Study Giude Lecture Notes 32 PDF

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Study giude - Lecture notes 32
Introductory Analysis (University of the Witwatersrand, Johannesburg)
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Contents
1 The Real Number System 1

1.1 Definition and Properties of Real Numbers . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.2 Bounded Sets, Suprema and Infima . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
1.3 Natural Numbers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
2 Sequences 15
2.1 Sequences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
2.2 Bounded and Monotonic Sequences . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
3 Limits and Continuity of Functions 23

3.1 Limits of Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
3.2 Limits at Infinity and Infinite Limits . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
3.3 Limit Laws . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28
3.4 Continuity of Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30
3.5 The Intermediate Value Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33
4 Differentiation 37
4.1 Revision – Self Study . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37
4.2 The Chain Rule and Inverse Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . 41
5 Series 43
5.1 Definitions and Basic Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 43
5.2 Convergence Tests for Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 46
5.3 Power Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 48
6 Riemann Integration 51
6.1 Suprema and Infima (self study) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 51
6.2 Riemann Sums . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 52
6.3 Refinements . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 54
6.4 The Riemann Integral . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 55
6.5 Properties of the Integral . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 58
7 Introduction to Metric Spaces 67

7.1 Metric Spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 67
7.2 Complete Metric Spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 69
7.3 Banach’s Fixed Point Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 72
7.4 Existence of solutions of differential equations . . . . . . . . . . . . . . . . . . . . . . . 76
7.5 Power Series and the Exponential Function in 𝑀𝑛 (𝔽 ) . . . . . . . . . . . . . . . . . . . 80
7.6 Solutions of Linear Differential Equations . . . . . . . . . . . . . . . . . . . . . . . . . 84

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MATH2022 Introductory Analysis 2018 Study Guide iii
Introduction
Aims
Introductory Analysis is a fundamental part of the mathematics curriculum and the results and methods
of this course will be indispensable in any further course in the School which involves Analysis. You
will have seen many of the definitions and theorems in Calculus I. So you may ask what is the difference
between Calculus I and Introductory Analysis?
In Calculus you have learnt definitions and theorems which then were used to solve standard problems.
Whenever it was not too hard, proofs were provided, but often concepts were explained rather vaguely
with some sketches. In particular the fundamental concept of limit and the definition of real numbers
have not been given formally. Indeed, it is the step from rational numbers to real numbers which is crucial
in Real Analysis (and also in Calculus).
You have seen proof techniques and axioms in Algebra I. This combined with the axiom of the real
numbers gives you the basis for all definitions, theorems and proofs in this course, spelt out rigorously
using mathematical logic.
Students therefore have to know definitions and theorems and have to know the proofs which are provided
in class. It is more important to understand definitions, theorems and proofs than learning them by heart.
Any valid reformulation in your own words will be fully accepted.
You have seen some proofs in Calculus I (or even Algebra I) of results which you will re-encounter in
Introductory Analysis. These proofs are provided in this study guide and may not be presented in class.
They will be clearly indicated by their reference to first year. Although these proofs will not be examined
directly, you nevertheless should recollect them.
In this course, you will only see naïve logic and naïve set theory, as much as needed to understand
Introductory Analysis.
If you think that the concepts in Introductory Analysis are not that obvious, you are right! Recall that
Newton and Leibniz are credited as having created calculus at the end of the 17th century, whereas the
rigorous definitions which you will encounter in Introductory Analysis were only introduced by Bolzano
and Cauchy in the early 19th century, and the axiomatic definition of the real number system only evolved
in the second half of the 19th century.
Throughout this study guide you will find additional notes. This is material which will not be examined
and, in general, not discussed in class. However, some notation may be introduced there which may be
used somewhere else in the course.
Outcomes
At the end of this course, students should be able to
• state the axioms of the real numbers
• state and explain definitions given in this course
• distinguish between axioms and definitions
• state and identify theorems given in this course

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iv Introductory Analysis 2018 Study Guide MATH2022
• prove theorems from this course
• find examples and counter-examples to illustrate concepts
• solve problems and perform computations using concepts and methods based on the theory
• solve theoretical problems as in tutorial examples
• apply theory
• form hypotheses
• reason mathematically
• describe and explain the hierarchical build up of the subject
Recommended textbooks
H. Amann, J. Escher, Analysis I, Springer (electronic).
K. A. Ross, Elementary Analysis, Springer.
M. Spivak, Calculus, Cambridge University Press.
In its presentation, the book by Ross is closest to this course. However, if students would like to have
more reading on the transition from Calculus to Analysis, they may find Spivak’s book useful. As this
is only recommended reading, you may use any edition of these textbooks. The electronic version of
Amann’s textbook can be accessed via the Wits library catalogue. Volume I covers more than what will
be covered in this course, and also gives an alternative definition of the real numbers. Volumes I to III
are recommended as supplementary reading for this and further Analysis courses up to Honours level.

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Chapter 1
The Real Number System
1.1 Definition and Properties of Real Numbers

We will give an axiomatic definition of the real numbers. We will define the set of real numbers, denoted
by ℝ, as a set with two operations + and ⋅, called addition and multiplication, as well as an ordering <,
which satisfy the laws of addition (A), the laws of multiplication (M), the distributive law (D), the order
laws (O) and the Dedekind Completeness Axiom (C). These laws and axioms will be given and discussed
below.
Additional Note. An alternative way to define the real numbers is to use Peano’s axiom to define the
natural numbers, and then construct the integers and rational numbers in turn. Then the axioms (A), (M),
(D) and (O) become properties of rational numbers, so that we call them laws.
Addition and multiplication are maps which assign to every two elements in 𝑎, 𝑏 ∈ ℝ an element in ℝ
which is denoted by 𝑎 + 𝑏 and 𝑎 ⋅ 𝑏 (in general, written 𝑎𝑏), respectively. We require that these operations
satisfy the following axioms.
A. Axioms of addition
(A1) Associative Law: 𝑎 + (𝑏 + 𝑐) = (𝑎 + 𝑏) + 𝑐 for all 𝑎, 𝑏, 𝑐 ∈ ℝ.

(A2) Commutative Law: 𝑎 + 𝑏 = 𝑏 + 𝑎 for all 𝑎, 𝑏 ∈ ℝ.
(A3) Zero: There is a real number 0 such that 𝑎 + 0 = 𝑎 for all 𝑎 ∈ ℝ.
(A4) Additive inverse: For each 𝑎 ∈ ℝ there is −𝑎 ∈ ℝ such that 𝑎 + (−𝑎) = 0.
Notation. For 𝑎, 𝑏 ∈ ℝ one writes 𝑎 − 𝑏 ∶= 𝑎 + (−𝑏).

Additional Notes. 1. Any set with the operation + satisfying (A1), (A3), (A4) is called a group. If also
(A2) is satisfied, the group is called an Abelian (or commutative) group.
2. You will encounter detailed discussions of (Abelian) groups in algebra courses.
3. The additive inverse of a number is also called the negation of a number.
Theorem 1.1 (Basic group properties).

(a) The number 0 is unique.
(b) For all 𝑎 ∈ ℝ, the number −𝑎 is unique.
(c) For all 𝑎, 𝑏 ∈ ℝ, the equation 𝑎 + 𝑥 = 𝑏 has a unique solution. This solution is 𝑥 = 𝑏 − 𝑎.
(d) ∀𝑎 ∈ ℝ, −(−𝑎) = 𝑎.
(e) ∀𝑎, 𝑏 ∈ ℝ, −(𝑎 + 𝑏) = −𝑎 − 𝑏.
(f) −0 = 0.

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Proof. (a) Let 0, 0′ ∈ ℝ such that 𝑎 + 0 = 𝑎 and 𝑎 + 0′ = 𝑎 for all 𝑎 ∈ ℝ. We must show that 0 = 0′ :
0 = 0 + 0′
= 0′ + 0 by (A2)
′
=0
(b) Let 𝑎 ∈ ℝ and 𝑎′ , 𝑎′′ ∈ ℝ such that 𝑎 + 𝑎′ = 0 and 𝑎 + 𝑎′′ = 0. We must show that 𝑎′ = 𝑎′′ :
𝑎′ = 𝑎′ + 0 by (A3)
′ ′′
= 𝑎 + (𝑎 + 𝑎 )
= (𝑎′ + 𝑎) + 𝑎′′ by (A1)
′ ′′
= (𝑎 + 𝑎 ) + 𝑎 by (A2)
′′
=0+𝑎
= 𝑎′′ + 0 by (A2)
′′
=𝑎 by (A3)
(c) First we show that 𝑥 = 𝑏 − 𝑎 is a solution. So let 𝑥 = 𝑏 − 𝑎.

Then
𝑎 + 𝑥 = 𝑎 + (𝑏 − 𝑎) = 𝑎 + (𝑏 + (−𝑎))
= 𝑎 + ((−𝑎) + 𝑏) by (A2)
= (𝑎 + (−𝑎)) + 𝑏 by (A1)
=0+𝑏 by (A4)
=𝑏+0 by (A2)
=𝑏 by (A3)
To show that the solution is unique let 𝑥 ∈ ℝ such that 𝑎 + 𝑥 = 𝑏.

Then
𝑥 = 𝑥 + 0 = 𝑥 + (𝑎 + (−𝑎)) by (A3), (A4)

= (𝑥 + 𝑎) + (−𝑎) by (A1)
= (𝑎 + 𝑥) + (−𝑎) by (A2)
=𝑏−𝑎 ∵𝑎+𝑥=𝑏
This shows that the solution is unique.

(d), (e), (f): In class.
M. Axioms of multiplication
(M1) Associative Law: 𝑎(𝑏𝑐) = (𝑎𝑏)𝑐 for all 𝑎, 𝑏, 𝑐 ∈ ℝ.
(M2) Commutative Law: 𝑎𝑏 = 𝑏𝑎 for all 𝑎, 𝑏 ∈ ℝ.
(M3) One: There is a real number 1 such that 1 ≠ 0 and 𝑎 ⋅ 1 = 𝑎 for all 𝑎 ∈ ℝ.
(M4) Multiplicative inverse: For each 𝑎 ∈ ℝ with 𝑎 ≠ 0 there is 𝑎−1 ∈ ℝ such that 𝑎𝑎−1 = 1.

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MATH2022 Introductory Analysis 2018 Study Guide 3
D. The distributive law axiom
(D) Distributive Law: 𝑎(𝑏 + 𝑐) = 𝑎𝑏 + 𝑎𝑐 for all 𝑎, 𝑏, 𝑐 ∈ ℝ.
Additional Notes. 1. Any set with the operations +, ⋅ satisfying the axioms (A1)–(A4), (M1)–(M4) and
(D) is called a field.
2. You will encounter detailed discussions of fields in algebra courses.
3. The multiplicative inverse of a number is also briefly called the inverse of a number.
4. The set of nonzero real numbers, ℝ ⧵ {0}, is an Abelian group with respect to multiplication.
Theorem 1.2 (Basic field properties: Distributive laws).

(a) ∀𝑎, 𝑏, 𝑐 ∈ ℝ, (𝑎 + 𝑏)𝑐 = 𝑎𝑐 + 𝑏𝑐.
(b) ∀𝑎 ∈ ℝ, 𝑎 ⋅ 0 = 0.
(c) ∀𝑎, 𝑏 ∈ ℝ, 𝑎𝑏 = 0 ⇔ 𝑎 = 0 or 𝑏 = 0.
(d) ∀𝑎, 𝑏 ∈ ℝ, (−𝑎)𝑏 = −(𝑎𝑏).
(e) ∀𝑎 ∈ ℝ, (−1)𝑎 = −𝑎.
(f) ∀𝑎, 𝑏 ∈ ℝ, (−𝑎)(−𝑏) = 𝑎𝑏.
Proof. (a) By (M2) and (D),
(𝑎 + 𝑏)𝑐 = 𝑐(𝑎 + 𝑏) = 𝑐𝑎 + 𝑐𝑏 = 𝑎𝑐 + 𝑏𝑐.
(b) By (A3) and (D),

𝑎 ⋅ 0 = 𝑎(0 + 0) = 𝑎 ⋅ 0 + 𝑎 ⋅ 0,
and by (A3), (A2), 𝑎 ⋅ 0 = 0 + 𝑎 ⋅ 0. Then Theorem 1.1,(c) gives 𝑎 ⋅ 0 = 0.
(c) If 𝑏 = 0, then 𝑎𝑏 = 𝑎 ⋅ 0 = 0 by (b).
If 𝑎 = 0, then 𝑎𝑏 = 𝑏𝑎 = 𝑏 ⋅ 0 = 0 by (M2) and (b).
Now assume that 𝑎𝑏 = 0. If 𝑏 = 0, the property “𝑎 = 0 or 𝑏 = 0” follows. So now assume 𝑏 ≠ 0. Then
𝑎 = 𝑎 ⋅ 1 = 𝑎(𝑏𝑏−1 ) = (𝑎𝑏)𝑏−1 = 0 ⋅ 𝑏−1 = 0
by (M3), (M4), (M1), (M2) and (b).

(d) Using field laws, we get
𝑎𝑏 + (−𝑎)𝑏 = (𝑎 + (−𝑎))𝑏 = 0 ⋅ 𝑏 = 0,
and from Theorem 1.1(b), (−𝑎)𝑏 = −𝑎𝑏.
(e) is a special case of (d).
(f) From (d) and other laws and rules (which one’s?) we find
(−𝑎)(−𝑏) = −[𝑎(−𝑏)] = −[(−𝑏)𝑎] = −[−𝑏𝑎] = 𝑏𝑎 = 𝑎𝑏.
Theorem 1.3 (Basic field properties: multiplication).
(b) For all 𝑎 ∈ ℝ with 𝑎 ≠ 0, the number 𝑎−1 is unique.

(a) The number 1 is unique.
(c) For all 𝑎, 𝑏 ∈ ℝ with 𝑎 ≠ 0, the equation 𝑎𝑥 = 𝑏 has a unique solution. This solution is 𝑥 = 𝑎−1 𝑏.
(d) ∀𝑎 ∈ ℝ ⧵ {0}, (𝑎−1 )−1 = 𝑎.
(e) ∀𝑎, 𝑏 ∈ ℝ ⧵ {0}, (𝑎𝑏)−1 = 𝑎−1 𝑏−1 .
(f) ∀𝑎 ∈ ℝ ⧵ {0}, (−𝑎)−1 = −𝑎−1 .
(g) 1−1 = 1.
Proof. See tutorials. The proofs are similar to those of Theorem 1.1.

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𝑏 1
Notation. 𝑎−1 𝑏 is also written as , In particular, 𝑎−1 = .
𝑎 𝑎
Tutorial 1.1.1. 1. Prove Theorem 1.3.
Next we give the axioms for the set of positive real numbers. It is convenient to use the notation 𝑎 > 0
for positive numbers 𝑎.
O. The order axioms
(O1) Trichotomy: For each 𝑎 ∈ ℝ, exactly one of the following statements is true:
𝑎 > 0 or 𝑎 = 0 or −𝑎 > 0.
(O2) If 𝑎 > 0 and 𝑏 > 0, then 𝑎 + 𝑏 > 0.
(O3) If 𝑎 > 0 and 𝑏 > 0, then 𝑎𝑏 > 0.
The definition of positivity of real numbers gives rise to an order relation for real numbers:
Definition. Let 𝑎, 𝑏 ∈ ℝ. Then 𝑎 is called larger than 𝑏, written 𝑎 > 𝑏, if 𝑎 − 𝑏 > 0.
Notes. 1. Since 𝑎 − 0 = 𝑎, the notation 𝑎 > 0 is consistent.
2. It is convenient to introduce the following notations:
𝑎 ≥ 𝑏 ⇔ 𝑎 > 𝑏 or 𝑎 = 𝑏,
𝑎 < 𝑏 ⇔ 𝑏 > 𝑎,
𝑎 ≤ 𝑏 ⇔ 𝑎 < 𝑏 or 𝑎 = 𝑏.
3. We will define general powers later. Below we use the notation 𝑎2 = 𝑎 ⋅ 𝑎.
Theorem 1.4 (Basic order properties). Let 𝑎, 𝑏, 𝑐, 𝑑 ∈ ℝ. Then

(a) 𝑎 < 0 ⇔ −𝑎 > 0.
(b) 𝑎 < 𝑏 and 𝑏 < 𝑐 ⇒ 𝑎 < 𝑐.
(c) 𝑎 < 𝑏 ⇒ 𝑎 + 𝑐 < 𝑏 + 𝑐.
(d) 𝑎 < 𝑏 and 𝑐 < 𝑑 ⇒ 𝑎 + 𝑐 < 𝑏 + 𝑑.
(e) 𝑎 < 𝑏 and 𝑐 > 0 ⇒ 𝑐𝑎 < 𝑐𝑏.
(f) 0 ≤ 𝑎 < 𝑏 and 0 ≤ 𝑐 < 𝑑 ⇒ 𝑎𝑐 < 𝑏𝑑.
(g) 𝑎 < 𝑏 and 𝑐 < 0 ⇒ 𝑐𝑎 > 𝑐𝑏.
(h) 𝑎 ≠ 0 ⇒ 𝑎2 > 0.
(i) 𝑎 > 0 ⇒ 𝑎−1 > 0 and 𝑎 < 0 ⇒ 𝑎−1 < 0.
(j) 0 < 𝑎 < 𝑏 ⇒ 𝑏−1 < 𝑎−1 .
(k) 1 > 0.
Proof. (a)
𝑎<0⇔0>𝑎 by definition of <

⇔0−𝑎>0 by definition of 0 > 𝑎
⇔ −𝑎 > 0 ∵ 0 − 𝑎 = −𝑎 + 0 = −𝑎
(b), (h), (i), (j), (k) In class. (c)–(g): See tutorials.
Note. There is still one axiom missing, the axiom of Dedekind completeness. However, we will postpone
the formulation of this axiom to the next section since we need some further definitions.

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Tutorial 1.1.2. 1. Prove Theorem 1.4, (c)–(g).

2. The absolute value function. Define the following function on ℝ:
if 𝑥 ≥ 0,
{
𝑥
|𝑥| =
−𝑥 if 𝑥 < 0.
Prove the following statements for 𝑥, 𝑦 ∈ ℝ:

(a) |𝑥| ≥ 0,
(b) |𝑥𝑦| = |𝑥| |𝑦|,
(c) |𝑦| < 𝑥 ⇔ −𝑥 < 𝑦 < 𝑥,
(d) |𝑥 + 𝑦| ≤ |𝑥| + |𝑦|.
3. Let 𝑥, 𝑦, 𝑧 ∈ ℝ. Which of the following statements are true and which are false?
(a) 𝑥 ≤ 𝑦 ⇒ 𝑥𝑧 ≤ 𝑦𝑧,
(b) 0 < 𝑥 ≤ 𝑦 ⇒ 1𝑦 ≤ 𝑥1 ,
1
(c) 𝑥 < 𝑦 < 0 ⇒ 𝑦
< 𝑥1 ,
(d) 𝑥2 < 1 ⇒ 𝑥 < 1,
(e) 𝑥2 < 1 ⇒ −1 < 𝑥 < 1,
(f) 𝑥2 > 1 ⇒ 𝑥 > 1.
4. In each of the following questions fill in the with < or >.
(a) 𝑎 ≥ 3 ⇒ 𝑎−27
𝑎
7
,
(b) 𝑎 ≥ 1 ⇒ 3
𝑎+1
3
𝑎
,
9 10
(c) 𝑎 > 1 ⇒ 𝑎 𝑎−1
,
1 1
(d) 𝑎 > 1 ⇒ 𝑎2 𝑎
,
(e) 𝑎 ≥ 2 ⇒ 1
𝑎2 −1
1
𝑎
,
−3 −2
(f) 𝑎 > 3 ⇒ .
5. Let 𝑥 ≥ 0 and 𝑦 ≥ 0. Show that 𝑥 < 𝑦 ⇔ 𝑥2 < 𝑦2 .
𝑎 𝑎−1
1.2 Bounded Sets, Suprema and Infima

Definition 1.1. Let 𝑆 be a nonempty subset of ℝ. Then
1. If there is a number 𝐴 ∈ ℝ such that 𝑥 ≤ 𝐴 for all 𝑥 ∈ 𝑆, then 𝐴 is said to be an upper bound of 𝑆,
and 𝑆 is said to be bounded above.
2. If there is a number 𝑎 ∈ ℝ such that 𝑥 ≥ 𝑎 for all 𝑥 ∈ 𝑆, then 𝑎 is said to be a lower bound of 𝑆, and
𝑆 is said to be bounded below.
3. If 𝑆 is bounded above and bounded below, then 𝑆 is called bounded.
Note. Recall the definition of intervals. Let 𝑎, 𝑏 ∈ ℝ. Then
(𝑎, 𝑏) = {𝑥 ∈ ℝ ∶ 𝑎 < 𝑥 < 𝑏}, (𝑎, 𝑏] = {𝑥 ∈ ℝ ∶ 𝑎 < 𝑥 ≤ 𝑏}, [𝑎, 𝑏) = {𝑥 ∈ ℝ ∶ 𝑎 ≤ 𝑥 < 𝑏},
[𝑎, 𝑏] = {𝑥 ∈ ℝ ∶ 𝑎 ≤ 𝑥 ≤ 𝑏}, (−∞, 𝑏) = {𝑥 ∈ ℝ ∶ 𝑥 < 𝑏}, (−∞, 𝑏] = {𝑥 ∈ ℝ ∶ 𝑥 ≤ 𝑏},
(𝑎, ∞) = {𝑥 ∈ ℝ ∶ 𝑎 < 𝑥}, [𝑎, ∞) = {𝑥 ∈ ℝ ∶ 𝑎 ≤ 𝑥}.
Example 1.2.1. Let 𝑆 = (−∞, 1). Does 𝑆 have upper and lower bounds?

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Solution. In class.
Definition 1.2. Let 𝑆 be a nonempty subset of ℝ.

1. If 𝑆 has an upper bound 𝑀 which is an element of 𝑆, then 𝑀 is called the greatest element or
maximum of 𝑆, and we write 𝑀 = max 𝑆.
2. If 𝑆 has a lower bound 𝑚 which is an element of 𝑆, then 𝑚 is called the least element or minimum
of 𝑆, and we write 𝑚 = min 𝑆.
From the definition, we immediately obtain
Proposition 1.5. Let 𝑆 be a nonempty subset of ℝ. Then

1. 𝑀 = max 𝑆 ⇔ 𝑀 ∈ 𝑆 and 𝑥 ≤ 𝑀 for all 𝑥 ∈ 𝑆,
2. 𝑚 = min 𝑆 ⇔ 𝑚 ∈ 𝑆 and 𝑥 ≥ 𝑚 for all 𝑥 ∈ 𝑆.
We have already implicitly used in our notation that maximum and minimum are unique if they exist.
The next result states this formally.
Proposition 1.6. Let 𝑆 be a nonempty subset of ℝ. If maximum or minimum of 𝑆 exist, then they are
unique.
Proof. Assume that 𝑆 has maxima 𝑀1 and 𝑀2 . We must show 𝑀1 = 𝑀2 . Since 𝑀1 ∈ 𝑆 and 𝑀2
is an upper bound of 𝑆, we have 𝑀1 ≤ 𝑀2 . Since 𝑀2 ∈ 𝑆 and 𝑀1 is an upper bound of 𝑆, we have
𝑀2 ≤ 𝑀1 . Hence 𝑀1 = 𝑀2 .
A similar proof holds for the minimum.
Example 1.2.2. Let 𝑎, 𝑏 ∈ ℝ, 𝑎 < 𝑏, and 𝑆 = [𝑎, 𝑏). Then min 𝑆 = 𝑎, but 𝑆 has no maximum.
Solution. In class.

A real number 𝑀 is said to be the supremum or least upper bound of 𝑆, if
(a) 𝑀 is an upper bound of 𝑆, and
(b) if 𝐿 is any upper bound of 𝑆, then 𝑀 ≤ 𝐿.
The supremum of 𝑆 is denoted by sup 𝑆.

A real number 𝑚 is said to be the infimum or greatest lower bound of 𝑆, if
(a) 𝑚 is a lower bound of 𝑆, and
(b) if 𝑙 is any lower bound of 𝑆, then 𝑚 ≥ 𝑙.
The infimum of 𝑆 is denoted by inf 𝑆.
Note. Let 𝑆 be a nonempty subset of ℝ.

1. By definition, if 𝑆 has a supremum, then sup 𝑆 is the minimum of the (nonempty) set of the upper
bounds of 𝑆. Hence sup 𝑆 is unique by Proposition 1.6.
2. Similarly, inf 𝑆 is unique if it exists.
Proposition 1.7. Let 𝑆 be a nonempty subset of ℝ.

1. If max 𝑆 exists, then sup 𝑆 exists, and sup 𝑆 = max 𝑆.
2. If min 𝑆 exists, then inf 𝑆 exists, and inf 𝑆 = min 𝑆.
Proof. 1. max 𝑆 is an upper bound of 𝑆 by definition. Since max 𝑆 ∈ 𝑆, max 𝑆 ≤ 𝐿 for any upper
bound 𝐿 of 𝑆. Hence max 𝑆 = sup 𝑆.

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The proof of 2. is similar.
Example 1.2.3. Let 𝑎 < 𝑏 and put 𝑆 = [𝑎, 𝑏). Find inf 𝑆 and sup 𝑆 if they exist.
Solution. In class.
Note. It is crucial for Analysis that sufficiently may subsets have a supremum and/or infimum. For
𝑆1 = {𝑥 ∈ ℝ ∶ 𝑥 > 0 and 𝑥2 < 2} or 𝑆2 = {𝑥 ∈ ℝ ∶ 𝑥 > 0 and 𝑥2 ≤ 2}

example, with the currently formulated axioms, we cannot decide if the sets
have suprema. √ √
Note that the naïve approach putting 𝑆2 = (0, 2] is invalid as we do not know if 2, i. e., a real number
𝑥 > 0 with 𝑥2 = 2, exists.
Thus we have the last axiom of the real number system.
C. The Dedekind completeness axiom
(C) Every nonempty subset of ℝ which is bounded above has a supremum.
Additional Note. It can be shown that the real number system is uniquely determined by the axioms
(A1)-(A4), (M1)-(M4), (D), (O1)-(O3), (C).
Theorem 1.8 (Positive square root). Let 𝑎 ≥ 0. Then there is a unique 𝑥 ≥ 0 such that 𝑥2 = 𝑎. We write
√ 1
𝑥 = 𝑎 = 𝑎2 .
Proof. If 𝑎 = 0, we have 02 = 0 and 𝑥2 > 0 if 𝑥 > 0, so that 0 = 0 is the unique number 𝑥 ≥ 0 such
√
that 𝑥2 = 0.
Now let 𝑎 > 0. Note that 𝑥 ≥ 0 and 𝑥2 = 𝑎 > 0 gives 𝑥 > 0. For the uniqueness proof let 𝑥1 > 0 and
𝑥2 > 0 such that 𝑥21 = 𝑎 and 𝑥22 = 𝑎. Then
0 = 𝑎 − 𝑎 = 𝑥21 − 𝑥22 = (𝑥1 + 𝑥2 )(𝑥1 − 𝑥2 ).
From 𝑥1 + 𝑥2 > 0 it follows that 𝑥1 − 𝑥2 = 0, i. e., the uniqueness 𝑥1 = 𝑥2 .

For the existence of the square root define
𝑆𝑎 = {𝑥 ∈ ℝ ∶ 0 < 𝑥, 𝑥2 < 𝑎}.
First we are going to show that 𝑆𝑎 ≠ ∅ and that 𝑆𝑎 is bounded.

If 𝑎 < 1, then 𝑎2 < 𝑎 ⋅ 1 = 𝑎, so that 𝑎 ∈ 𝑆𝑎 .
If 𝑎 ≥ 1, then ( 12 )2 < 12 = 1 ≤ 𝑎, so that 21 ∈ 𝑆𝑎 .
For 𝑥 > 𝑎 + 1 we have
𝑥2 > (𝑎 + 1)2 = 𝑎2 + 2𝑎 + 1 > 2𝑎 > 𝑎,
so that any 𝑥 > 𝑎 + 1 does not belong to 𝑆𝑎 . Thus 𝑥 ≤ 𝑎 + 1 for all 𝑥 ∈ 𝑆𝑎 . We have shown that 𝑆𝑎 is
bounded above with upper bound 𝑎 + 1.
By the Dedekind completeness axiom there exists 𝑀𝑎 = sup 𝑆𝑎 . Note that 𝑀𝑎 > 0 since 𝑆𝑎 has positive
elements. To complete the proof we will show that 𝑀𝑎2 = 𝑎.
By proof by contradiction, assume that 𝑀𝑎2 ≠ 𝑎.
Case I: 𝑀𝑎2 < 𝑎. Put
{ }
𝑎 − 𝑀𝑎2
𝜀 = min , 𝑀𝑎 .
4𝑀𝑎

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Then 𝜀 > 0 and
(𝑀𝑎 + 𝜀)2 − 𝑎 = 𝑀𝑎2 + 2𝑀𝑎 𝜀 + 𝜀2 − 𝑎

= 𝑀𝑎2 − 𝑎 + (2𝑀𝑎 + 𝜀)𝜀
≤ 𝑀𝑎2 − 𝑎 + 3𝑀𝑎 𝜀
≤ 𝑀𝑎2 − 𝑎 + 3𝑀𝑎
𝑎 − 𝑀𝑎2
4𝑀𝑎
1
= (𝑀𝑎2 − 𝑎) < 0.
4
Thus
(𝑀𝑎 + 𝜀)2 < 𝑎,
giving 𝑀𝑎 + 𝜀 ∈ 𝑆𝑎 , contradicting the fact that 𝑀𝑎 is an upper bound of 𝑆𝑎 .
Case II: 𝑀𝑎2 > 𝑎. Put
𝑀𝑎2 − 𝑎
𝜀= .
2𝑀𝑎
Then 0 < 𝜀 < 12 𝑀𝑎 and
(𝑀𝑎 − 𝜀)2 − 𝑎 = 𝑀𝑎2 − 2𝑀𝑎 𝜀 + 𝜀2 − 𝑎

> 𝑀𝑎2 − 𝑎 − 2𝑀𝑎 𝜀
𝑀𝑎2 − 𝑎
= 𝑀𝑎2 − 𝑎 − 2𝑀𝑎
2𝑀𝑎
= 0.
Hence for all 𝑥 ≥ 𝑀𝑎 − 𝜀 > 21 𝑀𝑎 > 0,
𝑥2 ≥ (𝑀𝑎 − 𝜀)2 > 𝑎
so that any 𝑥 ≥ 𝑀𝑎 − 𝜀 does not belong to 𝑆𝑎 . Hence 𝑀𝑎 − 𝜀 is an upper bound of 𝑆𝑎 , contradicting the
fact that 𝑀𝑎 is the least upper bound of 𝑆𝑎 .
So 𝑀𝑎2 ≠ 𝑎 is impossible, and 𝑀𝑎2 = 𝑎 follows.
The completeness axiom can be thought of as ensuring that there are no ’gaps’ on the real line.
Theorem 1.9 (Characterizations of the supremum). Let 𝑆 be a nonempty subset of ℝ. Let 𝑀 ∈ ℝ. The
following are equivalent:
(a) 𝑀 = sup 𝑆;
(b) 𝑀 is an upper bound of 𝑆, and for each 𝜀 > 0, there is 𝑠 ∈ 𝑆 such that 𝑀 − 𝜀 < 𝑠;
(c) 𝑀 is an upper bound of 𝑆, and for each 𝑥 < 𝑀, there exists 𝑠 ∈ 𝑆 such that 𝑥 < 𝑠.
Proof. (a) ⇒ (b): Since (a) holds, 𝑀 is the least upper bound and thus an upper bound.
Let 𝜀 > 0. Then 𝑀 − 𝜀 is not an upper bound of 𝑆 since 𝑀 is the least upper bound of 𝑆. Hence
𝑥 ≤ 𝑀 − 𝜀 does not hold for all 𝑥 ∈ 𝑆, and therefore there must be 𝑠 ∈ 𝑆 such that 𝑀 − 𝜀 < 𝑠.
(b) ⇒ (c): Let 𝑥 < 𝑀. Then 𝜀 = 𝑀 − 𝑥 > 0, and by assumption there is 𝑠 ∈ 𝑆 with 𝑀 − 𝜀 < 𝑠. Then
𝑥 = 𝑀 − 𝜀 < 𝑠.
(c) ⇒ (a): By assumption, 𝑀 is an upper bound of 𝑆. Suppose that 𝑀 is not the least upper bound.
Then there is an upper bound 𝐿 of 𝑆 with 𝐿 < 𝑀. By assumption (c), there is 𝑠 ∈ 𝑆 such that 𝐿 < 𝑠,
contradicting that 𝐿 is an upper bound of 𝑆. So 𝑀 must be indeed the least upper bound of 𝑆.

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There is an apparent asymmetry in the Dedekind completion. However, there is a version for infima,
which is obtained by reflection. To this end, if 𝑆 is a (nonempty) subset of ℝ set
−𝑆 = {−𝑥 ∶ 𝑥 ∈ 𝑆}.
Note that because of −(−𝑥) = 𝑥 this can also can be written as
−𝑆 = {𝑥 ∈ ℝ ∶ −𝑥 ∈ 𝑆}.
Since 𝑥 ≤ 𝑦 ⇔ −𝑥 ≥ −𝑦 it is easy to see that the following properties hold:
Proposition 1.10. Let 𝑆 be be nonempty subset of ℝ. Then

(a) −𝑆 is bounded below if and only if 𝑆 is bounded above, inf (−𝑆) = − sup 𝑆, and if max 𝑆 exists, then
min(−𝑆) exists and min(−𝑆) = − max 𝑆.
(b) −𝑆 is bounded above if and only if 𝑆 is bounded below, sup(−𝑆) = − inf 𝑆, and if min 𝑆 exists, then
max(−𝑆) exists and max(−𝑆) = − min 𝑆.
(c) −𝑆 is bounded if and only if 𝑆 is bounded.
Thus the Dedekind completeness axiom immediately gives
Theorem 1.11. Every nonempty subset of ℝ which is bounded below has an infimum.
Theorem 1.12 (Characterizations of the infimum). Let 𝑆 be a nonempty subset of ℝ. Let 𝑚 ∈ ℝ. The
following are equivalent:
(a) 𝑚 = inf 𝑆;
(b) 𝑚 is a lower bound of 𝑆, and for each 𝜀 > 0, there is 𝑠 ∈ 𝑆 such that 𝑠 < 𝑚 + 𝜀;
(c) 𝑚 is a lower bound of 𝑆, and for each 𝑥 > 𝑚, there exists 𝑠 ∈ 𝑆 such that 𝑠 < 𝑥.
Theorem 1.13 (Dedekind cut). Let 𝐴 and 𝐵 be nonempty subsets of ℝ such that
(i) 𝐴 ∩ 𝐵 = ∅,
(ii) 𝐴 ∪ 𝐵 = ℝ,
(iii) ∀ 𝑎 ∈ 𝐴 ∀ 𝑏 ∈ 𝐵, 𝑎 ≤ 𝑏.
Then there is 𝑐 ∈ ℝ such that 𝑎 ≤ 𝑐 ≤ 𝑏 for all 𝑎 ∈ 𝐴 and 𝑏 ∈ 𝐵.
Proof. 𝐴 is nonempty and bounded above (any 𝑏 ∈ 𝐵 is an upper bound of 𝐴), so 𝑐 = sup 𝐴 exists by
the Dedekind completeness axiom, and 𝑐 ≥ 𝑎 for all 𝑎 ∈ 𝐴 by definition of upper bound. (iii) says that
each 𝑏 ∈ 𝐵 is an upper bound of 𝐴, and hence 𝑐 ≤ 𝑏 since 𝑐 is the least upper bound of 𝐴.
Note. The above theorem says that Dedekind completeness implies the Dedekind cut property. Con-
versely, if the ordered field axioms and the Dedekind cut property are satisfied, then the Dedekind com-
pleteness axiom holds (see tutorials).
Tutorial 1.2.1. 1. In each of the following cases, state if the given set is bounded above or not. If a set
is bounded above, give two different upper bounds for the set, give the supremum of the set and state if
the set has a maximum or not.
(a) (−3, 2) (b) (1, ∞) (c) [10, 11]
(h) {𝑥 ∈ ℝ ∶ 𝑥2 ≤ 3}
(d) {5, 4} (e) {10, 9, 8, 7, 6, 5, 4, 3, 2, 1, 0, −1, −2, −5}
(f) (−∞, 2] (g) {𝑥 ∈ ℝ ∶ 𝑥2 < 3}
2. For each of the sets in Q. 1, state if the given set is bounded below or not. If a set is bounded below,
give two different lower bounds for the set, give the infimum of the set and state if the set has a minumum
or not.

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3. Let 𝑆 be a nonempty subset of ℝ.

(a) If 𝑎 is the greatest element of 𝑆, then what is sup 𝑆?
(b) If sup 𝑆 = 𝑎, then what are the upper bounds of 𝑆? .
(c) If sup 𝑆 = 𝑎, does 𝑆 have a maximum?
(d) If sup 𝑆 = 𝑎 and 𝑎 ∈ 𝑆, does 𝑆 have a maximum?
4. Prove Proposition 1.10.
5. Prove Theorem 1.11.
6. Prove Theorem 1.12.
7. Let 𝑆 and 𝑇 be non-empty subsets of ℝ which are bounded above. Use Theorem 1.9 to prove that
sup(𝑆 + 𝑇 ) = sup 𝑆 + sup 𝑇 .
Step 1: Let 𝐾 = sup 𝑆 and 𝑀 = sup 𝑇 . Show that 𝐾 + 𝑀 is an upper bound of 𝑆 + 𝑇 .
Step 2: Let 𝜀 > 0. Then 2𝜀 > 0 as well. Since sup 𝑆 = 𝐾, by Theorem 1.9 there is 𝑠 ∈ 𝑆 such that
𝐾 − 2𝜀 < 𝑠. Also, since sup 𝑇 = 𝑀, there is 𝑡 ∈ 𝑇 such that 𝑀 − 2𝜀 < 𝑡. Show that there exists 𝑢 ∈ 𝑆 + 𝑇
such that 𝐾 + 𝑀 − 𝜀 < 𝑢.
Step 3: Conclude, using Theorem 1.9, that sup(𝑆 + 𝑇 ) = 𝐾 + 𝑀 = sup 𝑆 + sup 𝑇 .
8. Some simple questions. Decide which of the following statements are true and which are false.
(a) 12 ∈ {0, 1} (b) 3 ∈ (0, 3) (c) 17 ∈ [0, 17]
(g) 2.5 ∈ {𝑥 ∈ ℝ ∶ 𝑥2 ≥ 4}
(d) 17 ∈ (−3, 18) (e) 17 ∈ [16, 18] (f) 2 ∈ {1, 3, 5, 7}
(h) −1 ∈ {𝑥 ∈ ℝ ∶ 2𝑥 + 7 < 5}
9∗ . Assume that the Dedekind cut property, Theorem 1.13 as well as the ordered field axioms are satisfied.
Show that the Dedekind completeness holds.
1.3 Natural Numbers

Naïvely, the natural numbers are 0, 1, 2, 3, … , where the dots stand for the numbers which are obtained
by adding one to the previous number. However, our axioms of the real number system do not tell us that
this is possible. Hence we need another axiom to characterize the natural numbers.
P. Peano’s axioms of the natural numbers
There is a unique subset ℕ of ℝ, called the set of natural numbers, satisfying the following properties:
(P1) 0 ∈ ℕ,
(P2) 𝑎 ∈ ℕ ⇒ 𝑎 + 1 ∈ ℕ,
(P3) ∀ 𝑎 ∈ ℕ, 𝑎 + 1 ≠ 0,
(P4) If 𝑆 ⊂ ℕ such that 0 ∈ 𝑆 and 𝑎 + 1 ∈ 𝑆 for all 𝑎 ∈ 𝑆, then 𝑆 = ℕ.
Additional Notes. 1. Here we define natural numbers to start at 0. This is common if one uses the ax-
iomatic definition of the natural numbers. You may start the natural numbers with 1, if you are consistent
with this.
2. If one defines the natural numbers without reference to real number, there is no arithmetic on ℕ needed.
Then the number 𝑎 + 1 is called the successor of 𝑎, and axioms (P2) and (P3) can be phrased as follows:
Every natural number has a successor, and 0 is not the successor of a natural number.
3. The natural numbers are used to “count”. In everyday life, counting refers to concrete objects (‘There
are 220 students in the class’, ‘I have got no pen with me’, ‘I ate three rolls this morning’). However, they
can also be defined as cardinalities of abstract (finite) sets. Here the cardinality #𝑆 of a (finite) set 𝑆 is
the number of elements in the set. The empty set ∅ has no elements, so #∅ = 0 serves as the definition

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of the number 0. To get the next number, consider the set which consists of the empty set. It has exactly
one element, namely the empty set. So #{∅} = 1. Next #{∅, {∅}} = 2, and so on.
Recall that the integers ℤ and the rational numbers ℚ are defined by
ℤ = {𝑥 ∈ ℝ ∶ 𝑥 ∈ ℕ or − 𝑥 ∈ ℕ},
{ }
ℚ = 𝑥 ∈ ℝ ∶ 𝑥 = , 𝑝, 𝑞 ∈ ℤ, 𝑞 ≠ 0 .
𝑝
𝑞
As a consequence of (P4) one has
The Principle of Mathematical Induction
Suppose we have a statement 𝐴(𝑛) associated with each 𝑛 ∈ ℕ. If
(i) the statement 𝐴(0) is true, and
(ii) whenever the statement 𝐴(𝑛) is true, also the statement 𝐴(𝑛 + 1) is true,
then the statement 𝐴(𝑛) is true for all 𝑛 ∈ ℕ.
Note. The statement 𝐴(0) is called the induction base. The induction base does not need to be taken at 0,
one can take any integer which is suitable for the statements to be proved.
Theorem 1.14. 1. All nonzero natural numbers 𝑛 satisfy 𝑛 ≥ 1.

