Theorem 1. The intermediate value theorem If f : [a, b] → R is continuous and f (a) ≥ 0 ≥ f (b) then there exists a c ∈ [a, b] such that f (c) = 0.
Proof.
Part A: Set
a _{0} := a
b _{0} := b
c _{0} := ^{a} ^{+} ^{b}
2
We have two options: f (c _{0} ) ≥ 0 xor f (c _{0} ) < 0.
If ﬁrst option holds, we set a _{1} := c _{0} , b _{1} = b _{0} otherwise we proceed symmetrically.
We deﬁne a _{n} , b _{n} inductively.
Part B: The sequence a _{n} is monotonic and bounded, thus it converges to some number
c.
On the other hand
b
_{n}
− a _{n}
=
b n−1 − a n−1
2
so its not hard to notice that
From this we get
so taking n → ∞, b _{n} → c.
b
_{n}
−
a
_{n}
=
b _{n} = a _{n} +
2 ^{−}^{n} (b _{0} −
a _{0} )
2 ^{−}^{n} (b _{0} − a _{0} )
Part C: since f is continuous at c and a _{n} → c, thus f (a _{n} ) → f (c).
Because ∀ n : f (a _{n} ) ≥ 0, therefore
0.
f (c) = 0 follows.
f (c) ≥ 0.
Similarly ∀ n : f (b _{n} ) ≤ 0, thus f (c) ≤
Notice the similarity with binary search.
Deﬁnition 1. Derivative
Let U
with derivative f ^{} (t) if for all ε > 0, there exists a δ(t, ε) > 0, such that
be an open set in R, we say that a function f : U → R is diﬀerentiable at t ∈ U
(t − δ(t, ε), t + δ(t, ε)) ⊆ U
and if xh < δ(t, ε) then
_{}
f(t + h) − f(t)
h
− f ^{} (t) _{} < ε
Theorem 2. Derivative is linear Suppose U is an open set and f, g : U → R are diﬀerentiable at t ∈ U . If λ, µ ∈ R, show
[λf + µg] ^{} (t) = λf ^{} (t) + µg ^{} (t)
1
Proof. Fix ε > 0.
_{λ} ^{} f(t + h) − f(t)
(λf + µg)(t + h) − (λf + µg)(t)
h
h
f(t + h) − f(t)
h
−
λf ^{} (t) + µg ^{} (t)
_{−} _{f} _{} _{(}_{t}_{)} ^{} _{+} _{µ} ^{} g(t + h) − g(t)
h
−
− f ^{} (t) _{} + µ
g(t + h) − g(t)
h
−
g ^{} (t) ^{}
g ^{} (t)
=
≤λ
Choose δ(f, t, ε) :=
_{}_{2}_{λ}_{} , δ(g, t, ε) :=
ε
ε
2λ
<ε
Now we turn to mean value inequality, which will be use to prove seemingly obvious theorem about functions with derivative equal zero.
Theorem 3. The mean value inequality Let U be the open interval (α, β). Suppose
K ≥ 0, and that a, b ∈ U then
: U → R is diﬀerentiable with ∀ t : f ^{} (t) ≤ K
with a < b.
If f
f(b) − f(a) ≤ (b − a)K
Proof. The proof with follows from the next lemma. (K + ε)(b − a) for all ε > 0 than as ε → 0 we get
Notice that if f (b) − f (a)
≤
f(b) − f(a) ≤ (b − a)K
Lemma 1. Using assumption of the previous theorem.
∀ ε > 0: f (b) − f (a) ≤ (K + ε)(b − a)
Proof. Suppose
f (b) − f (a) > (K + ε)(b − a)
We refer to binary search. Set
We have
a _{0} := a
b _{0} := b
c _{0} := ^{a} ^{0} ^{+} ^{b} ^{0}
2
(1)
(f(c _{0} ) − f (a) − (K + ε)(c _{0} − a _{0} )) + (f (b _{0} ) − f(c _{0} ) − (K + ε)(b _{0} − c _{0} ))
=f (b) − f (a) − (K + ε)(b − a) > 0
So at least one of the expression in a ﬁrst term must be strictly positive. If (f (b _{0} )−f(c _{0} ) − (K + ε)(b _{0} −c _{0} )) > 0 we set a _{1} := c _{0} , b _{1} := b _{0} otherwise a _{1} := a _{0} , b _{1} := c _{0} . In both cases
f(b _{1} ) − f(a _{1} ) > (K + ε)(b _{1} − a _{1} )
a _{0} ≤ a _{1} ≤ b _{1} ≤ b _{0}
b _{1} − a _{1} = ^{b} ^{0} ^{−} ^{a} ^{0}
2
2
Extend the deﬁnition inductively. As in intermediate value theorem, sequences a _{n} , b _{n} are bounded and converge to the same number c. Since f is diﬀerentiable at c, there exists δ such that (c − δ, c + δ) ⊆ U and whenever 0 < h < δ
Thus
Since f ^{} (c) ≤ K we have
_{}
f(c + h) − f(c)
h
−
f ^{} (c) ^{<} ^{ε}
2
f(c + h) − f(c) − f ^{} (c)h < ^{}^{h}^{}^{ε}
2
for 
0 ≤ h 
< δ 
f (c + h) − f (c) ≤ (K + ε/2)h 

