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Вы находитесь на странице: 1из 55

Mohan K. Kadalbajoo

Professor(Retd.)

IIT Kanpur

LNMIIT Jaipur

Outline

Sets and Subsets

Real Number System

The field Axioms and their algebra

The Order Axioms

Integers and Rational Numbers

Upper bound, lower bound, least upper bound (Supremum) and

greatest lower bound (Infimum)

The least upper bound axiom (Completeness axiom)

The Archimedean Property

Mathematical Induction

Absolute Value, Triangle Inequality/Reverse traingle inequality

Density of Rationals in R

Mohan K. Kadalbajoo Real Number Systems 2 / 55

No general agreement as to what should constitute a first course in

calculus.

Some feel the only way to really understand Calculus is to start with

real-number system and develop the subject step by step in a logical

and rigorous manner.

Others feel that Calculus is primarily a tool for scientists and

engineers and should stress on applications.

Both the above arguements are sound in their own right.

Calculus is a deductive science and a branch of mathematics, has

strong roots in physical problems and derives much of its power and

beauty from the variety of its applications.

We shall try to strike a sensible balance between the two.

Motivation

the methods of Calculus, we give here a few sample questions:

With what speed should a rocket be fired upward so that it never

returns to earth?

What is the radius of the smallest circular disk that can cover every

isosceles triangle of a given perimeter L?

What volume of material is removed from a solid sphere of radius 2r

if a hole of radius r is drilled through the centre?

If a strain of bacteria grows at a rate proportional to the amount

present and if the population doubles in one hour, by how much will it

increase at the end of two hours?

If a ten-pound force stretches an elastic spring one inch, how much

work is required to stretch the spring one foot?

All the above questions can be answered by applications of Calculus.

Calculus is more than a technical tool - it is a collection of fascinating and

exciting ideas that have to do with speed, area volume, rate of growth,

continuity, tangent line and other concepts from a variety of fields.

The study of Calculus requires a certain mathematical background

and as a prelude we shall briefly discuss sets and the real-number system.

Set Theory - An Introduction

The individual objects in the collection are called elementsor members

of the set.

Notations:

Sets usually are denoted by capital letters - A, B, C ,...;

elements are designated by lower-case letters: a, b, c,...

We use the special notation

x S

belong to S, we write

x

/S

Definition (of set equality)

Two sets A and B are said to be equal (or identical) if they consist

of exactly the same elements, and in which case we write A = B. If one of

the sets contains an element not in the other, we say that the sets are

unequal and we write A 6= B. Example: The sets {2, 4, 6, 8} and {2, 8, 6,

4} are equal since they both contain the four integers 2, 4, 6 and 8.

The sets {2, 4, 6, 8} and {2, 2, 4, 4, 6, 8} are equal even though in the

second set, each of elements 2 and 4 is listed twice.

Subsets

A set A is said to be a subset of B and we write

AB

contained in B or that B contains A.

We also have

A = B if and only if A B and B A

A is a proper subset of B, if A B but A 6= B, and we denote it A B.

A set that contains no elements is called an empty set denoted by . Thus

is subset of every set.

Union, Intersections, Complements

those elements which are in A, in B or in both.

The intersection of A and B denoted by A B, is defined as the set of

those elements common to both A and B. Two sets A and B are said to

be disjoint if A B = . If A and B are sets, the difference A B (also

called the complement of B relative to A) is defined to be the set of all

elements of A which are not in B. Thus, by definition,

A B = {x|x A and x

/ B}

Real Number System

One popular method to introduce the real number system is to begin with

positive (natural) integers 1, 2, 3, . . . and use them as a building block:

i.e., take the positive integers as undefined concepts, use these integers to

build a larger system consisting of positive rational numbers and these in

turn can be used as a basis for constructing the positive irrational numbers.

The final step is the introduction of negative real numbers and zero.

Note: The most difficult part of the whole process is the transition from

the rational numbers to the irrational numbers.

Remark: Need for irrational numbers was apparent to the ancient Greeks

(from their study of geometry)

Satisfactory methods for constructing irrational numbers from rational

numbers were not known till late in the nineteenth century. At that time

three different theories were given by Karl Weirstrass (1815 - 1897),

Greorg Cantor (1845 - 1915) and Richard Dedekind (1831-1916). In 1889,

the Italian mathematician Guiseppe Peano (1858 - 1932) listed five axioms

for the positive integers that could be used as the starting point of the

whole construction. We shall not follow this approach of Peano postulates

and using the method of Dedekind to introduce irrational numbers.

