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Integration Cheat Sheet

This document provides definitions and theorems related to integrals, derivatives, Taylor series, and uniform convergence. Specifically, it defines Darboux sums and integrals, states properties of continuous and integrable functions, presents the Fundamental Theorems of Calculus, introduces Taylor polynomials and approximations, and discusses pointwise and uniform convergence. Key results include that continuous functions are integrable, Taylor polynomials approximate functions, and uniform convergence implies continuity.

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46 views2 pages

Integration Cheat Sheet

This document provides definitions and theorems related to integrals, derivatives, Taylor series, and uniform convergence. Specifically, it defines Darboux sums and integrals, states properties of continuous and integrable functions, presents the Fundamental Theorems of Calculus, introduces Taylor polynomials and approximations, and discusses pointwise and uniform convergence. Key results include that continuous functions are integrable, Taylor polynomials approximate functions, and uniform convergence implies continuity.

Uploaded by

gwagsiglen
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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OFFICIAL ’CHEAT SHEET’

Darboux sums and partitions Let f : [a, b] → R be a bounded function. For a partition P = {x0 =
a, x1 , ..., xn = b}, where xi < xi + 1 for 0 ≤ i < n, we have the upper and lower Darboux sums
n
X n
X
U (f, P ) = Mi (xi − xi−1 ) and L(f, P ) = mi (xi − xi−1 );
i=1 i=1

here mi and Mi are infimum and supremum of f on the interval [xi−1 , xi ].


Definition of integral We define the upper and lower integrals by
Z b̄ Z b
f = inf U (f, P ), f = sup L(f, P ),
a ā

where the inf and sup are taken over all partitions of [a, b]. A bounded function is called integrable if upper
and lower integrals coincide.
Theorem (a) The lower integral of f is always less or equal than the upper integral.
(b) (Archimedes-Riemann) A bounded function f : [a, b] → R is integrable if and only if there exists a
sequence of partitions (Pn ) such that

lim [U (f, Pn ) − L(f, Pn )] = 0.


n→∞

Continuous, integrable and differentiable functions Recall that f : [a, b] → R is called continuous at
x0 if for every  > 0 there exists a δ > 0 such that |f (x) − f (x0 )| <  if |x − y| < δ.
Theorem (a) Every continuous function is integrable
(b) Assume f : [a, b] → R is continuous and f (x) ≥ 0 for all x ∈ [a, b]. If there exists x0 ∈ [a, b] such
Rb
that f (x0 ) > 0, then a f > 0
We have the implications f differentiable ⇒ f continuous ⇒ f integrable.
Fundamental Theorems of Calculus (a) Assume that F is differentiable on (a, b) and continuous on
[a, b] such that also F 0 (x) is continuous on [a, b]. Then
Z b
F 0 (x) = F (b) − F (a).
a

(b) Assume f : [a, b] → R is continuous. Then


"Z #
Z x  b
d d
f = f (x), f = −f (x).
dx a dx x

Taylor polynomials and approximations Let I be an open interval and let f : I → R be a function
with n derivatives. Then its n-th Taylor polynomial pn at x0 ∈ I is defined to be
n
X f (k) (x0 )
pn (x) = (x − x0 )k .
k!
k=0

P∞ f (k) (x0 )
The function f is given by its Taylor series at x, i.e. f (x) = k=0 k! (x − x0 )k , if f (x) = limn→∞ pn (x).
Lagrange Remainder Theorem Assume f : I → R has n + 1 derivatives. Let x0 , x ∈ I. Then there
exists a number c between x0 and x such that

f (n+1) (c)
f (x) − pn (x) = (x − x0 )n+1 .
(n + 1)!
Lemma (a) Let c be a constant. Then we have

cn
lim = 0.
n→∞ n!

(b) Let (cn ) be a sequence such that limn→∞ |c|cn+1


n|
|
= r.
(i) If r < 1, then limn→∞ cn = 0
(ii) If r > 1, then (cn ) is an unbounded sequence.
Weierstrass Approximation Theorem Let f : [a, b] → R be a continuous function, and let  > 0. Then
there exists a polynomial p such that |p(x) − f (x)| <  for all x ∈ [a, b].
Pointwise and uniform convergence Let fn : D → R be a sequence of function, and let f : D → R.
(a) The sequence (fn ) converges to f pointwise if lim fn (x) = f (x) for all x ∈ [a, b].
(b) The sequence (fn ) converges to f uniformly if for every  > 0 we can find an N such that |fn (x) −
f (x)| <  for all x ∈ [a, b] and all n ≥ N .
Theorem Assume fn → f uniformly, and D = [a, b].
(a) If all fn s are continuous, then so is f .
Rb Rb
(b) If all fn s are integrable, then so is f . Moreover, in this case limn→∞ a fn = a f .
(c) Assume all fn ’s are differentiable. If the fn0 s converge uniformly to a function g, and the functions
fn converge pointwise to the function f , then f is differentiable and f 0 = g = limn→∞ fn0 .
Theorem Assume for some r > 0 the function f : (−r, r) → R is given by the power series
∞
X
f (x) = ck xk , if |x| < r.
k=0

Then f has derivatives of all orders. In particular


∞
X
f 0 (c) = kck xk−1 , if |x| < r.
k=0

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