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Workbook
Note to Students (Please Read): This workbook contains examples and exercises
that will be referred to regularly during class. Please purchase or print out the rest of the workbook
before our next class and bring it to class with you every day.
Table of Contents
Introductory Material
Sample Proofs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
Proof Writing Standards . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
Chapter 0
Sections 0.1& 0.2 Sets, Relations, and Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
Section 0.3 Mathematical Induction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
Section 0.4 Equivalent and Countable Sets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
Section 0.5 The Real Numbers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24
Chapter 1
Section 1.1 Sequence Convergence . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28
Section 1.2 Cauchy Sequences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
Section 1.3 Arithmetic Operations on Sequences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42
Section 1.4 Subsequences and Monotone Sequences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 46
Chapter 2
Section 2.1 Limits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 53
Section 2.2 Limits of Functions and Sequences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 60
Section 2.3 The Algebra of Limits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 65
Chapter 3
Section 3.1 Continuity of a Function at a Point . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 70
Section 3.2 Algebra of Continuous Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 74
Section 3.3 Uniform Continuity and Compactness . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 77
Section 3.4 Properties of Continuous Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 87
Chapter 4
Section 4.1 The Derivative of a Function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 92
Section 4.2 The Algebra of Derivatives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 97
Section 4.3 Rolles Theorem and the Mean Value Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 101
Chapter 5
Section 5.1 The Riemann Integral . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 108
Section 5.2 Classes of Integrable Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 115
Section 5.3 & 5.4 Riemann Sums and the Fundamental Theorem of Calculus . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 119
Real Analysis 3
Sample Proofs
Directions. Below, you are given 3 theorems, all of which are true; and four proofs, all of which are valid. Your
job is to match the appropriate proof(s) to each theorem. More than one answer may be correct, so try to find all
correct answers. Also comment on what method of proof is being used (i.e. direct, indirect, etc.)
Theorem III. Let n be an integer. The integer n is odd if and only if 3n + 2 is odd.
Proof 1. Let n be an integer, and assume that n is not odd. Then n is even, so there exists an
integer k such that n = 2k. We therefore have
Proof 2. Assume that n is an odd integer. Then there exists an integer k such that n = 2k + 1.
Thus, we have
3n + 2 = 3(2k + 1) + 2 = 6k + 5 = 2(3k + 2) + 1.
Therefore, since 3k + 2 is an integer, it follows that 3n + 2 is an odd integer.
Proof 3. Let n be an integer, and assume that 3n + 2 is not odd. Then 3n + 2 is even, so there
exists an integer k such that 3n + 2 = 2k. We therefore have
3n = 2k 2 = 2(k 1).
Thus, 2 is a prime factor of the integer 3n, and since 2 is not a factor of 3, 2 must be a factor
of n. Thus, there exists an integer m such that n = 2m, and it follows that n is even.
Therefore, n is not odd.
Proof 4. Let n be an integer, and assume that 3n + 2 is odd. We wish to show that n is odd, so
suppose by way of contradiction that n is not odd. Then n is even, so there exists an integer k
such that n = 2k. We therefore have
Why Do We Prove?
After reading the proofs on the previous page, you might be wondering why we bother to prove such obvious
statements as those on the previous page. You might also wonder over the course of the semester why I am so picky
about the details in your proofs, especially those that seem geometrically obvious to you. One reason is that, in
mathematics, there are lots of statements that sound plausible, even obvious, and yet turn out to be false; the only
way to convince the world that such statements are false is by constructing a careful, rigorous proof of this fact. As
an example, consider the following statements, EACH OF WHICH CAN BE PROVEN FALSE when made
mathematically precise in a natural way.
Statement Comment
If you take a convergent infinite series and rear- False! If a series is conditionally convergent, one
range the order of the terms, the sum of the series can change the value of the sum by rearranging
must stay the same. the order of terms. One can even make the series
diverge by changing the order of the terms.
The set of rational numbers is bigger than the set False! The set of integers and the set of rational
of integers. numbers are exactly the same size. Well prove
that later this semester.
If you start with the interval [0, 1] and remove in- False! In fact, it is possible to remove intervals
tervals whose lengths add up to 1, there will be no from [0, 1] whose lengths add up to 1 in such a
points left. way that there are infinitely (even uncountably!)
many points remaining.
Every function f : R R that is continuous False! There exist functions that are continuous
everywhere must be differentiable almost every- everywhere but nowhere differentiable. You cant
where. graph them, and its difficult to picture them, but
you can prove that they exist!
Real Analysis 5
Comments on Proofs
Introduction.
Just what is a proof, anyway? This is a hard question to answer, in general, since it depends on your level of
experience and on the expectations of those reading your proofs. In this course, our proofs will start out simple,
even obvious in some cases, with the goal being to write a convincing proof without logical gaps. Later on, the
results we prove will be more complicated and you will have progressed in your sophistication to the point where
you can say clearly more often without losing credit for not showing all of the details. Lets start, then, with the
all-important question:
What can I assume without proof, and what do I need to actually show? While this is a
difficult question to answer in general, here are some guidelines:
1. You may assume basic arithmetic facts (involving addition, subtraction, multiplication, and division) when
doing calculations in proofs that involve real numbers. In particular, any of the 12 axioms in Section 0.5, as
well as Theorems 0.19, 0.20, and 0.21 may be used without citation at any time in your proofs. For example,
lets say that you know that 3 2n > 7. It would be perfectly valid for the following sequence of arguments to
appear in your proof:
3 2n > 7 = 2n > 4 = n < 2.
Though various axioms of the real numbers and basic theorems are being used to get from one step to
another, no citations of the specific axioms or theorems are necessary. Just show enough intermediate steps so
that your logic is clear.
2. You may use any theorems from our text, results of homework problems from our text, or results given in
class as justification for conclusions made in your proofs, as long as they appear sequentially before the
particular problem you are doing, and as long as the directions of the problem dont rule out the use of a
particular result you are using. If you do make use of various theorems, exercises, or facts from class, they
should be appropriately cited, unless theyre excluded by point number 1 above.
3. In general, results of homework problems and theorems from other texts MAY NOT be used in your proofs.
If you find yourself in a situation that you feel might warrant an exception to this general rule, feel free to
discuss it with me.
4. When in doubt about whether or not to include a detail, its best to include it!
5. Finally, remember that if youre ever in doubt as to whether or not something can be assumed or needs to be
shown, please feel fee to ask me.
