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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.
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).
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
If , then
Lemma 1.2. as .
Proof. The sequence is decreasing and bounded below . The
Fundamental Axiom . Now we claim that .
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)
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.
Ratio test;
Root test;
So for this series it also holds that . However, we can show that the series converges.
, i.e.
Hence
Multiply by to get
Thus
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.
For ,
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.
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)
3. Differentiability
with .
(ii) Consider
i.e. is continuous at .
Example. Take , . If ,
exist?
is continuous at , therefore .
Proof. (i)
(ii)
(iii) Let . Then
By continuity, this
by induction.
(iii) , for a positive integer ( ) . Using 3.1(iv) we get
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.
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
Example. , any integer and a positive integer. We find using the chain
rule, as ;
(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
Let , then
(L’Hôpital’s rule)
where .
Notes. 1) is Lagrange’s form for the remainder.
2) For this is the mean value theorem;
where
Set
Then
(from definition of ).
Rolle’s theorem applied to gives such that . Now we compute
Rearranging
Set
for , where
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
Standard properties work for both and ; chain rule, the sums and products of differentiable
functions are differentiable.
Example. ,
4. Power series
We will look at series of the form
Examples.
(geometric series). We know , but note that if , the series diverges, since
which does not tend to .
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
By Lemma 4.6, .
Take . If , we get
(ii)
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
4.3.3 -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
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
Now and , so
Now from definitions, and . So .
Therefore
for .
Also, for . If , from which it follows that
and . Warning: (or ) are not bounded for , since for
, with ,
Therefore . Now
Therefore .
Corollary 4.11.
Proof.
But we know .
Definition. We define . Finally,
Theorem 4.12. (i)
(ii)
(iii)
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
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
But is increasing, so
Thus
For this
Let , then , so .
On the other hand, . continuous, therefore ,
. Then, passing to the limit, , but . Absurd. QED.
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 Lemma 5.2. Now keep fixed and take infimum on all s. Then
since .
Agree that .
small as . We write it as
since
Now
Thus
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.
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
That is,
Integrate by parts times to get
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
We claim
i.e. , i.e.
Remark. For series, we know that if
converges, then . However, it is not true that if
converges, then as .
Example.
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,
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 .