2. ∀ 𝑛 ∈ ℕ ⧵ {0} ∃ 𝑚 ∈ ℕ, 𝑛 = 𝑚 + 1.
3. ∀ 𝑚, 𝑛 ∈ ℕ, 𝑚 + 𝑛 ∈ ℕ.
4. for all 𝑚, 𝑛 ∈ ℕ with 𝑚 ≥ 𝑛 there is 𝑘 ∈ ℕ such that 𝑚 = 𝑛 + 𝑘.
1. For each 𝑛 ∈ ℕ our statement 𝐴(𝑛) is: if 𝑛 ≠ 0, then 𝑛 ≥ 1.

Proof. A selection of these proofs may be presented in class.
We have to show that this statement is true for all 𝑛 ∈ ℕ.

Induction base: 𝐴(0) is true since the assumption 0 ≠ 0 does not hold.
Induction step: Now let 𝑛 ∈ ℕ and assume that 𝐴(𝑛) holds. We must show that 𝐴(𝑛 + 1) holds.
If 𝑛 = 0 we prove 𝐴(1) directly: 0 + 1 = 1 ≥ 1.
Now let 𝑛 ≠ 0. Then 𝑛 ≥ 1 since 𝐴(𝑛) is true. Since 1 > 0 by Theorem 1.4, (k), we therefore have
𝑛 + 1 ≥ 1 + 1 ≥ 1.
Hence, by the principle of mathematical induction, 𝐴(𝑛) is true for all 𝑛 ∈ ℕ.
2. Let 𝑆 = {0} ∪ {𝑛 ∈ ℕ ∶ ∃ 𝑚 ∈ ℕ, 𝑛 = 𝑚 + 1}.
Then 𝑆 ⊂ ℕ, 0 ∈ 𝑆, and if 𝑛 ∈ 𝑆 then 𝑛 + 1 ∈ 𝑆 since 𝑛 ∈ ℕ.
Hence 𝑆 = ℕ by (P4).
3. For 𝑛 ∈ ℕ let 𝐴(𝑛) be the statement:
For all 𝑚 ∈ ℕ, 𝑚 + 𝑛 ∈ ℕ.
𝐴(0) is trivially true.
Now assume that 𝐴(𝑛) is true. Then, for 𝑚 ∈ ℕ,
𝑚 + (𝑛 + 1) = (𝑚 + 1) + 𝑛 ∈ ℕ
by induction hypothesis. Hence 𝐴(𝑛 + 1) holds.

By the principle of mathematical induction, 𝐴(𝑛) holds for all 𝑛 ∈ ℕ. The proof is complete.
4. For 𝑛 ∈ ℕ let 𝐴(𝑛) be the statement:
For all 𝑚 ∈ ℕ with 𝑚 ≥ 𝑛 there exists 𝑘 ∈ ℕ such that 𝑚 = 𝑛 + 𝑘.
𝐴(0) is true with 𝑘 = 𝑚 for all 𝑚.
Now assume 𝐴(𝑛) is true and let 𝑚 ∈ ℕ with 𝑚 ≥ 𝑛 + 1. By induction hypothesis, since 𝑚 ≥ 𝑛 + 1 ≥ 𝑛
there is 𝑘 ∈ ℕ such that 𝑚 = 𝑛 + 𝑘.
If 𝑘 = 0, then 𝑚 = 𝑛 < 𝑛 + 1, which is impossible.

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Hence 𝑘 ≠ 0, and so 𝑘 = 𝑙 + 1 for some 𝑙 ∈ ℕ by part 2. It follows that

𝑚 = 𝑛 + 𝑙 + 1 = (𝑛 + 1) + 𝑙,
and therefore 𝐴(𝑛 + 1) is true.
By the principle of mathematical induction, 𝐴(𝑛) hold for all 𝑛 ∈ ℕ. The proof is complete.
Finally, we state and prove two important principles which are consequences of the Dedekind complete-
ness and Peano’s axioms.
Theorem 1.15 (Well-ordering principle). Every nonempty subset of ℕ has a smallest element.
Proof. In class.
Note. One can show that if 𝑆 ⊂ ℤ, 𝑆 ≠ ∅, and 𝑆 is bounded below, then 𝑆 has a minimum.
Theorem 1.16 (The Archimedean principle). For each 𝑥 ∈ ℝ there is 𝑛 ∈ ℕ such that 𝑛 > 𝑥.
Proof. Assume the Archimedian principle is false. Then there is 𝑥 ∈ ℝ such that 𝑛 ≤ 𝑥 for all 𝑛 ∈ ℕ.
That means, ℕ is bounded above and therefore has a supremum 𝑀.
By Theorem 1.9 there is 𝑛 ∈ ℕ such that 𝑀 − 1 < 𝑛. Then
𝑛 + 1 > (𝑀 − 1) + 1 = 𝑀
and 𝑛 + 1 ∈ ℕ contradict the fact that 𝑀 is an upper bound of ℕ. Hence the Archimedian principle must
be true.
Definition 1.5. A subset 𝑆 of ℝ is said to be dense in ℝ if for all 𝑥, 𝑦 ∈ ℝ with 𝑥 < 𝑦 there is 𝑠 ∈ 𝑆
such that 𝑥 < 𝑠 < 𝑦.
Real numbers which are not rational numbers are called irrational numbers.
√
Note. 1. 2 is irrational (see tutorials).
2. ℚ is an ordered field, i. e., ℚ satisfies all axioms of ℝ except the Dedekind completeness axiom (see
tutorials).
3. If 𝑎 is rational and 𝑏 is irrational, then 𝑎 + 𝑏 is irrational (see tutorials).
Theorem 1.17. The set of rational numbers as well as the set of irrational numbers are dense in ℝ.
Proof. In class.
2} and 𝑇 = {𝑥 ∈ ℚ ∶ 𝑥 ≤
√ √
Example 1.3.1. Let 𝑆 = {𝑥 ∈ ℚ ∶ 𝑥 < 2}. Then 𝑆 = 𝑇 , and 𝑆 and 𝑇
have no supremum in ℚ.
Example 1.3.2 (Bernoulli’s inequality). For all 𝑥 ∈ ℝ with 𝑥 ≥ −1 and all 𝑛 ∈ ℕ, (1 + 𝑥)𝑛 ≥ 1 + 𝑛𝑥.
Solution. In class.
Note. We will make use of more rules of real numbers without proof. See the tutorials for the power
rules, for example.
Tutorial 1.3.1. 1. Show that if 𝑆 ⊂ ℤ, 𝑆 ≠ ∅, and 𝑆 is bounded below, then 𝑆 has a minimum.
√ √
2. Show that 2 is irrational. Hint. Assume that 2 = 𝑞𝑝 with positive integers 𝑝 and 𝑞. You may
assume that 𝑝 and 𝑞 do not have common factors, i. e., there are no positive integers 𝑘, 𝑝1 , 𝑞1 with 𝑘 ≠ 1
such that 𝑝 = 𝑝1 𝑘 and 𝑞 = 𝑞1 𝑘.

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3. Show that the rational numbers satisfy the axioms (A1)–(A4), (M1)–(M4), (D), and (O1)–(O3).
4. Let 𝑎, 𝑏 ∈ ℚ with 𝑏 ≠ 0 and 𝑟 ∈ ℝ ⧵ ℚ. Show that 𝑎 + 𝑏𝑟 ∈ ℝ ⧵ ℚ.
5. For 𝑥 ∈ ℝ and 𝑛 ∈ ℕ, 𝑥𝑛 is defined inductively by
(i) 𝑥0 = 1,
(ii) 𝑥𝑛+1 = 𝑥𝑥𝑛 for 𝑛 ∈ ℕ.
Show that (a) 𝑥𝑛 𝑥𝑚 = 𝑥𝑛+𝑚 , (b) (𝑥𝑛 )𝑚 = 𝑥𝑛𝑚 , (c) 𝑥𝑛 𝑦𝑛 = (𝑥𝑦)𝑛 .

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Chapter 2
Sequences
Students have seen sequences and learnt rules for limits and how to apply these rules to find limits. In
this chapter, students will learn the proper definitions of limits and the proofs of the rules for limits.
2.1 Sequences
Definition 2.1. A (real) sequence is an ordered list of infinitely many real numbers
𝑎1 , 𝑎2 , 𝑎3 , 𝑎4 , … .
We usually denote a sequence by (𝑎𝑛 ) = 𝑎1 , 𝑎2 , 𝑎3 , … .
The number 𝑎𝑛 is called the 𝑛-th term of the sequence. The subscript 𝑛 is called the index.
Note. The index of the sequence does not have to start at 1, and therefore one also writes (𝑎𝑛 )∞
𝑛=𝑛0 , where
∞ ∞ ∞
𝑛0 can be any integer, e. g., (2𝑛 − 3)𝑛=1 , (2𝑛 − 3)𝑛=0 , (2𝑛 − 3)𝑛=−5 .
Recall the following note and sketch from First Year Calculus.
Note. (i) A sequence can be identified with a function on the (positive) integers:
𝑎𝑛 = 𝑓 (𝑛).
(ii) A sequence can be plotted as points of the real axis or as the graph of the function, see (i).
( )∞
𝑛
Below is a plot for the sequence .
𝑛 + 1 𝑛=1
𝑎1 𝑎2 𝑎3
1
0 2
1
𝑎𝑛
𝑛
1 2 3 4 5 6 7 8
15

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In first year calculus students have seen the following informal definition.
Informal Definition. A sequence {𝑎𝑛 } is said to converge if there is a number 𝐿 such that 𝑎𝑛 is as close
to 𝐿 as we like for all sufficiently large 𝑛.
We have to formalize “as close to” and “for all sufficiently large”: “as close to” means that the distance
does not exceed any given (small) positive number. The distance between two numbers 𝑥 and 𝑦 is 𝑦 − 𝑥
if 𝑥 < 𝑦 and 𝑥 − 𝑦 if 𝑥 > 𝑦. Hence the distance between 𝑥 and 𝑦 is |𝑦 − 𝑥|.
Therefore we have the following formal definition:
Definition 2.2. Let (𝑎𝑛 ) be a sequence and 𝐿 ∈ ℝ.

1. The statement ‘𝑎𝑛 tends to 𝐿 as 𝑛 tends to infinity’, which we write as ’𝑎𝑛 → 𝐿 as 𝑛 → ∞’, is defined
∀ 𝜀 > 0 ∃ 𝐾 ∈ ℝ ∀𝑛 ∈ ℕ, 𝑛 ≥ 𝐾, |𝑎𝑛 − 𝐿| < 𝜀.

by:
2. If 𝑎𝑛 → 𝐿 as 𝑛 → ∞, we say that (𝑎𝑛 ) converges to 𝐿, and we also write lim 𝑎𝑛 = 𝐿.

𝑛→∞
3. The sequence (𝑎𝑛 ) is said to be convergent if it converges to some real number. Otherwise, the
sequence (𝑎𝑛 ) is said to be divergent.
Note. 1. It is useful to note that |𝑎𝑛 − 𝐿| < 𝜀 is equivalent to 𝐿 − 𝜀 < 𝑎𝑛 < 𝐿 + 𝜀.

2. The number 𝐾 depends on 𝜀. We may write 𝐾𝜀 to emphasize the dependence on 𝜀.
3. If one wants to prove convergence of a sequence from first principles, then one has to ‘guess’ a limit
𝐿 and then prove that it is indeed the limit.
4. The ‘first few terms’ do not matter for convergence and the limit. That is, the sequence (𝑎𝑛 )∞ 𝑛=𝑛0
converges if and only if the sequence (𝑎𝑛 )∞𝑛=𝑚0 converges, and their limits coincide.
5. By the Archimedean principle, there are only finitely many natural numbers such that 𝑛 < 𝐾, and one
may also assume 𝐾 ∈ ℕ, without loss of generality.
( )
𝑛
Example 2.1.1. Prove that the sequence (𝑎𝑛 ) = 𝑛+1 converges and find its limit.
Solution. In class.
Lemma 2.1. If 𝐿, 𝑀 ∈ ℝ such that |𝐿 − 𝑀| < 𝜀 for all 𝜀 > 0, then 𝐿 = 𝑀.
Proof. In class.
Theorem 2.2. If the sequence (𝑎𝑛 ) converges, then its limit is unique.
Proof. In class.
We are now going to prove the rules you have learnt in first year.
Theorem 2.3 (Limit Laws). Let 𝑐 ∈ ℝ and suppose that lim 𝑎𝑛 = 𝐿 and lim 𝑏𝑛 = 𝑀 both exist. Then
𝑛→∞ 𝑛→∞
(a) lim 𝑐 = 𝑐.
𝑛→∞
(b) lim (𝑎𝑛 + 𝑏𝑛 ) = lim 𝑎𝑛 + lim 𝑏𝑛 = 𝐿 + 𝑀.
𝑛→∞ 𝑛→∞ 𝑛→∞
(c) lim (𝑐𝑎𝑛 ) = 𝑐 lim 𝑎𝑛 = 𝑐𝐿.
𝑛→∞
(𝑛→∞ ) ( )
(d) lim (𝑎𝑛 𝑏𝑛 ) = lim 𝑎𝑛 lim 𝑏𝑛 = 𝐿𝑀.
𝑛→∞ 𝑛→∞ 𝑛→∞
(e) If 𝑀 ≠ 0, lim
𝑎𝑛 lim 𝑎𝑛
𝑛→∞ 𝐿
= = .
𝑛→∞ 𝑏𝑛 lim 𝑏𝑛 𝑀
𝑛→∞

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(f) If 𝐿 ≠ 0 and 𝑀 = 0, then lim 𝑛 does not exist.

𝑎
𝑛→∞ 𝑏𝑛
( )𝑘
(g) If 𝑘 ∈ ℤ+ , lim 𝑎𝑘𝑛 = lim 𝑎𝑛 = 𝐿𝑘 .
𝑛→∞ 𝑛→∞
(h) If 𝑘 ∈ ℤ , lim 𝑎𝑛 = 𝑘 lim 𝑎𝑛 = 𝐿. If 𝑘 is even, we assume 𝑎𝑛 ≥ 0 and 𝐿 ≥ 0.

√ √ √𝑘
+ 𝑘
𝑛→∞ 𝑛→∞
(i) If lim |𝑎𝑛 | = 0, then lim 𝑎𝑛 = 0.
𝑛→∞ 𝑛→∞
Proof. In class.
Theorem 2.4 (Sandwich Theorem). If 𝑎𝑛 ≤ 𝑏𝑛 ≤ 𝑐𝑛 and lim 𝑎𝑛 = lim 𝑐𝑛 = 𝐿, then lim 𝑏𝑛 = 𝐿.

𝑛→∞ 𝑛→∞ 𝑛→∞
Proof. In class.
Theorem 2.5. Let 𝑥 ∈ ℝ. Then 𝑥𝑛 converges if and only if −1 < 𝑥 ≤ 1.
Proof. For 𝑥 = 1, 1𝑛 = 1, so that lim 1𝑛 = 1 by Theorem 2.3 (a).

𝑛→∞
1
Let 0 < 𝑥 < 1 and let 𝜀 > 0. Then 0 < 1 < 𝑥
and therefore
1
𝑦 ∶= − 1 > 0.
𝑥
Then ( )𝑛
= (1 + 𝑦)𝑛 ≥ 1 + 𝑛𝑦
1 1
𝑛
=
𝑥 𝑥
1−𝜀
by Bernoulli’s inequality. Put 𝐾 = . Then, for 𝑛 > 𝐾,
𝑦𝜀
0 < 𝑥𝑛 ≤
1 1
< = 𝜀.
1 + 𝑛𝑦 1 + 1−𝜀
𝜀
Hence 𝑥𝑛 → 0 as 𝑛 → ∞. Now let 𝑥 > 1. If 𝑥𝑛 would converge to some 𝐿 as 𝑛 → ∞, then

( )𝑛
1
1 = lim 1𝑛 = lim ⋅ lim 𝑥𝑛 = 0 ⋅ 𝐿 = 0,
𝑛→∞ 𝑥 𝑛→∞
which is impossible.
The remaining cases are left as an exercise.
Theorem 2.6. If 𝑟 > 0, then

1
lim = 0.
𝑛→∞ 𝑛𝑟
Proof. We are only going to prove the case that 𝑟 is a positive integer.
Let 𝑟 = 1 and choose 𝜀 > 0. Let 𝐾 = 2𝜀 . Then, for 𝑛 ≥ 𝐾,
≤
1 1 𝜀
0< = < 𝜀,
𝑛 𝐾 2
| |
whence | 1𝑛 | < 𝜀.
| |
Now assume the statement holds for an integer 𝑟 > 0. Then
1 1 1
lim = lim ⋅ lim 𝑟 = 0 ⋅ 0 = 0.
𝑛→∞ 𝑛𝑟+1 𝑛→∞ 𝑛 𝑛→∞ 𝑛
So the result follows for all positive integers by induction.

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( )
𝑛
Tutorial 2.1.1. 1. (a) Prove, using the definition of convergence, that the sequence 𝑛+1 does not
converge to 2.
(b) Prove, using the definition of convergence, that the sequence ((−1)𝑛 ) does not converge to any 𝐿.
2. (a) Prove that if lim 𝑎𝑛 = 𝐿, then lim |𝑎𝑛 | = |𝐿|. (Hint: use (and prove) the inequality ||𝑥| − |𝑦|| ≤
𝑛→∞ 𝑛→∞
|𝑥 − 𝑦|.)
(b) Give an example to show that the converse to part (a) is not true.
3. Contractive maps. Suppose that for some 𝑐 ∈ ℝ with 0 < 𝑐 < 1, we have |𝑎𝑛+1 − 𝐿| ≤ 𝑐|𝑎𝑛 − 𝐿| for
all 𝑛 ∈ ℕ.
(a) Use induction to prove that |𝑎𝑛 − 𝐿| ≤ 𝑐 𝑛 |𝑎0 − 𝐿| for all 𝑛 ∈ ℕ.
(b) Use the Sandwich Theorem and the fact that lim 𝑐 𝑛 = 0 to prove that lim 𝑎𝑛 = 𝐿.
𝑛→∞ 𝑛→∞
√
4. Recursive algorithm for finding 𝑎. Let 𝑎 > 1 and define
( )
for 𝑛 ≥ 1.
1 𝑎
𝑎0 = 𝑎 and 𝑎𝑛 = 𝑎𝑛−1 +
2 𝑎𝑛−1
𝑎)2 for 𝑛 ≥ 1.
√ 1 √
(a) Prove that 0 < 𝑎𝑛 − 𝑎= (𝑎
2𝑎𝑛−1 𝑛−1
−
(b) Use (a) to prove that 0 ≤ 𝑎𝑛 − 𝑎 ≤ 21 (𝑎𝑛−1 − 𝑎) for 𝑛 ≥ 1.
√ √
√
(c) Deduce that lim 𝑎𝑛 = 𝑎.
𝑛→∞ √
(d) Apply four steps of the recursive algorithm with 𝑎 = 3 to approximate 3.
2.2 Bounded and Monotonic Sequences

Definition 2.3. 1. A sequence (𝑎𝑛 ) is said to be bounded above if there is a number 𝑀 ∈ ℝ such that
𝑎𝑛 ≤ 𝑀 for all indices 𝑛.
2. A sequence (𝑎𝑛 ) is said to be bounded below if there is a number 𝑚 ∈ ℝ such that 𝑎𝑛 ≥ 𝑚 for all
indices 𝑛.
3. A sequence (𝑎𝑛 ) is said to be bounded if it is a bounded above and bounded below.
𝑛=𝑛0 is bounded (above, below) if and only if the set {𝑎𝑛 ∶ 𝑛 ∈ ℤ, 𝑛 ≥ 𝑛0 } is

Note. A sequence (𝑎𝑛 )∞
bounded (above, below).
Definition 2.4. A sequence {𝑎𝑛 }∞

𝑛=1
is called
increasing if 𝑎𝑛 ≤ 𝑎𝑛+1 for all indices 𝑛,

strictly increasing if 𝑎𝑛 < 𝑎𝑛+1 for all indices 𝑛,
decreasing if 𝑎𝑛 ≥ 𝑎𝑛+1 for all indices 𝑛,
strictly decreasing if 𝑎𝑛 > 𝑎𝑛+1 for all indices 𝑛,
monotonic if it is either increasing or decreasing,
strictly monotonic if it is either strictly increasing or strictly decreasing.
Theorem 2.7. Every convergent sequence is bounded.
Proof. Here we use the fact, which is easy to prove (by induction), that a set of the form {𝑎𝑛 ∶ 𝑛 ∈
ℤ, 𝑛0 ≤ 𝑛 ≤ 𝑛1 } is bounded (and indeed has minimum and maximum). We also use that the union of
Since (𝑎𝑛 ) converges, there are 𝐿 and 𝑘 such that |𝑎𝑛 − 𝐿| < 1 for all 𝑛 ≥ 𝑘. Hence {𝑎𝑛 ∶ 𝑛 < 𝑘} and
two bounded sets is bounded.
{𝑎𝑛 ∶ 𝑛 ≥ 𝑘} ⊂ (𝐿 − 1, 𝐿 + 1) are bounded. So the sequence is bounded by the above note.

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Although each unbounded sequence diverges, there are some divergent sequences which have a limiting
behaviour which we want to exploit. Recall that we use the notation ‘𝑛 → ∞’ in the definition of the
limit. This extends to ‘𝑎𝑛 → ∞’, and we have therefore the
Definition 2.5. 1. We say that 𝑎𝑛 tends to infinity as 𝑛 tends to infinity and write 𝑎𝑛 → ∞ as 𝑛 → ∞ if
for every 𝐴 ∈ ℝ there is 𝐾 ∈ ℝ such that 𝑎𝑛 > 𝐴 for all 𝑛 ≥ 𝐾.
2. We say that 𝑎𝑛 tends to minus infinity as 𝑛 tends to infinity and write 𝑎𝑛 → −∞ as 𝑛 → ∞ if for every
𝐴 ∈ ℝ there is 𝐾 ∈ ℝ such that 𝑎𝑛 < 𝐴 for all 𝑛 ≥ 𝐾.
Notes. 1. For the definition of 𝑎𝑛 → ∞(−∞) as 𝑛 → ∞, we may restrict 𝐴 to 𝐴 > 𝐴0 (𝐴 < 𝐴0 ) for
suitable numbers 𝐴0 .
2. For 𝑎𝑛 → ∞ as 𝑛 → ∞ we also write lim 𝑎𝑛 = ∞ and say that (𝑎𝑛 ) diverges to ∞.
𝑛→∞
3. For 𝑎𝑛 → −∞ as 𝑛 → ∞ we also write lim 𝑎𝑛 = −∞ and say that (𝑎𝑛 ) diverges to −∞.
𝑛→∞
Example 2.2.1. 1. Let 𝑎𝑛 = (−1)𝑛 . Then (𝑎𝑛 ) is bounded but not convergent.
2. Let 𝑎𝑛 = 𝑛. Then (𝑎𝑛 ) is unbounded (by the Archimedean principle). Hence (𝑎𝑛 ) diverges.
Example 2.2.2. Prove that 𝑛2 − 𝑛3 + 10 → −∞ as 𝑛 → ∞.
Solution. In Class.
Theorem 2.8. 1. Let (𝑎𝑛 ) be a sequence with 𝑎𝑛 > 0 for all indices 𝑛. Then
1
lim 𝑎 = ∞ ⇔ lim = 0.
𝑛→∞ 𝑛 𝑛→∞ 𝑎𝑛
2. Let (𝑎𝑛 ) be a sequence with 𝑎𝑛 < 0 for all indices 𝑛. Then
1
lim 𝑎 = −∞ ⇔ lim = 0.
𝑛→∞ 𝑛 𝑛→∞ 𝑎𝑛
1 1
Proof. 1. Assume that lim 𝑎𝑛 = ∞. To show that lim = 0 let 𝜀 > 0. Put 𝐴 = . Then there is 𝐾
such that 0 < 𝐴 < 𝑎𝑛 for all 𝑛 ≥ 𝐾. Then
𝑛→∞ 𝑛→∞ 𝑎𝑛 𝜀
1 1
0< < =𝜀
𝑎𝑛 𝐴
1
for these 𝑛, which shows that lim = 0.
𝑛→∞ 𝑎𝑛
1
Conversely, assume that lim = 0. Let 𝐴 ∈ ℝ and put 𝐴0 = max{𝐴, 1}. Then 𝐴0 > 0 and put
𝑛→∞ 𝑎𝑛
= || || < 𝜀 for all 𝑛 ≥ 𝐾. This give 𝑎𝑛 > = 𝐴0 ≥ 𝐴

1 1 |1| 1
𝜀= > 0. Hence there is 𝐾 ∈ ℝ such that
for all 𝑛 ≥ 𝐾.
𝐴0 𝑎𝑛 | 𝑎𝑛 | 𝜀
The proof of part 2 is similar.
Apart from this rule, there are more rules for infinite limits. Some of these rules are listed below.

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Theorem 2.9. Consider 𝑘 ∈ ℝ and sequences with the following properties as 𝑛 → ∞:

𝑎𝑛 → ∞, 𝑏𝑛 → ∞, 𝑐𝑛 → 𝑐 ∈ ℝ, 𝑑𝑛 → −∞.
Then, as 𝑛 → ∞,
⎧∞ if k>0,
⎪
(a) 𝑘𝑎𝑛 → ⎨ −∞ if k<0,
⎪0 if k=0.
⎩
(b) 𝑎𝑛 + 𝑏𝑛 → ∞,
(c) 𝑎𝑛 + 𝑐𝑛 → ∞,
(d) −𝑑𝑛 → ∞,{
∞ if c>0,
(e) 𝑎𝑛 𝑐𝑛 →
−∞ if c<0.
(f) 𝑎𝑛 𝑏𝑛 → ∞.
Proof. See tutorials.
It is convenient to extend the notions of supremum and infimum to unbounded set.
Definition 2.6. Let 𝐴 ⊂ ℝ be nonempty. If 𝐴 is not bounded above, we write sup 𝐴 = ∞, and if 𝐴 is
not bounded below, we write inf 𝐴 = −∞.
We know that not every sequence converges, and it may be hard to decide if a sequence converges.
However, the situation is different with monotonic sequences:
Theorem 2.10. 1. Let (𝑎𝑛 ) be an increasing sequence. If (𝑎𝑛 ) is bounded, then (𝑎𝑛 ) converges, and
lim 𝑎 = sup{𝑎𝑛 ∶ 𝑛 ∈ ℕ}. If (𝑎𝑛 ) is not bounded, then (𝑎𝑛 ) diverges to ∞.
𝑛→∞ 𝑛
2. Let (𝑎𝑛 ) be a decreasing sequence. If (𝑎𝑛 ) is bounded, then (𝑎𝑛 ) converges, and
lim 𝑎𝑛 = inf {𝑎𝑛 ∶ 𝑛 ∈ ℕ}. If (𝑎𝑛 ) is not bounded, then (𝑎𝑛 ) diverges to −∞.
𝑛→∞
Proof. In class.
( )𝑛 ( )𝑛+1
Example 2.2.3. Let 𝑎𝑛 = 1 + 1𝑛 and 𝑏𝑛 = 1 + 1𝑛 . Then 𝑎𝑛 < 𝑏𝑛 for all 𝑛 ∈ ℕ, (𝑎𝑛 ) is an
increasing sequence, (𝑏𝑛 ) is a decreasing sequence, both sequences converge to the same number, and
the limit is denoted by 𝑒, Euler’s number.
Definition 2.7. 1. With every sequence (𝑎𝑛 ) which is bounded above, we can associate the sequence of
sup{𝑎𝑘 ∶ 𝑘 ≥ 𝑛}.
numbers
Since {𝑎𝑘 ∶ 𝑘 ≥ 𝑛} = {𝑎𝑛 } ∪ {𝑎𝑘 ∶ 𝑘 ≥ 𝑛 + 1} ⊃ {𝑎𝑘 ∶ 𝑘 ≥ 𝑛 + 1}, this sequence is decreasing, and we
lim sup 𝑎𝑛 = lim sup{𝑎𝑘 ∶ 𝑘 ≥ 𝑛}.

denote its limit by
𝑛→∞ 𝑛→∞
If (𝑎𝑛 ) is not bounded above, we put lim sup 𝑎𝑛 = ∞.

𝑛→∞
2. Similarly, if the sequence (𝑎𝑛 ) is bounded below, the sequence of numbers
inf {𝑎𝑘 ∶ 𝑘 ≥ 𝑛}
is increasing, and we denote its limit by
lim inf 𝑎𝑛 = lim inf {𝑎𝑘 ∶ 𝑘 ≥ 𝑛}.

𝑛→∞ 𝑛→∞
If (𝑎𝑛 ) is not bounded below, we put lim inf 𝑎𝑛 = −∞.

𝑛→∞

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Note. 1. Since inf 𝑆 ≤ sup 𝑆 for every nonempty set 𝑆, it follows that lim inf 𝑎𝑛 ≤ lim sup 𝑎𝑛 , where
𝑛→∞ 𝑛→∞
we write −∞ < 𝑥 and 𝑥 < ∞ for each 𝑥 ∈ ℝ.
2. The sequence (𝑎𝑛 ) is bounded if and only if both lim inf 𝑎𝑛 and lim sup 𝑎𝑛 are real numbers (also called
𝑛→∞ 𝑛→∞
finite).
We have now the following characterization of the convergence of a sequence and its limit when it exists.
Theorem 2.11. 1. The sequence (𝑎𝑛 ) converges if and only if lim inf 𝑎𝑛 and lim sup 𝑎𝑛 are finite and
𝑛→∞ 𝑛→∞
equal, and then
lim inf 𝑎𝑛 = lim 𝑎𝑛 = lim sup 𝑎𝑛 .
𝑛→∞ 𝑛→∞ 𝑛→∞
2. lim 𝑎𝑛 = ∞ ⇔ lim inf 𝑎𝑛 = ∞ and lim sup 𝑎𝑛 = ∞.

𝑛→∞ 𝑛→∞ 𝑛→∞
3. lim 𝑎𝑛 = −∞ ⇔ lim inf 𝑎𝑛 = −∞ and lim sup 𝑎𝑛 = −∞.
𝑛→∞ 𝑛→∞ 𝑛→∞
Proof. In Class.
2., 3. Exercise.
Another important concept is that of a Cauchy sequence:
Definition 2.8 (Cauchy sequence). A seqence (𝑎𝑛 ) is called a Cauchy sequence if for all 𝜀 > 0 there is
𝐾 ∈ ℝ such that for all 𝑛, 𝑚 ∈ ℕ with 𝑛, 𝑚 ≥ 𝐾, |𝑎𝑛 − 𝑎𝑚 | < 𝜀.
Theorem 2.12. A sequence (𝑎𝑛 ) converges if and only if it is a Cauchy sequence.

𝜀
Proof. Let (𝑎𝑛 ) be a convergent sequence with limit 𝐿. Let 𝜀 > 0 and let 𝐾 such that |𝑎𝑛 − 𝐿| <
𝑛 ≥ 𝐾. Then it follows for 𝑛, 𝑚 ≥ 𝐾 that
2
for
|𝑎𝑛 − 𝑎𝑚 | = |(𝑎𝑛 − 𝐿) − (𝑎𝑚 − 𝐿)| ≤ |𝑎𝑛 − 𝐿| + |𝑎𝑚 − 𝐿| <

𝜀 𝜀
+ = 𝜀.
2 2
𝜀
Conversely, assume that (𝑎𝑛 ) is a Cauchy sequence. Let 𝜀 > 0 and choose 𝐾 such that |𝑎𝑛 − 𝑎𝑚 | <
all 𝑚, 𝑛 ≥ 𝐾. Then
3
for
𝜀 𝜀
𝑎𝑚 − < 𝑎𝑛 < 𝑎𝑚 + .
3 3
In particular, choosing 𝑚 = 𝐾,
( )
{𝑎𝑛 ∶ 𝑛 ≥ 𝐾} ⊂ 𝑎𝐾 − , 𝑎𝐾 +
𝜀 𝜀
.
3 3
Thus (𝑎𝑛 ) is bounded and
≤ lim inf 𝑎𝑛 ≤ lim sup 𝑎𝑛 ≤ 𝑎𝐾 + for 𝑛 ≥ 𝐾,

𝜀 𝜀
𝑎𝐾 −
3 𝑛→∞ 𝑛→∞ 3
which gives
( ) ( )
0 ≤ lim sup 𝑎𝑛 − lim inf 𝑎𝑛 ≤ 𝑎𝐾 +
𝜀 𝜀 2𝜀
− 𝑎𝐾 − = < 𝜀.
𝑛→∞ 𝑛→∞ 3 3 3
By Lemma 2.1, lim inf 𝑎𝑛 = lim sup 𝑎𝑛 , and an application of Theorem 2.11, part 1, completes the
𝑛→∞ 𝑛→∞
proof.
Tutorial 2.2.1. 1. Prove Theorem 2.9.

2. Use suitable rules or first principles to find

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𝑛3 − 3𝑛2
(a) lim (𝑛2 + 2𝑛 − 10) (b) lim (𝑛 − 1𝑛 ) (c) lim
𝑛→∞ 𝑛→∞ 𝑛→∞ 𝑛 + 1
3. Prove that if lim |𝑎𝑛 | = ∞, then (𝑎𝑛 ) diverges.
𝑛→∞
4. Prove that if 𝑝 ∈ ℕ, 𝑝 > 0, then 𝑛𝑝 → ∞ as 𝑛 → ∞.
5. Define a sequence as follows:
𝑎0 = 0, 𝑎1 = , 𝑎𝑛+1 = (1 + 𝑎𝑛 + 𝑎3𝑛−1 ) for 𝑛 ≥ 2.

1 1
2 3
(a) Use induction to show that 0 ≤ 𝑎𝑛 < 32 for all 𝑛 ∈ ℕ.

(b) Use induction to show that 𝑎𝑛 ≤ 𝑎𝑛+1 for all 𝑛 ∈ ℕ.
(c) Explain why we may conclude that (𝑎𝑛 ) converges.
(d) Using the fact that lim 𝑎𝑛 = lim 𝑎𝑛−1 = lim 𝑎𝑛+1 , find lim 𝑎𝑛 .
𝑛→∞ 𝑛→∞ 𝑛→∞ 𝑛→∞
6. Let lim 𝑎𝑛 = ∞, lim 𝑏𝑛 = ∞, lim 𝑐𝑛 = 0. Show, by giving examples, that no general conclusion
𝑛→∞ 𝑛→∞ 𝑛→∞
can be made about the behaviour of the following sequences:
𝑎 𝑎
(a) 𝑎𝑛 − 𝑏𝑛 , (b) 𝑎𝑛 𝑐𝑛 , (c) 𝑛 , (d) 𝑛 .
7. Let (𝑎𝑛 ) and (𝑏𝑛 ) be sequences such that 𝑎𝑛 ≤ 𝑏𝑛 for all 𝑛 ∈ ℕ. Show that lim inf 𝑎𝑛 ≤ lim inf 𝑏𝑛 and
𝑏𝑛 𝑐𝑛
lim sup 𝑎𝑛 ≤ lim sup 𝑏𝑛 .

𝑛→∞ 𝑛→∞
𝑛→∞ 𝑛→∞ ( )
𝑥 𝑛
8. (a) Show that exp(𝑥) = lim 1 + exists for all 𝑥 ∈ ℝ and that exp(1) = 𝑒.
𝑛→∞ 𝑛
Hint. Adapt the proof of Example 2.2.3.
(b) Use Bernoulli’s inequality to prove that
( )𝑛
1 + 𝑥+𝑦
𝑛
lim =1
𝑛→∞ 1 + 𝑥+𝑦 + 𝑥𝑦
𝑛 𝑛2
for all 𝑥, 𝑦 ∈ ℝ.
(c) Use (b) to show that exp(𝑥 + 𝑦) = exp(𝑥) exp(𝑦) for all 𝑥, 𝑦 ∈ ℝ.
(d) Show that exp(𝑥) ≥ 1 + 𝑥 for all 𝑥 > 0.
(e) Show that exp(𝑥) > 0 for all 𝑥 ∈ ℝ.
(f) Show that exp is strictly increasing.
(g) Show that exp(𝑛) = 𝑒𝑛 for all 𝑛 ∈ ℤ.

