Understanding Analysis - Solution of Exercise Problems
Understanding Analysis - Solution of Exercise Problems
Example 1.3.7. Let A ⊆ R be nonempty and bounded above and let c ∈ R. Define the set
c + A by
c + A = {c + a : a ∈ A}
Then, sup(c + A) = c + sup A.
Proof.
Since A is non-empty, bounded subset of R, by the Axiom Of Completeness, there exists a
least upper bound of A; we denote it by sup A.
By the definition of least upper bound, we are required to prove that:
(1) c + sup A is an upper bound of c + A.
(2) If u is an upper bound of c + A, then c + sup A ≤ u.
(1) We know that, a ≤ sup A, for all a ∈ A.
So, c + a ≤ c + sup A for all c + a ∈ c + A. So, c + sup A is an upper bound of c + A.
(2) Let u be an arbitrary upper bound of c + A. Then, c + a ≤ u for all a ∈ A. Thus,
a ≤ u - c for all a ∈ A. Thus, u - c is an upper bound for A. Consequently, sup A ≤ u - c.
Thus, c + sup A ≤ u. As u was arbitrary to begin with, this is true for all such upper
bounds.
Consequently, sup(c + A) = c + sup A.
Lemma 1.3.8. Assume s ∈ R is an upper bound for a set A ⊆ R. Then, s = sup A if and
only if, for all 𝜖 > 0, there exists an element a ∈ A satisfying s - 𝜖 < a.
Proof.
⟹ direction.
We are given that, s be an upper bound for the set A ⊆ R. We proceed by contradiction.
Assume that s = sup A, such that there exists 𝜖0 > 0, such that for all a ∈ A, s - 𝜖0 > a.
Clearly, s - 𝜖0 is an upper bound for A. But, s - 𝜖0 < s = sup A. This is a contradiction.
Hence our initial assumption is false.
It follows, that if s = sup A, then for all 𝜖 > 0, there exists a ∈ A, such that s - 𝜖 < a < s.
⟸ direction.
s is an upper bound for A. We are given that, for all 𝜖 > 0, ∃a ∈ A, such that s - 𝜖 < a.
We proceed by contradiction. Assume that s is not the supremum of A. Then, there exists
an upper bound t for A, such that t < s.
Put 𝜖 = s - t. Then, ∃a ∈ A, such that s - (s - t) = t < a. But, this contradicts the fact
that t is an upper bound for A. Hence, our initial assumption is false. s = sup A.
□
[Abbott 1.3.1. (a)] Write a formal definition in the style of definition 1.3.2 for the
infimum or the greatest lower bound of a set.
Definition (Greatest Lower Bound). A real number l is the greatest lower bound for a
set A ⊆ R, if it meets the following two criteria:
(i) l is a lower bound for A.
(ii) If m is an arbitrary lower bound for A, m ≤ l.
(b) Now, state and prove a version Lemma 1.3.8. for the greatest lower bound.
Let l be a lower bound for A ⊆ R.Then, l = inf A, if and only for all 𝜖 > 0, there exists
a ∈ A, such that a < l + 𝜖.
⟸ direction.
lis a lower bound of A. We are given that, ∀𝜖 > 0, ∃a ∈ A, such that a < l + 𝜖. We
proceed by contradiction. Assume that l is not the infimum of A. Then, there exists a lower
bound m for A, such that m > l.
Put 𝜖 = m - l. It follows that, there exists a ∈ A, such a < l + (m - l) = m. But, this
contradicts the fact that m is a lower bound for A. Hence, our initial assumption must be
false.
l = inf A.
Exercise 1.3.2. Give an example of each of the following, or state the request is impossible.
(a) A set B with inf B ≥ sup B.
It is impossible for a set to satisfy inf B > sup B. For a singleton set, inf B = sup B.
(b) A finite set that contains its infimum but not its supremum.
This request is impossible. A finite set always contains its infimum and supremum.
(c) A bounded subset of Q, that contains its supremum but not it's infimum.
Consider A = { r : 0 < r ≤ 1, r ∈ Q }. This is a bounded subset of Q.
We have, inf A = 0. 0 ∉ A. sup A = 1. 1 ∈ A.
Exercise 1.3.4. Let A1 , A2 , A3 , … be a collection of non-empty sets, each of which is
bounded above.
N
(a) Find a formula for sup(A1 ∪ A2 ). Extend this to sup ⋃ Ak .
k=1
Proof.
Our claim is that sup(A1 ∪ A2 ) = max sup A1 , sup A2 .
Let s1 = sup A1 and s2 = sup A2 . Let m = max{ s1 , s2 }.
(a)Claim: m is an upper bound for A1 ∪ A2 .
Let a be an arbitrary element of A1 ∪ A2 . Then, either a ∈ A1 or a ∈ A2 or both are true.
Consequently, either a ≤ s1 or a ≤ s2 or both are true. Since, s1 ≤ and s2 ≤ m, in both
cases, we must have that, a ≤ m.
(b)Claim: If u is an upper bound for A1 ∪ A2 , then m ≤ u.
Let u be an upper bound for A1 ∪ A2 . Then, a ≤ u for all a ∈ A1 ∪ A2 .
So, a' ≤ u for all a' ∈ A1 and a'' ≤ u for all a'' ∈ A2 . So, u is an upper bound for A1 and
A 2 . So, s 1 ≤ u and s 2 ≤ u are both true. Consequently, m ≤ u.
We have:
+1
sup ∪ kn=1 ∪ kn=1 Ak ∪ An+1
A k = sup
= max1≤k≤n+1 sup Ak
∞
(b) Consider sup ⋃ Ak . Does the formula in (a) extend to the infinite case?
k=1
Exercise 1.4.1. Recall that I stands for the set of irrational numbers.
(a) Show that if a, b ∈ Q, then ab and a + b are elements of Q as well.
Proof.
m p
Let a = , b = with n and q matural numbers, m and p as integers in Z.
n q
m p mq + np
+ :=
n q nq
Since, both n and q are non-zero, nq ≠ 0. The product of two natural numbers is a natural
number so, nq ∈ N. Moreover, mq + np ∈ Z. Consequently, m / n + p / q ∈ Q. Hence, Q
is closed under addition.
The product of rational numbers ab is defined as:
mp
a×b =
nq
1
< a0 - s
n0
Thus, there exists n0 ∈ N such that:
1
s+ < s + (a 0 - s)
n0
1
s+ < a0
n0
1
That is, there exists n0 ∈ N, such that s + is not an upper bound for A.
n0
1
But, this is a contradiction. ∀n ∈ N, s + is an upper bound for A.
n
1
< s - t0
m0
So, there exists m0 such that:
1
s- > s - (s - t 0 )
m0
= t0
1
That is, there exists m0 ∈ N, such that s - is an upper bound for A.
m0
1
But this is a contradiction. ∀m ∈ N, s - is not an upper bound for A.
m
1
<x
n0
Thus, x ∉ In and therefore x ∉ ∩ n∞=1 In .
0
∩ n∞=1 In = ∅
f( m) = . a m 1 a m 2 a m 3 a m 4 …
What is meant here is that for each m, n ∈ N, amn is the digit from the set { 0, 1, 2, … , 9 }
that represents the nth digit in the decimal expansion of f(m). The 1 - 1 correspondence
between N and (0, 1) can be summarized in the doubly indexed array:
N (0, 1)
1 ⟷ f(1) = . a11 a12 a13 a14 a15 a16 …
2 ⟷ f(2) = . a21 a22 a23 a24 a25 a26 …
3 ⟷ f(3) = . a31 a32 a33 a34 a35 a36 …
4 ⟷ f(4) = . a41 a42 a43 a44 a45 a46 …
5 ⟷ f(5) = . a51 a52 a53 a54 a55 a56 …
6 ⟷ f(6) = . a61 a62 a63 a64 a65 a66 …
⋮ ⋮ ⋮ ⋮ ⋮ ⋮ ⋮ ⋮ ⋱
The key assumption abou this correspondence is that every real number in (0, 1) is assumed
to appear somewhere on the list.
Now for the pearl of the argument. Define a real number x ∈ (0, 1) with the decimal
expansion x = . b1 b2 b3 b4 … using the rule:
bn =
2 if ann ≠ 2
3 if ann = 2
Exercise 1.6.2. (a) Explain why the real number x = . b1 b2 b3 b4 … cannot be f(1).
Since the first digit b1 in the decimal expansion of x differs from the first digit a11 in the
decimal expansion of f(1), x ≠ f(1).
(b) Now, explain why x ≠ f(2) and in general why x ≠ f(n) for any n ∈ N.
Since the second digit b2 in the decimal expansion of x differs from the second digit a22 in
the decimal expansion of f(2), x ≠ f(2).
In general, since the nth digit bn in the decimal expansion of x differs from the nth digit
ann in the decimal expansion of f(n), x ≠ f(n), for all n ∈ N.
(c) Point out the contradiction that arises from these observations and conclude that (0, 1)
is uncountable.
This shows that x does not belong to the set { f(1), f(2), f(3), … }. This contradicts the
fact that x ∈ (0, 1). Hence our initial assumption is false. The set (0, 1) is uncountable.
Exercise 2.2.1. What happens if we reverse the order of the quantifiers in definition 2.2.3?
Definition. A sequence (xn ) verconges to x if there exists 𝜖 > 0 such that for all N ∈ N, it
is true that n ≥ N implies |xn - x| < 𝜖.
Give an example of a vercongent sequence. Is there an example of a vercongent sequence
that is divergent? Can a sequence verconge to two different values? What exactly is being
described in this strange definition?
Proof.
1
The sequence (xn ) = is vercongent.
n
Consider the sequence (xn )n∞=1 = (-1) n . Pick 𝜖 = 2. For all N ∈ N, if n ≥ N, it follows that
|xn - 0| = 1 < 2 = 𝜖
Thus, it is a vercongent sequence.
A sequence can verconge to two different values. Let (xn ) = (-1) n .
Pick 𝜖 = 2. For all N ∈ N, if n ≥ N, it follows that
1
|x n - | < 2 = 𝜖
2
1
Consequently, (xn ) also verconges to .
2
Exercise 2.2.2. Verify using the definition of the convergence of a sequence, that the
following sequences converge to the proposed limit.
2n + 1 2
(a) lim = .
5n + 4 5
Solution.
2n + 1 2
We are interested to make the distance | - | as small as we please.
5n + 4 5
Let's explore the inequality:
2n + 1 2
| - |<𝜖
5n + 4 5
|5(2n + 1) - 2(5n + 4)|
∴ <𝜖
|5(5n + 4)|
3
<𝜖
5(5n + 4)
3 3
We know that < . We can strengthen the inequality we wish to prove, by
5(5n + 4) 5(5n)
choosing an upper bound for the left hand side of the inequality. So, we are interested to
have:
3
<𝜖
25n
3
Let's choose N > . To show that this choice of N indeed works, pick an arbitrary
25𝜖
𝜖 > 0. Then, n ≥ N implies that:
3
n >
25𝜖
1 25𝜖
⟹ <
n 3
3
⟹ <𝜖
25n
2n + 1 2
⟹ | - | <𝜖
5n + 4 5
2n 2
(b) lim = 0.
n3 + 3
Solution.
2n 2
We are interested to make the distance | - 0| as small as we please.
n3 + 3
2n 2
| |<𝜖
n3 + 3
Since all quantities are positive, we may write:
2n 2
<𝜖
n3 + 3
2n 2 2n 2
Now, 3 < 3 . We can strengthen the condition we wish to prove by replacing the
n +3 n
left hand side of the above inequality by it's upper bound. Therefore, we are interested in
making
2
<𝜖
n
2
We choose N > . To show that this choice of N indeed works, we pick an arbitrary 𝜖 > 0.
𝜖
Then, for all n ≥ N, we have
2
n >
𝜖
2
⟹ <𝜖
n
2n 2
⟹ | | <𝜖
n3 + 3
2n 2
Hence, lim = 0.
n3 + 3
sin n 2
(c) lim = 0.
∛n
Proof.
sin n 2
We are interested to make the distance | | as small as we please.
∛n
sin n 2
| |<𝜖 (1)
∛n
We know that,
|sin n 2 | < 1
We can strengthen the condition we are interested to prove by replacing left-hand side in
the inequality (1) by it's upper bound. We have:
1
<𝜖
∛n
1
Let's pick N > 3 . Then, for all n ≥ N, it follows that:
𝜖
1
n >
𝜖3
1
⟹ <𝜖
∛n
sin n 2
⟹ | | <𝜖
∛n
n2
Consequently, lim sin = 0.
∛n
Example 2.2.4. Give an example of each or state that the request is impossible. For any
that are impossible, give a compelling argument for why that is the case.
(a) A sequence with an infinite number of ones that does not converge to one.
Proof.
Consider the sequence
(xn ) = (1, 0, 1, 0, 1, 0, … )
This sequence does not converge to 1, but has an infinite number of 1s.
(b) A sequence with an infinite number of ones that converges to a limit not equal to one.
This request is impossible. We proceed by contradiction. Assume that there exists a
sequence (xn ) with an infinite number of 1s and converges to a limit l ≠ 1.
The sequence (xn ) has infinite number of 1s. The distance between 1 and l is |l - 1|.
|l - 1|
Pick 𝜖0 = .For all N ∈ N, it follows that there are atleast some terms of the
2
sequence (xn ) beginning with or after the Nth term, such that the distance |xn - l| ≥ 𝜖0 .
Consequently, the sequence does not converge to l. This is a contradiction.
Thus, there is no sequence (xn ).
(c) A divergent sequence such that for every n ∈ N, it is possible to find conseceutive ones
somewhere in the sequence.
Solution.
Consider the sequence (xn ) = (1, 1, -1, 1, 1, -1, 1, 1, -1, … ). This is a divergent sequence,
where for all n ∈ N, it is possible to find consecutive ones in the sequence.
Exercise 2.2.6. Prove theorem 2.2.7. To get started, assume (an ) → a and also that
(an ) → b. Now argue that a = b.
| a n - a| < 𝜖 / 2 (1)
There exists N2 (𝜖) ∈ N such that for all n ≥ N2 :
| a n - b| < 𝜖 / 2 (2)
Pick N = max{ N1 , N2 }. For n ≥ N, both the inequalities (1) and (2) are satisfied.
We have:
| ( a n - b ) - ( a n - a) | ≤ | a n - b | + | a n - a| Triangle Inequality
𝜖 𝜖
| a - b| < + =𝜖
2 2
Since 𝜖 was arbitrary to begin with, this is true for all 𝜖 > 0. So, for all 𝜖 > 0, the distance
|a - b| can be made smaller than 𝜖. Consequently, a = b.
Proof.
We are interested to make the distance | xn | as small as we please.
Let's explore the inequality:
| xn | < 𝜖
2
| xn | 2 = | x n | = |x n | < 𝜖 2
Pick an arbitrary 𝜖 > 0. As (xn ) → 0, we know that there exists N𝜖 ∈ N such that, for all
n ≥ N𝜖 , we have:
|x n | < 𝜖 2
Since 𝜖 was arbitrary, it follows that for all 𝜖 > 0, there exists N ∈ N, such that, for all
n ≥ N,
| xn | < 𝜖
We are interested to prove that the distance | xn - x| can be made as small as well
please. Pick an arbitrary 𝜖 > 0. Let's explore the inequality :
| xn - x| < 𝜖
This can be rewritten as:
| x n - x|
<𝜖
xn + x
1
We can strengthen the condition we wish to prove, by replacing by its upper
xn + x
bound. Since, xn ≥ 0, x n ≥ 0. So,
1 1
<
xn + x x
So, our claim is:
| x n - x|
<𝜖
x
that is, |xn - x| <𝜖 x
| xn - x| < 𝜖
Consequently, x n → x.
Exercise 2.3.2. Using only definition 2.2.3, prove that if (xn ) → 2, then
2xn - 1
(a) → 1.
3
Proof.
2xn - 1
We are interested to make the distance -1 as small as we please.
3
1 1
(b) We are interested to make the distance - as small as we please. Pick an
xn 2
arbitrary 𝜖 > 0.
We would like to show that:
1 1
- <𝜖
xn 2
|xn - 2|
<𝜖
2|xn |
We can strengthen the condition we wish to prove by finding an upper bound for the left
hand side of the above inequality.
Let's pick 𝜖 = 1. Since (xn ) → 2, there exists N1 ∈ N, such that for all n ≥ N1 , the
distance |xn - 2| < 1. In other words,
1 < xn < 3
Thus, |xn | > 1. Consequently,
|xn - 2| |xn - 2|
<
2|xn | 2
So, our claim is:
|xn - 2|
<𝜖
2
Since (xn ) → 2, there exists N2 ∈ N, such that for all n ≥ N2 , the distance
|xn - 2| < 2𝜖
1 1 |xn - 2| 1 1
- = < |xn - 2| < ⋅ 2𝜖 = 𝜖
xn 2 2|xn | 2 2
Proof.
Pick an arbitrary 𝜖 > 0.
Since (xn ) → l, there exists N1 ∈ N, such that for all n ≥ N1 :
l - 𝜖 < xn < l + 𝜖
l - 𝜖 < yn < l + 𝜖
l - 𝜖 < xn ≤ yn ≤ zn < l + 𝜖
That is:
l - 𝜖 < yn < l + 𝜖
As 𝜖 was arbitrary to begin with, this holds true for all 𝜖. Consequently, (yn ) is a
convergent sequence and (yn ) → l.
Exercise 2.3.4. Let (an ) → 0 and use the Algebraic Limit Theorem to compute each of the
following limits (assuming the fractions are always defined):
1 + 2an
(a) lim
1 + 3an - 4an2
Proof.
Proof.
( a n + 2) 2 - 4 an2 + 4an + 4 - 4
lim = lim
an an
an2 + 4an
= lim
an
a n ( a n + 4)
= lim Since an ≠ 0
an
= lim (an + 4)
=4
2
an
+3
(c) lim 1
.
an
+5
Proof.
2
an
+3 2 + 3an
lim = lim
1
+5 1 + 5an
an
lim 2 + 3an
=
lim 1 + 5an
2+3⋅0
=
1+5⋅0
2
Exercise 2.3.5. Let (xn ) and (yn ) be given and define (zn ) to be the shuffled sequence
(x1 , y1 , x2 , y2 , x3 , y3 , … , xn , yn , … ). Prove that (zn ) is convergent if and only if (xn ) and
(yn ) are both convergent with lim xn = lim yn .
Proof.
⟹ direction.
We are given that (zn ) is convergent. We are interested to prove that both (xn ) and (yn )
are convergent with lim xn = lim yn .
Assume that (zn ) → l. Pick an arbitrary 𝜖 > 0. There exists N ∈ N, such that for all
n ≥ N, we have:
l - 𝜖 < zn < l + 𝜖
If N = 2M (even), then for all m > M, both (xm ) and (ym ) fall in the interval (l - 𝜖, l + 𝜖).
If N = 2K + 1 (odd), then for all k ≥ K, both (xk ) and (yk ) fall in the interval (l - 𝜖, l + 𝜖).
In both cases, we are able to find a response to the given 𝜖 - challenge and the sequences
(xn ) and (yn ) eventually settle in (l - 𝜖, l + 𝜖). Consequently, lim xn = lim yn = l.
⟸ direction.
We are given that both (xn ) and (yn ) are convergent sequences with lim xn = lim yn and
we are interested to prove that the shuffled sequence (zn ) is also convergent.
Pick an arbitrary 𝜖 > 0.
Since (xn ) → l, there exists N1 ∈ N, such that for all n ≥ N1 , we have:
|x n - l| < 𝜖
|y n - l| < 𝜖
Note that xn = z2n-1 and yn = z2n . Let N = max{ 2N1 - 1, 2N2 }. Then for all n ≥ N, it
follows that
l - 𝜖 < zn < l + 𝜖
Consequently, (zn ) → l.
Exercise 2.3.7. Give an example of each of the following, or state that such a request is
impossible by referencing the proper theorem(s):
(a) Sequences (xn ) and (yn ), which both diverge, but whose sum (xn + yn ) converges.
Proof.
Consider (xn ) = n and (yn ) = - n. Both (xn ) and (yn ) are divergent sequences but
(xn + yn ) is constant zero sequence.
(b) sequences (xn ) and (yn ) where (xn ) converges, (yn ) diverges and (xn + yn ) converges.
Proof.
This request is impossible. We have:
yn = (x n + y n ) - x n
lim yn = lim [(xn + yn ) - xn ]
= lim (xn + yn ) - lim xn
Since both lim(xn + yn ) and lim xn are well-defined, the sequence (yn ) must be convergent.
(c) a convergent sequence (bn ) with bn ≠ 0 for all n such that (1 / bn ) diverges.
1 1
Let bn := . Then, = n is a divergent sequence.
n bn
(d) an unbounded sequence (an ) and a convergent sequence (bn ) with (an - bn ) bounded.
Proof.
This request is impossible.
If (an - bn ) is a bounded sequence, then there exists M1 ∈ N, such that for all n ∈ N,
|a n - b n | ≤ M 1 .
By theorem 2.3.3, convergent sequences are bounded. So, (bn ) is a bounded sequence.
Hence, there exists M2 ∈ N such that |bn | ≤ M2 for all n ∈ N.
We have:
|a n | = |( a n - b n ) + b n |
≤ |( a n - b n ) | + |b n | Triangle Inequality
≤ M1 + M2
p(x) = a0 + a1 x + a2 x 2 + a3 x 3 +…+ am x m
(b) Find an example of a function f(x) and a convergent sequence (xn ) → x where the
sequence f(xn ) converges, but not to f(x).
