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Problems in Real Analysis

Teodora-Liliana T. Rădulescu
Vicenţiu D. Rădulescu
Titu Andreescu

Problems in Real Analysis

Advanced Calculus on the Real Axis


Teodora-Liliana T. Rădulescu Vicenţiu D. Rădulescu
Department of Mathematics Simion Stoilow Mathematics Institute
Fratii Buzesti National College Romanian Academy
Craiova 200352 Bucharest 014700
Romania Romania
teodoraradulescu@yahoo.com vicentiu.radulescu@math.cnrs.fr

Titu Andreescu
School of Natural Sciences and Mathematics
University of Texas at Dallas
Richardson, TX 75080
USA
titu.andreescu@utdallas.edu

ISBN: 978-0-387-77378-0 e-ISBN: 978-0-387-77379-7


DOI: 10.1007/978-0-387-77379-7
Springer Dordrecht Heidelberg London New York

Library of Congress Control Number: 2009926486

Mathematics Subject Classification (2000): 00A07, 26-01, 28-01, 40-01

© Springer Science+Business Media, LLC 2009


All rights reserved. This work may not be translated or copied in whole or in part without the written
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To understand mathematics means to be able
to do mathematics. And what does it mean
doing mathematics? In the first place it
means to be able to solve mathematical
problems.
—George Pólya (1887–1985)

We come nearest to the great when we are


great in humility.
—Rabindranath Tagore (1861–1941)
Foreword

This carefully written book presents an extremely motivating and original approach,
by means of problem-solving, to calculus on the real line, and as such, serves as a
perfect introduction to real analysis. To achieve their goal, the authors have care-
fully selected problems that cover an impressive range of topics, all at the core
of the subject. Some problems are genuinely difficult, but solving them will be
highly rewarding, since each problem opens a new vista in the understanding of
mathematics. This book is also perfect for self-study, since solutions are provided.
I like the care with which the authors intersperse their text with careful reviews
of the background material needed in each chapter, thought-provoking quotations,
and highly interesting and well-documented historical notes. In short, this book also
makes very pleasant reading, and I am confident that each of its readers will enjoy
reading it as much as I did. The charm and never-ending beauty of mathematics
pervade all its pages.
In addition, this little gem illustrates the idea that one cannot learn mathematics
without solving difficult problems. It is a world apart from the “computer addiction”
that we are unfortunately witnessing among the younger generations of would-be
mathematicians, who use too much ready-made software instead or their brains, or
who stand in awe in front of computer-generated images, as if they had become the
essence of mathematics. As such, it carries a very useful message.
One cannot help comparing this book to a “great ancestor,” the famed Problems
and Theorems in Analysis, by Pólya and Szegő, a text that has strongly influenced
generations of analysts. I am confident that this book will have a similar impact.

Hong Kong, July 2008 Philippe G. Ciarlet

vii
Preface

If I have seen further it is by standing on the shoulders of giants.


—Sir Isaac Newton (1642–1727), Letter to Robert Hooke, 1675

Mathematical analysis is central to mathematics, whether pure or applied. This


discipline arises in various mathematical models whose dependent variables vary
continuously and are functions of one or several variables. Real analysis dates to the
mid-nineteenth century, and its roots go back to the pioneering papers by Cauchy,
Riemann, and Weierstrass.
In 1821, Cauchy established new requirements of rigor in his celebrated Cours
d’Analyse. The questions he raised are the following:
– What is a derivative really? Answer: a limit.
– What is an integral really? Answer: a limit.
– What is an infinite series really? Answer: a limit.
This leads to
– What is a limit? Answer: a number.
And, finally, the last question:
– What is a number?
Weierstrass and his collaborators (Heine, Cantor) answered this question around
1870–1872.
Our treatment in this volume is strongly related to the pioneering contributions
in differential calculus by Newton, Leibniz, Descartes, and Euler in the seventeenth
and eighteenth centuries, with mathematical rigor in the nineteenth century pro-
moted by Cauchy, Weierstrass, and Peano. This presentation furthers modern directions
in the integral calculus developed by Riemann and Darboux.
Due to the huge impact of mathematical analysis, we have intended in this book
to build a bridge between ordinary high-school or undergraduate exercises and more
difficult and abstract concepts or problems related to this field. We present in this
volume an unusual collection of creative problems in elementary mathematical anal-
ysis. We intend to develop some basic principles and solution techniques and to offer
a systematic illustration of how to organize the natural transition from problem-
solving activity toward exploring, investigating, and discovering new results and
properties.