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Chapter 3
Limits and Continuity of Functions
The single most important concept in all of analysis is that of a limit. Every single notion of analysis is
encapsulated in one sense or another to that of a limit. In the previous chapter, you learnt about limits
of sequences. Here this notion is extended to limits of functions, which leads to the notion of continuity.
You have learnt an intuitive version in Calculus I. Here you will learn a precise definition and you will
learn how to prove the results you have learnt in Calculus I.
In this course all functions will have domains and ranges which are subsets of ℝ unless otherwise stated.
Such functions are called real functions.
3.1 Limits of Functions

Definition 3.1. Let 𝑎 ∈ ℝ. An interval of the form (𝑐, 𝑑) with 𝑐 < 𝑎 < 𝑑 is called a neighbourhood of
𝑎, and the set (𝑐, 𝑑) ⧵ {𝑎} is called a deleted neighbourhood of 𝑎.
In the definition of the limit of sequences you have seen formal definitions for ‘𝑛 tends to ∞’ and ‘𝑎𝑛
tends to 𝐿’, and the latter one has an obvious generalization to ‘𝑥 tends to 𝑎’ and ‘𝑓 (𝑥) tends to 𝐿’, which
you will encounter in the next definition.
Definition 3.2 (Limit of a function). Let 𝑓 be a real function, 𝑎, 𝐿 ∈ ℝ and assume that the domain of 𝑓
contains a deleted neighbourhood of 𝑎, that is, 𝑓 (𝑥) is defined for all 𝑥 in a deleted neighbourhood of 𝑓 .
Then ‘𝑓 (𝑥) → 𝐿 as 𝑥 → 𝑎’ is defined to mean:
∀ 𝜀 > 0 ∃ 𝛿 > 0 ∀ 𝑥 ∈ (𝑎 − 𝛿, 𝑎 + 𝛿) ⧵ {𝑎}, 𝑓 (𝑥) ∈ (𝐿 − 𝜀, 𝐿 + 𝜀),
i. e., ∀ 𝜀 > 0 ∃ 𝛿 > 0 (0 < |𝑥 − 𝑎| < 𝛿 ⇒ |𝑓 (𝑥) − 𝐿| < 𝜀).
If 𝑓 (𝑥) → 𝐿 as 𝑥 → 𝑎, then we write lim 𝑓 (𝑥) = 𝐿.
𝑥→𝑎
Note. 1. 𝐿 in the definition above is also called the limit of the function at 𝑎. For the definition of the
limit of a function at 𝑎, the number 𝑓 (𝑎) is never used, and indeed, the function need not be defined at 𝑎.
2. Observe that the number 𝛿 will depend on 𝜀, and also on 𝑎, if we vary 𝑎.
23

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Exercise. Use the notation in the above definition to label the following graph:
Example 3.1.1. Prove, from first principles, that 𝑥2 → 4 as 𝑥 → 2.
Solution. Let 𝜀 > 0. We must show that there is 𝛿 > 0 such that 0 < |𝑥 − 2| < 𝛿 implies |𝑥2 − 4| < 𝜀.
Since we want to use |𝑥 − 2| < 𝛿 to get |𝑥2 − 4| < 𝜀, we try to factor out |𝑥 − 2| from |𝑥2 − 4|. Thus
|𝑥2 − 4| = |𝑥 − 2| |𝑥 + 2| ≤ |𝑥 − 2| (|𝑥 − 2| + 4).
It is often convenient to make an initial restriction on 𝛿, like 𝛿 ≤ 1. Then we can continue the above
estimate to obtain from |𝑥 − 𝑎| < 𝛿 that
|𝑥2 − 4| ≤ |𝑥 − 2| (1 + 4) = 5|𝑥 − 2|.
If we now put { }
𝜀
𝛿 = min 1, ,
5
then we can conclude (note that we already used 𝛿 ≤ 1) for 0 < |𝑥 − 2| < 𝛿 that
|𝑥2 − 4| ≤ 5|𝑥 − 2| < 5 = 𝜀.

𝜀
5
To justify the notation lim 𝑓 (𝑥) = 𝐿 we have to show
𝑥→𝑎
Theorem 3.1. If 𝑓 (𝑥) → 𝐿 as 𝑥 → 𝑎, then 𝐿 is unique.
Proof. In class.
Definition 3.3 (One sided limits). 1. Let 𝑓 be a real function, 𝑎, 𝐿 ∈ ℝ and assume that the domain of
𝑓 contains an interval (𝑎, 𝑑) with 𝑑 > 𝑎, that is, 𝑓 (𝑥) is defined for all 𝑥 in (𝑎, 𝑑).
Then ‘𝑓 (𝑥) → 𝐿 as 𝑥 → 𝑎+ ’ is defined to mean:
∀ 𝜀 > 0 ∃ 𝛿 > 0 (𝑎 < 𝑥 < 𝑎 + 𝛿 ⇒ |𝑓 (𝑥) − 𝐿| < 𝜀).
If 𝑓 (𝑥) → 𝐿 as 𝑥 → 𝑎+ , then we write lim+ 𝑓 (𝑥) = 𝐿.
𝑥→𝑎
2. Let 𝑓 be a real function, 𝑎, 𝐿 ∈ ℝ and assume that the domain of 𝑓 contains an interval (𝑐, 𝑎) with
𝑐 < 𝑎, that is, 𝑓 (𝑥) is defined for all 𝑥 in (𝑐, 𝑎).
Then ‘𝑓 (𝑥) → 𝐿 as 𝑥 → 𝑎− ’ is defined to mean:
∀ 𝜀 > 0 ∃ 𝛿 > 0 (𝑎 − 𝛿 < 𝑥 < 𝑎 ⇒ |𝑓 (𝑥) − 𝐿| < 𝜀).
If 𝑓 (𝑥) → 𝐿 as 𝑥 → 𝑎− , then we write lim− 𝑓 (𝑥) = 𝐿.
𝑥→𝑎

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Theorem 3.2. If 𝑓 (𝑥) is defined in a deleted neighbourhood of 𝑎, then

lim 𝑓 (𝑥) = 𝐿 ⇔ lim− 𝑓 (𝑥) = 𝐿 = lim+ 𝑓 (𝑥).
𝑥→𝑎 𝑥→𝑎 𝑥→𝑎
Proof. ⇒: Assume that lim 𝑓 (𝑥) = 𝐿 and let 𝜀 > 0. Then

𝑥→𝑎
∃ 𝛿 > 0 (𝑥 ∈ (𝑎 − 𝛿, 𝑎 + 𝛿), 𝑥 ≠ 𝑎 ⇒ |𝑓 (𝑥) − 𝐿| < 𝜀)

gives
∃ 𝛿 > 0 (𝑥 ∈ (𝑎 − 𝛿, 𝑎) ⇒ |𝑓 (𝑥) − 𝐿| < 𝜀) and ∃ 𝛿 > 0 (𝑥 ∈ (𝑎, 𝑎 + 𝛿) ⇒ |𝑓 (𝑥) − 𝐿| < 𝜀).
Hence lim− 𝑓 (𝑥) = 𝐿 and lim+ 𝑓 (𝑥) = 𝐿.
𝑥→𝑎 𝑥→𝑎
⇐: Assume that lim− 𝑓 (𝑥) = 𝐿 = lim+ 𝑓 (𝑥) and let 𝜀 > 0. Then there are 𝛿− > 0 and 𝛿+ > 0 such that
𝑥 ∈ (𝑎 − 𝛿− , 𝑎) ⇒ |𝑓 (𝑥) − 𝐿| < 𝜀 and 𝑥 ∈ (𝑎, 𝑎 + 𝛿+ ) ⇒ |𝑓 (𝑥) − 𝐿| < 𝜀.

Let 𝛿 = min{𝛿− , 𝛿+ }. Then
𝑥 ∈ (𝑎 − 𝛿, 𝑎 + 𝛿), 𝑥 ≠ 𝑎 ⇒ 𝑥 ∈ (𝑎 − 𝛿− , 𝑎) or 𝑥 ∈ (𝑎, 𝑎 + 𝛿+ )
⇒ |𝑓 (𝑥) − 𝐿| < 𝜀.
This proves that lim 𝑓 (𝑥) = 𝐿.
𝑥→𝑎
𝑥
Example 3.1.2. Let 𝑓 (𝑥) = for 𝑥 ∈ ℝ ⧵ {0}. Then 𝑓 (𝑥) = 1 if 𝑥 > 0 and 𝑓 (𝑥) = −1 if 𝑥 < 0. It is
|𝑥|
easy to prove from the definition that lim+ 𝑓 (𝑥) = 1 and lim− 𝑓 (𝑥) = −1. Now it follows from Theorem
𝑥→0 𝑥→0
3.2 that the function 𝑓 does not have a limit as 𝑥 tends to 𝑎.
Tutorial 3.1.1. 1. Prove from the definitions that √

1 2 1
(a) 2 + 𝑥 + 𝑥2 → 8 as 𝑥 → 2, (b) → − as 𝑥 → , (c) lim− 1 − 𝑥 = 0.
𝑥−2 3 2 𝑥→1
2. By negating the definition of limit of a function show that the statement 𝑓 (𝑥) → ̸ 𝐿 as 𝑥 → 𝑎 is
∃ 𝜀 > 0 ∀ 𝛿 > 0 ∃ 𝑥 with 0 < |𝑥 − 𝑎| < 𝛿 such that |𝑓 (𝑥) − 𝐿| ≥ 𝜀.

equivalent to the following:
1
3. For 𝑥 ∈ ℝ ⧵ {0} let 𝑓 (𝑥) = sin . Prove that 𝑓 does not tend to any limit as 𝑥 → 0.
𝑥
4. Let 𝑓 (𝑥) = 𝑥 − ⌊𝑥⌋. For each integer 𝑛, find lim− 𝑓 (𝑥) and lim+ 𝑓 (𝑥) if they exist.
𝑥→𝑛 𝑥→𝑛
3.2 Limits at Infinity and Infinite Limits

In 𝑥 → 𝑎 the inequalities 0 < |𝑥 − 𝑎| < 𝛿 occur. For 𝑥 → ∞, this has to be replaced by 𝑥 > 𝐾. Hence
we have the following
Definition 3.4. 1. Let 𝑓 be a real function defined on a set containing an interval of the form (𝑐, ∞).
Then ‘𝑓 (𝑥) → 𝐿 as 𝑥 → ∞’ is defined to mean:
∀ 𝜀 > 0 ∃ 𝐾(> 0) (𝑥 > 𝐾 ⇒ |𝑓 (𝑥) − 𝐿| < 𝜀).
If 𝑓 (𝑥) → 𝐿 as 𝑥 → ∞, then we write lim 𝑓 (𝑥) = 𝐿.
𝑥→∞
2. Let 𝑓 be a real function defined on a set containing an interval of the form (−∞, 𝑐).
Then ‘𝑓 (𝑥) → 𝐿 as 𝑥 → −∞’ is defined to mean:
∀ 𝜀 > 0 ∃ 𝐾(< 0) (𝑥 < 𝐾 ⇒ |𝑓 (𝑥) − 𝐿| < 𝜀).
If 𝑓 (𝑥) → 𝐿 as 𝑥 → −∞, then we write lim 𝑓 (𝑥) = 𝐿.
𝑥→−∞

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1
Example 3.2.1. Let 𝑓 (𝑥) = . Find lim 𝑓 (𝑥) and lim 𝑓 (𝑥).
𝑥 𝑥→∞ 𝑥→−∞
Solution. In class.
For infinite limits we have similar definitions:
Definition 3.5. Let 𝑓 be a real function whose domain includes a deleted neighbourhood of the number 𝑎.
1. ‘𝑓 (𝑥) → ∞ as 𝑥 → 𝑎’ is defined to mean:
∀ 𝐾(> 0) ∃ 𝛿 > 0 (0 < |𝑥 − 𝑎| < 𝛿 ⇒ 𝑓 (𝑥) > 𝐾).
If 𝑓 (𝑥) → ∞ as 𝑥 → 𝑎, then we write lim 𝑓 (𝑥) = ∞.
𝑥→𝑎
2. ‘𝑓 (𝑥) → −∞ as 𝑥 → 𝑎’ is defined to mean:
∀ 𝐾(< 0) ∃ 𝛿 > 0 (0 < |𝑥 − 𝑎| < 𝛿 ⇒ 𝑓 (𝑥) < 𝐾).
If 𝑓 (𝑥) → −∞ as 𝑥 → 𝑎, then we write lim 𝑓 (𝑥) = −∞.
𝑥→𝑎
2
Example 3.2.2. Prove that → ∞ as 𝑥 → 0.
𝑥2
Solution. The following sketch illustrates the result.
40
35
30
25
20
15
10
5
−2 −1 0 1 2
1
We may choose 𝐾 to be sufficiently large. So choose 𝐾 > 1 and let 𝛿 = 𝐾
. Then, for 0 < |𝑥| < 𝛿, and
because of 𝛿 < 1 we have
≥
2 1 2 2 2
= > = 2𝐾 > 𝐾.
𝑥2 |𝑥| |𝑥| |𝑥| 𝛿
Definition 3.6. Let 𝑓 be a real function defined on a set containing an interval of the form (𝑐, ∞).
Then ‘𝑓 (𝑥) → ∞ as 𝑥 → ∞’ is defined to mean:
∀ 𝐴(> 0) ∃ 𝐾(> 0) (𝑥 > 𝐾 ⇒ 𝑓 (𝑥) > 𝐴).
If 𝑓 (𝑥) → ∞ as 𝑥 → ∞, then we write lim 𝑓 (𝑥) = ∞.
𝑥→∞
Similar definition hold with all other combinations of limits involving ∞ and −∞, including one-sided
limits.

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𝑥 sin 𝑥
Example 3.2.3. Prove that 𝑓 (𝑥) = + 10 → ∞ as 𝑥 → ∞. A section of the function’s graph is
10 𝑥
plotted below.
20 40 60 80
Additional notes. 1. You have learnt different notations for limits depending on whether real numbers,
∞ or −∞ are considered. However, using the notion of (deleted) neighbourhood, one can give just one
definition which applies to each case. To define (deleted) neighbourhoods of ∞ and −∞, we first observe
that ∞ and −∞ are just symbols for our purposes, and thus never belong to sets of numbers which we
consider. Therefore, no distinction is made here between neighbourhoods and deleted neighbourhoods
of ∞ and −∞, respectively.
A (deleted) neighbourhood of ∞ is any set of the form (𝑐, ∞) with 𝑐 ∈ ℝ.
A (deleted) neighbourhood of −∞ is any set of the form (−∞, 𝑑) with 𝑑 ∈ ℝ.
Now let 𝑎, 𝐿 ∈ ℝ ∪ {∞, −∞} and 𝑓 be a function defined in a deleted neighbourhood of 𝑎. Then
𝑓 (𝑥) → 𝐿 as 𝑥 → 𝑎 if and only if for each neighbourhood 𝑈 of 𝐿 there is a deleted neighbourhood 𝑉 of
𝑎 such that 𝑥 ∈ 𝑉 implies 𝑓 (𝑥) ∈ 𝑈 .
If we define one-sided deleted neighbourhoods of 𝑎 ∈ ℝ to be the sets (𝑐, 𝑎) and (𝑎, 𝑑), respectively, then
the above formulation also covers one-sided limits.
2. What we call neighbourhood here should actually be called basic neighbourhood. In general topology,
a neighborhood is any subset (of a given set) which contains a basic neighbourhood. But since we do not
need general neighbourhoods, we conveniently dropped the word ’basic’.
1
Example 3.2.4. Let 𝑓 (𝑥) = . Find lim− 𝑓 (𝑥), lim+ 𝑓 (𝑥), lim 𝑓 (𝑥).
𝑥 𝑥→0 𝑥→0 𝑥→0
Solution. In class.
Tutorial 3.2.1. 1. Prove from the definitions that

1 − 3𝑥 3 1 1
(a) lim = − , (b) → ∞ as 𝑥 → 1+ , (c) → −∞ as 𝑥 → 1− .
𝑥→−∞ 2𝑥 − 1 2 𝑥−1 𝑥−1

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3.3 Limit Laws

Rather than calculating limits from the definition, in general one will use limit laws. In this section we
state and prove some of these laws.
Theorem 3.3 (Limit Laws). Let 𝑎, 𝑐 ∈ ℝ and suppose that the real functions 𝑓 and 𝑔 are defined in a
deleted neighbourhood of 𝑎 and that lim 𝑓 (𝑥) = 𝐿 ∈ ℝ and lim 𝑔(𝑥) = 𝑀 ∈ ℝ both exist. Then
(a) lim 𝑐 = 𝑐.
𝑥→𝑎
(b) lim [𝑓 (𝑥) + 𝑔(𝑥)] = lim 𝑓 (𝑥) + lim 𝑔(𝑥) = 𝐿 + 𝑀.

(c) lim [𝑓 (𝑥) − 𝑔(𝑥)] = lim 𝑓 (𝑥) − lim 𝑔(𝑥) = 𝐿 − 𝑀.

(d) lim [𝑐𝑓 (𝑥)] = 𝑐 lim 𝑓 (𝑥) = 𝑐𝐿.

[ ][ ]
(e) lim [𝑓 (𝑥)𝑔(𝑥)] = lim 𝑓 (𝑥) lim 𝑔(𝑥) = 𝐿𝑀.
(f) If 𝑀 ≠ 0, lim
lim 𝑓 (𝑥)
𝑓 (𝑥) 𝑥→𝑎 𝐿
= = .
𝑥→𝑎 𝑔(𝑥) lim 𝑔(𝑥) 𝑀
𝑥→𝑎
(g) If 𝐿 ≠ 0 and 𝑀 = 0, lim

𝑓 (𝑥)
does not exist.
𝑔(𝑥)
𝑥→𝑎
[ ]𝑛
(h) If 𝑛 ∈ ℕ, lim [𝑓 (𝑥)𝑛 ] = lim 𝑓 (𝑥) = 𝐿𝑛 .
(i) lim 𝑥 = 𝑎.
𝑥→𝑎
(j) If 𝑛 ∈ ℕ, lim 𝑥𝑛 = 𝑎𝑛 .
𝑥→𝑎
√
𝑛
√
𝑛
(k) If 𝑛 ∈ ℕ, lim 𝑥= 𝑎. If 𝑛 is even, we assume that 𝑎 > 0.
𝑥→𝑎
√ √ √
𝑛
𝑛
(l) If 𝑛 ∈ ℕ, lim 𝑓 (𝑥) = 𝑛 lim 𝑓 (𝑥) = 𝐿.
(m) If lim |𝑓 (𝑥)| = 0, then lim 𝑓 (𝑥) = 0.

Proof. The proofs are similar to those in Theorem 2.3 and we will only prove (b), (e), (f) in class.
Recall that a polynomial function is of the form
𝑓 (𝑥) = 𝑏𝑛 𝑥𝑛 + 𝑏𝑛−1 𝑥𝑛−1 + ⋯ + 𝑏2 𝑥2 + 𝑏1 𝑥 + 𝑏0
with 𝑏𝑖 ∈ ℝ for 𝑖 = 1, 2, … , 𝑛 and 𝑛 any non-negative integer. A rational function is of the form
𝑝(𝑥)
𝑓 (𝑥) = with 𝑝(𝑥) and 𝑞(𝑥) polynomials. We then have the following as a consequence of Theorem
𝑞(𝑥)
2.3, (b),(d),(i),(j).
Corollary 3.4. If 𝑓 is a polynomial or a rational function and 𝑎 is in the domain of 𝑓 , then lim 𝑓 (𝑥) =
𝑥→𝑎
𝑓 (𝑎).
Corollary 3.5. All the limit rules in Theorem 3.3 remain true if 𝑥 → 𝑎 is replaced by any of the following:
𝑥 → 𝑎+ , 𝑥 → 𝑎− , 𝑥 → ∞, 𝑥 → −∞.

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Proof. For 𝑥 → 𝑎+ and 𝑥 → 𝑎− one just has to replace 0 < |𝑥 − 𝑎| < 𝛿 with 0 < 𝑥 − 𝑎 < 𝛿 and
−𝛿 < 𝑥 − 𝑎 < 0, respectively, in the proof of each of the statements. For 𝑥 → ∞ and 𝑥 → −∞, the
proofs are very similar to those for sequences.
Similar rules hold if the functions have infinite limits. We state some of the results for 𝑥 → 𝑎, observing
that there are obvious extensions as in Corollary 3.5.
Theorem 3.6. Assume that lim 𝑓 (𝑥) = ∞, lim 𝑔(𝑥) = ∞ and lim ℎ(𝑥) = 𝑐 ∈ ℝ. Then
(a) 𝑓 (𝑥) + 𝑔(𝑥) → ∞ as 𝑥 → 𝑎,
(b) 𝑓 (𝑥) + ℎ(𝑥) → ∞ as 𝑥 → 𝑎,
(c) 𝑓 (𝑥)𝑔(𝑥) → ∞{as 𝑥 → 𝑎,
∞ if c>0
(d) 𝑓 (𝑥)ℎ(𝑥) → as 𝑥 → 𝑎.
−∞ if c<0
Proof. We prove (c) and leave the other parts as exercises.

Let 𝐴 > 0. Then there are 𝛿1 > 0 and 𝛿2 > 0 such that
(i) 𝑓 (𝑥) > 1 if 0 < |𝑥 − 𝑎| < 𝛿1 ,
(ii) 𝑔(𝑥) > 𝐴 if 0 < |𝑥 − 𝑎| < 𝛿2 .
With 𝛿 = min{𝛿1 , 𝛿2 } it follows for 0 < |𝑥 − 𝑎| < 𝛿 that
𝑓 (𝑥)𝑔(𝑥) > 1 ⋅ 𝐴 = 𝐴.
Theorem 3.7 (Sandwich Theorem). Let 𝑎 ∈ ℝ∪{∞, −∞} and assume that 𝑓 , 𝑔 and ℎ are real functions
defined in a deleted neighbourhood of 𝑎. If 𝑓 (𝑥) ≤ 𝑔(𝑥) ≤ ℎ(𝑥) for 𝑥 in a deleted neighbourhood of 𝑎
and
lim 𝑓 (𝑥) = 𝐿 = lim ℎ(𝑥), then lim 𝑔(𝑥) = 𝐿.
Proof. Note that 𝐿 ∈ ℝ ∪ {∞, −∞}. We will prove this theorem in the case 𝑎 ∈ ℝ and 𝐿 ∈ ℝ. The
other cases are left as an exercise.
Let 𝜀 > 0. Then there are 𝛿1 and 𝛿2 such that
(i) |𝑓 (𝑥) − 𝐿| < 𝜀 if 0 < |𝑥 − 𝑎| < 𝛿1 ,
(ii) |ℎ(𝑥) − 𝐿| < 𝜀 if 0 < |𝑥 − 𝑎| < 𝛿2 .
Put 𝛿 = min{𝛿1 , 𝛿2 }. Then, for 0 < |𝑥 − 𝑎| < 𝛿,
𝐿 − 𝜀 < 𝑓 (𝑥) < 𝐿 + 𝜀, 𝐿 − 𝜀 < ℎ(𝑥) < 𝐿 + 𝜀
𝐿 − 𝜀 < 𝑓 (𝑥) ≤ 𝑔(𝑥) ≤ ℎ(𝑥) < 𝐿 + 𝜀.

gives
Hence |𝑔(𝑥) − 𝐿| < 𝜀 if 0 < |𝑥 − 𝑎| < 𝛿.
Theorem 3.8. Let 𝑓 be defined on an interval (𝑎, 𝑏), where 𝑎 = −∞ and 𝑏 = ∞ are allowed. With the
convenient notation 𝑎+ = −∞ if 𝑎 = −∞ and 𝑏− = ∞ if 𝑏 = ∞, we obtain
(a) if 𝑓 is increasing, then
lim− 𝑓 (𝑥) = sup{𝑓 (𝑥) ∶ 𝑥 ∈ (𝑎, 𝑏)} and lim+ 𝑓 (𝑥) = inf {𝑓 (𝑥) ∶ 𝑥 ∈ (𝑎, 𝑏)};
𝑥→𝑏 𝑥→𝑎
(b) if 𝑓 is decreasing, then
lim− 𝑓 (𝑥) = inf {𝑓 (𝑥) ∶ 𝑥 ∈ (𝑎, 𝑏)} and lim+ 𝑓 (𝑥) = sup{𝑓 (𝑥) ∶ 𝑥 ∈ (𝑎, 𝑏)}.
𝑥→𝑏 𝑥→𝑎
Proof. In class.

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Tutorial 3.3.1. 1. Let 𝑛 be a positive integer. Prove that

(a) lim 𝑥𝑛 = ∞,
𝑥→∞ {
∞ if n is even,
(b) lim 𝑥𝑛 =
𝑥→−∞ −∞ if n is odd,
(c) lim+ 𝑥−𝑛 = ∞,
𝑥→0 {
∞ if n is even,
(d) lim− 𝑥−𝑛 =
𝑥→0 −∞ if n is odd.
2. (a) Let 𝑓 , 𝑔 be defined in a deleted neighbourhood of 𝑎 and assume that 𝑓 (𝑥) < 𝑔(𝑥) for all 𝑥 in a
deleted neighbourhood of 𝑎. Show that if lim 𝑓 (𝑥) = 𝐿 and lim 𝑔(𝑥) = 𝑀 exist, then 𝐿 ≤ 𝑀.
(b) Give examples for 𝐿 < 𝑀 and for 𝐿 = 𝑀 in (a).
(c) Formulate and prove the result corresponding to (a) for one-sided limits.
3. Using rules for limits, determine the behaviour of 𝑓 (𝑥) as 𝑥 tends to the given limit:
4𝑥
(a) 𝑓 (𝑥) = as 𝑥 → 3− ,
3−𝑥
(𝑥 − 4)(𝑥 − 1)
(b) 𝑓 (𝑥) = as 𝑥 → 2+ ,
𝑥−2
2𝑥 + 1
(c) 𝑓 (𝑥) = 2 as 𝑥 → 0+ .
𝑥 −𝑥
3.4 Continuity of Functions

Definition 3.7 (Continuity of a function at a point). Let 𝑓 be a real function, 𝑎 ∈ ℝ and assume that the
domain of 𝑓 contains a neighbourhood of 𝑎, that is, 𝑓 (𝑥) is defined for all 𝑥 in a neighbourhood of 𝑎.
We say that 𝑓 is continuous at 𝑎 if
∀ 𝜀 > 0 ∃ 𝛿 > 0 ∀ 𝑥 ∈ (𝑎 − 𝛿, 𝑎 + 𝛿), 𝑓 (𝑥) ∈ (𝑓 (𝑎) − 𝜀, 𝑓 (𝑎) + 𝜀),
i. e., ∀ 𝜀 > 0 ∃ 𝛿 > 0 (|𝑥 − 𝑎| < 𝛿 ⇒ |𝑓 (𝑥) − 𝑓 (𝑎)| < 𝜀).
Note that the sketch on page 24 also illustrates the definition of continuity.
We realize that the definition of the existence of a limit of a function at a point and continuity at that
point are very similar, but that there are subtle (and important) differences:
For limits, 𝑓 does not need to be defined at 𝑎, and even if 𝑓 (𝑎) exists, this value is not used at all when
finding the limit of the function 𝑓 at 𝑎.
We conclude
𝑓 is continuous at 𝑎 ⇔ ∀ 𝜀 > 0 ∃ 𝛿 > 0 (|𝑥 − 𝑎| < 𝛿 ⇒ |𝑓 (𝑥) − 𝑓 (𝑎)| < 𝜀) (by definition)
⇔ ∀ 𝜀 > 0 ∃ 𝛿 > 0 (0 < |𝑥 − 𝑎| < 𝛿 ⇒ |𝑓 (𝑥) − 𝑓 (𝑎)| < 𝜀) (∵ 𝑥 = 𝑎 ⇒ 𝑓 (𝑥) = 𝑓 (𝑎))
⇔ lim 𝑓 (𝑥) = 𝑓 (𝑎).
𝑥→𝑎
Hence we have shown
Theorem 3.9. 𝑓 is continuous at 𝑎 if and only if the following three conditions are satisfied:
1. 𝑓 (𝑎) is defined, i. e., 𝑎 is in the domain of 𝑓 ,
2. lim 𝑓 (𝑥) exists, i.e., lim− 𝑓 (𝑥) = lim+ 𝑓 (𝑥), and
3. 𝑓 (𝑎) = lim 𝑓 (𝑥).
𝑥→𝑎

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Example 3.4.1. 1. Let

𝑥2 if 𝑥 ≠ 2,
{
𝑓 (𝑥) =
2 if 𝑥 = 2.
Then lim 𝑓 (𝑥) = 4 exists, but this limit is different from 𝑓 (2) = 2. Hence 𝑓 is not continuous at 2.
𝑥→2
for 𝑥 ≠ 0 while 𝑓 is not defined at 𝑥 = 0. Then lim 𝑓 (𝑥) = 1 exists, but 𝑓 is not
sin 𝑥
2. Let 𝑓 (𝑥) =
𝑥 𝑥→0
defined at 0. Hence 𝑓 is not continuous at 0.
3. Let {
if 𝑥 ≠ 0,
sin 𝑥
𝑓 (𝑥) = 𝑥
1 if 𝑥 = 0.
Then lim 𝑓 (𝑥) = 1 exists, and 𝑓 (0) = 1. Hence 𝑓 is continuous at 0.
𝑥→0
Theorem 3.10. If 𝑓 and 𝑔 are continuous at 𝑎 and if 𝑐 ∈ ℝ, then

1. the sum 𝑓 + 𝑔,
2. the difference 𝑓 − 𝑔,
3. the product 𝑓 𝑔,
if 𝑔(𝑎) ≠ 0 and
𝑓
4. the quotient
𝑔
5. the scalar multiple 𝑐𝑓
are functions that are also continuous at 𝑎.
Proof. The statements follow immediate from the limit laws, Theorem 3.3, and Theorem 3.9.
For example, for 3. we have
lim 𝑓 (𝑥) = 𝑓 (𝑎) and lim 𝑔(𝑥) = 𝑔(𝑎),

and then Theorem 3.3 gives
lim (𝑓 𝑔)(𝑥) = lim 𝑓 (𝑥)𝑔(𝑥) = lim 𝑓 (𝑥) lim 𝑔(𝑥) = 𝑓 (𝑎)𝑔(𝑎) = (𝑓 𝑔)(𝑎).
𝑥→𝑎 𝑥→𝑎 𝑥→𝑎 𝑥→𝑎
Then Theorem 3.9 says that 𝑓 𝑔 is continuous at 𝑎.
Recall that the composite 𝑔◦𝑓 of two functions 𝑓 and 𝑔 is defined by (𝑔◦𝑓 )(𝑥) = 𝑔(𝑓 (𝑥)).
Theorem 3.11. If 𝑓 is continuous at 𝑎 and 𝑔 is continuous at 𝑓 (𝑎), then 𝑔◦𝑓 is continuous at 𝑎.
Proof. In class.
Definition 3.8. 1. A function 𝑓 is continuous from the right at 𝑎 if lim+ 𝑓 (𝑥) = 𝑓 (𝑎).
𝑥→𝑎
2. A function 𝑓 is continuous from the left at 𝑎 if lim− 𝑓 (𝑥) = 𝑓 (𝑎).
𝑥→𝑎
Example 3.4.2. 1. Let
if 𝑥 ≠ 0,
⎧ |𝑥| + 𝑥
⎪
𝑓 (𝑥) = ⎨ 2𝑥
⎪0 if 𝑥 = 0.
⎩
Determine the right and left continuity of 𝑓 at 𝑥 = 0.

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Solution. In class.
Note. 1. It is easy to show that 𝑓 is continuous at 𝑎 if and only if 𝑓 is continuous from the right and
continuous from the left at 𝑎.
2. If 𝑎 ∈ dom(𝑓 ) and if there is 𝜀 > 0 such that dom(𝑓 ) ∩ (𝑎 − 𝜀, 𝑎 + 𝜀) = (𝑎 − 𝜀, 𝑎], then we say that 𝑓
is continuous at 𝑎 if lim− 𝑓 (𝑥) = 𝑓 (𝑎).
𝑥→𝑎
3. If 𝑎 ∈ dom(𝑓 ) and if there is 𝜀 > 0 such that dom(𝑓 ) ∩ (𝑎 − 𝜀, 𝑎 + 𝜀) = [𝑎, 𝑎 + 𝜀), then we say that 𝑓
is continuous at 𝑎 if lim+ 𝑓 (𝑥) = 𝑓 (𝑎).
𝑥→𝑎
4. The convention in 2 and 3 is consistent with what you will learn in General Topology about continuity.
Just note that the condition |𝑓 (𝑥) − 𝑓 (𝑎)| < 𝜀 has to be checked for all 𝑥 ∈ dom(𝑓 ) which satisfy
|𝑥 − 𝑎| < 𝛿.
Lemma 3.12. If 𝑓 (𝑥) → 𝑏 as 𝑥 → 𝑎 (𝑎+ , 𝑎− ) and 𝑔 is continuous at 𝑏, then 𝑔(𝑓 (𝑥)) → 𝑔(𝑏) as 𝑥 →
𝑎 (𝑎+ , 𝑎− ), which can be written, e. g., as
( )
lim 𝑔(𝑓 (𝑥)) = 𝑔 lim 𝑓 (𝑥) .
Proof. The function

𝑓 (𝑥) if 𝑥 ∈ dom(𝑓 ), 𝑥 ≠ 𝑎,
{
𝑓̃(𝑥) =
𝑏 if 𝑥 = 𝑎,
is continuous (from the right, from the left) at 𝑎. Hence the result follows from Theorem 3.11.
Definition 3.9. A function is continuous on a set 𝑋 ⊂ ℝ if 𝑓 is continuous at each 𝑥 ∈ 𝑋. Here

continuity is understood in the sense of the above note with 𝑋 = dom(𝑓 ). A function is said to be
continuous if it is continuous on its domain.
√
Example 3.4.3. Show that 𝑓 (𝑥) = 𝑥2 − 4 is continuous.
Solution. The domain of 𝑓 is {𝑥 ∈ ℝ ∶ |𝑥| ≥ 2} = (−∞, −2] ∪ [2, ∞). By Theorem 3.10, the
function 𝑥 → 𝑥2 − 4 is continuous on ℝ, and by Theorem 3.3 (k), the square root is continuous at each
positive number. So also the composite function 𝑓 is continuous on (−∞, −2) ∪ (2, ∞). Also, the proof
of Theorem 3.3 (k) can be easily adapted to show that the square root is continuous from the right at 0.
Then it easily follows that 𝑓 is continuous (from the right) at 2 and continuous (from the left) at −2.
Theorem 3.13. The following functions are continuous on their domains.

1. Polynomials 𝑝(𝑥) = 𝑎𝑛 𝑥𝑛 + 𝑎𝑛−1 𝑥𝑛−1 + ⋯ + 𝑎2 𝑥2 + 𝑎1 𝑥 + 𝑎0 , 𝑎𝑖 ∈ ℝ, 𝑛 ∈ ℕ.
, 𝑝 and 𝑞 ≠ 0 polynomials.
𝑝(𝑥)
2. Rational functions
𝑞(𝑥)
3. Sums, differences, products and quotients of continuous functions.
4. Root functions.
5. The trigonometric functions sin 𝑥, cos 𝑥, tan 𝑥, cosec 𝑥, sec 𝑥 and cot 𝑥.
6. The exponential function exp(𝑥).
7. The absolute value function |𝑥|.
Proof. 1, 2 and 3 easily follow from previous theorems on limits and continuity, as does 7. However, 7
can be easily proved dircetly: For each 𝜀 > 0 let 𝛿 = 𝜀. Then, for |𝑥 − 𝑎| < 𝛿 we have
| |𝑥| − |𝑎| | ≤ |𝑥 − 𝑎| < 𝛿 = 𝜀.

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The continuity of sin and cos follows from the sum of angles formulae and from the limits proved in
Calculus I (the proofs used the Sandwich Theorem, which now has been proved). The continuity of the
other trigonometric functions then follows from part 3.
Finally, the continuity of exp is a tutorial problem.
Theorem 3.14. Let 𝑎 ∈ ℝ and let 𝑓 be a real function which is defined in a neighbourhood of 𝑎. Then
𝑓 is continuous at 𝑎 if and only if for each sequence (𝑥𝑛 ) in dom(𝑓 ) with lim 𝑥𝑛 = 𝑎 the sequence 𝑓 (𝑥𝑛 )
𝑛→∞
satisfies lim 𝑓 (𝑥𝑛 ) = 𝑓 (𝑎).
𝑛→∞
Proof. In class.
Tutorial 3.4.1. 1. Consider the function

{
if 𝑥 ≠ 0,
⌊𝑥⌋
𝑓 (𝑥) = 𝑥
−1 if 𝑥 = 0.
Investigate continuity from the left and the right at 𝑥 = 0, 𝑥 = 𝜋 and 𝑥 = 1.
0 if 𝑥 ≠ 0,
{
2. Let 𝑓 (𝑥) = 𝑥 sin 𝑥1 for 𝑥 ≠ 0 and 𝑔(𝑥) =
1 if 𝑥 = 0.
Show that 𝑓 (𝑥) → 0 as 𝑥 → 0 and that 𝑔(𝑥) → 0 as 𝑥 → 0, but that 𝑔(𝑓 (𝑥)) does not have a limit as
𝑥 → 0. Explain this behaviour.
3. Find the values of 𝑎 and 𝑏 which make the function
⎧𝑥 − 1 if 𝑥 ≤ −2,
⎪ 2
𝑓 (𝑥) = ⎨ 𝑎𝑥 + 𝑐 if −2 < 𝑥 < 1,
⎪𝑥 + 1
⎩ if 𝑥 ≥ 1,
continuous at 𝑥 = −2 and 𝑥 = 1.
4. Prove that if lim− 𝑓 (𝑥) exists, then lim+ 𝑓 (−𝑥) = lim− 𝑓 (𝑥).
𝑥→0 𝑥→0 𝑥→0
(a) The inequality exp(𝑥) ≥ 1 + 𝑥 is true for all 𝑥 ∈ ℝ.

5. Prove that exp is continuous. You may use the following steps.
(b) lim− exp(𝑥) = 1.

𝑥→0
(c) lim+ exp(𝑥) = 1. Hint. Use tutorial problem 4.
𝑥→0
3.5 The Intermediate Value Theorem

The following important theorem on continuous functions tells us that the graph of a continuous function
cannot jump from one side of a horizontal line 𝑦 = 𝑘 to the other without intersecting the line at least
once.
𝑓 (𝑏)
𝑦=𝑘
𝑓 (𝑎)
𝑎 𝑐 𝑏

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Theorem 3.15 (Intermediate Value Theorem (IVT)). Suppose that 𝑓 is continuous on the closed interval
[𝑎, 𝑏] with 𝑓 (𝑎) ≠ 𝑓 (𝑏). Then for any number 𝑘 between 𝑓 (𝑎) and 𝑓 (𝑏) there exists a number 𝑐 in the
open interval (𝑎, 𝑏) such that 𝑓 (𝑐) = 𝑘.
Proof. Let
𝑔(𝑥) = 𝑓 (𝑥) − 𝑘, (𝑥 ∈ [𝑎, 𝑏]).
Then 𝑔 is continuous, and 0 lies between 𝑔(𝑎) and 𝑔(𝑏), that is, 𝑔(𝑎) and 𝑔(𝑏) have opposite signs:
𝑔(𝑎)𝑔(𝑏) < 0.
Let [𝑎0 , 𝑏0 ] = [𝑎, 𝑏] and use bisection to define intervals [𝑎𝑛 , 𝑏𝑛 ] as follows: If [𝑎𝑛 , 𝑏𝑛 ] with 𝑔(𝑎𝑛 )𝑔(𝑏𝑛 ) < 0
has been found, let 𝑑 be the midpoint of the interval [𝑎𝑛 , 𝑏𝑛 ]. If 𝑔(𝑑) = 0, the result follows with 𝑐 = 𝑑. If
𝑔(𝑑) has the same sign as 𝑔(𝑏𝑛 ), then 𝑔(𝑎𝑛 ) and 𝑔(𝑑) have opposite signs, and putting 𝑎𝑛+1 = 𝑎𝑛 , 𝑏𝑛+1 = 𝑑,
we have 𝑔(𝑎𝑛+1 )𝑔(𝑏𝑛+1 ) < 0. Otherwise, if 𝑔(𝑑) has the opposite sign to 𝑔(𝑏𝑛 ), we put 𝑎𝑛+1 = 𝑑, 𝑏𝑛+1 = 𝑏𝑛
and get again 𝑔(𝑎𝑛+1 )𝑔(𝑏𝑛+1 ) < 0.
If this procedure does not stop, we obtain an increasing sequence (𝑎𝑛 ) and a decreasing sequence (𝑏𝑛 ),
both of which converge by Theorem 2.10. We observe that
1
𝑏𝑛 = 𝑎𝑛 + (𝑏𝑛−1 − 𝑎𝑛−1 ) = 𝑎𝑛 + 2−𝑛 (𝑏 − 𝑎).
2
Then
𝑐 ∶= lim 𝑏𝑛 = lim 𝑎𝑛 + lim 2−𝑛 (𝑏 − 𝑎) = lim 𝑎𝑛 .
Since 𝑎 ≤ 𝑐 ≤ 𝑏 and 𝑔 is continuous at 𝑐, it follows in view of Theorem 3.14 that

𝑛→∞ 𝑛→∞ 𝑛→∞ 𝑛→∞
𝑔(𝑐)2 = lim 𝑔(𝑎𝑛 ) lim 𝑔(𝑏𝑛 ) = lim 𝑔(𝑎𝑛 )𝑔(𝑏𝑛 ) ≤ 0.