Consider the function
f ( x) =
x2 if x ≠ 0
1 if x = 0
and let (xn ) be the sequence
1
xn =
n
1
Then, (xn ) → 0, and f(xn ) = , so f(xn ) → 0, but f(0) = 1.
n2
Exercise 2.3.9. (a) Let (an ) be a bounded (not necessarily convergent) sequence, and
assume lim bn = 0. Show that lim(an bn ) = 0. Why are we not allowed to use the Algebraic
Limit Theorem to prove this?
Proof.
(a) We are interested to prove that the distance |an bn | can be made as small as we please.
Pick an arbitrary 𝜖 > 0. Since (an ) is a bounded sequence there exist M ∈ N for all n ∈ N
such that |an | ≤ M.
As (bn ) → 0, there exists N ∈ N, such that for all n ≥ N, we have:
𝜖
|b n | <
M
Together, for all n ≥ N, we have:
𝜖
|a n b n | < M ⋅ =𝜖
M
Thus, (an bn ) → 0.
The Algebraic Limit Theorem is applicable, if and only if, the sequences (an ) and (bn ) are
both convergent.
(b) Can we conclude anything about the convergence of (an bn ) if we assume that (bn )
converges to some nonzero limit b?
No, we cannot conclude anything about the convergence of (an bn ). Consider the sequence
1
(an ) = (-1) n , (bn ) = 1 + . Here, (an ) is a bounded sequence. (bn ) → 1. But, (an bn ) is
n
divergent.
(c) Use (a) to prove theorem 2.3.3. part (iii) for the case when a = 0.
Proof.
We are interested to prove that lim an bn = ab where a = 0.
We have that lim an = 0. As (bn ) is a convergent sequence, and convergent sequences are
bounded, so (bn ) is bounded. From (a) it follows that lim an bn = 0.
Exercise 2.3.10. Consider the following list of conjectures. Provide a short proof for those
that are true and a counterexample for any that are false.
(a) If lim(an - bn ) = 0, then lim an = lim bn .
1
This proposition is false. Consider (an ) = n and (bn ) = n - . Then, lim(an - bn ) = 0, but
n
both (an ) and (bn ) are divergent sequences.
(b) If (bn ) → b, then |bn | → |b|.
This proposition is true.
We are interested to make the distance ||bn | - |b|| as small as we please.
Pick an arbitrary 𝜖 > 0. We are interested to prove that:
| b n - b| < 𝜖
Since (bn ) → b, there exists N ∈ N such that for all n ≥ N, we have:
| b n - b| < 𝜖
Consequently, |bn | → |b|.
(c) If (an ) → a and (bn - an ) → 0, then (bn ) → a.
Proof.
This proposition is true.
By the Algebraic Limit Theorem,
x1 + x2 +…+ xn
yn =
n
also converges to the same limit.
Proof.
Let (xn ) → x. We are interested to make the distance |(x1 + x2 +…+ xn ) / n - x| as small
as we please. Pick an arbitrary 𝜖 > 0.
We are interested to prove that:
x1 + x2 +…+ xn
-x <𝜖
n
(x1 + x2 +…+ xn ) - nx
<𝜖
n
Consider the expression:
(x1 + x2 +…+ xn ) - nx 1
= |(x1 - x) + (x2 - x) + (x3 - x) +…+ (xn - x)|
n n
1
≤ (|(x1 - x)| + |(x2 - x)| +…+ |xl - x| +…+ |xn - x|)
n
n
∑ l | x i - x| ∑ | x - x|
i=1 i=l+1 i
≤ +
n n
Let 𝜖 > 0. Since, (xn ) → x, we can pick l such that for all k > l, |xl - x| < 𝜖 / 2. Now that
l is fixed, pick N large enough so that for all n > N, we can make the first term:
∑ l | x i - x|
i=1 𝜖
<
n 2
1
xn+1 =
4 - xn
converges.
Proof.
Claim. (xn ) is a bounded sequence.
We prove using induction that (xn ) is a bounded sequence.
(1) Base case : 0 < x1 ≤ 3
(2) We assume that 0 < xn ≤ 3.
(3) We are interested to prove that 0 < xn+1 ≤ 3.
Clearly,
1 1
xn+1 = ≤ =1<3
4 - xn 4 - 3
And,
1 1 1
xn+1 = ≥ = >0
4 - xn 4 - 0 4
By the principle of mathematical induction, 0 < xn ≤ 3 for all n ∈ N.
Claim. (xn ) is a monotonically decreasing sequence.
1
(1) Base case: x1 = 3 and x2 = . Thus, x1 ≥ x2 .
3
1 1
xn+1 - xn+2 = -
4 - xn 4 - xn+1
xn - xn+1
=
(4 - xn )(4 - xn+1 )
1
> (xn - xn+1 ) { x n > 0 ∀n ∈ N }
16
>0
Consequently, by the principle of mathematical induction, xn - xn+1 ≥ 0 for all n ∈ N.
Thus, (xn ) is a monotonically decreasing and bounded sequence. By the Monotone
Convergence Theorem (MCT), (xn ) is a convergent sequence.
(b) Now that we know that lim xn exists, explain why lim xn+1 must also exist and equal
the same value.
Pick an arbitrary 𝜖 > 0. Since (xn ) converges to x, there exists N(𝜖) ∈ N, such that for all
n ≥ N, we have
x - 𝜖 < xn < x + 𝜖
x - 𝜖 < yn < x + 𝜖
So, (yn ) → x.
(c) Taking limits on both sides, we have:
1
x =
4-x
x( 4 - x) = 1
4x - x 2 = 1
x 2 - 4x = -1
x 2 - 4x + 1 = 0
2
( x - 2) 2 - 3 =0
x = 2± 3
yn+1 = 3 - yn
and set y = lim yn . Because (yn ) and (yn+1 ) have the same limit, taking the limit across
the recursive equation gives y = 3 - y. Solving for y we conclude that lim yn = 3 / 2. What
is wrong with this statement?
Proof.
This is incorrect, as we do not whether the sequence (yn ) is convergent. Looking at the first
few terms of the sequence:
(yn ) = (1, 2, 1, 2, 1, 2, … )
5 13 34
( y n ) = 1, 2, , , , …
2 5 13
Claim. The sequence (yn ) is bounded. 1 ≤ yn < 3 for all n ∈ N.
Base Case: P(1) is true. 1 ≤ y1 < 3.
Hypotheses : Assume that P(n) is true. We assume that 1 ≤ yn < 3.
Inductive step : We are interested to prove that 1 ≤ yn+1 < 3.
We have:
1
yn+1 = 3 - ≥ 3-1 = 2
yn
Also,
1 1 8
yn+1 = 3 - < 3- =
yn 3 3
Consequently:
1 ≤ yn+1 < 3
1 1
yn+2 - yn+1 = 3- - 3-
yn+1 yn
1 1
= -
yn yn+1
yn+1 - yn
=
yn yn+1
≥0 { y n > 0 ∀n ∈ N ,
yn+1 - yn ≥ 0 }
By the principle of mathematical induction (yn ) is a monotonically increasing sequence.
By the Monotone convergence theorem, (yn ) is convergent and lim yn exists. The strategy
in (a) can be applied to compute the limit of this sequence. Let y = lim yn . We have:
1
y = 3-
y
y 2 = 3y - 1
y 2 - 3y + 1 = 0
3± 9-4⋅1⋅1 3± 5
y = =
2⋅1 2
3+ 5
Since (yn ) ≥ 1, by the order limit theorem y ≥ 1. So, y = .
2
2, 2+ 2, 2+ 2+ 2, …
converges and find the limit.
Proof.
This sequence is recursively defined as :
yn+1 = 2 + yn
yn+1 = 2 + yn
> 2 { yn > 0 }
>0
Moreover,
yn+1 = 2 + yn
< 2+2
=2
Thus, by the priniciple of mathematical induction, 0 < yn < 2 for all n ∈ N.
Claim. The sequence (yn ) is monotonically increasing. yn ≤ yn+1 for all n ∈ N.
Base Case. y1 ≤ y2 .
Hypotheses. We assume that yn ≤ yn+1 .
Inductive step. We have:
yn ≤ yn+1
(2 + yn ) ≤ (2 + yn+1 )
(2 + yn ) 2 ≤ (2 + yn+1 ) 2
yn2+1 ≤ yn2+2
yn+1 ≤ yn+2 { As yn > 0 ∀n ∈ N,
we can take square roots on both sides. }
Consequently, the sequence (yn ) is a monotonically increasing sequence.
By the Monotone Convergence Theorem, (yn ) is a convergent sequence. Let lim yn = y.
Then,
y = 2+y
y2 = 2+y
y2 - y - 2 = 0
y 2 - 2y + y - 2 = 0
y( y - 2) + 1( y - 2) = 0
(y - 2)(y + 1) = 0
Since y > 0, y = 2.
(b) Does the sequence
2, 2 2, 2 2 2, …
converge? If so find the limit.
Solution.
This sequence can be recursively defined as:
yn+1 = 2yn
Let's prove that this sequence is bounded. Our claim is that 2 ≤ yn < 2 for all n ∈ N.
We have:
yn+1 = 2yn
≥ 2 2
≥ 2⋅1 = 2
Also,
yn+1 ≤ 2⋅2
=2
Thus, by the principle of mathematical induction, the sequence (yn ) is bounded and
2 ≤ yn < 2
for all n ∈ N.
Let's prove that this sequence is monotonically increasing. Our claim is that yn ≤ yn+1 for
all n ∈ N.
Base Case. We have y1 ≤ y2 .
Hypotheses. We assume that yn ≤ yn+1 .
Inductive step. We are interested to prove that yn+1 ≤ yn+2 . We have:
yn+2 = 2yn+1
> yn+1 ⋅ yn+1
= yn+1
By the principle of mathematical induction, (yn ) is a monotonically increasing sequence.
Since, (yn ) is a bounded and monotonically increasing sequence, by the Monotone
Convergence Theorem, (yn ) is a convergent sequence. Let lim yn = y. Then we have:
y= 2y
y y- 2 = 0
∴y=2
Exercise 2.4.4. (a) In section 1.4, we used the Axiom of Completeness(AoC) to prove the
Archimedean property of R. Show that the Monotone Convergence Theorem can also be
used to prove the Archimedean property without making any use of the AoC.
Proof.
Archimedean Property of Real Numbers. Given any real number x ∈ R, there exists a
natural number n ∈ N, such that x < n.
Proof.
We proceed by contradiction. We are given a real number x ∈ R. Assume that for all
natural numbers n ∈ N, we have n ≤ x. Thus, N is a bounded set. Moreover, (xn ) = n is a
monotonically increasing sequence. Hence, by the Montone Convergence Theorem, (xn ) = n
is a convergent sequence. Let l = lim xn .
By the definition of convergence, for all 𝜖 > 0, there exists N ∈ N, such that for all n ≥ N,
|xn - l| < 𝜖. Pick 𝜖0 = 1. Then,
(a) Show that xn2 is always greater than or equal to 2, and then use this to prove that
xn - xn+1 ≥ 0. Conclude that lim xn = 2.
Proof.
(a)
Let us prove that (xn ) is a bounded sequence. We claim that 1 ≤ xn ≤ 2. P(1) is true.
x1 = 2. We assume that P(n) is true. So, 1 ≤ xn ≤ 2. We have:
1 2
xn+1 = xn +
2 xn
1 2
≥ 1+ =1
2 2
And,
1 2
xn+1 = xn +
2 xn
1 2
≤ 2+ =2
2 1
By the principle of mathematical induction, 1 ≤ xn ≤ 2 for all n ∈ N.
We are interested to prove that (xn ) is a monotonically decreasing sequence. Our claim is
xn - xn+1 ≥ 2 for all n ∈ N.
We know that xn is real and 1 ≤ xn ≤ 2. For this equation to have real roots, we must
have b 2 - 4ac ≥ 0 or 4xn2+1 - 4(2) ≥ 0. Consequently, xn2+1 ≥ 2.
By the principle of mathematical induction, xn2 ≥ 2 for all natural numbers n ∈ N.
1 2 1 2 3
Base Case. x2 = x1 + = 2+ = . So, x1 ≥ x2 .
2 x1 2 2 2
Hypotheses. We assume that xn - xn+1 ≥ 0.
Inductive step. We have:
1 2
xn+1 - xn+2 = xn+1 - xn+1 +
2 xn+1
xn+1 1
= -
2 xn+1
xn2+1 - 2
=
2xn+1
≥0 xn2+1 ≥ 2, 1 ≤ xn ≤ 2
1 2
x =x+
2 x
2
2x = x +
x
2
x =
x
2
x =2
x = 2 since 1 ≤ x ≤ 2
(b) Modify the sequence (xn ) so that it converges to c.
1 c
Let xn+1 = xn + . This sequence converges to c.
2 xn
Exercise 2.4.6. (Arithmetic-Geometric Mean).
(a) Explain why xy ≤ (x + y) / 2 for any two positive real numbers x and y. (The
geometric mean is always less than or equal to the arithmetic mean).
Proof.
We have:
( x - y) 2 ≥ 0
for any two real numbers x and y. Thus,
(x + y) 2 - 4xy ≥0
2
x+y
≥ xy
2
x+y
≥ xy
2
(b) Now let 0 ≤ x1 ≤ y1 and define
xn + yn
xn+1 = xn yn and yn+1 =
2
Show that lim xn and lim yn both exist and are equal.
Proof.
We claim that 0 ≤ xn ≤ yn for all n ∈ N. P(1) is true. 0 ≤ x1 ≤ y1 . We assume that P(n)
is true. We are interested to prove that 0 ≤ xn+1 ≤ yn+1 .
We have that:
GM ≤ AM
Thus,
(x n + y n )
xn yn ≤
2
∴ xn+1 ≤ yn+1
Moreover, since xn and yn are non-negative, xn+1 ≥ 0 and so 0 ≤ xn+1 ≤ yn+1 . Thus, by
the principle of mathematical induction,
0 ≤ xn ≤ yn ∀n ∈ N
xn+1 = xn yn
≥ xn ⋅ xn = xn
So, (xn ) is a monotonically increasing sequence and bounded above by y1 . By the Montone
Convergence Theorem, lim xn exists.
Consider the expression yn+1 = (xn + yn ) / 2. Taking limits on both sides, we have:
1
lim yn+1 = lim xn + lim yn
2
1
lim yn = lim xn + lim yn since lim yn = lim yn+1
2
1 1
lim yn = lim xn
2 2
lim yn = lim xn
Exercise 2.4.7. Let (an ) be a bounded sequence.
(a) Prove that the sequence defined by yn = sup{ ak : k ≥ n } converges.
Proof.
We are given that (an ) is a bounded sequence. Consider the set:
A = { an : n ∈ N }
By Axiom Of Completeness (AoC), A has an infimum and supremum. Thus, sup A and
inf A exist.
We propose that (yn ) is a decreasing sequence. We have
yn = sup { ak : k ≥ n }
= max an , sup { ak : k ≥ n + 1 }
≥ sup { ak : k ≥ n + 1 }
= yn+1
By the principle of mathematical induction, yn ≥ yn+1 for all n ∈ N.
Thus, (yn ) is a monotonically decreasing sequence.
Moreover, define (zn ) = inf{ ak : k ≥ n }. We know that,
inf{ ak : k ≥ n } ≥ inf{ ak : k ≥ 1 } = inf A. Thus, we can write:
sup A = y1 ≥ … ≥ yn ≥ … ≥ zn ≥ … ≥ z1 = inf A
Thus, the sequence (yn ) is bounded by inf A. By the Montone Convergence Theorem, (yn )
is a convergent sequence and nlim
→∞
yn exists.
lim zn ≤ lim yn
lim inf an ≤ lim sup an
Consider the sequence
1
( a n ) = ( - 1) n 1 +
n
We observe that:
lim sup an =1
lim inf an = -1
Thus, for this sequence, lim inf an < lim sup an .
(d) Show that lim inf an = lim sup an if and only lim an exists. In this case, all three
share the same value.
Proof.
⟹ direction.
We are given that lim inf an = lim sup an . We are interested to prove that lim an exists.
Let lim inf an = lim sup an = a. We know that:
inf{ ak : k ≥ n } ≤ an ≤ sup { ak : k ≥ n }
zn ≤ an ≤ yn
Since, lim zn = lim yn , by the Squeeze Theorem, lim an exists and lim an = l
⟸ direction.
( - 1) n
For the sake of an example consider the sequence (an ) = . By the Algebraic limit
n
theorem,
1
lim an = lim(-1) n ⋅ lim = lim(-1) n ⋅ 0 = 0.
n
0.6
0.4
0.2
0
Y Axis
−0.2
−0.4
−0.6
−0.8
−1
X Axis
Pick an arbitrary 𝜖 > 0. Since (an ) → a, there exists N ∈ N, such that for all n > N:
an ∈ (a - 𝜖 / 2, a + 𝜖 / 2)
Since yN = supk≥N
{ ak : k ∈ N }, we must have yN ∈ [a - 𝜖 / 2, a + 𝜖 / 2] ⊆ (a - 𝜖, a + 𝜖). In
fact, for all n > N, yn ∈ (a - 𝜖, a + 𝜖).
Also, since zN = infk≥N { ak : k ∈ N }, we must have
zN ∈ [a - 𝜖 / 2, a + 𝜖 / 2] ⊆ (a - 𝜖, a + 𝜖). In fact, for all n > N, zn ∈ (a - 𝜖, a + 𝜖).
Exercise 2.4.8. For each series, find an explicit formula for the sequence of the partial sums
and determine if the series converges.
∞
1
(a) ∑ n
n=1 2
Proof.
Let (sn ) be the sequence of partial sums. We have:
k 1
sk = ∑ n=1
2n
n
1 1 - ( 1 / 2)
= ⋅
2 1 - ( 1 / 2)
1
= 1- n
2
The sequence (sn ) is monotonically increasing sequence and bounded above by 1.
Consequently, the infinite series is convergent.
∞
1
(b) ∑
n=1
n ( n + 1)
Proof.
Let (sn ) be the sequence of partial sums. We have:
∞ 1
sk = ∑ n=1
n ( n + 1)
1 1 1
= + +…+
1⋅2 2⋅3 k ( k + 1)
1 1 1 1 1 1
= - + - +…+ -
1 2 2 3 k k+1
1 1 1 1 1 1
= - + - +…+ -
1 2 2 3 k k+1
1
= 1-
k+1
This is monotonically increasing sequence bounded above by 1. Hence, the infinite series is
convergent.
∞
n+1
(c) ∑ log
n=1
n
Proof.
Again this can be written as a telescopic sum. Let (sn ) be the sequence of partial sums.
Then,
k n+1
sk = ∑ n=1 log
n
2 3 k+1
= log + log +…+ log
1 2 k
= log 2 - log 1 + log 3 - log 2 +…+ log k + 1 - log k
= log k + 1
However, (sk ) is unbounded and hence it is a divergent series.
Exercise 2.4.9. Complete the proof of the Cauchy condensation test theorem 2.4.6. by
∞ ∞
showing that if the series ∑ 2nb 2n diverges, then so does ∑ bn . Example 2.4.5. may be a
n=0 n=1
useful reference.
Proof.
( ⟸ direction)
We know that bn ≥ 0 and decreasing. Let (sn ) be the sequence of partial sums of the
∞
infinite series ∑ bn . We have:
n=0
s2 k = b1 + b2 + b3 +…+ b2 k
= b1 + b2 + (b3 + b4 ) + (b5 + b6 + b7 + b8 ) +…+ (b2 k-1 +1 +…+ b2 k )
≥ b1 + b2 + (b4 + b4 ) + (b8 + b8 + b8 + b8 ) +…+ 2 k-1 b2 k
1
= b1 + 2b2 + 4b4 + 8b8 +…+ 2 k b2 k
2
b1 k
= + ∑ n=0 2 n b2 n
2
k ∞
Since ∑ 2 n
b2 n is unbounded, ∑ bn is unbounded and divergent.
n=0 n=0
Exercise 2.5.1. Give an example of each of the following, or argue that such a request is
impossible.
(a) A sequence that has a subsequence that is bounded but contains no subsequence that
converges.
Proof.
This request is impossible. Assume that a sequence (an ) contains a bounded subsequence
(an ). By the Bolzanno Weierstrass Theorem, every bounded sequence has atleast one
k
convergent subsequence. So, (an ) has atleast one subsequence (an ) that is convergent.
k ki
Since (an ) is a subsequence of the original sequence (an ), the given request is impossible.
ki
(b) A sequence that does not contain 0 or 1 as a term but contains subsequences
converging to each of these values.
Proof.
Consider the sequence:
1 1 1 2 1 3
(a n ) = , , , , , ,…
2 2 3 3 4 4
1 1
where the odd term is given by a2n-1 = and the even term is given by a2n = 1 - .
n n
(c) A sequence that contains subsequences converging to every point in the infinite set
{ 1, 1 / 2, 1 / 3, 1 / 4, 1 / 5, … }.
Proof.
Consider the sequence:
1 1 1 1 1 1
1, 1, , 1, , , 1, , , , …
2 2 3 2 3 4
(d) A sequence that contains subsequences converging to every point in the infinite set
{ 1, 1 / 2, 1 / 3, 1 / 4, 1 / 5, … } and no subsequences converging to points outside of this set.
Solution.
This request is impossible. Consider the sequence
1 1 1 1 1 1
1, 1, , 1, , , 1, , , , …
2 2 3 2 3 4
This contains a subsequence that converges to 0.
Exercise 2.5.2. Decide whether the following propositions are true or false, providing a
short justification for each conclusion.
(a) If every proper subsequence of (xn ) converges, then (xn ) converges as well.