ix
x Preface

The aim of this volume in elementary mathematical analysis is to introduce,


through problems-solving, fundamental ideas and methods without losing sight of
the context in which they first developed and the role they play in science and partic-
ularly in physics and other applied sciences. This volume aims at rapidly developing
differential and integral calculus for real-valued functions of one real variable,
giving relevance to the discussion of some differential equations and maximum prin-
ciples.
The book is mainly geared toward students studying the basic principles of math-
ematical analysis. However, given its selection of problems, organization, and level,
it would be an ideal choice for tutorial or problem-solving seminars, particularly
those geared toward the Putnam exam and other high-level mathematical contests.
We also address this work to motivated high-school and undergraduate students.
This volume is meant primarily for students in mathematics, physics, engineering,
and computer science, but, not without authorial ambition, we believe it can be used
by anyone who wants to learn elementary mathematical analysis by solving prob-
lems. The book is also a must-have for instructors wishing to enrich their teach-
ing with some carefully chosen problems and for individuals who are interested in
solving difficult problems in mathematical analysis on the real axis. The volume is
intended as a challenge to involve students as active participants in the course. To
make our work self-contained, all chapters include basic definitions and properties.
The problems are clustered by topic into eight chapters, each of them containing
both sections of proposed problems with complete solutions and separate sections
including auxiliary problems, their solutions being left to our readers. Throughout
the book, students are encouraged to express their own ideas, solutions, generaliza-
tions, conjectures, and conclusions.
The volume contains a comprehensive collection of challenging problems, our
goal being twofold: first, to encourage the readers to move away from routine
exercises and memorized algorithms toward creative solutions and nonstandard
problem-solving techniques; and second, to help our readers to develop a host of
new mathematical tools and strategies that will be useful beyond the classroom and
in a number of applied disciplines. We include representative problems proposed at
various national or international competitions, problems selected from prestigious
mathematical journals, but also some original problems published in leading publi-
cations. That is why most of the problems contained in this book are neither standard
nor easy. The readers will find both classical topics of mathematical analysis on the
real axis and modern ones. Additionally, historical comments and developments are
presented throughout the book in order to stimulate further inquiry.
Traditionally, a rigorous first course or problem book in elementary mathematical
analysis progresses in the following order:

Sequences
Functions =⇒ Continuity =⇒ Differentiability =⇒ Integration
Limits
Preface xi

However, the historical development of these subjects occurred in reverse order:

Archimedes
Newton (1665)
Cauchy (1821) ⇐= Weierstrass (1872) ⇐= ⇐= Kepler (1615)
Leibniz (1675)
Fermat (1638)

This book brings to life the connections among different areas of mathematical
analysis and explains how various subject areas flow from one another. The vol-
ume illustrates the richness of elementary mathematical analysis as one of the most
classical fields in mathematics. The topic is revisited from the higher viewpoint of
university mathematics, presenting a deeper understanding of familiar subjects and
an introduction to new and exciting research fields, such as Ginzburg–Landau equa-
tions, the maximum principle, singular differential and integral inequalities, and
nonlinear differential equations.
The volume is divided into four parts, ten chapters, and two appendices, as
follows:

Part I. Sequences, Series, and Limits


Chapter 1. Sequences
Chapter 2. Series
Chapter 3. Limits of Functions
Part II. Qualitative Properties of Continuous and Differentiable Functions
Chapter 4. Continuity
Chapter 5. Differentiability
Part III. Applications to Convex Functions and Optimization
Chapter 6. Convex Functions
Chapter 7. Inequalities and Extremum Problems
Part IV. Antiderivatives, Riemann Integrability, and Applications
Chapter 8. Antiderivatives
Chapter 9. Riemann Integrability
Chapter 10. Applications of the Integral Calculus
Appendix A. Basic Elements of Set Theory
Appendix B. Topology of the Real Line