𝑛→∞ 𝑛→∞ 𝑛→∞
Therefore 𝑔(𝑐) = 0, which gives 𝑓 (𝑐) = 𝑘.

Since 𝑓 (𝑎) ≠ 𝑘 and 𝑓 (𝑏) ≠ 𝑘, it follows that 𝑐 ≠ 𝑎 and 𝑐 ≠ 𝑏, so that 𝑎 < 𝑐 < 𝑏.
Note. You have seen the definition of interval in first year and you will recall that that the definition
required several cases, depending on whether the endpoints belong to the interval or not and whether the
interval is bounded (above, below), namely (𝑎, 𝑏), [𝑎, 𝑏), (𝑎, 𝑏], [𝑎, 𝑏], (−∞, 𝑏), (−∞, 𝑏], (𝑎, ∞), [𝑎, ∞),
(−∞, ∞) where 𝑎, 𝑏 ∈ ℝ and 𝑎 < 𝑏. However, intervals can be characterized by one common property.
For this we need the following notion: A subset 𝑆 of ℝ is called a singleton if the set 𝑆 has exactly one
element.
Definition 3.10. 1. A set 𝑆 ⊂ ℝ is called an interval if

(i) 𝑆 ≠ ∅,
(ii) 𝑆 is not a singleton,
(iii) if 𝑥, 𝑦 ∈ 𝑆, 𝑥 < 𝑦, then each 𝑧 ∈ ℝ with 𝑥 < 𝑧 < 𝑦 satisfies 𝑧 ∈ 𝑆.
2. An interval of the form [𝑎, 𝑏] with 𝑎 < 𝑏 is called a closed bounded interval.
Note. A subset 𝑆 of ℝ is an interval if and only if it contains at least two elements and if all real numbers
between any two elements in 𝑆 also belong to 𝑆.
Definition 3.11. For a function 𝑓 ∶ 𝑋 → 𝑌 and 𝐴 ⊂ 𝑋, the set
𝑓 (𝐴) = {𝑦 ∈ 𝑌 ∶ ∃ 𝑥 ∈ 𝐴 ∩ dom(𝑓 ), 𝑓 (𝑥) = 𝑦} = {𝑓 (𝑥) ∶ 𝑥 ∈ 𝐴 ∩ dom(𝑓 )}
is called the image of 𝐴 under 𝑓 .
Corollary 3.16. Let 𝐼 be an interval and let 𝑓 be a continuous real function on 𝐼. Then 𝑓 (𝐼) is either
an interval or a singleton.

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Proof. In class.
Example 3.5.1. Let 𝑓 (𝑥) = 𝑥2 . Then 𝑓 ((−1, 2)) = [0, 4). Notice that 𝐼 = (−1, 2) is an open interval,
while 𝑓 (𝐼) is not.
Theorem 3.17. Let 𝑓 be a real function which is continuous on [𝑎, 𝑏], where 𝑎 < 𝑏. Then 𝑓 is bounded
on [𝑎, 𝑏], i. e., 𝑓 ([𝑎, 𝑏]) is bounded.
Proof. In class.
Theorem 3.18. A continuous function on a closed bounded interval achieves its supremum and infimum.
Proof. In Class.
Corollary 3.19. If 𝑓 is continuous on [𝑎, 𝑏], 𝑎 < 𝑏, then either 𝑓 ([𝑎, 𝑏]) is a singleton or 𝑓 ([𝑎, 𝑏]) = [𝑐, 𝑑]
with 𝑐 < 𝑑.
Proof. In class.
Theorem 3.20. Let 𝐼 be an interval and 𝑓 ∶ 𝐼 → ℝ be a stricly monotonic continuous function. Then
𝑓 (𝐼) is an interval, and the inverse function 𝑓 −1 ∶ 𝑓 (𝐼) → ℝ is continuous.
Proof. In class.
Tutorial 3.5.1. 1. Prove that a subset 𝑆 of ℝ is an interval if and only if 𝑆 has the form (𝑎, 𝑏), [𝑎, 𝑏),
(𝑎, 𝑏], [𝑎, 𝑏], (−∞, 𝑏), (−∞, 𝑏], (𝑎, ∞), [𝑎, ∞) or (−∞, ∞) where 𝑎, 𝑏 ∈ ℝ and 𝑎 < 𝑏.
Hint. Consider inf 𝑆 and sup 𝑆.
2. Let 𝑓 be a real function and let ∅ ≠ 𝐴 ⊂ 𝐵 ⊂ dom(𝑓 ) such that for each 𝑥 ∈ 𝐴 there is 𝜀 > 0 such
that (𝑥 − 𝜀, 𝑥] ⊂ 𝐴 or [𝑥, 𝑥 + 𝜀) ⊂ 𝐴 or (𝑥 − 𝜀, 𝑥 + 𝜀) ⊂ 𝐴, and the same property for 𝐵. Show that if 𝑓
is continuous on 𝐵, then 𝑓 is also continuous on 𝐴.
3. A fixed point theorem. Let 𝑎 < 𝑏 and let 𝑓 be a continuous function on [𝑎, 𝑏] such that 𝑓 ([𝑎, 𝑏]) ⊂
[𝑎, 𝑏]. Show that there is 𝑥 ∈ [𝑎, 𝑏] such that 𝑓 (𝑥) = 𝑥.
4. Let 𝐼 be an interval and 𝑓 be a continuous function on 𝐼 such that 𝑓 (𝐼) is unbounded. What can you
say about 𝑓 (𝐼)? Find examples which illustrate your answer.
5. Let 𝑓 ∶ [0, 1] → ℝ be a continuous function which only assumes rational values. Show that 𝑓 is
constant.
6. Find a continuous function 𝑓 ∶ [−1, 1] → ℝ which is one-to-one when restricted to rational numbers
in [−1, 1] but which is not one-to-one on the whole interval [−1, 1].

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Chapter 4
Differentiation
4.1 Revision – Self Study

In this section we recall definitions and results which have been stated and proved in first year calculus.
These results must be known but will not be examined directly.
In this section let 𝐴 ⊂ ℝ such that for each 𝑎 ∈ 𝐴 there is 𝜀 > 0 such that (𝑎 − 𝜀, 𝑎] ⊂ 𝐴, [𝑎, 𝑎 + 𝜀) ⊂ 𝐴
or (𝑎 − 𝜀, 𝑎 + 𝜀) ⊂ 𝐴.
Definition 4.1. Let 𝑓 ∶ 𝐴 → ℝ and 𝑎 ∈ 𝐴.

1. 𝑓 is called differentiable at 𝑎 if the limit
𝑓 (𝑥) − 𝑓 (𝑎)
𝑓 ′ (𝑥) = lim
𝑥→𝑎 𝑥−𝑎
exists. The number 𝑓 ′ (𝑥) is called the derivative of 𝑓 .
2. 𝑓 is called differentiable on 𝐴 if 𝑓 is differentiable at each 𝑎 ∈ 𝐴.
𝑑𝑓 𝑑
Note. We also use the notations or 𝑓 for 𝑓 ′ .
𝑑𝑥 𝑑𝑥
Theorem 4.1. Let 𝑓 ∶ 𝐴 → ℝ and 𝑎 ∈ 𝐴. If 𝑓 is differentiable at 𝑎, then 𝑓 is continuous at 𝑎.
Proof. From
𝑓 (𝑥) − 𝑓 (𝑎)
𝑓 (𝑥) = 𝑓 (𝑎) + (𝑥 − 𝑎)
𝑥−𝑎
it follows that
𝑓 (𝑥) − 𝑓 (𝑎)
lim 𝑓 (𝑥) = 𝑓 (𝑎) + lim lim (𝑥 − 𝑎) = 𝑓 (𝑎) + [𝑓 ′ (𝑎)](0) = 𝑓 (𝑎).
𝑥→𝑎 𝑥→𝑎 𝑥−𝑎 𝑥→𝑎
Theorem 4.2 (Rules for the derivative). Let 𝑓 , 𝑔 ∶ 𝐴 → ℝ, 𝑎 ∈ 𝐴, 𝑓 and 𝑔 differentiable at 𝑎, and
𝑐 ∈ ℝ. Then
1. Linearity of the derivative: 𝑓 + 𝑔 and 𝑐𝑓 are differentiable at 𝑎, and
(𝑓 + 𝑔)′ (𝑎) = 𝑓 ′ (𝑎) + 𝑔 ′ (𝑎) and (𝑐𝑓 )′ (𝑎) = 𝑐𝑓 ′ (𝑎).
2. Product Rule: 𝑓 𝑔 is differentiable at 𝑎, and
(𝑓 𝑔)′ (𝑎) = 𝑓 ′ (𝑎)𝑔(𝑎) + 𝑓 (𝑎)𝑔 ′ (𝑎).
37

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is defined at 𝑎, i. e., 𝑔(𝑎) ≠ 0, then is differentiable at 𝑎, and

𝑓 𝑓
3. Quotient Rule: If
𝑔 𝑔
( )′
𝑓 𝑓 ′ (𝑎)𝑔(𝑎) − 𝑓 (𝑎)𝑔 ′ (𝑎)
(𝑎) = .
𝑔 [𝑔(𝑎)]2
Proof. 1. From first principles and rules of limits, we have
(𝑓 + 𝑔)(𝑥) − (𝑓 + 𝑔)(𝑎)
(𝑓 + 𝑔)′ (𝑎) = lim
[𝑓 (𝑥) + 𝑔(𝑥)] − [𝑓 (𝑎) + 𝑔(𝑎)]
= lim
𝑓 (𝑥) − 𝑓 (𝑎) 𝑔(𝑥) − 𝑔(𝑎)
= lim + lim
𝑥→𝑎 𝑥−𝑎 𝑥→𝑎 𝑥−𝑎
= 𝑓 ′ (𝑎) + 𝑔 ′ (𝑎)
and
(𝑐𝑓 )(𝑥) − (𝑐𝑓 )(𝑎) 𝑐𝑓 (𝑥) − 𝑐𝑓 (𝑎) 𝑓 (𝑥) − 𝑓 (𝑎)
(𝑐𝑓 )′ (𝑎) = lim = lim = 𝑐 lim = 𝑐𝑓 ′ (𝑎).
𝑥→𝑎 𝑥−𝑎 𝑥→𝑎 𝑥−𝑎 𝑥→𝑎 𝑥−𝑎
2. Observing Theorem 4.1 we have
(𝑓 𝑔)(𝑥) − (𝑓 𝑔)(𝑎)
(𝑓 𝑔)′ (𝑎) = lim
𝑓 (𝑥)𝑔(𝑥) − 𝑓 (𝑎)𝑔(𝑥) + 𝑓 (𝑎)𝑔(𝑥) − 𝑓 (𝑎)𝑔(𝑎)
= lim
[𝑓 (𝑥) − 𝑓 (𝑎)]𝑔(𝑥) 𝑓 (𝑎)[𝑔(𝑥) − 𝑔(𝑎)]
= lim + lim
𝑥→𝑎 𝑥−𝑎 𝑥→𝑎 𝑥−𝑎
𝑓 (𝑥) − 𝑓 (𝑎) 𝑔(𝑥) − 𝑔(𝑎)
= lim lim 𝑔(𝑥) + 𝑓 (𝑎) lim
𝑥→𝑎 𝑥−𝑎 𝑥→𝑎 𝑥→𝑎 𝑥−𝑎
′ ′
= 𝑓 (𝑎)𝑔(𝑎) + 𝑓 (𝑎)𝑔 (𝑎).
3. We first consider the case 𝑓 = 1:

( ) ( )
1 1
( )′ (𝑥) − (𝑎)
1 𝑔 𝑔
(𝑎) = lim
𝑔 𝑥→𝑎 𝑥−𝑎
1 1
−
𝑔(𝑥) 𝑔(𝑎)
= lim
𝑔(𝑎) − 𝑔(𝑥)
= lim
𝑥→𝑎 𝑔(𝑥)𝑔(𝑎)(𝑥 − 𝑎)
𝑔(𝑎) − 𝑔(𝑥) 1
= lim
𝑥→𝑎 𝑥 − 𝑎 𝑔(𝑎) lim 𝑔(𝑥)
𝑥→𝑎
𝑔 ′ (𝑎)
=− .
[𝑔(𝑎)]2
To prove the statement for general 𝑓 , we use the product rule:
( )′ ( )′ ( ) ( )′ ( )
𝑓 1 ′ 1 1 𝑓 ′ (𝑎) 𝑔 ′ (𝑎)
(𝑎) = 𝑓 (𝑎) = 𝑓 (𝑎) (𝑎) + 𝑓 (𝑎) (𝑎) = + 𝑓 (𝑎) −
𝑔 𝑔 𝑔 𝑔 𝑔(𝑎) [𝑔(𝑎)]2
′ ′
𝑓 (𝑎)𝑔(𝑎) − 𝑓 (𝑎)𝑔 (𝑎)
= .
[𝑔(𝑎)]2

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𝑑𝑐
Example 4.1.1. 1. If 𝑐 ∈ ℝ, then 𝑑𝑥 = 0.
𝑑
2. For 𝑛 ∈ ℕ∗ we have 𝑥𝑛 = 𝑛𝑥𝑛−1 .
𝑑𝑥
Proof. 1. follows immediately from the definition.
2. We present an alternate proof to that given in first year: proof by induction. Again, for 𝑛 = 1 the
statement is straightforward:
𝑑 𝑦−𝑥
𝑥 = lim = 1 = (1)𝑥1−1 .
𝑑𝑥 𝑦→𝑥 𝑦−𝑥
Now assume the statement is true for 𝑛 ∈ ℕ∗ . Then, making use of the Product Rule,
( )
𝑑 𝑛+1 𝑑 𝑑 𝑛 𝑑
𝑥 = ((𝑥𝑛 )(𝑥)) = 𝑥 (𝑥)+𝑥𝑛 𝑥 = 𝑛𝑥𝑛−1 (𝑥)+𝑥𝑛 (1) = (𝑛+1)𝑥𝑛 = (𝑛+1)𝑥(𝑛+1)−1 .
𝑑𝑥 𝑑𝑥 𝑑𝑥 𝑑𝑥
𝑑 𝑛
As in first year calculus, we now obtain the derivative 𝑥 = 𝑛𝑥𝑛−1 for negative integers 𝑛 with the aid
𝑑𝑥
of the quotient rule. Also, the derivatives of the trigonometric functions sin, cos, tan have been derived
in first year calculus and should be known.
The proof of the differentiability of 𝑒𝑥 in first year calculus was incomplete; it will be given in the next
section.
Also, the differentiability of the inverse trigonometric functions, ln 𝑥 and 𝑥𝑟 for 𝑟 ∈ ℝ ⧵ ℕ will be
postponed to the next section.
Theorem 4.3 (Fermat’s Theorem). Let 𝐼 be an interval, 𝑓 ∶ 𝐼 → ℝ, and let 𝑐 be in the interior of 𝐼. If
𝑓 has a local maximum or local minimum at 𝑐 and 𝑓 is differentiable at 𝑐, then 𝑓 ′ (𝑐) = 0.
Proof. Since 𝑐 is an interior point of 𝐼, there is 𝜀0 > 0 such that (𝑐 − 𝜀0 , 𝑐 + 𝜀0 ) ⊂ 𝐼. Assume that 𝑓 has
a local maximum at 𝑐. Then there is 𝜀 ∈ (0, 𝜀0 ) such that 𝑓 (𝑥) ≤ 𝑓 (𝑐) for all 𝑥 ∈ (𝑐 − 𝜀, 𝑐 + 𝜀). Therefore
≥ 0 for 𝑥 ∈ (𝑐 − 𝜀, 𝑐),
{
𝑓 (𝑥) − 𝑓 (𝑐)
𝑥−𝑐 ≤ 0 for 𝑥 ∈ (𝑐, 𝑐 + 𝜀).
Hence, since 𝑓 is differentiable at 𝑐,
≥ lim− 0 = 0
𝑓 (𝑥) − 𝑓 (𝑐)
𝑓 ′ (𝑐) = lim−
𝑥→𝑐 𝑥−𝑐 𝑥→𝑐
and
≤ lim+ 0 = 0.
𝑓 (𝑥) − 𝑓 (𝑐)
𝑓 ′ (𝑐) = lim+
𝑥→𝑐 𝑥−𝑐 𝑥→𝑐
Therefore 0 ≤ 𝑓 ′ (𝑐) ≤ 0, which proves 𝑓 ′ (𝑐) = 0.

The case of a local minimum at 𝑐 can be dealt with in a similar way, or we may use the fact that then −𝑓
has a local maximum at 𝑐 and therefore −𝑓 ′ (𝑐) = 0 by the first part of the proof.
Theorem 4.4 (Rolle’s Theorem). Let 𝑎 < 𝑏 be real numbers and 𝑓 ∶ [𝑎, 𝑏] → ℝ be a function having
the following properties:
1. 𝑓 is continuous on the closed interval [𝑎, 𝑏],
2. 𝑓 is differentiable on the open interval (𝑎, 𝑏),
3. 𝑓 (𝑎) = 𝑓 (𝑏).
Then there is 𝑐 ∈ (𝑎, 𝑏) such that 𝑓 ′ (𝑐) = 0.

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Proof. If 𝑓 is constant, then 𝑓 ′ = 0, and the statement is true for any 𝑐 ∈ (𝑎, 𝑏). If 𝑓 is not constant, then
there is 𝑥0 ∈ [𝑎, 𝑏] such that 𝑓 (𝑥0 ) ≠ 𝑓 (𝑎). We may assume 𝑓 (𝑥0 ) > 𝑓 (𝑎). Otherwise, 𝑓 (𝑥0 ) < 𝑓 (𝑎),
and we can consider −𝑓 . Since 𝑓 is continuous on [𝑎, 𝑏] by property 1, 𝑓 has a maximum on [𝑎, 𝑏], see
Corollary 3.19. That is, there is some 𝑐 ∈ [𝑎, 𝑏] such that 𝑓 (𝑐) ≥ 𝑓 (𝑥) for all 𝑥 ∈ [𝑎, 𝑏]. In particular,
𝑓 (𝑐) ≥ 𝑓 (𝑥0 ) > 𝑓 (𝑎). Since 𝑓 (𝑎) = 𝑓 (𝑏), we have 𝑐 ≠ 𝑎 and 𝑐 ≠ 𝑏, and therefore 𝑐 ∈ (𝑎, 𝑏). Hence
𝑓 ′ (𝑐) = 0 by Fermat’s Theorem.
Theorem 4.5 (First Mean Value Theorem). Let 𝑎 < 𝑏 be real numbers and 𝑓 ∶ [𝑎, 𝑏] → ℝ be a
continuous function which is differentiable on (𝑎, 𝑏).
Then there is 𝑐 ∈ (𝑎, 𝑏) such that
𝑓 (𝑏) − 𝑓 (𝑎)
= 𝑓 ′ (𝑐).
𝑏−𝑎
Proof. The function
𝑓 (𝑏) − 𝑓 (𝑎)
𝑔(𝑥) = 𝑓 (𝑥) − (𝑥 − 𝑎)
𝑏−𝑎
is continuous on [𝑎, 𝑏], differentiable on (𝑎, 𝑏), and 𝑔(𝑎) = 𝑓 (𝑎) = 𝑔(𝑏). Hence 𝑔 satisfies the assumptions
of Rolle’s theorem. Therefore, there is 𝑐 ∈ (𝑎, 𝑏) such that 𝑔 ′ (𝑐) = 0. But
𝑓 (𝑏) − 𝑓 (𝑎)
𝑔 ′ (𝑥) = 𝑓 ′ (𝑥) − ,
𝑏−𝑎
and substituting 𝑐 completes the proof.
Tutorial 4.1.1. Let 𝑎 < 𝑏 be real numbers, 𝑓 , 𝑔 ∶ [𝑎, 𝑏] → ℝ be continuous and differentiable on (𝑎, 𝑏).
1. Show that 𝑔 is injective on [𝑎, 𝑏] if 𝑔 ′ (𝑥) ≠ 0 for all 𝑥 ∈ (𝑎, 𝑏).
2. Prove the Second Mean Value Theorem: If 𝑔 ′ (𝑥) ≠ 0 for all 𝑐 ∈ (𝑎, 𝑏), then there is 𝑐 ∈ (𝑎, 𝑏) such
that
𝑓 (𝑏) − 𝑓 (𝑎) 𝑓 ′ (𝑐)
= ′ .
𝑔(𝑏) − 𝑔(𝑎) 𝑔 (𝑐)
Hint. Consider the function
𝑓 (𝑏) − 𝑓 (𝑎)
ℎ(𝑥) = 𝑓 (𝑥) − (𝑔(𝑥) − (𝑔(𝑎)).
𝑔(𝑏) − 𝑔(𝑎)
condition that 𝑔 ′ (𝑥) ≠ 0 for all 𝑥 ∈ (𝑎, 𝑏) with the weaker condition that 𝑔(𝑎) ≠ 𝑔(𝑏) and that there is no
3. Show that the statement of the Second Mean Value Theorem remains correct if one replaces the
𝑥 ∈ (𝑎, 𝑏) with 𝑔 ′ (𝑥) = 𝑓 ′ (𝑥) = 0.

4. Prove the following one-sided version of l’Hôpital’s Rule: If 𝑓 (𝑎) = 𝑔(𝑎) = 0, 𝑔 ′ (𝑥) ≠ 0 for 𝑥 near 𝑎
𝑓 ′ (𝑥)
and lim+ ′ exists, then
𝑥→𝑎 𝑔 (𝑥)
𝑓 (𝑥) 𝑓 ′ (𝑥)
lim+ = lim+ ′ .
𝑥→𝑎 𝑔(𝑥) 𝑥→𝑎 𝑔 (𝑥)
*Tutorial 4.1.2. Let −∞ ≤ 𝑎 < 𝑏 ≤ ∞ and let 𝑓 , 𝑔 ∶ (𝑎, 𝑏) → ℝ be differentiable on (𝑎, 𝑏) such that
𝑔 ′ (𝑥) ≠ 0 for all 𝑥 ∈ (𝑎, 𝑏). Prove the following one-sided versions of l’Hôpital’s Rule.
𝑓 ′ (𝑥)
1. If lim+ 𝑓 (𝑥) = lim+ 𝑔(𝑥) = 0 and lim+ ′ exists as a proper or improper limit, then
𝑥→𝑎 𝑥→𝑎 𝑥→𝑎 𝑔 (𝑥)
𝑓 (𝑥) 𝑓 ′ (𝑥)
lim+ = lim+ ′ .
𝑓 ′ (𝑥)
2. If lim+ 𝑓 (𝑥) = lim+ 𝑔(𝑥) = ∞ and lim+ exists as a proper or improper limit, then
𝑥→𝑎 𝑥→𝑎 𝑥→𝑎 𝑔 ′ (𝑥)
𝑓 (𝑥) 𝑓 ′ (𝑥)
lim+ = lim+ ′ .

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4.2 The Chain Rule and Inverse Functions

Proposition 4.6. Let 𝐼 be an interval, 𝑓 ∶ 𝐼 → ℝ and 𝑎 ∈ 𝐼. The following are equivalent:
(i) 𝑓 is differentiable at 𝑎.
(ii) There is 𝛾 ∈ ℝ such that the function
{
𝑓 (𝑥) − 𝑓 (𝑎)
if 𝑥 ∈ 𝐼 ⧵ {𝑎},
𝑓 ∗ (𝑥) = 𝑥−𝑎
𝛾 if 𝑥 = 𝑎,
is continuous at 𝑎.
(iii) There is a function 𝑓̃ ∶ 𝐼 → ℝ such that 𝑓̃ is continuous at 𝑎 and
𝑓 (𝑥) = 𝑓 (𝑎) + 𝑓̃(𝑥)(𝑥 − 𝑎), 𝑥 ∈ 𝐼.
(iv) There are 𝛾 ∈ ℝ and a function 𝜀 ∶ 𝐼 → ℝ such that 𝜀(𝑎) = 0, 𝜀 is continuous at 𝑎, and
𝑓 (𝑥) = 𝑓 (𝑎) + 𝛾(𝑥 − 𝑎) + 𝜀(𝑥)(𝑥 − 𝑎), 𝑥 ∈ 𝐼.
If (ii) or (iv) hold, then the number 𝛾 is unique and 𝛾 = 𝑓 ′ (𝑎). If (iii) holds, then 𝑓̃(𝑎) = 𝑓 ′ (𝑎).
Theorem 4.7 (Chain Rule). Let 𝐼 and 𝐽 be intervals, 𝑔 ∶ 𝐽 → ℝ and 𝑓 ∶ 𝐼 → ℝ with 𝑓 (𝐼) ⊂ 𝐽 , and let
𝑎 ∈ 𝐼. Assume that 𝑓 is differentiable at 𝑎 and that 𝑔 is differentiable at 𝑓 (𝑎). Then 𝑔◦𝑓 is differentiable
at 𝑎 and
(𝑔◦𝑓 )′ (𝑎) = 𝑔 ′ (𝑓 (𝑎))𝑓 ′ (𝑎).
Proof. In class.
Theorem 4.8. Let 𝐼 be an interval, let 𝑓 ∶ 𝐼 → ℝ be continuous and strictly increasing or decreasing,
and 𝑏 ∈ 𝑓 (𝐼). Assume that 𝑓 is differentiable at 𝑎 = 𝑓 −1 (𝑏) with 𝑓 ′ (𝑎) ≠ 0. Then 𝑓 −1 is differentiable
at 𝑏 = 𝑓 (𝑎) and
1 1
(𝑓 −1 )′ (𝑏) = or, equivalently, (𝑓 −1 )′ (𝑓 (𝑎)) = .
𝑓 ′ (𝑓 −1 (𝑏)) 𝑓 ′ (𝑎)
Proof. In class.
This result now allows us to find the derivatives of arcsin and arctan.
Example 4.2.1. Show that arcsin ∶ [−1, 1] → [− 𝜋2 , 𝜋2 ] is continuous on [−1, 1] and differentiable on
𝑑
(−1, 1), and find arcsin.
𝑑𝑥
Solution. In class.
Finally, in this section we shall show that 𝑒𝑥 = exp(𝑥) is differentiable and find its derivative. This will
then allow us to find the derivative of ln 𝑥 as an inverse function.
Theorem 4.9 (Derivative of 𝑒𝑥 ).

1. 𝑒𝑥 ≥ 1 + 𝑥 for 𝑥 ∈ ℝ and 𝑒𝑥 ≤
1
for 𝑥 < 1.
1−𝑥
𝑑 𝑥
2. 𝑒𝑥 is differentiable and 𝑒 = 𝑒𝑥 .
𝑑𝑥
Proof. In class.

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Tutorial 4.2.1. 1. Find the derivatives of

(a) arctan 𝑥, (b) arccos 𝑥, (c) ln 𝑥 and ln |𝑥|,
(d) ln |𝑓 (𝑥)|, where 𝑓 ∶ 𝐼 → ℝ ⧵ {0} is differentiable on 𝐼.
𝑝 1
2. Let 𝑥 > 0 and let 𝑟 = with 𝑝 ∈ ℤ and 𝑞 ∈ ℕ∗ . Define 𝑥𝑟 = (𝑥𝑝 ) 𝑞 .
𝑞
Show that 𝑥𝑟 = exp(𝑟 ln 𝑥).
3. In view of tutorial problem 2 above, we define 𝑥𝑟 = exp(𝑟 ln 𝑥) for all 𝑥 > 0 and 𝑟 ∈ ℝ.
(a) Show that lim exp(𝑥) = 0.
𝑥→−∞
1
(b) Show that lim 𝑟 = 0 for all 𝑟 > 0.
𝑥→∞ 𝑥

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Chapter 5
Series
5.1 Definitions and Basic Examples
Given a sequence {𝑎𝑛 }∞

𝑛=1
of real numbers, the symbol
∑
∞
𝑎𝑛
𝑛=1
is called a series (of real numbers).
∑
∞
Definition 5.1. Let 𝑎𝑛 be a series.
𝑛=1
∑𝑛
1. The number 𝑠𝑛 = 𝑎𝑖 is called the 𝑛-th partial sum of the series.
𝑖=1
∑
∞
2. The series 𝑎𝑛 is said to converge if the sequence (𝑠𝑛 ) converges.
𝑛=1
In this case, the number 𝑠 = lim 𝑠𝑛 is called the sum of the series and we write
𝑛→∞
∑
∞
𝑎𝑛 = 𝑠
𝑛=1
A series which does not converge is said to diverge or be divergent.
∑
∞
Note. 1. Observe that 𝑎𝑛 denotes a series (convergent or divergent) as well as its sum if it converges.
𝑛=1
2. A series does not have to start at 𝑛 = 1. The change of notation is obvious for other starting indices.
Example 5.1.1 (See Calculus I). Consider the geometric series
𝑎 ≠ 0, 𝑟 ∈ ℝ.
∑
∞
𝑎𝑟𝑛 ,
𝑛=0
Recall the partial sums for 𝑟 ≠ 1:
𝑠𝑛 = 𝑎 + 𝑎𝑟 + 𝑎𝑟2 + ⋯ + 𝑎𝑟𝑛 ,
𝑟𝑠𝑛 = 𝑎𝑟 + 𝑎𝑟2 + ⋯ + 𝑎𝑟𝑛 + 𝑎𝑟𝑛+1 .
43

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Subtracting these equations gives

𝑠𝑛 − 𝑟𝑠𝑛 = 𝑎 − 𝑎𝑟𝑛+1 ,
and so
𝑎(1 − 𝑟𝑛+1 )
𝑠𝑛 = .
1−𝑟
By Theorem 2.5, (𝑠𝑛 ) and thus the geometric series converges if |𝑟| < 1, with
∑
∞
𝑎
𝑎𝑟𝑛 = lim 𝑠𝑛 = ,
𝑛=0
𝑛→∞ 1−𝑟
and diverges if |𝑟| > 1 or 𝑟 = −1. Finally, for 𝑟 = 1, 𝑠𝑛 = 𝑎(𝑛 + 1), and thus 𝑠𝑛 → ∞ as 𝑛 → ∞.
Thus we have shown
Theorem 5.1. The geometric series

𝑎 ≠ 0,
∑
∞
𝑎𝑟𝑛 ,
𝑛=0
is convergent if |𝑟| < 1, with sum
∑
∞
𝑎
𝑎𝑟𝑛 = .
1−𝑟
If |𝑟| ≥ 1, the geometric series diverges.
𝑛=0
∑
∞
Example 5.1.2. Is the series 22𝑛 31−𝑛 convergent or divergent?
𝑛=1
Example 5.1.3. Write the number 5.4417 = 5.4417417417 … as a ratio of integers.
The following theorem has been proved in Calculus I.
∑
∞
Theorem 5.2. If the series 𝑎𝑛 converges, then lim 𝑎𝑛 = 0.
𝑛→∞
𝑛=1
Proof. Let
𝑠𝑛 = 𝑎1 + 𝑎2 + ⋯ + 𝑎𝑛 .
Then
𝑎𝑛 = 𝑠𝑛 − 𝑠𝑛−1 .
∑∞
Since 𝑎𝑛 converges,
𝑛=1
lim 𝑠 =𝑠
𝑛→∞ 𝑛
exists. Since also 𝑛 − 1 → ∞ as 𝑛 → ∞,
lim 𝑠 = 𝑠.
𝑛→∞ 𝑛−1
Hence
lim 𝑎 = lim (𝑠𝑛 − 𝑠𝑛−1 ) = lim 𝑠𝑛 − lim 𝑠𝑛−1 = 𝑠 − 𝑠 = 0.
𝑛→∞ 𝑛 𝑛→∞ 𝑛→∞ 𝑛→∞
The contrapositive statement to Theorem 5.2 is very useful:

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Theorem 5.3 (Test for Divergence). If lim 𝑎𝑛 does not exist or if lim 𝑎𝑛 ≠ 0, then the series
∑
∞
𝑎𝑛
𝑛→∞ 𝑛→∞
𝑛=1
diverges.
∑
∞
Note. From lim 𝑎𝑛 = 0 nothing can be concluded about the convergence of the series 𝑎𝑛 .
𝑛→∞
𝑛=1
From Theorem 2.3 we immediately infer
∑
∞
∑
∞
Theorem 5.4 (Sum Laws). Let 𝑐 ∈ ℝ and suppose that 𝑎𝑛 and 𝑏𝑛 both converge. Then also
𝑛=1 𝑛=1
∑
∞
∑
∞
∑
∞
(𝑐𝑎𝑛 ), (𝑎𝑛 + 𝑏𝑛 ) and (𝑎𝑛 − 𝑏𝑛 ) converge, and
𝑛=1 𝑛=1 𝑛=1
∑
∞
∑
∞
1. (𝑐𝑎𝑛 ) = 𝑐 𝑎𝑛 ,
𝑛=1 𝑛=1
∑∞
∑
∞
∑
∞
2. (𝑎𝑛 + 𝑏𝑛 ) = 𝑎𝑛 + 𝑏𝑛 ,
𝑛=1 𝑛=1 𝑛=1
∑
∞
∑
∞
∑
∞
3. (𝑎𝑛 − 𝑏𝑛 ) = 𝑎𝑛 − 𝑏𝑛 ,
𝑛=1 𝑛=1 𝑛=1
( )
∑
∞
5 1
Example 5.1.4. Find the sum of the series + .
𝑛=1
𝑛(𝑛 + 1) 5𝑛
Note. For convergence it does not matter at which index the series starts. But it matters for the sum.
∑
∞
Theorem 5.5. The series 𝑎𝑛 converges if and only if for each 𝜀 > 0 there is 𝐾 ∈ ℕ such that for all
𝑛=1
|∑ |
𝑚 ≥ 𝑘 ≥ 𝐾, | 𝑎𝑛 | < 𝜀.
𝑚
| |
| |
|𝑛=𝑘 |
Proof. In class.
Tutorial 5.1.1. 1. Test each of the following series for convergence or divergence:
∞ ( ) ( )
∑ 1 𝑛 ∑∞
1 ∑∞
𝑛2 − 1
(a) 1+ , (b) 𝑛 sin , (c) .
𝑛=1
𝑛 𝑛=1
𝑛 𝑛=1
𝑛 − 50𝑛2
2. Which of the following is valid? Justify your conclusions.
∑
∞
(a) If 𝑎𝑛 → 0 as 𝑛 → ∞, then 𝑎𝑛 is convergent.
𝑛=1
∑∞
(b) If 𝑎𝑛 ̸→ 0 as 𝑛 → ∞, then 𝑎𝑛 is divergent.
𝑛=1
∑
∞
(c) If 𝑎𝑛 is divergent, then 𝑎𝑛 ̸→ 0 as 𝑛 → ∞.
𝑛=1

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5.2 Convergence Tests for Series
Lemma 5.6. Let 𝑎𝑛 ≥ 0 for all 𝑛 ∈

∑
𝑘
∑
∞
ℕ∗ and let 𝑠𝑘 = 𝑎𝑛 . Then 𝑎𝑛 converges if and only if (𝑠𝑛 ) is
𝑛=1 𝑛=1
bounded.
Proof. In class.
∑
∞
∑
∞
Theorem 5.7 (Comparison Test). Let 𝑎𝑛 and 𝑏𝑛 be series with nonnegative terms and assume
that 𝑎𝑛 ≤ 𝑏𝑛 for all 𝑛 ∈ ℕ∗ .

𝑛=1 𝑛=1
∑
∞
∑
∞
(i) If 𝑏𝑛 converges, then also 𝑎𝑛 converges.
𝑛=1 𝑛=1
∑∞
∑
∞
(ii) If 𝑎𝑛 diverges, then also 𝑏𝑛 diverges.
𝑛=1 𝑛=1
Proof. In class.
∑
∞
sin2 𝑛 + 10
Example 5.2.1. Test the series for convergence.
𝑛=1
𝑛 + 2𝑛
∑
∞
Definition 5.2. 1. A series 𝑎𝑛 is called absolutely convergent if the series of its absolute values
𝑛=1
∑
∞
|𝑎𝑛 | converges.
𝑛=1
∑
∞
2. A series 𝑎𝑛 is called conditionally convergent if it is convergent but not absolutely convergent.
𝑛=1
Theorem 5.8. Every absolutely convergent series is convergent.
Proof. In class.
Recall from Calculus I that there are convergent series which are not absolutely convergent.
Definition 5.3. An alternating series is a series of the form
with 𝑏𝑛 ≥ 0.
∑
∞
∑
∞
(−1)𝑛 𝑏𝑛 or (−1)𝑛−1 𝑏𝑛
𝑛=1 𝑛=1
∑
∞
∑
∞
𝑛
Theorem 5.9 (Alternating series test). If the alternating series (−1) 𝑏𝑛 or (−1)𝑛−1 𝑏𝑛 satisfies
(i) 𝑏𝑛 ≥ 𝑏𝑛+1 for all 𝑛,

𝑛=1 𝑛=1
(ii) lim 𝑏𝑛 = 0,
𝑛→∞
then the series converges.

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Proof. For 𝑘 ∈ ℕ∗ and 𝑚 ∈ ℕ we have
∑
𝑘+2𝑚
𝑘
(−1) (−1)𝑛 𝑏𝑛 = (𝑏𝑘 − 𝑏𝑘+1 ) + (𝑏𝑘+2 − 𝑏𝑘+3 ) + ⋯ + (𝑏𝑘+2𝑚−2 − 𝑏𝑘+2𝑚−1 ) + 𝑏𝑘+2𝑚
𝑛=𝑘
= 𝑏𝑘 − (𝑏𝑘+1 − 𝑏𝑘+2 ) − ⋯ − (𝑏𝑘+2𝑚−1 − 𝑏𝑘+2𝑚 ).
Hence
0 ≤ 𝑏𝑘+2𝑚 ≤ (−1)𝑘 (−1)𝑛 𝑏𝑛 ≤ 𝑏𝑘 .

𝑘+2𝑚
∑
𝑛=𝑘
Similarly,
0 ≤ (−1) (−1)𝑛 𝑏𝑛 ≤ 𝑏𝑘 − 𝑏𝑘+2𝑚+1 ≤ 𝑏𝑘 .

∑
𝑘+2𝑚+1
𝑘
𝑛=𝑘
Now let 𝜀 > 0. Since 𝑏𝑘 → 0 as 𝑘 → ∞, there is 𝐾 ∈ ℕ such that 𝑏𝐾 < 𝜀. Hence for all 𝑙 ≥ 𝑘 ≥ 𝐾:
|∑ |
| (−1)𝑛 𝑏 | ≤ 𝑏 ≤ 𝑏 < 𝜀.
| 𝑙 |
| 𝑛| 𝑘 𝐾
|𝑛=𝑘 |
| |
Hence the alternating series converges.
Note. lim 𝑏𝑛 = 0 is necessary by Theorem 5.3 since lim (−1)𝑛 𝑏𝑛 = 0 ⇔ lim 𝑏𝑛 = 0 ⇔ lim (−1)𝑛−1 𝑏𝑛 =
𝑛→∞ 𝑛→∞ 𝑛→∞ 𝑛→∞
0.
∑∞
3𝑛
Example 5.2.2. The alternating series (−1)𝑛−1 does not converge since
𝑛=1
4𝑛 − 1
= ≠0
3𝑛 3
lim
𝑛→∞ 4𝑛 − 1 4
and thus (ii) is not satisfied, which is necessary for convergence. See the note following the statement of
the Alternating Series Test.
∑
∞
𝑛2
Worked Example 5.2.3. Find whether the series (−1)𝑛−1 is convergent.
𝑛=1
𝑛3 + 1
| 𝑎𝑛+1 | ∑∞
Theorem 5.10 (Ratio Test). (i) If lim sup || | = 𝐿 < 1, then the series
| 𝑎𝑛 converges absolutely.
𝑛→∞ | 𝑎𝑛 | 𝑛=1
| 𝑎𝑛+1 | ∑∞
(ii) If lim inf || | = 𝑙 > 1, then the series 𝑎𝑛 diverges.
𝑛→∞ | 𝑎𝑛 ||
𝑛=1
Proof. In class.
√ ∑
∞
Theorem 5.11 (Root Test). (i) If lim sup 𝑛
|𝑎𝑛 | = 𝐿 < 1, then the series 𝑎𝑛 converges absolutely.
𝑛→∞ 𝑛=1
√ ∑
∞
(ii) If lim sup 𝑛
|𝑎𝑛 | = 𝐿 > 1, then the series 𝑎𝑛 diverges.
𝑛→∞ 𝑛=1
Proof. In class.