Alternatively we shall adopt a non-constructive approach. We take the real

number themselves as undefined objects satisfying a number of properties,

that we call here as axioms. We classify these axioms into three groups

called as the field axioms, the order axiom, the least upper bound axiom

(also called the axiom of continuity to the completeness axiom).

The field axioms

Axiom1. Commutative laws

x + y = y + x, xy = yx

x + (y + z) = (x + y ) + z, x(yz) = (xy )z

x(y + z) = xy + xz

There exist two distinct real numbers, denoted by 0 and 1,

such that for every real x we have

x + 0 = x and 1.x = x

Axiom5. Existence of negatives

For very real number x there is a real number y such that

x +y =0

is a real number y such that xy = 1

Note: The numbers 0 and 1 in Axioms 5 and 6 are those of Axiom 4.

From the above axioms, we can deduce all the usual laws of elementary

algebra:

If a + b = a + c, then b = c

(In particular this shows that the number 0 of axiom 4 is unique)

2. Possibility of subtraction

Given a and b, there is exactly one x such that

a + x = b. This x is denoted by b a. In particular, 0 a is written

simply a and is called the negative of a.

3. b a = b + (a)

4. (a) = a

5. a(b c) = ab ac

6. 0.a = a.0 = 0

7. Cancellation law of multiplication

If ab = ac and a 6= 0, then

b = c. (In particular, this shows that the number 1 of axiom 4 is unique).

8. Possibility of Division

Given a and b with a 6= 0, there is exactly one x such that ax = b. This x

is denoted by b/a and is called the quotient of b and a. In particular, 1/a

is also written as a1 and is called the reciprocal of a.

9. If a 6= 0, then b/a = b.a1

10. If a 6= 0, then (a1 )1 = a

11. If ab = 0, them a = 0 or b = 0

12. (a)b = (ab), and (a)(b) = ab

13. a/b + c/d = (ad + bc)/(bd), if b 6= 0 and d 6= 0

14. (a/b).(c/d) = (ac)/(bd) if b 6= 0 and d 6= 0

15. (a/b)/(c/d) = (ad)/(bc) if b 6= 0 and d 6= 0

To illustrate how these statements may be obtained as a consequences of

the axioms, we presume a few proofs here:

Proofs:

1. Given a + b = a + c. By axiom 5, there is number such that

y + a = 0. Since sums are uniquely determined, we have

y + (a + b) = y + (a + c)

using the associative law, we obtain

(y + a) + b = (y + a) + c

or 0 + b = 0 + c

But, by axiom 4, we have

0 + b = b and 0 + c = c

so that b = c

2. Given a and b, choose y so that

a + y = 0 and let x = y + b. Then

a + x = a + (y + b) = (a + y ) + b = 0 + b = b

Therefore, there is at least one x such that a + x = b. But by law 1 there

is at most one such x. Hence there is exactly one.

3. Let x = b a and let y = b + (a).

We wish to prove that x = y . Now

x + a = b and

y + a = [b + (a)] + a = b + [(a) = a] = b + 0 = b

Therfore, x + a = y + a, and hence by law 1, x = y

4. We have a + (a) = 0 by the definition of a. But this equation tell

us that a is the negative of a. That is,

a = (a).

The order axioms

shall assume that there exists a certain subset R + R, called the set of

positive numbers, which satisfies the following three order axioms:

Axiom 7. If x and y are in R + , so are x + y and xy

Axiom 8. For every real x 6= 0, either x R + or x R + , but not both.

Axiom 9. 0 / R+

Now we can define the symbols <, >, , called respectively less than,

greater than, less than or equal to and greater than or equal to as follows

x < y means that y x is positive

y > x means that x < y

x y means that either x < y or x = y

y x means that x y

From the order axioms, we can derive all the usual rules for calculating

with inequalities. The most important of these are:

16. For arbitrary real numbers a and b, exactly one of the three relations

a < b, b < a, a = b holds.