Other Points. Here are a few general things Ill be looking for in your proofs:
Your proofs should contain mostly words and should read in complete sentences. Using accepted
mathematical notation and symbols is okay, but it shouldnt be so excessive that it interrupts the flow of the
proof.
When you cite a theorem as part of your proof, it is your obligation to verify that the hypotheses of the
theorem are satisfied as part of your proof.
Keep in mind that logical correctness is not the only issue in judging how good a proof is; the quality of the
communication is also crucial. For example, if a proof is complicated and convoluted to the point that it
takes your reader a calendar year to figure out that it is valid, then its not a very good proof!
In order for your proof to be clear, it is important to put the supporting facts for a claim at the appropriate
places in the proof so it is clear to the reader which fact justifies which claim. Hopefully the following
discussion will clarify what I mean:
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Critique of Proof: All of the statements made in the above proof are true, but the proof is
atrociously written because it is totally unclear how the hypotheses in the first sentence are used to
justify the claims made in the last two sentences. Consider the following improvement of Proof 1:
Proof 2. Assume that g f is bijective, and suppose that f (x) = f (y). Then
g(f (x)) = g(f (y)). But g f is bijective, which means that it is also one-to-one,
and it therefore follows that x = y. Thus, f is one to one.
Now, choose any c C. Again, since g f is bijective, g f must be onto, which
means that there exists a A such that g(f (a)) = c. Let b = f (a) B. Then g(b) = c,
which means that g is onto.
Critique of Proof: Much better! The main difference here is that the second proof WAITS to
state what the hypothesis g f is bijective means until this assumption is needed. This causes
the writer to have to state twice that g f is bijective, but SO WHAT!!! The second proof, though
longer, is valid and clear while the first one is of no value whatsoever.
Finally, when you make a claim or come to a conclusion in a proof, it should be completely justified in terms
of definitions we know, theorems weve covered, or axioms that were accepting as true, without jumping
to unjustified conclusions.
Real Analysis 7
The last point above is a complicated one, since it is sometimes difficult to tell when you are jumping to
conclusions. To help you out, here are a couple of examples. Lets start with the following definitions and then try
to prove the theorem that follows them.
Here are some examples of sample proofs of this statement. Some are better than others. Point out
any weaknesses you notice in these proofs.
Proof 1. Consider the odd integers 3 and 7. Then 3 + 7 = 10, which is even. Since this logic
works for any odd integers, the sum of any two odd integers is always even.
Proof 2. Let m and n be any odd integers. Since m and n are both odd, m = p + 1, where p is
even, and n = q + 1, where q is even. Therefore, m + n = p + q + 1 + 1 = p + q + 2. Since p and q are
both even, p + q + 2 must also be even.
Proof 3. Let m and n be any odd integers. Since m and n are both odd, there exists integers p
and q such that m = 2p + 1 and n = 2q + 1. Thus, we have m + n = (2p + 1) + (2q + 1) = 2p + 2q + 2, which
is clearly divisible by 2. Thus, m + n is even.
Proof 4. Let m and n be any odd integers. Since m and n are both odd, there exists integers p
and q such that m = 2p + 1 and n = 2q + 1. Thus, we have m + n = (2p + 1) + (2q + 1) = 2(p + q + 1). Since
p + q + 1 is an integer, it follows that m + n is even.
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[a, b] =
(a, b) =
The union (A B) and intersection (A B) of the sets A and B are defined below:
A B = {x : x A or x B} A B = {x : x A and x B}
B\A = {x : x B and x 6 A}
Examples.
Real Analysis 9
\
A = {x : x A for all }
[
A = {x : x A for some }
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Example. Calculate each of the following.
\
(b) [0, ]
{1,2,3}
[
(c) [0, ]
{1,2,3}
\
(b) (n, n)
nJ
[
(c) (n, n)
nJ
Real Analysis 11
\
3. (a) { 1, + 1}
{2,4,6}
[
(b) { 1, + 1}
{2,4,6}
\
1 1
4. ,
n=1
n n
[
5. {x}
xQ
6. For each n J, let An = , n1 n1 , .
[
(a) An
n=1
\
(b) An
n=1
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Definition. A function from A to B is a subset of A B with the property that for every element a A,
there is exactly one b B such that (a, b) f. The set A is called the domain of f, and B is called the
codomain of f. We write f : A B.
Definition. Let f : A B.
1. We say that f is one-to-one or injective if f (x) = f (y) always implies that x = y.
2. We say that f maps A onto B if im(f ) = B; i.e., if for every b B, there exists a A such that
f (a) = b.
Example. For each of the following functions, illustrate f and its converse, g.
(a) f : R R defined by f (x) = 2x + 5
Then g is a function iff f is one-to-one. If g is a function, g is called the inverse of f and we write
g(x) = f 1 (x).
Exercises
1. Let f : {1, 2, 3, 4} {1, 2, 3, 4, 5} be the function described by the diagram below. Calculate each of the
following.
(a) f ({1, 2}) =
1 1
(b) f ({1, 3}) =
2
2
(c) f 1 ({1, 4}) = 3
1
(d) f ({2, 3}) = 3
4
1
(e) f ({2, 5}) = 4 5
Second Principle of Mathematical Induction (Strong Induction). Let P (n) represent a proposition
depending on n, and let m be a positive integer. If
1. P (1), P (2), . . . , P (m) are all true, and
2. for all integers k m, the truth of the statements P (1), P (2), . . . , P (k) implies the truth of P (k + 1),
then P (n) is true for all n J.
Real Analysis 17
Investigation. For which of the following pairs of sets below is it possible to define a one-to-one function
f : A B? an onto function f : A B?
A B A B
1 1 1 1
2 2
2 2
3 3
3 4 4 3
A B A B
1 1 1
2 1 2 2
3
3 3
A 1 1 B A 1 B
1
2 2
2
3 3
2
3
4 4
A B A B
1 1 1
1 2 2 2
3
3 3
2 4
4 4
5
Exercise. Let A and B be finite sets. Use the results of your investigation above to correctly complete each of
the 3 theorems below with one of the statements shown:
Definition 1. Let A and B be any sets. We say that A is equivalent to B if there exists a function
f : A B such that f is both one-to-one and onto. If A is equivalent to B, we write A B.
Definition 2.
