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MTL 100: Calculus

Lecture Notes

August 26, 2016

You

may

want

to

read about

the life &

works

of

Newton.

Isaac Newton

(1643 1727)

Limits

Definition 1. Let f : D R, where D R, and let x0 be such that D contains an interval of the

form (x0 , x0 + ), except possibly the point x0 . We say that f (x) tends to ` R as x tends to

x0 , if to every > 0, there corresponds a > 0 (depending on both the function f and the point

x0 ) such that

f (x) ` < whenever 0 < x x0 < .

(1)

Theorem 1. (Uniqueness of limit)

The limit of a function, if it exists, is unique.

Proof. Suppose f (x) tends to both `1 and `2 as x tends to x0 . Let > 0. By (1) there exist

positive real numbers 1 and 2 such that

f (x) `1 < whenever 0 < x x0 < 1 ,

2

f (x) `2 < whenever 0 < x x0 < 2 .

2

f (x) `1 < and f (x) `2 <

2

2

Since |`1 `2 | < holds for every > 0, `1 = `2 .

2

2

= .

Remark 1. Theorem 1 justifies the use of a notation for the definition of the limit. We write

limxx0 f (x) = ` to denote f (x) tends to ` R as x tends to x0 .

Example 1. Consider the function

(

f (x) =

1 if x > 0;

1 if x < 0.

We show that limx0 f (x) does not exist. Suppose, on the contrary, limx0 f (x) = `. With = 1,

we choose > 0 such that 0 < |x 0| < implies |f (x) `| < 1. Since both x = /2 and x = /2

satisfy 0 < |x 0| < , we must have |1 `| < 1 and | 1 `| < 1. From |1 `| < 1 we get ` > 0,

and from | 1 `| < 1 we get ` < 0. Therefore no such ` exists.

Example 2. Consider the function

(

f (x) =

1 if x Q;

0 if x

/ Q.

We show that limxx0 f (x) does not exist for each x0 R. Fix x0 R. Suppose, on the contrary,

limx0 f (x) = `. With = 1/2, we choose > 0 such that 0 < |x x0 | < implies |f (x) `| < 1/2.

Choose x1 Q and x2

/ Q satisfying 0 < |x x0 | < . Then we must have |1 `| < 1/2 and

|0 `| < 1/2. From |1 `| < 1/2 we get ` > 1/2, and from |0 `| < 1/2 we get ` < 1/2. Therefore

no such ` exists.

Example 3. Consider the function

(

f (x) =

x if x Q;

0 if x

/ Q.

We show that limx0 f (x) = 0. Let > 0 be arbitrarily chosen. Since f (x) is one of 0, x, we have

|f (x)| |x|. Therefore 0 < |x 0| < implies |f (x) 0| < . This proves our claim.

Theorem 2. (Properties of limits)

If limxx0 f (x) = `1 and limxx0 g(x) = `2 , then

Proof. Let > 0 be arbitrarily chosen. Then there exist 1 and 2 such that |f (x) `1 | < 2

whenever 0 < |x x0 | < 1 and |g(x) `2 | < 2 whenever 0 < |x x0 | < 2 . So for = min(1 , 2 ),

both |f (x) `1 | < 2 and |g(x) `2 | < 2 hold whenever 0 < |x x0 | < .

(i) Hence |(f + g)(x) (`1 + `2 )| = |(f (x) `1 ) + (g(x) `2)| |f (x) `1 | + |g(x) `2 | <

whenever 0 < |x x0 | < . Therefore limxx0 (f (x) + g(x) = `1 + `2 .

The same argument gives |(f g)(x) (`1 `2 )| = |(f (x) `1 ) (g(x) `2 )| |f (x) `1 | +

|g(x) `2 | < whenever 0 < |x x0 | < . Therefore limxx0 (f (x) g(x) = `1 `2 .

(ii)

|f (x)||g(x) `2 | + `2 |f (x) `1 |

<

=

2 (`1

2 `1

+ 2 ) + 12 `2

+ `2 +

2

2

(iii) Exercise.

Proof. Fix x0 R. Since limxx0 x = x0 , we have limxx0 xk = xk0 by Theorem 2, (ii) and so

P

also limxx0 ck xk = ck xk0 . So with p(x) = nk=0 ck xk , we have by Theorem 2, (i) and the particular

case of (ii)

!

lim p(x) = lim

xx0

xx0

n

X

ck xk

k=0

n

X

k=0

lim ck xk =

xx0

n

X

ck xk0 = p x0 .

k=0

Proposition 2. (The Squeeze Principle)

Suppose that there exists > 0 such that

g1 (x) f (x) g2 (x) for all x satisfying 0 < |x x0 | < .

If limxx0 g1 (x) = ` = limxx0 g2 (x), then limxx0 f (x) = `.

Proof. Let > 0 be arbitrarily chosen. Choose positive real numbers 1 and 2 such that

g1 (x) ` < whenever 0 < x x0 < 1 ,

g2 (x) ` < whenever 0 < x x0 < 2 .

g1 (x) ` < and g2 (x) ` <

` < g1 (x) f (x) g2 (x) < ` + .