17. If a < b and b < c, then a < c

18. If a < b, the a + c < b + c

19. If a < b, and c > 0, then ac < bc

20. If a 6= 0, then a2 > 0

21. 1 > 0

22. If a < b and c < 0 then ac > bc

23. If a < b, then a < b

24. If ab > 0, then both a and b are positive or both are negative.

25. If a < c and b < d, then a + b < c + d

Integers and Rational numbers

There exist certain subsets of R which are distinguished because they have

special properties not shared by all real numbers. We shall discuss two

such subsets, the integers and the rational numbers.

To introduce the positive integers, we begin with the number 1,

whose existence is guaranteed by Axiom 4. The number 1 + 1 is denoted

by 2, the number 2+1 by 3, and so on. The number 1, 2, 3, ... obtained

this way are all positive and are called positive integers. This description

of positive integers is not entirely complete and we shall try to give a more

precise definition of the positive integers.

Definition(Inductive Set)

A set of real numbers is called inductive set if it has the following two

properties:

a) The number 1 is in the set

b) For every x in the set, the number x + 1 is also in the set.

For example, R is an inductive set. So is the set R +

Definition(Positive integers)

A real number is called a positive integer if it belongs to every inductive

set.

The negatives of the positive integers are called the negative

integers. The positive integers together with the negative integers and 0

(zero) form a set Z which we call simply the set of integers.

The sum, difference or product of two integers is an integer, but the

quotient of two integers need not be an integer.

Quotients of integers a/b, where b 6= 0, are called rational numbers.

The set of rational numbers, denoted by Q, contains Z as a subset. One

may notice that all the field axioms and the order axioms are satisfied by

Q. For this reason, we say that the set of rational numbers is an ordered

field. Real numbers that are not in Q are called irrational.

Geometrical Interpretation

of real numbers as points on a line

The ordering relation among the real numbers has a simple geometric

interpretation. If x < y , the point x lies to the left of the point y . Positive

numbers lie to the right of 0 and negative numbers to the left of 0. If

a < b, a point x satisfies the inequality a < x < b if and only if x is

between a and b.

Upper bound of a set, least upper bound (Supremum)

The nine axioms listed above contain all the properties of real numbers

usually discussed in elementary algebra. There is another axiom of

fundamental of importance in Calculus which is used to establish the

existence of irrational numbers. Irrational numbers arise in elementary

algebra when we try to solve certain quadratic equations, such as

x 2 2 = 0. From the nine axioms above, we cannot prove that such an x

exists in R, because these nine axioms are also satisfied by Q, and there is

no rational number x whose square is 2.

Before we introduce Axiom 10, we introduce some more terminology and

notation:

Suppose S is a nonempty set of real numbers and suppose there is a

number B such that

x B

B is called an upper bound of S. If an upper bound of B is also a member

of S, then B is called the largest member or the maximum element of S.

A set with no upper bound is said to be unbounded above.

Example 1

Let S be the set of all positive real numbers. This set is unbounded

above. It has no upper bound and no maximum element.

Example 2

Let S be the set of all real x satisfying 0 x 1. This set is

bounded above by 1. In fact 1 is its maximum element.

Example 3

Let T be the set of all real x satisfying 0 x < 1. This set is

bounded above by 1 but it has no maximum element.

Note: Some sets like the one in example 3 are bounded above but have

no maximum element. For these sets there is a concept which takes the

place of the maximum element. This is called the least upper bound of

the set and it is defined as follows:

Definition(Least upper bound) A number is called a least upper bound

of a nonempty set S if B has the following two properties: a) B is an

upper bound for S

b) No number less than B is an upper bound for S.

Theorem

Two different members cannot be least upper bounds for the same set.

Proof: Suppose that B and C are two least upper bounds for a set S.

Property b) implies that C B since B is a least upper bound; Similarly,

B C since C is a least upper bound. Hence, we have B = C .

This theorem tells us that if there is a least upper bound for a set S,

there is only one and we may speak of the least upper bound. We also

refer to the least upper bound of a set by Supremum and thus

B = sup S

would express the fact that B is the least upper bound, or Supremum of S.

The least upper bound axiom (Completeness axiom)

We now state the least upper bound axiom for the real number system.

