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M.McIntyre
II Limits of Sequences 59
3 Limits of Sequences 61
i
ii CONTENTS
11 Appendix 187
iv CONTENTS
Details of the courses
1. We show how the real line R can be generalized to give spaces of higher
dimension, by first recalling the definition of a vector space (MATH 211).
The emphasis is on the vector spaces useful to analysis, in particular Rn .
We define a norm on a vector space, an idea inspired by the idea of length
for the arrows studied in elementary vector algebra. In analysis we are
only interested in vector spaces with a norm because we want to be able
to measure how close two vectors are.
2. We define open and closed balls in a normed vector space and examine
some proofs using balls. We examine other subsets of Rn derived from
open (closed) balls.
v
vi DETAILS OF THE COURSES
PART II
1. Since this part of the course will look at the detail of convergence of se-
quences we will begin by discussing countability of subsets of the real
numbers and to examine the least upper bound (greatest lower bound)
property of the real numbers because this is the property of the real num-
bers upon which analysis depends. From this property we deduce that
there are enough real numbers to label every point on the line. There
are a number of ways in which this line-filling behaviour of the real num-
bers can be expressed formally. Three ways that will concern us in this
course are the bounded increasing sequence theorem, the nested intervals
theorem and the completeness theorem.
3. To prove the second part of the FTC we will study, the zero derivative
theorem and the mean value theorem (proof of which will come towards
the end of the course).
6. We prove the mean value theorem, using Rolles theorem and we prove
Rolles theorem. This completes the proof of the fundamental theorem of
calculus. Finally, we can examine alternative versions of the mean value
theorem, the intermediate value theorem for derivatives and lH opitals
rule.
0.3 Assessment
There will be two class tests; the first in week 5 or 6 and the second in week
11. Exercises will be assessed from time to time. The class tests contribute 20%
and the exercises contribute 10% to the final grade, the final examination being
the other 70% of the final score.
Attend all lectures. Notice there is no need to write down everything from
the board as much of it is already in the notes.
Attempt all exercises, practise writing down your solutions and submit
upon request.
Attend tutorials and take along your attempts at the relevant exercises
along with any remarks which may have been made by the one who read
your written solution.
Visit the library, browse through the available books and try additional
exercises relevant to your course.
0.5. INTRODUCTION ix
For every one hour of lecture time you should spend not less than three hours:
- discussing the lecture material and exercises within your study group and
At times it may appear that the lecturer is going through the course material
rather rapidly. The extra 2-3 hours spent doing exercises and understanding
the material will ensure that you are not left behind. The lecturer will expect
that this is what you have been doing. You will also be in a position to seek
further clarification, either from the lecturer or from the assigned tutor, of any
material with which you are having trouble.
Join the Mathematical Society (TMS). Here you may find advise from your
seniors, teaching assistants and tutors, further motivation, interesting applica-
tions of the mathematics you are learning and a forum for expressing your own
ideas and opinions about the learning of mathematics.
0.5 Introduction
Analysis is a branch of mathematics which has grown out of calculus and indeed
provides the theoretical basis for calculus.
Aside from some isolated instances of finding solutions to area and tangent
problems, calculus is generally regarded as having been invented in the 17th
century by Newton and Leibniz. By realizing that differentiation and integra-
tion are mutually inverse processes, however, Newton and Leibniz opened the
way to a systematic approach to such problems. Solving a problem in calculus
came to mean finding a formula for the answer by mechanical manipulation of
rules, without much regard to their meaning. The emphasis on manipulation of
formulae reached its climax in the work of Euler in the 18th century.
During the 19th century, mathematicians began to take a critical look at
the work of their predecessors, who had often used the rules of calculus in
contexts where they were no longer valid. Thus analysis was conceived. Instead
of emphasising solution of problems by manipulation of formulae the aim was
to answer such questions as: does the problem have a solution? What does it
mean for the problem to have a solution? Under what conditions do the rules
apply?
A leading role in the genesis of analysis was played by Cauchy, who intro-
duced the ideas of limits and continuity as a basis for analysis, and Weierstrass,
x DETAILS OF THE COURSES
who was able to provide precise definitions of these concepts based on the idea
of inequalities between real numbers. Consequently a study of the real numbers
lies at the foundation of analysis.
Limits of functions form the foundation for differentiation. Given a function
f : R R the derivative of f at a point x R is defined as
f (x + h) f (x)
f 0 (x) = lim .
h0 h
6
6
f (x + h) f (x)
h -
-
x x+h
You must be familiar with functions which are not differentiable at some point
of their domain. These examples justify the caution of the 19th century math-
ematicians who emphasised the need to check the existence of limits.
Proving the various rules of differentiation involves being able to use the
corresponding rule for limits. One of the aims of analysis is to find proofs for
the validity of the rules for limits, based on the precise definition of the limit of
a function.
Limits of sequences form the foundation for integration. In calculus the
integral of a positive sufficiently smooth fuction over an interval is defined as
Z b
f = lim sn
a n
where sn is the sum of areas of n rectangles, formed under the graph of f , having
divided the interval [a, b] into n subintervals of equal length.
0.5. INTRODUCTION xi
6 f
...
-
a ... b
The various properties of integrals can be proved from this definition by using
corresponding properties of limits of sequences. Another of the aims of analysis
is to find proofs for the validity of the rules for integrals, based on the precise
definition of the limit of a sequence and the corresponding rules for limits.
Exercise
Give an example of a continuous function f : R R which is not differ-
entiable at the point 1, in its domain.
Explain the apparent paradox: The function f (x) = x2 is positive, hence
R 1 2
2
x dx > 0. On the other hand applying the rules of integration one
R 1 2
has 2
x dx = 1 12 = 1 1 < 0!
x 2
xii DETAILS OF THE COURSES
Part I
1
Chapter 1
Vector Spaces
3
4 CHAPTER 1. VECTOR SPACES
Another way of saying the same thing is given in the exercises. We call the
elements of V , vectors and the elements of F , scalars. Thus the action of F on
V can equally be thought of as a scalar multiplication.
There are of course many laws or rules of vector algebra, but all of them
are derivable from the axioms. For example:
Some examples of vector spaces which are important to analysis will be discussed
in this section.
R2 = {(x1 , x2 ) : x1 R, x2 R},
(R2 , +) is an abelian group (check the details). In addition with scalar multi-
plication defined for each R, and for each (x1 , x2 ) R2 by
(x1 , x2 ) = (x1 , x2 ),
Notice now that (R2 , +) is not a group since the closure axiom fails. Consider
1
for example (1, 3), (1, 3) we have that x1 +y1
= 1/0 6 R, so R2 is not closed
under this operation.
To prove that a set with given vector addition and scalar multiplication is a
vector space we must check all of the axioms. But to demonstrate that it is not
a vector space we just need to find a specific example which does not satisfy one
of the axioms.
6 6 (x1 , x2 , x3 )
(x1 , x2 )
x2 . . . . . . . x3
..
. x2
.. ......
. - -
x1 x 1
x = (x1 , x2 , . . . , xn ) = (x1 , x2 , . . . , xn ).
In vector algebra courses, we use the vectors i, j and k (the arrows of unit length
along the Cartesian coordinate axes) and write
(x1 , x2 , x3 ) = x1 i + x2 j + x3 k.
e1 = (1, 0, 0, . . . , 0)
e2 = (0, 1, 0, . . . , 0)
e3 = (0, 0, 1, . . . , 0)
..
.
en = (0, 0, 0, . . . , 1)
where each of the items on the right are n-tuples of real numbers. Notice that
in R3 we have
i = e1 = (1, 0, 0)
j = e2 = (0, 1, 0)
k = e3 = (0, 0, 1).
[The e stands for einheit the German word for unit.]
1.3. NORMED VECTOR SPACES. 7
(3, 2)
2e2
6 6 3
e2 6 6
- - - -
e1 3e1
Notice that one can think of a vector in Rn either as an arrow and write
3e1 + 2e2 (for example) or as a point and write (3, 2).
For vector spaces other than Rn restudy your lecture notes for MATH 211,
where we discussed vector spaces of matrices like
a11 a12
M22 (R) = : aij R
a21 a22
and vector spaces of functions such as
F(S, R) = {f : S R : f is a function}.
The geometry of vector addition suggests that a norm should satisfy the 4-
inequality; a, b V, ||a + b|| ||a|| + ||b||. In addition the definition of the
scalar multiplication in Rn suggests that a norm should satisfy homogeneity;
R, x V , ||x|| = || ||x||, where || is the absolute value of R.
Thus
8 CHAPTER 1. VECTOR SPACES
In the above for R, we have || := 2 or equivalently
if 0
|| = ,
if < 0
so | | is just the absolute value function on R. In fact this function satisfies the
definition of being a norm on the vector space R over the field R.
A normed vector space is an ordered pair (V, || ||) with V a vector space and
|| || : V R a norm.
Claim: | | : R R is a norm on R.
Proof: We will only prove
N1 and leave N2 and N3 as an exercise.
Let x R, then |x| := x2 0 by definition
of square root. If x = 0 then
|x| = |0| = 0 = 0. Conversely if |x| = x = 0 then x2 = 0 and so x = 0.
2 2
Hence |x| = 0 x = 0.
It should be clear to you that this map satisfies positivity N1 but probably not
N3 or N2. We choose a specific counter-example to demonstrate that N3 is not
1.3. NORMED VECTOR SPACES. 9
Example 1.3.4 In this example we will establish that (R2 , || ||) where
p
||x|| = ||(x, y)|| = x2 + y 2
= || x2 + y 2 by definition of | |
= || ||x|| by definition of || ||
as required.
To prove the 4-inequality one can use the Cauchy-Schwartz inequality, which
says
Pn
xy |x y| = | xi yi | = |x1 y1 + x2 y2 + + xn yn |
p i=1 p
x21 + + x2n y12 + + yn2 = ||x|| ||y||.
You can read more about the Cauchy-Schwartz inequality in section 1.4.
Be careful not to confuse the Cauchy-Schwartz inequality with the tri-
angle inequality. We are using theorem 1.3.5 to prove the triangle inequality
for the map given in example 1.3.4.
Proof of (N2): Let x = (x1 , x2 ), y = (y1 , y2 ) R2 then x+y = (x1 +y1 , x2 +y2 )
and so
||x + y|| = ((x1 + y1 )2 + (x2 + y2 )2 )1/2
10 CHAPTER 1. VECTOR SPACES
thus
s
n
Example 1.3.6 More generally we have (Rn , || ||) with ||x|| = x2i for
P
i=1
x = (x1 , x2 , . . . , xn ), is a normed vector space.
The norms given in examples 1.3.2, 1.3.4 and 1.3.6 are variously referred to
as the
usual
standard
Euclidean
P ythagorean
| | | -
x 0 x
p
For n = 2, x = (x1 , x2 ) and ||x|| = x21 + x22 .
6 6
(x1 , x2 )
x2 . . . . . . . (x1 , x2 , x3 )
... x3 *
length is ||x|| x2
..
.....
. -
-
x1 x1
1.4. GEOMETRY AND THE CAUCHY-SCHWARTZ INEQUALITY. 11
a a
..
.
..
.
..
.
- -
b vector projection
In the case shown, the (scalar) orthogonal projection of a is just the length of
the vector projection, i.e. vector projection of a = scalar projection times unit
vector in the direction of b, i.e. ab ||b|| . If the direction of b is reversed
||b||
then one attaches a minus sign to the length of the vector projection to get the
scalar projection. Thus the scalar projection is ||a|| cos , where is the angle
measured from the vector b to the vector a.
Another way to regard orthogonal projection, which does not explicitly mention
the angle , uses the idea of minimising the distance between the tip of a and
the tip of the arrow b to which one is projecting. The projection is orthogonal
when this distance is a minimum, as we illustrate below.
a
. HH
H
..
HH
..
.
HH
.
..
H
HH
H
- H
12 CHAPTER 1. VECTOR SPACES
This way of viewing orthogonal projections has the advantage of using only
ideas which are already available in Rn .
a
||a b|| = f ()
-
b
Notice that we can express the Euclidean norm on Rn in terms of the dot prod-
uct of vectors.
Proposition 1.4.1 For each vector a = (a1 , a2 , . . . , an ) Rn
||a|| = a a.
Definition 1.4.2 Let a and b be vectors in Rn and suppose that ||b|| = 1. The
(scalar) orthogonal projection of a in the direction of b is the number = 0
at which the distance ||a b|| = f () assumes its minimum value.
Theorem 1.4.3 Let a and b be vectors in Rn and suppose that ||b|| = 1. The
dot product a b is the orthogonal projection of a in the direction of b.
Proof: Since f 2 has its minimum at the same point as f and is simpler, consider
f 2 () = ||a b||2 = (a b) (a b)
1.4. GEOMETRY AND THE CAUCHY-SCHWARTZ INEQUALITY. 13
Thus f 2 is a quadratic (in ) and has its minimum where the derivative is zero;
i.e. for 2(a b) + 2 = 0, i.e. = a b. Thus by the definition the dot product
a b is the required orthogonal projection.
The theorem leads to the following diagram, which demonstrates the Cauchy-
Schwartz inequality in the case ||b|| = 1.
a a
- -
b has length |a b|
The Cauchy-Schwartz inequality (in the special case with ||b|| = 1) says that
|a b| ||a||.
In fact proposition (1.4.1) can be used to give a very simple proof of the Cauchy-
Schwartz inequality. In terms of the dot product of vectors the Cauchy-Schwartz
inequality says: x = (x1 , x2 , . . . , xn ), y = (y1 , y2 , . . . , yn )
|x y| = |x1 y1 + x2 y2 + + xn yn | ||x|| ||y||.
y
Finally in the case that y 6= 0, the vector has norm of 1 and so we can
||y||
y
apply the previous paragraph to the vector (in place of the vector y.) This
||y||
gives
x y ||x||,
||y||
thus
1
|x y| ||x||, using homogeneity of norm
||y||
i.e. |x y| ||x|| ||y|| as required.
The usual norm is not the only norm one can define on Rn . For example for
x = (x1 , x2 , . . . , xn ) Rn the maps
||x|| = |x1 | + |x2 | + + |xn | and ||x|| = max{|x1 |, |x2 |, . . . , |xn |}
each define a norm on Rn . It is routine to check the details.
1.5 Subsets of Rn .
In first year calculus the domains of functions are commonly subsets of R, indeed
most often domains are closed intervals [a, b] := {x R : a x b}. The notion
of a ball in Rn is the generalization of an interval in R.
Definition 1.5.1 Let (V, || ||) be a normed vector space over R. Let a V ,
r > 0, r R then
Br (a) = {x V : ||x a|| < r}
is the open ball centred on a V of radius r > 0 and
Br (a) = {x V : ||x a|| r}
is the closed ball centred on a V of radius r > 0.
1.5. SUBSETS OF RN . 15
||x a|| is the distance between the points x and a in the norm || ||.
Br (a) Br (a) V .
In different spaces, for example in Rn with different norms, the balls as-
sume different shapes.
( | ) -
3 5 7
The set B2 (5) is the set of points which are no further away from 5 than 2.
Example 1.5.3 In (R2p , || ||), with || || the usual norm on R2 , i.e. for x =
(x1 , x2 ) we have ||x|| = x21 + x22 . Let a = (a1 , a2 ) R2 and let r > 0 then
i.e. Br (a) is the set of points inside the circle centred on (a1 , a2 ) of radius r > 0.