for 
−δ ≤ 
h ≤ 
0 
f (c) − f (c + h) ≤ −(K + ε/2)h 

Since 
a _{n} , b _{n} → c 
we can ﬁnd such N that a _{n} − c < δ and b _{n} − c < δ. Therefore 
But
for
for
h
h
:=
:=
a _{N}
− c
b _{N} − c
f(c) − f(a _{N} )
f(b _{N} ) − f(c)
≤ (K + ε/2)(c − a _{N} )
≤ (K + ε/2)(c − b _{N} )
f(b _{N} ) − f(a _{N} ) = f(b _{N} ) − f(c) + f(c) − f(a _{N} )
≤ (K + ε/2)(c − b _{N} ) + (K + ε/2)(c − a _{N} )
= (K + ε/2)(b _{N} − a _{N} )
Contradicting (1). 


Theorem 4. The constant value theorem Let U ⊆ R be the open set. If f : U → R is diﬀerentiable with 

∀ t ∈ U : f ^{} (t) = 0 

then f is constant. 

Proof. From mean value inequality, choose K := 0 

f(b) − f(a) ≤ 
(b − a) ∗ 0 = 0 

and 

(−f )(b) − (−f )(a) = f (a) − f (b) ≤ 0 

thus f (b) = f (a) for any 
a, b ∈ U . 


Theorem 5. If U ⊆ R is an open set and function f, g : U → R are diﬀerentiable with ∀ t ∈ U : f ^{} (t) = g ^{} (t) then there exists a constant c such that f (x) = g(x) + c for all x ∈ U.
Proof. Apply previous theorem (constant value theorem) to f − g
3
Theorem 6. If U ⊆ R is the open set, a, b ∈ U and a > b and g : U → R is diﬀerentiable with ∀ t ∈ U : g ^{} (t) ≥ 0 then
g(b) > g(a)
Proof. The statement is equivalent to:
(−g)(b) < (−g)(a)
and
(−g)(b) − (−g)(a) < 0
But derivative of −g is always negative thus after setting K := 0 in mean value inequality the result follows immediately.


Deﬁnition 2. sup We deﬁne supremum as usual: the least upper bound 

Theorem 7. Every bounded nonempty set of reals has a supremum 

If ∅ = 
A ⊆ R has an upper bound M , then A has a supremum. 

Proof. We do binary search again. 


Theorem 8. Intermediate value theorem (again) If f : [a, b] → R is continuous and 

f(a) ≥ 0 ≥ f(b) 

then there exists a c ∈ [a, b] such that f (c) = 0. 

Proof. 

Part A: Let 

E := {x ∈ [a, b]: f (x) ≥ 0} 

E is nonempty because a ∈ E and E is bounded by b. 

Part B: Let c := sup E. 

Part C: Fix ε > 0. f is continuous at c so there exists δ > 0 such that 

x ∈ [a, b] ∧ x − c < δ 
=⇒ 
f (x) − f (c) < ε 

We want to show f (c) < ε. 

Consider three cases of comparing c with a, b. 