Thus |f (x) `| < whenever 0 < |x x0 | < , so that limxx0 f (x) = `.

Continuity

We say that f (x) is continuous at a if limxa f (x) = f (a). We say that f is continuous on a set

S if f is continuous at a, for each a S.

Proposition 3. Suppose f is continuous at a. If f (a) > 0, there is a > 0 such that f (x) > 0 for

x (a , a + ). If f (a) < 0, there is a > 0 such that f (x) < 0 for x (a , a + ).

Proof.

Suppose f is continuous at a, and f (a) > 0. Corresponding to = f (a)/2, there is

a > 0 such that |f (x) f (a)| < whenever |x a| < . So for a < x < a + we have

f (x) > f (a) = f (a)/2 > 0. The same argument with = f (a)/2 supplies the proof for the

case f (a) < 0.

Theorem 3. Let f : D R, and let S D. Then f is continuous

on S if and only if whenever

{sn } is sequence in S that converges to s S, then the sequence f (sn ) converges to f (s).

> 0 be arbitrarily chosen. Since f is continuous at s, there exists > 0 such that |x s| <

implies |f (x) f (s)| < . Since {sn } s, there

exists

N > 0 such that |sn s| < whenever

n > N . So for n > N , |f (sn ) f (s)| < . Thus f (sn ) f (s).

Conversely suppose f is discontinuous at some point s S. Then there exists > 0, and for each

> 0, x S, such that |f (x ) f (s)| and |x s| < . Let = n1 . For all sufficiently large

integer n, this gives rise to a sequence {sn } in S satisfying |sn s|< n1 and

|f (sn ) f (s)| .

Thus the sequence {sn } in S converges to s S, but the sequence f (sn ) does not converge to

f (s). Hence

there is at least one sequence {sn } in S that converges to s S for which the sequence

f (sn ) does not converges to

f (s). This prove that if whenever {sn } is sequence in S that con

verges to s S, the sequence f (sn ) converges to f (s), then f is continuous at s, for each s S.

Theorem 4. (Intermediate Value Theorem, Bolzano)

Let f be a real-valued function, continuous on [a, b]. For any x1 , x2 [a, b], x1 < x2 , and any c

lying between f (x1 ) and f (x2 ), there exists x0 [x1 , x2 ] such that f (x0 ) = c.

Proof. If f (x1 ) = f (x2 ), choose x0 = x1 . Otherwise suppose f (x1 ) < c < f (x2 ), without loss of

generality. Let

S = {x [x1 , x2 ] : f (x) < c}.

Then S 6= ; let sup S = x0 . We shall show that f (x0 ) = c.

For each sufficiently large integer

n,

choose sn S such that sn > x0 n1 . Then {sn } x0 , and

since f is continuous on S, f (sn ) f (x0 ). Now since f (sn ) < c, f (x0 ) c.

If x0 = x2 , then f (x0 ) > c, which is impossible. Therefore x0 6= x2 .

Hence x0 < x2 ; let tn = x0 + n1 for n 1. The sequence {tn } lies in the interval

[x1 , x2 ] for all

sufficiently large integer n, and converges to x0 . Since f is continuous on S, f (tn ) f (x0 ).

Since tn

/ S, f (tn ) c. Therefore f (x0 ) c.

Thus f (x0 ) = c.

Theorem 5. (Extreme Value Theorem, Weierstrass)

Let f be a real-valued function, continuous on [a, b]. Then there exists x1 , x2 [a, b] such that

f (x1 ) f (x) f (x2 ) for all x [a, b].

Proof. If f is not bounded, for each n N, there exists xn [a, b] for which |f (xn )| > n. By

Bolzano-Weierstrass theorem, {xn } has a subsequence {xnk } that converges to some x0 [a, b].

Since f is continuous

at x0 , the sequence {f (xnk )} must converge to f (x0 ) and hence be bounded.

But f xnk > nk and {nk } . This contradiction proves that f is bounded on [a, b].

Suppose m f (x) M for x [a, b]. We claim that both sup f and inf f belongs to the range of

f on [a, b]. For each

n N, choose sn [a, b] such that M n1 < f (sn ) M . Observe that the

sequence f (sn ) converges to M . By Bolzano-Weierstrass theorem, {sn } has a subsequence

{snk } that converges to some s0 [a, b]. Since f is continuous at s0 , the sequence

{f

s

} must

n

k

converge to f (s0 ). But {f snk } being a subsequence of the convergent sequence f (sn ) must also

converge to M . Thus f (s0 ) = M for some s0 [a, b].

References

Richard R. Goldberg, Methods of Real Analysis, Second Edition, John Wiley & Sons, 1976.

Kenneth A. Ross, Elementary Analysis: The Theory of Calculus, Third Edition, McGraw Hill

International Editions, 1976.

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