Axiom 10. Every nonempty set S of real numbers which is bounded above

has a supramum. That is there is a real number B such that B = sup S

member of S. In fact sup S belongs to S if and only if S has a maximum

element, in which case, maxS = sup S.

bounded below, if there exists a number w R such that w s for all

s S. Each such member w is called a lower bound of S.

Greatest lower bound or infinimum

lower bound or infinimum of S if a) L is a lower bound of S, and

b) No number greater than L is a lower bound of S.

The infinimum of S when it exists, is uniquely determined and we denote

it by inf S.

If S has a minimum element, then min S = inf S

Every nonempty set S that is bounded below has a greatest lower bound;

that is, there is a real number L such that L = inf S

Example: Let us refer to the examples given above:

In Example 1, the set of all positive real numbers, the number 0 is the

infinimum of S. This set has no minimum element.

In Examples 2 and 3, the number 0 is the minimum element.

Note: In all these examples given above, it was very easy to decide

whether or not the set S was bounded above or below, and it was also

easy to determine the number supS and infS . Let us consider a more

difficult example:

Example 4

Let S be the set of all numbers of the form,

1 n

1+ forn = 1, 2, 3, ...

n

For example, taking n = 1, 2 and 3 we find the numbers

2, 94 , and 64

27 are in S.

Every number in the set is greater than 1, so the set is bounded below and

has an infinimum. With a little effort, we can show that 2 is the smallest

element of S and so inf S = 2 =min S.

The set S is also bounded above (not easy to prove). Once we know that

S is bounded above, Axiom 10 tells us that there is a number which is in

the supremum of S. The supremum of S is an irrational number

approximately equal to 2.718 and it is an important number called the

Euler number e.

The Archimedean Property

We give here a number of properties of the real number system which are

consequences of the least upper bound axiom:

P1: The set of P of positive integers 1, 2, 3... is unbounded above.

P2: For every real x there exists a positive integer n such that n > x

P3: If x > 0 and if y is an arbitrary real number, there exists a positive

integer n such that nx > y .

system.

Geometrically it means that any line segment no matter how long

may be covered by a finite number of line segments of a given

positive length, no matter how small.

In other words a small ruler can measure arbitrarily large distances.

Archimedes realised that this was a fundamental property of the straight

line and stated it explicitly as one of the axioms of geometry. In the 19th

and 20th century, non-Archimedean geometries have been constructed in

which this axiom has been rejected.

From the Archimedean property, we can prove the following

theorem, which will be useful in integral Calculus.

Theorem

If three real numbers a, x and y satisfy the inequalities

y

ax a+ ....()

n

For every integer n 1, then x = a.

satisfying n(x a) > y , which contradicting (*). Hence we cannot have

x > a and so we must have x = a.

Mohan K. Kadalbajoo Real Number Systems 34 / 55

Mathematical Induction

It is a powerful method of proof that is frequently used to establish the

validity of statements that are given in terms of the natural numbers.

Let us consider the set of natural numbers:

N = {1, 2, 3, ...}

shall assume the following fundamental property of N :

Well ordering property of N: Every nonempty subset of N has a least

element.

A more detailed statement of this property is as follows:

If S is a subset of N and S 6= , then there exists m S such that m k

for all k S.

On the basis of the well ordering property, we shall derive a version of the

principle of mathematical induction that is expressed in terms of subsets of

N.

Mohan K. Kadalbajoo Real Number Systems 35 / 55

Principle of Mathematical Induciton

Principle of Mathematical Induciton Let S be a subset of N that

possesses the two properties:

a) The number 1 S

b) For every k N, if k S, then k + 1 S

Then we have S = N

Proof: Assume to the contrary that S 6= N. Then the set NnS is not

empty. So by the well ordering principle it has a least element m. Since

1 S by hypothesis a), we know that m > 1. But this implies that m 1

is also a natural number. Since m 1 < m and since m is the least

element in N such that m / S , we conclude that m 1 S.

We now apply hypothesis b) to the element k = m 1 in S to infer

that k + 1 = (m 1) + 1 = m belongs to S. But this statement

contradicts the fact that m

/ S. Since m was obtained from the

assumption that N\S is not empty, we have obtained a contradiction.

Therefore, we must have S = N.