In particular
(2, 1)
Example 1.5.4 In (R2 , || ||), with || || the norm on R2 defined for x = (x1 , x2 )
by ||x|| = |x1 | + |x2 |. Let a = (a1 , a2 ) R2 and let r > 0 then
x1 + x2 r + a1 + a2 .
x1 x2 r + a1 a2 ,
x2 x1 r a1 + a2
x1 x2 r a1 a2 .
These four inequations describe regions of the plane, the intersection of which
gives Br (a).
1.5. SUBSETS OF RN . 17
(2, 3)
6 @
@
@
@
@
(0, 1) (2, 1) @ (4, 1)
@
@
@ -
@
@
@
(2, 1)
Proof of the second type of statement involves finding a specific vector x which
satisfies the statement.
Proof: Let x B1 ((3, 1)), i.e. ||x (3, 1)|| < 1, where x = (x1 , x2 ).
18 CHAPTER 1. VECTOR SPACES
( Exploration) Find a point along the line from (0, 0) through (1, 1).
Notice q
||(1 12 , 1 21 ) (0, 0)|| = 2 49
3 2
= 2 >2
so the point (1 21 , 1 12 ) 6 B2 ((0, 0)).
And ||(1 21 , 1 12 ) (1, 1)|| = 1/ 2 < 1.
-
Proof: Choose x = (1 21 , 1 12 ), then ||x (1, 1)|| = ||( 12 , 12 )|| = 1/ 2 < 1 so
x B1 ((1, 1)) and ||x (0, 0)|| > 2 (by the box above) and so x 6 B2 ((0, 0)).
Hence B1 ((1, 1)) 6 B2 ((0, 0)) as required.
Example 1.5.7 We want to find a number r > 0 such that
Br ((1, 0)) B2 ((0, 0)); in R2 with the usual norm
1.5. SUBSETS OF RN . 19
Exploration:
| | -
1 2
To
choose r > 0, notice that the distance between 1 and 2 on the hori-
zontal axis is 1, so can choose 1 (or any real number between 0 and
1).
Proof: Let x B1 ((1, 0)), then ||x (1, 0)|| < 1. Now
||x (0, 0)|| = ||x (1, 0) + (1, 0) (0, 0)||
||x (1, 0)|| + ||(1, 0) (0, 0)||
<1+1=2
and so x B2 ((0, 0)).
We will want to prove statements about balls which are more complicated than
those we have seen in examples 1.5.5, 1.5.6 and 1.5.7. A particular example
is given by an implication in which the conclusion is a universally quantified
implication; P A B is such a statement, since it says if P then a A, a
B. This can be seen as a nested implication in the following way; if P then
(if a A then a B). Thus the conclusion consists of an hypothesis and a
conclusion. The statement a A is the inner hypothesis (IH) and a B
is the inner conclusion (IC). To write a coherent proof of such a statement one
can follow the following steps:
i. Assume the hypothesis P (but dont say anything more about what it means
here.)
20 CHAPTER 1. VECTOR SPACES
0. Now we are to prove the conclusion that A B. At this point say what
this means; i.e. a A a B.
1. Assume the inner hypothesis; let a A, and say more to explain what this
means if the explanation is helpful to reach the inner conclusion.
3. Explore to see how to prove the inner conclusion that x B using the
hypothesis P and the inner hypothesis.
4. Write out the proof that x B, thereby proving that the conclusion A B
follows from the hypothesis P .
1. (Assume the inner hypothesis) Let x B2r (2a) i.e. ||x 2a|| < 2r.
4. Now
||x 2a|| < 2r by the IH (1)
||1/2x a|| < r homogeneity of norm
||1/2x b|| < s by the hypothesis (i)
||x 2b|| < 2s homogeneity of norm
By saying that a set is open we mean that it does not include its boundary.
In a diagram we can use a dotted line. Since an open set doesnt include its
boundary, every point in an open set is surrounded by points which also lie in
the set.
Definition 1.5.9 A subset S of Rn is open if and only if every point of S is the
centre of an open ball which also lies in S; i.e. (s S) (r > 0) : Br (s) S.
. Example An open ball is an open set.
We have to prove x Br (a), B (x) Br (a). Proof: Consider the open
ball Br (a), in normed vector space (V, || ||). Let x Br (a). Choose =
r ||x a|| > 0. Let y B (x) so ||x y|| < . Now
||y a|| = ||y x + x a||
||y x|| + ||x a||
< r ||x a|| + ||x a||
=r
so y Br (a).
Closed sets contain their boundary. In a diagram we can use a solid line. The
complement of a closed set T in Rn is an open set (it does not contain its
boundary) and likewise the complement of an open set in Rn is a closed set.
Definition 1.5.10 A subset T of Rn is closed if and only if its complement
Rn \T is open.
Example A closed ball is a closed set. We are to prove that V \Br (a) is an
open set, i.e. x V \Br (a), B (x) V \Br (a). Proof: Let x V \Br (a), so
||x a|| > r. Choose = ||x a|| r > 0. Let y B (x) so ||x y|| < . Now
||x y|| < ||x a|| r so
r < ||x a|| ||x y||
||y a||
Dense subsets of a vector space V are sets for which every open ball in V contains
a point of the set.
Example The set of rational numbers is dense in the set of real numbers with
the usual norm.
The systematic study of such properties is the subject matter of topology (in
particular point-set topology).
1.6 Mappings
The aim of this section is to give some geometric imagery to the principal object
of focus in the first part of MATH 333, namely functions between normed vector
spaces.
Functions are usually represented geometrically by their graphs or by arrow (or
mapping) diagrams. For functions f : R R, the graph of f is
{(x, f (x)) : x R} and so is a subset of R2 ; f : R2 R, the graph of f is
{(x, f (x)) : x R2 } R2 R = R3 since f (x) R; f : R R2 , the graph of
f is {(x, f (x)) : x R} R R2 since f (x) R2 , thus f (x) = (f1 (x), f2 (x))
where f1 , f2 are the real valued component functions of f . All of these graphs
can be drawn either in R2 or R3 .
It is not possible to sketch the graph of a function f : R2 R2 since the
graph of f is a subset of 4-dimensional space. For such functions the emphasis
shifts away from graphs to arrow diagrams. By studying arrow diagrams for such
functions one can understand something about the behaviour of the function.
These diagrams show the domain (or a subset of the domain) on the left and
the codomain (showing the range or image of the subset of the domain) on the
right.
f (A) = {f (a) : a A X}
Examples of maps f : R R
For such maps we can either draw an arrow diagram or draw the graph.
u
4 6
f (A)
1 t
[ ]-
1 A 2 And the arrow diagram is
R R
6 6
2u u4
A |
P PP
1t PP
PP
Pq
P f (A)
0
1
1 u
t1
|
2 t
1 if x > 0
f (x) = 0 if x = 0 The graph of f is
1 if x < 0.
24 CHAPTER 1. VECTOR SPACES
1( -
) 1
R R
6 6
2
6X
XX
XXX
1 Xz
X 1
0^ - 0
_
1 :
1
?
? which shows that points x (0, ) map to 1,
Examples of maps f : R2 R
A function of this type is a real-valued function of two variables. For f : R2 R
the graph of f is a subset of R2 R and so one can draw the graph in R3 . The
graph of f is typically a surface in R3 .
Sketching an arrow diagram helps with sketching the graph. For this function,
since x21 + x22 0 for all values of x1 , x2 , we would consider the set of all points
1.6. MAPPINGS 25
- -
Example 1.6.5 Consider the function f : R R2 with f (x) = (cos x, sin x).
Again it is useful to draw an arrow diagram as an aid to drawing the graph of
f . Notice that for any x R, the point (cos x, sin x) lies on a circle in R2 of
1
radius 1, since ||(cos x, sin x)|| = (cos2 x + sin2 x) 2 = 1.
26 CHAPTER 1. VECTOR SPACES
6 6
So as x moves along the line R, the point f (x) keeps moving around the unit
circle. For the choices x = 0, /2, , 3/2 we get the arrows indicated.
The function f has period 2 and so as x moves further up the x axis the
arrows keep coming back to the same points on the unit circle.
To sketch the graph of f , we make the domain axis the first axis, pointing
out of the page and the codomain is the plane of the page, the second and
third axes. As x increases, the point (x, f (x)) on the graph keeps coming out
towards us along the first axis, while f (x) keeps turning around in the plane
of the second and third axes. The graph looks like a stretched out spring, it is
called a helix.
Examples of maps f : R2 R2
domain codomain
6 c 6
c
- -
domain codomain
6 6
- -
Id
domain codomain
6 f 6
@
I
*
@ x
| - f (x)
a@ - -
Proof:
f (B2 (0, 1)) = {f (x) : x B2 (0, 1)} by definition 1.6.1
= {2x : ||x (0, 1)|| < 2} by definition of f and
of B2 (0, 1)
{2x : 2||x (0, 1)|| < 4}
{2x : ||2x (0, 2)|| < 4} by homogeneity of norm
= {y : y = 2x and ||2x (0, 2)|| < 4} y renames 2x
= {y : ||y (0, 2)|| < 4} = B4 (0, 2).
The expression
lim f (x) = l
xa
To calculate g 0 (2), which is the slope of the tangent at the point (2, g(2)), we
now let x approach 2, giving
x2 2 2
g 0 (2) = lim = lim (x + 2) = 4. (2.1)
x2 x 2 x2
The essential step in the calculation is to cancel the factor x 2, which is valid
29
30 CHAPTER 2. LIMITS AND CONTINUITY
because we are supposing that x 6= 2. So this step really involves two functions
2
22
f1 : R\{2} with f1 (x) = xx2 and f2 (x) = x + 2. In (2.1) the second last = is
really asserting that lim f1 (x) = lim f2 (x), which is justified by the fact that
x2 x2
these functions have the same value at each point of R\{2} and f1 is not defined
at 2, whilst f2 (2) = 4. The last step lim f2 (x) = f2 (2) is justified by the fact
x2
that f2 is continuous at 2.
So a function f : R R is continuous at a point a
if a domf and lim f (x) = f (a).
xa
For each of the following, draw the graph of the function to convince yourself
of the truth of the statement:
1. f : R\{2} R with
3x if x < 2
f (x) =
x1 if x > 2
2. f : R R with
3x if x 2
f (x) =
x1 if x > 2
has the limit 1 at 2 and is continuous at 2.
3. f : R R with
3x if x < 2
f (x) = 3 if x = 2
x1 if x > 2
4. f : R R with
x if x < 2
f (x) =
x+1 if x 2
does not have a limit at 2 and is therefore not continuous at 2.
The various quantities can be depicted as in the diagram. The idea which (2.2)
is supposed to convey is that
The closeness can be measured by the norms on the two spaces V and W .
Statement (2.3) still lacks precision.
Definition 2.1.1 A decentred ball of centre a and radius r > 0 is the set
Br (a)\{a}.
o o
We will denote the decentred ball by Br (a), i.e. Br (a)\{a} := Br (a).
Recall that this map f doubles the radius of each ball with centre at
0 = (0, 0). Check the series of mapping diagrams in which the decentred
ball in the domain gets smaller.
32 CHAPTER 2. LIMITS AND CONTINUITY
We see that as the ball A shrinks towards 0, so too does its image, in-
dicating that lim f (x) exists and is 0 in the codomain. (Note: in this
x0
example the conclusion holds whether or not we regard the balls as being
decentred. This is because f is continuous at 0. )
We see that as the decentred ball A shrinks towards the point 2, its image
shrinks towards the point 3 in the codomain, indicating that lim f (x)
x2
2.2. DEFINITIONS AND EXAMPLES 33
4. The last example differs in that the given limit does not exist.
x if x < 2
Let f : R R be defined by f (x) =
x + 1 if x 2
We examine the effect of f on a collection of balls in the domain shrinking
up to the point 2.
6 6 6
7
7
7
- - -
Each ball A in the domain of centre 2 contains the point 2 and a point
below 2. So the image f (A) contains the point 3 and another point which
is less than 2. Indeed for each ball A in the domain, f (A) contains at least
two points whose distance apart is bigger than 1. Thus as the ball A of
centre 2 shrinks up toward 2, its image f (A) cannot shrink up toward a
point in the codomain.
Towards the end of the section we translate definition 2.2.1, into a statement
involving norms and inequalities.
Notice that given f : S V W , a V , l W in order to prove the statement
lim f (x) = l we must:
xa
We are to prove
(B)(A) such that f (A) B,
where A (decentred) and B are open balls of centre (1, 0) and (2, 0) respec-
tively.
Example 2.2.3 Let f : R\{0} R with f (x) = x2 . We will prove that f has
a limit of 0 at 0; i.e. lim f (x) = 0.
x0
where A (decentred) and B are open balls of centre 0 (in the domain) and 0 in
the codomain respectively.
2.2. DEFINITIONS AND EXAMPLES 35
where A (decentred) and B are open balls of centre 1 (in the domain) and 5 in
the codomain respectively.
Exploration
To find a (decentred) open ball A
so that f (A) B.
Notice that f maps
o
Choose A = B/3 (1).
Let y f (A) 6 6
y = f (x)
for some x B/3 (1)\{1}
y = 3x + 2 1 + _ _5 + 3
for some x B/3 (1)\{1}.
f
Now /3 < x 1 < /3 1 - 5
so < 3x 3 <
< 3x + 2 5 <
1 ^ ^5 3
so |y 5| <
thus y B (5) = B
as required.
each ball of radius > 0
and centre 1 to a ball of
radius 3 and centre 5.
So choose A with radius /3.
36 CHAPTER 2. LIMITS AND CONTINUITY
Proof: Let l R.
Exploration
To find an open ball B
Choose B = B1/2 (l). so that for any (decentred)
Let A be a (decentred) open ball A centred on 1
ball of radius > 0 f (A) 6 B.
centred on 1. Consider Examine the diagram:
a1 = 1 + 12 , a2 = 1 21
a1 , a2 A, a1 > 1, a2 < 1.
So f (a1 ) = 4a1 = 4 + 2
6 6f (a1 )
and f (a2 ) = a2 + 2 = 3 12 . *
4)
Thus |f (a1 ) f (a2 )| = 1 + _
gap of 1
|4 + 2 (3 12 )| = 1 + 52 a1
f
> 1, since > 0, 1 7 3
so at least one of a2 f (a2 )
f (a1 ), f (a2 ) is not in B. 1 ^ -
Hence f (A) 6 B
as required
2.3 Continuity
Generalising from what we had for real valued functions on a real domain, we
have that a function f : S V W is continuous at a point a if and only if
a S = domf and lim f (x) = f (a). There are two changes, the point a is in
xa
the domain of f and consequently we will not decentre the ball in the domain
and the limit of f at a is f (a), so the ball B in the codomain will be centred on
f (a). Thus in the form of definition 2.1.1 we have
Definition 2.3.1 The function f : S V W is continuous at a
(B)(A) such that f (A) B,
where A is an open ball, centred at a V and B is an open ball centred at
f (a) W .
And in terms of inequalities we have
We will show (using the definitions) that (i) lim f (x) = 0 and (ii) f is not
x2
continuous at -2.
(i) We are to prove the statement
(B)(A) such that f (A) B,
where A is a decentred open ball, centred at 2 R and B is an open ball
centred at 0 R.
Proof:
Exploration
Consider B = B4 (4). We first have to find a suitable
Let A = B (2). open ball B.
Now consider x = 2 /2 Notice that f maps
then x B (2) and 2 to 4 and
f (x) = 2(2 /2) + 4 = < 0 every other real number x to
a negative real number.