Solution.
Consider the tail subsequence (xn )n∞=2 . Let x = lim{ xn }n∞=2 . Pick an arbitrary 𝜖 > 0. There
exists N ∈ N, such that for all n > N, xn ∈ (x - 𝜖, x + 𝜖). Consequently, (xn ) is a
convergent sequence.
(b) If (xn ) contains a divergent subsequence, then (xn ) diverges.
Solution.
This proposition is true. We proceed by contradiction.
We are given that (xn ) contains a divergent subsequence. Assume that (xn ) is a convergent
sequence.
By Theorem 2.5.2, every subsequence of (xn ) converges to the same limit as the original
sequence. This contradicts the fact that, (xn ) contains a divergent subsequence. Hence, our
initial assumption is false. (xn ) is a divergent sequence.
(c) If (xn ) is bounded and diverges, then there exist two subsequences of (xn ) that converge
to different limits.
Proof.
This proposition is true.
We are given that (xn ) is a bounded sequence and diverges. We proceed by contradiction.
Assume that all subsequences of (xn ) converge to the same limit l. Then the tail
subsequence { xn }n∞=2 converges to l. But this implies that (xn ) is a convergent sequence
and (xn ) → l. This contradicts the fact that (xn ) is a divergent sequence.
Hence, our initial assumption is false. There exist two subsequences of (xn ) that converge
to two different limits.
(d) If (xn ) is monotone and contains a convergent subsequence, then (xn ) converges.
Proof.
This proposition is true.
Let (xn ) be a subsequence of (xn ). Since (xn ) is convergent, it is bounded. Thus, ∃M > 0
k k
for all k ∈ N, such that |xn | ≤ M. Since, (xn ) is monotone, we must have:
k
or
intermediate terms xn +1 , … , xn -1 of the sequence (xn ) also lie in the closed interval
k k+1
[-M, M]. So, this is true for all of (xn ). Consequently, (xn ) is a bounded sequence.
(s n 1 , s n 2 , s n 3 , … )
converges to L. That is the sequence:
Consequently, any regrouping of the terms of the infinite series leads to a series that also
converges to L.
(b) Compare this result to the example discussed at the end of section 2.1 where infinite
addition was shown not be associative. Why doesn't our proof in (a) apply to this example?
Proof.
Our proof in (a) applies only to an infinite series if it is convergent. The example at the end
of section 2.1 is a divergent series. Consider the sequence of partial sums (sn ):
Proof.
Let S be a subset of R bounded above by M. Our claim is that sup S exists.
x = sup S
I3
a1 b1 = M
I2
I1
I k+1 =
Lk if Rk ∩ S = ∅
Rk otherwise
Since
I 1 ⊇ I 2 ⊇ I 3 ⊇ … ⊇ I k ⊇ I k+1 ⊇ …
∞
by the Nested Interval Property (NIP) there exists an element s ∈ ⋂ Ik .
k=1
Our claim is that s = sup S. Since (1 / 2) n → 0, for all 𝜖 > 0, there exists N such that for
l(I 1 )
all n > N, l(In ) = < 𝜖. Thus, lim an = lim bn = s.
2n
(2) Ik ∩ S ≠ ∅ for all k ∈ N. Thus, for all 𝜖 > 0, ∃x ∈ Ik ∩ S such that s - 𝜖 < x.
Consequently, by lemma 1.3.8, s = sup S.
Exercise 2.5.5. Assume that (an ) is a bounded sequence with the property that every
convergent subsequence of (an ) converges to the same limit a ∈ R. Show that (an ) must
converge to a.
Proof.
We are given that (an ) is a bounded sequence with the property that every convergent
subsequence (an ) converges to the same limit a ∈ R. We proceed by contradiction.
Assume that (an ) is a divergent sequence.
From 2.5.2 (c), since (an ) is a bounded and divergent sequence, there exist atleast two
subsequences of (an ) that converge to different limits. This contradicts the fact that every
convergent subsequence of (an ) converges to the same limit a ∈ R.
Hence, our initial assumption is false. (an ) must be a convergent sequence.
Exercise 2.5.6. Use a similar strategy to the one in example 2.5.3. to show that b 1/n exists
for all b ≥ 0 and find the value of the limit.
Solution.
Assume that 0 ≤ b < 1. Then, since
b ≤ b 1/2 ≤ b 1/3 ≤ b 1/4 ≤ …
(bn ) is a monotonically increasing sequence and bounded by 1, (bn ) is a convergent
1/2
sequence. Let lim bn = l. Since, lim b2n = lim b 1/n = l, we have that l = l. So,
l = 1.
Exercise 2.5.7. Extend the result proved in example 2.5.3 to the case |b| < 1, that is show
that lim b n = 0 if and only if -1 < b < 1.
Proof.
( ⟹ ) direction.
Assume that lim b n = 0. Then, lim|b n | = 0. We proceed by contradiction. Assume that
|b| ≥ 1. Then:
1 ≤ | b| ≤ | b| 2 ≤ | b| 3 ≤ … ≤ | b| n ≤ …
1 ≤ lim|b| n
| b| N < 𝜖
that is :
N log|b| < 𝜖
𝜖
∴N >
log|b|
Then, for all n > N, we have:
b n ∈ (-𝜖, 𝜖)
Consequently, lim b n = 0.
If b = 0, then the constant sequence (0, 0, 0, … ) converges to 0.
Exercise 2.6.1. Suppy a proof for the Theorem 2.6.2.
Every convergent sequence is a Cauchy sequence.
Proof.
Let (xn ) be a convergent sequence. Assume that (xn ) → x. Pick an arbitrary 𝜖 > 0. There
exists N ∈ N, for all n ≥ N, the distance
| x n - x| < 𝜖 / 2
| x n - x m | = | ( x n - x) - ( x m - x) |
≤ | x n - x| + | x m - x| Triangle Inequality
𝜖 𝜖
< + =𝜖
2 2
Thus, (xn ) is a Cauchy sequence.
Exercise 2.6.2. Give an example of each of the following or argue that such a request is
impossible.
(a) A Cauchy sequence that is not monotone.
Proof.
- 1) n
Consider an = ( . This is a convergent sequence and hence Cauchy. Moreover, it is not
n
monotone.
(b) A Cauchy sequence with an unbounded subsequence.
Solution.
This request is impossible. By Lemma 2.6.3, Cauchy sequences are bounded. Thus, there
exists M > 0, for all n ∈ N, such that |xn | ≤ M. Let (xn ) be any arbitrary subsequence of
k
We know that (xn ) is Cauchy. Pick 𝜖 = 𝜖0 . There exists C ∈ N, such that for all
k
distance amongst them must be smaller than 𝜖0 . Thus, we conclude that, for all
n > m ≥ C, |x n - x m | < 𝜖 0 .
This is a contradiction. Our initial assumption is false.
(d) An unbounded sequence containing a subsequence that is Cauchy.
Consider the sequence formed by juxtaposing the terms of the sequence
(an ) = (0, 0, 0, 0, … ) which is Cauchy and (bn ) = (1, 2, 3, 4, 5, … ) which is unbounded.
The shuffle sequence (cn ) = (0, 1, 0, 2, 0, 3, … ) is unbounded and contains a Cauchy
subsequence.
Exercise 2.6.3. If (xn ) and (yn ) are Cauchy sequences, then one easy way to prove that
(xn + yn ) is Cauchy is to use the Cauchy criterion. By theorem 2.6.4, (xn ) and (yn ) must
be convergent, and the Algebraic Limit Theorem the implies that (xn + yn ) is convergent
and hence Cauchy.
(a) Give a direct argument that (xn + yn ) is a Cauchy sequence that does not use the
Cauchy criterion or the Algebraic Limit Theorem.
Proof.
Pick an arbitrary 𝜖 > 0.
Since (xn ) is a Cauchy sequence, there exists N1 > 0, such that for all n > m ≥ N1 , we
have |xn - xm | < 𝜖 / 2.
Since (yn ) is a Cauchy sequence, there exists N2 > 0, such that for all n > m ≥ N2 , we
have |yn - ym | < 𝜖 / 2.
Consider two arbitrary terms zm , zn of the sum sequence (zn ) = (xn + yn ), such that
m, n ≥ N = max{ N1 , N2 }. We have:
|z n - z m | = |x n + y n - ( x m + y m ) |
≤ |x n - x m | + |y n - y m | Triangle Inequality
𝜖 𝜖
< + =𝜖
2 2
Thus, by definition, (zn ) is a Cauchy sequence.
(b) Do the same for the product (xn yn ).
Proof.
Pick an arbitrary 𝜖 > 0.
Consider two arbitrary terms zm , zn of the product sequence (zn ) = (xn yn ). We have:
|z n - z m | = |x n y n - x m y m |
= |x n y n - x m y n + x m y n - x m y m |
≤ |x n y n - x m y n | + |x m y n - x m y m | Triangle Inequality
= |yn ||xn - xm | + |xm ||yn - ym |
Since (xn ) and (yn ) are Cauchy sequences and Cauchy sequences are bounded, it follows
that (xn ) and (yn ) are bounded. There exists M1 > 0, for all n ∈ N, such that |xn | ≤ M1 .
There exists M2 > 0, for all n ∈ N, such that |yn | ≤ M2 .
Since (xn ) is a Cauchy sequence, there exists N1 > 0, such that for all n > m ≥ N1 , we
have |xn - xm | < 𝜖 / 2M2 .
Since (yn ) is a Cauchy sequence, there exists N2 > 0, such that for all n > m ≥ N2 , we
have |yn - ym | < 𝜖 / 2M1 .
Thus, for all n > m ≥ N = max{ N1 , N2 }, we can write:
(c) cn = [[an ]] where [[x]] is the greatest integer less than or equal to x.
Proof.
( - 1) n
This proposition is false. Consider the sequence an = .
n
1 1 1 1
(an ) = -1, , - , , - , …
2 3 4 5
so (an ) → 0 whilst
(ii) If (xn ) and (yn ) are pseudo-Cauchy, then (xn + yn ) is Pseudo-Cauchy as well.
This proposition is true.
Pick an arbitrary 𝜖 > 0.
Since (xn ) is pseudo-cauchy, ∃N1 such that for all n ≥ N1 , we have:
|xn+1 - xn | < 𝜖 / 2
|yn+1 - yn | < 𝜖 / 2
Let N = max{ N1 , N2 }.
Then, for all n ≥ N, we have:
s n = a1 - a2 + a3 -…± an
converges. Different characterizations of completeness lead to different proofs.
(a) Prove the Alternating Series Test by showing that (sn ) is a Cauchy sequence.
Proof.
Firstly, we have a1 ≥ an for all n ≥ 1. Taking limits on both sides, by the Order Limit
theorem, a1 ≥ lim an = 0. Similarly, we can conclude
(a) Consider the distance |sn - sm |. We are interested to make this distance as small as we
please.
s0 = 0 s2 s4 … … s5 s3 s1
The sequence of partial sums (s n )
Define I1 = [0, s1 ]. We bisect the interval I1 into two halves L1 and R1 . We let:
I2 =
R1 if R1 ∩ S contains an infinite number of points
L1 otherwise
In general, we let:
I k+1 =
Rk if Rk ∩ S contains an infinite number of points of S
Lk otherwise
∞
We have Ik ⊇ Ik+1 . By the Nested Interval Property, there exists s ∈ ⋂ Ik . Our claim is
k=1
that (sn ) → s. Pick an arbitrary 𝜖 > 0.
We can pick K such that:
s1
l(I K ) = <𝜖
2 K-1
Then, for all k > K, since s ∈ Ik , we must have that |sk - s| < 𝜖. Thus, (sk ) → s.
(c) We find that:
s 2k+2 = s2k + (a2k+1 - a2k+2 )
≥ s2k since (a2k+1 - a2k+2 ) ≥ 0
And,
s 2k+3 = s2k+1 - a2k+2 + a2k+3
= s2k+1 - (a2k+2 - a2k+3 )
≤ s2k+1 since (a2k+2 - a2k+3 ) ≥ 0
Thus, the subsequence (s2n ) is a monotonically increasing sequence. And (s2n+1 ) is a
monotonically decreasing sequence. Moreover,
s 2n = s2n+1 - a2n+1
≤ s2n+1
And therefore we conclude:
0 ≤ s2 ≤ s4 ≤ s6 ≤ … ≤ s2n ≤ s2n+1 ≤ … ≤ s5 ≤ s3 ≤ s1
Since (s2n ) is monotonically increasing and bounded above by all (s2n+1 )'s, by the
Monotone Convergence Theorem (MCT), (s2n ) is a convergent sequence.
Since (s2n+1 ) is monotonically increasing and bounded below by all (s2n )'s, by the
Monotone Convergence Theorem (MCT), (s2n+1 ) is a convergent sequence.
The limits of (s2n ) and (s2n+1 ) could be different. We will prove that the limits are same.
Let s = lim s2n . Pick an arbitrary 𝜖 > 0. Consider the 𝜖 - neighbourhood (s - 𝜖, s + 𝜖).
There exists N1 ∈ N, such that for all n ≥ N1 , s2n ∈ (s - 𝜖, s + 𝜖).
There exists N2 ∈ N, such that for all n ≥ N2 , |a2n+1 | < 𝜖 / 2
Let N = max{ N1 , N2 }. Then, 2N + 1 ≥ 2N1 + 1 > 2N1 and 2N + 1 ≥ 2N2 + 1.
Consider the distance:
|s2N+1 - s| = |s2N+1 - s2N + s2N - s|
≤ |s2N+1 - s2N | + |s2N - s|
= |a2N+1 | + |s2N - s|
𝜖 𝜖
< + =𝜖
2 2
We have:
1 1
0≤ ≤
2n + n 2n
∞ ∞
Since the infinite series∑ 1n converges, by the comparision test, ∑ n
1
also converges.
n=1 2 n=1 2 + n
∞
(b) ∑ sin(2n) .
n=1 n
We have:
|sin n| 1
0≤ 2
≤
n n2
∞ ∞
1
Since ∑ p
converges if p > 1, by the comparision test, ∑ |sin2n| converges. By the
n=1 n n=1 n
∞
sin n
absolute convergence test, ∑ 2 also converges.
n=1 n
3 4 5 6 7
(c) 1 - + - + - +…
4 6 8 10 12
Solution.
∞
The general term of this infinite series is ak = ∑ (-1) k+1 k + 1 .
k=1
2k
∞ ∞
We know that, if ∑ an converges, an → 0. Consequently, if lim an ≠ 0, then ∑ an
n=1 n=1
n+1
diverges. This is called the nth term test. Clearly, both lim(-1) n and lim are non-
2n
zero, and hence by the nth term test, this series diverges.
1 1 1 1 1 1 1 1
(d) 1 + - + + - + + - +…
2 3 4 5 6 7 8 9
Solution.
We have:
1 1 1 1 1 1 1 1
S = 1+ - + + - + + - +…
2 3 4 5 6 7 8 9
1 1 1 1 1 1 1 1
> 1 + - + + - + + - +…
3 3 4 6 6 7 9 9
1 1 1 1 1 1 1
= 1+ + + + + + + +…
4 7 9 12 15 18 21
1 1 1 1 1 1
> 1+ + + + + + +…
9 9 9 18 18 18
1 1 1 1
= 1+ + + + +…
3 6 9 12
1 1 1 1
= 1 + 1 + + + +…
3 2 3 4
Since the harmonic series is unbounded, S is unbounded and divergent.
1 1 1 1 1 1 1
(e) 1 - + - + - + - +…
22 3 42 5 62 7 82
Solution.
Let (an ) be the sequence of terms
1 1 1 1 1
1, , , , , ,…
22 3 42 5 62
Clearly, a1 ≥ a2 ≥ a3 ≥ a4 ≥ … . And (an ) → 0. Therefore by the alternating series test,
∞
∑ (-1) n+1 an is convergent.
n=1
Exercise 2.7.3. (a) Provide the details for the proof of the Comparision Test using the
Cauchy Criterion for Series.
(b) Give another proof for the Comparison test, this time using the Monotone Convergence
Theorem.
Proof.
(a) We have that 0 ≤ ak ≤ bk for all k ∈ N.
∞
(i) Suppose that ∑ bk is convergent.
k=0
∞
Since, ∑ bk converges, by the Cauchy Criterion, for all 𝜖 > 0, ∃N ∈ N, such that, for all
k=0
m, n ≥ N, we have:
∞
Consequently, by the Cauchy criterion, ∑ ak converges.
n=1
∞
(ii) Next, suppose that ∑ ak is divergent.
k=0
There exists 𝜖0 > 0, for all N ∈ N, such that for some m, n ≥ N, we have:
|am+1 +…+ an | ≥ 𝜖0
(b) Give another proof of the Comparison Test, this time using the Monotone Convergence
Theorem.
Proof.
(1) We have that 0 ≤ ak ≤ bk . Let (𝛼n ) be the sequence of partial sums of the infinite
∞ ∞
series ∑ ak and let (𝛽n ) be the sequence of partial sums of the infinite series ∑ bk .
k=0 k=0
𝛼n ≤ 𝛽n ≤ 𝛽
(a) Two series ∑ xn and ∑ yn that both diverge but where ∑ xn yn converges.
Solution.
1
Consider ∑ (-1) n+1 and ∑ . Both these series diverge, but the alternating harmonic
n
n+1
-1
series ∑ ( ) converges.
n
(b) A convergent series ∑ xn and a bounded sequence (yn ) such that ∑ xn yn diverges.
-1) n+1
Consider the infinite series ∑ ( and the sequence (yn ) = (-1) n+1 . The alternating
n
n+1
( - 1)
harmonic series ∑ is convergent and the sequence (yn ) = (-1) n+1 is bounded in
n
(-1) 2n+2 1
[-1, 1]. But, the infinite series ∑ =∑ diverges.
n n
(c) Two sequences (xn ) and (yn ) where ∑ xn and ∑ (xn + yn ) both converge but ∑ yn
diverges.
This request is impossible.
∑ y n = ∑ (x n + y n ) - x n
= ∑ (x n + y n ) - ∑ x n
Proof.
⟹ direction.
1
Let bn = .
np
∞ ∞
By the Cauchy condensation test, since ∑ bn converges, we have that ∑ 2 n b2 also
n
n=0 n=0
converges.
Thus,
S = b1 + 2b2 + 2 2 b4 + 2 3 b8 +…
1 2 22 23 24
= + + + + +…
1p 2p 4p 8p 16 p
1 1 1
= 1+ + + +…
p-1 p-1 2 p-1 3
2 2 2
1
But the latter is a geometric series which converges if and only if |r| < 1. Since >0
2 p-1
1
for all p ∈ R, we must have 0 < p-1 < 1. Thus, 2 p-1 > 1 so p - 1 > 0 and therefore
2
p > 1.
⟸ direction.
This direction should be trivial.
Exercise 2.7.6. Let's say that a series subverges if the sequence partial sums contains a
subsequence that converges. Consider this (invented) definition for a moment, and then
decide which of the following statements are valid propositions about the subvergent series.
(1, 2, 3, 4, … )
No subsequence of of the partial sums is convergent.
(b) All convergent series are subvergent.
This proposition is true.
Let (sn ) be the sequence of partial sums of the infinite series ∑ an . Since (sn ) is
convergent, so is (sn )n∞=2 . Thus, (sn ) is subvergent.
Let (sn ) be the sequence of partial sums of the absolute value series ∑ |an | and let (tn ) be
the sequence of partial sums of the series ∑ an .
Since (sn ) subverges, there exists a subsequence (sn ) of (sn ) that converges.
k
Pick an arbitrary 𝜖 > 0. By the Cauchy criterion, there exists N > 0, such that for all
m > l ≥ N, we have:
|s n m - s n l | < 𝜖
Thus,
|t n m - t n l | < 𝜖
(sn ) = (1, 0, 2, 0, 3, 0, 4, 0, … )
The sequence of partial sums (sn ) has a convergent subsequence, (0, 0, 0, 0, … ). Hence,
the infinite series ∑ an is subvergent. But, (an ) has no convergent subsequence.
Exercise 2.7.7. (a) Show that if an > 0 and lim nan = l, with l ≠ 0, then the series ∑ an
diverges.
Firstly, since nan > 0, by the order limit theorem, l ≥ 0. We are given that l ≠ 0, so l > 0.
Pick 𝜖 = l / 2. Since nan → l, there exists N ∈ N, such that for all n ≥ N:
l l
l- < nan < l +
2 2
that is:
l 3l
0< < nan <
2 2
l
0< < an
2n
∞ ∞
l
Now, ∑ diverges and therefore by the comparison test, ∑ an is divergent. Thus,
n=N
2n n=N
∞
∑ an is divergent.
n=1
(b) Assume that an > 0 and lim n 2 an exists. Show that ∑ an converges.
Let lim n 2 an = l. Pick 𝜖 = |l| / 2. There exists N ∈ N, such that for all n ≥ N, we have:
|l| 3|l|
0≤ ≤ n 2 an ≤
2 2
Multiplying throughout by 1 / n 2 :
|l| 3|l|
0≤ ≤ an ≤
2n 2 2n 2
∞ ∞
3|l|
Since ∑ 2
is convergent, by the comparison test, ∑ an is also convergent.
n=N 2n n=N
∞
Consequently, ∑ an converges.
n=1
Exercise 2.7.8. Consider each of the following propositions. Provide short proofs for those
that are true and counterexamples for any that are not.
