each

P=1 ;

for

defined by

f ( x )=x
P R

f ( 1 )=1

lim f ( x ) =lim x=1

x 1

x 1

lim f ( x )=f (1)

x 1

Theorem 4.7: Let

X ,Y ,Z

f : E Y ; g : f (E) Z

and

h: EZ

defined by

be metric spaces; suppose

EX .

h ( x )=g ( f ( x ) ) (x E)
f

If

f ( p ) , then h

point
Proof:

Since

> 0, >0

Since f

is continuous at the

continuous

f ( p ) , therefore,

at

for

each

such that
if

d Y ( y , f ( p ))<

is continuous at

p,

y f ( E)

and

for already chosen

>0,

there exists

such that

d Y (f ( x ) , f ( p ))<

if

f ( p)
g( f ( x ) ), g()<
d z ( h ( x ) , h ( p ) )=d z
h

is

and if

p.

is continuous at

g ( y ) , g(f ( p ))<
dZ

> 0

p E

is continuous at a point

d x (x , p)<

d x (x , p)<

if

is continuous at

xE

and

and

xE

p .

Theorem 4.8
f : X Y

is continuous on

if and only if

f 1 (V )

is open in

for every open set V in Y .

Proof : (it is very useful characterization of continuity)
Suppose f

is continuous on

we will show that

For
of

f (V )

and

is open in

is an open set in

Y.

X .

this we will show that each point of

f 1 (V )

is an interior points

f 1 ( V ) .

let

p f (V )

f ( p)V Y
Since

is open, therefore

f ( p)

is an interior point of

V.

 >0
Now let

N (f ( p ) ) V

s.t.

x N ( p)

d x ( x , p <
s ince

P d Y ( f ( x ) , f ( p ) )<

is continuous at

f (x) N ( f ( p )) V
f (x)V

x f 1 ( V )
x N ( p)

Now

N ( p) f

f 1 ( V )

is an interior point of

Suppose f 1 ( V )

be nbd of p. Then

Since

(V )

Now

is open in

Y.

is open)
if

x N ( p)

is continuous at

P .

for every open set

y , f ( p)<
y

Y
/d Y =N ( f ( p ))
V=

By hypothesis

1
f ( p ) V P f ( V ) >0 s .t .

f (x) V

is continuous. Let

is open in

d y ( f ( x ) , f ( p ) ) <if d x ( x , p)<
f

f 1 ( V )

is open.

We will prove that

X.

x f 1 ( V )

(V )

Conversely:
Y.

implies

(V )

is open in

N ( p) f 1 (V )

(:.

Corollary.
X

X Y

is continuous if and only if

C

for every closed set

Proof : Let
Y C

in

be continuous on

Y;

(we show that

Y V

(C)

(V )

f 1 ( V )

is closed in

BY hypothesis

be closed in

is open in X.

be closed in

for every closed set

we prove that f is continuous.

V be an open set in Y .

Let

Or

Let

X.

is closed in
Let

X.

Y.

is open in

conversely :

is closed in

Y .

1
1
1
1
f ( Y C )=f (Y )f ( C )=X f ( C )

f 1 ( C )

f 1 ( c )

is open in

X )

f 1 ( Y V ) =f 1 ( Y )f 1 ( V ) =Xf 1 ( V )

is open in

is continuous on

X .

is closed in

in

Lecture# 19
Bounded function
k
A mapping f : E R

is said to be bounded if there is a real number M

s.t.
|f ( x)| M x E
f:

Theorem: let
f (X )

X Y

be continuous. If

f ( X ) U V
f

Since
1

is compact. Then

is compact.

{V } be an open cover of

Proof: Let X be compact. Let

Where

is open

i.e

f (V )

is continuous, therefore

f (X ) f

f (X )

is open in

( UV )

U
( V ))
1
X f f (X )
{ f 1 (V ) }

is cover of

since

is compact, therefore , there exists a finite subfamily say

( V ) , f 1 ( V ) , , f 1 ( V ) ,
1

Xf

s.t,

(V ) f 1 ( V ) , , f 1 ( V )
1

X i=1 n f

f (X ) f f
f (X )

by open sets of

( V ) =f 1 i=1 n V
i

i=1
( nV ) i=1 nV

is compact.

Theorem : Let

compact space
defined by

f : X Y

f 1 ( f ( x ) )=x

be 1-1, onto and continuous mapping of a

onto a metric space Y.

( x X

Prove:

f 1 :

YX

is a continuous

mapping of

onto

Proof :

g=f 1 . Let

be an open set in

Let

g1 ( V ) =( f 1) ( V )=f (V )

show that

X V =V c

Now
is

compact

X.

Y.

is open in

is closed subset of a Compact set

subset

of

(:.

X . It is sufficient to

Every

X.

Therefore

closed

subset

Vc
of

a compact set is compact .

Since f is continuous and continuous image of a compact set is
compact, therefore
f (V c ) is compact subset of

Y.

Since every compact subset of a metric space is closed , therefore

f (V c ) is closed in Y
f ( V c ) =f ( X V )=f ( X )f (V )
Y f (V )
f (V )
f 1

is closed in

is open in

is continuous.

Theorem :

on

f is 11 onto

(:.

f +g

is continuous on

if

and

are continuous

X.

Proof :

Let

therefore

p X ,

and

lim f ( x )=f ( p)
x p

lim g ( x ) =g ( p)
x p

Now consider
f +g
= lim (f ( x ) + g ( x ) )
x p

lim
x p

since

and

are continuous at

p.

are continuous on

X,

 lim f ( x )+ lim g ( x)
x p

xp

f ( p) + g ( p )
( f +g)( p)
f +g

is continuous at

since x= p

x= p
f +g

was arbitrary point, therefore

Theorem :

f .g

is continuous on

if

is continuous on
and

X.

are continuous

X.

on

Proof :

Let

therefore

p X ,

and

since

and

are continuous on

X,

p.

are continuous at

lim f ( x )=f ( p)
x p

lim g ( x ) =g ( p)
x p

Consider

lim ( fg ) ( x ) =lim [f ( x ) g ( x ) ]
x p

xp

lim f ( x ) . lim g( x)
x p

x p

f ( p ) . g ( p )=(fg)( p)

f .g

is continuous at

since x= p

x= p

Theorem :

f
g

g( x) 0 , for all

where

Proo f :

Let

therefore

is continuous on

p X ,
and

lim f ( x )=f ( p)
x p

lim g ( x ) =g ( p)
x p

f .g

was arbitrary point, therefore

since

if

is continuous on

and

X.

are continuous on

x X .
f

and

are continuous at

g
p.

are continuous on

X,

lim f ( x ) lim f ( x )
f
lim
( x )= x p
= xp
; lim g (x) 0
x p g
g ( x)
lim g(x ) x p

()

Consider

x p

f ( p) f
=( )( p)
g( p) g

Lecture #20

f ( x)

1;

x is rational

0;

x is irrational

x.

has discontinuity of 2nd kind at every point

x0
R be any point.
Solution:
Let
Then

Then each intervals (

Where

x 0 ,

x0

) and (

x0 ,

> 0,

x 0+

contains rational and irrational numbers.

x0
For left handed Limit of f at the point
, we can find two sequences

{ sn } and {t n } s.t.
lim s n=x 0

Where

sn Q

, then

x x 0 f ( x ) =lim f ( sn ) =1
n

lim

Again

t n< x 0

and

t n= x 0
lim
n

Where

t n Q

'

{ sn }< x 0 and

x x
0 f ( x ) =lim f ( t n )=0
n

Then

lim

x x
0 f ( x ) does not exist
lim

Similarly
x x+
0 f ( x ) does not exist
lim

has discontinuity of 2nd kind at each x R .

Example

x ; x is rational
f ( x)

=
x is irrational

0;
Then

x=0

is continuous at

every other point.

