Financial Mathematics Course FIN 118 Unit Course 2 Number Unit Limits of Function Continuity of Function Unit Subject

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Al-Imam Muhammad Ibn Saud Islamic University

College of Economics and Administration Sciences


Department of Finance and Investment
Financial Mathematics Course
FIN 118 Unit course
2 Number Unit
Limits of Function
Continuity of Function
Unit Subject
Dr. Lotfi Ben Jedidia
Dr. Imed Medhioub
1
2
1. Limit of function
2. Limits to the right, to the left
3. Computing limits
4. Properties of limits
5. Computing limits of indeterminate forms
6. Continuity of function
7. Essential discontinuities
8. Properties of continuous functions
9. Applications



We will see in this unit
Learning Outcomes
3

At the end of this chapter, you should be able to:

1. Understand what is meant by limit of function.
2. Compute these limits.
3. Check existence of these limits.
4. Understand what is meant by a continuous
function.
5. Check if a function is continuous graphically.
6. Check if a function is continuous algebraically.


4

Limit of Function
Example 1: Deduce the value of each function when x gets
close to +/- infinity



5

Limit of Function
Example 2: Deduce the value of each function when x gets
close to +/- infinity



6

Limit of Function
Example 3: Deduce the value of each function when x gets
close to +/- infinity



7
Limit of Function
Example 4: Deduce the value of the function when x gets
close to +/- infinity and when x gets close to the left of zero (0
-
)
and the right of zero (0
+
)



8
Definition1 :
The limit of f (x), as x gets close to a, equals L is
written as:

Sometimes the values of function f tend to different
limits as x approaches a number a from the left side
and from the right side like the example 4.




( ) L x f
Lim
a x
=


Limit of Function




8
Limits to the left, to the right
Left-Hand Limit (LHL) :



Right-Hand Limit (RHL) :






9
( )
1
L x f Lim
a x
=

( )
2
L x f Lim
a x
=
+

0 > >
+
a x a x a x
0 < <

a x a x a x
Theorem
10
if and only if:

and

( ) L x f
a x
=

lim
( ) L x f
a x
=

lim
( ) L x f
a x
=
+

lim
- This theorem is used to verify whether a limit
exists or not.
Computing limits
To evaluate limit of a function, we substitute the
value of (a) in the function.
When the value of (a) does not in the domain of a
function, then we must calculate the LHL and RHL.
Sometimes we get an indeterminate form. So we
must use one of three techniques: factoring or a
property of limit or the conjugated form.



11
12
Computing limits by substitution
Example1: Find the limit of the function at x = 0,
At x = 1, x = -2, and x = -3.

Solution:





( ) 1 3 2
2
+ = x x x f
( ) ( ) 1 1 0 3 0 2 1 3 2 lim
2
2
0
= + = +

x x
x
( ) ( ) 4 1 1 3 1 2 1 3 2 lim
2
2
1
= + = +

x x
x
( ) ( ) 1 1 2 3 2 2 1 3 2 lim
2
2
2
= + = +

x x
x
( ) ( ) 8 1 3 3 3 2 1 3 2 lim
2
2
3
= + = +

x x
x
13
Example2:
Find the Left-hand Limit and the Right-hand Limit
of the function at x=0.
What we can conclude ?
Solution




left-hand limit is different to right-hand limit then
the limit at x = 0, does not exist.


( )

> +
s
=
0 1
0
x if x
x if x
x f
( ) 0
0 0
= =


x Lim x f Lim
x x
( ) 1 1
0 0
= + =
+ +

x Lim x f Lim
x x
let
Limits to the right, to the left
Computing limits by substitution
14
Properties of limits
P1:If c is any real number, ,
Then,