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{( )𝑛 ( )𝑛 } ( )
∑
∞
1 3 1
Tutorial 5.2.1. 1. Test +5 𝑛 sin for convergence.
𝑛=1
2 4 𝑛
2. Prove that the sequence (𝑎𝑛 )∞
𝑛=1
converges if and only if
(i) (𝑎2𝑛 )∞
𝑛=1
converges,
(ii) (𝑎2𝑛−1 )∞
𝑛=1
converges,
(iii) (𝑎𝑛 − 𝑎𝑛−1 ) → 0 as 𝑛 → ∞.
3. Use Tutorial 2 to prove the Alternating Series Test.
Hint. Show that (𝑠2𝑛 )∞
𝑛=1
and (𝑠2𝑛−1 )∞
𝑛=1
are monotonic sequences.
4. Use the alternating series test, ratio test or root test to test for convergence:
∞ ( )2𝑛
∑ (−1)𝑛 𝑛 ∑∞
𝑛!2𝑛
(a) , (b) ,
𝑛=1
2𝑛 + 1 𝑛=1
(2𝑛)!
( ( ) )
∑∞
1 𝑛 ∑∞
𝑛𝑛
𝑛
(c) (−1) 𝑒 − 1 + , (d) ,
𝑛=1
𝑛 𝑛=1
(𝑛!)2
∑
∞ 𝑛
2
(e) .
𝑛=1
𝑛
5.3 Power Series

Definition 5.4. Let 𝑎 and 𝑐𝑛 , 𝑛 ∈ ℕ, be real numbers. A series
∑
∞
𝑐𝑛 (𝑥 − 𝑎)𝑛
𝑛=0
is called a power series in (𝑥 − 𝑎) or a power series centred at 𝑎 or a power series about 𝑎.
Note that (𝑥 − 𝑎)0 = 1. For 𝑥 = 𝑎, all terms from the second onwards are 0, so the series converges to 𝑐0
for 𝑥 = 𝑎.
Each power series defines a function whose domain is those 𝑥 ∈ ℝ for which the series converges.
∑
∞
Notation. With each power series 𝑐𝑛 (𝑥 − 𝑎)𝑛 we associate a number 𝑅 or ∞, called the radius of
𝑛=0
convergence of the series, which is defined as follows:
√
(i) 𝑅 = 0 if lim sup 𝑛 |𝑐𝑛 | = ∞,
𝑛→∞
1 √
(ii) 𝑅 = √ if 0 < lim sup 𝑛
|𝑐𝑛 | ∈ ℝ,
lim sup 𝑛 |𝑐𝑛 | 𝑛→∞
𝑛→∞
√
(iii) 𝑅 = ∞ if lim sup 𝑛
|𝑐𝑛 | = 0.
𝑛→∞
∑
∞
Theorem 5.12. There are three alternatives for the domain of a power series 𝑐𝑛 (𝑥 − 𝑎)𝑛 :
𝑛=0
(i) If 𝑅 = 0, then the series converges only for 𝑥 = 𝑎.
(ii) If 𝑅 = ∞, then the series converges absolutely for all 𝑥 ∈ ℝ.
(iii) If 0 < 𝑅 ∈ ℝ, then the series converges absolutely if |𝑥 − 𝑎| < 𝑅 and diverges if |𝑥 − 𝑎| > 𝑅.

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Note that (iii) says that the series converges for 𝑥 in the interval (𝑎 − 𝑅, 𝑎 + 𝑅) and diverges outside
[𝑎 − 𝑅, 𝑎 + 𝑅]. For 𝑥 = 𝑎 − 𝑅 and 𝑥 = 𝑎 + 𝑅 anything can happen, see Calculus I. In any case, the
domain of the series is an interval, called the interval of convergence.
|𝑐𝑛 | = ∞, then for 𝑥 ≠ 𝑎 also

√
𝑛
Proof. (i): We note that if lim sup
𝑛→∞
√ √
lim sup 𝑛
|𝑐𝑛 (𝑥 − 𝑎)𝑛 | = lim sup 𝑛
|𝑐𝑛 | |𝑥 − 𝑎| = ∞.
𝑛→∞ 𝑛→∞
In view of the root test,

√ this shows that the power series diverges if 𝑥 ≠ 𝑎.
(ii), (iii): If lim sup |𝑐𝑛 | ∈ ℝ, then
𝑛
𝑛→∞
√ √
lim sup 𝑛
|𝑐𝑛 (𝑥 − 𝑎)𝑛 | = |𝑥 − 𝑎| lim sup 𝑛 |𝑐𝑛 |.
𝑛→∞ 𝑛→∞
√
Hence the power series converges for all 𝑥 ∈ ℝ if lim sup 𝑛 |𝑐𝑛 | = 0, proving (ii).
√ 𝑛→∞
If finally 0 < lim sup 𝑛 |𝑐𝑛 | ∈ ℝ, then, by the Root Test, the series converges if
𝑛→∞
√ 1
|𝑥 − 𝑎| lim sup 𝑛 |𝑐𝑛 | < 1, i. e., |𝑥 − 𝑎| < √ ,
𝑛→∞ lim sup 𝑛 |𝑐𝑛 |
𝑛→∞
and the series diverges if
1
|𝑥 − 𝑎| > √ .
lim sup 𝑛 |𝑐𝑛 |
𝑛→∞
√
Tutorial 5.3.1. 1. (a) Let 𝑐 > 1 and put 𝑐𝑛 = 𝑛 𝑐 − 1.
(i) Show that 𝑐𝑛 ≥ 0.
(ii) Show that lim sup 𝑐𝑛 ≤ 0. Hint. Use Bernoulli’s inequality.
𝑛→∞ √
(iii) Conclude that lim 𝑛 𝑐 = 1.
𝑛→∞ √
(b) Use (a) to show that lim 𝑛 𝑐 = 1 for all 𝑐 > 0.
𝑛→∞
𝑎𝑛 with 𝑎𝑛 ≠ 0 for all 𝑛 ∈ ℕ. Show that

∑
∞
2. Consider
𝑛=1
| ≤ lim inf 𝑛 |𝑎 | ≤ lim sup 𝑛 |𝑎 | ≤ lim sup | 𝑛+1 | .

| 𝑎𝑛+1 | √ √ |𝑎 |
lim inf || | 𝑛 𝑛 | |
𝑛→∞ | 𝑎𝑛 | 𝑛→∞ 𝑛→∞ 𝑛→∞ | 𝑎𝑛 |
| 𝑎𝑛+1 |
What can you say if lim || | exists or is ∞?
𝑛→∞ | 𝑎𝑛 ||
𝑎𝑛 (𝑥 − 𝑎)𝑛 with 𝑎𝑛 ≠ 0 for all 𝑛 ∈ ℕ. Using tutorial problem 2 above or

∑∞
3. Consider the power series
𝑛=1
| 𝑎 |
| |
otherwise, prove that if 𝑅 = lim | 𝑛 | exists or is ∞, then 𝑅 is the radius of convergence of the power
𝑛→∞ | 𝑎𝑛+1 |
| |
series.
√
4. Prove that lim 𝑛 𝑛 = 1.
𝑛→∞

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5. Find the radius and interval of convergence for each of the following power series:
∑∞
(2𝑥)𝑛 ∑∞
𝑥𝑛 ∑∞
(a) , (b) 𝑛
, (c) 𝑛𝑛 𝑥𝑛 ,
𝑛=1
𝑛 𝑛=0
𝑛 𝑛=0
∑∞
(𝑥 − 1)𝑛 ∑
∞
(−2𝑥)𝑛 ∑
∞
(d) √ , (e) , (f) (−1)𝑛 𝑥𝑛 ,
𝑛=1 3
𝑛 𝑛
𝑛=1
𝑛3 𝑛=0
∞ ( )𝑛2
∑ 𝑛 ∑ (𝑥 +
∞
3)𝑛 ∑ (𝑛𝑥)𝑛
∞
(g) 𝑥𝑛 , (h) , (i) .
𝑛=0
𝑛 + 1 𝑛=1
𝑛3 𝑛=0
(2𝑛)!

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Chapter 6
Riemann Integration
6.1 Suprema and Infima (self study)

Recall that if a nonempty set 𝐴 ⊂ ℝ is bounded above, then the supremum of 𝐴 is the least upper bound
of 𝐴, and if 𝐴 is bounded below, then the infimum of 𝐴 is the greatest lower bound of 𝐴. Hence for all
𝑥 ∈ 𝐴 we have inf 𝐴 ≤ 𝑥 ≤ sup 𝐴 and for each 𝜀 > 0 there exist 𝑝, 𝑞 ∈ 𝐴 such that 𝑝 < 𝜀 + inf 𝐴 and
𝑞 > −𝜀 + sup 𝐴, see Theorems 1.9 and 1.12.
Lemma 6.1. Let 𝐴 and 𝐵 be non-empty bounded sets of real numbers, let 𝑐 ∈ ℝ, and define
𝑐𝐴 ∶= {𝑐𝑥 ∣ 𝑥 ∈ 𝐴}, 𝑐 + 𝐴 ∶= {𝑐 + 𝑥 ∣ 𝑥 ∈ 𝐴} and 𝐴 + 𝐵 ∶= {𝑥 + 𝑦 ∣ 𝑥 ∈ 𝐴, 𝑦 ∈ 𝐵}.
Then 𝑐𝐴, 𝑐 + 𝐴 and 𝐴 + 𝐵 are bounded, and

(a) sup(𝑐𝐴) = 𝑐 sup 𝐴, inf (𝑐𝐴) = 𝑐 inf 𝐴, if 𝑐 ≥ 0,
(b) sup(𝑐𝐴) = 𝑐 inf 𝐴, inf (𝑐𝐴) = 𝑐 sup 𝐴, if 𝑐 ≤ 0,
(c) sup(𝑐 + 𝐴) = 𝑐 + sup 𝐴, inf (𝑐 + 𝐴) = 𝑐 + inf 𝐴,
(d) sup(𝐴 + 𝐵) = sup 𝐴 + sup 𝐵, inf (𝐴 + 𝐵) = inf 𝐴 + inf 𝐵.
Proof. (a) Let 𝑀 = sup 𝐴. Then 𝑥 ≤ 𝑀 for all 𝑥 ∈ 𝐴 and therefore 𝑐𝑥 ≤ 𝑐𝑀 for all 𝑐𝑥 ∈ 𝑐𝐴. Hence
𝑐𝐴 is bounded above with bound 𝑐𝑀. This shows that 𝐿 = sup(𝑐𝐴) satisfies 𝐿 ≤ 𝑐𝑀.
If 𝑐 = 0 then 𝐿 = sup{0} = 0 = 0 ⋅ 𝑀 = 𝑐𝑀, and if 𝑐 > 0, the the above inequality gives
𝑐𝑀 = 𝑐 sup(𝑐 −1 (𝑐𝐴)) ≤ sup(𝑐𝐴) = 𝐿.
Hence 𝐿 ≤ 𝑐𝑀 and 𝑐𝑀 ≤ 𝐿, which proves (a) for supremum.

The proof for the infimum is similar, or we can use Proposition 1.10, with 𝐴 = −(−𝐴).
(b) Since 𝑐𝐴 = −((−𝑐)𝐴) and −𝑐 ≥ 0, this follows from (a) and Proposition 1.10.
(d) This is Tutorial 1.2.1, part 7.
(c) is a special case of (d) if one observes 𝑐 + 𝐴 = {𝑐} + 𝐴 and inf {𝑐} = sup{𝑐} = 𝑐.
Lemma 6.2. If ∅ ≠ 𝐴 ⊂ 𝐵 ⊂ ℝ, then
sup 𝐴 ≤ sup 𝐵, inf 𝐴 ≥ inf 𝐵.
Proof. Assume 𝐵 is bounded. Let 𝑎 ∈ 𝐴. Then 𝑎 ∈ 𝐵, and hence inf 𝐵 ≤ 𝑎 ≤ sup 𝐵. It follows that 𝐴
is bounded, that inf 𝐵 is a lower bound of 𝐴 and that sup 𝐴 is an upper bound of 𝐴. Hence inf 𝐴 ≥ inf 𝐵
and sup 𝐴 ≤ sup 𝐵. The cases that inf 𝐵 = −∞ or sup 𝐵 = ∞ are similar.
51

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Lemma 6.3. Let 𝐴 and 𝐵 be nonempty subsets of ℝ such that 𝑥 ≤ 𝑦 for all 𝑥 ∈ 𝐴 and 𝑦 ∈ 𝐵. Then 𝐴
is bounded above, 𝐵 is bounded below, and
sup 𝐴 ≤ inf 𝐵.
Proof. Let 𝑏 ∈ 𝐵. Then 𝑎 ≤ 𝑏 for all 𝑎 ∈ 𝐴. So 𝑏 is an upper bound of 𝐴. Hence 𝐴 is bounded above
and sup 𝐴 ≤ 𝑏 since sup 𝐴 is the least upper bound. Then sup 𝐴 ≤ 𝑏 for all 𝑏 ∈ 𝐵, and therefore sup 𝐴
is a lower bound for 𝐵. Thus sup 𝐴 ≤ inf 𝐵 follows.
6.2 Riemann Sums

Definition 6.1. A partition, 𝑃 , of the interval [𝑎, 𝑏] is a finite set of points 𝑎 = 𝑥0 < 𝑥1 < ⋯ < 𝑥𝑁 = 𝑏
which for brevity will be denoted
𝑃 = {𝑎 = 𝑥0 < 𝑥1 < ⋯ < 𝑥𝑁 = 𝑏}.
The set of all partitions of the interval [𝑎, 𝑏] will be denoted by (𝑎, 𝑏).
Next we consider the upper and lower Riemann sums with respect to a partition.
Definition 6.2. Let 𝑓 be a bounded function on [𝑎, 𝑏], (i.e. 𝑓 ∶ [𝑎, 𝑏] → ℝ and there exists a constant 𝐾
such that |𝑓 (𝑥)| ≤ 𝐾 for all 𝑥 ∈ [𝑎, 𝑏]) and let 𝑃 = {𝑎 = 𝑥0 < ⋯ < 𝑥𝑁 = 𝑏} be a partition of the closed
finite interval [𝑎, 𝑏].
(a) We define the upper sum of 𝑓 over [𝑎, 𝑏] with respect to the partition 𝑃 by
∑
𝑁
𝑈 (𝑓 , 𝑃 ) ∶= (𝑥𝑗 − 𝑥𝑗−1 ) sup{𝑓 (𝑥) ∣ 𝑥 ∈ [𝑥𝑗−1 , 𝑥𝑗 ]}.
𝑗=1
(b) We define the lower sum of 𝑓 over [𝑎, 𝑏] with respect to the partition 𝑃 by
∑
𝑁
𝐿(𝑓 , 𝑃 ) ∶= (𝑥𝑗 − 𝑥𝑗−1 ) inf {𝑓 (𝑥) ∣ 𝑥 ∈ [𝑥𝑗−1 , 𝑥𝑗 ]}.
𝑗=1
𝑓
𝑦
𝑥
𝑥0 𝑥1 𝑥2 𝑥3 𝑥𝑛
=
𝑎 𝑏
Observe that if 𝑓 (𝑥) ≥ 0 on [𝑎, 𝑏], then both 𝐿(𝑓 , 𝑃 ) and 𝑈 (𝑓 , 𝑃 ) are approximations of the area under
the curve 𝑦 = 𝑓 (𝑥) for 𝑥 ∈ [𝑎, 𝑏]. Here 𝐿(𝑓 , 𝑃 ) under-approximates the area, while 𝑈 (𝑓 , 𝑃 ) over-
approximates the area.

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Worked Example 6.2.1. Find 𝑈 (𝑓 , 𝑃 ) and 𝐿(𝑓 , 𝑃 ) for 𝑓 (𝑥) = 𝑥2 − 1 and 𝑃 = {0 < 1∕4 < 1∕2 < 1}.
Answer: 𝑈 (𝑓 , 𝑃 ) = −27∕64 and 𝐿(𝑓 , 𝑃 ) = −55∕64.
∫
2
Remark. From 1st year: (𝑥2 − 1) 𝑑𝑥 = − so we observe that
3
0
𝐿(𝑥2 − 1, 𝑃 ) ≤ (𝑥2 − 1) 𝑑𝑥 ≤ 𝑈 (𝑓 , 𝑃 ).
∫
0
The following lemma gives some useful bounds.
Lemma 6.4. Let 𝑓 be a bounded function on the closed interval [𝑎, 𝑏] and let 𝑃 be a partition of [𝑎, 𝑏].
Then
(𝑏 − 𝑎) inf {𝑓 (𝑥) ∣ 𝑥 ∈ [𝑎, 𝑏]} ≤ 𝐿(𝑓 , 𝑃 ) ≤ 𝑈 (𝑓 , 𝑃 ) ≤ (𝑏 − 𝑎) sup{𝑓 (𝑥) ∣ 𝑥 ∈ [𝑎, 𝑏]}.
Proof. From the definition of supremum and infimum:
inf 𝑓 (𝑥) ≤ sup 𝑓 (𝑥).

𝑥∈[𝑥𝑗−1 ,𝑥𝑗 ] 𝑥∈[𝑥𝑗−1 ,𝑥𝑗 ]
Also, since [𝑥𝑗−1 , 𝑥𝑗 ] ⊂ [𝑎, 𝑏], it follows from Lemma 6.2 that
sup 𝑓 (𝑥) ≤ sup 𝑓 (𝑥),

𝑥∈[𝑥𝑗−1 ,𝑥𝑗 ] 𝑥∈[𝑎,𝑏]
inf 𝑓 (𝑥) ≤ inf 𝑓 (𝑥).

𝑥∈[𝑎,𝑏] 𝑥∈[𝑥𝑗−1 ,𝑥𝑗 ]
inf 𝑓 (𝑥) ≤ 𝑓 (𝑥) ≤ 𝑓 (𝑥) ≤ sup 𝑓 (𝑥).

Thus
inf sup
𝑥∈[𝑎,𝑏] 𝑥∈[𝑥𝑗−1 ,𝑥𝑗 ] 𝑥∈[𝑥𝑗−1 ,𝑥𝑗 ] 𝑥∈[𝑎,𝑏]
Multiplying by (𝑥𝑗 − 𝑥𝑗−1 ) (> 0) and summing up over 𝑗 gives
(𝑥𝑗 − 𝑥𝑗−1 )inf 𝑓 (𝑥) ≤ (𝑥𝑗 − 𝑥𝑗−1 ) inf 𝑓 (𝑥) ≤ (𝑥𝑗 − 𝑥𝑗−1 )sup 𝑓 (𝑥) ≤
∑
𝑛
∑
𝑛
∑
𝑛
∑
𝑛
(𝑥𝑗 − 𝑥𝑗−1 )sup 𝑓 (𝑥)
𝑗=1 𝑥∈[𝑎,𝑏] 𝑗=1 𝑥∈[𝑥𝑗−1 ,𝑥𝑗 ] 𝑗=1 𝑥∈[𝑥𝑗−1 ,𝑥𝑗 ] 𝑗=1 𝑥∈[𝑎,𝑏]
=
(𝑏 − 𝑎) inf 𝑓 (𝑥) 𝐿(𝑓 , 𝑃 ) 𝑈 (𝑓 , 𝑃 ) (𝑏 − 𝑎) sup 𝑓 (𝑥)

𝑥∈[𝑎,𝑏] 𝑥∈[𝑎,𝑏]
Worked Example 6.2.2. Let 𝑓 (𝑥) = 𝑥2 and 𝑃 = {1 < 4∕3 < 5∕3 < 2}. Then 𝑈 (𝑓 , 𝑃 ) = 77∕27,
𝐿(𝑓 , 𝑃 ) = 50∕27 while (2 − 1) sup{𝑓 (𝑥) ∣ 𝑥 ∈ [1, 2]} = 4 and (2 − 1) inf {𝑓 (𝑥) ∣ 𝑥 ∈ [1, 2]} = 1,
verifying the above lemma.
Tutorial 6.2.1. 1. Let 𝑓 (𝑥) = 𝑥 − 21 and 𝑃 = {0 < 1∕2 < 1 < 3∕2 < 2}. Find 𝑈 (𝑓 , 𝑃 ) and 𝐿(𝑓 , 𝑃 ) and
compare them with ∫0 𝑓 (𝑥) 𝑑𝑥.
2
1 2 3𝑁
2. Let 𝑓 (𝑥) = 𝑥 and 𝑃𝑁 = {−1 < −1 + 𝑁
< −1 + 𝑁
< ⋯ < −1 + 𝑁
= 2}, 𝑁 ∈ ℕ∗ .

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{ [ ]} { [ ]}
𝑗−1 𝑗 𝑗−1 𝑗
(i) Find sup 𝑓 (𝑥) ∣ 𝑥 ∈ −1 + 𝑁
, −1 + 𝑁
and inf 𝑓 (𝑥) ∣ 𝑥 ∈ −1 + 𝑁
, −1 + 𝑁
.
(ii) Hence compute 𝑈 (𝑓 , 𝑃𝑁 ) and 𝐿(𝑓 , 𝑃𝑁 ).
(iii) Find lim 𝑈 (𝑓 , 𝑃𝑁 ) and lim 𝐿(𝑓 , 𝑃𝑁 ).

𝑁→∞ 𝑁→∞
(iv) Compare these limits with ∫−1 𝑥 𝑑𝑥.

2
⎧1 if 𝑥 > 0
⎪
3. Verify Lemma 6.4 for the function sgn(𝑥) ∶= ⎨ 0 if 𝑥 = 0 on the interval [−2, 3] with partition
⎪ −1 if 𝑥 < 0
⎩
𝑃 = {−2 < −1 < 0 < 1 < 2 < 3}.
6.3 Refinements
Definition 6.3. Let 𝑃 = {𝑎 = 𝑥0 < 𝑥1 < ⋯ < 𝑥𝑚 = 𝑏} and 𝑄 = {𝑎 = 𝑦0 < 𝑦1 < ⋯ < 𝑦𝑛 =
𝑏} be partitions of [𝑎, 𝑏]. Then 𝑄 is said to be a refinement of 𝑃 if 𝑃 ⊂ 𝑄 i.e. {𝑥0 , 𝑥1 , … , 𝑥𝑚 } ⊂
{𝑦0 , 𝑦1 , … , 𝑦𝑛 }.
Worked Example 6.3.1. 1. 𝑃 = {0 < 1∕2 < 1} and 𝑄 = {0 < 1∕3 < 2∕3 < 1} are both partitions of
[0, 1] but 𝑄 is not a refinement of 𝑃 .
2. 𝑃 = {0 < 1∕2 < 1} and 𝑄 = {0 < 1∕4 < 2∕4 < 3∕4 < 1} are both partitions of [0, 1] and 𝑄 is a
refinement of 𝑃 .
𝑛
3. Let 𝑃𝑛 = {0 < 21𝑛 < 22𝑛 < ⋯ < 22𝑛 }. Then 𝑃𝑛 is a partition of [0, 1] for each 𝑛 ∈ ℕ and 𝑃𝑛 ⊂ 𝑃𝑛+1
𝑗 2𝑗
since 2𝑛
= 2𝑛+1
.
Lemma 6.5. Let 𝑓 be a bounded function on [𝑎, 𝑏] and let 𝑃 and 𝑅 be partitions of [𝑎, 𝑏] with 𝑅 a
refinement of 𝑃 . Then
𝐿(𝑓 , 𝑃 ) ≤ 𝐿(𝑓 , 𝑅) ≤ 𝑈 (𝑓 , 𝑅) ≤ 𝑈 (𝑓 , 𝑃 ).
Proof. In class.
Definition 6.4. If 𝑃 and 𝑄 are partitions of [𝑎, 𝑏], then 𝑃 ∪ 𝑄 (with elements listed in increasing order
and without repetitions) is called the common refinement of 𝑃 and 𝑄.
Worked Example 6.3.2. Let 𝑃 = {−1 < 0 < 1} and 𝑄 = {−1 < −1∕3 < 1∕3 < 1}. Then the common
refinement of 𝑃 and 𝑄 is 𝑃 ∪ 𝑄 = {−1 < −1∕3 < 0 < 1∕3 < 1}.
Lemma 6.6. If 𝑃 and 𝑄 are partitions of [𝑎, 𝑏] and 𝑓 is a bounded function on [𝑎, 𝑏], then
𝐿(𝑓 , 𝑄) ≤ 𝑈 (𝑓 , 𝑃 ).
Proof. Since
𝑃 ⊂𝑃 ∪𝑄 and 𝑄 ⊂ 𝑃 ∪ 𝑄,
Lemma 6.5 gives
𝐿(𝑓 , 𝑄) ≤ 𝐿(𝑓 , 𝑃 ∪ 𝑄), 𝑈 (𝑓 , 𝑃 ∪ 𝑄) ≤ 𝑈 (𝑓 , 𝑃 ) and 𝐿(𝑓 , 𝑃 ∪ 𝑄) ≤ 𝑈 (𝑓 , 𝑃 ∪ 𝑄).
𝐿(𝑓 , 𝑄) ≤ 𝐿(𝑓 , 𝑃 ∪ 𝑄) ≤ 𝑈 (𝑓 , 𝑃 ∪ 𝑄) ≤ 𝑈 (𝑓 , 𝑃 ).
Hence

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Tutorial 6.3.1. 1. Let 𝑃𝑛 = {0 < 1𝑛 < 2𝑛 < ⋯ < 𝑛𝑛 }. Then 𝑃𝑛 is a partition of [0, 1] for each 𝑛 ∈ ℕ.
Show that 𝑃𝑛+1 is not a refinement of 𝑃𝑛 for 𝑛 ≥ 2.
2. Let 𝑓 (𝑥) = 𝑥3 + 𝑥2 , 𝑃 = {−1 < 0 < 1}, 𝑄 = {−1 < −1∕2 < 0 < 1}. Compute 𝐿(𝑓 , 𝑃 ), 𝐿(𝑓 , 𝑄),
𝑈 (𝑓 , 𝑃 ), 𝑈 (𝑓 , 𝑄) and compare their values.
6.4 The Riemann Integral

Definition 6.5. Let 𝑓 be a bounded function on the interval [𝑎, 𝑏].
(a) We define the lower integral of 𝑓 over [𝑎, 𝑏] as
∫
𝑓 (𝑡) 𝑑𝑡 ∶= sup{𝐿(𝑓 , 𝑃 ) ∣ 𝑃 a partition of [𝑎, 𝑏]}.
𝑎
(b) We define the upper integral of 𝑓 over [𝑎, 𝑏] as
∫
𝑓 (𝑡) 𝑑𝑡 ∶= inf {𝑈 (𝑓 , 𝑃 ) ∣ 𝑃 a partition of [𝑎, 𝑏]}.
𝑎
(c) We say that 𝑓 is Riemann integrable on [𝑎, 𝑏] if
𝑏 𝑏
∫ ∫
𝑓 (𝑡) 𝑑𝑡 = 𝑓 (𝑡) 𝑑𝑡,
𝑎 𝑎
∫
in which case the common value is denoted by 𝑓 (𝑡) 𝑑𝑡 and is called the Riemann integral of 𝑓 over
𝑎
[𝑎, 𝑏].
Note. By the properties of suprema and infima, see Lemmas 6.6 and 6.3,
𝑏 𝑏
𝑓 (𝑡) 𝑑𝑡 ≤
∫ ∫
𝑓 (𝑡) 𝑑𝑡.
𝑎 𝑎
Hence 𝑓 is Riemann integrable if and only if
𝑏 𝑏
𝑓 (𝑡) 𝑑𝑡 ≤
∫ ∫
𝑓 (𝑡) 𝑑𝑡.
𝑎 𝑎
Theorem 6.7 (Integrability Condition). A bounded function 𝑓 on the interval [𝑎, 𝑏] is Riemann integrable
if and only if for each 𝜀 > 0 there exists a partition 𝑃 of [𝑎, 𝑏] such that
𝑈 (𝑓 , 𝑃 ) − 𝐿(𝑓 , 𝑃 ) < 𝜀.

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Proof. ⇒: Let 𝑓 be Riemann integrable on [𝑎, 𝑏] and let 𝜀 > 0. Then there is a partition 𝑄 of [𝑎, 𝑏] such
that
𝑏 𝑏
𝑓 (𝑡) 𝑑𝑡 ≤ 𝑈 (𝑓 , 𝑄) <
∫ ∫
𝜀
𝑓 (𝑡) 𝑑𝑡 +
2
𝑎 𝑎
and there is a partition 𝑅 of [𝑎, 𝑏] such that
𝑏 𝑏
𝑓 (𝑡) 𝑑𝑡 − < 𝐿(𝑓 , 𝑅) ≤ 𝑓 (𝑡) 𝑑𝑡.

∫ ∫
𝜀
2
𝑎 𝑎
Let 𝑃 = 𝑄 ∪ 𝑅. Then, in view of Lemma 6.5,

𝑏 𝑏
𝑓 (𝑡) 𝑑𝑡 − = 𝑓 (𝑡) 𝑑𝑡 − < 𝐿(𝑓 , 𝑅) ≤ 𝐿(𝑓 , 𝑃 )

∫ 2 ∫
𝜀 𝜀
2
𝑎 𝑎
𝑏 𝑏
≤ 𝑈 (𝑓 , 𝑃 ) ≤ 𝑈 (𝑓 , 𝑄) < 𝑓 (𝑡) 𝑑𝑡 + =
∫ 2 ∫
𝜀 𝜀
𝑓 (𝑡) 𝑑𝑡 + .
2
𝑎 𝑎
In particular,
𝑏
∫
𝜀
𝑈 (𝑓 , 𝑃 ) < 𝑓 (𝑡) 𝑑𝑡 + ,
2
𝑎
𝑏
∫
𝜀
−𝐿(𝑓 , 𝑃 ) < − 𝑓 (𝑡) 𝑑𝑡 + .
2
𝑎
Summing up gives
𝑈 (𝑓 , 𝑃 ) − 𝐿(𝑓 , 𝑃 ) < 𝜀.
⇐: Suppose that there are 𝜀 > 0 and a partition 𝑃𝜀 of [𝑎, 𝑏] such that
𝑈 (𝑓 , 𝑃𝜀 ) − 𝐿(𝑓 , 𝑃𝜀 ) < 𝜀.
Then from
𝑏
𝑓 (𝑡) 𝑑𝑡 ≥ 𝐿(𝑓 , 𝑃𝜀 ),
∫
𝑎
𝑓 (𝑡) 𝑑𝑡 ≤ 𝑈 (𝑓 , 𝑃𝜀 )
∫
𝑎
we get
𝑏 𝑏
𝑓 (𝑡) 𝑑𝑡 ≤ 𝑈 (𝑓 , 𝑃𝜀 ) − 𝐿(𝑓 , 𝑃𝜀 ) < 𝜀.

∫ ∫
𝑓 (𝑡) 𝑑𝑡 −
𝑎 𝑎

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Hence
𝑏 𝑏
0≤ 𝑓 (𝑡) 𝑑𝑡 ≤ 𝜀,
∫ ∫
∀𝜀 > 0 𝑓 (𝑡) 𝑑𝑡 −
𝑎 𝑎
giving
𝑏 𝑏
∫ ∫
𝑓 (𝑡) 𝑑𝑡 = 𝑓 (𝑡) 𝑑𝑡.
𝑎 𝑎
Theorem 6.8. If 𝑓 is an increasing function on the interval [𝑎, 𝑏], then 𝑓 is Riemann integrable on [𝑎, 𝑏].
Proof. By assumption, 𝑓 (𝑎) ≤ 𝑓 (𝑥) ≤ 𝑓 (𝑏) for all 𝑥 ∈ [𝑎, 𝑏]. Hence 𝑓 is bounded.
Let 𝜀 > 0 and choose 𝑁 ∈ ℕ such that
𝑓 (𝑏) − 𝑓 (𝑎)
(𝑏 − 𝑎) < 𝜀.
𝑁
Consider the partition
{ }
𝑏−𝑎 2(𝑏 − 𝑎) (𝑁 − 1)(𝑏 − 𝑎) 𝑁(𝑏 − 𝑎)
𝑃 = 𝑎<𝑎+ <𝑎+ <⋯<𝑎+ <𝑎+ =𝑏 .
𝑁 𝑁 𝑁 𝑁
Observing that over each subinterval of [𝑎, 𝑏] the increasing function 𝑓 takes its minimum at the left
endpoint and its maximum at the right endpoint of the interval, it follows that
{ | [ ]} ( )
∑
𝑁
𝑏−𝑎 | (𝑗 − 1)(𝑏 − 𝑎) 𝑗(𝑏 − 𝑎) ∑ 𝑁
𝑏−𝑎 𝑗(𝑏 − 𝑎)
𝑈 (𝑓 , 𝑃 ) = sup 𝑓 (𝑥) | 𝑥 ∈ 𝑎 + ,𝑎 + = 𝑓 𝑎+ ,
𝑁 | 𝑁 𝑁 𝑁 𝑁
𝑗=1 | 𝑗=1
{ | [ ]} ( )
∑𝑁
𝑏−𝑎 | (𝑗 − 1)(𝑏 − 𝑎) 𝑗(𝑏 − 𝑎) ∑𝑁
𝑏−𝑎 (𝑗 − 1)(𝑏 − 𝑎)
𝐿(𝑓 , 𝑃 ) = inf 𝑓 (𝑥) | 𝑥 ∈ 𝑎 + ,𝑎 + = 𝑓 𝑎+ .
𝑁 | 𝑁 𝑁 𝑁 𝑁
𝑗=1 | 𝑗=1
Hence
( ) ( )
∑
𝑁
𝑏−𝑎 𝑗(𝑏 − 𝑎) ∑ 𝑏−𝑎
𝑁−1
𝑗(𝑏 − 𝑎)
𝑈 (𝑓 , 𝑃 ) − 𝐿(𝑓 , 𝑝) = 𝑓 𝑎+ − 𝑓 𝑎+
𝑗=1
𝑁 𝑁 𝑗=0
𝑁 𝑁
𝑏−𝑎
= (𝑓 (𝑏) − 𝑓 (𝑎)) < 𝜀.
𝑁
Hence 𝑓 is integrable by Theorem 6.7.
Worked Example 6.4.1. 1. Let 𝑓 (𝑥) = 𝑥. Then 𝑓 is Riemann integrable on [0, 1] and ∫0 𝑓 (𝑡) 𝑑𝑡 =
1 1
.
2
To see this let 𝑃𝑛 = {0 < 1𝑛 < 2𝑛 < ⋯ < 𝑛𝑛 }. Then 𝐿(𝑓 , 𝑃𝑛 ) = 21 − 2𝑛1
and 𝑈 (𝑓 , 𝑃𝑛 ) = 12 1
+ 2𝑛 . Thus
1
𝑈 (𝑓 , 𝑃𝑛 ) − 𝐿(𝑓 , 𝑃𝑛 ) = , which can be made arbitrarily small by taking 𝑛 sufficiently large. Thus 𝑓
𝑛
is Riemann integrable. Also the integral is sandwiched between 𝐿(𝑓 , 𝑃𝑛 ) and 𝑈 (𝑓 , 𝑃𝑛 ), both of which
converge to , giving ∫0 𝑓 (𝑡) 𝑑𝑡 = .
1 1 1
2 2
{
0 if 𝑥 ∉ ℚ
2. Let 𝑓 (𝑥) = . Then 𝑓 is not Riemann integrable on [0, 1], since for each partition 𝑃
1 if 𝑥 ∈ ℚ
of [0, 1], 𝑈 (𝑓 , 𝑃 ) = 1, while 𝐿(𝑓 , 𝑃 ) = 0.

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2
3. Let 𝑓 (𝑥) = sgn(𝑥) on [−1, 1]. Let 𝑃𝑛 ∶= {−1 < − 1𝑛 < 1𝑛 < 1} then 𝑈 (sgn, 𝑃𝑛 ) = and 𝐿(sgn, 𝑃𝑛 ) =
𝑛
2 4
− . Thus 𝑈 (sgn, 𝑃𝑛 ) − 𝐿(sgn, 𝑃𝑛 ) = → 0 as 𝑛 → ∞. For each 𝜀 > 0 there exists 𝑛 ∈ ℕ such that
𝑛 𝑛
4
< 𝜀. Hence sgn is Riemann integrable on [−1, 1]. Finally, lim 𝑈 (sgn, 𝑃𝑛 ) = lim 𝐿(sgn, 𝑃𝑛 ) = 0
gives ∫−1 sgn(𝑥) 𝑑𝑥 = 0.
𝑛 𝑛→∞ 𝑛→∞
1
Tutorial 6.4.1. Let 𝑓 ∶ [𝑎, 𝑏] → ℝ be bounded. For 𝑛 ∈ ℕ∗ let 𝑃𝑛 ∈ (𝑎, 𝑏) such that lim 𝐿(𝑓 , 𝑃𝑛 ) =
lim 𝑈 (𝑓 , 𝑃𝑛 ). Show that 𝑓 is Riemann integrable on [𝑎, 𝑏] and that ∫𝑎 𝑓 (𝑥) 𝑑𝑥 = lim 𝐿(𝑓 , 𝑃𝑛 ) =
𝑛→∞
𝑏
𝑛→∞ 𝑛→∞
lim 𝑈 (𝑓 , 𝑃𝑛 ).
𝑛→∞
Tutorial 6.4.2. Show that 𝑓 (𝑥) = 𝑥2 is Riemann integrable on [0, 1] and that ∫0 𝑓 (𝑡) 𝑑𝑡 = .
1 1
3
6.5 Properties of the Integral

Theorem 6.9 (Homogeneity). If 𝑓 is a bounded Riemann integrable function on the interval [𝑎, 𝑏] and
if 𝑐 ∈ ℝ, then 𝑐𝑓 is Riemann integrable and
𝑏 𝑏
∫ ∫
𝑐𝑓 (𝑡) 𝑑𝑡 = 𝑐 𝑓 (𝑡) 𝑑𝑡.
𝑎 𝑎
Proof. Note that whenever 𝑓 is bounded, then also 𝑐𝑓 is bounded.