Solution: At x=0 ;

and has a discontinuity of second kind at

f ( 0 )=0

(:. 0 is rational)

x 0 f ( x)
For lim

considr { s n }

and

{t n }

sequences of rational and irrational numbers

respectively in the interval

0< s n< 0lim sn=0 : s n Q
n

x 0 f ( x )= lim f ( s n )
n

Then lim

( 0 , 0 )

s.t.

:.
s n=0 ( sn Q )
lim
n

lim t n =0

0<t n <0

Again

t n Q'

where

x 0 f ( x )=lim f ( f n ) =lim 0=0

n

Then

lim

For

x 0 f (x)
lim

{ sn } and {t n } two sequences of rational and

consider

irrational numbers respectively.

lim s n=0
0< sn <0+
s.t
and n
x 0+ f ( x )=lim f ( s n )=lim sn =0
n

then

lim

0<t n <0+

Again

lim t n =0

and

'
: t n Q

x 0+ f ( x )=lim f ( t n ) =lim 0=0

n

Then

lim

x 0+ f ( x )=0
lim

x 0+ f ( x)
x 0 f ( x )=lim

Hence

f ( 0 ) =lim

is continuous at

Now continuity of
I.

at

x=0
x0 0

x0 Q

f ( x 0 ) =x0
For Left handed limit of

at

x0

{ sn }

Consider sequence

{t n }

and

rational and irrational numbers

( x 0 , x 0 )

respectively in the interval

s.t.

lim s n

x0

sn Q

x x
0 f ( x ) =lim f ( s n)
n
x0
=
lim
f

Hence

lim s n=x 0

(:.

sn Q

does not exist at

x0 Q

x0

(
) =lim f (t n )
x x
f
x
0

and

'
(:. t n Q

f
=

lim 0=0
n

Left handed limit of

Similarly right handed limit of

f

Continuity of
t n< x 0
Then
s Q

at

lim t n =x0

and

x x
0 f ( x ) =
lim

does not exist at

x 0 0 ; x 0 Q'
t n Q'

lim f ( t n )=lim 0=0

x x
0 f ( x ) =
lim

lim f ( sn ) =

lim s n=x 0

Left handed Limit of

does not exist at

Similarly Right handed limit of

f

x 0.

f does not exist at

has discontinuity of 2nd kind at

x 0 0.

Example: Discuss continuity of f on [-2,1]

x0

x 0 Q;

(:.

x+ 2
f ( x )=

0 x <1
2 x< 0

x2
x+ 2

At

x=0

0 x <1

f ( 0 )=2

x0
x 0 f ( x )=lim

lim

( x2=2

x 0 ( x +2 ) =2
x 0+ f ( x )=lim
lim

x 0+ f ( x)

x 0 f ( x) lim

lim

x=0

has simple discontinuity at

Since

( x+ 2 ) ,(x2)

( x+ 2)

and

are polynomials therefore each one is

f (x)

continuous at each interval hence

x=0

Note Check continuity at x=2 as well

Example:

f ( x )=

Show that for

sin

1
x

;
0

x0

x=0

is continuous everywhere except at

+
0

.
0

Neither f

f has a discontinuity of 2nd kind at

x=0,

is continuous at

x0 .

every point
Solution:
f ( 0 )=0

For right handed limit at x=0.

1
xn =0
{ x n }= n as nlim
and

{ }

xn 0

+
x 0 f ( x )=lim f ( xn ) =lim sin n =lim 0=0 ----------------(1)
n

And

{ y n }=

2 n +
2

then

lim y n=0

+
0

And

x 0+ f ( x )=lim f ( y n )=lim sin 2 n +

n

)]

sin 2 n .cos + cos 2 n sin

= nlim
2
2

lim [ 0+cos 2 n .1 ]

lim cos 2 n
lim 1=1

-------------------------------------------------------------------------------------------(2)
+
0
does not exists by equations (1) and (2).
f
Left handed limit at x=0.

{ x n }=

Similarly for

f ( 0
f

{ }
1
n

and

y n=

{ }
1

2 n +

does not exists.

is discontinuous at

Now continuity of

at

x=0

and this discontinuity is of 2nd kind.

x0

||
t+ x
tx
tx
=2 |cos 2 xt ||sin 2 xt |2.| 2 xt |.1
|f ( x )f (t)|

1 1
1 1
+

1
1
x t
x t
sin sin = 2 cos
. sin
x
t
2
2

|sin |||

|cos | 1
sin Asin B=2cos

A+ B
AB
.sin
2
2
lim 1+ [ x ]

Example: Find
x 0

x 0

1[ x ]

1+ [ x ] 1+(1)
=
1[ x ] 1(1)
lim

0
= 2 =0
1+ [ x ]
1[ x ]
lim

x 0+
And

1+ 0
= 10 =1

x 0 f ( x)
lim

x 0 f (x)
lim

exists;

exists

x 0+ f ( x )
x 0 f ( x ) lim

And

lim

lim f ( x )

does not exists.

x 0

lim |x1|
x 1
x 1

Example: Find

x 1

|x1|

x1
lim

0< x <1 x1<0 |x1|=( x1)

Thus

x 1
|x1|
x 1
=lim
x1

lim

x 1 (1 ) =1
( x1)
=
lim
x1

x 1+
And

|x1|

x1
lim

1< x x 1> 0

|x1|=x1

x 1
x 1
+
x 1 1=1
+ |x1|
lim
x1
=lim =

x1
lim
x 1+

Then

x 1 f ( x)
x 1 f ( x ) lim

lim

lim f ( x )
x 1

does not exists.

f : [ 0,4 ] R

Example. Examine the continuity of

x+ 1

f ( x )=

for 1 x 3

x3
2

Since

the

for

polynomials

continuous everywhere so

[ 0,4 ] except perhaps at 1 and 3.

At

x=1

f ( 1 )=1+1=2

x 1 ( x+1 ) =1+ 1=2

x 1 f ( x )= lim

lim

x 1+ ( x 1 )( x3 )=( 11 ) ( 13 ) =0
x 1+ f ( x ) =lim
lim

x1 f (x)
lim

exists.

x1 f (x)
lim

exists.

0 x 1

for

( x1 ) ( x 3 )

Solution:

defined by

3< x 4

x+ 1,( x1)( x3)

and

x3
2

are

is necessarily continuous at all points of

x1 f (x)

x 1 f ( x ) lim

But

lim

Therefore limit of f does not exists at x=1

Hence f is discontinuous at x=1. This is a discontinuity of First kind i.e
simple discontinuity.
f ( 3 ) =( x1 )( x3 )=0
At x=3 :
x 3 ( x1 ) ( x 3 )=0
x 3 f ( x )=lim

lim

x3 33
=
=0
2
2
+
x 3 f ( x )=lim

x3

lim

x 3+ f ( x )=f (3)

x 3 f ( x )=lim
lim

is const at

x=3

Note:
sin|+2 | = sin
cos|+2 |=cos
sin ( )=sin
cos ( )=cos
sin ( x+ y )=sin x cos y+ cos x sin y
sin ( x y )=sin x cos ycos x sin y
cos ( x + y )=cos x cos ysin x sin y
cos ( x y ) =cos x cos y+ sin x sin y
sin 2 x=2sin x cos x

cos 2 x=cos xsin x

sinAsinB=2 cos

A+ B
AB
. sin
2
2

Lecture 21:
Theorem: Let f be defined on [a, b]. if f is differentiable at a point
, then f is continuous at

x.