Each chapter is divided into sections. Exercises, formulas, and figures are num-
bered consecutively in each section, and we also indicate both the chapter and the
section numbers. We have included at the beginning of chapters and sections quo-
tations from the literature. They are intended to give the flavor of mathematics as
a science with a long history. This book also contains a rich glossary and index, as
well as a list of abbreviations and notation.
xii Preface

Key features of this volume:


– contains a collection of challenging problems in elementary mathematical
analysis;
– includes incisive explanations of every important idea and develops illuminating
applications of many theorems, along with detailed solutions, suitable cross-
references, specific how-to hints, and suggestions;
– is self-contained and assumes only a basic knowledge but opens the path to com-
petitive research in the field;
– uses competition-like problems as a platform for training typical inventive skills;
– develops basic valuable techniques for solving problems in mathematical ana-
lysis on the real axis;
– 38 carefully drawn figures support the understanding of analytic concepts;
– includes interesting and valuable historical account of ideas and methods in
analysis;
– contains excellent bibliography, glossary, and index.
The book has elementary prerequisites, and it is designed to be used for lecture
courses on methodology of mathematical research or discovery in mathematics. This
work is a first step toward developing connections between analysis and other math-
ematical disciplines, as well as physics and engineering.
The background the student needs to read this book is quite modest. Anyone
with elementary knowledge in calculus is well-prepared for almost everything to
be found here. Taking into account the rich introductory blurbs provided with each
chapter, no particular prerequisites are necessary, even if a dose of mathematical so-
phistication is needed. The book develops many results that are rarely seen, and even
experienced readers are likely to find material that is challenging and informative.
Our vision throughout this volume is closely inspired by the following words of
George Pólya [90] (1945) on the role of problems and discovery in mathematics:
Infallible rules of discovery leading to the solution of all possible mathematical
problems would be more desirable than the philosopher’s stone, vainly sought by all
alchemists. The first rule of discovery is to have brains and good luck. The second
rule of discovery is to sit tight and wait till you get a bright idea. Those of us who
have little luck and less brain sometimes sit for decades. The fact seems to be, as
Poincaré observed, it is the man, not the method, that solves the problem.
Despite our best intentions, errors are sure to have slipped by us. Please let us
know of any you find.

August 2008 Teodora-Liliana Rădulescu


Vicenţiu Rădulescu
Titu Andreescu
Acknowledgments

We acknowledge, with unreserved gratitude, the crucial role of Professors Cather-


ine Bandle, Wladimir-Georges Boskoff, Louis Funar, Patrizia Pucci, Richard Stong,
and Michel Willem, who encouraged us to write a problem book on this subject.
Our colleague and friend Professor Dorin Andrica has been very interested in this
project and suggested some appropriate problems for this volume. We warmly thank
Professors Ioan Şerdean and Marian Tetiva for their kind support and useful discus-
sions.
This volume was completed while Vicenţiu Rădulescu was visiting the Univer-
sity of Ljubljana during July and September 2008 with a research position funded
by the Slovenian Research Agency. He would like to thank Professor Dušan Repovš
for the invitation and many constructive discussions.
We thank Dr. Nicolae Constantinescu and Dr. Mirel Coşulschi for the profes-
sional drawing of figures contained in this book.
We are greatly indebted to the anonymous referees for their careful reading of
the manuscript and for numerous comments and suggestions. These precious con-
structive remarks were very useful to us in the elaboration of the final version of this
volume.
We are grateful to Ann Kostant, Springer editorial director for mathematics, for
her efficient and enthusiastic help, as well as for numerous suggestions related to
previous versions of this book. Our special thanks go also to Laura Held and to the
other members of the editorial technical staff of Springer New York for the excellent
quality of their work.
We are particularly grateful to copyeditor David Kramer for his guidance, thor-
oughness and attention to detail.
V. Rădulescu acknowledges the support received from the Romanian Research
Council CNCSIS under Grant 55/2008 “Sisteme diferenţiale ı̂n analiza neliniară şi
aplicaţii.”