-1 < n 2 a n < 1
that is,
0 ≤ n 2 |a n | < 1
which implies:
1
0 ≤ |a n | <
n2
∞ ∞
1
By the comparison test, since ∑ is convergent, it follows that ∑ |an | is convergent,
n=N n2 n=N
∞
so adding a finite number N of terms to this, ∑ |an | should also be convergent. Thus,
n=1
an+1
lim =r<1
an
then the series converges absolutely.
(a) Let r' satisfy r < r' < 1. Explain why there exists an N such that n ≥ N implies that
|an+1 | ≤ |an |r'.
Proof.
Pick 𝜖 = (r' - r). There exists N ∈ N, such that for all n ≥ N, we have
an+1
r - (r' - r) < < r + (r' - r)
an
that is,
an+1
0≤ < r' < 1
an
or |an+1 | < |an |r'.
(b) Why does |aN |∑ (r') n converge?
Proof.
Since |r'| < 1, the geometric series |aN |∑ (r') n is convergent.
(c) Now, show that ∑ |an | converges, and conclude that ∑ an converges.
Solution.
∞
Consider the series ∑ |an |. Let (sn ) be the sequence of partial sums of this infinite series.
n=1
Since the terms of this series are non-negative, (sn ) is a monotonically increasing sequence.
Moreover, let n ≥ N, then we can write:
[Abbott 2.7.11] Find examples of two series ∑ an and ∑ bn both of which diverge but
for which ∑ min{ an , bn } converges. To make it more challenging, produce examples where
(an ) and (bn ) are strictly positive and decreasing.
Proof.
Let (an ) be the sequence (0, 1, 0, 1, 0, 1, … ) and (bn ) be the sequence
∞ ∞
1 1
1, 0, , 0, , 0, … . Both ∑ an and ∑ bn diverge. But, min{ an , bn } = 0 and thus,
2 3 n=1 n=1
∞
∑ min{ an , bn } converges.
n=1
1
(an ) = 1, 1, ,
32
1 1
(bn ) = (1, 2 , ,
2 2
n n
∑ xj yj = sn yn+1 - sm-1 ym + ∑ sj (yj - yj+1 )
j=m j=m
Proof.
We can simplify the expression on the RHS as follows:
∑ n sj (yj - yj+1 ) = sm ym - sm ym+1 + sm+1 ym+1
j=m
∞
[Abbott 2.7.13] (Abel's Test). Abel's test for convergence states that if the series ∑ xk
k=1
converges and if (yk ) is a sequence satisfying:
y1 ≥ y2 ≥ y3 ≥ … ≥ 0
∞
then the series ∑ xk yk converges.
k=1
(a) Use exercise 2.7.12 to show that:
n n
∑ xk yk = sn yn+1 + ∑ sk (yk - yk+1 )
k=1 k=1
where sn = x1 +…+ xn .
Proof.
By the formula for summation by parts, we have:
∑ n xk yk = sn yn+1 - s0 y1 + ∑ n sk (yk - yk+1 )
k=1 k=1
n
= sn yn+1 - 0 ⋅ y1 + ∑ k=1 sk (yk - yk+1 )
n
= sn yn+1 + ∑ k=1 sk (yk - yk+1 )
∞
(b) Use the comparison test to argue that: ∑ sk (yk - yk+1 ) converges absolutely, and show
k=1
how this leads directly to a proof of Abel's test.
Proof.
∞
Since ∑ xk converges, (sk ) is a convergent sequence and hence it is bounded. There exists
k=1
M>0 for all k ∈ N, such that |sk | ≤ M. Thus,
We know that (yk - yk+1 ) ≥ 0. Let (tk ) be the sequence of partial sums of the infinite series
∞
∑ (yk - yk+1 ). Since (tk ) is a monotonically-increasing sequence and
k=1
∞
By the Absolute convergence test, ∑ sk (yk - yk+1 ) is a convergent series.
k=1
Passing to the limits, we have:
n n
lim n → ∞ ∑ k=1 xk yk = lim n → ∞ sn yn+1 + ∑ k=1 sk (yk - yk+1 )
Note that, (yn ) is bounded by [0, y1 ] and is a monotonically decreasing sequence. Hence,
by MCT, it is a convergent sequence. (sn ) is also given to be a convergent sequence. Hence,
the limit of the right hand side of the expression can be written as:
n n
lim s n yn+1 + ∑ s k (yk - yk+1 ) = lim sn yn+1 + lim ∑ sk (yk - yk+1 )
n→∞ n→∞ n→∞
k=1 k=1
Since both these limits exist, the limit on the right hand side exists. Thus, the product
∞
series ∑ xk yk converges. □
k=1
[Abbott 2.7.14] (Dirichlet's Test) Dirichlet's test for convergence states that, if the
∞
partial sums of ∑ xk are bounded (but not necessarily convergent), and if (yk ) is a
k=1
∞
sequence satisfying y1 ≥ y2 ≥ y3 ≥ … ≥ 0 with lim yk = 0, then the series ∑ xk yk
k=1
converges.
(a) Point out how the hypothesis of Dirichlet's Test differs from that of Abel's test in
Exercise 2.7.13, but show that essentially the same strategy can be used to provide a proof.
Proof.
n
Since the sequence of partial sums sn = ∑ xk is bounded, there exists M > 0, such that
k=1
|sn | ≤ M for all n ∈ N. We can use the same strategy as in part (a) of exercise 2.7.13 to
show that the infinite product series is convergent.
(b) Show how the Alternating Series Test (Theorem 2.7.7) can be derived as a special case
of the Dirichlet's test.
Proof.
Let xk = (-1) k+1 and yk = ak , such that a1 ≥ a2 ≥ a3 ≥ … ≥ 0 and lim ak = 0. Since
∞
the partial sums (sk ) of the infinite series ∑ (-1) k+1 are bounded, by the Dirichlet test,
k=1
∞
∑ (-1) k+1 ak is convergent.
k=1
Exercise 3.2.1. (a) Where in the proof of theorem 3.2.3 part (ii) does the assumption that
the collection of open sets be finite get used?
Theorem 3.2.3 part (ii) The intersection of a finite collection { Oi : 1 ≤ i ≤ N, N ∈ N } of
open sets is open.
Proof. This assumption is used to find a candidate 𝜖-neighbourhood for the point
N
x∈ ⋂ Oi . We chose 𝜖 = min{ 𝜖1 , … , 𝜖N }. It would not be possible to choose such a
i=1
candidate should the collection of open sets be countably infinite or uncountable. Consider
1
the case we have a countable collection of open sets O1 , O2 , … and where 𝜖i = . Then,
n
𝜖i > 0, and inf{ 𝜖i : i ∈ N } = 0. So, we would be unable to choose an 𝜖.
Proof.
∞
Consider On = - 1 , 1 . We have: ⋂ On = { 0 } which is closed, not empty and not all of
n n n=1
R.
2 2 2 2
1, 2, -1 + , 1 + , - 1 + , 1 + , …
3 4 5 6
L = { -1, 1 } are the limit points of A.
(ii) [0, 1] are the set of all limit points of B. To see this, let y ∈ [0, 1] be an arbitrary point.
Pick an arbitrary 𝜖 > 0 and consider the punctured neighbourhood (y - 𝜖, y + 𝜖) - { y }.
Since Q is dense in R, there exists a rational number x ∈ Q, such that y < x < y + 𝜖.
Thus, (V𝜖 (y) - { y }) ∩ B ≠ ∅. Consequently y is a limit point for B. Since y was arbitrary,
[0, 1] is the set of all limit points of B.
So, there always exists an irrational number in V𝜖 (x). Consequently, for all 𝜖 > 0.
V 𝜖 ( x) ⊈ B .
1 2
Next, consider the point 2 ∈ I and the sequence xn+1 = xn + with x0 = 1. The
2 xn
sequence (xn ) ⊆ Q, and (xn ) → 2. Thus, 2 is a limit point for Q, that does not belong
to Q.
(b) N.
Let n ∈ N. Let 𝜖 = 1. Then, V1 (n) = (n - 1, n + 1) ⊈ N. Consequently, N is not open.
N has no limit points. Therefore, N is closed.
(c) { x ∈ R : x ≠ 0 }
R - { 0 } is open. Let y ∈ R - { 0 }. If y > 0, then pick 𝜖 = y / 2. (y / 2, 3y / 2) ⊆ R - { 0 }. If
y < 0, pick 𝜖 = |y| / 2. Then, (y - |y| / 2, y + |y| / 2) ⊆ R - { 0 }.
R - {0} is not closed. 0 is a limit point for R - { 0 }, because for all 𝜖 > 0, (-𝜖, 𝜖) intersects
the set in atleast one point other than 0. And 0 does not belong to the set.
(d) 1 + 1 / 4 + 1 / 9 +…+ 1 / n 2 : n ∈ N
This set is not open. Let (sn ) be the sequence of partial sums of the infinite series ∑ 12 .
n
Then, the set consists of S = { s1 , s2 , s3 , … , sn , … }. Since, an > 0, sn > 0 and (sn ) is
monotonically increasing. Pick 𝜖 = min{ sn - sn-1 , sn+1 - sn }. Then, V𝜖 (sn ) ⊈ S.
1 1
This set is not closed. We know that, ∑ is convergent, if and only if p > 1. So, ∑
n p
n2
1 𝜋2 𝜋2
is convergent and in fact, ∑ 2 = . Thus, the sequence (sn ) → . So, 𝜋 2 / 6 is a
n 6 6
limit point for S and does not belong to S.
(e) { 1 + 1 / 2 + 1 / 3 +…+ 1 / n : n ∈ N }.
This set is not open. Again let (sn ) be the sequence of partial sums of the infinite series
∑ 1 . Then, the set S = { s1 , s2 , … , sn }. The rest of the argument is similar to part(d).
n
1
S is closed. The harmonic series ∑ is divergent. Thus, S only has isolated points and no
n
limit points.
Exercise 3.2.4. Let A be nonempty and bounded above so that s = sup A exists.
(a) Show that s ∈ cl(A).
Proof.
1
By definition, ∀𝜖 > 0, ∃a ∈ A, such that s - 𝜖 < a ≤ s. Take 𝜖 = for all n ∈ N. Then,
n
1 1
we can construct a sequence (an ) ⊆ A, such that s - < an ≤ s. If we pick N > , then
n 𝜖
for all n ≥ N, s - 𝜖 < an < s + 𝜖. So, (an ) → s. Thus, s is limit point for A. Consequently,
s ∈ cl(A).
Pick an arbitrary 𝜖 > 0. And let u be any point such that s - 𝜖 < s < u < s + 𝜖. Since,
x ≤ s for all x ∈ O, we must have that u ∉ O, that is u ∈ O C . Consequently, ∀𝜖 > 0,
V 𝜖 ( s ) - { s } ∩ O C ≠ ∅.
But this is a contradiction. Since F is closed, x must belong to F. Consequently, our initial
assumption is false.
∀Cauchy sequences contained in F, their limit is also an element of F.
⟸ direction.
We are given that, every Cauchy sequence contained in F has a limit that is also an element
of F.
We proceed by contradiction. Assume that F is not closed. Then, there exists a limit point
x of F, such that x ∉ F. Since, x is a limit point of F, there exists a sequence (xn ) ⊆ F,
such that xn ≠ x, and (xn ) → x. This is a contradiction.
Hence our initial assumption is false.
Exercise 3.2.6. Decide whether the following statements are true or false. Provide
counterexamples for those that are false, and supply proofs for those that are true.
(a) An open set that contains every rational number must necessarily be all of R.
Proof.
This proposition is true. Let O be any open set containing R. We proceed by contradiction.
Assume that there exists x ∈ R, such that x ∉ O.
(b) The Nested Interval Property remains true if the term closed interval is replaced by
closed set.
Proof.
This proposition is false.
Counterexample.
Consider the set defined by Ik = { n ≥ k : n ∈ N } for k = 1, 2, 3, … . I1 , I2 , … are nested
∞
closed sets. However, ⋂ In = ∅.
n=1
1
S= 2+ :n ∈ N ∪ 2
n
S is a bounded set. 2 ≤ x ≤ 2 + 1 for all x ∈ S. S is infinite and contains all its limit
points, so S is closed. But, S does not have a rational number.
(e) The Cantor set is closed.
Proof.
Since
1 2 1 2 7 8
C = [0, 1] - , ∪ , ∪ , ∪…
3 3 9 9 9 9
it is the complementation of the set
1 2 1 2 7 8
, ∪ , ∪ , ∪…
3 3 9 9 9 9
(which is an open set) with respect to [0, 1]. Thus, C is a closed set.
Exercise 3.2.7. Given A ⊆ R, let L be the set of all limit points of A.
(a) Show that the set L is closed.
Proof.
Let x be an arbitrary limit point of L.
Pick an arbitrary 𝜖 > 0. Since x is a limit point of L, (x - 𝜖, x + 𝜖) intersects L in some
point l other than x. Thus, ∃l ∈ L, such that x - 𝜖 < l < x + 𝜖.
l - ( x - 𝜖) ( x + 𝜖) - l | l - x|
Since, l ∈ L, l is a limit point for A. Pick 𝜉 = min , , . Then,
2 2 2
V𝜉 (l) = (l - 𝜉, l + 𝜉) intersects A for in some point other than l and x.
Thus, V𝜖 (x) intersects A in some point other than x. Since 𝜖 was arbitrary, this is true for
all 𝜖 > 0. Consequently, x is a limit point for A. Thus, x belongs to L. Since x was an
arbitrary limit point of L and belongs to L, L is closed.
(b) Argue that if x is a limit point of A ∪ L, then x is a limit point of A. Use this
observation to furnish a proof for theorem 3.2.12.
Proof.
Let x be an arbitrary limit point of A ∪ L.
Pick an arbitrary 𝜖 > 0. There exists y ∈ A ∪ L, y ≠ x, such that y ∈ V𝜖(x) ∩ (A ∪ L).
This implies that either y ∈ V𝜖(x) ∩ A or y ∈ V𝜖(x) ∩ L or both.
If y ∈ V𝜖 (x) ∩ A, then since 𝜖 was arbitrary, this must be true for all 𝜖 > 0. Thus, x is a
limit point of A.
If y ∈ V𝜖 (x) ∩ L, then y is a limit point of A. We can construct a tiny 𝜉-neighbourhood
inside V𝜖 (x), determined by the rule:
y - ( x - 𝜖) ( x + 𝜖) - y | y - x|
𝜉 = min , ,
2 2 2
Since y is a limit point of A, ∃z, such that z ≠ x and z ≠ y with z ∈ V𝜉 (y) ∩ A.
But this implies that, ∃z, with z ≠ x, such that z ∈ V𝜖 (x) ∩ A. Since 𝜖 was arbitrary, this
is true for 𝜖 > 0. So, x is a limit point of A.
In both cases, x is a limit point of A.
If x is a limit point of A, x belongs to L and thus x ∈ A ∪ L. Since, x was arbitrary, A ∪ L
is closed.
[Abbott 3.2.8] Assume that A is an open set B is a closed set. Determine if the following
sets are definitely open, definitely closed, both or neither.
(a) cl(A ∪ B)
We know, that the closure of any set S is closed, so cl(A ∪ B) is definitely closed.
(b) A ⧵ B = { x ∈ A : x ∉ B }
We have A ⧵ B = A ∩ B C . B C is an open set A ∩ B C is definitely open, since the
intersection of a finite collection of open sets is open.
C
(c) AC ∪ B .
C
AC ∪ B is closed, since the finite union of closed sets is closed. Thus, AC ∪ B is
definitely open.
(d) (A ∩ B) ∪ AC ∩ B .
We can simplify this as,
A ∪ AC ∩ B = B
Thus, it is a closed set.
(e) cl(A) C ∩ cl AC
Formally:
x ∈ ( A ∩ B) C
⟺ ⌐((x ∈ A) ∧ (x ∈ B))
⟺ ⌐ ( x ∈ A ) ∨ ⌐ ( x ∈ B)
⟺ x ∈ AC ∨ x ∈ BC
⟺ x ∈ AC ∪ BC
Let x ∈ AC ∪ BC .
Intuitively, x belongs atleast one of A C , B C . Thus, x does not belong to atleast one of A,
B. Naturally, x cannot belong to both A and B. So, x ∉ (A ∩ B). Thus, x ∈ (A ∩ B) C .
Formally:
x ∈ AC ∪ BC
⟺ x ∈ AC ∨ x ∈ BC
⟺ ⌐ ⌐ x ∈ AC ∧ ⌐ x ∈ BC
⟺ ⌐((x ∈ A) ∧ (x ∈ B)
⟺ ⌐(x ∈ (A ∩ B))
⟺ x ∈ ( A ∩ B) C
Intuitively, x belongs to both A C , B C . So, x does not belong to both A and B. Thus,
x ∈ ( A ∩ B) C .
x ∈ AC ∩ BC
⟺ x ∈ AC ∧ x ∈ BC
⟺ ⌐(⌐ x ∈ A C ∨ ⌐ x ∈ B C
⟺ ⌐((x ∈ A) ∨ (x ∈ B))
⟺ ⌐(x ∈ (A ∪ B))
⟺ x ∈ ( A ∪ B) C
[Abbott 3.2.9] A proof for De Morgan's Laws in the case of two sets is outlined in the
exercise 1.2.5. The general argument is similar.
(a) Given a collection of sets { E𝜆 : 𝜆 ∈ 𝛬 }, show that :
c C
⋃ E𝜆 = ⋂ E𝜆C and ⋂ E𝜆 = ⋃ E𝜆C
𝜆∈𝛬 𝜆∈𝛬 𝜆∈𝛬 𝜆∈𝛬
Proof.
This proof is similar to the above exercise. So, we do not repeat it.
(b) Now, provide the details for the proof of the theorem 3.2.14.
(i) The union of a finite collection of closed sets is closed.
Let O1 , O2 , … , ON be a finite collection of open sets. Let
N
O= ⋂ Oi
i=1
then from theorem 3.2.3, the intersection of a finite collection of open sets is open. Taking
complementation on both sides,
N
O = C ⋃ Oic
i=1
we must have that the union of a finite collection of closed sets is closed.
(ii) The intersection of an arbitrary collection of closed sets is closed.
Let { O𝜆 : 𝜆 ∈ 𝛬 } be an arbitrary collection of open sets. From theorem 3.2.3, we know that:
O= ⋃ O𝜆
𝜆∈𝛬
the union of an abitrary collection of open sets is open. Taking complementation on both
sides, we have that:
OC = ⋂ O𝜆C
𝜆∈𝛬
Since O is closed and each of the are closed, we must have that the intersection of an
C
O𝜆C
arbitrary collection of closed sets is closed.
□
[Abbott 3.2.10] Only one of the following three descriptions can be realized. Provide an
example that illustrates the viable description and explain why the other two cannot exist.
Proof.
(i) A countable set contained in [0, 1] with no limit points.
This is not viable.
Let S = { xn : n ∈ N } be a countable set. Thus, (xn ) is an arbitrary sequence in [0, 1]. By
the Bolzanno Weierstrass theorem, every bounded sequence has atleast one convergent
subsequence. So, there exists (xn ) ⊆ (xn ) such that (xn ) → x. So, x is a limit point of S.
k k
convergent sequence, converges to the same limit as the original sequence. So, (xn ) → x.
k
( ⟸ direction).
Let x ∈ cl(A) ∪ cl(B).
x belongs to atleast one of cl(A) or cl(B). Suppose x ∈ cl(A). Let cl(A) = A ∪ LA .
If x belongs to A, then x ∈ (A ∪ B) and so x ∈ cl(A ∪ B) and we are done.
If x belongs to LA , then x is a limit point of A. So, there exists a sequence (xn ) ⊆ A, such
that xn ≠ x and (xn ) → x. Therefore, (xn ) ⊆ A ∪ B. So, x is also a limit point of A ∪ B.
Thus, x ∈ cl(A ∪ B).
We can similarly argue for the set B.
Consequently x ∈ cl(A ∪ B).
(b) Does this result extend to infinite unions of sets?
No, this result does not extend to infinite unions of sets.
Counterexample.
∞
Let An = 1 , where n ∈ N. Then, An is compact for all n ∈ N. But, ⋃ An is not
n n=1
compact, since the limit point 0 does not belong to the infinite union.
[Abbott 3.3.1] Show that if K is compact and nonempty, then sup K and inf K both exist
and are elements of K.
Proof.
By the Heine Borel Theorem, K is a closed and bounded set. Since K is bounded, by the
Axiom Of Completeness (AoC), both inf K and sup K exist.
We are interested to prove that sup K is an element of K.
1
By definition, for all 𝜖 > 0, there exists x ∈ K, such that s - 𝜖 < x ≤ s < s + 𝜖. Let 𝜖 = .
n
Then, we can construct a sequence (xn ) in K. Given any arbitrary 𝜖 > 0, if we choose
1
N > , then for all n ≥ N, xn ∈ (s - 𝜖, s + 𝜖). So, (xn ) → s. Thus, s is a limit point of K.
𝜖
Since K is closed, s belongs to K.
We can argue similarly for inf K ∈ K.
[Abbott 3.3.2.] Decide which of the following sets are compact. For those that are not
compact, show how definition 3.3.1. breaks down. In other words, give an example of a
sequence contained in the given set, that does not possess a subsequence converging to a
limit in the set.
(a) N.
N is not compact. Consider (xn ) = n, then no subsequence of (xn ) does converges to a
limit in the set. N is unbounded.
(b) Q ∩ [0, 1].
The set of rational numbers in [0, 1] is not compact. Consider the sequence (xn ) defined
1 2
recursively as xn+1 = xn + with x1 = 1. (xn ) ⊆ Q and (xn ) → 2, which does not
2 xn
belong to Q. So, clearly, not all limit points belong to the set.
(c) The Cantor Set.