Proof: let f be differentiable at

lim
tx

then

f ( t )f (x)
tx

exists and is finite say

Now

f ( t )f ( x )=

f '(x)

f ( t )f ( x )
.(t x)
t x

lim f (t )f ( x )
lim [ f ( t ) f ( x ) ] = t x
.(tx)
tx
tx
lim f ( t )f ( x )
=

tx

tx

'
= f ( x ) .0

=0
lim f ( t )=f ( x)
tx

. lim (tx )
t x

x [a , b]

 f is continuous at t=x
Converse of this theorem is not true in general i.e A continuous function at a
point may not be diffentiable at that point: for example
Let

f ( t )=|t |

f ; (1, 1) R

t=0

Then at

(t )=

Then

1<t <1

f ( t )f ( x )
|t||0|
( t )=
t x
t 0

|t |

(t)=

For left handed derivative:

lim |t|

lim

(t )= t o
t

t o

t
=1
t 0 t

' ( t )=lim

And for right handed derivative of

t 0+
(t )=lim

t 0+
lim

t0
= lim

|t|
t

t
=1
t

'
+ ( 0 )
' ( 0 ) f
f

is not differentiable at

t=0

at

t =0

Theorem: suppose
x [ a ,b ] .

at a point

and g are defined on

Then

f + g , fg

and

f /g

[a ,b ]

and are differentiable

are differentiable at

(a).

d
df dg
( f + g ) ( x )=( f +g )' ( x )=f ' ( x ) + g' ( x )= +
dx
dx dx

(b).

d
( fg ) ( x )=(fg)' =f ' ( x ) g +f ( x)g ' (x )
d(x)

(c).

g ( x ) f ' ( x )f ( x)g ' ( x)

d f
( x )=
where g(x ) 0
2
d(x) g
[ g ( x) ]

x ,

()

Proof: Since

and

are differentiable at

x [a , b]

Therefore
f ( t )f (x)

tx
t x

f ' ( x )=lim

g ( t )g(x)
tx
tx

g' ( x )=lim

consider

(a)

( f + g ) ( t ) (f + g)( x) f ( t )f (x) g ( t )g( x )

=
+
tx
tx
tx

( f + g )( t )(f + g)(x )
f ( t )f ( x) g ( t )g(x )
=lim
+
t x
tx
tx
tx
t x

Now lim

f ( t ) f ( x)
g ( t )g(x )
+ lim
; (By the property of limit)
tx
tx
t x
tx

lim

Since on R.H.S Limit of both terms exists and is finite, therefore it exists on
L.H.S as well

( f + g )( t )( f + g)(x) '
=f ( x ) + g' (x)
tx
tx

lim

( f + g )' ( x )=f ' ( x ) + g' (x)

This proves (a).

(b)

d
[ fg ] ( x )=f ' ( x ) . g ( x )+ f ( x ) . g' ( x)
dx

( fg )( t )(fg)(x) f ( t ) g ( t )f ( x ) g ( x)
=
tx
tx

Consider

f ( t ) g ( t )f ( x ) g ( t )+ f ( x ) g ( t ) f ( x ) g( x)
tx

[ f ( t )f ( x ) ] g(t )
tx

f (x ) [ g ( t )g(x ) ]
tx

( fg ) (t ) ( fg )( x )
f ( t )f ( x )
g ( t ) g (x)
=lim
. lim g ( t ) +f ( x ) . lim
t x
tx
tx
t x
tx
tx
tx

lim

f ' ( x ) . g ( x ) + f (x) g' ( x)

Since limit on R.H.S exists, therefore it must exists on L.H.S as well and
hence
d
d
[ f . g ] ( x )= [ f ( x). g(x ) ] =f ' ( x ) g ( x ) +f ( x )g ' (x )
dx
dx
d
[ u . v ] =u' . v +u v'
dx
Product Rule. This proves (b).

[ ]
f ( x)
g(x )

d
dx

Consider

h (t)=

'
'
g ( x ) f ( x )f (x ) g (x )

[ g(x ) ]

f (t)
; then
g(t)

h ( t )h(x) f ( t) f ( x)
1
=

.
tx
g(t ) g(x ) tx

1
1
[ f ( t ) g ( x )f ( x ) g ( x ) + f ( x ) g ( x )g ( t ) f (x )] . tx
g ( t ) . g( x )

f ( t )f (x)
g ( t ) g ( x )
1
g ( x)
f ( x )
tx
tx
g ( t ) . g( x )

f ( t ) g ( x )g ( t ) f (x)
1
.
tx
g ( t ) g ( x)

[ [

] [

]]

h ( t )h( x)
f ( t )f (x )
g ( t )g (x)
1
=lim
. g ( x ) . lim
f ( x ) . lim
tx
gx
tx
t x
t x g ( t ) g(x )
tx
t x

lim

1
[ g ( x ) f ' ( x )f ( x) g' (x)]
g(t )g ( x)

Since Limit on R.H.S exists , therefore it must exists on L.H.S and hence

[ ]()

g ( x ) f ' ( x )f (x)g ' ( x )

d f (x)
f '
=
( x )=
2
dx g (x)
g
[ g ( x)]
This proves .
Chain Rule

Theorem : Suppose
x [ a ,b ] , g

point
f,

and

is defined on an interval

is differentiable at the point

h ( t ) =g( f ( t ) )

(a t b)

x,

then

[ a , b]

is continuous on

is differentiable at

f' (x)

exists at some

which contains the range of

f ( x ).

and

h' ( x )=g ' ( f ( x ) ) . f ' (x)

Proof:
Let

f :[a, b] R

y=f ( x ) .

is differentiable at

f ( t )f (x)
tx
t x

f ' ( x )=lim

Therefore

Or

Since

g' ( y ) =lim

is defined on

as

tx

----------(A)

and differentiable at

f ( x );

therefore

where
I

u(t) 0

g ( s )g ( y)

s y
s y=f (x)

g ( s )g ( y )=(s y ) [ g ' ( y ) +v ( s)]

Let

exists

f ( t )f ( x )=(t x) [ f ' ( x )+ u(t ) ]

Again since

x [ a ,b ]

s=f ( t ) ;

Where

v (s) 0

as

s y ------------(B)

then

g ( f ( t ) )g ( f ( x ) )=(f ( t )f ( x ) ) [ g ' ( f ( x ) ) + v (f ( t )) ]
f ( t )g(f ( x ))
h ( t )h ( x )=g

;Where

v ( f ( t ) ) 0

as

f (t) f (x)

 [ f ( t )f ( x) ] . [ g ' ( y ) +v ( s)]
( tx ) . [ f ' ( x )+u (t) ] . [ g ' ( f (x) ) + v (s ) ]
Or if

t x,

h ( t )h(x)
=[ g' ( f ( x) ) +v (s) ] . [ f ' ( x ) +u (t) ]
tx

lim

t x

h ( t )h( x )
=lim [ g' ( f (x ) ) +v ( s) ] . [ f ' ( x ) +u( t) ]
tx
t x

g ' ( f ( x ) ) . f ' ( x ) ; As

v ( s) 0

as

sy

and

sy

as

h' ( x ) =g' ( f ( x ) ) . f ' ( x )

d
g (f ( x )) ]=g ' ( f ( x ) ) . f ' ( x )
[
dx

Or

Lecture 22
Example:

1
x . sin ;
x

f ( x )=

Find derivative of

Solution: consider

at

x0

x=0

x=0

1
1
t sin 0 t sin
f ( t )f (0)
t
t
( t )=
=
=
t0
t0
t

tx

 ( t )=sin

1
t
f;

Now left handed derivative of

t=0 ;

at

for this consider sequences

0
s .t . lim

( 1n )=0lim ( 2 n1+ )=0

n

Hence lim ( t ) =lim (

t 0

1
)
n

lim sin(n )=lim sin(n )=0

n

(t)= lim
n

( )

2 n +
2
lim

=0 ; Hence

t 0

(2 n + 2 )
sin
1
(t )= lim
=lim

n
n
2 n +
2

lim

( )

t0

lim sin 2n cos + cos 2 n sin

2
2
n
lim [ 0.0+ ( 1 ) . ( 1 ) ] =1
n

we will evaluate left handed limit of

n=1

{ }
1

{ }
1
n

and

2 n +

on the left of

handed limit of

is not differentiable at

Now derivative of

f at

'