6 6
J
J 4
J )
2 + _ J gap of 4
J
so f (x) 6 B4 (4) = B. f J
2 J 0
Thus f (A) 6 B.
^
-
2 ^
x2 + y 2 + 3 (x, y) 6= (0, 0)
f (x, y) =
0 (x, y) = (0, 0)
We will prove that (i) lim f (x, y) = 3 and (ii) f (x, y) is not continuous at
(x,y)(0,0)
(0, 0).
Exploration
To find a (decentred) open ball A
so that f (A) B.
Choose = > 0 and 6 6
A = B ((0, 0))\{(0, 0)}.
Then f (A) = {f (x, y) : (x, y) A}
{x2 + y 2 + 3 : x2 + y 2 < 2 = } - 3+
= {z R : 3 < z < 3 + }
z replaces x2 + y 2 + 3 f
3
(3 , 3 + ) = B (3) = B
as required.
3
Choose = .
Proof:
Consider B = B1 (0).
Let A = B (0, 0). Exploration
Now consider(x, y) = 1 , We first have to find a suitable
2 2 2 open ball B.
then (x, y) B ((0, 0)) and Notice that (x, y) R2
f (x, y) = 14 2 + 3 > 3 with (x, y) 6= (0, 0), f (x, y) > 3,
so f (x, y) 6 B1 (0) = B. so choose 3.
Thus f (A) 6 B.
In fact after the next section you will realize that in the case f (0, 0) = 4, we
could have used the local principle for limits.
We will prove the theorem using the definition of limit given by 2.1.1.
U V W
f g
- -
@
@
gf
Proof:
Assume the hypothesis i.e. g is continuous at l and lim f (x) = l.
xa
The content of the theorem is that we can define a new function g such that
g(x) 6= f (x) for x outside a decentred ball A of centre a without affecting
lim f (x).
xa
These theorems may be used in two ways (i) to help in the calculation of limits
of particular functions and (ii) to prove further theorems on limits.
Example 2.4.7 gives the idea of how to use the squeeze principle to prove
lim f (x) = l. We aim to find an inequality of the form
xa
and then choose (x) = c||xa||, since by the key example we have lim (x) = 0.
xa
Example 2.4.8 We will use the squeeze principle to prove that if f : R\{0}
R with f (x) = 2 + x sin x1 then lim f (x) = 2.
x0
Proof:
Let x R\{0}. Now
1
|f (x) 2| = x sin
x 1
= |x| sin x
1
|x| since sin x
1
= |x 0|.
So choose (x) = |x 0|, then by the key example lim (x) = 0 and so by the
x0
squeeze principle lim f (x) = 2.
x0
3xy
f (x, y) = 4 + p
x2 + y 2
So choose (x, y) = 3||(x, y) (0, 0)||, then by the key example with a = (0, 0)
and l = 4 and the squeeze principle we have lim f (x, y) = 4.
(x,y)(0,0)
We will need the following projection inequalities. If (x, y), (a, b) R2 with the
usual norm (although the following statement is true for any norm on R2 ) then
It is also clear that the projection inequalities will be true on Rn , for n > 2.
The result is a direct consequence of positivity of the norm || || on Rn .
Example 2.4.10 We use the squeeze principle to prove that the projection
functions are continuous, where the k-th projection function Idk : Rn R is
defined by
Idk (x) = xk , where x = (x1 , x2 , . . . , xn ).
5 6 f 5 6 g
2 2
( ) - ( ) -
1 2
1 2
defined by
(f1 , f2 )(v) = (f1 (v), f2 (v)), v V .
6 6
f2
f2 (x)
(f1 (x), f2 (x))
(f1 , f2 )
x
-
f1 (x)
f1
6 6
x (Id, Id2 ) x2
| - (x, x2 )
-
x
In this case we call the pair (Id, Id2 ) a parametrization of the parabola. The
next result is the key to proving the limit of an ordered pair theorem.
In addition if
B has centre (l1 , l2 ) and radius r > 0 then 1 , 2 can be chosen
with radius r/ 2 and centre l1 , l2 respectively.
'$
l2 (l1 , l2 )
r
&%
l1
Let B = B (l1 , l2 ). By lemma 2.4 12, there exist open balls 1 = B/2 (l1 ),
2 = B/2 (l2 ) such that 1 2 B. So since lim f1 (x) = l1 there is an open
xa
ball A1 , (decentred), of centre a, such that f1 (A1 ) 1 and since lim f2 (x) = l2
xa
there is an open ball A2 , (decentred), of centre a, such that f2 (A2 ) 2 .
Furthermore these algebraic theorems about limits can be used to prove the
basic rules of differentiation used in elementary calculus.
Definition 2.5.1
2
sum : R2 R
sum(x, y) = x + y
diff : R R diff(x, y) = x y
Define by
prod : R2 R
prod(x, y) = xy
quot : R2 \(R {0}) R quot(x, y) = x/y.
The next result will also be proved using the squeeze principle, however this
time the choice of c is not quite as straightforward. We have set the exploration
52 CHAPTER 2. LIMITS AND CONTINUITY
which is not really what we want, because (||(x, y) (a, b)|| + |a| + |b|) is not a
constant; indeed it gets arbitrarily large as (x, y) ranges over R2 . However we
can use the local principle for limits. We change to a function g which agrees
with prod on some ball C of centre (a, b) and reduces the undesirable factor to
zero for (x, y) 6 C. Now for (x, y) C we have ||(x, y) (a, b)|| radius (C)
so
(||(x, y) (a, b)|| + |a| + |b|) radius(C) + |a| + |b|.
in both cases.
2.5. SOME ALGEBRAIC THEOREMS 53
So by this inequality and the key example with (x, y) = c||(x, y) (a, b)|| we
have lim (x, y) = 0, so by the squeeze principle
(x,y)(a,b)
(Exploration).
We want to find c > 0 : |quot(x, y) quot(a, b)| c||(x, y) (a, b)|| for all
(x, y) R2 , y 6= 0.
1
The factor |y| gets arbitrarily large as (x, y) ranges over R2 \(R {0}), in partic-
ular as y gets close to 0. So we need to keep y away from 0. With C = Br (a, b)
and r |b| |b|
2 we have if (x, y) C, then |y| > 2 because C is centred on (a, b)
with radius not more than |b| 1 2
2 . So |y| |b| , thus
and we can choose the RHS of the inequality for c. Returning to the proof.
54 CHAPTER 2. LIMITS AND CONTINUITY
|b| 2(|a|+|b|)
Choose C = Br (a, b) with r = 2 and choose c = |b|2 . Now define a new
2
function g : R \(R {0}) R by
quot(x, y) if (x, y) C
g(x, y) =
quot(a, b) otherwise.
So by this inequality and the key example with (x, y) = c||(x, y) (a, b)|| we
have lim (x, y) = 0, so by the squeeze principle
(x,y)(a,b)
The main idea in each case is to decompose the given function into a composite
of functions whose limits we have already established. For example
f1 + f2 = sum (f1 , f2 ),
i.e.
(f1 ,f2 ) sum
x 7 (f1 (x), f2 (x)) 7 f1 (x) + f2 (x) = (f1 + f2 )(x)
| {z }
sum(f1 ,f2 )
2.5. SOME ALGEBRAIC THEOREMS 55
as required.
The proofs of the other 3 algebraic expressions are equally easy and are left as
an exercise.
Example 2.5.7 We use the algebra of limits and the local principle to prove
that any polynomial is continuous on R.
Let n N and let f : R R be
f (A) = {f (x) : x A}
= {c} since f (x) = c, x V
B (c) = B
x a h 0.
Then f is continuous at a, since by the local principle lim f(x) = lim f (x) so
xa xa
lim f(x) = l = f(a). Now by the theorem on composites we have
xa
The inequalities are derivable from a diagram which compares the lengths of the
sides of some triangles with the length of the arc of the circle of radius 1. For
example, in the following, for angle h radians we have length of arc is h which
is greater than the length sin h of the opposite side of the triangle.
Example 2.5.10 With the aid of the squeeze principle and the local principle
we will prove lim sin(h) = 0.
h0
Proof: Let h (/2, /2), then cos(h) 0. From cos2 (h) + sin2 (h) = 1 we
have cos2 (h) 1 = sin2 (h) so that
sin2 (h)
cos(h) 1 = .
cos(h) + 1
Thus
sin2 (h)
| cos(h) 1| =
cos(h)+1
2
sin 1(h) since cos(h) + 1 1
Limits of Sequences
59
Chapter 3
Limits of Sequences
In this part of the course we will examine the limit of a sequence. A sequence is
a map s : N V which assigns to each natural number n an element s(n) V ,
where V is a normed vector space.
In some settings we may wish to think of the elements s(1), s(2), . . . as the
sequence (rather than the map s) we should make it clear when this is what we
mean by the sequence.
61
62 CHAPTER 3. LIMITS OF SEQUENCES
Q+ = m
n : m, n N , so we could set out the elements in an array by putting
those elements with: n = 1 in the first column, n = 2 in the second column,
3.1. INTERVALS IN R, COUNTABILITY, BOUNDED SUBSETS OF R. 63
on.
The previous result highlights one of the many properties of the real numbers,
which the rational numbers do not have. The rational numbers are not ade-
quate for analysis. The basic geometric difference is that there are enough real
numbers to label every point on the line. This is referred to as the line-filling
behaviour of R. There are various ways of expressing this line-filling behaviour
and some will occur in later sections.
Definition 3.1.6 (Upper/lower bound)
But (2) is clearly false since there is no x in the empty set. Hence (1) is true.
3.1. INTERVALS IN R, COUNTABILITY, BOUNDED SUBSETS OF R. 65
1
Example 3.1.9 Let S = {1 n : n N}. Then 1 is an upper bound of S.
We are to prove: s S, s 1.
Proof: Let s S, so s = 1 n1 for some n N and 1 1
n < 1, since 1
n > 0. So
s < 1, as required.
1 1
Proof: (i) Let s S, so s = 2 + n for some n N and n > 0 for every n N,
so 2 + n1 > 2. Hence s 2.
66 CHAPTER 3. LIMITS OF SEQUENCES
1 1
i.e. > n, so s = 2 + n < 2 + as required.
A related idea is that of the maximum and the minimum of a set. The maximum
max S is defined to be a point M S, such that x S, x M . And the
minimum min S is defined to be a point m S, such that x S, m x. Thus
a set may not have a maximum or a minimum. For example in example 3.1.12
max S = 3, whilst in example 3.1.13, S has no maximum.
3.2. SOME USEFUL INEQUALITIES 67
Proposition 3.1.14 (The least upper bound (resp. greatest lower bound)
property of R.) For every non-empty set S of real numbers which is bounded
above (resp. below), l R (resp. g R), such that l = sup S (resp. g = inf S).
Many of the analysis text books contain a proof, for example Rudin, Principles
of Mathematical Analysis.
4. n N, ln(n) < n.
5. n N, n 3, 1 < ln(n).
To prove the first two inequalities we can use the binomial theorem, for example
in the case of 2:
Let n N, then
1 1
(1+1)n = n(n1) n(n1)(n2)
1+n+ 2 + 3! +...
1
< n(n1)
1+n+ 2
1 1 2
= n n2
< n2
= n2
1+ 2 + 2 2
n 2
consequently 2n < n as required.
Inequality 3 can be proved by induction, the first case being n = 4. And one
can use calculus for the inequalities in 4 and 5, for example to prove 4: let n N
then,
ln(n) < n n = eln(n) < en
so it suffices to prove n < en , for every n N. Now for f (n) = n we have
f 0 (n) = 1 and for g(n) = en we have g 0 (n) = en , thus f 0 (n) < g 0 (n) for every
n, in addition f 0 , g 0 0. Thus f, g are both increasing with g increasing faster
than f . Hence n = f (n) < g(n) = en for every n.
1
Example 3.3.1 The sequence s : N R with s(n) = 2 n has the following
graph.
2
1
| | | | | -
1 2 3 4 5
From the graph it seems that
lim s(n) = 2.
n
3 6
| | | | | -
1 2 3 4 5
The graph oscillates between 1
and 3, so it seems not to converge to a limit. We have that lim s(n) does not
n
exist.
| | | -
1 2 3
It increases in proportion with n
and so again lim s(n) does not exist.
n
l + 6
l
s()
l
| | | | -
1 2 ...
Definition 3.3.4 Let (V, || ||) be a normed vector space. The sequence s :
N V has a limit l V
3
s(n) = 2 we have lim s(n) = 2.
n n
70 CHAPTER 3. LIMITS OF SEQUENCES
An important difference between the two types of limit, is that in our definition
of
lim f (x) = l
xa
we could use a decentred ball A, of centre a, in the domain, to measure the
closeness of x to a. In our definition
lim s(n) = l
n
we could not use a ball to measure how large the integer n is and so we could
not use the nice geometric approach to limits as we used in the case of limits of
functions. We can recast the definition in a more geometric form.
Recall our definition of lim f (x) = l; it said
xa
(B)(A) : f (A) B
3.3. DEFINITION-LIMIT OF A SEQUENCE 71
..
.
+ 3
+ 2
+ 1
The rest of the definition says that s maps this set into the ball B as shown
below
6 6 B
.. #
.
s
- l
+ 3 "!
+ 2
+ 1 -
Thus if we define the symbol
:= {all integers > } we have
Def (3.3.1)
lim s(n) = l
n
72 CHAPTER 3. LIMITS OF SEQUENCES
means that
(B)(
) : s( ) B,
where
is the set of all integers greater than and B is an open ball of centre
l.
So the set
replaces the decentred ball A of centre a.
With this view in mind we can think of the theorems: Uniqueness of limit, limit
of a composite theorem, the squeeze principle and the local principle for limits
as geometric theorems about limits.
Now let > 0 and suppose 1 , 2 satisfy (i) and (ii). Consider = max{1 , 2 }.
Let n N, n > , then n > 1 and n > 2 . So
This says lim l(n) = l0 , where l is a constant sequence; i.e. l = lim l(n) = l0
n n
as required.
lim g(s(n)) = g( lim s(n)) = g(l) (interchange of lim with a continuous func-
n n n
tion.)
Let > 0.
3.4. SOME THEOREMS ON LIMITS OF SEQUENCES 73
Theorem 3.4.4 (Local principle for limits) Suppose there exists N such
that s(n) = t(n) for all n > . If lim s(n) = l (resp. lim t(n) = l) then
n n
lim t(n) = l (resp. lim s(n) = l.)
n n
The local principle for limits says that by changing a finite number of elements
of the sequence you do not change the existence of or the value of the limit
of the sequence; in other words the local principle for limits of sequences says
that if two sequences are eventually equal then the two sequences must have the
same limit, if it exists.
Proofs of the last two theorems will be on the exercises. Using the squeeze prin-
ciple will involve finding an inequality satisfying the hypothesis. We illustrate
the technique with some examples.
Example 3.4.5 Let s : N R be defined by
1
s(n) = 2 + sin(n2 ).
n
To prove: lim s(n) = 2 using the squeeze principle.
n
Notice that
|s(n) 2| = n1 sin(n2 )
= n1 | sin(n2 )|
n1
1 1
and so since lim = 0, we can take (n) = n.
n n
74 CHAPTER 3. LIMITS OF SEQUENCES
Proof: Let (n) = n1 , then by the above we have |s(n) 2| (n) and
lim (n) = 0; hence satisfies the hypothesis of the squeeze principle and so
n
the conclusion is that lim s(n) = 2 as required.
n
4
Example 3.4.6 Let s : N R be defined by s(n) = n! .