Case I: 𝑐 ≥ 0.
Let 𝑃 = {𝑎 = 𝑥0 < 𝑥1 < ⋯ < 𝑥𝑁 = 𝑏} be a partition of [𝑎, 𝑏]. Then, by Lemma 6.1,
∑
𝑁
𝑈 (𝑐𝑓 , 𝑃 ) = (𝑥𝑗 − 𝑥𝑗−1 ) sup{𝑐𝑓 (𝑥) ∣ 𝑥 ∈ [𝑥𝑗−1 , 𝑥𝑗 ]}
𝑗=1
∑
𝑁
= (𝑥𝑗 − 𝑥𝑗−1 )𝑐 sup{𝑓 (𝑥) ∣ 𝑥 ∈ [𝑥𝑗−1 , 𝑥𝑗 ]}
𝑗=1
∑
𝑁
=𝑐 (𝑥𝑗 − 𝑥𝑗−1 ) sup{𝑓 (𝑥) ∣ 𝑥 ∈ [𝑥𝑗−1 , 𝑥𝑗 ]}
𝑗=1
= 𝑐𝑈 (𝑓 , 𝑃 ).
Thus
𝑐𝑓 (𝑡) 𝑑𝑡 = inf {𝑈 (𝑐𝑓 , 𝑃 ) ∣ 𝑃 ∈ (𝑎, 𝑏)}

∫
= inf {𝑐𝑈 (𝑓 , 𝑃 ) ∣ 𝑃 ∈ (𝑎, 𝑏)}

𝑎
= 𝑐 inf {𝑈 (𝑓 , 𝑃 ) ∣ 𝑃 ∈ (𝑎, 𝑏)}

𝑏
∫
=𝑐 𝑓 (𝑡) 𝑑𝑡.
𝑎

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Interchanging sup and inf we get 𝐿(𝑐𝑓 , 𝑃 ) = 𝑐𝐿(𝑓 , 𝑃 ) and then

𝑏 𝑏
∫ ∫
𝑐𝑓 (𝑡) 𝑑𝑡 = 𝑐 𝑓 (𝑡) 𝑑𝑡.
𝑎 𝑎
𝑏 𝑏
∫ ∫
But 𝑓 (𝑡) 𝑑𝑡 = 𝑓 (𝑡) 𝑑𝑡 now gives
𝑎 𝑎
𝑏 𝑏 𝑏 𝑏 𝑏
∫ ∫ ∫ ∫ ∫
𝑐𝑓 (𝑡) 𝑑𝑡 = 𝑐 𝑓 (𝑡) 𝑑𝑡 = 𝑐 𝑓 (𝑡) 𝑑𝑡 = 𝑐 𝑓 (𝑡) 𝑑𝑡 = 𝑐𝑓 (𝑡) 𝑑𝑡.
𝑎 𝑎 𝑎 𝑎 𝑎
𝑏 𝑏
∫ ∫
Hence 𝑐𝑓 is Riemann integrable and 𝑐𝑓 (𝑡) 𝑑𝑡 = 𝑐 𝑓 (𝑡) 𝑑𝑡.
𝑎 𝑎
Case II: 𝑐 = −1. Let 𝑃 = {𝑎 = 𝑥0 < 𝑥1 < ⋯ < 𝑥𝑁 = 𝑏} be a partition of [𝑎, 𝑏]. Then, using the results
of Section 6.1,
∑
𝑁
𝑈 (−𝑓 , 𝑃 ) = (𝑥𝑗 − 𝑥𝑗−1 ) sup{−𝑓 (𝑥) ∣ 𝑥 ∈ [𝑥𝑗−1 , 𝑥𝑗 ]}
𝑗=1
∑
𝑁
=− (𝑥𝑗 − 𝑥𝑗−1 ) inf {𝑓 (𝑥) ∣ 𝑥 ∈ [𝑥𝑗−1 , 𝑥𝑗 ]}
𝑗=1
= −𝐿(𝑓 , 𝑃 ).
Thus
𝑏
(−𝑓 (𝑡)) 𝑑𝑡 = inf {𝑈 (−𝑓 , 𝑃 ) ∣ 𝑃 ∈ (𝑎, 𝑏)}

∫
= inf {−𝐿(𝑓 , 𝑃 ) ∣ 𝑃 ∈ (𝑎, 𝑏)}

𝑎
= − sup{𝐿(𝑓 , 𝑃 ) ∣ 𝑃 ∈ (𝑎, 𝑏)}

𝑏
∫
= − 𝑓 (𝑡) 𝑑𝑡.
𝑎
Since so far we have only used that 𝑓 and −𝑓 are bounded, we can replace 𝑓 by −𝑓 and obtain
𝑏 𝑏 𝑏
∫ ∫ ∫
𝑓 (𝑡) 𝑑𝑡 = (−(−𝑓 (𝑡))) 𝑑𝑡 = − (−𝑓 (𝑡)) 𝑑𝑡,
𝑎 𝑎 𝑎
and therefore
𝑏 𝑏
∫ ∫
(−𝑓 (𝑡)) 𝑑𝑡 = − 𝑓 (𝑡) 𝑑𝑡.
𝑎 𝑎

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Thus
𝑏 𝑏 𝑏 𝑏 𝑏
∫ ∫ ∫ ∫ ∫
(−𝑓 (𝑡)) 𝑑𝑡 = − 𝑓 (𝑡) 𝑑𝑡 = − 𝑓 (𝑡) 𝑑𝑡 = − 𝑓 (𝑡) 𝑑𝑡 = (−𝑓 (𝑡)) 𝑑𝑡.
𝑎 𝑎 𝑎 𝑎 𝑎
This shows that −𝑓 is Riemann integrable and that

𝑏 𝑏
∫ ∫
(−𝑓 (𝑡)) 𝑑𝑡 = − 𝑓 (𝑡) 𝑑𝑡.
𝑎 𝑎
Case III: 𝑐 < 0.

By Case I, (−𝑐)𝑓 is Riemann integrable, and
𝑏 𝑏
∫ ∫
(−𝑐)𝑓 (𝑡) 𝑑𝑡 = (−𝑐) 𝑓 (𝑡) 𝑑𝑡.
𝑎 𝑎
Then, by Case II, −(−𝑐)𝑓 is Riemann integrable, and

𝑏 𝑏
∫ ∫
(−(−𝑐)𝑓 (𝑡)) 𝑑𝑡 = − (−𝑐)𝑓 (𝑡) 𝑑𝑡.
𝑎 𝑎
Thus 𝑐𝑓 is Riemann integrable, and

𝑏 𝑏 𝑏 𝑏
∫ ∫ ∫ ∫
𝑐𝑓 (𝑡) 𝑑𝑡 = − (−𝑐)𝑓 (𝑡) 𝑑𝑡 = −(−𝑐) 𝑓 (𝑡) 𝑑𝑡 = 𝑐 𝑓 (𝑡) 𝑑𝑡.
𝑎 𝑎 𝑎 𝑎
Lemma 6.10. If 𝑓 and 𝑔 are bounded functions on [𝑎, 𝑏] and 𝑃 is a partition of [𝑎, 𝑏], then
𝑈 (𝑓 + 𝑔, 𝑃 ) ≤ 𝑈 (𝑓 , 𝑃 ) + 𝑈 (𝑔, 𝑃 ),
𝐿(𝑓 + 𝑔, 𝑃 ) ≥ 𝐿(𝑓 , 𝑃 ) + 𝐿(𝑔, 𝑃 ).
Proof. Let 𝑃 = {𝑥0 < 𝑥1 < ⋯ < 𝑥𝑁 } be a partion of [𝑎, 𝑏]. For each 𝑗 ∈ {1, … , 𝑁} and 𝑡 ∈ [𝑥𝑗−1 , 𝑥𝑗 ]
𝑓 (𝑡) + 𝑔(𝑡) ≤ sup{𝑓 (𝑥) ∣ 𝑥 ∈ [𝑥𝑗−1 , 𝑥𝑗 ]} + sup{𝑔(𝑥) ∣ 𝑥 ∈ [𝑥𝑗−1 , 𝑥𝑗 ]},

we have
whence
sup{𝑓 (𝑥) + 𝑔(𝑥) ∣ 𝑥 ∈ [𝑥𝑗−1 , 𝑥𝑗 ]} ≤ sup{𝑓 (𝑥) ∣ 𝑥 ∈ [𝑥𝑗−1 , 𝑥𝑗 ]} + sup{𝑔(𝑥) ∣ 𝑥 ∈ [𝑥𝑗−1 , 𝑥𝑗 ]}.
Multiplying with (𝑥𝑗 − 𝑥𝑗−1 ) and summing up over 𝑗 gives
𝑈 (𝑓 + 𝑔, 𝑃 ) ≤ 𝑈 (𝑓 , 𝑃 ) + 𝑈 (𝑔, 𝑃 ).
𝐿(𝑓 + 𝑔, 𝑃 ) ≥ 𝐿(𝑓 , 𝑃 ) + 𝐿(𝑔, 𝑃 ) can be shown similarly, or we may use the estimate for upper sums
and 𝐿(𝑓 , 𝑃 ) = −𝑈 (−𝑓 , 𝑃 ).
Theorem 6.11 (Additivity). If 𝑓 and 𝑔 are bounded Riemann integrable functions on the interval [𝑎, 𝑏],
then 𝑓 + 𝑔 is Riemann integrable and
𝑏 𝑏 𝑏
∫ ∫ ∫
(𝑓 (𝑡) + 𝑔(𝑡)) 𝑑𝑡 = 𝑓 (𝑡) 𝑑𝑡 + 𝑔(𝑡) 𝑑𝑡.
𝑎 𝑎 𝑎

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Proof. Let 𝜀 > 0 and choose 𝑃1 , 𝑃2 ∈ (𝑎, 𝑏) such that
𝑓 (𝑡) 𝑑𝑡 ≥ 𝑈 (𝑓 , 𝑃1 ) − ,
∫
𝜀
2
𝑎
𝑏
𝑔(𝑡) 𝑑𝑡 ≥ 𝑈 (𝑔, 𝑃2 ) − .
∫
𝜀
2
𝑎
Let 𝑃 = 𝑃1 ∪ 𝑃2 . By Lemmas 6.5 and 6.10,
𝑈 (𝑓 + 𝑔, 𝑃 ) ≤ 𝑈 (𝑓 , 𝑃 ) + 𝑈 (𝑔, 𝑃 ) ≤ 𝑈 (𝑓 , 𝑃1 ) + 𝑈 (𝑔, 𝑃2 ).
Thus
(𝑓 (𝑡) + 𝑔(𝑡)) 𝑑𝑡 ≤ 𝑈 (𝑓 + 𝑔, 𝑃 ) ≤ 𝑈 (𝑓 , 𝑃1 ) + 𝑈 (𝑔, 𝑃2 )

∫
𝑎
𝑏 𝑏
≤
∫ ∫
𝑓 (𝑡) 𝑑𝑡 + 𝑔(𝑡) 𝑑𝑡 + 𝜀.
𝑎 𝑎
Since 𝜀 > 0 was arbitrary, it follows that
𝑏 𝑏 𝑏
(𝑓 (𝑡) + 𝑔(𝑡)) 𝑑𝑡 ≤
∫ ∫ ∫
𝑓 (𝑡) 𝑑𝑡 + 𝑔(𝑡) 𝑑𝑡.
𝑎 𝑎 𝑎
Similarly,
𝑏 𝑏 𝑏
(𝑓 (𝑡) + 𝑔(𝑡)) 𝑑𝑡 ≥
∫ ∫ ∫
𝑓 (𝑡) 𝑑𝑡 + 𝑔(𝑡) 𝑑𝑡.
𝑎 𝑎 𝑎
But since 𝑓 and 𝑔 are integrable over [𝑎, 𝑏]
𝑏 𝑏 𝑏 𝑏 𝑏 𝑏
∫ ∫ ∫ ∫ ∫ ∫
𝑓 (𝑡) 𝑑𝑡 + 𝑔(𝑡) 𝑑𝑡 = 𝑓 (𝑡) 𝑑𝑡 + 𝑔(𝑡) 𝑑𝑡 = 𝑓 (𝑡) 𝑑𝑡 + 𝑔(𝑡) 𝑑𝑡,
𝑎 𝑎 𝑎 𝑎 𝑎 𝑎
and therefore
𝑏 𝑏 𝑏 𝑏
(𝑓 (𝑡) + 𝑔(𝑡)) 𝑑𝑡 ≤ 𝑔(𝑡) 𝑑𝑡 ≤

∫ ∫ ∫ ∫
𝑓 (𝑡) 𝑑𝑡 + (𝑓 (𝑡) + 𝑔(𝑡)) 𝑑𝑡,
𝑎 𝑎 𝑎 𝑎
which shows that 𝑓 + 𝑔 is integrable, and

𝑏 𝑏 𝑏
∫ ∫ ∫
(𝑓 (𝑡) 𝑑𝑡 + 𝑔(𝑡)) 𝑑𝑡 = 𝑓 (𝑡) 𝑑𝑡 + 𝑔(𝑡) 𝑑𝑡.
𝑎 𝑎 𝑎

lOMoARcPSD|4373785
Theorem 6.12. If 𝑓 is a bounded Riemann integrable function on the interval [𝑎, 𝑏] and on the interval
[𝑏, 𝑐], then 𝑓 is Riemann integrable on [𝑎, 𝑐] and
𝑐 𝑏 𝑐
∫ ∫ ∫
𝑓 (𝑥) 𝑑𝑥 = 𝑓 (𝑥) 𝑑𝑥 + 𝑓 (𝑥) 𝑑𝑥.
𝑎 𝑎 𝑏
Proof. Let 𝑃 be a partition of [𝑎, 𝑏] and 𝑄 be a partition of [𝑏, 𝑐]. Writing
𝑃 = {𝑎 = 𝑥0 < 𝑥1 < ⋯ < 𝑥𝑚 = 𝑏},

𝑄 = {𝑏 = 𝑥𝑚 < 𝑥𝑚+1 < ⋯ < 𝑥𝑛 = 𝑐},
we have that 𝑅 = {𝑎 = 𝑥0 < 𝑥1 < ⋯ < 𝑥𝑛 = 𝑐} is a partition of [𝑎, 𝑐] and
∑
𝑛
𝑈 (𝑓 , 𝑅) = (𝑥𝑗 − 𝑥𝑗−1 ) sup{𝑓 (𝑥) ∣ 𝑥 ∈ [𝑥𝑗−1 , 𝑥𝑗 ]}
𝑗=1
∑𝑚
∑
𝑛
= (𝑥𝑗 − 𝑥𝑗−1 ) sup{𝑓 (𝑥) ∣ 𝑥 ∈ [𝑥𝑗−1 , 𝑥𝑗 ]} + (𝑥𝑗 − 𝑥𝑗−1 ) sup{𝑓 (𝑥) ∣ 𝑥 ∈ [𝑥𝑗−1 , 𝑥𝑗 ]}
𝑗=1 𝑗=𝑚+1
= 𝑈 (𝑓 , 𝑃 ) + 𝑈 (𝑓 , 𝑄).
Hence, by Lemmas 6.1 and 6.2,
𝑓 (𝑥) 𝑑𝑥 = inf {𝑈 (𝑓 , 𝑆) ∣ 𝑆 ∈ (𝑎, 𝑐)}

∫
≤ inf {𝑈 (𝑓 , 𝑅) ∣ 𝑅 ∈ (𝑎, 𝑐), 𝑏 ∈ 𝑅}

𝑎
= inf {𝑈 (𝑓 , 𝑃 ) + 𝑈 (𝑓 , 𝑄) ∣ 𝑃 ∈ (𝑎, 𝑏), 𝑄 ∈ (𝑏, 𝑐)}

= inf {𝑈 (𝑓 , 𝑃 ) ∣ 𝑃 ∈ (𝑎, 𝑏)} + inf {𝑈 (𝑓 , 𝑄) ∣ 𝑄 ∈ (𝑏, 𝑐)}
𝑏 𝑐
∫ ∫
= 𝑓 (𝑥) 𝑑𝑥 + 𝑓 (𝑥) 𝑑𝑥.
𝑎 𝑏
Similarly
𝑐
𝑓 (𝑥) 𝑑𝑥 = sup{𝐿(𝑓 , 𝑆) ∣ 𝑆 ∈ (𝑎, 𝑐)}

∫
𝑎
≥ sup{𝐿(𝑓 , 𝑃 ) + 𝐿(𝑓 , 𝑄) ∣ 𝑃 ∈ (𝑎, 𝑏), 𝑄 ∈ (𝑏, 𝑐)}

𝑏 𝑐
∫ ∫
= 𝑓 (𝑥) 𝑑𝑥 + 𝑓 (𝑥) 𝑑𝑥.
𝑎 𝑏
Since 𝑓 is integrable over [𝑎, 𝑏] and over [𝑏, 𝑐], it follows from above that
𝑐 𝑏 𝑐 𝑐
𝑓 (𝑥) 𝑑𝑥 ≤ 𝑓 (𝑥) 𝑑𝑥 ≤
∫ ∫ ∫ ∫
𝑓 (𝑥) 𝑑𝑥 + 𝑓 (𝑥) 𝑑𝑥.
𝑎 𝑎 𝑏 𝑎

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Therefore 𝑓 is integrable over [𝑎, 𝑐] and
𝑐 𝑏 𝑐
∫ ∫ ∫
𝑓 (𝑥) 𝑑𝑥 = 𝑓 (𝑥) 𝑑𝑥 + 𝑓 (𝑥) 𝑑𝑥.
𝑎 𝑎 𝑏
Lemma 6.13. Let 𝑓 be a continuous function on [𝑎, 𝑏] and let 𝜀 > 0. Then there is a partition  = {𝑥0 <
𝑥1 < ⋯ < 𝑥𝑁 } of [𝑎, 𝑏] such that |𝑓 (𝑥) − 𝑓 (𝑥𝑗−1 )| ≤ 𝜀 for all 𝑗 ∈ {1, … , 𝑁} and all 𝑥 ∈ [𝑥𝑗−1 , 𝑥𝑗 ].
Proof. Let 𝜀 > 0 and put 𝑥0 = 𝑎. For 𝑗 ∈ ℕ∗ we define numbers 𝑥𝑗 recursively as follows: Let
𝐸𝑗 = {𝑥 ∈ [𝑥𝑗−1 , 𝑏] ∣ |𝑓 (𝑥) − 𝑓 (𝑥𝑗−1 )| ≥ 𝜀}.
Note that 𝐸𝑗 = ∅ if 𝑥𝑗−1 = 𝑏.

If 𝐸𝑗 = ∅, let 𝑥𝑗 = 𝑏.
If 𝐸𝑗 ≠ ∅, let 𝑥𝑗 = inf 𝐸𝑗 .
Claim 1. If 𝑥𝑗−1 < 𝑏, then 𝑥𝑗−1 < 𝑥𝑗 .
If 𝐸𝑗 = ∅, then 𝑥𝑗−1 < 𝑏 = 𝑥𝑗 . Now let 𝐸𝑗 ≠ ∅. Since 𝑓 is continuous at 𝑥𝑗−1 , there is 𝛿 > 0 such that
|𝑓 (𝑥) − 𝑓 (𝑥𝑗−1 )| < 𝜀 whenever 𝑥 ∈ [𝑎, 𝑏] with |𝑥 − 𝑥𝑗−1 | < 𝛿. Hence 𝑥 ∈ 𝐸𝑗 implies 𝑥 ≥ 𝑥𝑗−1 and
|𝑥 − 𝑥𝑗−1 | ≥ 𝛿, and therefore 𝑥 ≥ 𝑥𝑗−1 + 𝛿. Thus 𝑥𝑗−1 + 𝛿 is a lower bound of 𝐸𝑗 and therefore
𝑥𝑗 = inf 𝐸𝑗 ≥ 𝑥𝑗−1 + 𝛿 > 𝑥𝑗−1 .
Claim 2. If 𝑥𝑗−1 < 𝑏, then |𝑓 (𝑥) − 𝑓 (𝑥𝑗−1 )| < 𝜀 for all 𝑥 ∈ [𝑥𝑗−1 , 𝑥𝑗 ), |𝑓 (𝑥𝑗 ) − 𝑓 (𝑥𝑗−1 )| ≤ 𝜀, and
|𝑓 (𝑥𝑗 ) − 𝑓 (𝑥𝑗−1 )| = 𝜀 if 𝐸𝑗 ≠ ∅.
Indeed, if 𝑥 ∈ [𝑥𝑗−1 , 𝑥𝑗 ), then 𝑥 ∈ [𝑥𝑗−1 , 𝑏] and 𝑥 < inf 𝐸𝑗 , and so 𝑥 ∉ 𝐸𝑗 . By definition of 𝐸𝑗 it follows
that |𝑓 (𝑥) − 𝑓 (𝑥𝑗−1 )| < 𝜀, and, since 𝑥𝑗−1 < 𝑥𝑗 by Claim 1, the continuity of 𝑓 and the absolute value
function give
|𝑓 (𝑥𝑗 ) − 𝑓 (𝑥𝑗−1 )| = lim− |𝑓 (𝑥) − 𝑓 (𝑥𝑗−1 )| ≤ 𝜀.
𝑥→𝑥𝑗
If 𝐸𝑗 ≠ ∅, then there is a sequence (𝑎𝑘 ) in 𝐸𝑗 such that
lim 𝑎𝑘 = 𝑥𝑗 .
𝑘→∞
Observing |𝑓 (𝑎𝑘 ) − 𝑓 (𝑥𝑗−1 )| ≥ 𝜀, the same continuity argument as above gives
|𝑓 (𝑥𝑗 ) − 𝑓 (𝑥𝑗−1 )| = lim |𝑓 (𝑎𝑘 ) − 𝑓 (𝑥𝑗−1 )| ≥ 𝜀.

𝑘→∞
Claim 3. There is an index 𝑛 such that 𝑥𝑛 = 𝑏.

Assume that Claim 3 is false. Then, by Claim 1, (𝑥𝑗 ) is an increasing sequence, bounded by 𝑏, which
therefore has a limit, say 𝑥, see Theorem 6.11, and 𝑥 ∈ [𝑎, 𝑏]. Then the continuity of 𝑓 at 𝑥 gives
|𝑓 (𝑥𝑗 ) − 𝑓 (𝑥𝑗−1 )| ≤ |𝑓 (𝑥𝑗 ) − 𝑓 (𝑥)| + |𝑓 (𝑥) − 𝑓 (𝑥𝑗−1 )| → 0 as 𝑗 → ∞.
Hence there is 𝑗 such that |𝑓 (𝑥𝑗 ) − 𝑓 (𝑥𝑗−1 )| < 𝜀, contradicting Claim 2 since 𝑥𝑗 ≠ 𝑏 implies 𝐸𝑗 ≠ ∅.
Putting 𝑁 = min{𝑗 ∈ ℕ ∣ 𝑥𝑗 = 𝑏} completes the proof.
Theorem 6.14. If 𝑓 is a continuous function on [𝑎, 𝑏], then 𝑓 is Riemann integrable on [𝑎, 𝑏].

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Proof. From Theorem 3.17 we know that a continuous function on a closed interval [𝑎, 𝑏] is bounded.
Let 𝜀 > 0 and let 𝑃 = {𝑥0 < ⋯ < 𝑥𝑁 } be a partition of [𝑎, 𝑏] according to Lemma 6.13. Then, for
𝑗 ∈ {1, … , 𝑁}, with Lemma 6.1,
sup 𝑓 (𝑥) − inf 𝑓 (𝑥) = sup [𝑓 (𝑥) − 𝑓 (𝑥𝑗−1 )] − inf [𝑓 (𝑥) − 𝑓 (𝑥𝑗−1 )]
𝑥∈[𝑥𝑗−1 ,𝑥𝑗 ] 𝑥∈[𝑥𝑗−1 ,𝑥𝑗 ] 𝑥∈[𝑥𝑗−1 ,𝑥𝑗 ] 𝑥∈[𝑥𝑗−1 ,𝑥𝑗 ]
= sup [𝑓 (𝑥) − 𝑓 (𝑥𝑗−1 )] + sup [𝑓 (𝑥𝑗−1 ) − 𝑓 (𝑥)]

𝑥∈[𝑥𝑗−1 ,𝑥𝑗 ] 𝑥∈[𝑥𝑗−1 ,𝑥𝑗 ]
≤2 sup |𝑓 (𝑥) − 𝑓 (𝑥𝑗−1 )|

𝑥∈[𝑥𝑗−1 ,𝑥𝑗 ]
≤ 2𝜀
in view of Lemma 6.13, Claim 2. Hence

[ ]
∑
𝑁
𝑈 (𝑓 , 𝑃 ) − 𝐿(𝑓 , 𝑃 ) = (𝑥𝑗 − 𝑥𝑗−1 ) sup 𝑓 (𝑥) − inf 𝑓 (𝑥)]
𝑥∈[𝑥𝑗−1 ,𝑥𝑗 ] 𝑥∈[𝑥𝑗−1 ,𝑥𝑗 ]
𝑗=1
≤
∑
𝑁
(𝑥𝑗 − 𝑥𝑗−1 )2𝜀 = 2(𝑏 − 𝑎)𝜀.
𝑗=1
By Theorem 6.7, 𝑓 is Riemann integrable.
Theorem 6.15 (Fundamental Theorem of Calculus). Let 𝑓 be a differentiable function on [𝑎, 𝑏] such that
𝑓 ′ is continuous on [𝑎, 𝑏]. Then 𝑓 ′ is Riemann integrable on [𝑎, 𝑏] and
∫
𝑓 ′ (𝑡) 𝑑𝑡 = 𝑓 (𝑏) − 𝑓 (𝑎).
𝑎
Proof. Since 𝑓 ′ is continuous, 𝑓 ′ is Riemann integrable by the previous theorem. Let 𝑃 = {𝑥0 < ⋯ <
𝑥𝑁 } be a partition of [𝑎, 𝑏]. By the First Mean Value Theorem, Theorem 4.5, for each 𝑗 ∈ {1, … , 𝑁}
there is 𝑐𝑗 ∈ (𝑥𝑗−1 , 𝑥𝑗 ) such that
𝑓 (𝑥𝑗 ) − 𝑓 (𝑥𝑗−1 ) = (𝑥𝑗 − 𝑥𝑗−1 )𝑓 ′ (𝑐𝑗 ).
Then
∑
𝑁
𝐿(𝑓 ′ , 𝑃 ) = (𝑥𝑗 − 𝑥𝑗−1 ) inf 𝑓 ′ (𝑥)
𝑥∈[𝑥𝑗−1 ,𝑥𝑗 ]
𝑗=1
≤
∑
𝑁
(𝑥𝑗 − 𝑥𝑗−1 )𝑓 ′ (𝑐𝑗 )
𝑗=1
∑
𝑁
= 𝑓 (𝑥𝑗 ) − 𝑓 (𝑥𝑗−1 ) = 𝑓 (𝑏) − 𝑓 (𝑎).
𝑗=1
Hence
𝑏
𝑓 ′ (𝑥) 𝑑𝑥 = sup{𝐿(𝑓 ′ , 𝑃 ) ∣ 𝑃 ∈ (𝑎, 𝑏)} ≤ 𝑓 (𝑏) − 𝑓 (𝑎).

∫
𝑎

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Similarly,
𝑏
𝑓 ′ (𝑥) 𝑑𝑥 ≥ 𝑓 (𝑏) − 𝑓 (𝑎).

∫
𝑎
Since 𝑓′ is Riemann integrable, the upper and lower Riemann integrals are equal, and
𝑏
∫
𝑓 ′ (𝑥) 𝑑𝑥 = 𝑓 (𝑏) − 𝑓 (𝑎)
𝑎
follows.
Tutorial 6.5.1. Let 𝑓 be a bounded Riemann integrable function on [𝑎, 𝑏] and let 𝑃 be a partition of
[𝑎, 𝑏]. Then prove that
𝑏
(𝑏 − 𝑎) inf {𝑓 (𝑥) ∣ 𝑥 ∈ [𝑎, 𝑏]} ≤ 𝐿(𝑓 , 𝑃 ) ≤ 𝑓 (𝑡) 𝑑𝑡 ≤ 𝑈 (𝑓 , 𝑃 ) ≤ (𝑏 − 𝑎) sup{𝑓 (𝑥) ∣ 𝑥 ∈ [𝑎, 𝑏]}.
∫
𝑎
*Tutorial 6.5.2. Let 𝑎 < 𝑏, let 𝑓 ∶ [𝑎, 𝑏] → ℝ and let 𝑃 = {𝑎 = 𝑥0 < 𝑥1 < ⋯ < 𝑥𝑛 = 𝑏} ∈ (𝑎, 𝑏).
Define
∑
𝑛
𝑉 (𝑓 , 𝑃 ) ∶= |𝑓 (𝑥𝑗 ) − 𝑓 (𝑥𝑗−1 )|
𝑗=1
𝑉𝑎𝑏 𝑓 ∶= sup{𝑉 (𝑓 , 𝑃 ) ∶ 𝑃 ∈ (𝑎, 𝑏)}.

and
One sets 𝑉𝑎𝑎 𝑓 = 0. The function 𝑓 is said to be of bounded variation on [𝑎, 𝑏] if 𝑉𝑎𝑏 𝑓 < ∞.
1. Let 𝑎 ≤ 𝑥 < 𝑦 ≤ 𝑏. Show that 𝑉𝑎𝑥 𝑓 + |𝑓 (𝑦) − 𝑓 (𝑥)| ≤ 𝑉𝑎𝑦 𝑓 .
2. Assume that 𝑓 is of bounded variation on [𝑎, 𝑏] and for 𝑥 ∈ [𝑎, 𝑏] define
𝑓1 (𝑥) = 𝑉𝑎𝑥 𝑓 ,
𝑓2 (𝑥) = 𝑉𝑎𝑥 𝑓 − 𝑓 (𝑥).
Show that 𝑓1 and 𝑓2 are increasing on [𝑎, 𝑏] and that 𝑓 = 𝑓1 − 𝑓2 .

3. Show that 𝑓 is of bounded variation on [𝑎, 𝑏] if and only if 𝑓 is the difference of two increasing
functions on [𝑎, 𝑏].
4. Show that if 𝑓 is of bounded variation on [𝑎, 𝑏], then 𝑓 is Riemann integrable over [𝑎, 𝑏].
5. Give an example of a continuous function on [𝑎, 𝑏] which is not of bounded variation.

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Chapter 7
Introduction to Metric Spaces
7.1 Metric Spaces

Definition 7.1. Let 𝑋 be a set and 𝑑 ∶ 𝑋 × 𝑋 → ℝ. 𝑑 is called a metric on 𝑋 if for all 𝑥, 𝑦, 𝑧 ∈ 𝑋 the
following properties are satisfied:
(i) 𝑑(𝑥, 𝑦) = 0 ⇔ 𝑥 = 𝑦,
(ii) 𝑑(𝑥, 𝑦) = 𝑑(𝑦, 𝑥) (symmetry),
(iii) 𝑑(𝑥, 𝑧) ≤ 𝑑(𝑥, 𝑦) + 𝑑(𝑦, 𝑧) (triangle inequality).
If 𝑑 is a metric on 𝑋, then (𝑋, 𝑑) or shortly 𝑋 is called a metric space.
Remark 7.1.1. If (𝑋, 𝑑) is a metric space, then 𝑑(𝑥, 𝑦) ≥ 0 for all 𝑥, 𝑦 ∈ 𝑋.
Proof. From
0 = 𝑑(𝑥, 𝑥) ≤ 𝑑(𝑥, 𝑦) + 𝑑(𝑦, 𝑥) = 𝑑(𝑥, 𝑦) + 𝑑(𝑥, 𝑦) = 2𝑑(𝑥, 𝑦)
(i) (iii) (ii)
it follows that 𝑑(𝑥, 𝑦) ≥ 0.
In the following, 𝑛 ∈ ℕ∗ = ℕ ⧵ {0} unless stated otherwise.
Worked Example 7.1.1. 1. For 𝑥, 𝑦 ∈ ℝ let 𝑑(𝑥, 𝑦) = |𝑥 − 𝑦|. Then (ℝ, 𝑑) is a metric space.
2. For 𝑥, 𝑦 ∈ ℂ let 𝑑(𝑥, 𝑦) = |𝑥 − 𝑦|. Then (ℂ, 𝑑) is a metric space.
( 𝑛 )1
∑ 2
3. For 𝑥 = (𝑥𝑗 )𝑛𝑗=1 , 𝑦 = (𝑦𝑗 )𝑛𝑗=1 ∈ ℂ𝑛 let 𝑑(𝑥, 𝑦) = |𝑥𝑗 − 𝑦𝑗 |2 . Then (ℂ𝑛 , 𝑑) is a metric space.
𝑗=1
Solution. Parts 1 and 2 are clear if one observes the triangle inequality for real and complex numbers.
For the triangle inequality in 3, we use the notation
‖𝑥‖ = 𝑑(𝑥, 0).
Then ‖𝑥 + 𝑦‖ ≤ ‖𝑥‖ + ‖𝑦‖ can be shown as was done for ℝ𝑛 in Multivariable Calculus. But rather than
̂ = (|𝑥𝑗 |)𝑛𝑗=1 ∈ ℝ𝑛 . Obviously,
repeating that proof we use it to prove the result for ℂ𝑛 . To this end, put 𝑥
𝑥‖ = ‖𝑥‖ and ‖𝑥 + 𝑦‖ ≤ ‖̂
‖̂ 𝑥 + 𝑦̂‖ by part 2. Then, from Multivarible Calculus results applicable to 𝑥 ̂
and 𝑦̂, it follows that
‖𝑥 + 𝑦‖ ≤ ‖̂ 𝑥 + 𝑦̂‖ ≤ ‖̂ 𝑥‖ + ‖̂𝑦‖ = ‖𝑥‖ + ‖𝑦‖.
67

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Then, for 𝑥, 𝑦, 𝑧 ∈ ℂ𝑛 ,
𝑑(𝑥, 𝑧) = ‖𝑥 − 𝑧‖ = ‖(𝑥 − 𝑦) + (𝑦 − 𝑧)‖ ≤ ‖𝑥 − 𝑦‖ + ‖𝑦 − 𝑧‖
= 𝑑(𝑥, 𝑦) + 𝑑(𝑦, 𝑧).
In the following, let 𝔽 be either ℝ or ℂ.
Worked Example 7.1.2. Let 𝑌 be a nonempty set and let 𝐵(𝑌 ) = 𝐵(𝑌 , 𝔽 𝑛 ) be the set of all bounded
functions from 𝑌 to 𝔽 𝑛 . Here a function 𝑓 from 𝑌 to 𝔽 𝑛 is called bounded if there is a real number 𝑀
( 𝑛 )1
≤ 𝑀 for all 𝑥 ∈ 𝑌 , where 𝑓𝑗 (𝑥) is the 𝑗-th component of 𝑓 (𝑥).
∑ 2
such that ‖𝑓 (𝑥)‖ = |𝑓𝑗 (𝑥)|2

𝑗=1
For 𝑓 , 𝑔 ∈ 𝐵(𝑌 ) let
𝑑(𝑓 , 𝑔) = sup ‖𝑓 (𝑥) − 𝑔(𝑥)‖.
𝑥∈𝑌
Then (𝐵(𝑌 ), 𝑑) is a metric space.
Solution. In class.
Proposition 7.1. Let 𝑋 = (𝑋, 𝑑) be a metric space and let 𝑌 ⊂ 𝑋 be nonempty. For 𝑥, 𝑦 ∈ 𝑌 let
𝑑𝑌 (𝑥, 𝑦) = 𝑑(𝑥, 𝑦). Then 𝑌 = (𝑌 , 𝑑𝑌 ) = (𝑌 , 𝑑) is a metric space.
Note. When it is clear what the metric is, it is convenient to write briefly 𝑋 for a metric space, and
𝑌 ⊂ 𝑋 is called a (metric) subspace of 𝑋.
Worked Example 7.1.3. 1. ℝ𝑛 is a subspace of ℂ𝑛 .

2. If 𝑌 is a nonempty set and 𝐴 ⊂ 𝔽 𝑛 , then 𝐵(𝑌 , 𝐴) is a subspace of 𝐵(𝑌 , 𝔽 𝑛 ).
Definition 7.2. A sequence (𝑥𝑘 ) in a metric space (𝑋, 𝑑) is called

(i) convergent if there is 𝑥 ∈ 𝑋 such that
lim 𝑑(𝑥𝑘 , 𝑥) = 0.
𝑘→∞
We then write 𝑥 = lim 𝑥𝑘 and say that (𝑥𝑘 ) converges to 𝑥.

(ii) a Cauchy sequence if for all 𝜀 > 0 there is 𝑁 ∈ ℕ such that for all 𝑘, 𝑚 ≥ 𝑁: 𝑑(𝑥𝑘 , 𝑥𝑚 ) < 𝜀.
𝑘→∞
Theorem 7.2. Let (𝑋, 𝑑) be a metric space and let (𝑥𝑘 ) be a convergent sequence in 𝑋. Then
1. lim 𝑥𝑘 is unique.
𝑘→∞
2. (𝑥𝑘 ) is a Cauchy sequence.
Proof. 1. Let 𝑥, 𝑦 ∈ 𝑋 such that lim 𝑑(𝑥𝑘 , 𝑥) = 0 and lim 𝑑(𝑥𝑘 , 𝑦) = 0. Then
𝑘→∞ 𝑘→∞
𝑑(𝑥, 𝑦) ≤ 𝑑(𝑥, 𝑥𝑘 ) + 𝑑(𝑥𝑘 , 𝑦)

= 𝑑(𝑥𝑘 , 𝑥) + 𝑑(𝑥𝑘 , 𝑦)
0 ≤ 𝑑(𝑥, 𝑦) ≤ lim 𝑑(𝑥𝑘 , 𝑥) + lim 𝑑(𝑥𝑘 , 𝑦) = 0.

gives
𝑘→∞ 𝑘→∞
Hence 𝑑(𝑥, 𝑦) = 0, giving 𝑥 = 𝑦.
𝜀
2. Let 𝜀 > 0. Since there is 𝑥 ∈ 𝑋 such that lim 𝑑(𝑥𝑘 , 𝑥) = 0, there is 𝑁 ∈ ℕ such that 𝑑(𝑥𝑘 , 𝑥) <
for 𝑘 ≥ 𝑁. Then, for 𝑘, 𝑚 ≥ 𝑁,
𝑘→∞ 2
𝑑(𝑥𝑘 , 𝑥𝑚 ) ≤ 𝑑(𝑥𝑘 , 𝑥) + 𝑑(𝑥𝑚 , 𝑥) < 𝜀.

