Analysis I

We have been going places in the car of calculus for years, but this analysis course is about how
the car actually works.

Copier’s Message
These notes may contain errors. In fact, they almost certainly do since they were just copied
down by me during lectures and everyone makes mistakes when they do that. The fact that I had to
type pretty fast to keep up with the lecturer didn’t help. So obviously don’t rely on these notes.
If you do spot mistakes, I’m only too happy to fix them if you email me at mdj27@cam.ac.uk
with a message about them. Messages of gratitude, chocolates and job offers will also be gratefully
received.
Whatever you do, don’t start using these notes instead of going to the lectures, because the
lecturers don’t just write (and these notes are, or should be, a copy of what went on the blackboard)
– they talk as well, and they will explain the concepts and processes much, much better than these
notes will. Also beware of using these notes at the expense of copying the stuff down yourself during
lectures – it really makes you concentrate and stops your mind wandering if you’re having to write
the material down all the time. However, hopefully these notes should help in the following ways;
 you can catch up on material from the odd lecture you’re too ill/drunk/lazy to go to;
 you can find out in advance what’s coming up next time (if you’re that sort of person)
and the general structure of the course;
 you can compare them with your current notes if you’re worried you’ve copied
something down wrong or if you write so badly you can’t read your own handwriting.
Although if there is a difference, it might not be your notes that are wrong!
These notes were taken from the course lectured by Dr Paternain in Lent 2010. If you get a
different lecturer (increasingly likely as time goes on) the stuff may be rearranged or the concepts
may be introduced in a different order, but hopefully the material should be pretty much the same.
If they start to mess around with what goes in what course, you may have to start consulting the
notes from other courses. And I won’t be updating these notes (beyond fixing mistakes) – I’ll be far
too busy trying not to fail my second/third/ th year courses.
Good luck – Mark Jackson

Schedules
These are the schedules for the year 2009/10, i.e. everything in these notes that was
examinable in that year. The numbers in brackets after each topic give the subsection of these notes
where that topic may be found, to help you look stuff up quickly.

Limits and convergence (1)

Sequences (1.1) and series (1.3) in and . Sums, products and quotients (1.1.2). Absolute
convergence (1.5); absolute convergence implies convergence (1.5.1). The Bolzano-Weierstrass
theorem (1.1.3) and applications (the General Principle of Convergence) (1.2). Comparison (1.4.1)
and ratio (1.4.2) tests, alternating series test (1.4.5).

Continuity (2)
Continuity of real- and complex-valued functions defined on subsets of and (2.1). The
intermediate value theorem (2.3). A continuous function on a closed bounded interval is bounded
and attains its bounds (2.4).
Differentiability (3)
Differentiability of functions from to (3.1.1). Derivative of sums and products (3.1.2). The
chain rule (3.1.3). Derivative of the inverse function (3.1.2). Rolle’s theorem (3.2.1); the mean value
theorem (3.2.2). One-dimensional version of the inverse function theorem (3.3). Taylor’s theorem
from to ; Lagrange’s form of the remainder (3.5.1). Complex differentiation (3.6). Taylor’s
theorem from to (statement only).

Power series (4)

Complex power series and radius of convergence (4.1). Exponential (4.3), trigonometric (4.4)
and hyperbolic (4.5) functions, and relations between them. *Direct proof of the differentiability of a
power series within its circle of convergence* (4.2).

Integration (5)
Definition and basic properties of the Riemann integral (5.1, 5.3). A non-integrable function
(5.1.2). Integrability of monotonic functions (5.2.2). Integrability of piecewise-continuous functions
(5.2.4). The fundamental theorem of calculus (5.4.1). Differentiation of indefinite integrals (5.4.2).
Integration by parts (5.4.3). The integral form of the remainder in Taylor’s theorem (5.5.1). Improper
integrals (5.6).

Contents
1. Limits and Convergence ...................................................................................................................... 3
1.1 Sequences ..................................................................................................................................... 3
1.2 Cauchy sequences ......................................................................................................................... 4
1.3 Series ............................................................................................................................................. 5
1.4 Convergence tests ......................................................................................................................... 6
1.5 Absolute convergence................................................................................................................... 9
2. Continuity .......................................................................................................................................... 10
2.1 Definitions and basic results ....................................................................................................... 10
2.2 Limits of functions ....................................................................................................................... 11
2.3 Intermediate value theorem ....................................................................................................... 12
2.4 Cofu clobi ibaatib ........................................................................................................................ 12
2.5 Inverse functions ......................................................................................................................... 13
3. Differentiability ................................................................................................................................. 13
3.1 Basic calculus .............................................................................................................................. 13
3.2 The mean value theorem ............................................................................................................ 16
3.3 Inverse rule (Inverse function theorem) ..................................................................................... 17
3.4 Cauchy’s mean value theorem.................................................................................................... 18
3.5 Taylor’s theorem ......................................................................................................................... 18
3.6 Some comments on differentiability of functions ..................................................... 21
4. Power series ...................................................................................................................................... 21
4.1 Radius of convergence ................................................................................................................ 21
4.2 Differentiability of power series ................................................................................................. 23
4.3 The standard functions: exponentials......................................................................................... 24
4.4 Trigonometric functions.............................................................................................................. 26
4.5 Hyperbolic functions ................................................................................................................... 28
5. Integration ........................................................................................................................................ 28
5.1 Riemann integration ................................................................................................................... 28
5.2 Integrability of monotonic and continuous functions ................................................................ 29
5.3 Elementary properties of the integral ........................................................................................ 32
5.4 Integration rules and tools .......................................................................................................... 33
 5.5 Taylor’s theorem revisited .......................................................................................................... 35
5.6 Infinite integrals (Improper integrals)......................................................................................... 37

1. Limits and Convergence

1.1 Sequences
1.1.1 Review from Numbers and Sets
Let be a sequence of real numbers.
Definition. as if given ,
Note. in most cases.
We say that is increasing if , that is
decreasing if , that is strictly increasing if
, and that is monotonic if it is either
increasing or decreasing.