The Cantor Set C is compact. It is closed and since C ⊆ [0, 1] it is bounded.
(d) 1 + 1 / 2 2 + 1 / 3 2 +…+ 1 / n 2 : n ∈ N .
The limit point 𝜋 2 / 6 does not belong to the set. So, it is not compact.
(e) { 1, 1 / 2, 2 / 3, 3 / 4, 4 / 5, … }
n
The general term is . By the Algebraic Limit Theorem,
n+1
n n+1-1 1
lim = lim = lim 1 - = 1.
n→∞ n + 1 n→∞ n+1 n→∞ n+1
As (xn ) was arbitrary, it follows that, every sequence (xn ) in K has a subsequence that
converges to a limit that is also in K. Hence, K is compact by definition.
[Abbot 3.3.4] Assume K is compact and F is closed. Decide if the following sets are
definitely compact, definitely closed, both, or neither.
(a) K ∩ F.
Proof.
Since K is closed, K ∩ F is closed. Moreover, since K is bounded, K ∩ F ⊆ K and therefore
bounded. So, K ∩ F is definitely compact.
(b) cl FC ∪ KC
Proof.
Since F C and K C are both open sets, F C ∪ K C is an open set. The closure of an open set is
closed.
(c) K ⧵ F.
Proof.
K⧵F is neither compact nor closed.
(d) cl K ∩ FC
Since K ∩ F C ⊆ K, it is a bounded set. Let x be an arbitrary limit point of the set. Since
K ∩ F C is bounded, it's limit point x must lie within the bounds. Thus, cl K ∩ F C is both
closed and bounded. Hence, it is compact.
[Abbott 3.3.5] Decide whether the following propositions are true or false. If the claim is
valid, supply a short proof, and if the claim is false, provide a counterexample.
(a) The arbitrary intersection of compact sets is compact.
Proof.
This claim is true.
The arbitrary intersection of closed sets is closed. Moreover, if the sets are bounded, the
intersection of the sets is also bounded. Consequently, the arbitrary intersection of compact
sets is compact.
(b) The arbitrary union of compact sets is compact.
Proof.
This proposition is false.
Kn = { xn }
Then,
∞
⋃ Kn
n=1
does not contain the limit point 2 and is therefore not compact.
1
As yet another example, let (sn ) be the sequence of partial sums of the infinite series ∑ .
n
And consider the following closed sets:
F1 = { s1 , s2 , s3 , … }
F2 = { s2 , s3 , s4 , … }
F3 = { s3 , s4 , s5 , … }
⋮
Fn = { sn , sn+1 , sn+2 , … }
All of these sets are closed, because they do not have a limit point. And F1 ⊇ F2 ⊇ ….
But, their intersection is empty.
[Abbott 3.3.6] This exercise is meant to illustrate the point made in the opening
paragraph to the section 3.3. Verify that the following three statements are true if every
blank is filled in with the word finite. Which are true if every blank is filled in with the word
compact? Which are true if every blank is filled in with the word closed?
(a) Every _______ set has a maximum.
Solution.
Every finite set has a maximum.
Every compact set is bounded, so it has a supremum and further sup K is a limit point of
the set, so it belongs to the set. Thus, every compact set has a maximum.
(b) If A and B are _____, then A + B = { a + b : a ∈ A, b ∈ B } is also ______.
Solution.
If A and B are finite, then A + B has at most # of elements of A times # of elements of
B, so A + B is finite.
If A and B is bounded, then there exists M1 > 0, such that ∀a ∈ A, |a| ≤ M1 and there
exists M2 > 0, such that ∀b ∈ B, |b| ≤ M2 . Consequently, |a + b| ≤ |a| + |b| ≤ M1 + M2 ,
So, A + B is also bounded.
1
Consider A = n+ :n ∈ N and B = { -n : n ∈ N, n ≠ 2 }. Both A and B have no limit
n
points so they are closed, but A + B has a limit point 0 that does not belong to the set
A + B, and hence it is not closed.
Suppose that A and B are compact. Let c be a limit point of A + B. There exists a
sequence (cn ) ⊆ A + B such that cn ≠ c, with (cn ) → c. Every subsequence of a convergent
sequence also approached the limit point c.
Since cn ∈ A + B, we can write (cn ) as the sum of the sequences (an ) ⊆ A and (bn ) ⊆ B.
So:
cn = an + bn
Now, since A is compact, by the Heine Borel Theorem, there is a subsequence (an ) of (an )
k
Since both lim cn and lim an exist, we are allowed to apply the Algebraic Limit Theorem,
k k
and thus:
Solution.
If { An : 1 ≤ n ≤ N } is a collection of finite sets with the property that every finite
N
subcollection has a non-empty intersection, then ⋂ An is non-empty as well.
n=1
Consider An = [n, ∞). Each of the An 's are closed. The intersection of any finite
∞
subcollection of sets is non-empty, but ⋂ An is empty.
n=1
B1 ⊇ B2 ⊇ B3 ⊇ B4 ⊇ …
∞ ∞
By the Nested Compact set property, ⋂ Bi = ⋂ Ai is non-empty.
n=1 n=1
[Abbott 3.3.7] As some more evidence of the surprising nature of the Cantor set, follow
these steps to show that the sum C + C = { x + y : x, y ∈ C } is equal to the closed interval
[0, 2]. (Keep in mind that C has zero length and contains no intervals.)
Because C ⊆ [0, 1], C + C ⊆ [0, 2], so we only need to prove the reverse inclusion
[0, 2] ⊆ { x + y : x, y ∈ C }. Thus, given s ∈ [0, 2], we must find two elements x, y ∈ C,
satisfying x + y = s.
(a) Show that there exists x1 , y1 ∈ C1 , for which x1 + y1 = s. Show in general that, for
arbitrary n ∈ N, we can always find xn , yn ∈ Cn for which xn + yn = s.
Solution.
Consider an arbitrary s ∈ [0, 2].
Consider the straight-line x + y = s. Let us represent the regions [0, 1 / 3] × [0, 1 / 3],
[0, 1 / 3] × [1 / 3, 2 / 3], [2 / 3, 1] × [0, 1 / 3] and [2 / 3, 1] × [2 / 3, 1] graphically. For all
s ∈ [0, 2], the straight-line x + y = s will pass through atleast one of these four squares.
2 1 1
If s ∈ 0, , then we can pick x1 ∈ 0, and y1 ∈ 0, .
3 3 3
2 4 2 1
If s ∈ , , then we can pick x1 ∈ ,1 and y1 ∈ 0, .
3 3 3 3
4 2 2
If s ∈ ,2 , then we can pick x1 ∈ ,1 and y1 ∈ ,1 .
3 3 3
x+y = s
s
(b) Keeping in mind that the sequences (xn ) and (yn ) do not necessarily converge, show
how they can nevertheless be used to produce the desired x and y in C satisfying x + y = s.
Since (xn ) ⊆ [0, 1], it is a bounded sequence. By the Bolzanno Weierstrass Theorem, the
sequence (xn ) has atleast one convergent subsequence (xn ). Let lim xn = x.
k k
Since
y n k = (x n k + y n k ) - x n k
we have that:
lim(ynk ) = lim(xnk + ynk ) - lim xnk = s - x = y
Since (xn ) ⊆ Cn and (yn ) ⊆ Cn for all n ≥ n1 , it follows that these subsequences lie in
k k
∞ ∞
the infinite intersection ⋂ Cn and thus in ⋂ Cn . Since, this is a closed and bounded set,
n=n 1 n=1
∞
their limit points x, y ∈ ⋂ Cn = C.
n=1
d = inf{ |x - y| : x ∈ K, y ∈ L }
This turns out to be a reasonable definition for the distance between K and L.
(a) If K and L are disjoint show that d > 0 and that d = |x0 - y0 | for some x0 in K and
y 0 ∈ L.
Proof.
Let
A = { | x - y| : x ∈ K , y ∈ L }
Since |x - y| ≥ 0, A is bounded below. Thus, inf A exists. We are interested to prove that
A is compact and therefore d = inf A exists and further belongs to A.
Let a be an arbitrary limit point of A. Thus, there exists a sequence (an ) = |xn - yn | ⊆ A,
such that (an ) = |xn - yn | → a. Since K is bounded, by the Bolzanno Weierstrass theorem,
there exists a convergent sequence (xn ) ⊆ K, whose limit point also belongs to K.
k
Consequently, inf A ∈ A.
So, there exists x0 ∈ K and y0 ∈ L such that d = |x0 - y0 |.
(b) Show that it's possible to have d = 0 if we assume only that the disjoint sets K and L
are closed.
[Abbott 3.4.1] If P is a perfect set and K is compact, is the intersection P ∩ K always
compact? Always perfect?
Proof.
Since P is closed and K is closed and bounded, and the intersection of closed sets is closed,
P ∩ K is closed. Further P ∩ K ⊆ K, so it is bounded and therefore always compact.
Solution.
∞
Let x ∈ C be arbitrary. Since C = ⋂ Cn , x ∈ Cn for all n ∈ N.
n=1
That is, we let x1 to be the left-hand enpoint of the closed interval, if x is smaller than
than the mid-point, otherwise we let x1 be the right-hand endpoint. Since the length of the
1 1
interval l(I1 ) = , we have that |x - x1 | ≤ .
3 3
Since, endpoints of intervals are never excluded in the construction of the Cantor set,
x1 ∈ C ∩ C1 .
x2 =
if x ≤ (a2 + b2 ) / 2
a2
otherwise
b2
In general, if x ∈ [an , bn ] ⊆ Cn , then we choose
xn =
an if x ≤ (an + bn ) / 2
bn otherwise
1 1
Since l(In ) = n
, | x n - x| ≤ . Pick an arbitrary 𝜖 > 0. Pick N, such that
3 3n
1
<𝜖
3N
or
log(1 / 𝜖)
N>
log 3
Then, for all n ≥ N,
| x n - x| < 𝜖
Consequently, (xn ) → x.
Thus, all points in the Cantor Set C are limit points.
[Abbott 3.4.4] Repeat the Cantor construction from section 3.1 starting with the interval
[0, 1]. This time, however, remove the open middle fourth from each component.
3 5
C1 ' = 0, ∪ ,1
8 8
9 15 24 40 49 55
C2 ' = 0, ∪ , ∪ , ∪ ,1
64 64 64 64 64 64
⋮
∞
Since ⋂ Cn ' is closed and bounded, it is a compact set.
n=1
∞
Let x ∈ C' be an arbitrary point. Since x ∈ ⋂ Cn ', x ∈ Cn ' for all n ∈ N. Again, we can
n=1
construct a sequence (xn ) ⊆ C' such that (xn ) → x.
Pick an arbitrary 𝜖 > 0.
We can choose N such that
N
3
<𝜖
8
( 8 / 3) x = 2
Or,
log(8 / 3)
x=
log 2
[Abbott 3.4.5] Let A and B be non-empty subsets of R. Show that if there exists disjoint
open sets U and V with A ⊆ U and B ⊆ V, then A and B are separated.
Solution.
We are given that U and V are disjoint open sets. We proceed by conradiction.
Let a be an arbitrary limit point of A. Assume that a ∈ B.
Since, B ⊆ V, a is an interior point of V. Consequently, there exists 𝜖0 > 0, such that
V𝜖 (a) = (a - 𝜖0 , a + 𝜖0 ) ⊆ V. Since U and V are disjoint open sets, V𝜖 (a) ∩ A = ∅ and
0 0
But, a is the limit point of a. For all 𝜖 > 0, it follows that (V𝜖 (a) - { a }) ∩ A ≠ ∅. This is a
contradiction. Hence, our initial assumption is false. a ∉ B.
Since a was arbitrary, this holds true for all limit points of A. So, cl(A) ∩ B = ∅. We can
similarly argue that A ∩ cl(B) = ∅.
Therefore, A and B are separated.
[Abbott 3.4.6] Prove theorem 3.4.6.
Theorem 3.4.6. A set E ⊆ R is connected, if and only if, for all nonempty disjoint sets A
and B satisfying E = A ∪ B, there always exists a convergent sequence (xn ) → x with (xn )
contained in one of A or B, and x an element of the other.
Proof.
⟹ direction.
Therefore,
lim [f(xn ) + g(xn )] = lim f(xn ) + lim g(xn ) Algebraic limit theorem for sequences
= L+M
Since, (xn ) was arbitrary, this is true for all sequences (xn ) ⊆ A, with xn ≠ c and (xn ) → c.
Thus, by the Sequential Criterion for functional limits,
(b) Now, write another proof of corollary 4.2.4 part (ii) directly from the definition 4.2.1
without using the sequential criterion in theorem 4.2.3.
Proof.
We are given that xlim
→c
f(x) = L and lim g(x) = M. Since:
x→c
Consequently, xlim
→c
f ( x) + g( x) = L + M .
(c) Repeat (a) and (b) for corollary 4.2.4 part (iii).
Proof.
(i) We are given that lim f(x) = L and lim g(x) = M.
x→c x→c
lim f(xn ) ⋅ g(xn ) = lim f(xn ) ⋅ lim g(xn ) Algebraic limit theorem for sequences
= L⋅M
Since (xn ) was an arbitrary sequence, this is true for all sequences (xn ) → c, with xn ≠ c.
By the sequential criterion for functional limits, lim f(x)g(x) = LM.
x→c
(ii) We are interested to make the distance |f(x)g(x) - LM| as small as we please. Pick an
arbitrary 𝜖 > 0.
Let us explore the expression |f(x)g(x) - LM|. We have:
If we replace |g(x)| by its upper bound, we will strengthen the condition the we wish to
prove.
Pick 𝜖 = 1. There exists 𝛿1 > 0, such that for all |x - c| < 𝛿1 , we have :
| g( x) - M | < 1
or
| g( x) | < | M | + 1
𝜖
| f ( x) - L | <
2( | M | + 1)
There exists 𝛿3 > 0 such that for all |x - c| < 𝛿3 , we have:
𝜖
| g( x) - M | <
2|L|
Let 𝛿 = min{ 𝛿1 , 𝛿2 , 𝛿3 }. Then, for all |x - c| < 𝛿, it follows that:
[Abbott 4.2.2] For each stated limit, find the largest possible 𝛿-neighbourhood that is a
proper response to the given 𝜖-challenge.
(a) lim (5x - 6) = 9 where 𝜖 = 1.
x→3
Proof.
We are interested to make the distance |(5x - 6) - 9| < 1. We have:
|(5x - 6) - 9| < 1
|5x - 15| < 1
1
|x - 3| <
5
Thus, the largest 𝛿 - neighbourhood that is a proper response to the given 𝜖-challenge is
1 1
3- ,3+ .
5 5
Proof.
If 𝜖 = 1, there exists 𝛿 > 0, such that for all |x - 4| < 𝛿, we have 1 < x < 3.
Consequently, 3 < x + 2 < 5. Thus, 3 is a lower bound for x + 2.
Therefore, let x be such that |x - 4| < 3. Then, x ∈ (1, 7).
(c) lim [[x]] = 3, where 𝜖 = 1.
x→𝜋
Proof.
We are interested to make the distance |[[x]] - 3| < 1.
We have:
[Abbott 4.2.3] Review the definition of Thomae's function t(x) from section 4.1.
(a) Construct three different sequences (xn ), (yn ) and (zn ), each of which converges to 1
without using the number 1 as a term in the sequence.
Proof.
The Thomae's function is given by:
1 if x = 0
t ( x) = 1/n if x = m / n ∈ Q ⧵ { 0 }
0 if x ∉ Q
1 2
Let xn = 1 - , yn = 1 - , n ≥ 2, and zn be the sequence defined as:
n n
1
1- if n = 2m, m∈N
n
zn =
2
1- if n = 2m + 1, m ∈ N, m ≥ 1
n
(b) Now, compute lim t(xn ), lim t(yn ) and lim t(zn ).
Proof.
n-1 1
Since xn = , t(xn ) = . Thus, t(xn ) → 0.
n n
Since yn is irrational, t(yn ) = 0. Thus, t(yn ) is the constant zero sequence and approaches
0.
Since t(zn ) is the shuffle sequence consisting of the terms of t(xn ) and t(yn ) juxtaposed
next to each other, t(zn ) → 0.
(c) Make an educated conjecture for the limit lim t(x) and use the definition 4.2.1B to
x→1
verify the claim.
Our claim is that xlim
→1
t ( x) = 0.
We proceed by contradiction. Assume that there exists 𝜖0 > 0 for all 𝛿 > 0 such that for
atleast some x ∈ (1 - 𝛿, 1 + 𝛿) different from 1, we have |t(x)| ≥ 𝜖0 .
1
By the Archimedean property, there exists N ∈ N, such that < 𝜖0 .
N
1 1 1
Consider 𝛿 = . There exists x ∈ 1 - , 1 + different from 1 such that
2N 2N 2N
t ( x) ∉ ( - 𝜖 0 , 𝜖 0 ) .
Such an x must necessarily have a denominator greater than 2N. But then,
1
t(x) ∈ 0, and so, t(x) ∈ (-𝜖0 , 𝜖0 ). This is a contradiction. Hence, our initial
2N
assumption is false.
[Abbott 4.2.4] Consider the reasonable but erroneous claim that:
lim 1 / [[x]] = 1 / 10
x → 10
Solution.
(a) Find the largest 𝛿 that represents a proper response to the challenge of 𝜖 = 1 / 2.
Proof.
Suppose that:
1 1 1
- <
[[x]] 10 2
Then,
1 1 1 1 1
- < < +
10 2 [[x]] 10 2
or,
2 1 3
- < <
5 [[x]] 5
2 1 5 2
Consider - < . If [[x]] < 0, then - > [[x]]. If [[x]] > 0, then - < [[x]].
5 [[x]] 2 5
1 3 5 5
Consider < . If [[x]] < 0, then [[x]] < . If [[x]] > 0, then [[x]] > .
[[x]] 5 3 3
5 5
Consequently, it follows that [[x]] < - or [[x]] > .
2 3
1 1 1 1 1
- < < +
10 50 [[x]] 10 50
Thus,
2 1 3
< <
25 [[x]] 25
25
0 < [[x]] <
2
and
25
[[x]] >
3
Consequently,
1 ≤ x < 13
and
x≥7
For both these conditions to be true simultaneously, we must have:
7 ≤ x < 13
or
-3 ≤ x - 10 < 3
Thus, the inequality is satisfied for all x such that:
|x - 10| < 3
So, the largest 𝛿𝜖=1/50 response to the given 𝜖-challenge is 3.
(c) Find the largest 𝜖-challenge for which there is no suitable 𝛿 response possible.
Proof.
1
I think this is 𝜖0 = .
90
[Abott 4.2.5.] Use definition 4.2.1 to supply a proper proof for the following limit
statements.
(a) lim (3x + 4) = 10.
x→2
Proof.
We are interested to make the distance |(3x + 4) - 10| as small as we please.
Pick an arbitrary 𝜖 > 0. Let's explore the inequality:
𝜖
If we choose 𝛿 = , then |x - 2| < 𝛿 implies that |(3x + 4) - 10| < 𝜖. Consequently,
3
lim (3x + 4) = 10.
x→2
(b) lim x 3 = 0.
x→0
|x 3 | < 𝜖
∴ -𝜖 < x 3 < 𝜖
∴ -∛𝜖 < x < ∛𝜖
|x| < ∛𝜖
Pick 𝛿 = 𝜖 1/3 . Then, |x| < 𝛿 implies that |x 3 | < 𝜖.
Since 𝜖 was arbitrary, this is true for all 𝜖 > 0. Consequently, lim x 3 = 0.
x→0
(c) lim x 2 + x - 1 = 5.
x→2
| x 2 + x - 1 - 5| < 𝜖
|x 2 + x - 6| <𝜖
|x 2 + 3x - 2x - 6| <𝜖
| x( x + 3) - 2( x + 3) | <𝜖
|(x - 2)(x + 3)| <𝜖
Assume that 𝛿 < 1. Then |x - 2| < 𝛿 implies that x ∈ (1, 3). Consequently, 4 < x + 3 < 6.
So, |x + 3| < 6. If in the above inequality, we replace |x + 3| by its upper bound, we are
strengthening the condition we wish to prove.
So, we would like to therefore prove:
𝜖
|x - 2| <
6
If we choose 𝛿 = min{ 1, 𝜖 / 6 }, then |x - 2| < 𝛿 implies that | x 2 + x - 1 - 5| < 𝜖.
Consequently, lim x 2 + x - 1 = 6.
x→2
(d) lim 1 / x = 1 / 3.
x→3
1 1
We are interested to make the distance - as small as we please.
x 3
|x - 3| < 𝜖
8 1 1
If we choose 𝛿 = min ,𝜖 , then |x - 3| < 𝛿 implies - < 𝜖.
3 x 3
1 1
Since 𝜖 was arbitrary, this holds true for all 𝜖 > 0. Consequently, xlim = .
→3 x 3
[Abbott 4.2.6] Decide if the following claims are true or false and give short justifications
for each conclusion.
(a) If a particular 𝛿 has been constructed as a suitable response to a particular 𝜖-challenge,
then any small positive 𝛿 will also suffice.
Proof.
This proposition is true.
Suppose a particular 𝛿-neighbourhood has been constructed in response to a particular 𝜖-
challenge. Then, for all x ∈ (c - 𝛿, c + 𝛿), we have f(x) ∈ (L - 𝜖, L + 𝜖).