To prove: lim s(n) = 0, using the squeeze principle.
n
Notice that 4 4 4
|s(n)| = n! =
n! n
4 4
for every n N and lim = 0 and so we can take (n) = n.
n n
Proof: Let (n) = n4 , then by the above we have |s(n) 0| (n) and
lim (n) = 0; hence satisfies the hypothesis of the squeeze principle and so
n
the conclusion is that lim s(n) = 0 as required.
n
1
Example 3.4.7 Let s : N R be defined by s(n) = 2n .
To prove: lim s(n) = 0, using the squeeze principle.
n
Notice that
|s(n)| = 21n = 1
2n 1
n
1 1
for every n N and lim = 0. and so we can take (n) = n.
n n
Proof: Let (n) = n1 , then by the above we have |s(n) 0| (n) and
lim (n) = 0; hence satisfies the hypothesis of the squeeze principle and so
n
the conclusion is that lim s(n) = 0 as required.
n
bn = (1 + d)n
n
= 1 + nd + d2 + . . .
2
dn
3.4. SOME THEOREMS ON LIMITS OF SEQUENCES 75
i.e.
1 1 c
|a|n = = , where c = 1
d > 0.
bn dn n
Now choose (n) = nc , c > 0 then
Next we give a theorem on ordered pairs of sequences, from which we can derive
an algebra of limits of sequences as we did for limits of functions.
(i) lim (s + t)(n) = lim (s(n) + t(n)) = lim s(n) + lim t(n).
n n n n
(ii) lim (s t)(n) = lim (s(n) t(n)) = lim s(n) lim t(n).
n n n n
(iv) lim (s/t)(n) = lim s(n)/t(n) = lim s(n)/ lim t(n), provided n N,
n n n n
t(n) 6= 0 and lim t(n) 6= 0.
n
Proof: Again the idea is to decompose the given sequence into a composite of
one of the continuus functions sum, diff, prod and quot and the given sequence.
We give the proof of (i) and leave proof of the other parts to the exercises.
Now suppose lim s(n) = l and lim t(n) = m, then by theorem 3.4.9 (limit of
n n
an ordered pair) we have lim (s(n), t(n)) = (l, m) and by theorem 3.4.2, limit
n
of a composite we have
as required.
We can use the results in theorem 3.4.10 along with some basic examples, which
we have already proved, to deduce the limits of other more complicated se-
quences. This is easier than trying to establish the limit of a sequence using the
definition, for which we need to be able to guess the limit.
Basic examples
+ 1
2. Powers: p R , lim p = 0.
n n
2 1
Theorem 3.4.13 does not extend to strict inequality, since for example n > n
for every n N but
2 1
0 = lim 6> lim = 0.
n n n n
3.4. SOME THEOREMS ON LIMITS OF SEQUENCES 77
Rational Numbers
Recall that a rational number has the form p/q where p and q are integers, q 6= 0.
Rational numbers may be used as labels for certain points on a line, once a unit
of length has been chosen.
The points which we can label with rational numbers cover the line densely in
the sense that every interval, no matter how small, contains a rational number.
To see this, divide the interval between two consecutive integers into 10 equal
| | | | | | | | | | |
0 1
parts:
In the example illustrated above, the endpoints of the resulting intervals rep-
resent the rational numbers 0, 0.1, 0.2, . . . , 0.9, 1.0. Clearly we can repeat the
process and subdivide each of the smaller intervals into 10 equal parts;
| | | | | ||||||||||| | | | |
0 0.5 0.6 1
In the example the endpoints of the resulting intervals represent the rational
numbers
0.5, 0.51, 0.52, . . . , 0.58, 0.59, 0.6. By proceeding in this way we can cover the line
as densely as we please with points labelled with rational numbers.
One of the properties of the integers which the rationals do not have is that
there is always a next integer. Thus the integer after 3 is 4, the next after 1008
78 CHAPTER 3. LIMITS OF SEQUENCES
is 1009, and so on. For the rationals the concept of a next rational number is
quite meaningless because between any two distinct rational numbers, there is
another rational number.
Even though the rationals cover the line densely, there are still points on the
line which cannot be labelled by a rational number.
The Greeks constructed points on the line which cannot be labelled with rational
numbers. One such point is shown in the following construction:
2 |x|
-
0 |x| 2
From the theorem of Pythagoras, the number x must satisfy the equation x2 +
x2 = 22 i.e. x2 = 2. The Greeks proved that there is no rational number whose
square is 2.
Proof: Suppose there are integers p and q 6= 0 such that (p/q)2 = 2. We can
assume that p and q have no common factor other than 1 (otherwise we could
just divide through by the common factor and the resultant numerator and
denominator would have no common factor other than 1).
Real Numbers
The real numbers can be regarded as decimals. The decimals may terminate,
they may consist of blocks which repeat themselves indefinitely, or they may
continue indefinitely without repetition of any block for example:
0.25 (terminating)
0.36791197197197 . . . (repeating)
0.10100100010000100000 . . . (neither)
Decimals which terminate or repeat represent the rational numbers, those which
do neither represent the irrational numbers.
3.4. SOME THEOREMS ON LIMITS OF SEQUENCES 79
The set of rational numbers is clearly infinite. The set of irrational numbers is
also infinite. Like the rationals the irrationals are also dense on the line and
there is no next irrational number.
Recall the definition of a countable set and that the rationals are countable,
whilst the reals are not countable and so the set of irrational numbers is also
uncountable.
Once we have the extra numbers (i.e. the irrationals) we can solve the equation
x2 = 2 by a process of successive approximation. By trial and error we find that
The big advantage of the reals over the rationals is that they provide enough
numbers to label all of the points on the line. Although we shall not prove this
here, we have already illustrated the
ideas involved in the proof by showing how
to construct the infinite decimal for 2.
Finally by going back to the construction process we see that, for all n N
s2n < 2 < t2n thus lim s2n 2 lim t2n , by preserving inequalities. This means
n n
l2 2 l2 , so l2 2 and l2 2 and so l2 = 2, thus l is the solution to the
original equation.
Often sequences are too obscure to guess a limit and so proving, using the
definition, that some real number is the limit of the sequence, is tedious. Math-
ematicians have developed existence theorems which enable one to prove that
the limit of a sequence exists, even if you cannot say what the limit is. These
theorems depend on the line-filling behaviour which we referred to in section
3.1 and 3.4.1. The first existence theorem will apply to bounded monotone
sequences.
Definition 3.5.1 A sequence s : N R is said to be increasing if n N,
s(n) s(n + 1) and s is said to be decreasing if n N, s(n + 1) s(n). When
we have strict inequality, we will say the sequence is strictly increasing (resp.
strictly decreasing).
The acronym BIST stands for bounded increasing sequence theorem. Clearly
one can have a BDST, bounded decreasing sequence theorem by replacing in-
creasing with decreasing and bounded above with bounded below.
In fact we can replace R in the theorem with any normed vector space which
has an order relation, once we understand that a subset S of V is bounded if
and only if r > 0, a V , such that S Br (a).
Let > 0 and choose N such that l < s() (such a exists by the
definition of least upper bound).
Let n N, n > then
l < s() s(n) l since l is an upper bound and s is increasing thus
as required.
The BIST and BDST provide a formal way of expressing the line-filling be-
haviour of R. We work an example using the theorem.
We have
r q
p p
q p
2 2 2 2 2 2 2 2 2 2 ...
1/2 1+1/2 1/2 1+3/4 1/2 1+7/8 1/2
2 (2 ) (2 ) (2 ) ...
1/2 3/4 7/8 15/16
2 2 2 2 ...
s(1) s(2) s(3) s(4) ...
so
2n 1 1
s(n) = 2 2n = 2(1 2n ) .
82 CHAPTER 3. LIMITS OF SEQUENCES
2n 1 1 1 2n+1 1
= 1 < 1 =
2n 2n 2n+1 2n+1
and since 2 > 1 we have
2n 1 2n+1 1
2 2n <2 2n+1 .
And the sequence is bounded above, since n N, we have 1 21n < 1 so
1
s(n) = 2(1 2n ) < 2. Hence by the bounded increasing sequence theorem BIST,
we know that the sequence converges in R.
Furthermore in this case we can prove that the limit lim s(n) = 2. We will use
n
the theorems of section 3.3.
The next theorem provides another precise version of the line-filling behaviour
of R. It follows easily from the BIST.
| | | | | |-
a1 a2 a3 . . . b3 b2 b1
For a nested sequence of intervals, the sequence (an )nN of left endpoints is
increasing whilst the sequence (bn )nN of right endpoints is decreasing.
In addition notice that each element of (bn )nN is an upper bound for the
sequence (an )nN , thus (an )nN is increasing and bounded above whilst each
element of (an )nN is a lower bound for the sequence (bn )nN , so (bn )nN is
3.5. EXISTENCE THEOREMS 83
decreasing and bounded below, thus by the BIST, l = lim an and since for each
n
fixed m N we have an bm , for all n N we have lim an lim bm = bm ,
n n
thus l bm .
In addition, n N, an l (since an increasing sequence approaches its limit
from below) so for each fixed m N we have
n N, an l bm
consequently
m N, n N, an l bm .
This means that l is common to all of the intervals and indeed
Theorem 3.5.4 (Nested intervals theorem) for each sequence of closed nested
intervals
l R such that l is in every interval of the sequence.
Theorem 3.5.4 is false if you omit closed. (Think about an example of a
sequence of nested intervals (not necessarily closed) which do not have a
point in common.)
Nested intervals arise in the practical problem of finding solutions of an
equation. Suppose we know that the values of a function f , at each end-
point of an interval, have opposite signs. If f is continuous throughout
the interval, then the graph makes it seem likely that there is a solution
to the equation f (x) = 0 in the interval. The solution is the point l
of the theorem. Compare
also to the technique used to find successive
approximations to 2 in 3.4.1.
3.5.1 Subsequences
Definition 3.5.5 Suppose s : N V is a vector-valued sequence and suppose
j : N N is a sequence in N which is strictly increasing so j(1) = n1 , j(2) =
n2 , . . . and m N, nm < nm+1 . Then s j : N V is a subsequence of s.
Example 3.5.6 Let s : N R be the sequence defined by
1
s(n) = 2 (n 1) if n is odd
n2 if n is even
so s(N) = Z, since s({odd n}) maps onto 0 Z+ and s({even n}) maps onto
Z .
1. Consider j : N N with j(m) = 2m 1. Then j is strictly increasing since
for any m N, j(m) = 2m 1 < 2m + 1 = 2(m + 1) 1 = j(m + 1).
The subsequence s j : N R sends
j s 1
m 7 2m 1 7 (2m 1 1) = m 1
2
i.e. (s j)(m) = m 1 and so (s j)(N) = {0, 1, 2, . . . }.
84 CHAPTER 3. LIMITS OF SEQUENCES
i.e. if the limit of a sequence exists then the limit of any subsequence exists and
must be equal to the limit of the sequence.
| | | | |
| | | | | | -
2 3 4 6
Consider two cases (i) infinitely many peak points and (ii) finitely many peak
points. In case (i), suppose the peak points are n1 n2 n3 . . . Then by
the definition of a peak point we have s(n1 ) s(n2 ) s(n3 ) . . . and so there
is a decreasing subsequence. In case (ii) suppose there are finitely many peak
points, say n1 , n2 , . . . , nm and let p > max{n1 , n2 , . . . , nm }. Then there exists a
point p2 > p1 such that s(p2 ) s(p1 ), since p1 is not a peak point. And there
exists a point p3 > p2 such that s(p3 ) s(p2 ), since p2 is not a peak point. In
this way one can construct an increasing subsequence.
increasing
Proof: Let s be a sequence. Then by lemma 3.5.9, s has an
decreasing
subsequence.
bounded above
In addition since the sequence is bounded it is and thus
bounded below
by
BIST
, there exists l R such that l = lim (s j)(n).
BDST n
Notice this doesnt tell you about the convergence of the sequence s and so is
of limited value.
86 CHAPTER 3. LIMITS OF SEQUENCES
3.6 Series
Our study of sequences now specialises to series. We use the language of se-
quences to define a series.
We call s the sequence of partial sums of the terms u(i) and we interpret the
infinite sum as the point l V given by
n
X
X
l = lim s(n) = lim u(i) := u(i)
n n
i=1 i=1
thus for a series we really have an ordered pair of sequences (u, s).
where + is the vector addition in V . Then the ordered pair (u, s) is a series.
9 9 9 9
0.999 = + + 3 + + n + ...
10 100 10 10
3.6. SERIES 87
9
We put u(n) = 10n and
n
9 1 1
P
s(n) = u(i) = 10 1 + 10 + + 10n1
i=1
1 n
9 1( 10 )
= 10 1 1
using the sum of a geometric series
10
1
=1 10n .
Now lim s(n) = lim (1 101n ) = 1, by the algebra of limits and the fact that
1 n n
< 1 and so lim 1n = 0. Thus 0.999 =
P
10 u(i) = 1 as required.
n 10 nN
s(n) = u(1) + u(2) + + u(n) < u(1) + u(2) + + u(n) + u(n + 1) = s(n + 1),
since u(n + 1) > 0. For such series if we can prove that the infinite sum is
bounded above, then we can use the BIST to demonstrate the existence of a
limit of the series. Next we give two tests which are useful in demonstrating
that the infinite sum is bounded above.
To use the test, one looks for a series t which satisfies the hypotheses of the test
and which is known (from previous results) to converge.
9 9 1 9 1 9 1
s(n) = + 2 + 3 + + n ,
10 10 2 10 3 10 n
we are to show that lim s(n) exists
n
1
Example 3.6.4 Let u : N R be the sequence u(n) = n2 and let s : N R
be the sequence of partial sums of the terms u(i), i.e.
n
X 1 1
s(n) = u(i) = 1 + + + 2.
i=1
22 n
Proof: Series (u, s) is strictly increasing since u(n) > 0 for every n N. Let
f : [1, ) R be the function f (x) = x12 which is positive and decreasing since
for any y > x, we have y12 < x12 [Alternatively: one has f 0 (x) = x13 < 0 for
x [1, ).]
1
In addition f (n) = n2 = u(n), for every n N. So by test II,
Z n
lim s(n) exists lim f exists.
n n 1
Now
Z n Z n
1 1
lim f = lim dx = lim (x1 )|n1 = lim (1 ) = 1
n 1 n 1 x2 n n n
by the algebra of limits. Hence, by the integral test, lim s(n) exists.
n
We will use this example to see why the integral test works.
3.6. SERIES 89
1 6
1
4
1
9
| | | | | -
1 2 3 ... n 1 n
Notice that
s(n) = 1 + 212 + 312 + + n12
= sumRof the area of the shaded rectangles
n
< 1 + 1 x2 dx
= 1 + (x1 )|n1 = 1 + 1 n1 = 2 n1 < 2.
We give two more easy-to-use tests for convergence of a series with positive
terms.
a constant times a geometric series with common ratio 0 < s < 1. Hence
sk .u() converges.