1. S is finite means either S = or S {1, 2, 3, . . . , n} .
2. S is infinite means S is not finite.
3. S is countably infinite means .
4. S is countable means that either S is or .
5. S is uncountable means that S is not countable.
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Example 2. Is Z countable? Justify your answer.
Fact 6. R is uncountable.
3. A real number x is called the least upper bound or supremum of S if both of the following are true:
(a) x is an upper bound of S.
(b) x all upper bounds of S
In this case, we write .
4. A real number y is called the greatest lower bound or infimum of S if both of the following are true:
(a) y is a lower bound of S.
(b) y all lower bounds of S
In this case, we write .
Example.
Definition. We say that a set S R is bounded if there exist real numbers m and M such that m x M
for all x S. In other words, S is bounded if there exists an upper bound and a lower bound for S.
[0, 2]
(0, 2)
(, 0)
1
n :nJ
x R : x2 2
x Q : x2 2
\
1 1
,
n=1
n n
Question for you to ponder: What is the difference between a maximum and a supremum? What is the
difference between a minimum and an infimum?
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Example 1. (Taken from Gaughan) If x = sup S, show that for each > 0, there is a S such that x < a x.
1
Example 2. Prove that 0 = inf S, where S = n :nJ .
Real Analysis 27
Definition. A sequence is a function f with domain J. We generally denote the terms in the sequence;
that is, f (1), f (2), f (3), . . . , by writing an instead of f (n). We can then denote the sequence as follows:
{an }
n=1 = a1 , a2 , a3 , a4 , a5 , . . . .
Example 1. Two common ways of representing a sequence are using a graph and a number line. Find a formula
for the sequence {an }n=1 represented by the graph and the number line below.
an
1
n
1 2 3 4 5 6 7 8 9
0 1
a4 a3 a2 a1
Example 2. Use a number line and a graph to illustrate the behavior of the sequence {(1)n }
n=1 .
Real Analysis 29
Sequence Convergence
Preliminary Exploration. Below are some informal ways of describing the concept of sequence convergence
that you might remember from Calculus 1. While these statements are nice and simple, they are also quite vague,
and therefore inadequate for our purposes in Math 340.
Definition A: We say that a sequence {an }n=1 converges to the number A if an approaches A as n gets large.
Definition B: We say that a sequence {an }n=1 converges to the number A if an can be made arbitrarily close
to A by taking n large enough.
(I) Discuss the convergence of the sequence {an }n=1 = n1 n=1
in the context of Definitions A and B above. Note any 0 1
ambiguities or shortcomings that you notice. a4 a3 a2 a1
n o
(1)n
(II) Repeat part (I) for {bn }
n=1 = (1)n + n . -2 -1 0 1 2
n=1
b1 b3 b4 b2
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an
Definition. We say that a sequence {an }
n=1 con-
verges to a number A if, for every > 0, there exists
a positive integer N such that for every n N, we
have |an A| < .
A
n
12+6n
Preliminary Example. Let an = n , and let A = 6. Use the graphs of {an }n=1 below to guess a value of
N J for which
nN = |an A| < .
0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19
12 12
11 11
10 10
9 9
8 8
7 7
6 6
=3 5 5
4 4
3 3
2 2
1 1
0
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20
0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19
12 12
11 11
10 10
9 9
8 8
7 7
=2 6 6
5 5
4 4
3 3
2 2
1 1
0
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20
Real Analysis 31
2. (Taken from Gaughan) Suppose {an }n=1 converges to A and {bn }n=1 converges to A, and that an cn bn
for all n J. Prove that {cn }n=1 converges to A.
A+
A
A
5 10 15
Real Analysis 33
3. Prove Theorem 1.2, which says that every convergent sequence is bounded.
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4. Let {an }n=1 converge to A and {bn }n=1 converge to B. If an bn for all n J, prove that A B. Does the
result still hold if we replace both signs with < signs? Justify your answer.
Real Analysis 35
Section 1.2 Cauchy Sequences
Definition. A set N R is called a neighborhood of a real number x iff N contains an interval of positive
length centered at x, that is, iff there is > 0 such that (x , x + ) N.
Definition. Let S R. A real number A is called an accumulation point of S iff every neighborhood of A
contains infinitely many points of S.
1
Example 1. Let S1 = n : n J . Answer the following questions. You NEED NOT prove your answers.
(a) Is 0 an accumulation point of S1 ?
0 1 1 1 2 5 1 0 1 1 1 2 5 1 0 1 1 1 2 5 1
6 3 2 3 6 6 3 2 3 6 6 3 2 3 6
0 1 1 1 2 5 1 0 1 1 1 2 5 1 0 1 1 1 2 5 1
6 3 2 3 6 6 3 2 3 6 6 3 2 3 6
Real Analysis 37
Example 2. Let S2 = (0, 1]. Answer the following questions. You NEED NOT prove your answers.
(a) Is 0 an accumulation point of S2 ?
0 1 1 1 2 5 1 0 1 1 1 2 5 1 0 1 1 1 2 5 1
6 3 2 3 6 6 3 2 3 6 6 3 2 3 6
0 1 1 1 2 5 1 0 1 1 1 2 5 1 0 1 1 1 2 5 1
6 3 2 3 6 6 3 2 3 6 6 3 2 3 6
0 1 1 1 2 5 1 0 1 1 1 2 5 1 0 1 1 1 2 5 1
6 3 2 3 6 6 3 2 3 6 6 3 2 3 6
Case 1. There are only finitely many distinct values among the terms of {an }
n=1 .
an
n
N
Real Analysis 39
Case 2. There are infinitely many distinct values among the terms of {an }
n=1 .
an
A+
n
N n0
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Exercises.
1. For each of the following subsets S of R, either list the accumulation points of S (if there are finitely many) or
describe the entire set of accumulation points if there are infinitely many.
(a) S = 2 + n3 : n J
(b) S = (0, 1)
(c) S = {1, 2, 4}
(d) S = {(1)n : n J}
2. Does there exist an example of an infinite subset of R that has no accumulation points? If so, find one.
Real Analysis 41
3. A finite range sequence is a sequence that takes on only finitely many values.
(a) Explain why each of the following finite range sequences is not Cauchy.
(i) 1, 1, 1, 1, 1, 1, . . . (ii) 1, 2, 4, 1, 2, 4, 1, 2, 4, . . . (iii) 1, 3, 4, 5, 1, 3, 4, 5, 1, 3, 4, 5, . . .
(b) Under what circumstances can a sequence be Cauchy and finite range at the same time? Justify your
answer.