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Tutorial 7.1.1. 1. Let 𝑋 be a set and let 𝑓 ∶ 𝑋 → ℝ be injective.

a) Show that 𝑑(𝑥, 𝑦) = |𝑓 (𝑥) − 𝑓 (𝑦)| defines a metric on 𝑋.
b) Show that a sequence (𝑥𝑘 ) in (𝑋, 𝑑) converges to some 𝑥 ∈ 𝑋 if and only if the sequence (𝑓 (𝑥𝑘 ))
converges to some 𝑦 ∈ range 𝑓 , and that then 𝑦 = 𝑓 (𝑥).
2. Let ℝ = ℝ ∪ {−∞, ∞}, define 𝑓 ∶ ℝ → ℝ by
⎧ arctan 𝑥 if 𝑥 ∈ ℝ,
⎪
⎪ 𝜋
𝑓 (𝑥) = ⎨ − if 𝑥 = −∞ ,
2
⎪𝜋
⎪ if 𝑥 = ∞,
⎩2
and let 𝑑 be as in part 1. Show that a sequence (𝑥𝑘 ) in ℝ converges in (ℝ, 𝑑) if and only if either (𝑥𝑘 )
converges in ℝ in the usual sense or 𝑥𝑘 → −∞ or 𝑥𝑘 → ∞.
3. Let 𝑋 be a nonempty set. For 𝑥, 𝑦 ∈ 𝑋 define
{
0 if 𝑥 = 𝑦,
1 if 𝑥 ≠ 𝑦.
𝑑(𝑥, 𝑦) =
a) Show that (𝑋, 𝑑) is a metric space. (𝑋, 𝑑) is called a discrete metric space.
b) Show that a sequence (𝑥𝑘 ) converges in (𝑋, 𝑑) if and only if there is 𝑁 ∈ ℕ such that 𝑥𝑘 = 𝑥𝑁 for all
𝑘 > 𝑁.
4. Let 𝑥, 𝑦 ∈ ℂ𝑛 . Prove directly that |(𝑥, 𝑦)| ≤ ‖𝑥‖‖𝑦‖ and ‖𝑥 + 𝑦‖ ≤ ‖𝑥‖ + ‖𝑦‖.
7.2 Complete Metric Spaces

Definition 7.3. A metric space (𝑋, 𝑑) is called complete if every Cauchy sequence in (𝑋, 𝑑) converges.
Theorem 7.3. ℂ𝑛 is complete.
Proof. Let (𝑧𝑘 ) be a Cauchy sequence in ℂ𝑛 . Write 𝑧𝑘 = (𝑥𝑘,𝑗 + 𝑖𝑦𝑘,𝑗 )𝑛𝑗=1 with 𝑥𝑘,𝑗 , 𝑦𝑘,𝑗 ∈ ℝ. Then
|𝑥𝑘,𝑗 − 𝑥𝑙,𝑗 | ≤ 𝑑(𝑧𝑘 , 𝑧𝑙 ) → 0 as 𝑘, 𝑙 → ∞.
Thus (𝑥𝑘,𝑗 )𝑛𝑗=1 is a Cauchy sequence in ℝ for each 𝑗 = 1, … , 𝑛. By Theorem 2.12, the sequence converges,
so that there is 𝑎𝑗 ∈ ℝ such that
lim 𝑥𝑘,𝑗 = 𝑎𝑗 .
𝑘→∞
Similarly, there is 𝑏𝑗 ∈ ℝ such that

lim 𝑦𝑘,𝑗 = 𝑏𝑗 .
𝑘→∞
Put
𝑧 = (𝑎𝑗 + 𝑖𝑏𝑗 )𝑛𝑗=1 .
Let 𝜀 > 0. Then there is 𝐾 ∈ ℝ such that for all 𝑘 ≥ 𝐾 and all 𝑗 = 1, … , 𝑛,
𝜀 𝜀
|𝑥𝑘,𝑗 − 𝑎𝑗 | < √ , |𝑦𝑘,𝑗 − 𝑏𝑗 | < √ .
2𝑛 2𝑛

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Hence, for 𝑘 ≥ 𝐾,
( 𝑛 )1
∑( ) 2
𝑑(𝑧𝑘 , 𝑧) = |𝑥𝑘,𝑗 − 𝑎𝑗 |2 + |𝑦𝑘,𝑗 − 𝑏𝑗 |2

𝑗=1
( 𝑛 ( )) 12
∑ 𝜀2 𝜀2
< +
𝑗=1
2𝑛 2𝑛
= 𝜀.
Theorem 7.4. Let 𝑌 be a nonempty set. Then 𝐵(𝑌 ) = 𝐵(𝑌 , 𝔽 𝑛 ) is complete.
Proof. Let (𝑓𝑘 ) be a Cauchy sequence in 𝐵(𝑌 ). For each 𝑥 ∈ 𝑌 ,

‖𝑓𝑘 (𝑥) − 𝑓𝑚 (𝑥)‖ ≤ 𝑑(𝑓𝑘 , 𝑓𝑚 ) → 0 as 𝑘, 𝑚 → 0.
Hence (𝑓𝑘 (𝑥))∞ 𝑘=1
is a Cauchy sequence in 𝔽 𝑛 . Since 𝔽 𝑛 is complete, there is 𝑓 (𝑥) ∈ 𝔽 𝑛 such that
𝑓𝑘 (𝑥) → 𝑓 (𝑥) as 𝑛 → ∞.
First we will show that 𝑓 is bounded. Indeed, for each 𝜀 > 0 there is 𝑛𝜀 ∈ ℕ such that for all 𝑘, 𝑚 ≥ 𝑛𝜀 ,
𝑑(𝑓𝑘 , 𝑓𝑚 ) < 𝜀. Also, for all 𝑥 ∈ 𝑌 , there is 𝑚 ≥ 𝑛1 such that
‖𝑓𝑚 (𝑥) − 𝑓 (𝑥)‖ < 1.
Hence
‖𝑓 (𝑥)‖ ≤ ‖𝑓 (𝑥) − 𝑓𝑚 (𝑥)‖ + ‖𝑓𝑚 (𝑥) − 𝑓𝑛1 (𝑥)‖ + ‖𝑓𝑛1 (𝑥)‖
< ‖𝑓𝑛1 (𝑥)‖ + 2.
sup ‖𝑓 (𝑥)‖ ≤ sup ‖𝑓𝑛1 (𝑥)‖ + 2 < ∞.

Hence
𝑥∈𝑌 𝑥∈𝑌
Therefore 𝑓 is bounded.
Finally, for 𝑥 ∈ 𝑌 choose 𝑚 ≥ 𝑛 𝜀 such that
3
𝜀
‖𝑓𝑚 (𝑥) − 𝑓 (𝑥)‖ < .
4
Then, for 𝑘 ≥ 𝑛 𝜀 ,
4
‖𝑓𝑘 (𝑥) − 𝑓 (𝑥)‖ ≤ ‖𝑓𝑘 (𝑥) − 𝑓𝑚 (𝑥)‖ + ‖𝑓𝑚 (𝑥) − 𝑓 (𝑥)‖

𝜀
< ‖𝑓𝑘 (𝑥) − 𝑓𝑚 (𝑥)‖ +
4
≤ 𝑑(𝑓𝑘 , 𝑓𝑚 ) +
𝜀
4
1
< 𝜀.
2
Hence, for 𝑘 ≥ 𝑛 𝜀 ,
4
𝑑(𝑓𝑘 , 𝑓 ) = sup ‖𝑓𝑘 (𝑥) − 𝑓 (𝑥)‖

𝑥∈𝑌
≤ 𝜀
1
2
< 𝜀.
This proves that (𝑓𝑘 ) converges in 𝐵(𝑌 ). Since (𝑓𝑘 ) was an arbitrary Cauchy sequence in 𝐵(𝑌 ), it follows
that 𝐵(𝑌 ) is complete.

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Definition 7.4. 1. A subset 𝐴 of a metric space (𝑋, 𝑑) is called open if for each 𝑥 ∈ 𝐴 there is 𝜀 > 0
such that 𝐵(𝑥, 𝜀) ⊂ 𝐴, where 𝐵(𝑥, 𝜀) = {𝑦 ∈ 𝑋 ∶ 𝑑(𝑦, 𝑥) < 𝜀} is the 𝜀-ball with centre 𝑥.
2. A subset 𝐴 of a metric space (𝑋, 𝑑) is called closed if 𝑋 ⧵ 𝐴 is open.
Theorem 7.5. A subset 𝐴 of a metric space (𝑋, 𝑑) is closed if and only if for each sequence (𝑥𝑘 ) in 𝐴
which converges to some 𝑥 ∈ 𝑋 it follows that 𝑥 ∈ 𝐴.
Proof. Let 𝐴 be closed and let (𝑥𝑘 ) be a sequence in 𝐴 which converges to some 𝑥 ∈ 𝑋. We must show
𝑥 ∈ 𝐴. Assume that 𝑥 ∉ 𝐴. Since 𝑥 ∈ 𝑋 ⧵ 𝐴 and 𝑋 ⧵ 𝐴 is open, there is 𝜀 > 0 such that 𝐵(𝑥, 𝜀) ⊂ 𝑋 ⧵ 𝐴.
Since 𝑥𝑘 ∈ 𝐴 for all 𝑘 ∈ ℕ, it follows that 𝑑(𝑥𝑘 , 𝑥) ≥ 𝜀, which contradicts 𝑥𝑘 → 𝑥.
Conversely, if 𝐴 ⊂ 𝑋 is not closed, then there is 𝑥 ∈ 𝑋 ⧵ 𝐴 such that 𝐵(𝑥, 𝜀) ⊄ 𝑋 ⧵ 𝐴 for all 𝜀 > 0.
Therefore, for positive integers 𝑘, there is 𝑥𝑘 ∈ 𝐴 ∩ 𝐵(𝑥, 𝑘1 ). Thus, for each 𝜀 > 0 and 𝑘 ≥ 1𝜀 we have
𝑑(𝑥𝑘 , 𝑥) < 𝑘1 ≤ 𝜀. Thus we have found a sequence (𝑥𝑘 ) in 𝐴 which converges to some 𝑥 ∈ 𝑋 which does
not belong to 𝐴.
Theorem 7.6. Let (𝑋, 𝑑) be a complete metric space and let 𝐴 ⊂ 𝑋. Then 𝐴 is complete if and only if
𝐴 is closed.
Proof. Assume that 𝐴 is complete and let (𝑥𝑘 ) be a sequence in 𝐴 which converges to some 𝑥 ∈ 𝑋.
We must show that 𝑥 ∈ 𝐴. But since (𝑥𝑘 ) is a convergent sequence in 𝑋, it is a Cauchy sequence in 𝑋
by Theorem 7.2, 2, and therefore also in 𝐴. Since 𝐴 is complete, (𝑥𝑘 ) converges to some 𝑎 ∈ 𝐴, and
therefore also in 𝑋. Since limits are unique by Theorem 7.2, 1, it follows that 𝑥 = 𝑎 ∈ 𝐴. Hence, by
Theorem 7.5, 𝐴 is closed.
Conversely, assume that 𝐴 is closed. Let (𝑥𝑘 ) be a Cauchy sequence in 𝐴. Then (𝑥𝑘 ) is a Cauchy sequence
in 𝑋, and since 𝑋 is complete, there is 𝑥 ∈ 𝑋 such that 𝑥𝑘 → 𝑥. Since 𝐴 is closed, it follows that 𝑥 ∈ 𝐴.
Hence each Cauchy sequence in 𝐴 converges in 𝐴. It follows that 𝐴 is complete.
Definition 7.5. Let 𝐴 ⊂ ℝ and 𝑓 ∶ 𝐴 → 𝔽 𝑛 . Then 𝑓 is uniformly continuous if for each 𝜀 > 0 there is
𝛿 > 0 such that for all 𝑥, 𝑦 ∈ 𝐴 (|𝑥 − 𝑦| < 𝛿 ⇒ ‖𝑓 (𝑥) − 𝑓 (𝑦)‖ < 𝜀).
Remark 7.2.1. It is straightforward to show that a function 𝑓 ∶ [𝑎, 𝑏] → ℂ is (uniformly) continuous if

and only if its real and imaginary part are (uniformly) continuous and that a function 𝑓 ∶ [𝑎, 𝑏] → 𝔽 𝑛 is
(uniformly) continuous if and only if all its component are (uniformly) continuous.
Theorem 7.7. Let 𝑎, 𝑏 ∈ ℝ, 𝑎 < 𝑏, and let 𝑓 ∶ [𝑎, 𝑏] → 𝔽 𝑛 be continuous. Then 𝑓 is uniformly
continuous.
Proof. Because of Remark 7.2.1 we only have to consider 𝑓 ∶ [𝑎, 𝑏] → ℝ. Let 𝜀 > 0 and choose
𝑎 = 𝑥0 < 𝑥1 < ⋯ < 𝑥𝑁 = 𝑏 according to Lemma 6.13 with respect to 4𝜀 . Put
𝛿 = min{|𝑥𝑗 − 𝑥𝑗−1 | ∶ 𝑗 = 1, … , 𝑁}.
Now let 𝑥, 𝑦 ∈ [𝑎, 𝑏] such that |𝑥 − 𝑦| < 𝛿. We want to show |𝑓 (𝑥) − 𝑓 (𝑦)| < 𝜀. This is trivial if 𝑥 = 𝑦.
Thus let 𝑥 ≠ 𝑦, and we may assume 𝑥 < 𝑦.
There is 𝑗 ∈ {1, … , 𝑁} such that 𝑥 ∈ [𝑥𝑗−1 , 𝑥𝑗 ]. Hence
𝑥𝑗−1 ≤ 𝑥 < 𝑦 < 𝑥 + 𝛿 ≤ 𝑥𝑗 + 𝛿.
Case I: 𝑦 ≤ 𝑥𝑗 . Then 𝑦 ∈ [𝑥𝑗−1 , 𝑥𝑗 ], and Lemma 6.13 gives
|𝑓 (𝑥) − 𝑓 (𝑦)| ≤ |𝑓 (𝑥) − 𝑓 (𝑥𝑗−1 )| + |𝑓 (𝑥𝑗−1 ) − 𝑓 (𝑦)| ≤

𝜀 𝜀
+ < 𝜀.
4 4

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Case II: 𝑦 > 𝑥𝑗 . Then 𝑗 < 𝑁, and 𝑥𝑗 < 𝑦 < 𝑥𝑗 + 𝛿 ≤ 𝑥𝑗+1 . Again by Lemma 6.13,
|𝑓 (𝑥) − 𝑓 (𝑦)| ≤ |𝑓 (𝑥) − 𝑓 (𝑥𝑗−1 )| + |𝑓 (𝑥𝑗−1 ) − 𝑓 (𝑥𝑗 )| + |𝑓 (𝑥𝑗 ) − 𝑓 (𝑦)| ≤

𝜀 𝜀 𝜀
+ + < 𝜀.
4 4 4
For an interval 𝐼 we denote by 𝐶(𝐼, 𝔽 𝑛 ) the set of continuous functions from 𝐼 to 𝔽 𝑛 .
Theorem 7.8. Let 𝑎, 𝑏 ∈ ℝ and 𝑛 ∈ ℕ ⧵ {0}. Then 𝐶([𝑎, 𝑏], 𝔽 𝑛 ) is a closed subspaces of 𝐵([𝑎, 𝑏], 𝔽 𝑛 ).
In particular, 𝐶([𝑎, 𝑏], 𝔽 𝑛 ) is complete.
Proof. By Remark 7.2.1, it suffices to consider 𝐶([𝑎, 𝑏], ℝ). By Theorem 3.17, each continuous function
on [𝑎, 𝑏] is bounded, so that 𝐶([𝑎, 𝑏], ℝ) ⊂ 𝐵([𝑎, 𝑏], ℝ).
To show that 𝐶([𝑎, 𝑏], ℝ) is closed in 𝐵([𝑎, 𝑏], ℝ) let (𝑓𝑘 ) be a sequence in 𝐶([𝑎, 𝑏], ℝ) which converges
to some 𝑓 in 𝐵([𝑎, 𝑏], ℝ). We must show that 𝑓 is continuous.
𝜀
Let 𝜀 > 0. Then there is 𝑘 ∈ ℕ such that 𝑑(𝑓𝑘 , 𝑓 ) < . Since 𝑓𝑘 is uniformly continuous, there is 𝛿 > 0
3
such that
𝜀
|𝑓𝑘 (𝑥) − 𝑓𝑘 (𝑦)| < for 𝑥, 𝑦 ∈ [𝑎, 𝑏], |𝑥 − 𝑦| < 𝛿.
3
Then, for 𝑥, 𝑦 ∈ [𝑎, 𝑏] and |𝑥 − 𝑦| < 𝛿,
|𝑓 (𝑥) − 𝑓 (𝑦)| ≤ |𝑓 (𝑥) − 𝑓𝑘 (𝑥)| + |𝑓𝑘 (𝑥) − 𝑓𝑘 (𝑦)| + |𝑓𝑘 (𝑦) − 𝑓 (𝑦)|
≤ 𝑑(𝑓 , 𝑓𝑘 ) + |𝑓𝑘 (𝑥) − 𝑓𝑘 (𝑦)| + 𝑑(𝑓𝑘 , 𝑓 )
𝜀 𝜀 𝜀
< + +
3 3 3
= 𝜀.
Thus 𝑓 is uniformly continuous.

By Theorem 7.6, 𝐶([𝑎, 𝑏], 𝔽 𝑛 ) is complete.
Tutorial 7.2.1. 1. Let (𝑋, 𝑑) be the metric space from Tutorial 7.1.1, 1. Show that (𝑋, 𝑑) is complete if
and only if range 𝑓 is closed in ℝ.
2. Show that the metric space (ℝ, 𝑑) from Tutorial 7.1.1, 2, is complete.
3. Show that ℝ is not complete with respect to the metric given in Tutorial 7.1.1, 2.
7.3 Banach’s Fixed Point Theorem

In this section, 𝑋 = (𝑋, 𝑑𝑋 ), 𝑌 = (𝑌 , 𝑑𝑌 ) and 𝑍 = (𝑍, 𝑑𝑍 ) are metric spaces.
Definition 7.6. Let 𝑇 ∶ 𝑋 → 𝑌 . 𝑇 is called bounded if there is a number 𝑀 ≥ 0 such that

𝑑𝑌 (𝑇 𝑥, 𝑇 𝑦) ≤ 𝑀𝑑𝑋 (𝑥, 𝑦) for all 𝑥, 𝑦 ∈ 𝑋.
If 𝑇 is bounded, then
‖𝑇 ‖ = inf {𝑀 ≥ 0 ∶ ∀ 𝑥, 𝑦 ∈ 𝑋, 𝑑𝑌 (𝑇 𝑥, 𝑇 𝑦) ≤ 𝑀𝑑𝑋 (𝑥, 𝑦)}
is called the norm of 𝑇 .

If 𝑇 is not bounded, we may write for convenience ‖𝑇 ‖ = ∞.
Since it is clear that 𝑑𝑌 (𝑇 𝑥, 𝑇 𝑦) ≤ (‖𝑇 ‖ + 𝜀)𝑑𝑋 (𝑥, 𝑦) for all 𝜀 > 0, it follows that
∀ 𝑥, 𝑦 ∈ 𝑋, 𝑑𝑌 (𝑇 𝑥, 𝑇 𝑦) ≤ ‖𝑇 ‖𝑑𝑋 (𝑥, 𝑦).

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Proposition 7.9. Let 𝑇 ∶ 𝑋 → 𝑌 . Then
𝑑𝑌 (𝑇 𝑥, 𝑇 𝑦)
‖𝑇 ‖ = sup .
𝑥,𝑦∈𝑋 𝑑𝑋 (𝑥, 𝑦)
𝑥≠𝑦
Proof. Let
{ }
∶ 𝑥, 𝑦 ∈ 𝑋, 𝑥 ≠ 𝑦
𝑑𝑌 (𝑇 𝑥, 𝑇 𝑦)
𝐴= , 𝛼 = sup 𝐴.
𝑑𝑋 (𝑥, 𝑦)
If 𝑇 is bounded, then ‖𝑇 ‖ is an upper bound of 𝐴 and thus 𝛼 ≤ ‖𝑇 ‖.

On the other hand, 𝛼 ≥ 𝑌 for all 𝑥, 𝑦 ∈ 𝑋 with 𝑥 ≠ 𝑦, and thus 𝑑𝑌 (𝑇 𝑥, 𝑇 𝑦) ≤ 𝛼𝑑𝑋 (𝑥, 𝑦) for
𝑑 (𝑇 𝑥, 𝑇 𝑦)
all 𝑥, 𝑦 ∈ 𝑋. Hence 𝛼 ≥ ‖𝑇 ‖.
𝑑𝑋 (𝑥, 𝑦)
The case that 𝑇 is not bounded is left as an exercise.
Notation. 1. If 𝑇 ∶ 𝑋 → 𝑌 and 𝑆 ∶ 𝑌 → 𝑍, then we write 𝑆𝑇 = 𝑆◦𝑇 .

2. If 𝑇 ∶ 𝑋 → 𝑋, we define
𝑇 0 by 𝑇 0 𝑥 = 𝑥, 𝑥 ∈ 𝑋,
𝑇 𝑘+1 = 𝑇 𝑇 𝑘 inductively for 𝑘 ∈ ℕ.
Proposition 7.10. If 𝑇 ∶ 𝑋 → 𝑌 and 𝑆 ∶ 𝑌 → 𝑍 are bounded, then 𝑆𝑇 is bounded, and ‖𝑆𝑇 ‖ ≤

‖𝑆‖ ‖𝑇 ‖.
Proof. For all 𝑥, 𝑦 ∈ 𝑋 we have
𝑑𝑍 ((𝑆𝑇 )𝑥, (𝑆𝑇 )𝑦) = 𝑑𝑍 (𝑆(𝑇 𝑥), 𝑆(𝑇 𝑦)) ≤ ‖𝑆‖𝑑𝑌 (𝑇 𝑥, 𝑇 𝑦) ≤ ‖𝑆‖ ‖𝑇 ‖𝑑𝑋 (𝑥, 𝑦).
Hence, by definition, 𝑆𝑇 is bounded and ‖𝑆𝑇 ‖ ≤ ‖𝑆‖ ‖𝑇 ‖.
Definition 7.7. Let 𝑇 ∶ 𝑋 → 𝑋 be bounded.

1. 𝑇 is called a contraction if ‖𝑇 ‖ < 1.
2. 𝑇 is called a generalized contraction if there is 𝑚 ∈ ℕ such that ‖𝑇 𝑚 ‖ < 1.
Remark 7.3.1. Let 𝑇 ∶ 𝑋 → 𝑋 be bounded. Then 𝑇 is a generalized contraction if and only if
∑
∞
‖𝑇 𝑗 ‖ < ∞.
𝑗=0
Proof. If the sum converges, then ‖𝑇 𝑗 ‖ → 0 as 𝑗 → ∞, and therefore there is 𝑚 ∈ ℕ such that ‖𝑇 𝑚 ‖ < 1.
Conversely, if ‖𝑇 𝑚 ‖ < 1, then we group the sum into blocks of 𝑚 terms, writing every natural number
as a multiple of 𝑚 plus its remainder, use
‖𝑇 𝑘𝑚+𝑙 ‖ = ‖𝑇 𝑘𝑚 𝑇 𝑙 ‖ ≤ ‖(𝑇 𝑚 )𝑘 ‖ ‖𝑇 𝑙 ‖ ≤ ‖𝑇 𝑚 ‖𝑘 ‖𝑇 𝑙 ‖

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and get
∑
∞
∑ ∑
∞ 𝑚−1
‖𝑇 𝑗 ‖ = ‖𝑇 𝑘𝑚+𝑙 ‖
𝑗=0 𝑘=0 𝑙=0
≤
∑ ∑
∞ 𝑚−1
‖𝑇 𝑚 ‖𝑘 ‖𝑇 𝑙 ‖
𝑘=0 𝑙=0
( ) (𝑚−1 )
∞
∑ ∑
= ‖𝑇 𝑚 ‖𝑘 ‖𝑇 𝑙 ‖
𝑘=0 𝑙=0
1 ∑ 𝑚−1
= ‖𝑇 𝑙 ‖ < ∞.
1 − ‖𝑇 𝑚 ‖ 𝑙=0
Theorem 7.11 (Banach’s Fixed Point Theorem). Let (𝑋, 𝑑) be a complete metric space and let 𝑇 ∶ 𝑋 →
𝑋 be a generalized contraction. Then there is a unique 𝑎 ∈ 𝑋 such that 𝑇 𝑎 = 𝑎.
Proof. Since 𝑇 is a generalized contraction, there is 𝑚 ∈ ℕ such that ‖𝑇 𝑚 ‖ < 1.

For uniqueness, let 𝑎, 𝑏 ∈ 𝑋 such that 𝑇 𝑎 = 𝑎 and 𝑇 𝑏 = 𝑏. By induction
𝑇 𝑘 𝑎 = 𝑇 𝑇 𝑘−1 𝑎 = 𝑇 𝑎 = 𝑎 and 𝑇 𝑘 𝑏 = 𝑏,
𝑑(𝑎, 𝑏) = 𝑑(𝑇 𝑘 𝑎, 𝑇 𝑘 𝑏) ≤ ‖𝑇 𝑘 ‖𝑑(𝑎, 𝑏),

so that
and 𝑑(𝑎, 𝑏) ≠ 0 would give the contradiction 1 ≤ ‖𝑇 𝑚 ‖. Hence 𝑑(𝑎, 𝑏) = 0, i. e., 𝑎 = 𝑏.

For existence let 𝑥0 ∈ 𝑋 and consider the sequence (𝑇 𝑘 𝑥0 ). Then, for 𝑗, 𝑘 ∈ ℕ, 𝑘 > 𝑗,
𝑑(𝑇 𝑘 𝑥0 , 𝑇 𝑗 𝑥0 ) ≤ 𝑑(𝑇 𝑘 𝑥0 , 𝑇 𝑘−1 𝑥0 ) + 𝑑(𝑇 𝑘−1 𝑥0 , 𝑇 𝑘−2 𝑥0 ) + ⋯ + 𝑑(𝑇 𝑗+1 𝑥0 , 𝑇 𝑗 𝑥0 )

≤ ‖𝑇 𝑘−1 ‖ 𝑑(𝑇 𝑥0 , 𝑥0 ) + ‖𝑇 𝑘−2 ‖ 𝑑(𝑇 𝑥0 , 𝑥0 ) + ⋯ + ‖𝑇 𝑗 ‖ 𝑑(𝑇 𝑥0 , 𝑥0 )
∑
𝑘−1
= ‖𝑇 𝑙 ‖ 𝑑(𝑇 𝑥0 , 𝑥0 )
𝑙=𝑗
Since
∑
∞
‖𝑇 𝑙 ‖ < ∞,
𝑙=0
it follows that (𝑇 𝑘 𝑥0 ) is a Cauchy sequence. Since 𝑋 is complete, this Cauchy sequence has a limit,
say 𝑎. Finally, to show that 𝑇 𝑎 = 𝑎, let 𝜀 > 0. Then there is 𝐾 such that for 𝑗 ≥ 𝐾,
𝜀
𝑑(𝑇 𝑗 𝑥0 , 𝑎) < .
1 + ‖𝑇 ‖
For 𝑘 ≥ 𝐾 + 1 we get
𝑑(𝑇 𝑎, 𝑎) ≤ 𝑑(𝑇 𝑎, 𝑇 𝑘 𝑥0 ) + 𝑑(𝑇 𝑘 𝑥0 , 𝑎)

≤ ‖𝑇 ‖𝑑(𝑎, 𝑇 𝑘−1 𝑥0 ) + 𝑑(𝑇 𝑘 𝑥0 , 𝑎)
𝜀 𝜀
< ‖𝑇 ‖ +
1 + ‖𝑇 ‖ 1 + ‖𝑇 ‖
= 𝜀.
Hence 𝑑(𝑇 𝑎, 𝑎) = 0, i. e., 𝑇 𝑎 = 𝑎.

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Tutorial 7.3.1. Let (𝑋, 𝑑) be a complete metric space and let 𝑇 be a generalized contraction on 𝑋. Let
𝑚 ∈ ℕ∗ such that ‖𝑇 𝑚 ‖ < 1 and let 𝑥 be the fixed point of 𝑇 . Prove the following a priori estimate: For
any 𝑥0 ∈ 𝑋,
𝑑(𝑥, 𝑥0 ) ≤
𝑑(𝑇 𝑥0 , 𝑥0 ) ∑ 𝑗
𝑚−1
‖𝑇 ‖.
1 − ‖𝑇 𝑚 ‖ 𝑗=0
Hint. Use that 𝑇 𝑚 𝑥 = 𝑥 and use a "telescoping" sum of distances involving the points 𝑇 𝑚 𝑥, 𝑇 𝑚 𝑥0 ,
𝑇 𝑚−1 𝑥0 , … , 𝑇 𝑥0 .
Tutorial 7.3.2. Newton Raphson method of finding zeros

Let 𝑓 ∶ [𝑎, 𝑏] → ℝ be twice continuously differentiable and assume there are 𝑐, 𝑑 ∈ [𝑎, 𝑏], 𝑐 < 𝑑, such
that 𝑓 (𝑐) and 𝑓 (𝑑) have opposite signs. By the Intermediate Value Theorem, 𝑓 has a zero 𝑦 in (𝑐, 𝑑).
Also assume that 𝑓 ′ (𝑥) ≠ 0 for all 𝑥 ∈ [𝑐, 𝑑]. Since 𝑓 ′ is continuous, 𝑓 ′ is either positive or negative by
the Internmediate Value Theorem, so that 𝑓 is strictly monotonic by the Mean Value Theorem. Hence
the zero is unique. To find this zero one can use the Newton Raphson method:
1. Let
𝑓 (𝑥)
𝑇 𝑥 = 𝑥 − ′ , 𝑥 ∈ [𝑐, 𝑑].
𝑓 (𝑥)
Show that for all 𝑥1 , 𝑥2 ∈ [𝑐, 𝑑] with 𝑥1 ≠ 𝑥2 there is 𝜉 between 𝑥1 and 𝑥2 such that
𝑓 (𝜉)𝑓 ′′ (𝜉)
𝑇 𝑥1 − 𝑇 𝑥2 = (𝑥1 − 𝑥2 ) .
(𝑓 ′ (𝜉))2
2. Show that ‖𝑇 ‖ < 1 if 𝑐 and 𝑑 are sufficiently close to the zero 𝑦 of 𝑓 .
3. Show that one can choose 𝑐 and 𝑑 in such a way that 𝑇 ([𝑐, 𝑑]) ⊂ [𝑐, 𝑑].
Hint. You may show that 𝑇 ([𝑐, 𝑑]) ⊂ [𝑐, 𝑑] if 𝑑 − 𝑦 = 𝑦 − 𝑐, i. e., 𝑦 is the midpoint of the interval [𝑐, 𝑑].
However, this is not very practical since you do not know 𝑦 (otherwise, the whole procedure would be
pointless). The easiest way out of this is to choose suitable values (by trial and error), 𝑐1 < 𝑑1 in [𝑐, 𝑑]
such that 𝑓 (𝑐1 ) and 𝑓 (𝑐2 ) have opposite sign, 𝑇 𝑐1 , 𝑇 𝑐2 ∈ [𝑐1 , 𝑐2 ], and 𝑓 𝑓 ′′ has no zeros on [𝑐1 , 𝑑1 ] ⧵ {𝑦}.
∗ 4. Assume that statement 2 holds and define
𝑐 + ‖𝑇 ‖𝑑 𝑑 + ‖𝑇 ‖𝑐
𝑐1 = , 𝑑1 = .
1 + ‖𝑇 ‖ 1 + ‖𝑇 ‖
Show that 𝑐 < 𝑐1 < 𝑦 < 𝑑1 < 𝑑 if 𝑓 (𝑐1 ) and 𝑓 (𝑑1 ) have opposite signs. Then show that 𝑇 ([𝑐, 𝑑]) ⊂ [𝑐, 𝑑].
Hence show that for any 𝑥 ∈ [𝑐, 𝑑], 𝑇 𝑘 𝑥 → 𝑦 as 𝑘 → ∞.
√ √ √
Tutorial 7.3.3. Let 𝑐 > 0. Show that 𝑐 + 𝑐 + 𝑐 + … converges by using the following proof.
√ [ ) [ )
(a) Let 𝑇𝑐 𝑥 = 𝑐 + 𝑥, 𝑥 ∈ [0, ∞). Show that 𝑇𝑐 𝑥 > 𝑥 for 𝑥 ∈ [0, 1] and that 𝑇𝑐 ∶ 41 , ∞ → 14 , ∞ is
Show that if 𝑥𝑘 ≤ 1 for all 𝑘 ∈ ℕ, then (𝑥𝑘 ) is (strictly) increasing. (Actually, this never happens.)
a contraction.
(b) Let 𝑥0 = 𝑐, 𝑥𝑘+1 = 𝑇𝑐 𝑥𝑘 (𝑘 ∈ ℕ).

(c) Show that (𝑥𝑘 ) converges as 𝑘 → ∞.
(d) Find lim 𝑥𝑘 .
𝑘→∞

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7.4 Existence of solutions of differential equations

Let 𝐼 ⊂ ℝ be an interval, let 𝑈 ⊂ 𝔽 𝑛 and let 𝑓 ∶ 𝐼 × 𝑈 → 𝔽 𝑛 be continuous. Then
𝑦′ = 𝑓 (𝑥, 𝑦) (7.4.1)
is called a first-order system of differential equations, and any continuously differentiable function
𝑦 ∶ 𝐼 → 𝑈 satisfying (7.4.1) is called a solution of (7.4.1).
Let 𝑎 ∈ 𝐼 and 𝑏 ∈ 𝔽 𝑛 . Then a solution of (7.4.1) satisfying
𝑦(𝑎) = 𝑏 (7.4.2)
is called a solution of the initial value problem (IVP) (7.4.1), (7.4.2).

From the Fundamental Theorem of Calculus, Theorem 6.15, we obtain
Lemma 7.12. 𝑦 is a a solution of the IVP (7.4.1), (7.4.2) if and only if 𝑦 ∈ 𝐶(𝐼, 𝔽 𝑛 ), 𝑦(𝐼) ⊂ 𝑈 , and
∫
𝑦(𝑥) = 𝑏 + 𝑓 (𝑡, 𝑦(𝑡)) 𝑑𝑡 (𝑥 ∈ 𝐼). (7.4.3)
𝑎
Proof. We only have to note that we can apply the Fundamental Theorem of Calculus componentwise and
to real and imaginary parts separately. Also, if 𝑦 ∈ 𝐶(𝐼, 𝔽 𝑛 ) satisfies (7.4.3), then 𝑓 is differentiable.
We are now going to show that under certain conditions, (7.4.3) and thus the IVP (7.4.1), (7.4.2) has a
unique solution. We write 𝐶 1 (𝐼, 𝔽 𝑛 ) for the set of all continuously differentiable functions from 𝐼 to 𝔽 𝑛 .
Theorem 7.13. We make the following assumptions:

(i) Let 𝐼 be a closed bounded interval, 𝑎 ∈ 𝐼, 𝐴 = max |𝑥 − 𝑎|, 𝑏 ∈ 𝔽 𝑛 , 0 < 𝐵 ≤ ∞,
𝑈 = {𝑦 ∈ 𝔽 𝑛 ∶ ‖𝑦 − 𝑏‖ ≤ 𝐵}, 𝑅 = 𝐼 × 𝑈 .
𝑥∈𝐼
(ii) Let 𝑓 ∶ 𝑅 → 𝔽 𝑛 be continuous and let 𝑀 = sup ‖𝑓 (𝑥, 𝑦)‖.
(iii) ∃ 𝐿 > 0 ∀ (𝑥, 𝑦1 ), (𝑥, 𝑦2 ) ∈ 𝑅 ‖𝑓 (𝑥, 𝑦1 ) − 𝑓 (𝑥, 𝑦2 )‖ ≤ 𝐿‖𝑦1 − 𝑦2 ‖.

(𝑥,𝑦)∈𝑅
(This is called a Lipschitz condition.)

(iv) 𝐴𝑀 ≤ 𝐵.
Then there is exactly one 𝑦 ∈ 𝐶 1 (𝐼, 𝔽 𝑛 ) such that
𝑦(𝑎) = 𝑏,
(𝑥, 𝑦(𝑥)) ∈ 𝑅 (𝑥 ∈ 𝐼),
𝑦′ (𝑥) = 𝑓 (𝑥, 𝑦(𝑥)) (𝑥 ∈ 𝐼).
Proof. Since 𝑈 is a closed subset of 𝔽 𝑛 , 𝐶(𝐼, 𝑈 ) is a complete metric space. For 𝑦 ∈ 𝐶(𝐼, 𝑈 ) define
∫
(𝑇 𝑦)(𝑥) = 𝑏 + 𝑓 (𝑡, 𝑦(𝑡)) 𝑑𝑡 (𝑥 ∈ 𝐼). (7.4.4)
𝑎
By Lemma 7.12, the theorem is proved if we show that 𝑇 maps 𝐶(𝐼, 𝑈 ) into 𝐶(𝐼, 𝑈 ) and that 𝑇 has
exactly one fixed point.

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Thus let 𝑦 ∈ 𝐶(𝐼, 𝑈 ) and 𝑥 ∈ 𝐼. Clearly, 𝑇 𝑦 ∈ 𝐶(𝐼, 𝔽 𝑛 ) and

‖ 𝑥 ‖
‖ ‖
‖ ‖
‖∫
‖(𝑇 𝑦)(𝑥) − 𝑏‖ = ‖ 𝑓 (𝑡, 𝑦(𝑡)) 𝑑𝑡‖
‖
‖𝑎 ‖
‖ ‖
| 𝑥 |
| |
≤ | ‖𝑓 (𝑡, 𝑦(𝑡))‖ 𝑑𝑡|
| |
|∫ |
|𝑎 |
| |
| 𝑥 |
| |
≤ | 𝑀 𝑑𝑡|
| |
|∫ |
|𝑎 |
| |
= |𝑥 − 𝑎|𝑀
≤ 𝐴𝑀
≤ 𝐵.
Thus we have shown that 𝑇 𝑦 ∈ 𝐶(𝐼, 𝑈 ).

Next we are going to show that 𝑇 is a generalized contraction by proving the following estimate: For all
𝑛 ∈ ℕ, 𝑦1 , 𝑦2 ∈ 𝐶(𝐼, 𝑈 ) and 𝑥 ∈ 𝐼,
‖(𝑇 𝑦1 )(𝑥) − (𝑇 𝑘 𝑦2 )(𝑥)‖ ≤

‖ 𝑘 ‖ 𝐿𝑘 |𝑥 − 𝑎|𝑘
𝑑(𝑦1 , 𝑦2 ). (7.4.5)
‖ ‖ 𝑘!
The induction base 𝑘 = 0 is trivial since
‖𝑦1 (𝑥) − 𝑦2 (𝑥)‖ ≤ sup ‖𝑦1 (𝑡) − 𝑦2 (𝑡)‖ = 𝑑(𝑦1 , 𝑦2 ).

𝑡∈𝐼
For the induction step assume that (7.4.5) is true for 𝑘. Then
‖ 𝑥 ‖
‖ ] ‖
‖ 𝑘+1 ‖ ‖ [ ‖
‖ ‖∫
𝑘+1 𝑘 𝑘
‖(𝑇 𝑦1 )(𝑥) − (𝑇 𝑦2 )(𝑥)‖ = ‖ 𝑓 (𝑡, (𝑇 𝑦1 )(𝑡)) − 𝑓 (𝑡, (𝑇 𝑦2 )(𝑡)) 𝑑𝑡‖
‖ ‖
‖𝑎 ‖
‖ ‖
| 𝑥 |
| |
≤ | ‖𝑓 (𝑡, (𝑇 𝑦1 )(𝑡)) − 𝑓 (𝑡, (𝑇 𝑦2 )(𝑡))‖ 𝑑𝑡|
| ‖ ‖ |
|∫ ‖
𝑘 𝑘
‖ |
|𝑎 |
| |
| 𝑥 |
| |
≤ | 𝐿 ‖(𝑇 𝑘 𝑦1 )(𝑡) − (𝑇 𝑘 𝑦2 )(𝑡)‖ 𝑑𝑡| (by assumption (iii))
| ‖ ‖ |
|∫ ‖ ‖ |
|𝑎 |
| |
| 𝑥 |
| 𝐿𝑘 |𝑡 − 𝑎|𝑘 ||
≤| 𝐿
|
|∫
𝑑𝑡| 𝑑(𝑦1 , 𝑦2 ) (by induction hypothesis)
𝑘! |
|𝑎 |
| |
𝐿𝑘+1 |𝑥 − 𝑎|𝑘+1
= 𝑑(𝑦1 , 𝑦2 ).
(𝑘 + 1)!
Taking the maximum over all 𝑥 ∈ 𝐼 in (7.4.5) gives
𝑑(𝑇 𝑘 𝑦1 , 𝑇 𝑘 𝑦2 ) ≤
𝐿 𝑘 𝐴𝑘
𝑑(𝑦1 , 𝑦2 ),
𝑘!
and therefore
‖𝑇 𝑘 ‖ ≤
𝐿𝑘 𝐴 𝑘
,
𝑘!