xiii
Contents

Foreword . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . vii

Preface . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ix

Acknowledgments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . xiii

Abbreviations and Notation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . xix

Part I Sequences, Series, and Limits

1 Sequences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.1 Main Definitions and Basic Results . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.2 Introductory Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
1.3 Recurrent Sequences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
1.4 Qualitative Results . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30
1.5 Hardy’s and Carleman’s Inequalities . . . . . . . . . . . . . . . . . . . . . . . . . . . 45
1.6 Independent Study Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 51

2 Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 59
2.1 Main Definitions and Basic Results . . . . . . . . . . . . . . . . . . . . . . . . . . . 59
2.2 Elementary Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 66
2.3 Convergent and Divergent Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 73
2.4 Infinite Products . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 86
2.5 Qualitative Results . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 89
2.6 Independent Study Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 110

3 Limits of Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 115


3.1 Main Definitions and Basic Results . . . . . . . . . . . . . . . . . . . . . . . . . . . 115
3.2 Computing Limits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 118
3.3 Qualitative Results . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 124
3.4 Independent Study Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 133

xv
xvi Contents

Part II Qualitative Properties of Continuous and Differentiable Functions

4 Continuity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 139
4.1 The Concept of Continuity and Basic Properties . . . . . . . . . . . . . . . . . 139
4.2 Elementary Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 144
4.3 The Intermediate Value Property . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 147
4.4 Types of Discontinuities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 151
4.5 Fixed Points . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 154
4.6 Functional Equations and Inequalities . . . . . . . . . . . . . . . . . . . . . . . . . 163
4.7 Qualitative Properties of Continuous Functions . . . . . . . . . . . . . . . . . . 169
4.8 Independent Study Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 177

5 Differentiability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 183
5.1 The Concept of Derivative and Basic Properties . . . . . . . . . . . . . . . . . 183
5.2 Introductory Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 198
5.3 The Main Theorems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 218
5.4 The Maximum Principle . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 235
5.5 Differential Equations and Inequalities . . . . . . . . . . . . . . . . . . . . . . . . . 238
5.6 Independent Study Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 252

Part III Applications to Convex Functions and Optimization

6 Convex Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 263


6.1 Main Definitions and Basic Results . . . . . . . . . . . . . . . . . . . . . . . . . . . 263
6.2 Basic Properties of Convex Functions and Applications . . . . . . . . . . . 265
6.3 Convexity versus Continuity and Differentiability . . . . . . . . . . . . . . . 273
6.4 Qualitative Results . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 278
6.5 Independent Study Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 285

7 Inequalities and Extremum Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . 289


7.1 Basic Tools . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 289
7.2 Elementary Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 290
7.3 Jensen, Young, Hölder, Minkowski, and Beyond . . . . . . . . . . . . . . . . . 294
7.4 Optimization Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 300
7.5 Qualitative Results . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 305
7.6 Independent Study Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 308

Part IV Antiderivatives, Riemann Integrability, and Applications

8 Antiderivatives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 313
8.1 Main Definitions and Properties . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 313
8.2 Elementary Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 315
8.3 Existence or Nonexistence of Antiderivatives . . . . . . . . . . . . . . . . . . . 317
8.4 Qualitative Results . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 319
8.5 Independent Study Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 324
Contents xvii

9 Riemann Integrability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 325


9.1 Main Definitions and Properties . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 325
9.2 Elementary Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 329
9.3 Classes of Riemann Integrable Functions . . . . . . . . . . . . . . . . . . . . . . . 337
9.4 Basic Rules for Computing Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . 339
9.5 Riemann Iintegrals and Limits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 341
9.6 Qualitative Results . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 351
9.7 Independent Study Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 367

10 Applications of the Integral Calculus . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 373


10.1 Overview . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 373
10.2 Integral Inequalities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 374
10.3 Improper Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 390
10.4 Integrals and Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 402
10.5 Applications to Geometry . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 406
10.6 Independent Study Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 409

Part V Appendix

A Basic Elements of Set Theory . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 417


A.1 Direct and Inverse Image of a Set . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 417
A.2 Finite, Countable, and Uncountable Sets . . . . . . . . . . . . . . . . . . . . . . . 418