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Theorem1.11
. If {an }n=1 converges to A and {bn }n=1 converges to B with B 6= 0 and bn 6= 0 for all
an A
n J, then converges to .
bn n=1 B
(b) Show that {an }n=1 converges to A.
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Example 2. Examine the convergence of the following.
n2 + 5n sin n
(a) (b)
3n2 2 n=1 n n=1
Real Analysis 45
Theorem.
sin n
Example 3. Prove that converges to 0.
n n=1
an
n
5 10 15
1
Example 1. Consider the subsequences of n n=1 that you listed in the Preliminary Example above. Rewrite
each of these subsequences using the {ank }k=1 notation.
Real Analysis 47
n n
o
(1)
Example 2. Consider the sequences n , {(1)n }n=1 , and {2n }n=1 . List several subsequences of each
n=1
sequence, if possible, choosing at least one subsequence that is convergent. Do you notice any relationship between
the convergence of a sequence and the convergence of its subsequences?
n
5 10 15
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Example 4. Is the sequence 1, 1.1, 1.101, 1.101001, 1.1010010001, 1.101001000100001, . . . monotone? Do you
think it converges?
bn+1 = b bn > b 0 = 0,
and we therefore conclude that bn+1 > 0. Thus, it follows by induction that bn > 0 for all n J.
This proves that {bn }n=1 is bounded below by 0. Next, note that for any n J, we have
bn bn+1 = bn (1 b)
0, (because bn > 0 and 1 b > 0)
so bn+1 bn , and we conclude that {bn }n=1 is decreasing. Therefore, by Theorem 1.16, {bn }n=1
converges to some real number which we will call L.
Now, since {bn }n=1
converges to L, we know that all of its
subsequences
converge to L. In
particular, b2n n=1 converges to L. But b2n = bn bn , so b2n n=1 also converges to L2 by Theorem
1.9. However, since limits of sequences are unique (Theorem 1.1), we must have
L2 = L = L2 L = 0 = L = 0 or L = 1.
Hence, {bn }n=1 converges to either 0 or 1. We claim that, in fact, {bn }n=1 converges to 0. To see
that this is the case, note first that {bn }n=1 is decreasing, so we have
Exercise. For each box in the array below, try to find an example of a sequence that has both of the
corresponding properties. If you think that no such example exists, indicate this.
Bounded Not Bounded Convergent Not Conver- Has a con- Does not
gent vergent sub- have a con-
sequence vergent
subsequence
Bounded
Not Bounded
Convergent
Not Convergent
Has a conver-
gent subse-
quence
x0 x
2x2 5x + 2
Preliminary Example. Define f : (, 2) (2, ) R by f (x) = , and let L = 3. Use
x2
the graphs below to guess a value of > 0 for which
0 < |x 2| < = |f (x) L| < .
Given
Graph Choice of
y
8
7
6
5
4
=4 3
2
1
x
-1 1 2 3 4
-1
-2
y
8
7
6
5
=2 4
3
2
1
x
-1 1 2 3 4
-1
-2
y
8
7
6
5
=1 4
3
2
1
x
-1 1 2 3 4
-1
-2
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Exercise. For each of the following functions f, sketch an interval (x0 , x0 + ) on the x-axis such that
|f (x) L| < for all x satisfying 0 < |x x0 | < . If this is not possible, so state.
L+ L+
L L
L L
x0 x0
L+ L+
L L
L L
x0 x0
L+ L+
L L
L L
x0 x0
Real Analysis 55
2x2 5x + 2
Example 1. Prove that lim = 3.
x2 x2
3
4
1
2
(b) Calculate f ( 2/2).
1
4
x
1 1 3
(c) Make a systematic list of reduced rational numbers in [0, 1] 4 2 4
(d) Let x0 = 1/4. Find and draw in a deleted neighborhood N1 = (x0 1 , x0 + 1 )\ {x0 } such that
x N1 = |f (x)| < 1/2.
(e) Again, let x0 = 1/4. Find and draw in a deleted neighborhood N2 = (x0 2 , x0 + 2 )\ {x0 } such that
x N2 = |f (x)| < 1/3.
(f) Again, let x0 = 1/4. Find a deleted neighborhood N3 = (x0 3 , x0 + 3 )\ {x0 } such that
x N3 = |f (x)| < 1/4.
Real Analysis 59
3
4
1
2
1
4
x
1 1 3
4 2 4
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x
x0 x5 x 4 x3 x2 x1
Proof.
Real Analysis 61
c
Notes on Theorem 2.1:
c
1. Theorem 2.1 in the textbook is a somewhat altered version of Theorem 2.1.
2. Since a sequence converges iff it is Cauchy, we can replace {f (xn )}n=1 converges to L with
{f (xn )}n=1 is Cauchy (see Theorem 2.2).
3. This Theorem allows us to translate much of our knowledge about sequences to knowledges about
limits of functions.
Example. Prove that if f, g : D R, and if lim f (x) = L1 and lim g(x) = L2 , then
xx0 xx0
lim [f (x) + g(x)] = L1 + L2 .
xx0
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Exercises.
1. For each of the following claims, first decide whether or not the claim is true. Then, decide whether or not
the provided proof is valid. Also, try to correct the proof if appropriate. Suggestion: Sketching the graphs
of the relevant functions and sequences might be helpful!
Proof ? Let x0 = 0, and let f (x) = sin(1/x). For each n J, let xn = 1/(n). Then xn 6= x0 for all
n J, and {xn }n=1 converges to zero. In addition, we have f (xn ) = sin(n) = 0 for all n J,
so {f (xn )}n=1 converges to 0. By Theorem 2.1 hat, lim sin(1/x) = 0.
x0
y
1
x
1 1
6 3
-1
Real Analysis 63
1 + x if x0
Claim 2. Let f (x) = . Then lim f (x) does not exist.