If 0 < 𝜉 < 𝛿, then V𝜉 (c) ⊆ V𝛿 (c). Consequently, for all x ∈ (c - 𝜉, c + 𝜉), it follows that
f(x) ∈ (L - 𝜖, L + 𝜖).
f ( x) =
x if x > 0
1 if x = 0
lim f(x) = lim (x) = 0. But, f(0) = 1.
x→0 x→0
1
lim f(x) ⋅ g(x) = lim (x - a) ⋅ = lim (1) = 1
x→a x→a ( x - a) x → a
[Abbott 4.2.7] Let g : A → R and assume that f is a bounded function on A in the sense
that there exists M > 0 satisfying |f(x)| ≤ M for all x ∈ A. Show that if lim g(x) = 0,
x→c
then xlim
→c
g(x)f(x) = 0 as well.
Proof.
We are interested to make the distance |g(x)f(x)| as small as we please.
Pick an arbitrary 𝜖 > 0.
There exists 𝛿 > 0, such that for all x ∈ (c - 𝛿, c + 𝛿), it follows that:
𝜖
| g( x) | <
M
Since, f(x) is bounded, there exists M > 0, for all x ∈ A, such that
| f ( x) | ≤ M
Consequently, for all x ∈ (c - 𝛿, c + 𝛿), we have:
𝜖
|g(x)f(x)| = |g(x)||f(x)| < ⋅M = 𝜖
M
Thus, lim g(x)f(x) = 0.
x→c
[Abbott 4.2.8] Compute each limit or state that it does not exist. Use the tools developed
in this section to justify each conclusion.
|x - 2|
(a) lim .
x → 2 ( x - 2)
Proof.
This limit does not exist.
1
Consider the sequence (xn ) defined by xn = 2 + . Now, lim xn = 2. We have:
n
|xn - 2|
lim f(xn ) = lim n → ∞
( x n - 2)
( x n - 2)
= lim since xn ≥ 2
( x n - 2)
= lim 1
=1
1
Consider the sequence (yn ) defined by yn = 2 - . Now, lim yn = 2. We have:
n
|yn - 2|
lim f(yn ) = lim n → ∞
( y n - 2)
- ( y n - 2)
= lim since yn ≤ 2
( y n - 2)
= lim (-1)
= -1
Therefore, there exists two sequences (xn ) and (yn ) such that lim xn = lim yn , but
|x - 2|
lim f(xn ) ≠ lim f(yn ). Consequently, lim does not exist.
x→2 ( x - 2)
|x - 2|
(b) xlim
→ 7/4 ( x - 2)
Proof.
Our claim is xlim
→ 7/4
f ( x) = - 1.
| ( x - 2) |
- ( - 1) < 𝜖
( x - 2)
In other words:
|x - 2| + (x - 2)
<𝜖
( x - 2)
1 7 1 3
Assume that 𝛿 < . Then, x - < implies that x ∈ ,2 . Consequently, x < 2 and
4 4 4 2
so |x - 2| = -(x - 2). Thus, we have:
0
< 𝜖, { x ≠ 2 }
( x - 2)
Since 𝜖 > 0, this is vacuously true.
1
Thus, a 𝛿 < is a suitable response to any given 𝜖-challenge.
4
|x - 2|
Therefore, xlim = - 1.
→ 7/4 ( x - 2)
Proof.
This limit does not exist.
1 1
Let (xn ) be a sequence defined by xn = , n ∈ N. We have, (xn ) → 0. Now, = 2n
2n xn
and
f(xn ) = (-1) [[1/xn ]] = (-1) 2n = 1
So, lim f(xn ) = 1.
1
Let (yn ) be a sequence defined by yn = , n ∈ N. We have, (yn ) → 0. And
2n + 1
Thus, ∃(xn ), (yn ) such that lim xn = lim yn = 0, but lim f(xn ) ≠ lim f(yn ).
(d) lim ∛x(-1) [[1/x]] .
x→0
Our claim is lim ∛x(-1) [[1/x]] = 0.
x→0
Since, |(-1) [[1/x]] | ≤ 1, given an arbitrary 𝜖 > 0, we can pick 𝛿 = 𝜖 3 . Then, for all |x| < 𝛿,
it follows that |∛x||(-1) [[1/x]] | < ∛𝜖 3 ⋅ 1 = 𝜖, since h(t) = ∛t is a monotonically increasing
function.
[Abbott 4.2.9] (Infinite Limits.) The statement lim 1 / x 2 = ∞ certainly makes intuitive
x→0
sense. To construct a rigorous definition in the challenge response style of the definition
4.2.1., for an infinite limit statement of this form, we replace the arbitrarily small 𝜖 > 0
challenge with an (arbitrarily large) M > 0 challenge:
Definition: lim f(x) = ∞ means that for all M > 0 we can find a 𝛿 > 0 such that
x→c
whenever 0 < |x - c| < 𝛿, it follows that f(x) > M.
(a) Show that lim 1 / x 2 = ∞ in the sense described in the previous definition.
x→0
Proof.
1
Pick an arbitrary M > 0. We are interested to make > M. Let's explore this inequality.
x2
1
>M
x2
1
x2 <
M
1
| x| <
M
1 1
Pick 𝛿 = , then |x| < 𝛿 implies that > M. Since M > 0 was arbitrary, this is true
M x2
for all M > 0. Consequently,
1
lim =∞
x→0 x2
(b) Now construct a definition for the statement xlim
→∞
f(x) = L. Show that lim 1 / x = 0.
x→∞
Proof.
Definition. xlim
→∞
f(x) = L means that for all 𝜖 > 0, there exists M > 0, such that for all
|x| > M, it follows that |f(x) - L| < 𝜖.
1
We are interested to make the distance < 𝜖. Assume that M > 1, then |x| > M
x
implies that |x| > 1. Therefore,
1
| x| >
𝜖
1 1
If we pick M > max 1, , then |x| > M implies that < 𝜖. Consequently,
𝜖 x
1
lim = 0.
x→∞ x
[Abbott 4.2.10] Right and left limits. Introductory calculus courses typically refer to the
right-hand limit of a function as the limit obtained by letting x approach a from the right-
hand side
(a) Give a proper definition in the style of the definition 4.2.1 for the right-hand and left-
hand limit statements:
Proof.
lim f(x) = L means that for all 𝜖 > 0, there exists 𝛿 > 0, such that for all x ∈ (a, a + 𝛿),
x → a+
it follows that f(x) ∈ (L - 𝜖, L + 𝜖).
lim f(x) = M means that for all 𝜖 > 0, there exists 𝛿 > 0, such that for all x ∈ (a - 𝛿, a),
x → a-
it follows that f(x) ∈ (L - 𝜖, L + 𝜖).
(b) Prove that lim f(x) = L if and only if both the right and the left-handside limits equal
x→a
L.
⟹ direction.
We are given xlim
→a
f ( x) = L .
⟸ direction.
[Abbott 4.2.11] (Squeeze Theorem.) Let f, g and h satisfy f(x) ≤ g(x) ≤ h(x) for all x
in some common domain A. If xlim
→c
f(x) = L and lim h(x) = L at some point c of A, show
x→c
that lim g(x) = L as well.
x→c
Proof.
Pick an arbitrary 𝜖 > 0.
There exists 𝛿1 > 0, such that for all x ∈ (c - 𝛿1 , c + 𝛿1 ), f(x) ∈ (L - 𝜖, L + 𝜖).
There exists 𝛿2 > 0, such that for all x ∈ (c - 𝛿2 , c + 𝛿2 ), h(x) ∈ (L - 𝜖, L + 𝜖).
Let 𝛿 = min{ 𝛿1 , 𝛿2 }.
But since f(x) ≤ g(x) ≤ h(x), for all x ∈ (c - 𝛿, c + 𝛿), we have that
L - 𝜖 < f ( x) ≤ g( x) ≤ h( x) < L + 𝜖.
Since 𝜖 was arbitrary, this holds true for all 𝜖 > 0. Consequently, xlim
→c
g( x) = L .
[Abbott 4.3.1] Let g(x) = ∛x.
(a) Prove that g is continuous at c = 0.
Proof.
We are interested to make the distance |g(x) - g(0)| as small as we please.
Pick an arbitrary 𝜖 > 0.
Let's explore the inequality |g(x)| < 𝜖.
| g( x) | < 𝜖
|∛x| < 𝜖
| x| < 𝜖 3
Pick 𝛿 = 𝜖 3 . Then, for all |x| < 𝛿, it follows that |g(x)| < 𝜖. Since 𝜖 was arbitrary, this is
true for all 𝜖 > 0. Consequently, g(x) is continuous at c = 0.
(b) Prove that g is continuous at a point c ≠ 0. (The identity
a 3 - b 3 = (a - b) a 2 + ab + b 2 will be helpful).
Proof.
We are interested to make the distance |g(x) - g(c)| as small as we please.
Consider the inequality |g(x) - g(c)| < 𝜖.
| g( x) - g( c ) | < 𝜖
|∛x - ∛c| < 𝜖
|x 2/3 + x 1/3 c 1/3 + c 2/3 |
|∛x - ∛c| × <𝜖
|x 2/3 + x 1/3 c 1/3 + c 2/3 |
| x - c|
<𝜖
|x 2/3 + x 1/3 c 1/3 + c 2/3 |
| x - c|
2
<𝜖
1/3 2 1/3
c 3c
x 1/3 + 2
+ 2
2
Moreover, since x 1/3 + c 1/3 / 2 ≥ 0, we can prove the stronger condition:
| x - c|
< 𝜖, { c ≠ 0 }
3 2/3
4
c
3 2/3
Pick 𝛿 = c 𝜖. Then, |x - c| < 𝛿 implies that |g(x) - g(c)| < 𝜖.
4
|k - k | < 𝜖
But, this is vacuously true, irrespective of the 𝜖-challenge. Hence, we can pick 𝛿 = 1
response.
Consequently, f(x) = k is onetinuous.
(b)Let's say that f is equaltinuous at c, if for all 𝜖 > 0 we can choose 𝛿 = 𝜖 and it follows
that |f(x) - f(c)| < 𝜖 whenever |x - c| < 𝛿. Find an example of a function that is
equaltinuous on R, that is no where onetinuous, or explain why there is no such function.
Proof.
Consider the linear function f(x) = x. Let c be an arbitrary point.
Claim. f(x) is equaltinuous.
Pick an arbitrary 𝜖 > 0. Consider |f(x) - f(c)| < 𝜖. We have:
| f ( x) - f ( c ) | < 𝜖
| x - c| < 𝜖
Pick 𝛿 = 𝜖. Then for all |x - c| < 𝛿, it follows that |f(x) - f(c)| < 𝜖.
Claim. f(x) is nowhere ontinuous.
1
Let 𝜖0 = . Let's explore the inequality |f(x) - f(c)| ≥ 𝜖0 . We have:
2
1
| x - c| ≥
2
Since Q is dense in R, we can pick x ∈ Q satisfying:
1 1
c - 1 < x ≤ c - or c + ≤ x < c + 1
2 2
Thus, |x - c| < 1.
So, there exists V𝜖 (f(c)) for V1 (c), such that for atleast some x ∈ V1 (c), it follows that
0
f(x) ∉ V𝜖 (f(c)).
0
| f ( x) - f ( c ) | < 𝜖
|2x - 2c| < 𝜖
𝜖
| x - c| <
2
If we pick 𝛿 = 𝜖 / 2, then for all x satisfying |x - c| < 𝛿, it follows that |f(x) - f(c)| < 𝜖.
Claim. f(x) is nowhere equaltinuous.
1
Let 𝜖0 = . Now, 𝛿 = 𝜖0 .
2
(c - 𝛿, c - 𝜖0 / 2) ∪ (c + 𝜖0 / 2, c + 𝛿)
Clearly, |f(x) - f(c)| ≥ 𝜖0 . So, there exists 𝜖0 for 𝛿 = 𝜖0 , such that there for atleast some
x ∈ V𝛿 (c), it follows that |f(x) - f(c)| ≥ 𝜖0 .
| f ( x) - f ( c ) | < 𝜖
|x / 2 - c / 2| < 𝜖
|x - c| < 2𝜖
If we choose 𝛿 = 2𝜖, then for all x ∈ (c - 𝛿, c + 𝛿), it follows that f(x) ∈ (f(c) - 𝜖, f(c) + 𝜖).
Consequently, f is continuous but not lesstinuous.
[Abbott 4.3.3.] (a) Supply a proof for the theorem 4.3.9. using the 𝜖 - 𝛿 characterization
of continuity.
Proof.
We are given that f is continuous at c ∈ A and g is continuous at f(c) ∈ B.
We are interested to make the distance |g(f(x)) - g(f(c))| as small as we please.
Pick an arbitrary 𝜖 > 0. Let's explore the inequality |g(f(x)) - g(f(c))| < 𝜖.
Since g is continuous at f(c) ∈ f(A), there exists 𝜉 > 0, such that for all f(x) ∈ f(A)
satisfying |f(x) - f(c)| < 𝜉, it follows that |g(f(x) - g(f(c))| < 𝜖.
Since f is continuous at c, there exists 𝛿 > 0, such that for all x ∈ A, satisfying
|x - c| < 𝛿, it follows that |f(x) - f(c)| < 𝜉.
(b) Give another proof of this theorem usng the sequential characterization of continuity.
Let (xn ) be an arbitrary sequence, with (xn ) ⊆ A, such that (xn ) → c.
Since f is continuous at c, it follows that the image sequence f(xn ) → f(c).
Now, f(xn ) ⊆ f(A). Since, g is continuous at f(c), the image sequence under g of f(xn ),
g(f(xn )) approaches g(f(c)).
Since (xn ) was an arbitrary sequence in A, this must be true for all sequences (xn ) ⊆ A,
with (xn ) → c.
Consequently, g(f(x)) is continuous at c.
[Abbott 4.3.4] Assume f and g are defined on all of R and that lim f(x) = q and
x→p
lim g(x) = r.
x→q
lim g(f(x)) = r
x→p
Proof.
Define:
f ( x) = 0
and
g( x) =
x if x ≠ 0
1 if x = 0
We have xlim
→0
f(x) = 0 and lim g(x) = 0. But, lim g(f(x)) = lim g(0) = lim (1) = 1.
x→0 x→0 x→0 x→0
(b) Show that the results in (a) does follow if we assume that f and g are continuous.
Proof.
For all sequences (tn ), such that (tn ) → p, since f is continuous at p, the image sequence
f(t n ) → f(p). Consequently, q = f(p).
For all sequences (yn ), such that (yn ) → q, since g is continuous at q, g(yn ) → g(q).
Consequently, r = g(q).
Let (xn ) be an arbitrary sequence such that (xn ) → p.
Since f is continuous at p, the image sequence f(xn ) → f(p).
Since g is continuous at f(p), the image sequence g(f(xn )) → g(f(p)) = g(q) = r.
As (xn ) is arbitrary, this is true for all sequences (xn ) → p.
Consequently, xlim
→p
g(f(x)) = r.
(c) Does the result in (a) hold if we only assume f is continuous? How about if we only
assume that g is continuous?
Proof.
No, the result in (a) does not hold if we only assume f is continuous.
[Abbott 4.3.5] Show using Definition 4.3.1 that is c is an isolated point of A ⊆ R, then
f : A → R, then f : A → R is continuous at c.
Proof.
Since c is an isolated point, there exists 𝛿0 > 0, such that V𝛿 (c) ∩ A = { c }.
0
Pick an arbitrary 𝜖 > 0. For any given 𝜖-challenge, we always choose the above 𝛿0 as the
response.
For all x ∈ V𝛿 (c) (and x ∈ A), we must necessarily have x = c. Consequently, the distance
0
| f ( x) - f ( c ) | = | f ( c ) - f ( c ) | = 0 < 𝜖.
Consider
f ( x) =
x if x ≠ 0
1 if x = 0
and
1
g( x) =
if x ≠ 0
x
1 if x = 0
We have:
f ( x) g( x) = 1
Both f(x) and g(x) are not continuous at x = 0. But the product f(x)g(x) is the constant
function that maps all x → 1. So, f(x)g(x) is continuous at x = 0.
Further, consider
1
f ( x) =
if x ≠ 0
x
0 if x = 0
1
g( x) =
- if x ≠ 0
x
0 if x = 0
Again both f(x) and g(x) are not continuous at x = 0. But, the sum f(x) + g(x) is the
constant function that maps all x → 0. So, f(x) + g(x) is continuous at x = 0.
(b) A function f(x) continuous at 0 and g(x) not continuous at 0 such that f(x) + g(x) is
continuous at 0.
Proof.
This request is impossible.
Since g(x) = [f(x) + g(x)] - f(x), and f(x) + g(x) as well as f(x) are continuous, by the
Algebraic continuity theorem, g(x) must be continuous at 0.
(c) A function f(x) continuous at 0 and g(x) not continous at 0 such that f(x)g(x) is
continuous at 0.
Proof.
1
Consider f(x) = x and g(x) = . f(x) is continuous at c = 0, whilst g(x) is not continuous
x
at c = 0. The product f(x)g(x) = 1 is continuous at c = 0.
1
(d) A function f(x) not continuous at 0 such that f(x) + is continuous at 0.
f ( x)
Proof.
(e) A function f(x) not continuous at 0 such that [f(x)] 3 is continuous at 0.
This request is impossible.
Let g(x) = ∛x. [f(x)] 3 is continuous at x = 0. g(x) is continuous everywhere and therefore,
it is continuous at [f(0)] 3 .
The theorem 4.3.9 says that if f is continuous at c ∈ A and g is continuous at
f(c) ∈ f(A), then g(f(x)) is continuous at c.
2
Define (yn ) = c + . We have (yn ) ⊆ I, with (yn ) → c. The image sequence f(yn ) is the
n
constant sequence (0, 0, 0, … ). Thus, f(yn ) → 0.
Consequently, lim f(xn ) ≠ lim f(yn ). So, f is not continuous at any rational point.
Let d ∈ I be an arbitrary irrational point.
Since Q is dense in R :
We can pick a rational number x1 , satisfying d - 1 < x1 < d + 1. We can pick the rational
1 1
number x2 satisfying d - < x2 < d + . In general, let xn ∈ Q, be such that,
2 2
1 1
d - < xn < d + .
n n
1
Pick an arbitrary 𝜖 > 0. If we pick N > , then for all n ≥ N, xn ∈ (d - 𝜖, d + 𝜖). Thus,
𝜖
(xn ) ⊆ Q with (xn ) → d.
The image sequence f(xn ) is the constant sequence (1, 1, 1, … ). So, f(xn ) → 1.
2
Define yn = d + . Since the irrationals are closed under addition, (yn ) ⊆ I and
n
(yn ) → d. The image sequence f(yn ) = (0, 0, 0, 0, … ). Thus, f(yn ) → 0.
Consequently, lim f(xn ) ≠ lim f(yn ). So, f is not continuous at any irrational point.
(b) Review the definition of Thomae's function in section 4.1 and demonstrate that it fails
to be continuous at every rational point.
Proof.
The Thomae's function t(x) is defined as:
1 if x = 0
1
t ( x) = if x = m ∈ Q - { 0 } is in the lowest terms with n > 0
n n
0 if x ∉ Q
2
Let c ∈ Q be an arbitrary rational point. Consider the sequence xn = c + . The image
n
sequence t(xn ) is the constant zero sequence (0, 0, 0, … ). So, t(xn ) → 0. But, t(c) ≠ 0.
(c) Use the characterization of continuity in Theorem 4.3.2 (iii) to show that Thomae's
function is continuous at every irrational point in R.
Proof.
Since the Thomae's function t(x) is periodic with a frequency 1, and repeats itself between
any two integers, it suffices to show that it is continuous at an irrational point c, c ∉ Q,
0 < c < 1.
We proceed by contradiction.
Assume that t(x) is discontinous at c. Now, t(c) = 0.
Carefully negating the definition of the continuity of a function, we find that, there exists an
𝜖0 > 0, for all 𝛿 > 0, such that for atleast some x satisying |x - c| < 𝛿, it follows that
t ( x) ≥ 𝜖 0 .
1
By the Archimedean property, there exists N ∈ N, such that < 𝜖0 .
N
1
Since t(x) is a rational number of the form , n ∈ N, t(x) must belong to the set of finite
n
numbers:
1 1 1
t ( x) ∈ , , …, ,1
N-1 N-2 2
Thus, x must belong to the finite set S:
k
S= : k, l ∈ N, 1 ≤ l ≤ N - 1, k < l
l
But, we assumed that, for all 𝛿 > 0, there exists x satisfying |x - c| < 𝛿, such that
1
t(x) ≥ 𝜖0 . If we choose 𝛿n = , we can construct a sequence (xn ) → c.
n
However, x belongs to the finite set S. A sequence whose terms are the elements of a finite
set is either divergent or converges to an element from the set. Therein, lies our
contradiction.
[Abbott 4.3.8] Decide if the following claims are true or false, providing either a short
proof or counterexample to justify each conclusion. Assume throughout that g is defined
and continuous on all of R.
(a) If g(x) ≥ 0 for all x < 1, then g(1) ≥ 0 as well.
Proof.
Since g is continuous, by the sequential characterization of continuity, for all sequences
( x n ) → 1, g( x n ) → g( 1) .
1
an = 1 -
n
Since an < 1, g(an ) ≥ 0.
We know that, g(an ) → g(1). By the order limit theorem, lim g(an ) ≥ 0, so g(1) ≥ 0.
(b) If g(r) = 0 for all r ∈ Q, then g(x) = 0 for all x ∈ R.
Proof.
Let c be any arbitrary rational point. For all sequences (xn ) → c, g(xn ) → g(c).
1
Define an = c + . Since g(an ) is the constant zero sequence, g(an ) → 0. Thus, g(c) = 0.
n
g( x 0 )
Pick 𝜖 = > 0. Then, there exists 𝛿𝜖 , such that for all x satisfying |x - x0 | < 𝛿𝜖 , it
2
g( x ) 3g(x0 )
follows that 0 < g(x) < . Thus, g(x) is strictly positive.