P
k=1
Now
X
X
X
u(n) = u( + k) u() sk
n=+1 k=1 k=1
and
X
X
s(n) = u(n) + u(n)
n=1 n=+1
P
so s(n) differs from u(n) by finitely many terms. Thus lim s(n) exists.
n=+1 n
n
1 1
P
Example 3.6.5 Let s(n) = u(i) and u(n) = n2n1 , so u(n + 1) = (n+1)2n .
i=1
Thus
u(n + 1) n2n1 n
= n
= .
u(n) (n + 1)2 2(n + 1)
And
u(n + 1) n 1 1 1
lim = lim = lim 1 =
n u(n) n 2(n + 1) n 2 1+ 2
n
by the algebra of limits. Since 1/2 < 1 by the ratio test, we have that the series
converges, i.e. lim s(n) exists.
n
So n N, an bn and
both (an )nN and (bn )nN are bounded sequences.
Definition 3.6.6
In fact example 3.6.7 is a bit artificial in that s(n) is clearly the sum of two geo-
metric progressions and so there is a closed form for the finite sum of the terms
in each progression, thus s(n) is bounded above and increasing, so existence of
lim s(n) follows from the BIST.
n
(1)n+1
Example 3.7.2 Consider the series (u, s) with u(n) = n2 .
Choose = b 1 c + 1 N. Find N:
Let m, n > , with m > n m, n > , |s(n) s(m)| <
then n > 1 , i.e. i.e. | n1 m
1
| < ;
> n1 > |s(n) s(m)|. now for m > n, 1 1
m < n so
| n1 m
1
| = n1 m
1
< n1
1
so we want n > .
The proof of this theorem is quite straight forward and so we will leave it to the
exercises.
The contrapositive of theorem 3.7.9 is a useful test for showing that a given
sequence is NOT a Cauchy sequence. It avoids the difficulties involved in trying
to prove this directly from the definition. (Recall example 3.7.6, where we have
to make a choice of before we can begin the proof.)
Lemma 3.7.10 Every real-valued Cauchy sequence is bounded above and below.
This result can be extended to vector-valued sequences we just have to use the
correct definition of being bounded. Here we will confine ourselves to real-valued
sequences.
Now for any x R such that L < x < U we have x S, since x R and
x < s(n) for infinitely many values of n, so S is bounded and non-empty, thus
sup S exists.
Let l = sup S.
Claim: l = lim s(n).
n
Proof: Let > 0, since l = sup S, l is an upper bound of S and so there are
infinitely many n N for which s(n) (l /2, l + /2). Since s is Cauchy
it means that from some N onwards, all elements of the sequence lie in
(l /2, l + /2) i.e.
Lemma 3.7.11 is not true for a Cauchy sequence in an arbitrary normed vector
space. Indeed it is not true for subsets of R, for example
Q. The sequences sn
and tn constructed in section 3.4 as approximations
to 2 are Cauchy sequences
of rational numbers which both converge to 2 which is not rational. Thus
sequences sn and tn are not convergent in Q. We have
We are now in a position to prove theorem 3.7.3, that every absolutely conver-
gent sequence in R is convergent (converges in R).
The converse of theorem 3.7.13 is false i.e. there exist convergent sequences
which are not absolutely convergent.
1 1 (1)n+1
s(n) = 1 + + ,
2 3 n
n
(1)n+1 P
i.e. u(n) = n and s(n) = u(i).
i=1
1 1 1 1
2 + (m+2)2 + (m+3)2 + + n2
R(m+1)
n
m+1 x2 dx
= x1 |nm+1
1 1 1 1
= m+1 n < m+1 , since n >0
1
< m.
So, fix > 0 and choose = b 1 c + 1 N. Let n > m > , then > 1
so
1 1
> > > |s(n) s(m)|.
m
Hence by lemma 3.7.11, lim s(n) exists.
n
(ii) If n, m are both odd we have
1 1 1 1
|s(n) s(m)| = | 1| + +
m+1 m+2 n 1 n
3m
m2 = 3
m
n
P (1)i+1
But the sequence s(n) = i is not absolutely convergent.
i=1
n n
P (1)i+1 P 1
Proof: Let t(n) = i = i.
i=1 i=1
98 CHAPTER 3. LIMITS OF SEQUENCES
Hence t is not a Cauchy sequence and so by the Cauchy criterion, it does not
converge. Hence s is not absolutely convergent.
(iii) n, |u(n + 1)| < |u(n)|, (unless |u(n)| = 0 for some n and then u(m) = 0
m > n)
and similarly
t(1) t(2) t(3) . . .
3.7. ABSOLUTE CONVERGENCE AND CAUCHY SEQUENCES 99
In addition t(n) = r(n) c(n) and c(n) 0 so t(n) r(n) for every n N. i.e.
r(1) r(2) t(n) t(2) t(1).
Let > 0. [We must find N such that n > , 0 r(n) t(n) = c(n).] We
can choose : |c(n)| < , for all n > . Then 0 |r(n) t(n)| = |c(n)| < , for
all n > .
Now let m > n > , then
|r(n) r(m)| |r(n) t(n)| <
so r is a Cauchy sequence in R, thus r converges and lim s(n) = inf nN {r(n)} =
n
supnN {t(n)}. In addition,
0 b(1) c(1) = r(1) c(1) = t(1) lim s(n) r(1) = b(1) = u(1).
n
Hence
X
u(n) = | lim s(n)| |u(1)|.
n
n=1
Now for u(1) < 0, consider the series formed using the terms u(n), n N,
and apply the above argument.
Example 3.7.16 We want to decide whether or not the series
X n+1 n
(1)n
n
nN
n+1+ n
Similiarly lim n = 0.
n
In addition, the sequence of terms is alternating and its easy to check that
n N
n + 1 n n + 2 n + 1
>
n n+1
so by the alternating sequence test we have that
X n+1 n
(1)n converges.
n
nN
100 CHAPTER 3. LIMITS OF SEQUENCES
Pn
Proof: Let (an )nN be a sequence in V and suppose lim i=0 ai = l V .
n
Then Pn Pn1
||an ||V = || i=0 ai l + l ai ||V
i=0
Pn Pn1
|| i=0 ai l||V + ||l i=0 ai ||V
< 2 + 2 =
for every n + 1. Thus lim an = 0.
n
3.8 From Q to R
In Math 211, we saw how to construct the integers from the natural numbers
and then how to construct the rational numbers from the integers. In addition,
we examined how to construct the complex numbers from the real numbers. The
missing link is how to construct the real numbers from the rational numbers.
Q = Q Q = {(x1 , x2 , . . . ) : xi Q}
We define a relation R3 on S by
Now define + by s, t S
define by
s t is the sequence (si ti )iN .
Now we need to check
(i) S is closed under + and and
(ii) the operations are independent of the class name
and then we need to understand the sense in which we have constructed the real
numbers from the rational numbers.
(i) Let s, t S, i.e. s, t are Cauchy sequences. Let > 0 and choose =
max{1 , 2 } where 1 N satisfies
m, n > 1 we have |s(n) s(m)| < /2 (1)
and 2 N satisfies
m, n > 2 we have |s(n) s(m)| < /2. (2)
(ii) To see that the operations +, are independent of the class name, suppose
sR3 s0 and t S.
Claim: (s + t)R3 (s0 + t) (resp. (s t)R3 (s0 t)).
Proof: Let s, s0 t S and suppose sR3 s0 , so > 0, M N such that n
N, n > M , we have |s(n) s0 (n)| < .
Let > 0 and choose = M N which satisfies n N, n > M , we have
|s(n) s0 (n)| < .
Let n N, n > M then
|(s + t)(n) (s0 + t)(n)| = |s(n) s0 (n)| <
as required. So (s + t)R3 (s0 + t).
The result is the field R of real numbers. Any given rational number q cor-
responds to that class of Cauchy sequences which has the constant sequence
{q, q, q, . . . } as a member. R also containsnon-rational numbers (recall the se-
quences of successive approximations to 2 is section 3.4.1. These sequences
are convergent and so they are Cauchy sequences.
In addition, R contains non-rational numbers which are not algebraic (i.e. not
the solution to any polynomial equation) for example e corresponds to the class
3.8. FROM Q TO R 103
1 1 1 1
containing the sequence of rational numbers {1, 2, 2 + 2! , 2 + 2! + 3! , 2 + 2! +
1 1
P 1
3! + 4! , . . . } i.e. e = n! . is also expressible as a sum of rational numbers
n=0
4
(1)n 2n+1
P
for example = . The numbers e and are non-algebraic, non-
n=0
rational numbers.
104 CHAPTER 3. LIMITS OF SEQUENCES
Part III
105
Chapter 4
Function Spaces
4.1 Definitions
We can also define sequences and series of functions. We create normed vector
spaces (metric spaces or topological spaces) from sets of functions and refer to
them as function spaces.
Let
F[a, b] = {f : [a, b] R, a < b, a, b R},
so F[a, b] is a set of real-valued functions with domain the closed interval [a, b]
R. First we add the vector space structure: we define an addition of functions
and an action of the field, usually R, (also thought of as the scalar multiplication)
pointwise, i.e. by stating the value of the sum of functions at each point in the
domain.
With these operations it is routine to check that F[a, b] is a vector space over
the field of real numbers.
In particular we define
107
108 CHAPTER 4. FUNCTION SPACES
and you know from elementary calculus that differentiable functions are contin-
uous so we have the set containment
where
The most obvious partition compatible with is {1, 1, 2, 3}, since is constant
on each of the open subintervals (1, 1), (1, 2), (2, 3) and it is zero on R\[1, 3].
Hence is a step function.
Clearly a step function only takes finitely many real values and so it is bounded.
But a step function is certainly not continuous, in fact it has finitely many points
of discontinuity.
Conversely, suppose f = 0 on [a, b], then for every x [a, b] f (x) = 0, thus
|f (x)| = 0 and so ||f || = 0, since ||f || is the supremum of the set containing
zero. So f = 0 ||f || = 0, completing the proof of positivity.
But ||f + g|| is by definition of the map || || the least upper bound of
{|(f + g)(x)| : x [a, b]} and so
||f + g|| ||f || + ||g||
as required.
(N3- homogeneity)
Let f B[a, b] and let R. For each x [a, b], we have |f (x)| = |||f (x)|
110 CHAPTER 4. FUNCTION SPACES
since | | satisfies homogeneity being a norm on R. Also for each x [a, b],
|f (x)| sup{|f (x)| : x [a, b]} = ||f || thus
On the other hand, ||f || is an upper bound for {|(f )(x)| : x [a, b]} and
||||f || is the least upper bound of {|||f (x)| : x [a, b]} = {|(f )(x)| : x
[a, b]}, thus
||||f || ||f ||.()
By () and () we have the required equality.
Remarks:
(ii) ||f || is not necessarily defined for f F[a, b], we need the function to be
bounded so that the required least upper bound exists.
Proposition 4.2.3 (a) B[a, b] and C[a, b] are complete normed vector spaces
i.e. every Cauchy sequence converges to a point in the space.
(b) D[a, b] and S[a, b] are not complete normed vector spaces i.e. there exists
a Cauchy sequence which does not converge to a point in the space.
There is a proof for B[a, b] in the appendix, theorem 5.2.2 is the proof for C[a, b]
and we will examine some examples to demonstrate (b).
4.3. BALLS IN B[A, B] 111
So Br (f ) is the set of all bounded functions g : [a, b] R such that the graph
of g lies between the graphs of f + r and f r, where for every x [a, b],
(f r)(x) = f (x) r(x) = f (x) r, by definition of the vector addition and
the constant map r.
We can think of Br (f ) as the set of all bounded functions g such that the graph
of g lies in the r-strip around the graph of f .
f +r
f
f (a) + r . . . . . . f r
f (a) . . . . . .
f (a) r . . . . . .
-
a ... b
Examples:
1.
x if 1 x < 2
(a) f : [1, 2] R with f (x) =
1 x = 2.
112 CHAPTER 4. FUNCTION SPACES
6
2
-
1 2
We have
||f || = supx[1,2] {|f (x)|}
.
= sup[1, 2) = 2
[Think about how to prove the last equality.]
||f || is the supremum over x [1, 2], of the distance that f (x) is from
zero.
(b) We will show that g : [1, 2] R with
(x 1)2 + 2
x [1, 2)
g(x) =
1/2 x=2
Now
x ((x 1)2 + 2) x [1, 2)
f (x) g(x) =
1/2 2 x=2
x + x 2x + 1 2 x [1, 2)
=
1/2 x=2
x2 x 1 x [1, 2)
=
1/2 x=2
(x 1/2)2 5/4 x [1, 2)
=
1/2 x=2
so the graph of f g is
4.3. BALLS IN B[A, B] 113
6
1
1+ 5
2 & -
1 2
-1
In addition,
sin /4 + cos /4 = 2.1/ 2 = 2,
thus ||f g|| = supx[0,] {|f (x) g(x)|} = 2 as claimed.
3. In B[0, 1] with supremum norm we want to find a number r > 0 such that
B1/4 ( 12 Id) Br (Id), where
1
2 Id : [0, 1] R Id : [0, 1] R
and
x 7 x2 x 7 x.
114 CHAPTER 4. FUNCTION SPACES
To find an appropriate r > 0 we can try using the graphs of 21 Id and Id:
1
6
3
4
1
2 need r 3/4
1
4
-
1
or we can do the usual thing and think of open balls as discs in the plane
(not including the boundary) and then calculate the distance between the
centres of the balls i.e.
1 1 x
|| Id Id|| = || Id|| = sup {| |} = 1/2
2 2 x[0,1] 2
1
2
z}|{
1
2 Id Id so choose r = 3/4.
1
B 14 ( Id) B 34 (Id).
2
so f B 34 (Id).
4.3. BALLS IN B[A, B] 115
Sequences in B[a, b]
The rules for limits of sequences in normed vector spaces and the theorems
developed in chapter 3, section 4 are valid in this setting with the exception of
those results which specifically referred to real-valued sequences, for example
limit of an ordered pair and products and quotients. In the case of limit of
an ordered pair, in order to generalise the result, we would need to discuss an
appropriate norm for the product of normed vector spaces.
117
118 CHAPTER 5. SEQUENCES IN B[A, B]
Given > 0, the graphs of functions f1 , f2 , . . . f may have points which lie
outside the -strip around f , but the point is that for all n > , the graph of fn
lies inside the -strip.
Examples
1. Let (fn )nN be the sequence with fn = n1 cos (nId) in B[, ] i.e.
1
x [, ], fn (x) = cos(nx).
n
We sketch the first few graphs of the sequence in order to guess the uniform
limit.
1 1
f1 (x) = cos x f2 (x) = cos 2x f3 (x) = cos 3x.
2 3
1 u
So as n , we have n 0 and so we guess that fn 0.
Exploration
To find N : n >
||fn 0|| = ||fn ||
= || n1 cos nId|| < .
Now | n1 cos nx| 1
so
Choose = b 1 c + 1 N. Let n
1
n N, n > then n > 1 and n is an upper bound
||fn || = || n1 cos nId|| = n1 of {| n1 cos nx| : x [, ]}
by (*). So ||fn || < 1
In addition fn (0) = n so
1
n {| n1 cos nx| : x [, ]}
Thus n1 is the supremum
of the set(*).
So we need n > 1 .
Graphically we assert that for all but finitely many values of n, the graph of fn
lies in the -strip around the zero function 0.
Definition 5.1.3 (Pointwise limit) Given a sequence (fn )nN in B[a, b] the
pointwise limit of fn is f
thus the in the definition of the uniform limit does not depend on x, whilst the
x in the definition of the pointwise limit can depend on the x. An immediate
consequence of the order of quantification in these two definitions is
Proposition 5.1.4 Let (fn )nN be a sequence in B[a, b]. If (fn )nN is uni-
formly convergent then (fn )nN is pointwise convergent.