1.1.2 The Fundamental Axiom and some properties

Fundamental Axiom of the Real Numbers. Suppose , and , and
is increasing. Then as . In other words, an increasing sequence bounded
above converges.
Notes. 1) We could have phrased the Axiom with decreasing sequences bounded below.
2) The Axiom is equivalent to the fact that every non-empty set of real numbers bounded above
has a least upper bound (supremum).
Lemma 1.1. (i) The limit is unique. That is, if and , then .
(ii) If as and , then as (subsequences
converge to the same limit).
(iii)
(iv) If and , then
(v) If and , then .
(vi) If , and , then .
(vii) If and , then .
Proof. (i) , . Similarly, ,
. Using the triangle inequality, for , we
obtain for . If , just take
so which is absurd. Thus .
(ii) , . For , . Thus ,
that is, as .
(v) Definitions as before. By triangle inequality,

If , then

Lemma 1.2. as .
 Proof. The sequence is decreasing and bounded below . The
Fundamental Axiom . Now we claim that .

by Lemma 1.1(iv). But is a subsequence of . By Lemma

1.1(ii), . By uniqueness of limit,
Remark. If we were instead considering sequences of complex
numbers, , we could give essentially the same definition of
limit; as if given ,
, where here stands for the modulus of a complex number.
All properties of Lemma 1.1 carry over to except the last one
(we have no order in ).

1.1.3 The Bolzano-Weierstrass Theorem

Theorem 1.3 (Bolzano-Weierstrass Theorem); If and , then we can
find and as . (Every bounded sequence has a convergent
subsequence).
Remark. We say nothing about uniqueness of . E.g. has and .
Proof. Let and . Then
either
1) for infinitely many values of , or
for infinitely many values of .
In case 1), set In case 2), set . Proceed inductively to obtain
sequences and such that the following holds;
(i)
(ii) for infinitely many values of
(iii)
Then is a bounded increasing sequence and is a bounded decreasing sequence. By the
Fundamental Axiom, and . By property (iii), passing to the limit,

Having selected such that , select such that . We

can always do this because for infinitely many values of . In other words,
. Since and , .
This argument is called the ‘bisection method’ or ‘lion hunting’.

1.2 Cauchy sequences

Definition. A sequence is a Cauchy sequence if given ,
. As before,
Lemma 1.4. A convergent sequence is a Cauchy sequence.
Proof. and . This means , .
. So if we have .
As an application of the Bolzano-Weierstrass theorem, we now show that the converse is true;
Lemma 1.5. A Cauchy sequence is convergent.
Proof. First we’ll prove that if is a Cauchy sequence, then it is bounded.
Cauchy means that , . Choose . Then
. In particular, .
 .
Take for . For this choice of , .
Now by the Bolzano-Weierstrass theorem, has a convergent subsequence . Now we
show that in fact .
. Choose large enough so that
(since Cauchy, ) and (since ). Thus .
Thus, for sequences of real numbers, convergence and Cauchy property are equivalent. This is
called the General Principle of Convergence.

1.3 Series
1.3.1 Convergent and divergent series
We begin with some generalities.
Definition. or . We say that converges to if the sequence of partial sums
tends to as . In that case we wrire . If does not converge, we
say that diverges.
Remark. Any question about series is really a question about the sequence of partial sums.
Lemma 1.6 (i) If and converge, then so does where .
(ii) Suppose . Then either and both converge or both
diverge (i.e. initial terms do not matter).
Proof. (i)

If and , then clearly by 1.1.

1.3.2 Convergent series and decreasing terms

Lemma 1.7. If the series converges, then .
Proof. . If the sum to infinity converges, then . Therefore
.
The converse is not true!
Example. Consider the series

Then , but the series diverges. This can be shown as follows;

so . So if converges, then , but since , in the

limit we get which is a contradiction.

1.3.3 Geometric series

Consider
 If ,

If , the series clearly diverges. First note that . So, if

,

In conclusion, converges iff , and if then .

1.4 Convergence tests

The first four tests in this section are for series of positive terms.

1.4.1 Comparison test

The most powerful test for convergence comes out straight from the fundamental axiom.
Theorem 1.8 (Comparison test). Suppose . Then if converges, so does
.
Proof. Let

Now , and the same for , so and are increasing sequences. If

, then , so it follows that if converges, then and thus, since ,
then is bounded above. By the fundamental axiom, has a limit.
Remark. Since initial terms do not matter for convergence, in the theorem it is enough to
assume that .