1 + x if x>0 x0
Proof ? Let x0 = 0, and let xn = 1/n for each n J. Then {xn }n=1 converges to zero. In
addition, we have
1
f (xn ) = 1 + ,
n
so it follows that {f (xn )}
n=1 converges to 1. On the other hand, if we let yn = 1/n for
each n J, we see that the sequence {yn }n=1 also converges to zero, and we have
1
f (yn ) = 1 + ,
n
so it follows that {f (yn )}n=1 converges to 1. Now, suppose by way of contradiction that
lim f (x) does exist. Then, by Theorem 2.1 hat (in the "(=)" direction) applied to f and
x0
{xn }
n=1 , it follows that lim f (x) = 1. However, we can also apply Theorem 2.1 hat (in the
x0
"(=)" direction) to f and {yn }n=1 to conclude that lim f (x) = 1. Thus, lim f (x) equals
x0 x0
both 1 and -1, which contradicts the uniqueness of the limit of a function (Exercise 5,
p.79). We therefore conclude that lim f (x) does not exist.
x0
y
2
x
-1 1
-1
-2
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Claim 3. Let f (x) = x sin x. Then lim f (x) does not exist.
x0
Thus, given any M > 0, we can choose n > M/2 so that f (xn ) > 2n > M, which implies that
{f (xn )}n=1 is not bounded and hence not convergent. Thus, by Theorem 2.1, Then lim f (x)
x0
does not exist.
y
15
12
9
6
3
x
-3 3 6 9 12 15
-6
-9
-12
-15
Real Analysis 65
Theorem 2.3. Let f : D R. If lim f (x) = L, then there exists a neighborhood Q = (x0 , x0 + )
xx0
of x0 and a positive number M such that |f (x)| < M for all x Q D.
Idea of Proof.
y y
y x0
L+1 x L+1
L+1
L L
L1 L L1
x L1 x
x0 x0
Summary of Limit Theorems. For each of the following, assume that f, g : D R with x0 an
accumulation point of D.
2. lim [f (x)g(x)] = .
xx0
f (x)
3. lim = (provided g(x) 6= 0 for all x D).
xx0 g(x)
4. If lim f (x) = 0 and g(x) is bounded in some neighborhood of x0 , then lim [f (x)g(x)] = .
xx0 xx0
p
6. lim f (x) = . (provided f (x) 0 for all x D.)
xx0
7. lim |f (x)| = .
xx0
r
x2 + 2|x| 3
2. Calculate lim , and carefully justify each step in your argument.
x3 x+1
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3. Which of the following definitions do you think most accurately describes what it means to say that
lim f (x) = ? Then, use your choice to prove that lim (x3 100) = .
x x
Definitions of Limits
1. Definition. Let f : D R, with x0 an accumulation point of D. We say that lim f (x) = L if, for every
xx0
, there exists such that if , then
.
2. Definition. Let f : D R, with x0 an accumulation point of D. We say that lim f (x) = if, for every
xx0
, there exists such that if , then
.
3. Definition. Let f : D R, with x0 an accumulation point of D. We say that lim f (x) = if, for every
xx0
, there exists such that if , then
.
4. Definition. Let h > 0, and let f : (x0 , x0 + h) R. We say that lim+ f (x) = L if, for every
xx0
, there exists such that if , then
.
5. Definition. Let h > 0, and let f : (x0 , x0 + h) R. We say that lim+ f (x) = if, for every
xx0
, there exists such that if , then
.
6. Definition. Let h > 0, and let f : (x0 , x0 + h) R. We say that lim f (x) = if, for every
xx+
0
, there exists such that if , then
.
7. Definition. Let h > 0, and let f : (x0 h, x0 ) R. We say that lim f (x) = L if, for every
xx0
, there exists such that if , then
.
8. Definition. Let h > 0, and let f : (x0 h, x0 ) R. We say that lim f (x) = if, for every
xx0
, there exists such that if , then
.
9. Definition. Let h > 0, and let f : (x0 h, x0 ) R. We say that lim f (x) = if, for every
xx
0
, there exists such that if , then
.
10. Definition. Let f : (a, ) R. We say that lim f (x) = L if, for every , there exists
x
such that if , then .
11. Definition. Let f : (a, ) R. We say that lim f (x) = if, for every , there exists
x
such that if , then .
12. Definition. Let f : (a, ) R. We say that lim f (x) = if, for every , there exists
x
such that if , then .
13. Definition. Let f : (, a) R. We say that lim f (x) = L if, for every , there exists
x
such that if , then .
14. Definition. Let f : (, a) R. We say that lim f (x) = if, for every , there exists
x
such that if , then .
15. Definition. Let f : (, a) R. We say that lim f (x) = if, for every , there exists
x
such that if , then .
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Definition. Let E R, and let f : E R. We say that f is continuous at x0 E iff for every > 0,
there exists > 0 such that if x E and |x x0 | < , then |f (x) f (x0 )| < . If f is continuous at every
x E, we say that f is continuous.
f f f
L L L
x0 x0 x0
x0
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Example 3. Consider any function f : Z R. Must f be continuous?
Exercises.
1. Show that f (x) = x2 + 4x 5 is continuous at x0 = 2.
Real Analysis 73
3 if x 2
2. Define f : R R by f (x) = . y
2 if x < 2
3
(a) Find a sequence {xn }n=1 converging to 2 such that {f (xn )}n=1 con-
verges to f (2).
2
x
1 2 3 4
(b) Find a sequence {yn }n=1 converging to 2 such that {f (yn )}n=1 does not converge to f (2).
3. Let g denote the ruler function; that is, define g : [0, 1] R as follows:
0 if x is irrational
g(x) = 1 if x = 0
1/q if x Q\ {0} , where x = p/q and p and q are positive integers reduced to lowest terms
Prove that g is continuous at all irrational numbers between 0 and 1 and not continuous everywhere else.
Hint: Recall that we showed earlier that lim g(x) = 0 for all x0 [0, 1].
xx0
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5. Rational functions (quotients of polynomials) are continuous where their denominator does not equal zero.
6. f (x) = x is continuous for all x 0.
7. sin x, cos x, ex , and logarithmic functions are continuous where they are defined.
Real Analysis 77
Definition. We say that f : E R is continuous at x0 E iff for every > 0, there exists a > 0
such that if x E with |x x0 | < , then |f (x) f (x0 )| < .
Definition. We say that f : D R is uniformly continuous on E D iff for every > 0, there exists
a > 0 such that if x, y E with |x y| < , then |f (x) f (y)| < .
Notes:
1. In the continuity definition, x0 is treated as a pre-chosen constant; this means that may depend on and on
x0 . In the uniform continuity definition, may only depend on .
2. Uniform continuity is a property of a function on an entire set, rather than at a specific point.
3. By choosing y = x0 in the uniform continuity definition, we see that uniform continuity on E implies
continuity on E.