( t )

do not exist therefore

( 0)
f

x=0 .

x0

Let x 0
then

f ' ( x )=u . v ' + v .u'

1 1
1
+sin .1
2
x x
x

x cos

)( )

1 1
1
sin cos ; x 0.
x x
x

Example:
f ( x )=0

show that

;
f

f ( x )=

Let
x=0

differentiable at

Solution:

[ ( )]

1 2
1 1
'
f ( x )=2 x . sin + x cos
x
x x2

1
1
cos x 0
x
x
'
f ( x )=2 x . sin
At

x=0

x=0

1
2
x . sin ;
x

x0

do not exist. i.e

||

f ( t )f (0)
=
t0

lim
t 0

||

1
t 2 sin 0
t
1
= t sin |t|
t
t

f ( t ) f ( 0)
lim |t0|
t0
t0

Since Limit on R.H.S exists and is equal to zero

f ' ( 0 ) =0
Thus

is differentiable at all points

f

Theorem: Let
point

x (a , b) ,
f

Proof: Let
By definition
s.t.
if

be defined on

and if

f ' (x )

has a local maxima at

>0

, then

f ( t ) f (x )
0
tx

f ( t ) f (x )
0f (x)0
t x

tx
lim
'

If

x< t< x + ,

[ a , b ] ; if f

exists, then

a< x< x < x + < b

x <t< x

then

f ( t ) f (x )
0
tx

has a local maxima at a

f ' ( x )=0

x (a , b)

and

f ' (x)

exists.

f ( t )f (x)
0
tx
lim

t x+

+' ( x) 0
f

Since

'

f (x)

exists, therefore

' (x)
+' ( x )=f
f

f ' ( x )=0
Theorem

Let f

x ( a , b) ,

and if

Proof: Let
By definition

[ a , b ] ; if f

be defined on
f '(x)

exists, then

has a local minima at

> 0

f ' ( x )=0
x (a , b)

s.t.

a< x< x < x + < b

x <t< x

if

f ( t ) f (x )
0
tx
lim
t x

f ( t )f ( x )
0
tx

f ' (x ) 0

or

if

x< t< x + ,

then

has a local minima at a point

then

and

f ' (x)

exists.

f ( t ) f (x )
0
tx
f ( t )f (x)
0
tx
lim

t x+

existence of f ' ( x ) ,

For the

+' ( x)
' ( x )=f
f

'
f ( x )=0

Theorem
If

and

are continuous functions on

x (a , b)

( a , b ) , then there is a point

at which

[ f ( b )f ( a ) ] g' ( x ) =[ g ( b )g ( a ) ] f ' (x )
(Generalized mean value theorem)
Proof: put
h ( t ) =[ f ( b )f ( a ) ] g ( t )[ g ( b )g ( a ) ] f ( t ) ; a t b
1.

is continuous on

2.

is differentiable on

3.

h ( a ) =h(b)

(a , b)

(a , b)

[ a , b ] which are differentiable in

and

Case 1: if

is constant, then for every

x (a , b)

h' ( x )=0
h(t )> h(a)

Case 2: if
h

at which
Case 3: if
h

t (a , b) . Let

for some

attains its maximum. Then

h(t )< h(a)

attains its minimum. Then

be a point on

[ a , b]

'
h ( x )=0

t (a , b) . Let

for some

be a point on which

h' ( x )=0

h' ( x )=0

thus in any case

'
'
'
h ( x ) =[ f ( b )f ( a ) ] g ( x ) [ g ( b )g ( a ) ] f ( x )=0

'
'
[ f ( b )f ( a ) ] g ( x )=[ g ( b )g ( a ) ] f ( x )

f ( b )f (a) f ' (x )

=
g ( b )g( x ) g' ( x)

Lecture 23
Monotonically Increasing Function:
Let

be real valued function on (a, b). Then

monotonically increasing on (a, b) if

a< x < y <b

f (x) f ( y )
Examples:

(a)
(b)

f ( x )=x

f ( x )=x 2

is said to be

1<1 f (1 )=f (1)

1<2 f (1)< f (2)

Monotonically decreasing function:

x 1< x 2 f ( x1 ) f (x 2)
Strictly Increasing
Strictly decreasing

Theorem : Suppose

(a , b)

is differentiable in

(a).

If

f ' ( x ) 0

for all

x (a , b) , then

is monotically increasing.

(b).

If

f ' ( x )=0

for all

x (a , b) , then

is contrast

(c).

If

'
f ( x ) 0

x (a , b) , then

x 1 , x 2 [a , b]

, then

mean value theorem on [

x1 , x2

and so

Proof: Let [

is monotonically decreasing.

satisfies the conditions of the first

c ( x1 , x2 ) (a , b)

s.t.

'

f ( x 2 )f ( x 1) =( x 2x 1 ) f (c )
x 2> x 1 x 2x1 >0

Since
And

f ' ( c)0

(given)

f ( x 2 ) f ( x 1 ) 0
f ( x2 ) f ( x1 )
f

x 1 , x 2 [a ,b ]

is monotonically Increasing on

(a , b)

The continuity of Derivatives:

Theorem: Suppose

is a real valued differentiable function on

and suppose
f ' (a)< <f ' ( b)
Then there is a point

c (a ,b)

such that

f ' ( c )=

(Intermediate value property of Derivatives)

Proof: Put

g ( t )=f ( t )t

[a ,b ]

Then

is real valued function continuous and differentiable on [a, b].

'
'
g ( a )=f ( a )< 0

(:.

'

'

f ( a)< <f ( b)

g is stricly de creasingthe nbd of ' a '

i.e
and
g

a<t 1 g (t 1 )< g(a)

for some

g' ( b )=f ' ( b )> 0

(:.

t 1 (a , b)
< f ' ( b )

is strictly increasing in the nbd of b

g(t 2)< g(b)

for some

t 2 (a , b)

g a ttainsits minimum on [ a , b ] at some point c s . t a< c<b

g' ( c )=0.

Hence

f ' ( c )=

Theorem : (First mean value Theorem or Lagranges mean value Theorem)

If

is real valued continuous function on

(a , b) , then there is a

c ( a ,b)

[a ,b ]

which is differentiable in

at which

f ( b )f ( a )=( ba) f ' ( c)

Proof: Let us construct a function

on

[a ,b ]

by

F ( x )=[ f ( b )f ( a ) ] ( xa )(ba) [ f ( x ) f (a) ]

Then

is defined on

[a ,b ] , continuous on

[a ,b ]

and is derivable on

( a , b ) . Moreover,
F ( a )=0=F (b)

Hence, the conditions of Rolles Theorem are satisfied and so, there is a point
c (a ,b) s.t.
F' ( c )=0
Since

F' ( c )=[ f ( b )f (a) ] .1(ba) [ f ' ( c )0 ]

'

f ( b )f ( a )=(ba)f (c)

Lecture # 25. Let

f :[0, ] R

be defined by

f ( x )=x :if x
2 x 1if x
Then show that

'

f (1)

does not exist.

f ( x ) f (1)
x1
'
( 1 )=lim

x 1

x1
=1
x1
lim

x 1

2 x11
x1
f ( x )f (1)
x 1+
=lim

x1
'
+ ( 1 )=lim
x 1

2(x1)
=2
x1
2 x2
x 1+
=lim
x1

lim
x 1+

'

+ ( 1 )
' ( 1 ) f
f

f is not d ifferentiable

at

x=1

Example: show that the function

defined by:

1
f ( x )=x 1+ sin ( log x 2 ) ; x 0
3
f ( x )=0 ; x=0
is continuous everywhere and monotonic but has no differential coefficient at
0
Solution: Let

x0

an arbitrary element:

x0 :