1. a < c < b todo 

2. c = b todo 

3. c = a todo 


Theorem 9. BolzanoWeistrass: Every bounded sequence has converging subsequence If a _{n} is a sequence such that for some M ∈ R a _{i}  ≤ M for all i then there exists a subsequence a _{n} that converges.
4
Proof. We ask, are there inﬁnitely many elements a _{i} such that
∀ j > i: a _{i} ≥ a _{j}
If yes we select them and have bounded monotonic sequence — done. If no, then for any a _{i} there exists a _{j} such that
a _{i} < a _{j}
For every element we select next, smaller one, and get a bounded monotonic sequence — done.
Deﬁnition 3. Limit supremum & inﬁmum
lim sup x _{n} = lim
n→∞
_{n}_{→}_{∞} sup{x _{m} : m ≥ n}
lim inf x _{n} = lim
n→∞
_{n}_{→}_{∞} inf{x _{m} : m ≥ n}
General remark! There are at least three versions of fundamental axiom. Fundamental axiom, existence of supremum and BolzanoWeierstrass.
Deﬁnition 4. Inner product If x _{i} , y _{i} are vectors there inner product is:
(x) _{i} · (y) _{i} = (x ∗ y) _{i}
sometimes denoted by x, y
Deﬁnition 5. Euclidean norm If x is a vector.
x := ^{} x, x
Theorem 10. The CauchySchwarz inequality If x, y ∈ R ^{m} , then
x · y ≤ x y
Proof. If x = 0 ∨ y = 0, the inequality is trivial. Otherwise
Set λ := ^{(}^{x}^{·}^{y}^{)}
x ^{2}
Rearranging
0 ≤ (λx + y) · (λx + y)
= λ ^{2} x ^{2} + 2λ(x · y) + y ^{2}
=
=
λ x + ^{x} ^{·} ^{y} 2 + y ^{2} − ^{(}^{x} ^{·} ^{y}^{)} 2
x
x ^{2}
y ^{2} − ^{(}^{x} ^{·} ^{y}^{)} 2
x ^{2}
0
(x · y) ^{2}
x · y
≤ y ^{2} − ^{(}^{x} x ^{·} ^{y}^{)} ^{2} 2
≤ x ^{2}
≤ x y
y ^{2}
5
Theorem 11. Standard property of Euclidean norm in R ^{m} For all x, y ∈ R ^{m} :
1. 
x ≥ 0 

2. 
x = 0 
=⇒ 
x = 0 
3. 
λ ∈ R then λx = λ x 

4. 
x + y ≤ x + y
Proof. The triangle property can be deduced from CauchySchwarz as follows:
x + y ^{2} 
= 
(x + y) · (x + y) 

= 
x ^{2} 
+ 2(x · y) + y ^{2} 

≤ 
x ^{2} 
+ 
2 x y + y ^{2} 

= 
( x + y ) ^{2} 
Deﬁnition 6. Convergence in R ^{m} with Euclidean norm We say that a _{n} converges to a as n → ∞ if for any ε > 0 there exists n _{ε} such that for all n ≥ n _{ε}
a _{n} − a < ε
Theorem 12. Properties of limit in Euclidean space Given R ^{m} , following holds:
1. Limit is unique. If a _{n} → a and a _{n} → b then a = b.
2. In converging sequence every subsequence converges to the same limit. If a _{n} → a then a _{f}_{(}_{n}_{)} → a.
3. Constant sequence converges. If a _{n} = c for all n then a _{n} → c.
4. If a _{n} → a and b _{n} → b then a _{n} + b _{n} → a + b.
5. Suppose a _{n} ∈ R ^{m} and λ _{n} ∈ R then if a _{n} → a and λ _{n} → λ we have λ _{n} a _{n} → λa
6. a _{n} · b _{n} → a · b
^{L}^{e}^{m}^{m}^{a} ^{2}^{.}
Proof:
_{x} _{·} _{y} _{=} x + y ^{2} − x − y ^{2}
4
x + y ^{2} + x − y ^{2}
^{} _{i} (x ^{2} + 2xy + y ^{2} − x ^{2} + 2xy − y ^{2} ) _{i}
_{=} 

4 
4 

^{} _{i} (4xy) _{i} 

_{=} 

4 

4(x · y) 