1.4.2 Root and ratio tests

We will now derive two applications of the comparison test, the root and ratio tests.
Theorem 1.9 (Root test, Cauchy). If , suppose as . Then if ,
converges, and if , diverges.
Remark. If , the test does not give any information. In fact, later on, we’ll see examples
with which are convergent and others which are divergent.
Proof. Assume that with . Take such that . Then means
that given , , , or in other words . Now take
, so that . But since the geometric series
converges for , the comparison test tells us that converges.
Suppose now that with . By the definition of a limit, , .
Thus ; in particular, does not tend to . So by Lemma 1.7, diverges.
Example. Consider

Since , by the root test, converges.

Theorem 1.10 (Ratio test). Suppose and . If , then converges. If
, then diverges.
Remark. Again, the test is inconclusive if .
 Proof. Suppose with . Take . As in the root test, let , so
that , we have . Now write

Using the above result we get for . In other words, there is a constant
(independent of ) such that for . Since , the series converges, and by
the comparison test, also converges.
Now suppose with . From the definition of limit, ,
. This is saying that the sequence increases after . In particular, . But this
clearly implies that , and thus must diverge.

1.4.3 Some inconclusive examples

Examples. (i) We know

diverges, but both tests are inconclusive.

From the root test, because because . [This can be proved as
follows. Let with , so

by the binomial expansion. Thus

Hence .] Applying the ratio test gives so also.

(ii) Try both tests on

Ratio test;

Root test;

So for this series it also holds that . However, we can show that the series converges.

Thus the series

converges, and by the comparison test, converges.

 This shows that if and/or we can’t conclude anything.
(iii)

By the ratio test,

We conclude from the ratio test that the series converges.

1.4.4 Cauchy condensation test

Theorem 1.11 (Cauchy condensation test). Let be a decreasing sequence of positive terms.
Then converges iff converges.
Proof. Note that for and .
Suppose first that converges. Then , which by is

, i.e.

Hence

Multiply by to get

because converges. Since the sequence of partial sums is bounded, converges.

Suppose now, conversely, that converges. Then

Thus

because converges. Therefore is bounded in , so converges. QED.

Example. Consider

for ; if , then . Now is decreasing, so let’s investigate .

 which is a geometric series, so converges iff . By the condensation test,
converges iff .

1.4.5 Alternating series test

Theorem 1.12 (Alternating series test). If and , then

converges.
Example. converges, because and is decreasing.
Proof. , so

In both expressions, all terms are since is decreasing. Thus is an increasing sequence
bounded above. Now by the fundamental axiom, . But now . Since
, .
Since , given , , . And since , given ,
, . Therefore , . Hence converges.

1.5 Absolute convergence

Definition. Take or . If is convergent, then the sequence is called absolutely
convergent.
Note. is convergent but not absolutely convergent.

1.5.1 Absolute convergence implies convergence

Theorem 1.13. If is absolutely convergent, then it is convergent.
Proof. Suppose first that . Introduce

Note that , , and .

Since converges, by the comparison test and also converge, and since
, must also converge.
If , write and note that . So, if
converges, by the comparison test, and converge. In other words, and
converge absolutely, therefore and converge. Since , converges.
Remark. There is an alternative ‘quick’ proof of this using Cauchy sequences. First define

For ,

So convergent Cauchy is Cauchy is convergent.

1.5.2 Conditional convergence and weird sums
Definition. If converges but does not, then we say that is conditionally
convergent. The word ‘conditionally’ is used because in this case, the sum to which the series
converges is conditional on the order in which the terms are taken. E.g.

converge to different limits ( and respectively).

A rearrangement of is , a bijection, taking .
Theorem 1.14. If is absolutely convergent, then every series consisting of the same term in
any order (i.e. a rearrangement) has the same sum.
Proof. We prove this for ; the extension to is an exercise.
Let be a rearrangement of . Let

Suppose we are given a fixed . Then such that contains every term in , so
( ). By the fundamental axiom, with . But by symmetry,
.
If has any sign, consider and from the proof of 1.13, and , , . Since
converges, both and converge, and now use the case to conclude that
and , and the result follows. QED.

2. Continuity
2.1 Definitions and basic results
2.1.1 Two definitions of continuity
where and (also applies of course to
). Usually will be some kind of interval. E.g.

Definition 1. For , we say is continuous at if given any sequence , then

.
Definition 2. For , we say is continuous at if given , such that if and
, then . ( - definition).
Proof that the two definitions are equivalent;
 D2 D1; We know that given , such that if and , then
. Take with , then it is required to prove that .
Since , , . But this implies , i.e.
.
 D1 D2; Suppose D2 not true. Then we can find with
and . Choose , thus there is with and
. , but . So does not tend to , which
contradicts D1.
2.1.2 Sums, products, multiples and reciprocals
Proposition 2.1. Let , and with both continuous at . Then ,
, for any constant are also continuous at . In addition, if , then
is also continuous at .
Proof. This is a direct consequence of Definition 1 and Lemma 1.1 (about sequences). For
example, to show that is continuous at , we take . Since and are
continuous at , and . Lemma 1.1 implies
; that is, continuous at . Similarly with the other claims.
Consequence. is clearly continuous. By Proposition 2.1, any polynomial is continuous
at every point of . Quotients of polynomials (rational functions) are continuous at every point
where the denominator does not vanish.
Terminology. We say that is continuous in if it is continuous at every point in .