Continuity at

Right/Left handed Limit at

x0 0

1
f ( x 0 0 )=lim ( x 0 h ) 1+ sin ( log ( x 0 +h )2 )
3
h 0

1
x 0 1+ sin ( log x 02)
3

f (x 0 )
f is continuous at every x 0 0
Right/Left handed Limit at

x 0=0

1
f ( 0 )=lim ( 0 h ) 1+ sin ( log ( 0 h )2 )
3
h 0

1
lim ( h ) 1+ sin ( log ( h )2 )
3
h0

1
0. 1+ sin( ) log0=
3
0

 f (0)
f is continuous at 0

f is continuous everywhere
f has no differential coefficient at 0

f ( 0+h )f (0)
h
'
+ ( 0 )=lim

h 0 +

1
( 0+h ) 1+ sin ( log ( 0 h )2 ) 0
3
lim
h
h0

1
h 1+ sin ( log h2 )
3
lim
h
h0

1
lim 1+ sin ( log h2 )
3
h0

log h =
since lim
h 0

sin ( logh2 )

Right handed derivatives of

For Left handed Derivative at

oscillates between 1 and -1

f

at

x=0

x=0

does not exist.

1
( 0h ) 1+ sin ( log h2 ) 0
3
h 0
h
'
( 0 )=lim

1
lim 1+ sin ( log h2 ) does not
3
h 0
Hence

is not differentiable at

x=0

But we have

1
1
1
'
2
2
f ( x )=1+ sin ( log x )+ x cos ( log x ) . 2 .2 x ; x 0
3
3
x

( log x 2 ) + 2 cos ( log x 2 )

3
1
1+ sin
3

1 2
max { f ' ( x ) }=1+ + =2
3 3

And

{ f ' ( x ) }=1 1 2

Hence

min
f ' ( x ) 0

3 = 0

and

is monotonically increasing.

Example: Verify the first mean value theorem for

f ( x )=x ( x 1 )( x2 ) ; 0 x

1
2

Solution: First mean value theorem is :

f ( b )f ( a )=f ' ( c)(ba)
f

( 12 )f ( 0)=f ( c ) ( 12 0) ; c (0, 12 )
'

Since

---------------------------(1)

f ( x )=x 33 x 2+ 2 x

f ' ( x )=3 x 26 x+ 2
f ' ( c )=3 c 26 c+ 2
f

( 12 )= 12 ( 12 1)( 12 2)= 12 (12 )( 32 )= 38

f ( 0 )=0

Hence eq 1 becomes:
3 c 26 c +2=

3
4

12 c 24 c +83=0
12 c2 24 c +5=0

c=

24 24 24(12)(5)
2(12)

3
1
0= ( 3 c2 6 c+ 2 )
8
2

576240
24
24

24 4 21
24

6 24
6

c=

6 24
1
0,
6
2

( )

Example: Determine whether mean value theorem is applicable to the

function for the interval in which it is defined
f ( x )=x 310 x 28 x +1

0 x 2

for

Solution: 1st mean value Theorem is.

'
f ( b )f ( a )=( ba ) f ( c ) ; c (a , b)

In this case

a=0, b=2

f ( a )=f ( 0 )=1 ; f ( b ) =f ( 2 )=84016+1=47

f ' ( c )=3 c 220 c8
48=471=( 3 c 220 c8 )
24=3 c2 20 c8
2

3 c 20 c8+24=0
2

3 c 20 c +16=0

c=

20 4004 3 16
6

Case 2:

if

x+ 3<04 x10< 0

x <3x <

x> 2

f is if

is

10
1
=2
4
2

if

i.e

and for all

x<3

3( x +3)(4 x 10)<0

Case: x+ 3>0
x>3x< 2

1
2

and

4 x 10<0

1
2

1
x (3,2 )
2

case 2

f is

if

x+ 3<0

and

4 x 10>0

x<34 x 10>0

x<3x> 2

1
2

which is not possible

Example:

f ( x )=sin

1
1
for 0< x
x

f ( x )=0 for x=0

(0,
f ( 0 )=0

Solution;
f

( 1 )=sin =0

f ( b )f ( a )=( ba) f ' ( c)

( 1 0 )+ c1 cos 1c

0=

1
1
cos =0
c
c .
2

1
cos =0
c
1

=( 2 n+1 ) =
c
2 2
c=

2
1
c= (0, )

f ( x )=sin

1
x

f ' ( x )=cos

1 1
x x

( )

1
1
cos
2
x
x

Example: Let

f ( x )=4 x 3+ 3 x 290 x +144

Show that the value of

x<3

3 [ 4 x ( x +3 )10(x +3) ]
3(x +3)(4 x10)

if

f ' (x )> 0

3(x +3)(4 x10)> 0

Case 1:
x>3x>

1
x (3,2 )
2

f ' ( x ) = 12 x 2 +6 x90=3(4 x 2+ 2 x30)

3 [ 4 x 2 +12 x10 x30 ]

f is

is strickly increasing for all

and is strictly decreasing if

Solution:

if =

x+ 3>04 x10> 0
10
1
=2
4
2

Discuss other cases.

x> 2

1
2

and for all

Lecture # 27
Example: Consider the function
f ( x )=

1
0

defined on an interval

if x

is integrable on

Since each subinterval

[ a , b] .

( x ix i1)

be a partition of

mi=Inf { f ( x ) : xi1 x x i }

Mi

And

{ f ( x ) : xi1 x x i }

mi ( x ix i1 )= 0. ( x ix i1 )= 0
i =1

L ( P , f ) =
i=1

M i ( x ix i1 )= 1. ( x ix i1 )= ( ba )
i=1

U ( P , f ) =
i=1

Thus f ( x ) dx ={ L (P ,f ) : p P} 0
a

f ( x ) dx=Inf { U ( P , f ) : p P } =(ba)
a

[a ,b ] .

contains rational as well as irrational

numbers,
Therefore

by

is rational

P= { a=x 1 , x 3 , x 2 , , x n1 , x n=b }

Solution: Let

[a ,b ]

if x is irrational

Examine whether

= 1

f ( x ) dx f ( x ) dx
a

f is not Riem ann integrable on[a , b]

f ( x )=k

Example: if

[a ,b ]

x [ a ,b ] ,

for all

show that

is integrable over

and

kdx =k (ba)
a

Solution :

P= { x 0 , x1 , , x n1 , x n }

Let

be any partition of

m1=inf x x x [f ( x ) ]=k
1

m2=inf x x x [f ( x ) ]=k
1

mi=inf x x x [ f ( x ) ]=k
1

similarl y M i= x x x f ( x )=k
1

mi ( x ix i1 )= k . ( x ix i1 )= k (ba)
i =1

L ( P , f ) =
i=1

[ a , b ] . Then

M i ( x ix i1 )= k . ( x ix i1 )= k ( ba )
i=1

U ( P , f ) =
i=1

f ( x ) dx=lub { L ( P , f ) : p P } ={ L ( P , f ) : p P }
b

Now
a

f ( x ) dx=glb { U ( P , f ) : p P }=Inf { U ( P , f ) : p P }
a

{ (
f ( x ) dx =
n

i=1

x i x i1 )

} =k (ba)

f ( x ) dx=Inf { k (ba) } =k (ba)

a

f ( x ) dx= f ( x ) dx=k (ba)

a

[a ,b ]

is Riemann Integrable on

Note: for any partition

[ a , b] :

of

m mi mi M
m i mi x i M i x i M x i
where x i=x ix i1
n

i=1

i=1

i =1

i=1

m x i mi x i M i x i M x i

and

f ( x ) dx=k (ba)
a

i=1

i=1

m x i L( P , f ) U (P , f ) M x i

m ( ba ) L ( P , f ) U ( P , F) M (ba)

Note:

L ( P , f ) is bounded above by

lup { L ( P , f ) :: p P }

U (P , f )

for all partitions

p P

exists and , this

lup { L ( P , f ) : p P }= f ( x ) dx Riemann Lower integral

a

Similarly

U (P , f )

is bounded below by m(ba) . Therefore

glb of U ( P , f )

exists and thus

b

glb { U ( P , f ) : p P }= f ( x ) dx Riemann Upper Integral

a

Theorem: if

is a refinement of

L( P , f ) L(P , f )

---------------------

U (P , f ) U ( P , f )

-------------------

Proof :

(1). If

Suppose that P
x' P .