_{=} 

4 

= 
x · y 
Proof.
6
1.
For any ε > 0 following holds:
a − b ≤ a _{n} − a + a _{n} − b < ε
Since ε can be arbitrary a − b = 0, thus a − b = 0, and a = b.
2. Fix ε. There exists n _{ε} such that a _{n} − a < ε for all n ≥ n _{ε} . For the same n _{ε} , the same must holds for subsequence.
3. From the deﬁnition of convergence.
4. Immediate consequence of two ε method and triangle inequality.
a _{n} + b _{n} − (a + b) ≤ a _{n} − a + b _{n} − b
5. Fix ε > 0. Observe:
λ _{n} a _{n} − λa = λ
λ n
_{λ}
a _{n} − a
We can ﬁnd n _{a} such that
a _{n} − a <
^{ε}
2λ
and n _{λ} such that
_{}
λ
n
_{λ} a _{n} − a _{n}
^{<}
ε
2λ
Combining the two and using triangle inequality
ε
^{λ} ^{n} a _{n} − a <
λ
λ
thus
λ _{n} a _{n} − λa = λ
< λ
λ n
_{λ}
ε
λ
= ε
a _{n} − a
6. Fix ε > 0. From the lemma
a _{n} · b _{n} − a · b =
Taking n → ∞ ^{1}
= 0
a _{n} + b _{n} ^{2} − a _{n} + b _{n} ^{2} − ( a + b ^{2} − a − b ^{2} )
4
Theorem 13. BolzanoWeierstrass in euclidean space If x _{n} ∈ R ^{m} and there exists K such that x _{n} ≤ K for all n, then there exists subsequence that converges.
7
(1)
Proof. Suppose x _{n} := (x Observe that for any n, i
n
so
, x
(2)
n
.
.
.
x
(i)
n
,
x
(m)
n
 ^{2} ≤
).
^{}
x
(i)
n
1≤i≤m
x
(i)
n
 ≤ x _{n}
· x
(i)
n
and
x
(i)
n
 ≤ K
but then x
Let s ^{1} (n) be a converging subsequence for sequence x
taking s ^{(}^{i}^{−}^{i}^{)} (n) and ﬁnding a subsequence in it such that x ^{(}^{i}^{)} (n) converges. Since x
is always bounded by K such subsequence must exists.
Then x _{s} n _{(}_{n}_{)} is converging subsequence of x _{n} .
Deﬁnition 7. Closed set
A set F ⊆ R ^{m} is closed if for all x _{n} ⊆ F , if x _{n} → x then x ∈ F .
Theorem 14. K is closed bounded set in R ^{M} iﬀ every sequence in K has a converging subsequence with limit in K.
Proof. ⇒ Suppose K is closed and bounded. Let a _{n} ⊆ K. a _{n} is bounded thus by BoltzanoWeiestrass it has converging subsequence which itself consists of elements of K thus it converges to a limit in K. ⇐ suppose every sequence in K has a converging subsequence with limit in K.
. We deﬁne s ^{m} inductively by
(i)
n
is bounded so the BolzanoWeiestrass in one dimension applies to it.
(1)
n
(i)
n
It 
immediately follows that every converging Ksequence converge to a limit in k since 
in 
converging sequence all subsequences converge to the same limit. 
If 
it is not bounded we can take sequence running to ±∞ and such sequence doesn’t 
have converging subsequence.
Deﬁnition 8. Open set
A set U
x − y < ε we have y ∈ U .
Deﬁnition 9. Balls Consider sets in R ^{m} . Let x ∈ R ^{m} and r ∈ R ^{+}
Open ball set B(x, r) := {y ∈ R ^{m} : x − y < r}
⊆ R ^{m}
is open if, whenever x ∈ U , there exists ε > 0 such that, whenever
Closed ball set B(x, r) := {y ∈ R ^{m} : x − y ≤ r}
Theorem 15. Open ball is open, closed is closed
Consider sets in R ^{m} .
Then B(x, r) is open and B(x, r) is closed.
Proof. First we will show that B(x, r) is open. Suppose y ∈ B(x, r). Set ε := r − x − y . Now if for some u
Let x ∈ R ^{m} and r ∈ R ^{+} .
y − u < ε
then
y − u + x − y < r
8
by triangle inequality
x − u < r
so u ∈ B(x, r).
Now we will show that B(x, r) is closed.
Suppose that y _{n} ⊆ B(x, r) and y _{n} → y. Since for any ε
x − y _{n} + y _{n} − y < r + ε
taking y → ∞ we get
x − y ≤ r
thus y ∈ B(x, r)