Now let x [a, b] and let > 0. Then choose the which satisfies the statement
of uniform convergence. Let n N, n > , then |fn (x) f (x)| ||fn f || < .
Hence (fn )nN converges to f pointwise.
120 CHAPTER 5. SEQUENCES IN B[A, B]
Again we sketch the first few graphs of the sequence to gain some insight into
what the limit could be.
( ( (
x x [0, 1) x2 x [0, 1) x3 x [0, 1)
f1 (x) = f2 (x) = f3 (x) =
1 x [1, 2] 1 x [1, 2] 1 x [1, 2]
6 6 6
1 1 1
| |- | |- | |-
2 2 2
Claim:
0 x [0, 1)
f (x) =
1 x [1, 2]
is the pointwise limit.
To prove: x [0, 2], > 0, x N such that n > x , |fn (x) f (x)| < .
In fact as noted above we can use some previous results and so we wont need
to prove it using the definition.
Proof: Let x [1, 2] then fn (x) = 1 = f (x) for every n N and so lim fn (x) =
n
f (x).
But this limit is not a uniform limit, notice that the graph of fn comes outside
5.1. UNIFORM AND POINTWISE CONVERGENCE 121
1
Now try a similiar example with fn (x) = 1+x n on the domain [0, 2]. You should
As usual we sketch the first few graphs of the sequence to understand a possible
pointwise limit.
1 1 1
6 6 6
| |- | |- | |-
-1 1 -1 1 -1 1
-1 -1 -1
Proof: Let x R and let > 0. First suppose x < 0 and choose = b x1 c + 1,
which is in N since x1 > 0. Let n N, n > then n > x1 ; i.e. x > n1 (since
x > 0), so x < n1 thus fn (x) = 1 = f (x). Thus |fn (x) f (x)| = 0 < .
Again this is not a uniform limit since the graphs of fn come outside any -strip
for < 1.
1 1 1
|fn (x) f (x)| = | + 1| = > = .
2 2 4
Thus > 0 such that N, n > and x R such that |fn (x) f (x)| 0.
As for sequences of partial sums of real numbers, we refer to the pair (g, f ) as
a series, where g is the sequence of terms and f is the sequence of partial sums
of the terms.
The next two examples will serve to demonstrate the claim in Proposition 4.2.3
(b) that the space D[a, b] is not complete. The first example is also an example
of a series whilst the second is a sequence. For example
5.2. SERIES-PARTIAL SUMS OF SEQUENCES OF FUNCTIONS 123
cos((2n1)x)
i.e. x [, ], gn (x) = (2n1)2 . And let fn : [, ] R be the sequence
defined by
n
4X
fn = gi ,
2 i=1
i.e. x [, ],
4
Pn
fn (x) = gi (x)
2
4
Pi=1
n cos((2i1)x)
=
2 i=1 (2i1)2
cos(x)
=
2 4
1 + cos(3x)
32 + + cos((2n1)x)
(2n1)2
so (g, f ) is a series.
Now to prove the claim we find a Cauchy sequence which dominates the given
sequence (fn )nN .
Proof of the claim: Consider the sequence tn given below. We have
tn = 4 1 + 312 + 512 + + (2n1)
1
2
< 4 1 + 212 + 312 + 412 + + (2n1)
1
2
R 2n1 1
< 4 (1 + 1 x2 dx)
4 1 2n1 4 1
= (1 + x |1 ) = (2 2n1 ).
8
Thus lim tn by the algebra of limits.
n
say. Then
(2m+1)id (2n1)id
||fn fm || = || 4 cos(2m+1) 2 + + cos(2n1) 2 ||
4 || cos(2m+1)
(2m+1)id||
2 + + || cos(2n1)
(2n1)id||
2
8 4 cos(x) cos(3x) cos((2n 1)x)
fn (x) = + + +
2 2 1 32 (2n 1)2 2
thus sequence (fn )nN is in B([, ]), a complete space and so (fn )nN con-
verges uniformly to some f B([, ]).
In fact using the definition of Fourier series, one can show that the f above is the
absolute value function.(See the appendix). Now it is easy to see that sequence
(fn )nN is a sequence of differentiable functions and so it is in D([, ]), but
the absolute value function is not in D([, ]), because it is not differentiable
at zero (Proof?), hence we have an example of the fact that D([, ]) is NOT
a complete space.
q
1
2. Consider the sequence (fn )nN given by fn (x) = x2 + n2 . Sequence
2 1 +
(fn )nN is in D[1, 1], since the term x + R and is differentiable on
n2
[1, 1], since is differentiable on R+ . (Recall is not differentiable at 0,
+
but 0 6 R , so does not cause a problem).
For n = 1 we have f1 (x) = x2 + 1, so f10 (x) = 21 22x 1 = 2 x 1 , and
(x +1) 2 (x +1) 2
f10 (0) = 0. In addition
1 x2 1
f100 (x) = 1 3 = 3 >0
(x2 + 1) 2 (x2 + 1) 2 (x2 + 1) 2
so the graph of
f1 (x) is concave up. At the endpoints of the interval [1, 1] we
have f1 (1) = 2. Thus the graph of f1 is
5.2. SERIES-PARTIAL SUMS OF SEQUENCES OF FUNCTIONS 125
6
2
1
| | -
-1 1
q
1 5
f2 (x) = x2 + 4 with graph, for c = 2 .
6
c
1
2
| | -
-1 1
q
1 10
f3 (x) = x2 + 9 with graph, for c = 3 .
6
c
1
3
| | -
-1 1
1 1
As n both n and n2 0 so fn (1) 1, fn (x) x2 = |x| and
fn (0) 0. Hence
claim: The uniform limit lim fn = | | := abs, the absolute value function.
n
u
Proof: Let > 0. Since (fn )nN f , N such that n N, n > we
have
|f (x) fn (x)| < , x [a, b].
So for n > we have
Rb Rb Rb R
| a f (x)dx a fn (x)dx| = | a (f (x) fn (x))dx| by linearity of
Rb
a |f (x) fn (x)|dx
R absolute value
property of
Rb
a dx = (b a).
Since the above statement is true for every > 0, we have
Rb Rb
a
f (x)dx = lim a fn (x)dx as required.
n
5.2. SERIES-PARTIAL SUMS OF SEQUENCES OF FUNCTIONS 127
Theorem 5.2.2 Suppose (fn )nN is a sequence of functions which are continu-
ous on [a, b] and suppose (fn )nN f uniformly on [a, b]. Then f is continuous
on [a, b].
Proof: For each x [a, b] we must prove that f is continuous at x. Here we will
deal only with x (a, b), since when x = a or b, we need to discuss one-sided
limits.
So let x (a, b). Let > 0. Since (fn )nN f uniformly on [a, b] there is some
n such that |f (y) fn (y)| < 3 , for every y [a, b]. In particular, for all h such
that x + h [a, b], we have
and since fn is continuous > 0 such that for |h| < we have
3. |fn (x) fn (x + h)| < .
3
Thus if |h| <
|f (x + h) f (x)| =
|f (x + h) fn (x + h) + fn (x + h) fn (x) + fn (x) f (x)|
|f (x + h) fn (x + h)| + |fn (x + h) fn (x)| + |fn (x) f (x)|
< 3 3 =
1 The fundamental theorem of calculus asserts that under certain hypotheses the operations
of differentiation and integration are inverse to each other. See Chapter 10 for a statement of
the theorem.
128 CHAPTER 5. SEQUENCES IN B[A, B]
Theorem 5.2.3 Suppose (fn )nN is a sequence of functions in D[a, b] and that
(fn )nN f pointwise. In addition, suppose (fn0 )nN converges uniformly
to a continuous function g. Then f is differentiable and lim fn0 (x) = f 0 (x)
n
(pointwise).
q
1
Notice that for our example with fn (x) = x2 + n2 we have
x
fn0 (x) = q .
1
x2 + n2
Thus x
x 6= 0
as n , fn0 (x) |x|
0 x = 0.
0
so the function g which is the limit of sequence (fn (x))nN would be g(x) =
And
1 x>0
1 x < 0 which is not continuous at zero. In addition this convergence
0 x=0
cannot be uniform because fn0 is continuous and so for example, for every < 21 ,
its graph comes outside the -strip around g.
And
Pn p Pn
(3) if ( i=1 fi )nN f on [a, b] and i=1 fi0 converges uniformly on [a, b] to
some continuous function, then
X
f 0 (x) = fn0 (x), x [a, b], i.e. pointwise.
n=1
Pn so too is f1 + f2 + + fn and f is
Proof: (1) Since each fn is continuous
the uniform limit of the sequence ( i=1 fi )nN , so f is continuous by theorem
5.2.2. Pn
(2) Since ( i=1 fi )nN f uniformly it follows from theorem 5.2.1 that
Rb Rb
a
f = lim (f1 + f2 + + fn )
n Ra
b Rb Rb
= lim ( a f1 + a f2 + + a fn )
n R
P b
= n=1 ( a fn ).
Pn u
(3) Since ( i=1 fi0 )nN g and g is continuous so it follows from theorem 5.2.3
that
X
f 0 (x) = lim (f10 (x) + f20 (x) + + fn0 (x)) = fn0 (x).
n
n=1
Proof:
P By the comparison test applied to (*) for every x A P the series
n=1 |fn (x)| converges. So by the definition of absolute convergence, n=1 fn (x)
converges absolutely.
The Weierstrass M -test is an ideal tool for analysing functions which are well-
behaved, for example power series.
Chapter 6
Power series
Theorem 6.1.2 The set of values of x for which the power series
X
X
fn (x) = bn (x a)q(n) ,
n=0 n=0
The strategy of proof is to use the fact that if the power series converges for y
then it must converge for all x satisfying |x a| < |y a|.
q(n)
Pn
Proof: If x = a, then n (x a)
Pnfor each n, bq(i) = 0, so i=1 bi (x a)q(i) = 0 for
every n thus lim
n i=1 bi (x a) = 0. Consequently a power series always
converges at its centre. We recall lemma 3.7.17:
forPany sequence (anP)0 in a normed vector space V
n
if n=0 an := lim
n i=0 ai = l V, then lim an = 0. [So if a series converges
n
131
132 CHAPTER 6. POWER SERIES
then the sequence of terms converges to zero. The converse is false. Think of
some examples.]
Now suppose the power series converges for y R, then by lemma 3.7.17, we
have
lim bn (y a)q(n) = 0 and so the sequence (bn (y a)q(n) )nN is a bounded
n
sequence i.e.
M R, n N : |bn (y a)q(n) | M.(*)
|xa| |xa|
Let x B|ya| (a) then |x a| < |y a|; i.e. |ya| < 1. Set = |ya| so
0 < 1 and
Now Pn
0 P| i=0 bi (x a)q(i) |
n
i=0 a)q(i) |P
Pn|bi (xq(i) n
M i=0 M i=0 i ,
the last of which is a geometric progression with common ratio 0 < < 1 and
so it converges.
Pn Thus by the comparison test,Pn
s(n) = i=0 |bi (x a)q(i) | converges and so i=0 (bi (x a)q(i) ) converges abso-
lutely and is thus convergent for all x B|ya| (a), where y is a point at which
the power series converges.
|bn+1 (xa)q(n+1) |
lim q(n) | <1
n |bn (xa)
q(n+1)
|x a|r lim |b|bn+1 n|
|
< 1 since (xa)
(xa)q(n)
= |x a|r
n
lim |b|bn+1
n|
|
< |xa| 1
r ,
n
1/r
lim |b|bn+1n|
| 1
< |xa|
n
1/r
lim |b|bn+1n|
| > |x a|
n
1/r
so the sequence converges for all x BR (a) for R = |b|bn+1
n|
| . This gives a
formula for the radius of convergence. We can also derive a formula from the
root test for convergence. Since the series converges for all x B|ya| (a), by
the root test
p it must be that
lim sup q(n) |bn (x a)q(n) | < 1, i.e.
6.1. DEFINITION AND EXAMPLES 133
p 1
lim sup q(n)
|bn | < and so
|xa|
p 1
|x a| < lim sup q(n) |bn | . So
1 1
R= p = lim sup p .
lim sup |bn | q(n) q(n)
|bn |
P
In particular, for power series n=0 bn (xa)n the radius of convergence satisfies
|bn | 1
(1) R = lim and (2) R = p .
n |bn+1 | lim sup n |bn |
Examples
P (x2)n
1. Consider the power series n=1 n! centred at 2 R. We have
|bn+1 | n! 1 1
= = and lim = 0.
|bn | (n + 1)! n+1 n n + 1
Since
1 |bn+1 |
= lim =0
R n |bn |
we say R = (which is not a real number) and we mean that the series
converges for every x R; i.e. the radius of convergence is and the
interval of convergence is R.
P
2. Consider the power series n=0 nn (x + 1)n centred at 1 R. To find R
we examine
|bn+1 | (n + 1)n+1 |bn+1 |
= n
> 1 and so lim
|bn | n n |bn |
p
does not exist.p[ Alternatively we could examine n
|bn | = n nn = n but
again lim sup n |bn | does not exist as N is not bounded above.]
In this case we say R = 0 and so the power series converges only at its
centre. We have that the radius of convergence is 0 and the interval of
convergence is the degenerate interval {1}.
P n
3. n=0 x is a power series centred at 0 R. We have |b|bn+1
n|
|
= 1 since bn = 1
for every n N. Hence
1 |bn+1 |
= lim = 1,
R n |bn |
thus the radius of convergence is 1 and the power series converges on
(1, 1).
It remains to examine
P convergence at the endpoints of this interval.
n
If x = 1 we have n=0 1P which is not bounded above and so does not
n
converge
P 2nand if Px= 1,n
n=0 (1) has a subsequence
P n
n=0 x = n=0 1 which is not finite and so n=0 (1) does not
converge.
Thus the interval of convergence is (1, 1).
134 CHAPTER 6. POWER SERIES
P (x1)n
4. Consider the power series n=1 n centred at 1 R. We have
|bn+1 | n 1
lim = lim = lim 1 =1
n |bn | n n + 1 n 1 +
n
|bn+1 | n2 1
lim = lim = lim =1
n |bn | n (n + 1)2 n 1 + 2 + 1
n n2
Proof: We have
(n + 1)rn+1
1
lim = lim r 1 + =r<1
n nrn n n
6.1. DEFINITION AND EXAMPLES 135
the
Platter series being convergent in R, we have that
n1
n=1 |nb n (x a) | converges on BR (a).
converges on BR (a), where f (k) is the kth derivative of f . Thus we have proved
Theorem 6.1.4 A power series which converges on an interval (a R, a + R)
is -ly differentiable on (a R, a + R) and for every k N
X
f (k) (x) = n(n 1) . . . (n k + 1)bn (x a)nk
n=k
so f 0 (a) = b1 . And
thus
f (k) (a)
bk =
k!
,since n > k, (a a)nk = 0. You have already met a power series which has
coefficients of this form.
then the right hand side is referred to as the Tayor (resp. Maclaurin) series of
f at a 6= 0 (resp. a = 0).
(i.e. (Tn f )nN is the sequence of partial sums of the terms in the Taylor series
for f .)
We are to show Tn f (a) = f (a), Tn f 0 (a) = f 0 (a) and for all k,
Tn f (k) (a) = f (k) (a).