P =P ,

P,

then

1 and
2

then there is nothing to prove.

contains all elements of

and just one extra element

'

Let x i1 x x i
thenmi=glb {f ( x ) : x i1 x x i }
u1=glb {f ( x ) : x i1 x x ' }
u2=glb {f ( x ) : x ' x x i }
thenmi u1

and

mi u2
'

i x
x

(
)
(
)
L P , f L P , f =u 1 ( x ' x i1 ) +u2

Hence

'

i x
x

'
u1 ( x xi1 ) +u 2
'

i x
x 0
'
( umi ) ( x x i1 ) +( u2mi)

L ( P , f ) L ( P , f ) 0
L ( P , f ) L ( P , f )

or

L ( P , f ) L ( P , f )

Proof (2): Suppose

contains just one more point

x' P .

'

x i1 < x <xi

Let

M i=lub {f ( x ) : x i1 x xi }

Now

V 1=lub {f ( x ) : x i1 x x ' }
V 2=lub {f ( x ) : x ' x x i }
then clearly

V 1 M i
V 2 M i
Hence

U ( P , f )U ( P , f )=M i ( x ix i1 )V 1 ( x ' x i1 )V 2(x ix ' )

'

'

'

'

= M i ( x ix ) + ( x x i1 ) V 1 ( x x i1) V 2 ( x ix )
'
'
= ( M iV 2 ) ( x ix ) +( M i V 1)( x x i1)0

U ( P , f )( P , f )0

U ( P , f ) U (P , f )

or

U (P , f ) U ( P , f )
b

The orem : f ( x ) dx f ( x ) dx
a

Proof: we have to show that

lub { L ( P , f ) : p P } g .l . b { U ( P , f ) : p P }

Assume contrary i,e for some partition

P0

lub { L( P 0 f ) }> glb {U (P0 f ) }

there is some partition P1 P

s.t

L( P0 , f )> U ( P1 , f )
Let P

be the common refinement of

thenU (P , f ) U (P1 , f )

and

L( P0 , f ) L( P , f )
U ( P , f )<U ( P1 , f )< L( P0 , f )< L(P , f )
This is a contradiction
b

f f
a

P0

and

P1

L(P , f )

Example: Calculate
f : [0,1] R

and

U (P , f )

when

is defined as:

f ( x )= 1x 2 ;

if

1x ;

is rational
if

is irrarional

Solution:
f ( x )= (1x)(1+ x ); if x isrational

(1x )( 1+ x ) ; if x isirrational

Let

p= { x 0 , x1 , x2 , , xn }

x i1 , xi

be the partition of [0, 1], then in the interval [

for all points

1x 2= ( 1x )( 1+ x )

(1x )( 1x )=(1x )

so mi =glb { f ( x ) : xi 1 x x i } =

When

1x

is rational or irrational

M i=lub {f ( x ) : x i1 x xi }= 1x 2
when x is rationalirrational

since f ( x ) dx=lub { L ( p , f ) : p P }
0

lub

mi x i =( 1x ) ( ba )=(1x )(10)
i=1

(1x)
1

Similarly f ( x ) dx=glb { U ( p , f ) : p P }
0

glb { 1x (10) }= 1x
2

Lecture # 28
Example: Calculate
f : [0,1] R

L(P , f )

U (P , f )

and

when

is defined as:

f ( x )= 1x 2

; if
1x

is rational
; if

is irrational

Solution:
1+ x
(1x)
f ( x )=

; if

is rational

(1x )(1x )

; if

is irrational

p= { x 0 , x1 , x2 , , xn }

Let

[ x i1 , xi ]

be the partition of [0, 1], then in the interval

for all points

1x 2=(1x )(1+ x)> (1x)(1x)=(1x )

So

m i=glb { f ( x ) : x i1 x xi } =1x

M i=lub { f ( x ) : x i1 x xi }= 1x 2

when
x

when

is rational or irrational.
is rational or irrational.

since f ( x ) dx=lub {L ( P , f ) : p P }
0

lub

mi x i =( 1x ) ( ba )=(1x )(10)
i=1

(1x)
1

similarly f ( x ) dx=glb { U ( P , f ) : p P }
0

glb { 1x (10 ) }= 1x
2

Note: Definition:

[a ,b ]

A bounded function of on
[a ,b ]

is said to be Riemann integrable over

iff its upper and lower Riemann integrals are equal:

i. e f ( x ) dx= f ( x ) dx= f ( x ) dx .
a

Example: if

f ( x )=sin

( 1x )

irrational

x [ 0,1]

1
f

Then show that

x

Sol:

rational

x [ 0,1]

is not Riemann integrable on [0, 1]

4 2
, [0, 1]
3

sin

3
3
= 180 =sin ( 135 ) =0.707
4
4

sin

( 2 )=1

sine is increasing on

4 2
,
3

m=0M =1
b

since f ( x ) dx=lub {L ( P , f ) : p P }
a

f ( x ) dx=lub {L ( p , f ) : p P}=0

Therefore

4
3

And

since f ( x ) dx=glb {U ( p , f ) : p P }
a

Therefore

2 4
since f ( x ) dx=glb {U ( p , f ) : p P }=1.(
)
3
4
3

2 4
Therefore f is not Riemann Integrable on [ , 3 ] and hence not Riemann
Integrable on [0,1].

f ( x )=x 22 x+ 4

Example: Let

1 1
P= 0, , ,1,2
3 2

and consider the partitions

1 1 3
3
P = 0, , , ,1, , 2
3 2 4
2

[0,2]

of

Verify:
L(P , f ) L(P , f )U (P , f ) U (P , f )
Sol:
m1=glb f ( x ) : x

[ ]}

[ ]}

m2=glb f ( x ) : x

1
, 0 =3.25; x1 =.3
3

1 1
,
3 2

m2=3.25 ; x 2=0.2

m3=glb f ( x ) : x

[ ]}
1
,1
2

=3

m3=3 ; x 3=.5
m4=glb { f ( x ) : x [ 1,2 ] } =3
m4=3; x 4=1
L ( P , f )=m1 x 1 +m2 x2 +m 3 x 3+ m4 x 4
( 3.25 )( .3 )+ (3.25 )( .2 ) + ( 3 ) ( .5 ) +(3)(1)
L ( P , f )=1.047+0.65+1.5+3=6.197

P
f =1.047+0.65+3 ( .25 ) +3 ( .5 ) + ( 3.25 ) ( .5 )=6.33
L ,

P
f
L ( P , f ) L ,

Example:

Determine whether

[0,1]

integrable on
f ( x )=1 ; 0 x

the following

1
2

1
f ( x )=2 ; x 1
2
Sol: Let the Partition

1
1
P= 0, , + , 1
2
2
Where

0<

is neglible small

1
1
x 1= 0= ; and
2
2
m1=1

M 1=lub f ( x ) : x

1
,0
2

M 1=1
x 2=

be

( 12 + )( 12 )=2

]}

2
,0]
m 1=glb {f ( x ) : x

function f

is

Riemann

m2=glb f ( x ) : x

M 2=lub f ( x ) : x

]}

1
1
, + =1
2
2

( 12 + )= 12

x 3=1

]}

1
1
, + =2
2
2

m3=glb f ( x ) : x

M 3=lub f ( x ) : x

]}

1
+ , 1 =2
2

]}

1
+ , 1 =2
2

L ( P , f )=m1 x 1 +m 2 x2 +m3 x 3
1.