2 2
Since, the interval (x0 - 𝛿𝜖 , x0 + 𝛿𝜖 ) consists of uncountably many points, and g(x) is
defined and everywhere continuous, g(x) is strictly positive for uncountably many points.
[Abbott 4.3.9] Assume that h : R → R is continuous on R and let K = { x : h(x) = 0 }.
Show that K is a closed set.
Proof.
Let a be a limit point of K. We are interested to prove that a ∈ K. By definition, there
exists (an ) ⊆ K, such that an ≠ a, with (an ) → a.
Since h is a continuous function, h(an ) → h(a). But, h(an ) = 0 for all n ∈ N. Consequently,
h(an ) → 0. Thus, h(a) = 0. Consequently, a ∈ K.
1
max{ a, b } = [(a + b) + |a - b|]
2
(a) Show that if f1 , f2 , … , fn are continuous functions, then
1
g 2 ( x) = [ f 1 ( x) + f 2 ( x) + | f 1 ( x) - f 2 ( x) | ]
2
By the Algebraic continuity theorem, if f1 (x) and f2 (x) are continuous functions,
f1 (x) + f2 (x) is also continuous.
Let's prove that h(x) = |f1 (x) - f2 (x)| is also continuous. I use a direct argument to prove
this. However, notice that h(x) = l(f1 (x) - f2 (x)) where l(x) = |x|, and since |x| is
continuous, and the composition of continuous functions is continuous, it follows that
|f1 (x) - f2 (x)| is continuous.
||a| - |b|| ≤ |a - b|
Short proof.
| a| = | a - b + b |
≤ | a - b| + | b|
| a| - | b | ≤ | a - b |
And
| b | = | b - a + a|
≤ | a - b | + | a|
| b | - | a| ≤ | a - b |
Consequently,
- | a - b | ≤ | a| - | b | ≤ | a - b |
There exists 𝛿1 > 0, such that for all x satisfying |x - c| < 𝛿1 , it follows that
| f 1 ( x) - f 1 ( c ) | < 𝜖 / 2.
There exists 𝛿2 > 0, such that for all x satisfying |x - c| < 𝛿2 , it follows that
| f 2 ( x) - f 2 ( c ) | < 𝜖 / 2.
and both gn-1 and fn are continuous, we can argue as above that, gn is continuous. By the
principle of mathematical induction, this is true for all n ∈ N.
(b) Let's explore whether the result in (a) extends to the infinite case. For each n ∈ N,
define fn on R by:
f n ( x) =
1 if |x| ≥ 1 / n
n | x| if |x| < 1 / n
Since (xn ) was arbitrary, this is true for all sequences (xn ) → 0. Thus, the functional limit
lim h(x) = 1. But, h(0) = 0. Therefore, h has a jump discontinuity at c = 0.
x→0
Hence, the result in (a) does not extend to the infinite case.
[Abbott 4.3.11] (Contraction Mapping Theorem.) Let f be a function defined on all of R,
and assume that there is a constant c such that 0 < c < 1 and
| f ( x) - f ( y) | ≤ c | x - y|
for all x, y ∈ R.
(a) Show that: f is continuous on R.
Proof.
Let x0 be an arbitrary but fixed point. Our claim is that f is continuous at x0 . We would
like to make the distance |f(x) - f(x0 )| as small as we please.
Pick an arbitrary 𝜖 > 0.
We would like to prove that:
| f ( x) - f ( x 0 ) | < 𝜖
But, |f(x) - f(x0 )| ≤ c|x - x0 |. Replacing |f(x) - f(x0 )| by its upper bound strengthens
the inequality we wish to prove.
Our claim therefore is:
𝜖
|x - x0 | < , { 0 < c < 1 }
c
𝜖
Pick 𝛿 = . Then for all x satisfying |x - x0 | < 𝛿, it follows that
c
| f ( x) - f ( x 0 ) | ≤ c | x - x 0 | < c ⋅ ( 𝜖 / c ) = 𝜖
Since x0 was arbitrary, this must be true of all x ∈ R. So, f is continuous on R.
(b) Pick some point y1 ∈ R and construct the sequence
( y 1 , f( y 1 ) , f( f( y 1 ) , … )
In general, if yn+1 = f(yn ), show that the resulting sequence (yn ) is a Cauchy sequence.
Hence, we may let y = lim yn .
Proof.
Consider the distance |yn - ym |. We are interested to make this distance as small as
possible.
Let's explore the expresson |yn - ym |. We have:
𝜖( 1 - c )
c m-1 <
|y 2 - y 1 |
Taking log on both sides:
𝜖( 1 - c )
(m - 1)log c <
|y 2 - y 1 |
that is,
𝜖( 1 - c )
( m - 1) > , since log c < 0
|y2 - y1 |log c
𝜖( 1 - c )
If we pick M > 1 + , then for all n > m ≥ M, it follows that |yn - ym | < 𝜖.
|y2 - y1 |log c
Consequently, (yn ) is a Cauchy sequence.
(c) Prove that y is a fixed point of f (that is f(y) = y) and that it is unique in this regard.
Proof.
We have: y = lim yn . Since f is a continuous function, f(yn ) → f(y). But, f(yn ) = yn+1 .
So, f(yn ) → y. Consequently, f(y) = y.
(d) Finally, prove that if x is any arbitrary point in R, then the sequence
(x, f(x), f(f(x)), … ) converges to y defined in (b).
Proof.
Let x be an arbitrary point in R. Let (xn ) be the sequence given by:
c N-1 |x - y| < 𝜖
𝜖
that is, c N-1 <
| x - y|
𝜖
or N-1 >
|x - y|log c
It follows that |xn - y| < 𝜖. Consequently, lim xn = y.
[Abbott 4.3.12] Let F ⊆ R be a nonempty closed set and define
g(x) = inf{ |x - a| : a ∈ F }. Show that g is continuous on all of R and g(x) ≠ 0 for all x ∉ F.
Proof.
[Abbott 4.4.1] (a) Show that f(x) = x 3 is continuous on all of R.
Proof.
Let c be an arbitrary point in R. We are interested to make the distance |f(x) - f(c)| as
small as we please.
Pick an arbitrary 𝜖 > 0.
Case I. c = 0.
Since f(c) = 0, if we pick 𝛿 = ∛𝜖, then for all |x| < 𝛿, we have |f(x)| < 𝜖.
Case II. c ≠ 0.
We have:
| f ( x) - f ( c ) | = | x 3 - c 3 |
= |x - c||x 2 + cx + c 2 |
2
2
c 3
= | x - c| x + + c
2 2
2
2
c 3c
= | x - c| x + +
2 2
If we assume that 𝛿 < 1, then x ∈ (c - 1, c + 1). So, x ≤ c + 1. Therefore,
2 2 2
2
c 3c 3c + 2 3c
x+ + ≤ +
2 2 2 2
2 2
3c + 2 3c
| x - c| + ≤𝜖
2 2
2
Since c ≠ 0, the expression {(3c + 2) / 2) 2 + 3c / 2 } is strictly positive. Hence, we can
pick
𝜖
𝛿 = min 1, 2
2
3c+2 3c
2
+ 2
Then, for all x satisfying |x - c| < 𝛿, it follows that |f(x) - f(c)| < 𝜖.
Since c was arbitrary, f is continuous on all of R.
(b) Argue, using theorem 4.4.5, that f is not uniformly continuous on R.
Proof.
1 1
Consider the sequence xn = n + and yn = n. Let 𝜖0 = 1. Then, (xn - yn ) = and
n n
(xn - yn ) = 0. But,
3
1
|f( x n ) - f( y n ) | = n+ - n3
n
1 1 1
= n 3 + 3n 2 ⋅ + 3n ⋅ 2 + 3 - n 3
n n n
3 1
= 3n + +
n n3
3 1
= 3n + +
n n3
≥ 3n
≥ 𝜖0
Consequently, by the sequential criterion for the absence of uniform continuity, f is not
uniformly continuous.
(c) Show that f is uniformly continuous on any bounded subset of R.
Proof.
Let S ⊆ R be any bounded subset of R. Since S is bounded, there exists M > 0 for all
x ∈ S, such that |x| ≤ M.
We are interested to make the distance |f(x) - f(y)| as small as we please. Pick an
arbitrary 𝜖 > 0.
| f ( x) - f ( y) | = | x 3 - y 3 |
≤ |x - y||x 2 + xy + y 2 |
≤ |x - y||x 2 | + |x||y| + |y 2 |
≤ | x - y| M 2 + M 2 + M 2
= |x - y| ⋅ 3M 2
𝜖
Pick 𝛿 = . Then, for all x, y ∈ S satisfying |x - y| < 𝛿, it follows that
3M 2
| f ( x) - f ( y) | < 𝜖.
|f( x n ) - f( y n ) | = n 2 + n - n 2
=n
≥ 1 = 𝜖0
Consequently, by the sequential criterion for the absence of uniform continuity, f is not
uniformly continuous on (0, 1).
=2
x-c
-
1 x-c
+
1 x-c
-…
Taylor's series
2 3! 2 5! 2 expansion
1 1
Pick 𝛿 < . Then |x - c| < implies that
2 2
4 2
x-c x-c
<
2 2
8 6
x-c x-c
<
2 2
Thus, the term inside the curly brackets is strictly non-negative and has a lower bound 0.
Also Therefore, we can try to prove the stronger condition
x-c
|sin x - sin c| ≤ 2
2
= | x - c|
1
Pick 𝛿 = min ,𝜖 . Then, for all x satisfying |x - c| < 𝛿, it follows that
2
|sin x - sin c| < 𝜖. Consequently, sin x is continuous on (0, 1].
1
Since is continuous on (0, 1] and the composition of continuous functions is continuous,
x
provided they are well-defined, sin(1 / x) is continuous on (0, 1].
By Algebraic continuity theorem, x sin(1 / x) is continuous on (0, 1].
We define a new function:
1
h( x) =
x sin if x ≠ 0
x
0 if x = 0
Claim. h(x) is continuous on [0, 1].
We already know that h(x) is continuous on (0, 1]. Since, |x sin(1 / x)| ≤ |x|, if we choose
𝛿 = 𝜖, for all |x| < 𝛿, it follows that |h(x)| < 𝜖. Consequently, h(x) is continuous at 0.
2
|f( x n ) - f( y n ) | = n 2 + n - n 4
= n 4 + 2n 3 + n 2 - n 4
= 2n 3 + n 2
≥ 𝜖0
Consequently, f is not uniformly continuous on (0, 1].
[Abbott 4.4.4] Decide whether each of the following statements is true or false, justifying
each conclusion.
(a) If f is continuous on [a, b] with f(x) > 0 for all a ≤ x ≤ b, then 1 / f is bounded on
[a, b] (meaning 1 / f has bounded range).
Since K = [a, b] is a compact set, by the extreme value theorem, there exists x0 , x1 ∈ [a, b]
such that f(x0 ) ≤ f(x) ≤ f(x1 ) for all x ∈ [a, b]. Further, since f(x0 ) and f(x1 ) belong to
f([a, b]), we must have f(x0 ) ≠ 0 and f(x1 ) ≠ 0. Consequently, it follows that:
1 1 1
≤ ≤
f ( x 1 ) f ( x) f ( x 0 )
for all x ∈ [a, b].
Thus, 1 / f is bounded.
(b) If f is uniformly continuous on a bounded set A, then f(A) is bounded.
Proof.
We are given that f is uniformly continuous on a bounded set A.
We proceed by contradiction. Assume that f(A) is unbounded. So, for all M ∈ N, there
exists f(x) ∈ f(A), such that |f(x)| > N. Pick N = 1, 2, 3, … . Then, there exists N ∈ N
such that (f(xn )) → ∞.
Since (xn ) ⊆ A and A is bounded, by the Bolzanno Weierstrass Theorem, there exists a
convergent subsequence (xn ) ⊆ (xn ). Let lim xn = x. Since, f is uniformly continuous on
k k
Alternative proof.
Consider the function h(x) defined on the closure of A, cl(A) as :
limx → a f(x) where if a is a limit point of A
h( x) =
f ( x) if x ∈ A
We would like prove that (i) h is well-defined on cl(A) (ii) h is continuous on cl(A).
Claim. h is well-defined on any limit point of A.
Let a be an arbitrary limit point of A. Let (xn ) be any arbitrary sequence that converges to
a. (We know that there is atleast one such sequence.)
If (xn ) ⊆ A, then since h is continuous on A, h(xn ) → h(c) and we have the desired
contradiction.
(c) If f is defined on R and f(K) is compact whenever K is compact, then f is continuous
on R.
Proof.
This proposition is false. Consider the function f defined as:
3 / 2x if 0 ≤ x ≤ 1 / 3
f ( x) = 0 if 1 / 3 < x < 2 / 3 or x ∉ [0, 1]
3 / 2( x - 2 / 3) if 2 / 3 ≤ x ≤ 1
Since f is continuous on [0, 1 / 3] and [1 / 3, 2 / 3] we know that f([0, 1 / 3] and f[2 / 3, 1])
is compact. The same logic applies if you take any compact subset of the union of these
sets. Moreover, f maps (1 / 3, 2 / 3) to 0. Thus, whenever K is compact f(K) is compact,
but f is not continuous.
[Abbott 4.4.5] Assume that g is defined on an open interval (a, c) and it is known to be
uniformly continuous on (a, b] and [b, c) where a < b < c. Prove that g is uniformly
continuous on (a, c).
Direct Proof.
Pick an arbitrary 𝜖 > 0.
1. There exists 𝛿1 (𝜖) > 0, such that for all x, y ∈ (a, b] satisfying |x - y| < 𝛿1 , it follows
that |g(x) - g(y)| < 𝜖 / 2.
2. There exists 𝛿2 (𝜖) > 0, such that for all x, y ∈ (a, b] satisfying |x - y| < 𝛿2 , it follows
that |g(x) - g(y)| < 𝜖 / 2.
Let 𝛿 = min{ 𝛿1 , 𝛿2 }.
Let x, y ∈ (a, c) be any two arbitrary points satisfying |x - y| < 𝛿.
If x, y ∈ (a, b], then (1) applies and we are done.
If x, y ∈ [b, c), then (2) applies and we are done.
If x ∈ (a, b] and y ∈ [b, c), then |x - y| < 𝛿 implies that:
a) |x - b| < 𝛿
b) |b - y| < 𝛿
Consequently, it follows that |g(x) - g(b)| < 𝜖 / 2 and |g(b) - g(y)| < 𝜖 / 2. Now,
| g( x) - g( y) | = | g( x) - g( b ) + g( b ) - g( y) |
≤ | g( x) - g( b ) | + | g( b ) - g( y) |
𝜖 𝜖
= + =𝜖
2 2
Since x, y were arbitrary points in (a, c), satisfying |x - y| < 𝛿, this is true for all of such
points.
Consequently, g is uniformly continuous on (a, c).
Alternative Proof.
We extend g(x) to the points x = a and x = c. Define the function:
lim g(x)
x→a
if x = a
h( x) = g( x) if x ∈ (a, c)
lim g(x)
x→c
if x = c
Let's prove that h is well-defined and continuous on [a, c].
Let (xn ) be an arbitrary sequence in (a, c) approaching a.
Pick an arbitrary 𝜖 > 0.
Since g is uniformly continuous on (a, c), there exists 𝛿(𝜖), such that for all x, y ∈ (a, c)
satisfying |x - y| < 𝛿, it follows that |g(x) - g(y)| < 𝜖.
Since (xn ) is Cauchy, there exists N ∈ N, such that for all n > m ≥ N, we have
|x n - x m | < 𝛿
Consequently, for all n > m ≥ N, the terms of the image sequence (g(xn )) satisfy:
| g( x n ) - g( x m ) | < 𝜖
Thus, (g(xn )) is Cauchy and therefore lim g(xn ) exists.
Since, (xn ) was an arbitrary sequence, this must be true of all sequences (xn ) → a. So,
lim g(x) exists.
x→a
But, by construction h(a) = lim g(x). For all sequences (an ) ⊆ (a, c) such that (an ) → a,
x→a
h(an ) = g(an ) approaches h(a).
Thus, h(xn ) → h(a) (for both cases 3(i) and 3(ii)). This is a contradiction.
Hence, our initial assumption is false. h is continuous at a.
We can similarly argue that h is well-defined and continuous at c.
Thus, h is continuous on the compact set [a, c]. So, h is uniformly continuous on [a, c].
Consequently, g is uniformly continuous on (a, c).
[Abbott 4.4.6] Give an example of each of the following, or state that such a request is
impossible. For any that are impossible, supply a short explanation for why this is the case.
(a) A comtinuous function f : (0, 1) → R and a Cauchy sequence (xn ) such that f(xn ) is
not a Cauchy sequence.
Proof.
Consider the function f defined as:
f ( x) =
0 if x = 0
1/x if x ∈ (0, 1]
1
Consider the sequence xn = , with n ≥ 2. (xn ) ⊆ (0, 1). (xn ) → 0 so (xn ) is a Cauchy
n
sequence, but f(xn ) = n, so f(xn ) is unbounded and therefore not Cauchy.
(b) A uniformly continuous function f : (0, 1) → R and a Cauchy sequence (xn ) such that
f(xn ) is not a Cauchy sequence.
Proof.
This request is impossible.
Assume that f is uniformly continuous on (0, 1).
Pick an arbitrary 𝜖 > 0.
Since f is uniformly continuous over (0, 1), there exists 𝛿(𝜖) > 0, such that for all
x, y ∈ (0, 1) satisfying |x - y| < 𝛿, it follows that |f(x) - f(y)| < 𝜖.
Let (xn ) be an arbitrary Cauchy sequence in (0, 1). Since (xn ) is Cauchy, there exists
n > m ≥ N, such that |xn - xm | < 𝛿.
The function f(x) = x is continuous on [0, 1]. A continuous function on a compact set K
is uniformly continuous. So, f is uniformly continuous on [0, 1].
Also, the function x is Lipschitz on [1, ∞), since, for all x ≠ y ∈ [1, ∞):
f ( x) - f ( y) x- y
=
x-y x-y
1
=
x+ y
1
≤
2
Since Lipschitz continuity implies uniform continuity, f is uniformly continuous on [1, ∞).
By the previous exercise, f is uniformly continuous on the whole half-line from 0.
[Abbott 4.4.8] Give an example of each of the following, or provide a short argument for
why the request is impossible.
(a) A continuous function defined on [0, 1] with the range (0, 1).
Proof.
This request is impossible.
By the property on the preservation of compact sets, if f is continuous function on a
compact set K, then f(K) is compact. So, f([0, 1]) must be compact.
(b) A continuous function defined on (0, 1) with range [0, 1].
Proof.
Define
0 if 0 < x < 1 / 4
f ( x) = 2x if 1 / 4 ≤ x ≤ 3 / 4
0 if 3 / 4 ≤ x < 1
f ( x) - f ( y)
≤M
x-y
for all x ≠ y ∈ A. Geometrically speaking, a function f is Lipschitz if there is a uniform
bound on the magnitude of the slopes of lines drawn through any two points on the graph
of f.
(a) Show that if f : A → R is Lipschitz, then it is uniformly continuous on A.
Proof.
Pick an arbitrary 𝜖 > 0.
| f ( x) - f ( y) | ≤ M | x - y|
𝜖
Pick 𝛿 = . Then, for all x ≠ y ∈ A satisfying |x - y| < 𝛿, it follows that
M
| f ( x) - f ( y) | < 𝜖.
f ( x) - f ( y) 1
=
x-y x+ y
> M+1
Consequently, ∀M > 0, there exists x ≠ y ∈ A, such that
f ( x) - f ( y)
>M
x-y
Hence, f is not Lipschitz on [0, 1].
[Abbott 4.4.10] Assume that f and g are uniformly continuous functions defined on a
common domain A. Which of the following combinations are uniformly continuous on A:
f ( x)
f(x) + g(x), f(x)g(x), , f(g(x))
g( x)
(Assume that the quotient and the composition are properly defined and atleast continuous)
Proof.
(1) We are interested to make the distance |f(x) + g(x) - (f(y) + g(y))| as small as we
please.
Pick an arbitrary 𝜖 > 0.
There exists 𝛿1 (𝜖) > 0, such that for all x, y ∈ A satisfying |x - y| < 𝛿1 , it follows that
| f ( x) - f ( y) | < 𝜖 / 2.
There exists 𝛿2 (𝜖) > 0, such that for all x, y ∈ A satisfying |x - y| < 𝛿2 , it follows that
| g( x) - g( y) | < 𝜖 / 2.
(3) Consider the constant function f(x) = 1 and g(x) = x. Both f(x) and g(x) are
f ( x) 1
uniformly continuous on (0, 1). But, = is not uniformly continuous on (0, 1).
g( x) x
(4) We are interested to make the distance |f(g(x)) - f(g(y))| as small as we please.
Pick an arbitrary 𝜖 > 0.
There exists 𝜉(𝜖), such that for all s, t ∈ g(A), satisfying |s - t| < 𝜉, it follows that
| f ( s ) - f ( t ) | < 𝜖.
There exists 𝛿(𝜉), such that for all x, y ∈ A, satisfying |x - y| < 𝛿, it follows that
| g( x) - g( y) | < 𝜉 .
Hence, for all x, y ∈ A, |x - y| < 𝛿 implies that |g(x) - g(y)| < 𝜉 which in turn implies that
|f(g(x)) - f(g(y))| < 𝜖.
g -1 (B) = { x ∈ R : g(x) ∈ B }
Show that g is continuous if and only if g -1 (O) is open whenever O ⊆ R is an open set.