( ) L x f
a x
=

lim ( ) M x g
a x
=

lim
( )
a) lim ( ) ( )
x a
f x g x L M

+ = +
( )
b) lim ( ) ( )
x a
f x g x L M

=
( )
c) lim ( ) ( )
x a
f x g x L M

=
( )
( )
d) lim , ( 0)
( )
x a
f x
L
M
g x M

= =
( )
e) lim ( )
x a
c f x c L

=
( )
f) lim ( )
n
n
x a
f x L

=
g) lim
x a
c c

=
h) lim
x a
x a

=
i) lim
n n
x a
x a

=
j) lim ( ) , ( 0)
x a
f x L L

= >
15
P2:If
Then

P3:If
then








0 , ) (
0 1
1
1
= + + + + =

n
n
n
n
n
a a x a x a x a x f
n
n
x x
x a x f

= lim ) ( lim
0 , 0 , ) (
0 1
1
1
0 1
1
1
= =
+ + + +
+ + + +
=

n m
n
n
n
n
m
m
m
m
b a
b x b x b x b
a x a x a x a
x f

n
n
m
m
x x
x b
x a
x f

= lim ) ( lim
Properties of limits
Properties of limits
P4:If then and
P5:If then and







16
x
e x f = ) (
0 ) ( lim =

x f
x
+ =
+
) ( lim x f
x
( ) x x f ln ) ( =
=
+

) ( lim
0
x f
x
+ =
+
) ( lim x f
x
x
e
( ) x ln
Computing limits by using the highest
degree term
Example2: Find the limit of the function when x
gets close to (+/-) infinity.


Solution:




17
( ) 1 3 2
2
+ = x x x f
( ) + = = = +

2
2 2
2 2 lim 1 3 2 lim x x x
x x
( ) + = + = = +
+ +
2
2 2
2 2 lim 1 3 2 lim x x x
x x
Computing limits by using the highest
degree term
Example3: Find the limit of the function when x
gets close to (-)infinity.


Solution:



18
( )
2 2
1 3 2
3
2
+
+
=
x
x x
x f
0
1
lim
2
2
lim
2 2
1 3 2
lim
3
2
3
2
= = =
+
+

x
x
x
x
x x
x x x
Computing limits by using the highest
degree term
Example4: Find the limit of the function when x
gets close to (+)infinity.


Solution:



19
( )
4 5 4
1 3 3
2
2
+
+
=
x x
x x
x f
4
3
4
3
lim
4 5 4
1 3 3
lim
2
2
2
2
= =
+
+
+ +
x
x
x x
x x
x x

Computing limits of Indeterminate
forms

The usual Indeterminate forms come in the
following types:


We can add the three other indeterminate forms :


So we must use one of three techniques: factoring
or highest degree term or the conjugated form.



20

, 0 , ,
0
0
0 0
, 0 , 1

21

Computing limits of Indeterminate forms

Example 1: (factoring)












( )
0
0
2 2
4 2
2
4
lim
2 2
2
=

x
x
x
( )( )
( )
( ) 4 2 lim
2
2 2
lim
2
4
lim
2 2
2
2
= + =

+
=


x
x
x x
x
x
x x x
( ) ( )
0
0
18 3 3 3
3 3
18 3
3
lim
2 2
3
=

+
=

+

x x
x
x
( )
( )( ) ( ) 9
1
6
1
lim
6 3
3
lim
18 3
3
lim
3 3
2
3

=
+
+
=

+

x x x
x
x x
x
x x x
22
Example 2: (highest degree term)












?
3 4
1 3
lim
2
2

=
+
+

x
x
x
? 1 4 3 lim
2
+ = +
+
x x
x
+ = = +
+ +
2 2
3 lim 1 4 3 lim x x x
x x
4
3
4
3
lim
3 4
1 3
lim
2
2
2
2
= =
+
+

x
x
x
x
x x

Computing limits of Indeterminate forms

23
Example 3: (conjugated form)












( )( )
( ) ( )
( )
( ) ( )
( )
2
1
1
1
lim
1 1
1
lim
1 1
1 1
lim
1
1
lim
?
0
0
1
1
lim
1
1 1 1
1
=
+
=
+

=
+
+
=

x
x x
x
x x
x x
x
x
x
x
x
x x x
x
( )( ) b a b a b a + =
2 2
! ! !