( 12 )+1. (2 ) +2( 12 )

1
+2 +12
2
3
L ( P , f )=
2
1

f ( x ) dx=lub { L ( P , f ) : p P }= 32
0

Now
1.

U ( P , f )=M 1 x1 + M 2 x2 + M 3 x 3

( 12 )+2 (.2 ) +2( 12 )

1
+ 4 +12
2
3
U ( P , f )= +
2
1

f ( x ) dx=glb {U ( P , f ) : p P }= 32
0

f ( x ) dx= f ( x ) dx=
0

f R[0,1]

3
2

Lecture # 29:A bounded function

> 0,

only if, for each

on[a , b]

there is a partition

is integrable over
P

U ( P , f )L( P , f )<
Proof:

For simplicity, let us write

I = f ( x ) dxJ = f ( x ) dx
a

> 0

Let

be given, since

I = f ( x ) dx=lub { L ( p , f ) : p P }
a

< L ( p 1 , f ) for some p 1 P

2
b

Also J = f ( x ) dx=glb { U ( p , f ) : p P }
a

J+

< L ( p 2 , f ) for some p 2 P

2

Let p= p1 p 2 ;

then we have

L ( p 1 , f ) L( p , f ) U ( p , f )U ( p , f )
I

< L ( p 1 , f ) L( p , f ) U ( p , f )U ( p2 , f <J +
2
2

of

[a ,b ]

[a ,b ]

such that

if and

(1)
I

< L ( p , f ) U ( p , f ) <J +
2
2

First suppose

is integrable on

[a ,b ]

I =J

< L ( p , f ) U ( p , f )< I+
2
2

( 2 )( I 2 )=

U ( p , f )L ( p , f ) < I +

i. e U ( p , f ) L ( p , f ) <
Conversely
Suppose that

U ( p , f )L ( p , f ) <(2)

By equation (1) we have

I

<J + so
2
2

L ( p , f )

I < J + U ( p , f ) +
2
2
2
2

0< J +

J U ( p , f )L ( p , f ) +
2
2

)(

0< J +

0< J +

J <+=2
2
2

)(

by eq (2)

I + <2
2
2

0< J I +<2
< J I <

> 0,

Since this is true for every

I =J

therefore, we have

or

f ( x ) dx= f ( x ) dx
a

is integrable on

[a ,b ]

Example: Prove that the bracket function is integrable on

Proof:

[ 3,6 ] .

P= {3, 3+ , 4 , 4 + ,5 , 5+ ,6 ,6 }

x0 x1 x2 x3 x4 x5 x6 x7
3

3+

4-

4+

5-

5+

6-

6
x 1=
1= 3
m
1= 3
M

x 2=12
m2=3
2= 3
M

x 3=2

x 4 =12

m3=3
3= 4
M

m4=4
4= 4
M

 x 5=2

x 6=12

5= 4
m

m6=5

5= 5
M

6= 5
M

x 7=
m7=5
7= 6
M

L ( p , f )= m i xi =122
i=1

{ L( p , f )/ p P }=12
7

U ( p , f )= mi x i=12+3
i=1

glb { U ( p , f )/ p P } =12
6

f ( x ) dx= f ( x ) dx=12
3

is Riemann integrable on

Theorem:Let
[a ,b ]

if

c <0,

L ( p , cf ) =cU ( p , f )

[3, 6]
,

c R

and

be a partition of

[a ,b ]

and

c >0.

be a bounded on

[a ,b ]

is a partition of

then
and

U ( p , cf )=cL( p , f )

Proof: Let

p= { x 0 , x1 , , x n }

mi=glb { f ( x ) : x [ x i1 , x i] }

m 'i=glb { cf ( x ) : x [ xi1 , x i ] }

Let

M i=lub { f ( x ) : x [ x i1 , x i ]}
'

M i=lub { cf ( x ) : x [ x i1 , xi ] }

Then

And

mi f ( x) M 1

x [ xi 1 , xi ]

'
'
mi cf (x ) M 2

x [ xi 1 , xi ]

By equation (1)
c mi cf (x) c M i

Or

c <0

c M i cf ( x) c m 3

By equation (2)
1 '
1 '
m f ( x ) M i
c i
c
Or

c <0

(4)
1 '
1
M f ( x ) m'
c i
c
By equation (2) and (3)

(5)
c M i m'

(6)
M 'i c m

and

By equation (1) and (4)

1 '
M mi
c i

1
M i m'i
c

'
M i c m7

and

c M i m'i _________(8)

By equation (6) and (7)

M 'i=c mi
By equ (5) and (8)
m'i=c M i
Now
n

m 'i ( x ix i1 )=c M i ( x ix i1 )
n

m i ( xi xi1 ) = c M i ( x ix i1)
i=1

'

i=1

L ( p , cf )=cU ( p , f )

Lecture#30: if
integrable on

and

are integrable on

[ a , b ] then f + g is

[ a , b]

and
b

[ f ( x ) + g(x )] dx = f ( x ) dx + g ( x ) dx
a

First Part: Proof: let

f

Since
p1 p

and
of

are integrable on

[a1 , b ]

U ( p , g ) L ( p2 , g ) <

p= p1 p 2

[a ,b ] , then there are partitions

s.t.

U ( p 1 , f )L ( p1 , f ) <

Let

> 0

be a common refinement, then

U ( p , f )L ( p , f ) <
2
U ( p , g ) L ( p , g )<

U ( p , f ) +U ( p , g ) L ( p , f ) L ( p , g ) <

We need to show that

+ =
2 2

U ( p , f + g )L( p , f + g)<
For this , we need to show that
U ( p , f ) +U ( p , g ) U ( p , f + g )
L ( p , f )+ L( p , g) L( p , f + g)
Assume that

(1)
U ( p , f ) +U ( p , g)<U ( p , f + g)

let M i=lub {( f + g ) ( x ) : x [ xi 1 , xi ] }
M 'i=lub { f ( x ) : x [ x i1 , x i ]}
''

M i =lub { g ( x ) : x [ x i1 , xi ]} where
P= { x 0 , x1 , , x n }

We have (by assumption (1)

n

i=1

i =1

i=1

M 'i x i+ M 'i ' x i < M i x i

n

( M + M ) xi < M i x i
i=1

'
i

''
i

Since each

i=1

x i 0, i=1,2, ,n ,

therefore

M 'i+M 'i ' < M i for some i

For such

i,

we have

f ( y ) + g ( z ) M 'i+ M 'i ' < M i y 1 z [ x i1 , x i]

w [ x i1 , x i ] . s .t
f ( y ) + g( z )<(f + g)(w)

let y=z=w , we have

f ( y ) + g( z )<(f + g)(w)

This contradicts to the fact that

f ( w ) + g ( w )=( f +g)( w)
Hence, we conclude

U ( p , f ) +U ( p , g) U ( p , f + g)

L ( p , f )+ L( p , g) L( p , f + g)
U ( p , f + g ) + L ( p , f )+ L ( p , g ) U ( p , f ) +U ( p , g ) + L( p , f + g)
Or
U ( p , f + g )L ( p , f + g ) U ( p , f ) +U ( p , g )L ( p , f )L ( p , g )
or

U ( p , f + g )L ( p , f + g ) [ U ( p , f )L ( p , f ) ] + [ U ( p , g ) L ( p , g ) < + =
2 2
U ( p , f + g )L( p , f + g)<
f +g