Mohan K. Kadalbajoo Real Number Systems 36 / 55

The Principles of Mathematical induction can be formulated as follows:

For each n N, let P(n) be a statement about n. Suppose that:

1. P(1) is true

2. For every k N, if P(k) is true, then P(k + 1) is true.

Then P(n) is true for all n N.

Another version

Suppose that:

1. The statement P(n0 ) is true

2. For all k n0 , the truth of P(k) implies that truth of P(k + 1)

Then P(n) is true for all n n0 .

Examples

1. For each n N, then sum of the first n natural numbers is given by

1 + 2 + ...... + N = 12 n(n + 1)

To prove this formula we let S be the set of all n N for which the

formula is true.

If n = 1, then we have

1 = 12 .1(1 + 1) so that 1 S and a) is satisfied.

Next we assume that k S and 1 + 2 + ...... + k = 12 k(k + 1)

If we add k + 1 to both sides, we get

1

1 + 2 + + k + (k + 1) = k(k + 1) + (k + 1)

2

1

= (k + 1)(k + 2)

2

Since this is the stated formula for n = k + 1, we conclude that

k + 1+ S. Therefore, condition b) is satisfied. Consequently, by the

principle of mathematical induction, we infer that S = N and so the

formula holds for all n N.

2. For each n N, the sum of the squares of first n natural numbers is

given by

1

12 + 22 + .... + n2 = n(n + 1)(2n + 1)

6

To establish this formula, we note that it is true for n = 1, since

12 = 16 .1.2.3. If we assume it is true for k, then adding (k + 1)2 to both

sides gives

1

12 + 22 + .... + k 2 + (k + 1)2 = k(k + 1)(k + 2) + (k + 1)2

6

1

= (k + 1)(2k 2 + k + 6k + 6)

6

1

= (k + 1)(k + 2)(2k + 3)

6

Mohan K. Kadalbajoo Real Number Systems 39 / 55

Consequently, the formula is valid for all n N.

an b n for all n N

First we see that the statement is true for n = 1. If we assume that a b

is a factor of ak b k , then

= a(ak b k ) + b k (a b)

factor of b k (a b). Therefore, a b is a factor of ak+1 b k+1 and it

follows from mathematical induction that a b is a factor of an b n for

all n N

Note: Several results can be derived from this fact. For example, since

11 7 = 4, we see that 11n 7n is divisible by 4 for all n N.

4. The inequality 2n > 2n + 1 is false for n = 1, 2, but is true for n = 3. If

we assume that

2k > 2k + 1

> 2k + 3 = 2(k + 1) + 1

Since 2k + 2 > 3 for all k 1, the bridge is valid for all k 1. Hence with

the base n0 = 3, we can apply the principle to conclude that the inequality

holds for all n 3.

5. The inequality 2n (n + 1)! We first observe that it is true for n = 1,

since 21 = 2 = 1 + 1

If we assume that 2k (k + 1)! it follows from the fact that 2 k + 2,

Thus if the inequality holds for k, then it also holds for k + 1. Thus by

mathematical induction, the inequality holds for all n N.

6. If r R, r 6= 1, and n N, then

1 r n+1

1 + r + r2 + + rn =

1r

This is a formula for the sum of the terms in a geometric progression

For n = 1, we have

1 r2

1+r = = 1 + r , so true for n = 1

1r

Assume it to be true for n = k and add the term r k+1 on both sides, we

get

1 r k+1

1 + r + r 2 + + r k + r k+1 = + r k+1

1r

1 r k+2

=

1r

which is the formula for n = k + 1. Therefore, by mathematical induction

the formula is valid for all n N.

Absolute Value

Definiton: The absolute value of a real number a, denoted by |a|, is

defined by

a

if a > 0

|a|= 0 if a = 0

a if a < 0

For example |5|= 5 and |8| = 8. We see from the definition that |a| 0

for all a R and that |a|= 0 if and only if a = 0. Also |a|= |a| for all

a R. Some additional properties are as follows:

Theorem

a) |ab|= |a||b| for all a, b R

b) |a|2 = a2 for all a R

c) If c 0, then |a| c, if and only if c a c

d) |a| a |a| for all a R

four other cases to consider.