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which leads to
‖𝑇 ‖ ≤
∑
∞
∑
∞
(𝐿𝐴)𝑘
𝑘
= 𝑒𝐿𝐴 < ∞.
𝑘=0 𝑘=0
𝑘!
Hence 𝑇 is a generalized contraction on 𝐶(𝐼, 𝑈 ). An application of Banach’s Fixed Point Theorem
completes the proof.
Worked Example 7.4.1. Consider the initial value problem 𝑦′ = 1 + 𝑦2 , 𝑦(0) = 0.

a) Find the largest 𝑐 > 0 such that the assumptions of Theorem 7.12 are satisfied for 𝐼 = [0, 𝑐].
b) Find a maximal interval on which a solution exists.
Solution. a) We have 𝑓 (𝑥, 𝑦) = 1 + 𝑦2 . Hence
𝑓 (𝑥, 𝑦1 ) − 𝑓 (𝑥, 𝑦2 ) = 𝑦21 − 𝑦22 = (𝑦1 + 𝑦2 )(𝑦1 − 𝑦2 ),
so that
|𝑓 (𝑥, 𝑦1 ) − 𝑓 (𝑥, 𝑦2 )| = |𝑦1 + 𝑦2 | |𝑦1 − 𝑦2 |.
Hence the Lipschitz condition is satisfied if and only if
sup |𝑦1 + 𝑦2 | < ∞,

|𝑦1 |,|𝑦2 |≤𝐵
which is satisfied if and only if 𝐵 ∈ ℝ, i. e., 𝐵 < ∞.

We have 𝐴 = 𝑐 and
𝑀 = sup |1 + 𝑦2 | = 1 + 𝐵 2 .
|𝑦|≤𝐵
We must satisfy 𝐴𝑀 ≤ 𝐵, i. e.,
𝑐(1 + 𝐵 2 ) ≤ 𝐵 𝑐≤
𝐵
or .
1 + 𝐵2
But
2𝐵 (1 + 𝐵 2 ) − (1 − 𝐵)2 (1 − 𝐵)2
= = 1 −
1 + 𝐵2 1 + 𝐵2 1 + 𝐵2
1
has a maximum of 1 for 𝐵 = 1, so that the optimal 𝑐 is 𝑐 = .
2 ( )
𝜋 𝜋
b) The solution of the IVP is 𝑦(𝑥) = tan 𝑥. So the maximal interval where a solution exists is − , .
2 2
Let 𝑀𝑛 (𝔽 ) be the set of 𝑛 × 𝑛 matrices with values in 𝔽 . Then the norm ‖𝑀‖ of 𝑀 ∈ 𝑀𝑛 (𝔽 ) is the norm
of 𝑀 ∶ 𝔽 𝑛 → 𝔽 𝑛 . It is easy to see that
max |𝑚𝑖𝑗 | ≤ ‖𝑀‖ ≤

𝑛 ∑
𝑛
|𝑚𝑖𝑗 |, where 𝑀 = (𝑚𝑖𝑗 )𝑛𝑖,𝑗=1 .
𝑖,𝑗=1
𝑖,𝑗=1
Corollary 7.14. Let 𝐼 be an interval, 𝑎 ∈ 𝐼, 𝑏 ∈ 𝔽 𝑛 , and consider the linear system of differential
equations
𝑦′ = 𝐹 (𝑥)𝑦 + 𝑔(𝑥),
where 𝐹 ∶ 𝐼 → 𝑀𝑛 (𝔽 ) and 𝑔 ∶ 𝐼 → 𝔽 𝑛 are continuous.
Then the initial value problem
𝑦′ = 𝐹 (𝑥)𝑦 + 𝑔(𝑥),
has a unique solution 𝑦 ∈ 𝐶 1 (𝐼, 𝔽 𝑛 ).

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Proof. First assume that 𝐼 = [𝑐, 𝑑]. Then, for 𝑦1 , 𝑦2 ∈ 𝔽 𝑛 , 𝑥 ∈ 𝐼,
‖(𝐹 (𝑥)𝑦1 + 𝑔(𝑥)) − (𝐹 (𝑥)𝑦2 − 𝑔(𝑥))‖ ≤ ‖𝐹 (𝑥)‖ ‖𝑦1 − 𝑦2 ‖

( )
≤ max ‖𝐹 (𝑥)‖ ‖𝑦1 − 𝑦2 ‖.
𝑥∈𝐼
Hence the Lipschitz condition is satisfied with 𝐵 = ∞. Now apply Theorem 7.13.
If 𝐼 is arbitrary, we can choose a decreasing sequence (𝑐𝑘 ) and an increasing sequence (𝑑𝑘 ) such that
𝑐1 ≤ 𝑎 ≤ 𝑑1 and
⋃∞
𝐼= [𝑐𝑘 , 𝑑𝑘 ].
𝑘=1
[If, e. g., the right endpoint 𝑑 of 𝐼 belongs to 𝐼, choose 𝑑𝑘 = 𝑑.]
By the first part of the proof, the IVP has a unique solution 𝑦𝑘 on [𝑐𝑘 , 𝑑𝑘 ]. Therefore, 𝑦𝑘+𝑚 (𝑥) = 𝑦𝑘 (𝑥)
for all 𝑚 > 0 and 𝑥 ∈ [𝑐𝑘 , 𝑑𝑘 ], so that 𝑦(𝑥) = 𝑦𝑘 (𝑥) for 𝑥 ∈ [𝑐𝑘 , 𝑑𝑘 ] is well-defined and solves the IVP.
Because this solution is unique on [𝑐𝑘 , 𝑑𝑘 ] for each 𝑘, 𝑦 is unique.
For 𝜂 (𝑛) = 𝑓 (𝑥, 𝜂, 𝜂 ′ , … , 𝜂 (𝑛−1) ) define
⎛ 𝜂 ⎞ ⎛ 𝑦2 ⎞
⎜ 𝜂′ ⎟ ⎜ .. ⎟
𝑦 = ⎜ . ⎟, 𝐹 (𝑥, 𝑦) = ⎜ . ⎟.
⎜ .. ⎟ ⎜ 𝑦 ⎟
⎜ (𝑛−1) ⎟ ⎜ 𝑛 ⎟
⎝𝜂 ⎠ ⎝ 𝑓 (𝑥, 𝑦) ⎠
Then
𝜂 (𝑛) = 𝑓 (𝑥, 𝜂, 𝜂 ′ , … , 𝜂 (𝑛−1) ) ⇔ 𝑦′ = 𝐹 (𝑥, 𝑦).
Let 𝑏0 , … , 𝑏𝑛−1 ∈ 𝔽 . Then
𝜂 (𝑗) (𝑎) = 𝑏𝑗 (𝑗 = 0, … , 𝑛 − 1) ⇔ 𝑦(𝑎) = 𝑏,
where
⎛ 𝑏0 ⎞
⎜ ⎟
𝑏 = ⎜ ... ⎟.
⎜ ⎟
⎝ 𝑏𝑛−1 ⎠
Clearly,
‖𝐹 (𝑥, 𝑦) − 𝐹 (𝑥, 𝑧)‖ ≤ (𝑛 − 1)‖𝑦 − 𝑧‖ + |𝑓 (𝑥, 𝑦) − 𝑓 (𝑥, 𝑧)|
and
|𝑓 (𝑥, 𝑦) − 𝑓 (𝑥, 𝑧)| ≤ ‖𝐹 (𝑥, 𝑦) − 𝐹 (𝑥, 𝑧)‖,
so that 𝐹 satisfies a Lipschitz condition if and only if 𝑓 satisfies a Lipschitz condition.
Corollary 7.15. Let 𝐼 be a bounded closed interval, 𝑎 ∈ 𝐼, 𝑏0 , … , 𝑏𝑛−1 ∈ 𝔽 , 0 < 𝐵 ≤ ∞.

Let 𝑈 = {𝑦 ∈ 𝔽 𝑛 ∶ ‖𝑦 − 𝑏‖ ≤ 𝐵}, 𝑅 = 𝐼 × 𝑈 . Let 𝑓 ∶ 𝑅 → 𝔽 be continuous and assume there is 𝐿 > 0
such that |𝑓 (𝑥, 𝑦) − 𝑓 (𝑥, 𝑧)| ≤ 𝐿‖𝑦 − 𝑧‖ for all 𝑥 ∈ 𝐼 and 𝑦, 𝑧 ∈ 𝑈 . Then there is 𝐴 > 0 such that the
initial value problem
𝜂 (𝑛) = 𝑓 (𝑥, 𝜂, 𝜂 ′ , … , 𝜂 (𝑛−1) ), 𝜂 (𝑗) (𝑎) = 𝑏𝑗 (𝑗 = 0, … , 𝑛 − 1)
has a unique solution on 𝐼 ∩ [𝑎 − 𝐴, 𝑎 + 𝐴].

lOMoARcPSD|4373785
Note. According to Theorem 7.13 one uses 𝐴𝑀 ≤ 𝐵 where 𝑀 is the supremum of 𝐹 on 𝑅.

Finally, a combination of Corollaries 7.14 and 7.15 gives
Corollary 7.16. Let 𝐼 be an interval, 𝑎 ∈ 𝐼, 𝑏0 , … , 𝑏𝑛−1 ∈ 𝔽 , and consider the linear differential
equation
𝜂 (𝑛) = 𝑓𝑛−1 (𝑥)𝜂 (𝑛−1) + 𝑓𝑛−2 (𝑥)𝑦(𝑛−2) + … 𝑓1 (𝑥)𝑦′ + 𝑓0 (𝑥)𝑦 + 𝑔(𝑥),
with initial conditions
𝑦(𝑗) (𝑎) = 𝑏𝑗 , (𝑗 = 0, … , 𝑛 − 1),
where 𝑓𝑗 ∶ 𝐼 → 𝔽 (𝑗 = 0, … , 𝑛 − 1) and 𝑔 ∶ 𝐼 → 𝔽 are continuous.
Then the initial value problem has a unique solution 𝜂 ∈ 𝐶 𝑛 (𝐼, 𝔽 ).
Tutorial 7.4.1. 1. Let 𝑛 ∈ ℕ∗ and 𝑀 ∈ 𝑀𝑛 (𝔽 ). Prove that
max |𝑚𝑖𝑗 | ≤ ‖𝑀‖ ≤

𝑛 ∑
𝑛
|𝑚𝑖𝑗 |, where 𝑀 = (𝑚𝑖𝑗 )𝑛𝑖,𝑗=1 .
𝑖,𝑗=1
𝑖,𝑗=1
2. Let 𝑀1 , 𝑀2 ∈ 𝑀𝑛 (𝔽 ).
a) Prove that ‖𝑀1 + 𝑀2 ‖ ≤ ‖𝑀1 ‖ + ‖𝑀2 ‖.
b) Let 𝑑(𝑀1 , 𝑀2 ) = ‖𝑀1 − 𝑀2 ‖. Prove that 𝑑 is a metric on 𝑀𝑛 (𝔽 ).
3. Prove that 𝑀𝑛 (𝔽 ) is complete.
7.5 Power Series and the Exponential Function in 𝑀𝑛 (𝔽 )

In the following let 𝐵 be either 𝔽 𝑛 or 𝑀𝑛 (𝔽 ). We know that 𝐵 is complete, see Theorem 7.3 and Tutorial
7.4.1, 3.
∑
∞
Definition 7.8. Let (𝑎𝑗 ) be a sequence in 𝐵. Then 𝑎𝑗 is called a series in 𝐵.
𝑗=0
∑
𝑘
The series is said to converge in 𝐵 if the sequence of its partial sums 𝑎𝑗 converges in 𝐵 as 𝑘 → ∞.
𝑗=0
∑
∞
The series is said to converge absolutely if ‖𝑎𝑗 ‖ < ∞.
𝑗=0
Since 𝐵 is complete, it follows as in Theorems 5.5 and 5.8:
∑
∞
Theorem 7.17. Let 𝑎𝑗 be a series in 𝐵.
𝑗=0
𝑎𝑗 converges in 𝐵 if and only if for all 𝜀 > 0 there is 𝐾 ∈ ℝ such that for all 𝑘 ≥ 𝑚 ≥ 𝐾,
∑
∞
1. The series
𝑗=0
‖∑ ‖
‖ 𝑘 ‖
‖ 𝑎𝑗 ‖
‖ ‖ < ∞.
‖𝑗=𝑚 ‖
‖ ‖
∑
∞
2. If 𝑎𝑗 converges absolutely, then it converges in 𝐵.
𝑗=0

lOMoARcPSD|4373785
∑
∞
√
Theorem 7.18. Let 𝑎𝑗 be a series in 𝐵, assume that 𝜌 = lim sup 𝑗
‖𝑎𝑗 ‖ < ∞ and put 𝑅 = 𝜌1 . Let
𝑗=0 𝑗→∞
𝑎, 𝑥 ∈ ℝ. Then
1. The series
∑
∞
𝑎𝑗 (𝑥 − 𝑎)𝑗
𝑗=0
converges absolutely if |𝑥 − 𝑎| < 𝑅, and it diverges if |𝑥 − 𝑎| > 𝑅 in case 𝑅 < ∞.

∑∞
2. Let 𝐼 = ℝ if 𝑅 = ∞ and 𝐼 = (𝑎 − 𝑅, 𝑎 + 𝑅) if 𝑅 ∈ ℝ. The series 𝑎𝑗 (𝑥 − 𝑎)𝑗 is differentiable for
𝑗=0
𝑥 ∈ 𝐼, and the derivative is represented by the absolutely convergent series
∑
∞
𝑗𝑎𝑗 (𝑥 − 𝑎)𝑗−1
𝑗=1
Proof. The proof of part 1 is similar to that of Theorem 5.12.

For the proof of part 2 define for 𝑥 ∈ 𝐼:
∑
∞
𝑓 (𝑥) = 𝑎𝑗 (𝑥 − 𝑎)𝑗 ,
𝑗=0
∑
∞
𝑔(𝑥) = 𝑗𝑎𝑗 (𝑥 − 𝑎)𝑗−1 .
𝑗=1
It is straightforward to show that

√ √ √ √ √
lim sup 𝑗
‖(𝑗 + 1)𝑎𝑗+1 ‖ = lim sup 𝑗 ‖𝑗𝑎𝑗 ‖ = lim 𝑗 ‖𝑗‖ lim sup 𝑗 ‖𝑎𝑗 ‖ = lim sup 𝑗 ‖𝑎𝑗 ‖ = 𝜌,
𝑗→∞ 𝑗→∞ 𝑗→∞ 𝑗→∞ 𝑗→∞
so that 𝑔 is an absolutely convergent series.

Now let 𝑥 ∈ 𝐼 and choose ℎ0 > 0 such that [𝑥−ℎ0 , 𝑥+ℎ0 ] ⊂ 𝐼. Then 𝑟 = max{|𝑥−ℎ0 −𝑎|, |𝑥+ℎ0 −𝑎|} <
𝑅. Let ℎ ∈ ℝ with 0 < |ℎ| < ℎ0 . Since 𝑓 (𝑥), 𝑓 (𝑥+ℎ) and 𝑔(𝑥) are represented by (absolutely) convergent
series, we have
∑
𝑘
[ ]
𝑓 (𝑥 + ℎ) − 𝑓 (𝑥) − 𝑔(𝑥)ℎ = lim 𝑎𝑗 (𝑥 + ℎ − 𝑎)𝑗 − (𝑥 − 𝑎)𝑗 − 𝑗(𝑥 − 𝑎)𝑗−1 ℎ
𝑘→∞
𝑗=1
∑
𝑘
[ ]
= lim 𝑎𝑗 (𝑥 + ℎ − 𝑎)𝑗 − (𝑥 − 𝑎)𝑗 − 𝑗(𝑥 − 𝑎)𝑗−1 ℎ .
𝑘→∞
𝑗=2
By the Mean Value Theorem, for each 𝑗 ≥ 2 there is ℎ𝑗 ∈ ℝ with 0 < |ℎ𝑗 | < |ℎ| such that
(𝑥 + ℎ − 𝑎)𝑗 − (𝑥 − 𝑎)𝑗 = 𝑗(𝑥 + ℎ𝑗 − 𝑎)𝑗−1 ℎ.
Another application of the MVT gives ̂

ℎ𝑗 ∈ ℝ with 0 < |̂
ℎ𝑗 | < |ℎ𝑗 | such that
[ ]
(𝑥 + ℎ − 𝑎)𝑗 − (𝑥 − 𝑎)𝑗 − 𝑗(𝑥 − 𝑎)𝑗−1 ℎ = 𝑗ℎ (𝑥 + ℎ𝑗 − 𝑎)𝑗−1 − (𝑥 − 𝑎)𝑗−1
= 𝑗(𝑗 − 1)ℎ(𝑥 + ̂
ℎ𝑗 − 𝑎)𝑗−2 ℎ𝑗 ,

lOMoARcPSD|4373785
so that
‖∑ ‖
‖ 𝑎 (𝑥 + ℎ − 𝑎)𝑗 − (𝑥 − 𝑎)𝑗 − 𝑗(𝑥 − 𝑎)𝑗−1 ℎ ‖ ≤
‖ 𝑘 [ ]‖ ∑ 𝑘
‖ 𝑗 ‖ 𝑗(𝑗 − 1)|ℎ| |ℎ𝑗 | |𝑥 + ̂

ℎ𝑗 − 𝑎|𝑗−2 ‖𝑎𝑗 ‖
‖ 𝑗=2 ‖ 𝑗=2
‖ ‖
≤ ℎ2
∑
𝑘
𝑗(𝑗 − 1)𝑟𝑗−2 ‖𝑎𝑗 ‖.
𝑗=2
With a reasoning as above, we have

√
lim sup 𝑗
𝑗(𝑗 − 1)𝑟𝑗−2 ‖𝑎𝑗 ‖ = 𝑟𝜌 < 1.
𝑗→∞
By the Root Test,

∑
∞
𝑐= 𝑗(𝑗 − 1)𝑟𝑗−2 ‖𝑎𝑗 ‖ < ∞,
𝑗=2
‖𝑓 (𝑥 + ℎ) − 𝑓 (𝑥) − 𝑔(𝑥)ℎ‖ ≤ ℎ2 𝑐,
and therefore
which proves that 𝑓 is differentiable at 𝑥 with
𝑓 ′ (𝑥) = 𝑔(𝑥).
Theorem 7.19. Let 𝐴 ∈ 𝑀𝑛 (𝔽 ). Then:

1. The matrix exponential
∑∞
1 𝑗
exp(𝐴) = 𝐴
𝑗=0
𝑗!
converges absolutely in 𝑀𝑛 (𝔽 ).
2. exp(𝐴) is invertible and (exp(𝐴))−1 = exp(−𝐴).
3. If 𝐴, 𝐶 ∈ 𝑀𝑛 (𝔽 ) commute, then
exp(𝐴 + 𝐶) = exp(𝐴) exp(𝐶).
4. 𝑥 → exp(𝐴𝑥) is differentiable on ℝ with

𝑑
exp(𝐴𝑥) = 𝐴 exp(𝐴𝑥) = exp(𝐴𝑥)𝐴.
𝑑𝑥
Proof. 1. We calculate
√ √ √
lim sup ‖ 𝐴 ‖ ≤ lim sup
‖
𝑗 ‖ 1
‖ 1 1
𝑗 ‖ 𝑗
‖𝐴‖ = ‖𝐴‖ lim sup 𝑗
𝑗
𝑗→∞ ‖ 𝑗! ‖ 𝑗→∞ 𝑗! 𝑗→∞ 𝑗!
𝑗! 1
= ‖𝐴‖ lim = ‖𝐴‖ lim = 0,
𝑗→∞ (𝑗 + 1)! 𝑗→∞ 𝑗 + 1
and exp(𝐴𝑥) converges for all 𝑥 ∈ ℝ by Theorem 7.18, 1.

4. The differentiability follows from Theorem 7.18, 2, with
𝑑 ∑ 𝑗 ∞
∑ 1
exp(𝐴𝑥) = 𝐴𝑗 𝑥𝑗−1 = 𝐴𝑗+1 𝑥𝑗
𝑑𝑥 𝑗=1
𝑗! 𝑗=0
𝑗!
∑∞
1 𝑗 𝑗
=𝐴 𝐴 𝑥 = 𝐴 exp(𝐴).
𝑗=0
𝑗!

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Similarly, (∞ )
𝑑 ∑ 1
exp(𝐴𝑥) = 𝐴𝑗 𝑥𝑗 𝐴 = exp(𝐴)𝐴.
𝑑𝑥 𝑗=0
𝑗!
2 and 3. A direct proof is quite cumbersome. Instead, we consider the matrix function
𝐹 (𝑥) = exp((𝐴 + 𝐶)𝑥) exp(−𝐶𝑥) exp(−𝐴𝑥)
and observe that exp(𝐴 + 𝐶), exp(𝐴) and exp(𝐶) commute with 𝐴 and 𝐶 since 𝐴 + 𝐶, 𝐴 and 𝐶 commute
with 𝐴 and 𝐶. The product rule for derivatives and commutativity lead to
𝐹 ′ (𝑥) = exp((𝐴 + 𝐶)𝑥)(𝐴 + 𝐶) exp(−𝐶𝑥) exp(−𝐴𝑥)

− exp((𝐴 + 𝐶)𝑥)𝐶 exp(−𝐶𝑥) exp(−𝐴𝑥) − exp((𝐴 + 𝐶)𝑥) exp(−𝐶𝑥)𝐴 exp(−𝐴𝑥) = 0.
𝑑
Since 𝐹 (0) = (exp(0))3 = 𝐼𝑛3 = 𝐼𝑛 , where 𝐼𝑛 is the 𝑛 × 𝑛 identity matrix, and since 𝐼 = 0, the
𝑑𝑥 𝑛
uniqueness part of Corollary 7.16 gives 𝐹 (𝑥) = 𝐼𝑛 for all 𝑥 ∈ ℝ.
Putting 𝐶 = 0 and 𝑥 = 1, we get
exp(𝐴) exp(−𝐴) = 𝐼𝑛 = exp(−𝐴) exp(𝐴),
which proves 2. Finally, with 2,
exp(𝐴 + 𝐶) = 𝐹 (1) exp(𝐴) exp(𝐶) = exp(𝐴) exp(𝐶).
How can one find exp(𝐴𝑥)? Recall from Linear Algebra that 𝜒(𝜆) = det(𝐴 − 𝜆𝐼𝑛 ) is the characteristic
function of 𝐴. Note that 𝜒 is a polynomial of degree 𝑛 with leading coefficient (−𝜆)𝑛 . In Complex
Analysis you will learn about the Fundamental Theorem of Algebra which says for this case that there
are 𝑛 complex numbers 𝜆1 , … , 𝜆𝑛 such that
∏
𝑛
𝜒(𝜆) = (𝜆𝑗 − 𝜆).
𝑗=1
Jordan’s canonical form, see Linear Algebra, says that the 𝜆𝑗 can be sorted into 𝑘 groups of equal number
𝜇1 , … , 𝜇𝑘 , i. e.,
∏ 𝑘
𝜒(𝜆) = (𝜇𝑗 − 𝜆)𝑝𝑗 ,
𝑗=1
such there is an invertible 𝑛 × 𝑛 matrix 𝑇 so that

( 𝑘 )
⨁
𝐴=𝑇 𝐷𝑗 𝑇 −1 ,
𝑗=1
where
𝐷𝑗 = 𝜇𝑗 𝐼𝑝𝑗 + 𝐽𝑝𝑗
and 𝐽𝜈 is the 𝜈 × 𝜈 matrix which has entries 1 just above the diagonal and 0 elsewhere. If we write, for
𝑙 ∈ ℕ, 𝐽𝜈𝑙 = (𝑚𝑟𝑠 )𝜈𝑟,𝑠=1 , then 𝑚𝑟𝑠 = 1 if 𝑠 − 𝑟 = 𝑙 and 𝑚𝑟𝑠 = 0 otherwise. In particular, 𝐽𝜈𝑙 = 0 if 𝑙 ≥ 𝜈.
Then ( 𝑘 )𝑚 ( 𝑘 )
⨁ ⨁
𝐴𝑚 = 𝑇 𝐷𝑗 𝑇 −1 = 𝑇 𝐷𝑗𝑚 𝑇 −1 ,
𝑗=1 𝑗=1

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which gives
( 𝑘 )
⨁
exp(𝐴𝑥) = 𝑇 exp(𝐷𝑗 𝑥) 𝑇 −1 .
𝑗=1
It remains to find exp(𝐷𝑗 𝑥). For convenience, we drop the index and observe
𝑚 ( )
∑ 𝑚 𝑚−𝑙 𝑙
𝑚
(𝜇𝐼𝜈 + 𝐽𝜈 ) = 𝜇 𝐽𝜈 .
𝑙=0
𝑙
Using ( )
1 𝑚 𝑚! 1
= = ,
𝑚! 𝑙 𝑚!𝑙!(𝑚 − 𝑙)! 𝑙!(𝑚 − 𝑙)!
it follows that
∑∞
1
exp(𝐷𝑥) = (𝜇𝐼𝜈 + 𝐽𝜈 )𝑚 𝑥𝑚
𝑚=0
𝑚!
𝑚 ( )
∑∞
1 ∑ 𝑚 𝑚−𝑙 𝑙 𝑚
= 𝜇 𝐽𝜈 𝑥
𝑚=0
𝑚! 𝑙=0 𝑙
( )
∑ ∑ 1 𝑚
𝜈−1 ∞
= 𝜇 𝑚−𝑙 𝐽𝜈𝑙 𝑥𝑚
𝑙=0 𝑚=𝑙
𝑚! 𝑙
∑
𝜈−1
1∑
∞
1
= 𝜇 𝑚−𝑙 𝐽𝜈𝑙 𝑥𝑚
𝑙=0
𝑙! 𝑚=𝑙
(𝑚 − 𝑙)!
∑
𝜈−1
1∑ 1
∞
= (𝜇𝑥)𝑘 𝐽𝜈𝑙 𝑥𝑙
𝑙=0
𝑙! 𝑘=0
𝑘!
∑
𝜈−1 𝑙
𝑥
= exp(𝜇𝑥)𝐽𝜈𝑙 .
𝑙=0
𝑙!
7.6 Solutions of Linear Differential Equations

In this section let 𝐼 be an interval, 𝑛 ∈ ℕ∗ , and 𝐹 ∈ 𝑀𝑛 (𝐶(𝐼)).
Definition 7.9. A matrix function 𝑌 ∈ 𝑀𝑛 (𝐶 1 (𝐼)) is called a fundamental matrix of 𝑦′ = 𝐹 𝑦 if 𝑦′ (𝑥) =

𝐹 (𝑥)𝑦(𝑥) and if 𝑌 (𝑥) is invertible for all 𝑥 ∈ 𝐼.
Proposition 7.20. 1. 𝑦′ = 𝐹 𝑦 has a fundamental matrix.

2. Let 𝑌 be a fundamental matrix of 𝑦′ = 𝐹 𝑦. Then 𝑍 ∈ 𝑀𝑛 (𝐶 1 (𝐼)) is a fundamental matrix of 𝑦′ = 𝐹 𝑦
if and only if there is an invertible 𝐶 ∈ 𝑀𝑛 (𝔽 ) such that 𝑍 = 𝑌 𝐶.
2
Proof. 1. Let 𝑐 ∈ 𝐼. Identifying 𝑀𝑛 (𝔽 ) with 𝔽 𝑛 , it follows from Corollary 7.14 that there is (a unique)
𝑌 ∈ 𝑀𝑛 (𝐶 1 (𝐼)) such that 𝑌 ′ = 𝐹 𝑌 and 𝑌 (𝑐) = 𝐼𝑛 , and there is 𝑍 ∈ 𝑀𝑛 (𝐶 1 (𝐼)) such that 𝑍 ′ = −𝐹 T 𝑍
and 𝑍(𝑐) = 𝐼𝑛 . Then
( T )′ ( )′
𝑍 𝑌 = − 𝑍 T 𝑌 + 𝑍 T𝑌 ′
= −𝑍 T 𝐹 𝑌 + 𝑍 T 𝐹 𝑌 = 0

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shows that 𝑍 T 𝑌 is constant. So we have

𝑍(𝑥)T 𝑌 (𝑥) = 𝑍(𝑐)T 𝑌 (𝑐) = 𝐼𝑛 ,
which implies that 𝑌 (𝑥) is invertible for all 𝑥 ∈ 𝐼.
2. If 𝑍 = 𝑌 𝐶, then 𝑍(𝑥) = 𝑌 (𝑥)𝐶 is the product of invertible matrices and hence invertible for all
𝑥 ∈ 𝐼, and
𝑍 ′ = (𝑌 𝐶)′ = 𝑌 ′ 𝐶 = 𝐹 𝑌 𝐶 = 𝐹 𝑍
shows that 𝑍 is a fundamental matrix of 𝑦′ = 𝐹 𝑦.
Conversely, if 𝑍 is a fundamental matrix of 𝑦′ = 𝐹 𝑦, then 𝑍(𝑥) is invertible for all 𝑥 ∈ 𝐼, and
(𝑌 −1 𝑍)′ = −𝑌 −1 𝑌 ′ 𝑌 −1 𝑍 + 𝑌 −1 𝑍 ′
= −𝑌 −1 𝐹 𝑌 𝑌 −1 𝑍 + 𝑌 −1 𝐹 𝑍 = 0,
which implies that 𝑌 −1 𝑍 is constant. So there is 𝐶 ∈ 𝑀𝑛 (𝔽 ) such that 𝑌 (𝑥)−1 𝑍(𝑥) = 𝐶 for all 𝑥 ∈ 𝐼.
In particular, 𝐶 is invertible since 𝑌 (𝑥)−1 and 𝑍(𝑥) are invertible. Finally, multiplying by 𝑌 (𝑥) from the
left, we get 𝑍(𝑥) = 𝑌 (𝑥)𝐶.
Theorem 7.21. Assume that 𝐹 (𝑥) = 𝐹 (𝑦) for all 𝑥, 𝑦 ∈ 𝐼. Let 𝑐 ∈ 𝐼 and define
⎛ 𝑥 ⎞
⎜∫
𝑌 (𝑥) = exp ⎜ 𝐹 (𝑡) 𝑑𝑡⎟ .
⎟
⎝𝑐 ⎠
Then 𝑌 is a fundamental matrix of 𝑦′ = 𝐹 𝑦.
Proof. 𝑌 (𝑐) = exp(0) = 𝐼𝑛 is invertible. Since 𝐹 (𝑥) commutes with 𝐹 (𝑡) for all 𝑥, 𝑡 ∈ 𝐼, it follows that
𝑗 𝑗−1
⎡⎛ 𝑥 ⎞ ⎤ ⎛ 𝑥 ⎞
𝑑𝑥 ⎢⎜∫ ⎜∫
𝑑 ⎢⎜
𝐹 (𝑡) 𝑑𝑡⎟ ⎥ = 𝑗𝐹 (𝑥) ⎜ 𝐹 (𝑡) 𝑑𝑡⎟ ,
⎟ ⎥ ⎟
⎣⎝ 𝑐 ⎠ ⎦ ⎝𝑐 ⎠
so that
𝑗
⎛ 𝑥 ⎞
𝑑 ∑ 1 ⎜
∞
𝑑𝑥 𝑗=0 𝑗! ⎜∫
′
𝑌 (𝑥) = 𝐹 (𝑡) 𝑑𝑡⎟
⎟
⎝𝑐 ⎠
𝑗
∑∞ ⎡⎛ 𝑥 ⎞ ⎤
𝑗! 𝑑𝑥 ⎢⎜∫
1 𝑑 ⎢⎜
= 𝐹 (𝑡) 𝑑𝑡⎟ ⎥
⎟ ⎥
𝑗=0 ⎣⎝ 𝑐 ⎠ ⎦
𝑗−1
∑∞ ⎛ 𝑥 ⎞
𝑗
⎜∫
= 𝐹 (𝑥) ⎜ 𝐹 (𝑡) 𝑑𝑡⎟
𝑗! ⎟
𝑗=1 ⎝𝑐 ⎠
⎛ 𝑥 ⎞
⎜∫
= 𝐹 (𝑥) exp ⎜ 𝐹 (𝑡) 𝑑𝑡⎟
⎟
⎝𝑐 ⎠
= 𝐹 (𝑥)𝑌 (𝑥).
Theorem 7.22. Let 𝑌 be a fundamental matrix of 𝑦′ = 𝐹 𝑦, 𝑓 ∈ 𝐶(𝐼, 𝔽 𝑛 ), 𝑐 ∈ 𝐼 and 𝑑 ∈ 𝔽 𝑛 . Then the
unique solution of the initial value problem 𝑦′ = 𝐹 𝑦 + 𝑓 , 𝑦(𝑐) = 𝑑 is
𝑥
∫
−1
𝑦(𝑥) = 𝑌 (𝑥)𝑌 (𝑐)𝑑 + 𝑌 (𝑥) 𝑌 −1 (𝑡)𝑓 (𝑡) 𝑑𝑡.
𝑐

lOMoARcPSD|4373785
Proof. We could simply substitute 𝑦 into the differential equation. However, we give a constructive proof,
the so-called method of variation of the constants. It is easy to see that any solution of the homogeneous
equation is 𝑦(𝑥) = 𝑌 (𝑥)𝑧 with 𝑧 ∈ 𝔽 𝑛 . (we are not going to prove this separately because it is a special
case of this theorem and therefore follows anyway). Now replace the constant vector 𝑧 by a vector
function on 𝐼, i. e., 𝑦(𝑥) = 𝑌 (𝑥)𝑧(𝑥), where 𝑧 is the solution of the initial value problem.
Hence the proof goes as follows. From Corollary 7.14 we know that the initial value problem has a
unique solution 𝑦 ∈ 𝐶 1 (𝐼, 𝔽 𝑛 ). Define 𝑧 = 𝑌 −1 𝑦. Then
𝑦′ (𝑥) = 𝑌 ′ (𝑥)𝑧(𝑥) + 𝑌 (𝑥)𝑧′ (𝑥)
= 𝐹 (𝑥)𝑌 (𝑥)𝑧(𝑥) + 𝑌 (𝑥)𝑧′ (𝑥),
so that
𝑧′ (𝑥) = 𝑌 −1 (𝑥)𝑌 (𝑥)𝑧′ (𝑥)
= 𝑌 −1 (𝑥)[𝑦′ (𝑥) − 𝐹 (𝑥)𝑦(𝑥)]
= 𝑌 −1 (𝑥)𝑓 (𝑥).
Since
𝑧(𝑐) = 𝑌 −1 (𝑐)𝑦(𝑐) = 𝑌 −1 (𝑐)𝑑,
it follows that
𝑥
∫
𝑧(𝑥) = 𝑌 −1 (𝑡)𝑓 (𝑡) 𝑑𝑡 + 𝑌 −1 (𝑐)𝑑.
𝑐
Multiplication by 𝑌 (𝑥) completes the proof.
Note. 1. If 𝑛 > 1 and 𝐹 is not constant, then, in general, there is no closed form formula for the
fundamental matrix.
2. With the procedure outlined before Corollary 7.15, the results of this section also apply to linear 𝑛-
th order differential equations. In particular, the elements of the first row of a fundamental matrix are
called a fundamental system, say 𝑦1 , … , 𝑦𝑛 of the 𝑛-th order differential equation, and any solution of
the homogeneous 𝑛-th order equation is a linear combination of the fundamental system.
Conversely, if 𝑦1 , … , 𝑦𝑛 is a fundamental system of the 𝑛-th order differential equation, then
( )𝑛
𝑌 = 𝑦(𝑖−1)
𝑗 𝑖,𝑗=1
is a fundamental matrix of the corresponding first order system.

3. In principle, if we consider an 𝑛-th order differential equation with constant coefficients
∑
𝑛−1
𝑦(𝑛) = 𝑎𝑗 𝑦(𝑗) ,
𝑗=0
one can use Jordan’s canonical form to find a fundamental system. However, this is very cumbersome.
One can proceed as follows: Consider the characteristic polynomial
∑
𝑛−1
𝜇𝑛 − 𝑎𝑗 𝜇𝑗
𝑗=0
and find its distinct (complex) zeros, say 𝜇1 , … , 𝜇𝑘 , with multiplicities 𝑝1 , … , 𝑝𝑘 . Then the 𝑛 functions
𝑥𝑙 𝑒𝜇𝑗 𝑥 , 𝑗 = 1 … , 𝑘, 𝑙 = 0, … , 𝑝𝑗 − 1
form a fundamental system of the 𝑛-th order linear differential equations.

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Study giude - Lecture notes 32

Introductory Analysis (University of the Witwatersrand, Johannesburg)

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1 The Real Number System 1

3 Limits and Continuity of Functions 23

7 Introduction to Metric Spaces 67

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ii Introductory Analysis 2018 Study Guide MATH2022

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MATH2022 Introductory Analysis 2018 Study Guide iii

• state the axioms of the real numbers

• state and explain definitions given in this course

• distinguish between axioms and definitions

• state and identify theorems given in this course

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iv Introductory Analysis 2018 Study Guide MATH2022

• prove theorems from this course

• find examples and counter-examples to illustrate concepts

• solve theoretical problems as in tutorial examples

• describe and explain the hierarchical build up of the subject

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The Real Number System

1.1 Definition and Properties of Real Numbers

(A1) Associative Law: 𝑎 + (𝑏 + 𝑐) = (𝑎 + 𝑏) + 𝑐 for all 𝑎, 𝑏, 𝑐 ∈ ℝ.

Notation. For 𝑎, 𝑏 ∈ ℝ one writes 𝑎 − 𝑏 ∶= 𝑎 + (−𝑏).

Theorem 1.1 (Basic group properties).

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2 Introductory Analysis 2018 Study Guide MATH2022

(c) First we show that 𝑥 = 𝑏 − 𝑎 is a solution. So let 𝑥 = 𝑏 − 𝑎.

To show that the solution is unique let 𝑥 ∈ ℝ such that 𝑎 + 𝑥 = 𝑏.

𝑥 = 𝑥 + 0 = 𝑥 + (𝑎 + (−𝑎)) by (A3), (A4)

This shows that the solution is unique.

(M1) Associative Law: 𝑎(𝑏𝑐) = (𝑎𝑏)𝑐 for all 𝑎, 𝑏, 𝑐 ∈ ℝ.

(M2) Commutative Law: 𝑎𝑏 = 𝑏𝑎 for all 𝑎, 𝑏 ∈ ℝ.

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MATH2022 Introductory Analysis 2018 Study Guide 3

D. The distributive law axiom

(D) Distributive Law: 𝑎(𝑏 + 𝑐) = 𝑎𝑏 + 𝑎𝑐 for all 𝑎, 𝑏, 𝑐 ∈ ℝ.

Theorem 1.2 (Basic field properties: Distributive laws).

Proof. (a) By (M2) and (D),

(𝑎 + 𝑏)𝑐 = 𝑐(𝑎 + 𝑏) = 𝑐𝑎 + 𝑐𝑏 = 𝑎𝑐 + 𝑏𝑐.

(b) By (A3) and (D),

𝑎 = 𝑎 ⋅ 1 = 𝑎(𝑏𝑏−1 ) = (𝑎𝑏)𝑏−1 = 0 ⋅ 𝑏−1 = 0

by (M3), (M4), (M1), (M2) and (b).

(−𝑎)(−𝑏) = −[𝑎(−𝑏)] = −[(−𝑏)𝑎] = −[−𝑏𝑎] = 𝑏𝑎 = 𝑎𝑏.

Theorem 1.3 (Basic field properties: multiplication).

(b) For all 𝑎 ∈ ℝ with 𝑎 ≠ 0, the number 𝑎−1 is unique.

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4 Introductory Analysis 2018 Study Guide MATH2022

(O2) If 𝑎 > 0 and 𝑏 > 0, then 𝑎 + 𝑏 > 0.

(O3) If 𝑎 > 0 and 𝑏 > 0, then 𝑎𝑏 > 0.

3. We will define general powers later. Below we use the notation 𝑎2 = 𝑎 ⋅ 𝑎.

Theorem 1.4 (Basic order properties). Let 𝑎, 𝑏, 𝑐, 𝑑 ∈ ℝ. Then

𝑎<0⇔0>𝑎 by definition of <

(b), (h), (i), (j), (k) In class. (c)–(g): See tutorials.

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MATH2022 Introductory Analysis 2018 Study Guide 5

Tutorial 1.1.2. 1. Prove Theorem 1.4, (c)–(g).