2.1.3 Compositions
We now look at compositions.
Theorem 2.2. Let
and be two functions
such that ( and
are subsets of ). Suppose is
continuous at and is
continuous at , then
is
continuous at .
Proof. Take with . Then it is required to prove that . Since
is continuous at , . Call . Since is continuous at ,
.
Remark. Of course, one can prove this with the - definition.

2.1.4 Examples
Examples. (1)

(assuming continuous). At , is continuous by 2.1

and 2.2. However is not continuous at . Take

so . Also , but . Thus does

not tend to zero.
(2)

For , is continuous (same as before). Now let .

from definition of . But so
so is continuous at .

2.2 Limits of functions

. We’d like to make sense of even when may not be in .
E.g.
 but . Similarly if e.g. .
Definition. , . Take and assume that there exists a sequence ,
, . (Note the point may be in but need not be in .) We say that
(or as ), if given , such that whenever and , then
.
Remarks. 1) iff for every sequence , , we have .
The proof of this is exactly as the proof that Definition 1 Definition 2 from the last section.
2) If , then iff is continuous at . There is nothing to prove here
really, it follows straight from the definitions.
This limit enjoys the properties which one would expect, i.e.
(i) the limit is unique
(ii) if as and as , then ,
and if .
We will start by looking at continuous.

2.3 Intermediate value theorem

Theorem 2.3 (Intermediate value theorem). Let . Then takes every value which
lies between and .
Proof. Without loss of generality, assume . Take and let
. Now , because , so is bounded above (by , in fact). Thus
has a supremum, .
If , then obviously holds. If , use the following argument. (Alternatively, by
continuity of at , .)
Given a positive integer , is not an upper bound for , otherwise it would contradict
the definition of supremum. Then such that , so . Now
. So as , so by continuity of , . Thus .
Note that , otherwise , but . Thus, for all sufficiently large,
, and . Again by continuity of , . Since
, . In the limit, . Hence .
Application. We can show the existence of the th root of a positive number , where is a
positive integer. Look at , , which is continuous. We look at in . Now
. By the intermediate value theorem,
, thus . This means that has a positive th root.
In fact, this th root is unique, since if is another positive th root with , then without
loss of generality , so , so which is a contradiction. So definitely exists.

2.4 Cofu clobi ibaatib

If continuous,
Theorem 2.4. such that .
Theorem 2.5. such that .
In words, a continuous function on a closed bounded interval is bounded and attains its bounds.
Note. on is not bounded.
Proof (2.4). Suppose the statement is not true; then for any positive integer ,
. By Bolzano-Weierstrass, has a convergent subsequence , with
 . Now since is continuous, so , but
, which is a contradiction.
Proof (2.5). Let . Then by 2.4. Now , so by the
definition of supremum, such that . By Bolzano-Weierstrass,
has a convergent subseequence , and . But
. Let , then , so by continuity of . Similarly
with and the infimum.
Alternative proof. Let . Work by contradiction and suppose
. Now consider

in . Now is continuous, since is. By 2.4 applied to , .

Since is positive, . Then , i.e. , so that
is an upper bound for the set . This contradicts the definition of , since
.

2.5 Inverse functions

Definition. is said to be increasing if
and strictly increasing if . Similarly for decreasing and strictly decreasing.
A function is monotone if it’s either increasing or decreasing.
Theorem 2.6. Let be continuous and strictly increasing. Let and
. Then is bijective, and the inverse is also continuous
and strictly increasing.
Proof.
 is injective; If then . Otherwise, if , , or
if , . ( strictly increasing.)
 is surjective; take . By the intermediate value theorem,
.
So is bijective and has an inverse .
 is strictly increasing; take , , . If , then since is
increasing, , i.e. .
 is continuous; given , let and . Then
and for any . Take For this
, if then . This was for , but a similar argument
gives continuity at the end points also. QED.

3. Differentiability

3.1 Basic calculus

3.1.1 Differentiability
Let be a function. Mostly we’ll be looking at the case where is an interval on
and is real-valued.
Take , , .
Definition. is differentiable at with derivative if
 is differentiable on if it is differentiable at every point in .
Remarks. (i) We could also write

with .
(ii) Consider

Then . Also . Thus an equivalent way of

saying that is differentiable at with derivative is to say that there is a function such
that , with . is a linear function in
.
Other ways of writing the same thing; , with as
. Also with .
(iii) If is differentiable at then it is continuous at ; suppose
with . Then

i.e. is continuous at .
Example. Take , . If ,

If , then is differentiable, but . But at , is not differentiable. Does

exist?

is continuous at , therefore .

3.1.2 Constants, sums, products and reciprocals

Proposition 3.1. (i) If , then is differentiable at with .
(ii) If differentiable at , then so is , and .
(iii) If differentiable at , then so is , and .
(iv) If is differentiable at and , then is differentiable at and

Remark. From (iii) and (iv) we get

Proof. (i)

(ii)
 (iii) Let . Then

As , and this becomes .

(iv) Let . Then

By continuity, this

Examples. (i) . Then

(ii) , with a positive integer. Write it as . Then

by induction.
(iii) , for a positive integer ( ) . Using 3.1(iv) we get

All polynomials and rational functions are differentiable.