Preliminary Example. For each of the following functions, let > 0 be given and use scratchwork to try to
find a > 0 such that
x, y E with |x y| < = |f (x) f (y)| < .
Graphically confirm your choice of by illustrating with a specific choice of and on the provided graph. Then,
decide whether each function is uniformly continuous on the given set E.
x
0.2 0.4 0.6 0.8 1
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0.9
0.8
0.7
0.6
0.5
Example 1. Which of the following sets are open? Which are closed? In each case, give a brief reason/
explanation for your answer.
(a) (0, 1) (e) n1 : n J
(d) [0, 1)
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Some Facts About Open and Closed Sets
1. E is closed iff R\E is .
2. Unions of open sets are open, intersections of finitely many open sets are open.
3. Intersections of closed sets are closed, unions of finitely many closed sets are closed.
Compact Sets
S
Definition. Let E be a subset of R, and let {G }A be a family of open sets. If E A G , we say
that {G }A is an open cover of E.
Note. An open cover is a set of open sets.
Definition. Let {G }A be an open cover of E. If there exist finitely many 1 , 2 , . . . , n A such that
n
E ni=1 Gi , then we say that {Gi }i=1 is a finite subcover of E.
Notes.
1. The term finite subcover refers back to a previously chosen open cover; the sets in a finite subcover must
come from this open cover.
Real Analysis 83
2. The word finite in the term finite subcover refers to the number of sets in the subcover, not to the
number of elements in the sets themselves.
Definition. A set E is called compact iff, for every open cover {G }A of E, there exist finitely many
1 , 2 , . . . , n A such that E ni=1 Gi . In other words, E is compact iff every open cover of E has a
finite subcover.
Example 2. Use the definition of compactness to decide which of the following sets are compact.
(a) R
(b) [0, 1)
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(c) {1, 2, 3}
1
(d) E = n : n J {0}
Real Analysis 85
Heine-Borel Theorem.
Example 3. Determine whether the following sets are compact, and justify your answer.
1
(a) n :nJ
x
x x
Step 2. Note that x , x+ is an open cover of D.
2 2 xD
x 1 x 2 x n
Step 4. Choose = min , ,..., , and let x, y D with |x y| < .
2 2 2
Real Analysis 87
E = {x [a, b] : f (x) 0} .
a b
Real Analysis 89
Actual Proof of IVT, Preliminary Version: Assume the given hypotheses. We will prove the case in
which f (a) < 0 < f (b); the other case follows similarly. Define
E = {x [a, b] : f (x) 0} ,
and note that E is bounded (since E [a, b]) and nonempty (since a E); therefore, we can let c = sup E. Also
note that since c must either belong to E or be an accumulation point of E [a, b], it must be the case that
c [a, b]. We will now show that f (c) = 0.
|f (c)|
Suppose by way of contradiction that f (c) 6= 0. Since f is continuous at c, we can choose = 2 and > 0 such
that
(1) if x [a, b] and |x c| < , then f (c) < f (x) < f (c) +
Case 1. If f (c) < 0, note that c < b (because f (b) > 0) and let = min {, b c} . Then, if we choose x = c + 2,
we have |x c| < and x [a, b], so by (1) it follows that
f (c) f (c)
f (x) < f (c) + = f (c) + = < 0,
2 2
and we see that x = c + 2 E, contradicting the fact that c is an upper bound of E.
Case 2. If f (c) > 0, note that a < c (because f (a) < 0) and let = min {, c a} . Then for all x satisfying
c < x c, we have x [a, b], so it follows from (1) that
f (c) f (c)
f (x) > f (c) = f (c) = > 0.
2 2
Therefore, since c is an upper bound of E, we can conclude that f (x) > 0 for all x satisfying c < x b. But
this means that c 2 is also an upper bound of E, contradicting the fact that c is the least upper bound of E.
Since both Cases 1 and 2 above lead to a contradiction, we conclude that f (c) = 0.
Intermediate Value Theorem (Full Version). Let f : [a, b] R be continuous with f (a) <
y < f (b) or f (b) < y < f (a). Then there exists c (a, b) such that f (c) = y.
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(b) A compact set E and a function f : E R such that f (E) is not compact.
(c) A bounded set E and a continuous function f : E R such that f attains neither its maximum nor its
minimum value on E.
(d) A closed set E and a continuous function f : E R such that f is not uniformly continuous on E.
Real Analysis 91
2. Prove that the equation x5 = 1 3x has a solution in the interval [0, 1].
3. Is it possible for a function f : E R to be uniformly continuous without E being compact? If so, give an
example to illustrate this. If not, explain why not.
4. Is it possible for a function f : E R to achieve its maximum and minimum values on E if f is not
continuous? if E is not compact? If so, give examples to illustrate this. If not, explain why not.
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Preliminary Lemma. Let f : D R with x0 an accumulation point of D, and suppose that lim f (x)
xx0
exists. Then if g(x) = f (x) for all x D with x 6= x0 , we have
f (x) f (x0 )
T (x) = .
x x0
We say that f is
f
at x0 if lim T (x) exists. This limit is called the
xx0
of f (x) at x = x0 ,
and is denoted . If f is differentiable at
each point x E D, we say that f is differentiable
on E. x0
Note.
x2 sin( x1 ) if x 6= 0
Example 3. Let f (x) = 0 if x = 0
.
f (x) f (x)
1 1 1 1 1 1
3 2 3 2
(a) Find a formula for f (x). For the purposes of this example, you may use the familiar rules of differentiation
that you learned in calculus where appropriate.
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1 1 1
3 2
Lemma.
(a) lim (x) = L if and only if lim (x0 + h) = L.
xx0 h0
f (x0 ) =
Exercises
x cos( x1 ) if x 6= 0
1. Let f (x) = . Determine the values of x for which f is differentiable, and find the
0 if x = 0
derivative. For the purposes of this exercise, you may use the familiar rules of differentiation that you learned
in calculus where appropriate.
2. Use the alternate formula for the derivative that we derived above to find a formula for f (x) if f (x) = x2 .
Real Analysis 97
Example 4. Prove that p(x) = x x2 + 3 is differentiable and find the derivative.
Real Analysis 101
f f
Exploration 1. Sketch several examples of functions f : [a, b] R that have both of the following properties:
(1) f is differentiable everywhere, and (2) f (a) = f (b) = 0. Locate all local maximum and minimum values on your
sketches. Do you notice anything special about whats going on at local maxima or minima? Must the derivative
always be zero where maximum or minimum values occur?