If a > 0, b > 0, then ab > 0, so that

|ab|= ab = |a||b|

If a > 0, b < 0 , then ab < 0, so that

|ab|= ab = a(b) = |a||b|

The remaining cases are treated similarly.

b) Since a2 0, we have a2 = |a2 |= |aa|= |a||a|= |a|2

c) If |a| c, then we have both a c and a c which is equivalent to

c a c

Conversely, if c a c, then we have both a c and a c, so that

|a| c

d) Take c = |a| in part c) gives the result

Triangle Inequality

Proof: From the d) part of the above theorem, we have

|b| b |b|

(|a|+|b|) a + b |a|+|b|

|a + b| |a|+|b|

Corollary: It can be shown that equality occurs in the triangle inequality if

and only if ab > 0, which is equivalent to saying that a and b have the

same sign.

We give here two useful variation of the triangle inequality.

Corollary: If a, b R, then

a) ||a||b|| |a b|

b) |a b| |a|+|b|

get

|a|= |(a b) + b| |a b|+|b|

Now subtract |b| to get

|a||b| |a b| ....(i)

Similarly, from

|b| = |b a + a| |b a|+|a|

or |a b| = |b a| |a||b| ...(ii)

Mohan K. Kadalbajoo Real Number Systems 48 / 55

Combining (i) and (ii) we get the required result

b) Replace b in the triangle inequality by b to get

|a b| |a|+|b|

and since |b|= |b|, we obtain the result.

7 < 2x + 3 < 7

= 10 < 2x < 4

Therefore, we have A = {x R : 5 < x < 2}

First we consider the cases when absolute value symbol can be removed.

In this case,

i)x 1 ii) 0 x 1 iii) x < 0

In case i) we have x 1 < x, which puts no restrictions. Therefore, all x

such that x 1 belongs to the set B. In case ii) , the inequality becomes

(x 1) < x; x which gives x > 12 . Thus this case gives the

B = {x : 21 < x < 1}

In case (ii) we get

(x 1) < x

= 1 < 0 which is false. Therefore, forming the union of the three cases,

we conclude that B = {x R : x > 12 }.

Alternative: We know that

a < b if and only if a2 < b 2 , when both a 0 and b 0. Thus, the given

inequality is equivalent to

i.e (x 1)2 < x 2

or x 2 2x + 1 < x 2

= x > 1/2

Corollary 1: If t > 0, there exists nt N such that 0 < n1t < t

Proof:Since inf{ n1 : n N} = 0 and t > 0, then t is not lower bound for

the set { n1 : n N}. Thus there exists nt N such that 0 < n1t < t.

Proof: The Archimedean property ensures that the subset

Ey = {m N : y < m} of N is not empty. By the well ordering property,

Ey has a least element, which we denote by ny . Then ny 1 does not

belong to Ey , and hence we have ny 1 y < ny .

Density of Rational Numbers in R

The set of rational numbers is dense in R in the sense that given any

two real numbers, there is rational number between them ( in fact there

are infinitely many such rational numbers).

Theorem

The Density Theorem: If x and y are any real numbers with x < y , then

there exists a rational number r Q such that x < r < y

it follows from Corollary 1 that there exists n N such that 1/n < y x.

Therefore, we have nx + 1 < ny . If we apply Corollary 2 to nx > 0, we

obtain m N with m 1 nx < m. Therefore, m nx + 1 < ny ,

whence nx < m < ny .

Thus the rational number r = m/n satisfies x < r < y .

Corollary 3. If x and y are real numbers with x < y , then there exists an

irrational number z such that x < z < y

We apply the density theorem to the real numbers x/ 2 and

Proof:

a rational number r 6= 0 such that

y /2 , we obtain

x/ 2 < r <y / 2

Then z = r 2 is irrational and satisfies x < z < y

To prove that 2 is irrational, we consider a unit square. Then by the

Pythagorus

Theorem, the length l of the diagonal must satisfy l 2 = 2 (or

l = 2)

What is l? Suppose l = m/n4 , where m and n are integers, which are not

both even. Then

l 2 n2 = 2n2 = m2

Thus, m2 is even. Since the square of an odd integer is odd, we conclude

that m is even, so that n2 is even. Hence, nis divisible by 2. This

contradicts our assumption and shows that 2 is not a rational number.

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