3.1.3 Compositions – the chain rule

Theorem 3.2 (Chain rule). Let which is differentiable at , and ,
and is differentiable at . Then .
Example. , , . Then , so
.
Proof. differentiable at means

Similarly, differentiable at means

We substitute to obtain

Let . Then
 We need to prove that . Define and . Then are
continuous at respectively. But now is continuous at because it is products, sums and
compositions of continuous functions. Thus . QED.

3.2 The mean value theorem

Up to now. everything has worked for . Now we look in more detail at the case of
functions .

3.2.1 Rolle’s theorem

We first prove the following basic existence result;
Theorem 3.3 (Rolle’s theorem). If continuous and differentiable on , and
, then
Proof. Let be the maximum value of in and be the minimum. (By Theorem 2.5,
the values and are achieved.) Let . If , then is constant
. Otherwise, or .
Suppose (the proof for is similar). We know by Theorem 2.5 that
. We’ll prove that .
Suppose first . Since is differentiable at , we can write
with . Since , for all
sufficiently small. If in addition we take , then . Absurd
because is the maximum of .
If , the same argument shows that there are points at left of for which is strictly
bigger than , which is again absurd. Thus .

3.2.2 The mean value theorem

Theorem 3.4 (Mean value theorem). If continuous and differentiable on ,
then
Remark. We can rewrite this as follows; letting ,
where
Proof. We consider the auxiliary function . Let’s choose .
Then . So

So, for this choice of , satisfies the hypothesis of Rolle’s theorem. Hence
. But , so

3.2.3 Corollaries
We have the following important corollary;
Corollary 3.5. continuous and differentiable.
(i) If , then is strictly increasing.
(ii) If , then is increasing.
(iii) If , then is constant.
Proof. (i) with . The mean value theorem for
If then .
(ii) If , same argument gives for , .
(iii) Consider on the interval and apply mean value theorem to get
, for
3.3 Inverse rule (Inverse function theorem)
3.3.1 Statement and proof
Theorem 3.6. continuous and differentiable in with
Let and . The function is a bijection and is
continuous on and differentiable on with

Proof. Since , then by Corollary 3.5 we know that is strictly increasing.

By Theorem 2.6, exists and is continuous. Let . We need to
prove that is differentiable with

If (small) then there is a unique such that . Note; . Writing

we get

Note; if , then ( continuous at ).

3.3.2 Differentiating rational powers of

Example. , a positive integer, ( ). Then and
if .
The inverse rule is differentiable in and

Example. , any integer and a positive integer. We find using the chain
rule, as ;

In other words, if where is any rational number, then . Later on

we’ll define for real and discover that .

3.3.3 Some lead up to Taylor’s theorem

with continuous on and differentiable on . The Mean Value
Theorem for and for
. If ,

We’ll see that we can choose .

(Taylor’s theorem).
3.4 Cauchy’s mean value theorem
Theorem 3.7 (Cauchy’s mean value theorem) Suppose are continuous and
differentiable on . Then such that
Proof. Consider the function with

Then is continuous on and differentiable on . (It is just a product and sum of

functions with the same property.)
because in either case, 2 columns are equal. By Rolle’s theorem
. Now expand the determinant and differentiate to see that gives exactly what
we want.
Example. Find

Apply CMVT on . Then

Let , then

(L’Hôpital’s rule)

3.5 Taylor’s theorem

3.5.1 Taylor’s theorem with Lagrange’s form of the remainder
Theorem 3.8 (Taylor’s theorem with Lagrange’s remainder). Suppose and its derivatives up
to order are continuous on , and exists for . Then

where .
Notes. 1) is Lagrange’s form for the remainder.
2) For this is the mean value theorem;

Proof. Consider for

is chosen so that . Then

We’ll apply Rolle’s theorem times. We apply it to first, to get an such that
. Then

Apply Rolle to in to get such that .

Note that in fact from the definition of we see that

We keep applying Rolle to get at which for .

 Now note . Therefore . Write
for to get . Now put this value of in the definition of and
the statement is exactly the statement of the theorem. QED.

3.5.2 Taylor’s theorem with Cauchy’s form of the remainder

Theorem 3.9 (Taylor’s theorem with Cauchy’s form of the remainder). Let satisfy the same
hypothesis as in Theorem 3.8 and in addition suppose (this is just to simplify matters). Then

where

Proof. Define, for ,

Set

Then
(from definition of ).
Rolle’s theorem applied to gives such that . Now we compute

Rearranging

Set

Note. Setting gives

which is Lagrange’s form of the remainder.

3.5.3 Taylor series

Needs as
 Remarks. 1) is just to simplify matters
2) The same result holds in an interval .
3) is the ‘Maclaurin expansion’.

3.5.4 Application to the binomial series

Application. Binomial series; . Then .
Claim;

for , where

is the generalised binomial coefficient. If is a positive integer, then for .

Let’s prove that for the series is absolutely convergent. Ratio test;

So, the series converges absolutely for . In particular, , i.e. as

for .
Now we study the remainders in the Taylor theorem.

missing line
We look at Lagrange’s form;

If , if if . Let
to conclude that .
For , the argument breaks, so Cauchy to the rescue!

Note that

Careful, may depend on . If , . If , . In

any case you get
 where is a constant that depends on and but not . Therefore as .