We have
Tn f (a) = f (a)
6.2. TAYLOR (RESP MACLAURIN) SERIES 137
In general
n
X k.(k 1) . . . (k m + 1)f (k) (a)
(Tn f )(m) (x) = (x a)km
k!
k=m
so
(Tn f )(m) (a) = f (m) (a)
so that the m th derivatives agree at a.
a
f (t) k! dt with u(t) = f (k+1) (t), v(t) = (xt) (k+1)!
k+1
x R
x (xt)k+1
= f (k+1) (t). (xt) + a f (k+2) (t) (k+1)! dt
(k+1)!
a
k+1 R x (k+2) (xt)k+1
= f (k+1) (a). (xa)
(k+1)! + a f (t) (k+1)! dt so
R x (k+2) (xt)k+1
Ek+1 f (x) = a f (t) (k+1)! dt as required.
So by the principal of induction, if f (n+1) is continuous on [a, x]
Rx n
En f (x) = a f (n+1) (t) (xt)n! dt. Thus
R n
x
|En f (x)| = a f (n+1) (t) (xt) dt
n!
R x (n+1) (xt)n
a f (t) n! dt
R x Mn
a n! (x t)n dt by assumption |f (n+1) (t)| Mn
Rx
= Mn!n a |(x t)n |dt
n+1 x
= Mn!n |(xt)n+1
|
n+1
a
= Mn!n |(xa)n+1
| Mn
= (n+1)! |(x a)|n+1
as required.
With x < a we just change the order of endpoints of integration to arrive at the
same result.
The theorem is useful in finding the number of terms to be taken so that the
error is bounded in other words the approximation of f by Tn f is sufficiently
accurate.
For example with f = cos, a = 0 and I any interval containing 0, using Taylors
theorem, we could choose Mn = 1, since
| cos(x)|
| cos(n+1) (x)| = 1
| sin(x)|
on the whole of R. So the theorem gives
|x|n+1
|En f (x)| 1. .
(n + 1)!
140 CHAPTER 6. POWER SERIES
For x = 0.1 suppose we want to find the number of terms n we should take so
that |En f (x)| 106 ; i.e. the error in the approximation is 0.000001. We
n+1
want (0.1)
(n+1)! 10
6
and so by trial and error using small values of n we find
(0.1)4 (0.1)5
0.000004 > 106 and 0.0000008 < 106 .
4! 5!
So we need n 4 (i.e. n + 1 5) and we will have that
cos(0.1) T4 cos(0.1) 106 .
We can also make use of power series to derive series approximations to known
functions other than the Taylor series. For example we derive a series approxi-
mation centred on 0 for arctan (the inverse of tan).
We know from the algebra of continuous functions in the first part of math 333,
1
that the function f (t) = 1+t 2 is continuous on an interval containing 0. We
have
2t >0 t<0
f 0 (t) = =0 t=0 and
(1 + t2 )2
<0 t>0
2
2 8t 2+6t
f (2) (t) = (1+t2 )2 + (1+t2 )3 = (1+t2 )3
1 1
<0 3 <t< 3
= 0 t = 13 .
> 0 t > 1 and t < 1
3 3
The graph of f is
6
1
| 1 |1 -
3
3
6.3. APPROXIMATION BY POWER SERIES 141
p(p 1) 2
(1 + x)p = 1 + px + x + ...
2!
so for |t2 | = t2 < 1 we have
1.2 2 2 (1)(2)...(n) 2n
(1 + t2 )1 = 1 + (1)t2 + 2! (t ) + + n! t + ...
2 4 6 n 2n
= 1 t + t t + + (1) t + ...
(1)n+2 n+1
Now bn+1 = 2n+1 and bn = (1)
2n1 so
bn+1 2n 1 1
bn = 2n + 1 = 1 n + 1/2
so lim bn+1
bn = 1 by the algebra of limits, thus the radius of convergence is 1.
n
(Notice this is compatible with the condition t2 < 1.)
P n+1
At the endpoints for x = 1 we have n=1 (1)2n1 . Consider the sequence of
partial sums
n n
X (1)r+1 X
s(n) = = u(r).
r=1
2r 1 r=1
We claim that s(n) is Cauchy. The proof is very similiar to our proof in math
Pn r
333 that r=1 (1)
r is Cauchy, look at cases n > m with n, m even, n, m odd
and n odd and m even. Otherwise we can use the alternating sequences test.
The hypotheses of the alternating sequences test were:
1 1
1. lim u(r) = 0 since for r even we have u(r) = 2r1 = 12r 0 as r
r
1
and for r odd, u(r) = 2r1 0 as r .
2. Clearly u is alternating and
1 1 1
3. |u(r + 1)| = 2(r+1)1 = 2r+1 < 2r1 = |u(r)| so the sequence of absolute
values of the terms is decreasing.
142 CHAPTER 6. POWER SERIES
which also satisfies the alternating sequences test. Check the details.
Chapter 7
Contraction maps
Examples:
1. Let g : [0, 1/2] R be defined by g(x) = 21 (1 x3 ).
Claim: g is a contraction map.
To prove: g([0, 1/2]) [0, 1/2] and k < 1 such that x, y [0, 1/2],
|g(x) g(y)| k|x y|.
Proof: g 0 (x) = 23 x2 < 0 on [0, 1/2] so g is decreasing from g(0) = 21 to
g( 12 ) = 16
7
thus g([0, 1/2]) [0, 1/2].
|g(x) g(y)| = | 12 (1 x3 ) 21 (1 y 3 )|
= 12 |x3 y 3 |
= 12 |x y||x2 + xy + y 2 |
83 |x y| since 0 x2 , xy, y 2 1
4
3
so we can take k = 8 < 1.
143
144 CHAPTER 7. CONTRACTION MAPS
2. In this example we will see that it is not sufficient to check the contrac-
tion condition alone, we must also check that the image of the domain is
contained in the domain. Consider g : [0, 1/2] R with g(x) = 2 x3
then g satisfies the contraction condition since following the argument
in example 1, one could choose k = 83 < 1, and we have x, y R,
|g(x) g(y)| 83 |x y|.
But g is not a contraction map since for example g(0) = 2 6 [0, 1/2].
Proposition 7.1.2 Let S V a normed vector space. Let g : S S and let
a S. If g is a contraction map then g is continuous at a.
To use the theorem we need to be able to prove that a given map is a contraction
map and we need to be able to tell whether a subset of a normed vector space
is complete.
Theorem 7.2.2 If S is a closed ball in a complete normed vector space then S
is itself complete; i.e. every Cauchy sequence in S converges to a point in S.
The theorem gives for example
1. since R is a complete normed vector space and any closed interval [a, b] in
R is a closed ball Br ( a+b ba
2 ), where r = 2 , then the closed interval [a, b]
is complete.
7.2. CONTRACTION MAP THEOREM 145
Theorem 7.2.2 is easy to prove once we have done some more topology and
learned about limit points. The result is that every closed set contains all of its
limit points.
(1)
||xn xm || = ||xn xn1 + xn1 + xm+2 xm+1 + xm+1 xm ||
||xn xn1 || + ||xn1 xn2 || + + ||xm+2 xm+1 || + ||xm+1 xm ||
k n2 ||x2 x1 || + k n3 ||x2 x1 || + . . . k m ||x2 x1 || + k m1 ||x2 x1 ||
= (k n2 + k n3 + + k m + k m1 )||x2 x1 ||.
Pn2 P2
Now let tn = i=1 k i ||x2 x1 || = ||x2 x1 || i=1 k i , which is a constant times
a geometric progression with common ratio k < 1. In addition
Next we want to see that the point x = lim xn is a fixed point of the map g.
n
We have xn = g(xn1 ), n 2 so
The theorem is useful to establish the existence of fixed points and to estab-
lish the existence of solutions to various polynomial, rational and differential
equations.
Examples
1
x4 x3 + 3x =0
2
traction map on [0, 41 ]. If this step fails then we redo step (i). Now
x2
g 0 (x) = 13 (3x2 4x3 ) = 3 (3 4x)
so for
0 x 14
0 4x 1
1 4x 0
2 3 4x 3
g(0) = 61 to
g( 41 ) = 13 21 + 1 1 131
< 14 .
64 256 = 768
||g(x) g(y)|| = | 13 12 + x3 x4 13 21 + y 3 y 4 |
= 31 |x3 y 3 (x4 y 4 )|
31 |x y||x2 + xy + y 2 (x3 + xy 2 + yx2 + y 3 )|.
Now
1 1
0 x2 , xy, y 2 and 0 x3 , xy 2 , yx2 , y 3
16 64
so
1 3 1 1
|g(x) g(y)| |x y| + = |x y|
3 16 16 12
so g is a contraction map on [0, 1/4].
Step (iii) We check that the domain of g is a complete space. But [0, 1/4]
is a closed interval and so by the observation following theorem 7.2.2,
we have that the domain is complete. Thus g satisfies the hypotheses
of the contraction map theorem and so the conclusion follows.
Step (iv) We interpret the conclusion. !x [0, 1/4] such that
1 1
x = g(x) = + x3 x4
3 2
40 = 2 + Id2
148 CHAPTER 7. CONTRACTION MAPS
f |f |
6 6
6 ||f ||
.
?
| |- | |-
a b a b
i.e. the area under the graph of f from c is less than or equal to the area of the
rectangle with side lengths b a and ||f ||.
Proof: By definition
Z Z t
|| f || := sup {| f |}.
c t[a,b] c
For t c,
Z t Z t Z b
| f| |f | |f | (b a)||f ||
c c a
Rt R
Hence (b a)||f || is an upper bound of {| c f | : t [a, b]} and || c f || is the
least upper bound of the same set so
Z
|| f || (b a)||f || as required.
c
We need to be able to write the differential equation in the form = G() for
some function G.
i.e. 0 = 0.
Next we iterate using the function G, since (0) = 1 we take 1 = 1 then
R
2 = G(1 ) = 1 (0) + 0 1
R
= 1 + 0 1 = 1 + Id
R
3 = G(2 ) = 2 (0) + 0 2
= 1 + 0 (1 + Id) = 1 + Id + 12 Id2
R
R
4 = G(3 ) = 3 (0) + 0 3
= 1 + 0 (1 + Id + 21 Id2 )
R
= 1 + Id + 21 Id2 + 1 3
3.2 Id . In general
n = G(n1 )
1 2 1 3 1 n1
= 1 + Id + 2! Id + 3! Id + + (n1)! Id .
And so we have lim n = exp on any interval containing 0. So the sequence of
n
iterates of 1 under G converges to the solution = exp and satisfies (0) = 1.
But as we noted earlier, it is not always possible to find an explicit solution to
a differential equation and so to prove that a solution exists we appeal to the
contraction map theorem.
Suppose C[1/2, 1/2], we want to find out whether or not a solution to the
equation
1
0 = (2 + Id2 ), (0) = 0
4
150 CHAPTER 7. CONTRACTION MAPS
1
(2 + Id2 ) thus
R
so = 4 0
Z
1 2 1
0 = ( + Id2 ), (0) = 0 = (2 + Id2 ).
4 4 0
1
(2 + Id2 ). Then
R
Conversely, suppose = 4 0
0
0 1
(2 + Id2 )
R
= 4 0
= 14 ( 0 (2 + Id2 ))0
R
vector space.
Next we show that G satisfies the hypotheses of the contraction map theorem
on the closed ball
1
B1/2 (0) = f C[1/2, 1/2] : ||f 0|| C[1/2, 1/2],
2
1
Proof: Suppose B1/2 (0), so |||| 2 then
= || 14 (2 + Id2 )||
R
||G()||
R0
= 14 || 0
(2 + Id2 )|| by homogeneity
14 || + Id2 || since we are integrating
2
The conclusion of the contraction map theorem thus asserts the existence of a
unique point B1/2 (0) such that
Z
1
= G() = (2 + Id2 ).
4 0
Real Analysis
153
Chapter 8
Limits
We call this part real analysis because we study the theoretical background for
the rules, methods and results used in elementary calculus to differentiate and
integrate functions f : S R R. We will study and prove for example the
fundamental theorem of calculus which gives conditions under which we can find
an antiderivative to integrate certain functions; i.e. the conditions on function
f such that differentiation and integration are related.
155
156 CHAPTER 8. LIMITS
We assume in the case of functions whose domain S is not the whole of R that
S {a} is an open set.
and
In a similiar way one can define the idea of right and left continuity at a point.
u
Recall in the proof of 5.2.2 the hypothesis was (fn )nN f and fn C[a, b]
for each n N and we proved that f C(a, b), but we wanted to prove that
8.3. RIGHT AND LEFT LIMITS 157
f C[a, b]. We can use the definition of left continuity at a and right continuity
at b to complete the proof.
6
-slope of the line= lim f (a+)f
(a)
0
| | -
a a+
Equivalently with = |x a| we
have
lim f (a+)f
(a)
exists, when x>a
0
f is differentiable at a R f (a)f (a)
lim exists, when x < a.
0
We leave the algebra of derivatives to advanced calculus (Math 421) where you
will study the algebra of derivatives in a more general setting. Instead we will
turn to integration.
Chapter 9
9.1 Definitions
We used the idea of a partition of a closed interval to define a step function.
Recall that:
-
a b
Lower sums are defined analogously. This time we require that the rectangles
lie inside the set of points {(x, y) : a x b, 0 y f (x)}.
159
160 CHAPTER 9. THE RIEMANN INTEGRAL
The sum of the areas of such a collection of rectangles is called a lower sum for
f on [a, b].
-
a b
This number A is then called the Riemann integral of f on [a, b] and is denoted
Rb
a
f . Next well see how to write A as the limit of a sequence.
Rb
Now the lower integral f of f over [a, b] is defined to be
a
sup{s(P )| P is a partition of [a, b]} and the upper integral
Rb
a
f of f over [a, b] is defined to be inf{S(P )| P is a partition of [a, b]}. Thus
for every partition P we have
Z b Z b
s(P ) f, S(P ) f.
a a
Lemma 9.1.6 If P1 , P2 are any two partitions of [a, b], then s(P1 ) S(P2 ).
Proof: Let P be a common refinement of P1 and of P2 (for example P = P1 P2
would suffice). Then by the previous result
S(P ) S(P1 ), S(P ) S(P2 ), s(P1 ) s(P ) and s(P2 ) s(P ).
162 CHAPTER 9. THE RIEMANN INTEGRAL
as required. And so
Theorem 9.1.7 For every function f : [a, b] R
Z b Z b
f f.
a a
the least upper bound of the lower sums cannot be greater than the greatest
lower bound of the upper sums.
(i 1)2
i1
min {f (x)} = min {x2 } = f =
x[xi1 ,xi ] i1
n x n
i n n2
and
i2
i
max {f (x)} = max {x2 } = f = 2.
x[xi1 ,xi ] i1 i
n x n
n n
i2
It follows that in constructing an upper sum we can use rectangles of height n2
2
(i1)
and to construct a lower sum we can use rectangles of height n2 .
9.2. USING THE DEFINITION OF THE RIEMANN INTEGRAL 163
Sketch the graph of f on the interval [0, 1] and verify these statements.
Let Un be the upper sum constructed from rectangles of width (xi xi1 ) = n1
2
and height ni 2 . Let Ln be the lower sum constructed from rectangles of width
1 (i1)2
(xi xi1 ) = n and height n2 .