Theorem 16. Open set in terms of open balls (in reality—restatement of the deﬁnition). The set is open iﬀ every point in that set is a center of an open ball.
Deﬁnition 10. Neighborhood The set N is a neighbourhood of the point x if we can ﬁnd an r > 0 such that
B(x, r) ⊆ N
Thus the set is open if and only if it is a neighbourhood of every point it contains.
Theorem 17. A subset E of R ^{m} is open iﬀ its complement R ^{m} \ E is closed
Proof. ⇒ Suppose E is open. Let x _{n} ⊆ R ^{m} \ E. Suppose
If x ∈ E, it means that there is some ε such that B(x, ε) ⊆ E. But also for this ε there
is N such that if x _{N} − x < ε, but then x _{N} ∈ E
⇐ Suppose complement of E is closed.
Let x ∈ E. If ∃ ε > 0 such that B(x, ε) ⊆ E then for any ε > 0 we can ﬁnd elements as close as we like to x that are in complement of E and build the sequence out of them.
But complement is closed, so that would mean x ∈ E ∧ x
exists an open ball around each element of E — E is open.
∈ E, contradiction. So there
x _{n} → x.
∧ x _{N}
∈ E. Contradiction.
Theorem 18. Consider a collection τ of all open sets in R ^{m} Following holds
1.
2. If U _{α}_{∈}_{A} ∈ τ then ^{} _{α}_{∈}_{A} U _{α} ∈ τ
∅, R ^{m} ∈ τ
3. If U α∈{1,
Proof.
,n}
∈ τ then ^{} _{α}_{∈}_{{}_{1}_{,}
,n}
U _{α} ∈ τ
1. From the deﬁnition
2. If x ∈ ^{} _{α}_{∈}_{A} U _{α} ∈ τ then there exists such a that
x ∈ U _{a}
and for some r, ball B(x, r) ⊆ U _{a} thus B(x, r) ⊆ ^{} _{α}_{∈}_{A} U _{α} ∈ τ . The set is open.
3. If x ∈ ^{} _{α}_{∈}_{{}_{1}_{,}
smallest one.
,n}
U _{α}
∈ τ
in every set there is a ball around that x, choose a
9
Theorem 19. Consider a collection F of all closed sets in R ^{m} Following holds
1.
2. If F _{α}_{∈}_{A} ∈ F then ^{} _{α}_{∈}_{A} F _{α} ∈ F
∅, R ^{m} ∈ F
3. If F α∈{1,
,n}
∈ F then ^{} _{α}_{∈}_{{}_{1}_{,}
,n}
F _{α} ∈ F
Proof. Note. It would be also possible to look at complements and use previous theo rems.
1. From the deﬁnition
2. Take x _{n} ⊆ ^{} _{α}_{∈}_{A} F _{α} , suppose x _{n} → x. From the deﬁnition of intersection x _{n} ⊆ F _{α} for any α ∈ A, thus all sets contain x and so their intersection does.
F _{α} ∈ F and x _{n} → x. If there doesn’t exists a set
F _{α} such that all elements of x _{n} from some points are in this set, then we can ﬁnd two converging subsequence that converge to diﬀerent limit points. But that contradicts the fact that sequence converges, thus there is such F _{α} . Thus x is the element of this F _{α} and so, the element of the sum.
3. Suppose x _{n} ⊆ ^{} _{α}_{∈}_{{}_{1}_{,}
,n}
Deﬁnition 11. Continuity in higher dimensions
Let E ⊆ R ^{m} .
given ε > 0, we can ﬁnd a δ > 0 such that, whenever y ∈ E and x − y < δ
We say the function f : E → R ^{p} is continuous at some point x ∈ E if,
f(x) − f(y) < ε
Theorem 20. The deﬁnition of continuity is equivalent to the one given by converging sequences.
Theorem 21. The function f : R ^{m} → R ^{p} is continuous iﬀ f ^{−}^{1} (U ) is open whenever U is an open set in R ^{p} .
Proof. Suppose f is continuous
Let U
B(f (x), r) ⊆ U . Since f is continuous we can ﬁnd δ such that whenever y ∈ B(x, δ)
We know that there exists r such that
⊆ R ^{p}
be open set.
Let x
∈
f ^{−}^{1} (U ).
10
Molto più che documenti.
Scopri tutto ciò che Scribd ha da offrire, inclusi libri e audiolibri dei maggiori editori.
Annulla in qualsiasi momento.