3.6 Some comments on differentiability of functions

Standard properties work for both and ; chain rule, the sums and products of differentiable
functions are differentiable.
Example. ,

So does not exist!

, , is differentiable with ‘real glasses’
Complex differentiable functions are called holomorphic.

4. Power series
We will look at series of the form

4.1 Radius of convergence

4.1.1 Convergence of power series
Lemma 4.1. If converges, and , then converges absolutely.
Proof. Since converges, as . In particular, there is a constant such
that .

since so . Thus the geometric series converges. By comparison,

converges, i.e. converges absolutely.
Theorem 4.2. A power series either
(i) converges absolutely for all , or
(ii) converges absolutely for all inside a circle and diverges for all outside it, or
(iii) converges for only.
Definition. The circle is called the circle of convergence, and the radius
of convergence. In case (i) we agree that , and in case (iii) we agree that .
Proof. Let and converges . Now . If ,
then by Lemma 4.1, .
If is unbounded, then and we have case (i).
 If is bounded, there exists a finite supremum for which we call . If , we’ll prove that
if , then converges absolutely.
Choose such that . Then converges, and by Lemma 4.1,
converges absolutely.
Finally we show that if , then diverges. Take such that . If
converges, again by Lemma 4.1, converges. But this contradicts the definition of
as supremum of . Thus diverges.

4.1.2 Computing the radius of convergence

The next lemma is useful in computing ;
Lemma 4.3. If as , then .
Proof. By the ratio test we have absolute convergence if , i.e.
. And if , then and
does not tend to zero. Therefore .
Remark. By the root test, if then .

Examples.

(geometric series). We know , but note that if , the series diverges, since
which does not tend to .

as , but what if ? If , diverges (Example Sheet 1).

Abel’s test; , , is bounded

bounded in . Therefore converges for and .

has but converges for every .

 , but on , we have divergence.
Conclusion In general nothing can be said at .

4.2 Differentiability of power series

Theorem 4.4. Suppose has radius of convergence , so that

for with . Then is differentiable and

Remark. Iterate this theorem, to get that can be differentiated infinitely many times as if it
were a polynomial.
Proof (non-examinable). We’ll use two auxiliary lemmas.
Lemma 4.5. If has radius of convergence , then so do and
.
Lemma 4.6. (i)

(ii) .
Proof of 4.4. By Lemma 4.5, since has radius of convergence , it defines a function
for with . Then we would like to show that

This implies that is differentiable with .

By Lemma 4.6, .
Take . If , we get

By Lemma 4.5, we know that

converges to some number . Therefore

Proof of 4.5. has radius of convergence . Then has radius of convergence

and it is required to prove that .
Take with . Choose . Since , as . In
particular, .
 But

converges. Ratio test;

By comparison, converges absolutely. Therefore .

But in fact we have equality because

So by comparison if converges absolutely, so does . Therefore .

What we proved also implies that also has radius of convergence of .
Proof of 4.6. (i)

(ii)

by the binomial theorem. Therefore

Example.

We saw last time that it has radius of convergence . Then with defined to
be The theorem we just proved tells us right away that is differentiable and

4.3 The standard functions: exponentials

General remark. Let be differentiable. If , then is constant.
Proof. Let , . Write ,
By the chain rule, . But we also see
(Corollary 3.5) constant. Therefore since .

4.3.1 The exponential function

Claim. for .
Proof. ,
 By the general remark above, is constant.

From the definition of , , so

Now at , so the claim is proved.

Now we restrict and prove:

Theorem 4.7.
(i) is differentiable everywhere.
(ii)
(iii)
(iv) is strictly increasing
(v) as , as
(vi) is a bijection.
Proof. (i) and (ii) have been done.
(iii) Clearly from the definition of , if and

(iv) is strictly increasing by theorem we proved before

(v) From definition of , for , so as , .
Also, as .
(vi) is strictly increasing so is injective. For surjectivity pick . Since as
and as , . The intermediate value theorem
says that .
Remark. (vi) and (ii) are saying that is a group isomorphism.

4.3.2 The logarithmic function

Since is a bijection, such that and
.
Theorem 4.8.
(i) is a bijection and ,
(ii) is differentiable and .
(iii)
Proof.
(i) obvious.
(ii) is differentiable by the inverse rule (Theorem 3.6).

(iii) By groups, is a homomorphism.

4.3.3 -functions
Definition. Let , and be any positive number. Then . E.g. .
Theorem 4.9. Suppose and . Then
 (i)
(ii)
(iii)

Proof. (i)
(ii)

(iii)
Let be a positive integer. Then

Let be a positive integer, then what is

We can now set for . This definition agrees with the one given before for
.
We can now prove that and . Define the real number as

Then , but , so .
can be rewritten as . Then

for , by the chain rule.

Let . Then by the chain rule.

4.4 Trigonometric functions

We define

Both have infinite radius of convergence (check). , . By Theorem 4.4 they’re

differentiable, and , .

4.4.1 Relation to exponential function

Now and , so
 Now from definitions, and . So .
Therefore

It is also obvious that and .

Now we get, using , that

for .
Also, for . If , from which it follows that
and . Warning: (or ) are not bounded for , since for
, with ,

4.4.2 Periodicity of the trigonometric functions

Proposition 4.10. There is a smallest positive number (where ) such that
.
Proof. If , . Then

for and (since and ). Therefore for

. But for is a strictly decreasing function in .
We’ll prove that , . Then by the intermediate value theorem, with
.

where each term is

Therefore . Now

where all bracketed terms are for . For ,

Therefore .
Corollary 4.11.
Proof.