1 i2
The area of any rectangle in the upper sum Un is then n n2 and the area of
2
1 (i1)
any rectangle in the lower sum Ln is Let Ai be the area of the region
n n2
bounded by the graph of f , the x-axis the line x = xi1 = i1 n and the line
i
x = xi = n . We have
(i 1)2 i2
3
Ai 3 .
n n
Let A be the area bounded by the graph of f , the x-axis, the line x = 0 and
n n
i2
P P
the line x = 1. Clearly A = Ai . The upper sum Un = n3 , the lower sum
i=1 i=1
n
P (i1)2
Ln = n3 and
i=1
n n
X (i 1)2 X i2
A .()
i=1
n3 i=1
n3
n n
P i2 n(n+1)(2n+1) P (i1)2 (n1)n(2n1)
We have n3 = 6n3 () and similarly n3 = 6n3 .
i=1 i=1
Notice now that limn Ln = 13 (i.e. ( > 0), (n N) such that |Ln 13 | < ).
Also limn Un = 13 (i.e. ( > 0), (n N) such that |Un 31 | < ). (**)
Pn n(n+1)
Proof of (): We have i=1 i = 2 . (There are several ways to prove
this...try something). Then
(i + 1)3 i3
= 3i2 + 3i + 1 so that
Pn Pn
(n + 1)3 = 3 3
i=0 ((i + 1) i ) =
2
i=0 (3i + 3i + 1)
Pn 2 Pn Pn
= 3 i=0 i + 3 i=0 i + i=0 1.
Thus
n
3 2 3n(n + 1) X
n + 3n + 3n + 1 (n + 1) = 3 i2
2 i=0
164 CHAPTER 9. THE RIEMANN INTEGRAL
Pn n(n+1)(2n+1)
i.e. i=0 i2 = 6 . Similarly
Pn (i1)2 (n1)n(2n1)
i=1 n3 = 6n3
(n1)(2n1)
= 6n2 = Ln .
So
2n2 3n+1
lim Ln = lim 6n2
n n
23/n+1/n2 1
= lim 6 = 3
n
2n2 +3n+1
lim Un = lim 6n2
n n
2+3/n+1/n2 1
= lim 6 = 3
n
and mP P
i (kf ) = kmi (f ) so
Rb
lim S(kf ) = lim kS(f ) = k lim S(f ) = k a f and
n n n Rb
lim s(kf ) = lim ks(f ) = k lim s(f ) = k a f.
n n n
Rb Rb
So kf is integrable and a
kf = k a
f.
For k < 0, if MiP (f ) = supx[xi1 ,xi ] {f (x)} then kMiP (f ) = inf x[xi1 ,xi ] {kf (x)} =
Rb
mP lim S(kf ) = k lim s(f ) = k a f . In additon kmP
i (kf ) so n
P
i (f ) = Mi (kf )
n
Rb
and so lim s(kf ) = k lim S(f ) = k a f .
n n
(b) We have
MiP (f + g) MiP (f ) + MiP (g) and
mP P P
i (f + g) mi (f ) + mi (g),
Thus
S(f + g, P) S(f, P) + S(g, P)
< s(f, P) + s(g, P) +
s(f + g, P) +
so S(f + g, P) s(f + g, P) < . Hence f + g is integrable. Now
Rb
a
(f + g) = lim s(f + g, P)
n
lim s(f, P) + s(g, P)
n
Rb Rb
= a f + a g and
Rb
a
(f + g) = lim S(f + g, P)
n
lim S(f, P) + S(g, P)
n
Rb Rb
= a f + a g thus
166 CHAPTER 9. THE RIEMANN INTEGRAL
Rb Rb Rb
a
(f + g) = a
f+ a
g.
Rb Rb
Now a f = lim S(f, P) = lim s(f, P) and a g = lim S(g, P) = lim s(g, P)
n n n n
but since
n
X n
X
S(f, P) = MiP (f )(xi xi1 ) MiP (g)(xi xi1 ) = S(g, P)
i=1 i=1
Rb Rb
we have a
f a
g as required.
Similarly since
inf{f (x) : x [xi1 , xi ]} = sup{f (x) : x [xi1 , xi ]} either MiP (f ) coincides
with mP P
i (f ) or mi (f ) = 0, so again, since
exists we have lim S(f , P) (or lim s(f , P)) exists. Thus |f | is integrable by
n n
the linearity property.
169
170 CHAPTER 10. MAJOR RESULTS USED IN CALCULUS
-
x x+h
i.e. F (x + h) F (x) hf (x) and so it seems plausible that
F (x + h) F (x)
lim = f (x),
h0 h
i.e. given > 0 we must find > 0 such that whenever 0 < |h| < , we have
Z Z
1 x+h 1 x+h
f f (x) < i.e. (f (y) f (x))dy < .
h x h x
To prove FTC(i):
Proof: We have two cases , case A, h > 0 and case B, h < 0.
Case A: h > 0.
so given > 0 if we choose |h| < then for each y [x, x + h], |x y| < and
so |f (x) f (y)| < so since the integrand is small, the area difference is small.
Now, using the observations in the exploration, we prove
which is (*).
R
Now using the notation F = a
f we have
Z x+h Z x+h
f (y)dy = f = F (x + h) F (x).
x x
F (x+h)F (x)
To prove: lim h = f (x).
h0+
Proof: Let > 0, by the previous pargraph > 0 such that h with 0 < h <
Case B: h < 0.
We have < h < 0 for > 0 and
Z x
h (f (x) f (y))dy h
x+h
F (x) F (x + h)
f (x) f (x)
h
172 CHAPTER 10. MAJOR RESULTS USED IN CALCULUS
so multiplying through by -1
f (x) F (x+h)F
h
(x)
f (x) +
F (x+h)F (x)
i.e. h f (x)
F (x + h) F (x)
lim = f (x).
h0 h
Geometrically
6
f (x) +
f
f (x)
f (x)
-
x x x+h x+
On (x , x + ) the graph of f is between the horizontal lines f (x) and
R x+h
f (x) + so for 0 < h < , A1 x f A2 , where A1 is the area of the
rectangle with base [x, x + h] and height f (x) and A2 is the area of the
rectangle with base [x, x + h] and height f (x) + .
Proof of the second and most useful part of the fundamental theorem of calculus
is more involved. We use the zero derivative theorem and the mean value
theorem.
In one of the exercises you will be asked to prove FTC (ii), using FTC (i) and
the zero derivative theorem.
But proof of the zero derivative theorem is not trivial, the trouble being that
from F 0 (x) = 0 we cannot deduce that F is constant close to the point x. For
example, F = Id2 and x = 0 (indeed n N, n > 1 with F = Idn ) we have
F 0 = nIdn1 , so F 0 (0) = 0 but F is not a constant function on any interval
containing zero.
10.2. ZERO DERIVATIVE/MEAN VALUE THEOREM 173
We will be able to prove the zero derivative theorem using the mean value
theorem.
f (b) f (a)
f 0 (x) = .
ba
f (b)
f
f (a)
x
-
a b
Geometrically the mean value theorem says that at some point (x, f (x)) on
the graph of f the slope of the tangent equals the slope f (b)f
ba
(a)
of the chord
between the points (a, f (a) and (b, f (b)).
F (t) F (s)
F 0 (x) = .
ts
FTC (i)
mean value
zero FTC (ii)
theorem derivative
theorem
So once we have proved the mean value theorem we will have a proof of
FTC(ii). The proof of 10.2.2 will come towards the end of the course. We will
examine some other useful results of real analysis first.
In terms of graphs the theorem says, if the graph of a continuous function has
a point below the x axis and a point above the x-axis then the graph must
cross the x-axis, i.e. there is a point x such that f (x) = 0. It is clear that the
result is false if we omit continuity.
We give two examples in which we use the theorem and we prove the theorem
in section 10.6.
(1) We show that x R satisfying x2 = 2.
Let f (x) = x2 2 then (i) f is continuous. [We use the definition of continuity
to prove this, although we could also argue from the algebra of continuous
functions.]
Let a R and let B = B (f (a)) = B (a2 2). Choose = min{1, 2a+1 } and
2
A = B (a). Now let x A. We have a < x < a + and f (a ) = a 2a +
2 2 > a2 2(2a+1), whilst f (a+) = a2 +2a + 2 2 < a2 2+(2a+1),
since 2 < , thus
And (ii) f (0) = 2 < 0 whilst f (2) = 2 > 0. So the hypotheses of Bolzanos
theorem hold and so the conclusion is that there is a point x (0, 2) such that
f (x) = 0; i.e. x2 2 = 0 and so there is a point x (0, 2) such that x2 = 2.
(2) We show that cos x = x has atP least one solution between 0 and /2.
Let f (x) = cos x x then (i) f = (Id1 cos) and so is the sum of continuous
functions, so by the algebra of continuous functions f is continuous on R. And
(ii) f (0) = 1 < 0 whilst f (/2) = /2 > 0 thus Bolzanos theorem says there
is x (0, /2) such that f (x) = 0, i.e. cos x = x. We next state two results
which can be easily deduced from Bolzanos theorem.
f (b) 6 f
y
f (a)
x
| -
a b
so for each y between f (a) and f (b) the horizontal line at height y intersects
the graph in at least one point.
It is clear that we cannot omit the condition that f is continuous, for example
f (b) 6
y
f (a)
-
a b
To use the theorem it suffices to establish that the function is continuous on
the relevant interval. For example, the function sin : R R is continuous and
sin (/2) = 1 and sin (/2) = 1. It follows from theorem 10.4.1, that sin
176 CHAPTER 10. MAJOR RESULTS USED IN CALCULUS
assumes every value in the interval [1, 1] i.e. y [1, 1], x (/2, /2)
such that sin x = y.
b 6
-
a b
The lemma says that if f (l) > 0 then because f is continuous it cannot suddenly
take negative values arbitrarily close to l; i.e. f (x) > 0, x sufficiently close to
10.6. PROOF OF BOLZANOS THEOREM 177
l.
(*) Of couse a similar result holds for f (l) < 0.
Next we show that if we assume that f (l) < 0 we get a contradiction and if we
assume that f (l) > 0 we also get a contradiction, so the only possibility is that
f (l) = 0.
| || | -
a ll+ b
Now by the no-jump lemma > 0 such that x [l , l + ], f (x) < 0. But
since f (b) > 0 we have b 6 [l , l + ], so l + < b. Now l a and l + [a, b].
In addition f (l + ) < 0 so l + S. This is the required contradiction, since
l = sup S and so l is an upper bound of S. Hence f (l) 6< 0.
| || | -
a l b
l
178 CHAPTER 10. MAJOR RESULTS USED IN CALCULUS
Now by the no-jump lemma > 0 such that x [l , l + ], f (x) > 0. (1)
But since l = sup S, x S such that l < x,(there is no upper bound less
than l). Since x S, f (x) < 0 and x l so
But (2) contradicts (1). Hence f (l) 6> 0. Thus f (l) = 0, completing the proof
of Bolzanos theorem.
f (l) 3f (l)
> 0 such that x D |x l| < < f (x) <
2 2
so f (x) > 0.
Notice this is not quite the no-jump lemma. If we now put 0 = /2 we have
x D, |x l| 0 f (x) > 0
as required.
Again, the no-jump lemma clearly fails as soon as we remove the continuity
requirement.
For example
1 if x < 0
f (x) =
1 if x 0
with l = 0 then f (l) = 1 > 0 but 6 > 0 such that
x D, l x l + f (x) > 0
| | -
a b
10.8. ROLLES THEOREM/PROOF OF MEAN VALUE THEOREM 181
And so we will now return to proving the mean value theorem which we still
had to prove to complete the proof of the FTC (ii).
Lemma 10.8.2 For a continuous, real valued function which satisfies the hy-
potheses of theorem 10.8.1, we have that for x (a, b) with f (x) = maxy[a,b] {f (y)},
f 0 (x) = 0.
f (x + h) f (x) f (x + h) f (x)
lim = f 0 (x) = lim
h0+ h h0 h
182 CHAPTER 10. MAJOR RESULTS USED IN CALCULUS
and for all sufficiently small values |h| (in particular satisfying x + h [a, b]) we
have f (x + h) f (x), since f (x) = maxy[a,b] {f (y)}. So
f (x+h)f (x)
f 0 (x) = lim+ h 0 and
h0
f (x+h)f (x)
f 0 (x) = lim h 0
h0
consequently f 0 (x) = 0.
local maximum
lemma
boundedness boundedness value
10.8.2
lemma theorem theorem
| {z }
Rolles theorem
FTC (i)
FTC (ii) zero mean value theorem
derivative
theorem
10.9. IVT FOR DERIVATIVES/LHOPITAL 183
If g(b) g(a) 6= 0 and g 0 (x) 6= 0 for x [a, b] satisfying the conclusion to the
Cauchy mean value theorem, then one can express the conclusion as
f (b)f (a) f 0 (x)
g(b)g(a) = g 0 (x) .
For a < x < a, we have from the mean value theorem y (x, a) such that
g 0 (y) = g(a)g(x)
ax
g(x)
= xa and the proof proceeds as in the case a < x < a + .
186 CHAPTER 10. MAJOR RESULTS USED IN CALCULUS
Chapter 11
Appendix
Proof: Let {fn } n=1 be a Cauchy sequence in B[a, b]. We are to prove that
there is a function f in B[a, b] which is the limit of this sequence.
The first step is to find some way of constructing a function f which has a
reasonable chance of being the required limit. We now show how to define the
value of such a function f at each point x in [a, b].
To this end, let x [a, b]. Since for all m, n, N
|fm (x) fn (x)| ||fm fn ||
it follows that the real-valued sequence {fn (x)}n=1 is dominated by a Cauchy
sequence; hence it is itself a Cauchy sequence.
But R is complete (see Analysis I). Hence this Cauchy sequence {fn (x)} n=1
of real numbers must have a limit in R. It is therefore meaningful to define f (x)
by putting
f (x) = lim fn (x).
n
It remains to show that the function f defined in the previous paragraph is
indeed the limit of the sequence of functions {fn }
n=1 in the space B[a, b].
Let > 0.
Since {fn }
n=1 is a Cauchy sequence in B[a, b] it follows that
187
188 CHAPTER 11. APPENDIX
But the absolute value function is continuous. So by the theorem continuity via
sequences we may take lim inside:
||fm f || .
From this it would seem that we have reached our goal, except that we have
rather than < . We can fix this by using the 2 trick at line (); i.e.
go back to (*) and replace with 2 .
More seriously we have not yet shown that f B[a, b]. So we do this next.
Let x [a, b], and let n N. By the triangle inequality for R,
where by (), ||f fn || is certainly defined for some n and where ||fn || is defined
since fn B[a, b]. The right hand side is thus an upper bound for the set whose
typical member appears on the left. Hence f B[a, b], as required.
Finally we will demonstrate the claim that abs is the limit of the sequence
fn : [, ] R defined by
n
4X
fn = gi ,
2 i=1
where
cos (2i 1)Id
gi = .
(2i 1)2
The form of the Fourier series of a function g is
1
P
2 a0 + (an cos nx + bn sin nx), where
n=1
1
R
g(t) cos ntdt and bn = 1 g(t) sin ntdt.
R
an =
R R
g(x), for all x [0, ]. Thus a0 = 2 0 g(t)dt = 2 0 ( x)dx, since |x| = x
on [0, ]. Thus a0 = . And
R
an = 2 h0( x) cos nxdx
R i
(x) sin nx
= 2 n + 0 n1 sin nxdx
0
nx
= 2 0 + cosn
2
0
n
= 2 1(1)
n2
4
and so for even n, an = 0 and for odd n = 2m 1 say, we have an = (2m1)2 ,
thus
4 X cos(2i 1)x
h(x) = +
2 i=1 (2i 1)2