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Summary of Main Results
f (x0 ) = .
Real Analysis 103
f (c) = .
f (c) = .
Real Analysis 105
2. Given that 0 < p < 1 and h > 0, prove that (1 + h)p < 1 + ph. You may assume the usual calculus rules about
differentiating powers and basic knowledge from algebra about exponents. (Hint: Apply the Mean Value
Theorem to f (x) = (1 + x)p on the interval [0, h].)
f (1) f (1)
f (c) = ? 1 1
2
Does this contradict the Mean Value Theorem? Explain.
1
Real Analysis 107
(b) Give an example of a continuous function f : [a, b] R such that there does not exist c (a, b) that
satisfies the conclusion of the Mean Value Theorem. A valid example must specify a, b, and the function
f.
A Point to Ponder: The Mean Value Theorem is one of the most fundamental and critical results that we
prove in this course. It is the treasure at the end of the rainbow that we have been heading toward since the
very beginning of this course. Among its many uses, it will allow us to prove the Fundamental Theorem of
Calculus, which allows definite integrals to be calculated by finding an antiderivative of the function being
integrated. Thinking back to very early on in this course, you might remember that I mentioned that the
least upper bound property of the real numbers is crucial in order for the basic results of calculus to hold
true. If you examine the chain of theorems that led up to our proof of the Mean Value Theorem, you should
discover that the least upper bound property of the real numbers underlies this chain of results. I invite you
to look back at the proofs of this chain of theorems and see if you can find the spot (or spots) where we used
this least upper bound property.
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Definition of the Riemann Integral. Let a < b, and let f : [a, b] R be bounded. A partition P of
[a, b] is any finite set {x0 , x1 , . . . , xn } such that a = x0 < x1 < < xn = b. We make the following definitions
associated with a partition P :
Mi = sup {f (x) : x [xi1 , xi ]} mi = inf {f (x) : x [xi1 , xi ]}
f(x) f(x)
a x1 x2 x3 x4 b a x1 x2 x3 x4 b
Fig 1. Illustration of upper sum Fig 2. Illustration of lower sum
Since f is bounded on [a, b], there exist m and M such that m f (x) M for all x [a, b]. Therefore, we
have
n
X n
X n
X n
X
m(xi xi1 ) mi (xi xi1 ) Mi (xi xi1 ) M (xi xi1 )
i=1 i=1 i=1 i=1
Therefore, since the upper and lower sums are bounded, we can define:
Z b Z b
f dx = inf {U (P, f ) : P is a partition of [a, b]} f dx = sup {L(P, f ) : P is a partition of [a, b]}
a a
Rb Rb
We say that f is (Riemann) integrable (f R(x)) on [a, b] iff a f dx = a f dx. If f is Riemann integrable we
define
Z b Z b Z b
f dx = f dx = f dx.
a a a
Definition. Let a < b, and let P and Q be partitions of [a, b]. We say that Q is a refinement of P iff P Q.
Real Analysis 109
Example 1. Define f : [a, b] R by f (x) = c, where c is constant. Prove that f is integrable on [a, b] and find
the integral.
1 if x is rational
Example 2. Define f : [0, 1] R by f (x) = 0 if x is irrational
. Is f integrable on [0, 1]? Justify your
answer.
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P1 = {0, 3, 8, 10}
P2 = {0, 1, 3, 8, 10}
P3 = {0, 1, 3, 5, 8, 10}
(a) Calculate L(P1 , f ), L(P2 , f ), and L(P3 , f ), writing your answers below each picture. What do you notice
about the value of the lower sums as the partitions get finer?
20 20 20
f(x) f(x) f(x)
18 18 18
16 16 16
14 14 14
12 12 12
10 10 10
8 8 8
6 6 6
4 4 4
2 2 2
1 2 3 4 5 6 7 8 9 10 1 2 3 4 5 6 7 8 9 10 1 2 3 4 5 6 7 8 9 10
(b) Calculate U (P1 , f ), U (P2 , f ), and U (P3 , f ), writing your answers below each picture. What do you notice
about the value of the upper sums as the partitions get finer?
Theorem 5.1. Let f : [a, b] R be bounded. Then if P and Q are any partitions of [a, b], we have
(i) If P Q, then and .
(ii) L(P, f ) U (Q, f ).
Z b Z b
(iii) f dx f dx.
a a
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Theorem 5.2. Let f : [a, b] R be bounded. Then f R(x) if and only if for each > 0 there exists
a partition P of [a, b] such that
U (P, f ) L(P, f ) .
Proof. (=)
Real Analysis 113
Proof of Theorem 5.2, continued. (=)
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Exercise. Use Theorem 5.2 to prove that the function f (x) = x2 is integrable on [0, 2].
Real Analysis 115
2 2
1
1/x if x 6= 0 1
g : [0, 2] R defined by g(x) =
2 if x=0
-1 1 2 1 2
4 6
h : [0, 4] R defined by h(x) = x 5
3
4
2 3
2 if x 6= 2 2
k : [0, 4] R defined by k(x) = 1
6 if x = 2 1
1 2 3 4 1 2 3 4
3
(a) Consider the partition P = {0, 2 , 2 + , 4} of
[0, 4], where 0 < < 2. Calculate the difference 2
U (P, k) L(P, k). 1
1 2 3 4
L(P, f ) = 5 U (P, f ) = 9
4 4
3 3
2 2
1 1
1 2 3 1 2 3
1 2 3
2
1
1 2 3
1 2 3
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Critical Lemma. Let f : [a, b] R be bounded, and let P = {x0 , x1 , x2 , . . . , xn } be any partition of
[a, b]. Then for every > 0, there exists a marking of P such that
() U (P, f ) S(P , f ) ,
where P denotes the partition P with the described marking. Similarly, there exists a second marking of P
such that
() S(P , f ) L(P, f ) ,
Note.
Proof. Assume the given hypotheses. We will prove (*); equation (**) follows similarly. Let
> 0 be given, and consider any subinterval [xi1 , xi ].