But we know .
 Definition. We define . Finally,
Theorem 4.12. (i)

(ii)

(iii)

Proof. Immediate from addition formulae and

Note. This implies periodicity of !

4.5 Hyperbolic functions

Definition.

From this we get , . We can check (exercise) that

and , and identities such as .
Two final remarks;
1) The other trigonometric functions ( , etc) are defined in the usual way (e.g.
).
2) “Exponentials beat powers”, i.e. as for . To see this, take a positive
integer such that and observe (from the definition of as a power series) that

5. Integration
5.1 Riemann integration
bounded, i.e. .

5.1.1 Dissections
Definition. A dissection (or partition) of the interval
is a finite subset of which contains and .
We’ll write it as

We define the upper and lower sums of with respect

to , and , as
 Clearly
Lemma 5.1. If and are dissections with , then

Proof. Suppose has one extra point, let’s say for some .
Note that

Then

If now has more than one extra point, just do this argument for each extra point.
; we already noted this.
The proof for is similar to the one for the upper sums. QED.
Lemma 5.2. If and are any two dissections, then

This is a key lemma for integration.

Proof. , so by Lemma 5.1,
. QED.

5.1.2 Definitions of integrals and integrability

Definition. The upper integral is defined as

The lower integral is

Remark. These numbers are well-defined because is bounded, so

and .
Definition. We say that a bounded function is (Riemann) integrable if . In this
case we write
(or just ).
Remark. , thanks to Lemma 5.2.
and
Example. (Dirichlet) A function given by

For any , because every interval contains a rational number. However,

for any partition. Therefore and so is not integrable.

5.2 Integrability of monotonic and continuous functions

5.2.1 Riemann’s theorem
We now prove the following useful criterion for integrability;
 Theorem 5.3 (Riemann’s theorem). A bounded function is integrable iff given
.
Proof. Let’s assume first that is integrable.
Given , by definition of , . By definition of ,
. Consider . Then by Lemma 5.2,

because on account of being integrable.

To prove the converse, assume that given , . Then
by definitions of and . Since this is true for all .
Therefore is integrable. QED.

5.2.2 Integrability of monotonic functions

We now prove that monotonic functions are integrable and continuous functions are
integrable.
Remark. Monotonic and continuous functions on are bounded.
Theorem 5.4. If monotonic, then is integrable.
Proof. Assume is increasing (same proof if is decreasing). Take to be any partition of
. Then

But is increasing, so

Thus

Now consider, for a positive integer,

For this

When , take large enough so that

Therefore by Theorem 5.3, is integrable. QED.

5.2.3 Uniform continuity

Lemma 5.5 (Uniform continuity). If is continuous, then given and
if then .
Remark. Continuity at a point, let’s say , means that given ,
. The lemma is saying that we can choose a which works for every
!
 Proof. Suppose claim is not true. Then there exists such that for every , we can find
with but .
Take , to get with but . By Bolzano-
Weierstrass, . Then .

Let , then , so .
On the other hand, . continuous, therefore ,
. Then, passing to the limit, , but . Absurd. QED.

5.2.4 Integrability of continuous functions

Theorem 5.6. If continuous, then is integrable.
Proof. Consider the partition with points

for a positive integer. Then

Let be given, and consider the given by Lemma 5.5. Choose large enough such that
. Then for any , Lemma 5.5 tells us that .
Therefore

By Riemann’s criterion, is integrable.

Example.

We claim that is integrable and

Take any partition, then since every interval contains irrational
numbers where is zero. Clearly .
To prove the claim, it suffices to show that given (by Riemann’s
theorem and the fact that ).
Let be given, and take an integer with . Then let
. Then and , so . So is a finite set with cardinality .
. Choose a partition such that the points belong to the
intervals with length less than .

First sup is and second sup is (outside ). So . QED.

5.3 Elementary properties of the integral
bounded and integrable on then
(1) If on , then .
(2) is integrable over and .
(3) For any constant , is integrable and .
(4) is integrable and .
(5) The product is integrable.
(6) If except at finitely many points in , then is integrable and .
(7) If , is integrable over and and .
Proof (1). If , then integral is upper sum, so;

for any . Now take infimum over all , so

Proof (2). Observe

Now take any two partitions

by Lemma 5.2. Now keep fixed and take infimum on all s. Then

Now take inf over all since integrable.

A similar argument for the lower sums gives

Putting everything together we get, since , that .

Proof (3). Exercise.
Proof (4). Consider . Then we claim that is integrable.

(this needs checking). For any partition ,

By Riemann, since is integrable, . By Riemann again and , is

integrable. Now note that

since . So ; since and are integrable by (2) and (3),

is integrable.
 follows from (1) and the fact that . QED.
Proof (5). First we’ll prove that if is integrable, then is integrable. Suppose first that .
Since is integrable, given , a partition of such that . Let

since .

bounded, thus where

is integrable, by Riemann’s theorem.