B Topology of the Real Line . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 419


B.1 Open and Closed Sets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 419
B.2 Some Distinguished Points . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 420

Glossary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 421

References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 437

Index . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 443
Abbreviations and Notation

Abbreviations
We have tried to avoid using nonstandard abbreviations as much as possible. Other
abbreviations include:
AMM American Mathematical Monthly
GMA Mathematics Gazette, Series A
MM Mathematics Magazine
IMO International Mathematical Olympiad
IMCUS International Mathematics Competition for University Students
MSC Miklós Schweitzer Competitions
Putnam The William Lowell Putnam Mathematical Competition
SEEMOUS South Eastern European Mathematical Olympiad for University
Students

Notation
We assume familiarity with standard elementary notation of set theory, logic,
algebra, analysis, number theory, and combinatorics. The following is notation that
deserves additional clarification.
N the set of nonnegative integers (N = {0, 1, 2, 3, . . .})
N∗ the set of positive integers (N∗ = {1, 2, 3, . . .})
Z the set of integer real numbers (Z = {. . . , −3, −2, −1, 0, 1, 2, 3, . . .})
Z∗ the set of nonzero integer real numbers (Z∗ = Z \ {0})
Q the
 setof rational real numbers 
Q = mn ; m ∈ Z, n ∈ N∗ , m and n are relatively prime
R the set of real numbers
R∗ the set of nonzero real numbers (R∗ = R \ {0})
R+  numbers (R+ = [0,
the set of nonnegative real  +∞))
R the completed real line R = R ∪ {−∞, +∞}

xix
xx Abbreviations and Notation

C the set of complex


n numbers
e limn→∞ 1 + 1n = 2.71828 . . .
sup A the least upper bound of the set A ⊂ R
inf A the greatest lower bound of the set A ⊂ R
x+ the positive part of the real number x (x+ = max{x, 0})
x− the negative part of the real number x (x− = max{−x, 0})
|x| the modulus (absolute value) of the real number x (|x| = x+ + x− )
{x} the fractional part of the real number x (x = [x] + {x})
Card(A) cardinality of the finite set A
dist(x, A) the distance from x ∈ R to the set A ⊂ R (dist (x, A) = inf{|x − a|; a ∈ A})
IntA the set of interior points of A ⊂ R
f (A) the image of the set A under a mapping f
f −1 (B) the inverse image of the set B under a mapping f
f ◦g the composition of functions f and g: ( f ◦ g)(x) = f (g(x))
n! n factorial, equal to n(n − 1) · · ·1 (n ∈ N∗ )
(2n)!! 2n(2n − 2)(2n − 4) · · ·4 · 2 (n ∈ N∗ )
(2n + 1)!! (2n + 1)(2n − 1)(2n − 3) · · ·3 · 1 (n ∈ N∗ )
ln x loge x (x > 0)
x
x0 x→x0 ∈ R and x < x0
x x0 x→x0∈ R and  x > x0
lim sup xn lim sup xk
n→∞ n→∞
 k≥n
lim inf xn lim inf xk
n→∞ n→∞ k≥n
f (n) (x) nth derivative of the function f at x
Cn (a, b) the set of n-times differentiable functions f : (a, b)→R such that f (n) is
continuous on (a, b)
C∞ (a, b) the set of infinitely differentiable functions f : (a, b)→R

(C∞ (a, b) = ∞ n=0 C (a, b))


n

Δf the
 Laplace operator applied to the function f : D ⊂ R →R
N

∂ f ∂ f
2 2 ∂ f
2
Δ f = 2 + 2 + ···+ 2
∂ x1 ∂ x2 ∂ xN
Landau’s notation f (x) = o(g(x)) as x→x0 if f (x)/g(x)→0 as x→x0
f (x) = O(g(x)) as x→x0 if f (x)/g(x) is bounded in a neighborhood of x0
f ∼ g as x→x0 if f (x)/g(x)→1 as x→x0
Hardy’s notation f ≺≺ g as x→x0 if f (x)/g(x)→0 as x→x0
f  g as x→x0 if f (x)/g(x) is bounded in a neighborhood of x0

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