Since Mi = sup {f (x) : x [xi1 , xi ]} , the number Mi ba
is not an upper bound of the set {f (x) : x [xi1 , xi ]} , Mi
so there exists ti [xi1 , xi ] such that f(ti )
Mi _____
(1) f (ti ) > Mi
ba
ba
(see figure to right).
xi1 ti xi
Let P denote the partition P marked with the points t1 , t2 , . . . , tn . Then we have
n
X n
X
S(P , f ) = f (ti )(xi xi1 ) Mi (xi xi1 ) (by (1))
i=1 i=1
ba
Xn n
X
= Mi (xi xi1 ) (xi xi1 )
i=1
b a i=1
= U (P, f ) (b a)
ba
= U (P, f ) ,
Useful fact about Riemann Sums. Let f : [a, b] R be bounded, and let P be any marked
partition of [a, b]. Then
L(P, f ) S(P, f ) U (P, f ),
regardless of how P is marked.
Real Analysis 121
Theorem 5.5. Let f : [a, b] R be bounded. Then f is Riemann integrable on [a, b] iff there exists
a real number A such that for each > 0, there exists a partition P such that, for any refinement Q of P,
Rb
regardless of how Q is marked, |S(Q, f ) A| . If the latter condition is satisfied, then a f dx = A.
Proof. (=)
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Proof of Theorem 5.5, continued. (=)
Real Analysis 123
Theorem 5.7. Let f : [a, b] R be bounded. Then f is Riemann integrable on [a, b] iff, for each
sequence of marked partitions {Pn }n=1 with {(Pn )}n=1 converging to 0, the sequence {S(Pn , f )}n=1 is
Rb
convergent. If the condition is satisfied, then each of the sequences {S(Pn , f )}n=1 will converge to a f dx.
Note.
1 1
1 2 3 1 2 3
Figure 1. f (x) = 1 + x Figure 1. f (x) = 1 + x
1. Consider the function f : [0, 3] R defined by f (x) = 1 + x (see Figure 1 above), and let P = {0, 1, 2, 3} .
(a) Calculate L(P, f ) and U (P, f ).
(b) Find a marking of P such that L(P, f ) = S(P , f ), where P denotes the partition P marked with the
points you have chosen.
(c) Find a marking of P such that U (P, f ) = S(P , f ), where P denotes the partition P marked with the
points you have chosen.
Real Analysis 125
8 8
6 6
4 4
2 2
1 2 3 1 2 3
2x + 2 if x 6 {1, 2, 3} 2x + 2 if x 6 {1, 2, 3}
Figure 2. g(x) = Figure 2. g(x) =
5 if x {1, 2, 3} 5 if x {1, 2, 3}
2x + 2 if x 6 {1, 2, 3}
2. Consider the function g : [0, 3] R defined by g(x) = (see Figure 2 above), and
5 if x {1, 2, 3}
let P = {0, 1, 2, 3} .
(a) Calculate L(P, g) and U (P, g).
(b) Let > 0 be given. Find a marking of P such that S(P , g) L(P, g) , where P denotes the partition
P marked with the points you have chosen.
(c) Let > 0 be given. Find a marking of P such that U (P, g) S(P , g) , where P denotes the
partition P marked with the points you have chosen.
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3. Before beginning this problem, recall how upper and lower sums behave under refinement, and how upper and
lower sums for an integrable function f behave relative to each other, as illustrated by the diagrams below:
5 5
4 4
3 3 U (P1 , f ) L(P1 , f ) = 5.52 3.92 = 1.6
2 2
1 1
0.5 1 1.5 2 0.5 1 1.5 2
5 5
4 4
3 3 U (P2 , f ) L(P2 , f ) = 5.08 4.28 = 0.8
2 2
1 1
0.5 1 1.5 2 0.5 1 1.5 2
5 5
4 4
3 3 U (P3 , f ) L(P3 , f ) = 4.87 4.47 = 0.4
2 2
1 1
0.5 1 1.5 2 0.5 1 1.5 2
Now, for the remainder of this problem, let f : [a, b] R be any integrable function, and let > 0 be given.
(a) What theorem guarantees that there exists a partition P of [a, b] such that
L(P, f ) U (P, f ) L(P, f ) + ?
(b) Now, let Q be any refinement of the partition P, and let Q be marked in any way whatsoever. Arrange
the following quantities in increasing order: S(Q, f ), L(P, f ), L(Q, f ), U (P, f ), U (Q, f ), L(P, f ) +
Rb
(d) Use your answers to (b) and (c) to find a largest possible value for |S(Q, f ) a f dx|. In other words,
Rb
find an upper bound on the quantity |S(Q, f ) a f dx|.
Real Analysis 127
1 2
4. Let f (x) = 3x, and for each n J let Pn denote the partition 0, n, n, . . . , n1
n , 1 of [0, 1] marked with
the points ti = ni for each i.
1 1 1 2 5 1
(b) To the right is a graph of f (x) = 3x. Draw in the 6 rect-
6
3
2
3
6
angles whose areas add up to S(P6 , f ).
Figure 3. f (x) = 3x
Pn n(n+1)
(c) Find an expression for S(Pn , f ) in terms of n. You will need to use the fact that i=1 i= 2 (which
you proved by induction in Chapter 0).
(d) What number does the sequence {S(Pn , f )}n=1 of marked partitions converge to?
R1
(e) What is the value of 0 3x dx? Use Theorem 5.7 to prove that your answer is correct.
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(f) Would the strategy used in part (e) above have been valid if we hadnt known that f (x) = 3x is
integrable? Explain.
1 2 3
Real Analysis 129
6. Define g : [0, 2] R by g(x) = 3x2 , and let P = {x0 , x1 , x2 , . . . , xn } be any partition of [0, 2].
(a) Is g integrable on [0, 2]? Justify your answer.
(b) Find a function G such that G (x) = g(x) for all x [0, 2].
(c) For each i, there exists ti (xi1 , xi ) such that G(xi ) G(xi1 ) = G (ti )(xi xi1 ). What theorem
justifies this statement?
(d) Let the partition P be marked with the points ti as described in part (c) above. For each equality below,
give a brief reason why it is true.
8 = G(2) G(0)
Xn
= [G(xi ) G(xi1 )]
i=1
n
X
= [G (ti )(xi xi1 )]
i=1
n
X
= [g(ti )(xi xi1 )]
i=1
= S(P, g).
(e) Explain why L(P, g) 8 U (P, g) must be true for every partition P of [0, 2]. What does this say about
R2
the value of 0 g(x) dx?
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7. If possible, use the Fundamental Theorem of Calculus to evaluate the following integrals.
Z 4
(a) x2 dx
0
Z 1
x
(b) dx
1 (x2 + 1)2
Z 1
2
(c) dx
1 x4