If is now arbitrary (i.e. just integrable) then is integrable by property (4). But
since is integrable.
To prove that is integrable, just write .
Now integrable and integrable and integrable, and
we’re done.
Proof (6). Let . Then for every except perhaps a finite set (just
from the definition of the integral) must be integrable with . But is
integrable with .
Proof (7). Exercise.
Convention. If , define

Agree that .

5.4 Integration rules and tools

How do we compute ?

5.4.1 The fundamental theorem of calculus

Let be a bounded Riemann integrable function. For define

Theorem 5.7. is continuous.

Proof. For
 by properties of integral, assuming .
is bounded so . Thus

In fact for any , . Let , therefore

Theorem 5.8 (Fundamental Theorem of Calculus). If in addition is continuous, then is

differentiable and .
Proof. For , , we’d like to make

small as . We write it as

since

Now

Thus

So we have proved that

Now if , then by continuity of ,

5.4.2 Integration is the “inverse” of differentiation

Corollary 5.9. If is continuous on , then

Proof. From 5.8 we know that . Therefore

is constant. Therefore

This gives a way of computing if we know a “primitive” (anti-derivative) for , that is, a
function such that . Primitives of continuous functions always exist (5.8) and any two
primitives differ by a constant.
such that constant.

5.4.3 Integration by parts

Corollary 5.10. Suppose and exist and are continuous on . Then
 Proof. Product rule gives . Therefore

and the rest follows immediately.

5.4.4 Integration by substitution

Corollary 5.11 (Integration by substitution). Let with , ,
and assume that exists and is continuous on . Let be continuous. Then

Set , to get a more familiar version.

Proof. Set

Let with taking values in . Then by the chain rule,

5.5 Taylor’s theorem revisited

5.5.1 Taylor’s theorem with integral form of the remainder
We now revisit Taylor’s theorem and find an integral form for the remainder.
Theorem 5.12 (Taylor’s theorem with remainder an integral). Let be continuous for
, then

where

Remark. Note that here we assume continuity of and not just mere existence (as in our
previous versions), so this theorem is a little weaker, but just fine for most practical purposes.
Proof. Let’s make the substitution , so that . Then

By integration by parts this becomes

That is,
 Integrate by parts times to get

where the last term is . QED.

5.5.2 Link to Cauchy’s form

This integral form gives back Cauchy’s and Lagrange’s forms.
Previous remarks. continuous, then

The mean value theorem applied to gives

. Thus

(mean value theorem for integrals). Let’s apply this to

which is Cauchy’s form of the remainder.

5.5.3 Link to Lagrange’s form

To get Lagrange’s form we use the following proposition. Suppose , then

for some . Then

which is Lagrange’s form of the remainder.

Now we prove the proposition we just used, namely that if continuous and
, then such that

If you have then you get the mean value theorem.

Proof. Let

By the Fundamental Theorem of Calculus, and .

 Cauchy’s mean value theorem (3.7) applied to and gives

Since , we simplify to get the desired result.

5.6 Infinite integrals (Improper integrals)

We’d like to make sense of

5.6.1 Definition
Suppose we have such that for every , is bounded and integrable on
.
Definition. If

we say that exists and that its value is . In this case we also say that
converges. If does not tend to a limit, we say that diverges.
Example.

If , the integral

Let , then we say that the limit is finite only if . If ,

5.6.2 Relation between improper integrals and series

Notice the similarity with the series

Remark. If , for and for constant, then if converges,

then converges and

This is the analogue of the comparison test.

Proof.

The function is an increasing function. Thus if ,

 If converges, then is bounded above, and so we can consider

We claim

By definition of supremum, given , such that . If , then

i.e. , i.e.
Remark. For series, we know that if
converges, then . However, it is not true that if
converges, then as .
Example.

converges, so converges. But , so

as .

5.6.3 The integral test

Theorem 5.13 (Integral test). Let be a positive decreasing function. Then 1)

both converge or both diverge.

2) As ,

tends to a limit as , such that .

Examples. (1)

We just say that converges iff . We can apply the integral test to deduce that
converges iff .
2)

Let . Then
As , this goes to infinity, so the sum diverges.
Proof (1). Note that since is decreasing, it is Riemann
integrable in every interval .
For , since
decreasing.
Integrate between and to get

Adding,

Suppose converges, then is bounded in . By , is bounded,

and therefore it must converge by the fundamental axiom (as it is increasing in ).
Suppose converges, then is bounded and by is bounded, thus
since

is increasing, it follows that converges.

Proof (2). Let

Therefore is decreasing. Also from , . Thus is a bounded

decreasing sequence, and therefore it must converge to a limit with . QED.

5.6.4 Euler’s constant

Corollary 5.14 (Euler’s constant).

as with .
Proof. Let and apply the theorem.
Remarks. 1) It is still unknown whether is rational or irrational!
2)
3)
Proof that .

Define
 for . We’ll derive estimate for . Let and in the fact from the
last section that

for , , .

for . So

But can be easily computed by integration by parts. If you do the calculation, you get

by definition of .

5.6.5 Integrals which are improper at both ends

So far we have looked at but we can also make perfect sense of

We can also make sense of .

Definition. converges if converges and converges. Also if
and , then we let .
This defintion is independent of ;

so the sum will not change, it will always be equal to .

This is not quite the same as saying that exists.
Example.
 but does not exist, because neither or
converge.
Example. on .
Let .

and the same for general functions. This is an improper integral of

the second kind.