[a ,b ]

is integrable on
b

Now we show that

[ f ( x ) + g ( x ) ] dx= f ( x ) dx + g(x )dx

a

For this , we shall show that

b

[ f ( x ) + g ( x ) ] dx f ( x ) dx + g(x) dx
a

[ f ( x ) + g ( x ) ] dx f ( x ) dx + g(x) dx
a

For all partition

p of [ a ,b ] ,

L ( p , f + g ) L ( p , f )+ L( p , g)
Then clearly

we know that (By **

[ f ( x ) + g ( x ) ] dx f ( x ) dx + g(x) dx
a

If not , then (I,e contain)

b

(f + g) ( x ) dx < f ( x ) dx+ g (x)dx

a

part ition p1 p 2

s.t

[ f ( x ) + g ( x ) ] dx < L ( p 1 , f ) + L( p2 , g)
a

Let

p= p1 p 2

, then

L ( p , f + g ) ( f + g )( x ) dx< L ( p1 , f ) + L ( p2 , g ) < L ( p , f ) + L( p , g)
a

But L ( p , f + g ) > L ( p , f ) + L( p , g)
b

for every

( f + g ) ( x ) dx f ( x ) dx+ g ( x)dx
a

Hence

( f + g ) ( x ) dx f ( x ) dx+ g ( x ) dx ( A)
a

Again for all partition

p of [ a ,b ] ,

by
U ( p , f + g ) U ( p , f ) +U ( p , g)

we know that

Then clearly

[ f ( x ) + g ( x ) ] dx f ( x ) dx + g ( x ) dx B
a

Hence by eq (A) and (B), we get

[ f ( x ) + g ( x ) ] dx= f ( x ) dx + g ( x ) dx
a

Lecture#31:
f

Theorem: if

is integrable on

is integrable on
b

[a ,b ]

[a ,b ]

and

is a real number, then

and

kf ( x ) dx=k f ( x ) dx
a

Proof: First we show that

Let
s.t.
if

> 0,

kf

is integrable on

there exists a partition

U ( p , f )L( p , f )<

|k|+1

k 0, then

U ( p , kf )=kU (p , f )
L ( p , kf ) =kL( p , f )

and

:.

of

[a ,b ]

[a ,b ]

f is integrable on[ a , b]

kf

k <0,

If

then

U ( p , kf )=kL( p , f )

and

L ( p , kf ) =kU ( p , f )
k 0,

Hence if

U ( p , kf )L ( p , kf )=kU ( p , f )kL( p , f )
k [ U ( p , f )L ( p , f ) ] < k .

c <0,

If

<
|k|+1

then

L ( p , cf ) =cU ( p , f )

and

U ( p , cf )=cL( p , f )

k <0,

If

then

U ( p , kf )L ( p , kf )=kL ( p , f )kU ( p , f )

k [ U ( p , f )L( p , f ) ] <

k .
<
|k|+1

U ( p , kf )L( p , kf )<
Hence

kf

is integrable on

Now we show that

b

kf ( x ) dx=k f ( x ) dx
a

[a ,b ] .

kf ( x ) dx k f ( x ) dx

For this , we show that

And
b

kf ( x ) dx k f ( x ) dx
a

case I:
Suppose
b

kf ( x ) dx< k f ( x ) dx
a

Then there is a partition

of

[a ,b ]

s.t

U ( p , kf )<k f ( x ) dx
a

If

k 0,
b

U ( p , kf )=kU (p , f )< k f ( x ) dx
a

U ( p , f ) < f ( x ) dx . this isimpossible

a

glb { U ( p , kf ) : p P }= kf ( x ) dx U ( p , kf )
a

But there is a partition

of

glb { U ( p , kf ) }=U ( p , kf ) = kf ( x ) dx
a

[a ,b ]

for which

Hence kf ( x ) dx k f ( x ) dx ; k 0
a

k <0 ; then

If

U ( p , kf )=kL ( p , f ) so that
b

U ( p , kf )=kL ( p , f ) <k kf ( x ) dx (:. k)

a

L( p , f )> f ( x ) dx since k <0

a

i, e f ( x ) dx < L( p , f )
a

This is not possible.

b

Hence kf ( x ) dx k f ( x ) dx ; k <0
a

Hence kf ( x ) dx f ( x ) dx for all k

a

Similarly, we can show that

b

kf ( x ) dx f ( x ) dx for all k
a

Hence we conclude

kf ( x ) dx=k f ( x ) dx
a

Theorem: if

and

are integrable on

x [ a ,b ] ,

f ( x ) dx g ( x ) dx

then

Proof: Let

[a ,b ]

and

be integrable on

[a ,b ]

We show that
b

f ( x ) dx g ( x ) dx
a

Assume contrary i,e

b

f ( x ) dx > g ( x ) dx
a

there exists a partition

of

[a ,b ]

s.t.

L ( p , f )> g ( x ) dx=lub { L ( p , g ) : p P } > L ( p , g ) p P

a

L( p , f )> L( p , g)
f (x) g( x )

But

L( p , f ) L( p , g)
L( p , f ) L( p , g)
b

f ( x ) dx g ( x ) dx
a

Hence f ( x ) dx g ( x ) dx
a

and if

f (x) g(x )

for all

Lecture#32:
f

Theorem: if

[a , c]

integrable on
b

[a ,b ]

is integrable on

and

[c , b]

a< c< b ,

and

then

is

and

f ( x ) dx= f ( x ) dx + f ( x ) dx
a

Proof: Let
Since

[a ,b ]

be integrable on

is integrable on

and

a< c< b . Let

[a ,b ] , there exists a partition

> 0.
p

of

[ a , b ] s.t.

U ( p , f )L( p , f )<
Let

c p

let

p1

and

be the set of points of

those points of
Then

c p

(if

p1

and

p p ,

p'

that are in

p'

that are in

p2

are partitions of

[a , c]

And
L ( p 1 , f )+ L ( p2 , f ) =L( p' , f )
f

is integrable on

(1)
'
'
U ( p , f )L( p , f )<

is refinement of
[a , c]

and

p2

and

be the set of

[c , b] .

U ( p 1 , f ) +U ( p2 , f )=U ( p' , f )

Since

p'

then

[ a , b ] , then

and

[c , b]

respectively then

 U ( p1 , f ) +U ( p2 , f ) [ L ( p 1 , f ) + L ( p2 , f ) ] <
Or

[ U ( p1 , f )L ( p1 , f ) ]+ [ U ( p 2 , f )L ( p2 , f ) ] <

U ( p , f )L ( p1 , f ) < f is integrable on[a , c ] (2)

(3)
U ( p 2 , f )L ( p2 , f ) < f is integrable on[c , b ]
Now, we show that
b

f ( x ) dx= f ( x ) dx + f ( x ) dx
a

Now , since
b

L ( p ' , f ) f ( x ) dx U ( p ' , f ) by eq (1)

a

L ( p 1 , f ) f ( x ) dx<U ( p 1 , f )by eq (2)

a

L ( p 2 , f ) f ( x ) dx< U ( p 2 , f ) by eq (3)
c

U ( p' , f ) f ( x ) dx <
a

U ( p 2 , f )L ( p2 , f ) << f ( x ) dx
a

U ( p2 , f ) f ( x ) dx <
a

U ( p 1 , f ) f ( x ) dx <
a

And
b

U ( p 2 , f ) f ( x ) dx < c

Hence f ( x ) dx f ( x ) dx f ( x ) dx =

'

f ( x ) dxU ( p , f ) +U ( p1 , f ) f ( x ) dx +U ( p2 , f ) f ( x ) dx
a

||

||

U ( P ' , f ) f ( x ) dx + U ( p1 , f ) f ( x ) dx + U ( p 2 , f ) f ( x ) dx
a

++=3 ='
b

f ( x ) dx= f ( x ) dx + f ( x ) dx
a

Definite Integral:
b

The integral

[a ,b ]

. f

f ( x ) dx
a

is called the integral,

of integration and
[i

is called definite integral of the function

[a ,b ]

' a' ' b'

on

are called lower and upper limits

is called range of integration.