Computing limits of Indeterminate forms

24
Find the domain and limits of the function
defined as
Solution:









( )
1
1
2
2

+
=
x
x
x f
Computing limits
Example 4:
25
Example 4: (continued)











Time to Review !

26
1. Remember well that the search for endings or limits
is to know the behavior of the function when x gets
close to a certain point or to infinity.
2. Before calculating limits, we search the domain of
the function.
3. Computing limits can be achieved by substitution, by
factoring, by using the highest degree term, by using
conjugate forms.
4. The limit exist if and only if LHL = RHL.



Continuity of Function
27
A function f is continuous if you can draw it in one
motion without picking up your pencil.
Example:





A function f is continuous at a point if the limit is
the same as the value of the function.

Definition1:
Definition2:
A function f is continuous at the point x=a if the
following are true:
1.
2.
3.

EX. The function is continuous at x=0.
1.
2.
3.

( ) defined is a f
( )exist x f
a x
lim

( ) ( ) a f x f
a x
=

lim
( ) 2 2 3
2
+ = x x x f
( ) 2 0 = f
( ) ( ) ( ) 2 2 0 2 0 3 lim
2
0
= + =

x f
x
( ) ( ) 2 0 lim
0
= =

f x f
x
Definition3:
Continuity of Function
28
Essential Discontinuities


f(a)=LHL
RHL
LHL=RHL
f(a)
f(a)=RHL
LHL
f(a) is not defined
a
29
Example 2:




This function has discontinuities at x=1 and x=2.
It is continuous at x=3, because the two-sided
limits match the value of the function.
It is continuous at right of x=0 and left of x=4,
because the one-sided limits match the value of the
function.


Continuity of Function
30
Find discontinuities of the function
Solution:
1/ the domain of the function is the real line.
2/ and
LHL = RHL=0 then f is continuous at x = 0.
3/ and
LHL is different from RHL, then f is not
continuous at x = 2.
( )

>
< s
<
=
2 8
2 0
0
2
x if x
x if x
x if x
x f
( ) 0 lim lim
0 0
= =


x x f
x x
( ) 0 lim lim
2
0 0
= =
+ +

x x f
x x
( ) 4 lim lim
2
2 2
= =


x x f
x x
( ) 6 8 lim lim
2 2
= =
+ +

x x f
x x
Example 3:
Continuity of Function
31
Properties of continuous
functions:
P1: If f and g are continuous functions at x = a
then: , , and ( with ) are
continuous functions at x = a.
P2: A polynomial function is continuous at every
point.
P3: A rational function is continuous at every point
in its domain.


32
g f
g f
g
f
( ) 0 = a g
0 , ) (
0 1
1
1
= + + + + =

n
n
n
n
n
a a x a x a x a x f
0 , 0 , ) (
0 1
1
1
0 1
1
1
= =
+ + + +
+ + + +
=

n m
n
n
n
n
m
m
m
m
b a
b x b x b x b
a x a x a x a
x f

Examples:

1/ is a polynomial function,
then it is continuous at every point in R.
2/ is a rational function, then
it is continuous at every point in R\{2}

3/ is a continuous function in its
domain


33
( ) 10 5 2 3
3 4
+ + = x x x x f
( )
2
10 5 2
3

+
=
x
x x
x f
( ) 1 2 + = x x f

(
+

= ;
2
1
f
D
Continuity of Function
1. A function is continuous if you can draw it in one
motion without picking up your pencil.

2. A function is continuous at a point if the limit
is the same as the value of the function.

3. All constant functions are continuous.

4. The following types of functions are continuous
at every member in their domain: polynomial,
rational, power, root, trigonometric, exponential,
and logarithmic.


Time to Review !

34
We will see in the next unit
35
1. Derivative of function
2. How to compute derivative?
3. Some rules of differentiation
4. Second and higher derivatives
5. Interpretation of the derivative
6. Critical points
7. Inflection point
35

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