Proof.
⟹ direction.
Assume that g is continuous. Let O be an arbitrary open set. We are interested to prove
that g -1 (O) is open.
Let c be an arbitrary point in g -1 (O). Thus, g(c) ∈ O. Since O is an open set, ∃𝜖 > 0,
such that V𝜖 (g(c)) ⊆ O.
Since g is well-defined on R and continuous at c, ∃V𝛿 (c), such that for all x ∈ V𝛿 (c), it
follows that g(x) ∈ V𝜖 (g(c)) ⊆ O.
But, we know that for all g(x) ∈ O, x ∈ g -1 (O). Therefore, V𝛿 (c) ⊆ g -1 (O).
So, there exists a 𝛿-neighbourhood around the point c, such that V𝛿 (c) ⊆ g -1 (O). Since, c
was arbitrary point, this must be true of all points in the set. Thus, g -1 (O) is open.
⟸ direction.
We are given that, for all open sets O ⊆ R, the pre-image g -1 (O) is open. We are
interested to prove that g is continuous.
Let c be an arbitrary point in dom(g). g(c) is the image of c under g.
Pick an arbitrary 𝜖 > 0 and consider the 𝜖 - neighbourhood around g(c):
Since V𝜖 (g(c)) is an open interval, it is an open set. Let's refer to this set as O. We know,
that if O ⊆ R is open, then g -1 (O) is open. Hence,
Hence, we have found that there exists V𝛿(𝜖,c) (c) such that for all x ∈ V𝛿 (c),
g(x) ∈ V𝜖 (g(c)). Since 𝜖 was arbitrary, this is true for all 𝜖 > 0. Consequently, g is
continuous at c ∈ R.
Since c was an arbitrary point, g is continuous on R.
[Abbott 4.4.12] Review exercise 4.4.11, and then determine which of the following
statements is true about a continuous function defined on R:
(a) f -1 (B) is finite whenever B is finite.
Proof.
This is false. Consider the constant function f(x) = 1. Let B = { 1 }. f -1 (B) = R.
(b) f -1 (K) is compact whenever K is compact.
Proof.
This is false.
Consider f(x) = 1. Then, K = { 1 } which is compact, but f -1 (K) = R is unbounded and
therefore not compact.
(c) f -1 (A) is bounded whenever A is bounded.
This is false.
(d) f -1 (F) is closed whenever F is closed.
This is true.
Let x be arbitrary limit point of f -1 (F). There exists a sequence (xn ) ⊆ f -1 (F), such that
lim xn = x. By construction, it follows that f(xn ) ∈ F. As f is continuous at x,
lim f(xn ) = f(x). Since F is closed, f(x) ∈ F. Thus, x ∈ f -1 (F).
Since x was abitrary, this must be true for all limit points of f -1 (F). Thus, f -1 (F) is closed.
[Abbott 4.4.13] (Continuous Extension Theorem.)
(a) Show that a uniformly continuous function preserves Cauchy sequences; that is, if
f : A → R is uniformly continuous and (xn ) ⊆ A is a Cauchy sequence, then show f(xn ) is
a Cauchy sequence.
Proof.
Pick an arbitrary 𝜖 > 0.
There exists 𝛿 > 0, such that for all x, y ∈ A satisfying |x - y| < 𝛿, it follows that
| f ( x) - f ( y) | < 𝜖.
Let (xn ) be an arbitrary Cauchy sequence. Then, there exists N(𝛿), such that for all
n > m ≥ N, it follows that |xn - xm | < 𝛿. But, this implies that |f(xn ) - f(xm )| < 𝜖 for all
n > m ≥ N. Consequently, (f(xn )) is a Cauchy sequence.
(b) Let g be a continuous function on the open interval (a, b). Prove that g is uniformly
continous on (a, b) if and only if it is possible to define values g(a) and g(b) at the
endpoints s that the extended function g is continuous on [a, b]. (In the forward direction,
first produce candidates for g(a) and g(b) and then show the extended g is continuous.)
Proof.
We define :
lim g(x)
x→a
if x = a
h( x) = g( x) if x ∈ (a, b)
lim g(x)
x→b
if x = b
as the extended version of g.
Pick an arbitrary 𝜖 > 0.
Since g is uniformly continuous on (a, b), there exists 𝛿(𝜖) > 0, such that for all
x, y ∈ (a, b) satisfying |x - y| < 𝛿, it follows that |g(x) - g(y)| < 𝜖.
a is a limit point of (a, b). Consider any arbitrary sequence (an ) ⊆ (a, b), such that
(an ) → a. Since (an ) is a Cauchy sequence, there exists N(𝛿) ∈ N, such that for all
n > m ≥ N, we have |xn - xm | < 𝛿.
But, this implies that, for all n > m ≥ N, the distance |g(xn ) - g(xm )| < 𝜖. Since (an ) was
an arbitrary sequence approaching a, this must be true of all sequences approaching a.
Thus, xlim
→a
g(x) exists.
If an = a for any n ≥ N, N ∈ N, it follows that the tail of the image sequence (g(an )) is
the constant sequence (g(a)) which approaches g(a). This is a contradiction.
If (an ) consists of an infinite number of terms different from a, then there exists a
subseqeuence (an ) ⊆ (an ), with an ∈ (a, b), that is an ≠ a such that lim an = a.
k k k k
Pick an arbitrary 𝜖 > 0. There exists 𝛿(𝜖) > 0, such that for all x, y ∈ (a, b) satisfying
|x - y| < 𝛿, it follows that |g(x) - g(y)| < 𝜖.
Since lim an = a, there exists K ∈ N, such that for all nk > K, |an
k k
- a| < 𝛿 . But, this
implies that for all nk > K, |g(an ) - g(a)| < 𝜖.
k
Since 𝜖 was arbitrary, this must be true for all 𝜖 > 0. Consequently, lim g(an ) = g(a). This
k
is again a contradiction.
Hence, our initial assumption is false. g is continuous on [a, b]. Since, g is continuous on a
compact set [a, b], g is uniformly continuous on [a, b]. Consequently, g is uniformly
continuous on (a, b).
[Abbott 4.5.1] Show how the Intemediate Value Theorem follows as a corollary to
Theorem 4.5.2.
Proof.
Let f : [a, b] → R be a continuous function. Define E = (a, b). Since, E is a connected set
and f is continuous, by the preservation of connected sets property, f(E) is connected.
Thus, for all L satisfying f(a) < L < f(B), L ∈ f(E). But, this implies that there exists
c ∈ E = (a, b) such that f(c) = L.
[Abbott 4.5.2] Provide an example of each of the following, or explain why the request is
impossible.
(a) A continuous function defined on an open interval with the range equal to the closed
interval.
Proof.
Let f : (0, 1) → R with range [0, 1] be the continuous function defined as:
0 0 < x < 1/4
f ( x) = 2( x - 1 / 4) 1 / 4 ≤ x ≤ 3 / 4
1 3/4 ≤ x < 1
(b) A continuous function defined on a closed interval with range equal to an open interval.
Proof.
This request is impossible. Let f : [a, b] → R be a continuous function. Since [a, b] is closed
and bounded, it is compact. Since f is continuous on f, by the property on the preservation
of compact sets, the range f([a, b]) is compact - hence it is closed and bounded.
Moreover, since f is continuous on [a, b], by the property on the preservation of connected
sets, f([a, b]) is connected and it is therefore an interval in R. Consequently, f([a, b]) is a
closed interval.
(c) A continuous function defined on an open interval with range equal to an unbounded
closed set different from R.
Proof.
Consider f : (0, 1) → R defined as :
1 1
0<x≤
f ( x) = x 2
1
2 ≤x<1
2
The range of f is the unbounded closed set [2, ∞). f is continuous on (0, 1).
(d) A continuous function defined on all of R with range equal to Q.
Let f be continuous on all of R. Then, by the theorem on the preservation of connected
sets, since R is connected, f(R) must be connected.
[Abbott 4.5.5] (a) Finish the proof of the Intermediate Value Theorem using the Axiom of
Completeness started previously.
Intermediate Value Theorem. Let f be a continuous function on a closed and bounded
interval [a, b]. f : [a, b] → R. If L is a real number satisfying f(a) < L < f(b), then there
exists c ∈ (a, b), such that f(c) = L.
Proof.
To simplify matters, we first considered the special case satisfying f(a) < 0 < f(b) and
show that f(c) = 0 for some c ∈ (a, b).
We let
K = { x ∈ [ a, b ] : f ( x ) ≤ 0 }
Since K is bounded by [a, b], by the Axiom of completeness, it has a supremum. Let
c = sup K.
By the trichotomy property of the reals, exactly one of the following holds:
1) f(c) < 0
2) f(c) > 0
3) f(c) = 0
(i) Assume that f(c) < 0. Then, by construction c ∈ K.
But, c = sup K. So, it is an upper bound for K. Thus, f(c) ≥ 0. This is a contradiction.
Hence our assumption is false.
(ii) Assume that f(c) > 0. Then, by construction c ∈ [a, b] - K. Since the complementation
of a closed set is open, [a, b] - K is an open set. So, there exists V𝜉 (c) such that
V 𝜉 ( c ) ⊆ [ a, b ] - K C .
For all c - 𝜉 < x < c, we have x ∉ K. But, c = sup K. So, there exists x0 ∈ K, such that
c - 𝜉 < x0 < c. This is a contradiction. Hence our assumption is false.
f ( x) - f ( c ) g( x) - g( c ) f ( x) - f ( c ) g( x) - g( c )
lim + = lim + lim = f'(c) + g'(c)
x→c x-c x-c x→c x-c x→c x-c
Consequently,
kf(x) - kf(c) f ( x) - f ( c )
(kf(c))' = lim = k lim = kf'(c)
x→c x-c x→c x-c
[Abbott 5.2.2] Exactly one of the following requests is impossible. Decide which it is, and
provide examples for the other three. In each case, let's assume the functions are defined on
all of R.
(a) Functions f and g not differentiable at zero but where fg is differentiable at zero.
Proof.
Consider f(x) = |x| and
g( x) =
x sin(1 / x) if x ≠ 0
0 if x = 0
f ( x) g( x) - f ( 0) g( 0)
(fg)'(0) = lim x → 0
x
|x| ⋅ x sin(1 / x)
= lim x → 0
x
= lim x → 0|x| ⋅ sin(1 / x)
Both the left hand and the right hand limits exists and are equal. Hence, the above limit
exists and fg is differentiable at x = 0.
(b) A function f not differentiable at zero and a function g differentiable at zero where fg
is differentiable at zero.
Proof.
Consider f(x) = sin(1 / x) and g(x) = x 2 . f(x)g(x) = x 2 sin(1 / x) is differentiable at
c = 0, since
x 2 sin(1 / x) - 0
(fg)'(0) = lim = lim x sin 1 / x = 0
x→0 x x→0
(c) A function f not differentiable at zero and a function g differentiable at zero where
f + g is differentiable at zero.
Proof.
This request is impossible.
f'(c) = ((f + g) - g)'(c)
= (f + g)'(c) - g'(c) Algebraic Differentiability theorem
Thus, if f + g is differentiable at zero and g is differentiable at zero, f must be
differentiable at zero.
(d) A function f differentiable at zero but not differentiable at any other point.
Proof.
Consider the function:
f ( x) =
x2 if x ∈ Q
0 if x ∉ Q
We have:
f ( x) - f ( 0)
f'(0) = lim
x→0 x-0
We are interested to show that this functional limit exists. Our claim is that f'(0) = 0.
Pick an arbitrary 𝜖 > 0. Let's explore the expression:
f ( x) - f ( 0) f ( x) - f ( 0) | f ( x) |
-0 = =
x-0 x | x|
Since f(x) ≥ 0 for all x ∈ R, we have |f(x)| = f(x) ≤ x 2 = |x 2 |. Consequently,
| x| < 𝜖
Pick 𝛿 = 𝜖. For all |x| < 𝛿, it follows that |x| < 𝜖. Consequently, f'(0) = 0.
Let's prove that f(x) is not continuous for c ≠ 0.
c2
Let c ∈ Q. Consider the sequences xn = c + 1 and yn = c + 1
with 𝜖0 = .
n 2n 2
|xn - yn | → 0. But,
1 1 2c 1 c2
|f( x n ) - f( y n ) | = c2 +2⋅c⋅ + 2
-0 = c + + ≥ = 𝜖0
n n2 n n2 2
Thus, f is not continuous at any rational point c.
Moreover, let t ∈ I be any irrational point. By the density of rationals in R, there exists a
1
rational sequence (xn ) ∈ Q, such that xn ≠ t with (xn ) → t. Also, let (yn ) = t + be an
n
irrational sequence converging to t. Again, we can similarly, prove that f is not continuous
at an irrational point.
Since, continuity is necessary condition for differentiability, f is not differentiable at c ≠ 0.
[Abbott 5.2.3] (a) Use definition 5.2.1 to produce the proper formula for the derivative of
h( x) = 1 / x.
Proof.
Let c be an arbitrary point, with c ≠ 0. We are interested to find h'(c).
By definition 5.2.1.,
h( x) - h( c ) ( 1 / x) - ( 1 / c )
h'(c) = lim x → c = lim x → c
x-c x-c
( x - c) 1
= lim x → c - ⋅
(x - c) cx
( x - c) 1
= -lim x → c ⋅ {x ≠ c}
(x - c) cx
= -lim x → c
1 1
= - 2
By algebgraic limit theorem
cx c for functional limits
(b) Combine the result in part (a) with the Chain rule (theorem 5.2.5) to supply a proof for
part (iv) of theorem 5.2.4.
Proof.
1 1
Let w(t) = . Then, w(v(x)) = . By the Chain Rule:
t v( x)
'
1 v'(c)
[w(v(c))]' = = w'(v(c)) ⋅ v'(c) = -
v( c ) (v(c)) 2
' '
1 1 1
u( c ) ⋅ = u'(c) ⋅ + ⋅ u( c )
v( c ) v( c ) v( c )
u'(c) v'(c)u(c)
= -
v( c ) v( c ) 2
v(c)u'(c) - v'(c)u(c)
=
v( c ) 2
(c) Supply a direct proof of the theorem 5.2.4 (iv) by algebraically manipulating the
difference quotient for (f / g) in a style similar to the proof of theorem 5.2.4 (iii).
Proof.
By definition:
' f (x ) f (c )
f ( c) g (x )
- g (c )
= lim x → c
g( c ) x-c
f ( x) g( c ) - f ( c ) g( x)
= lim x → c
g(x)g(c)(x - c)
f ( x) g( c ) - f ( c ) g( c ) + f ( c ) g( c ) - f ( c ) g( x)
= lim x → c
g(x)g(c)(x - c)
-[f(c)g(x) - f(c)g(c)] + [f(x)g(c) - f(c)g(c)] 1
= lim x → c ⋅
( x - c) g( x) g( c )
1 -[g(x) - g(c)] f ( x) - f ( c ) 1
= lim x → c f(c) ⋅ + lim x → c g(c) ⋅ ⋅ lim x → c
g( c ) ( x - c) x-c g( x)
1
By the Algebraic continuity theorem, if g is continuous at c and g(c) ≠ 0, then is
g( x)
continuous at c. Thus,
'
f ( c) 1 1
= { -f(c)g'(c) + g(c)f'(c)} ⋅
g( c ) g( c ) g( c )
g(c)f'(c) - f(c)g'(c)
=
(g(c)) 2
[Abbott 5.2.4] Follow these steps to provide a slightly modified proof of the Chain Rule.
(a) Show that a function h : A → R is differentiable at a ∈ A if and only if there exists a
function l : A → R which is continuous at a and satisfies:
Proof.
⟹ direction.
h ( x ) - h ( a)
h'(a) = lim
x→a ( x - a)
h ( x ) - h ( a)
l ( x) =
if x ∈ A, x ≠ a
,
x-a
h'(a) if x = a
Since h(x) is defined for all x ∈ A, l(x) is defined for all A.
h ( x ) - h ( a)
Since xlim l(x) = lim = h'(a) = l(a), l is continuous at a.
→a x→a x-a
h ( x ) - h ( a)
l ( x) =
x-a
Consequently,
h ( x ) - h ( a)
lim l(x) = l(a) = lim
x→a x→a x-a
Therefore, the limit on the right hand side of the above expression exists and h'(a) = l(a).
Consequently, h is differentiable at a ∈ A.
(b) Use this criterion for differentiability (in both directions) to prove theorem 5.2.5.
Proof.
We are interested to prove that [g(f(c))]' = g'(f(c)) ⋅ f'(c).
Since f is differentiable at c ∈ A, there exists a function l(x) for all x ∈ A, such that:
Notice that, if x ≠ c,
f ( x) - f ( c )
l ( x) =
x-c
f ( x) - f ( c )
lim l(x) = l(c) = lim = f'(c)
x→c x→c x-c
Since g is differentiable at f(c) ∈ f(A) ⊆ B, there exists a function m(y) for all y ∈ f(A),
such that:
If y ≠ f(c),
g(y) - g(f(c))
m ( y) =
y - f ( c)
The differentiability of g at f(c) implies the continuity of m at f(c). So, passing to the
limits, we have:
g(y) - g(f(c))
lim m(y) = m(f(c)) = lim = g'(f(c))
y → f(c ) y → f(c ) y - f ( c)
m(f(x)) ⋅ f(x)
g(f(x)) - g(f(c)) f ( x) - f ( c )
lim x → c m(f(x)) ⋅ l(x) = lim x → c ⋅ lim x → c
f ( x) - f ( c ) x-c
g(f(x)) - g(f(c))
= lim x → c
x-c
= [g(f(c))]'
This completes the proof.
[Abbott 5.2.5] Let
f a ( x) =
if x > 0
xa
if x ≤ 0
0
(a) For which values of a, is f continuous at zero?
Proof.
Case I. Let a be any real number, where a > 0.
We are interested to make the distance |fa (x)| as small as we please. We have:
|x a | < 𝜖
⟺ | x| a < 𝜖
⟺ |x| < 𝜖 1/a
Pick 𝛿 = 𝜖 1/a . Then, for all |x - 0| < 𝛿, it follows that |fa (x) - fa (0)| < 𝜖.
So, f is continuous for all a > 0.
Let's prove that f is not continuous for a ≤ 0.
Case II. Let a = 0. Then,
f 0 ( x) =
1 if x > 0
0 if x ≤ 0
f0 has a jump discontinuity at x = 0.
Case III. Consider f-a (x) where a > 0.
1
f-a (x) =
if x > 0
xa
0 if x ≤ 0
Pick 𝜖0 = 1. Let 𝛿 > 0 be arbitrary.
1
By the Archimedean property, there exists N ∈ N, such that < 𝛿.
N
1
Pick an arbitrary x ∈ 0, . Thus, |x| < 𝛿.
N
Now,
1 1
> N ⟹ a > N a , { N ≥ 1 }
x x
Therefore, there exists atleast some x satisfying |x| < 𝛿, such that
Since 𝛿 was arbitrary, it follows that: there exists 𝜖0 > 0, for all 𝛿 > 0, such that for atleast
some x satisfying |x| < 𝛿, we have |f-a (x) - f-a (0)| ≥ 0.
Thus, f-a (x) is discontinuous at x = 0.
(b) For which values of a is f differentiable at zero? In this case, is the derivative function
continuous?
Using the definition of the derivative, we have:
f a ( x) - f a ( 0)
f'a (0) = lim
x→0 x-0
The right hand limit in the above case is:
f a ( x) - f a ( 0) xa
lim+ = lim+ = lim+ x a-1
x→0 x-0 x→0 x x→0
f a ( x) - f a ( 0) 0
lim = lim =0
x → 0- x-0 x → 0- x
As seen earlier, if x > 0, then lim x a-1 = 0 if and only if a - 1 > 0. Consequently, fa (x) is
x→0
differentiable for all values of a > 1.
(c) For which values of a is f twice differentiable?
We know that,
f a ' ( x) =
ax a-1 if x > 0
0 if x ≤ 0
f a ' ( x) - f a ' ( 0)
f''a (x) = lim
x→0 x-0
The right-hand limit in the above case is:
ax a-1 - 0
lim = lim ax a-2
x → 0+ x x → 0+
If x > 0, then lim ax a-2 = 0 if and only if a - 2 > 0. Consequently, fa (x) is twice
x→0
differentiable for all values of a > 2.
[Abbott 5.2.6] Let g be defined on an interval A, and let c ∈ A.
(a) Explain why g'(c) in the definition 5.2.1 could have been given by:
g( c + h) - g( c )
g'(c) = lim
h→0 h
Proof.
We know that g is a function of x. Let x be a function f of the single-variable h.
x = f ( h) = c + h
g(x) = g(f(h))
g( c + h) - g( c - h)
g'(c) = lim
h→0 2h
Proof.
We introduce two intermediate variables t = t(h) = c + h and u = u(h) = c - h.
We may write:
g a ( x) =
if x ≠ 0
x a sin(1 / x)
0 if x = 0
Find a particular (potentially non-integer) value for a so that:
(a) ga is differentiable on R, but such that ga ' is unbounded on [0, 1].
Proof.
Consider a = 3 / 2. We have:
At points different from zero, we can use the familiar rules of differentiation to find:
1
g3/2 '(x) = (3 / 2)x 1/2 sin(1 / x) - cos(1 / x)
x
Let's investigate if g3/2 is differentiable at zero. By definition:
Let's find out the above functional limit. We are interested to make the distance
| x sin(1 / x)| as small as we please. Our claim is that:
| x| < 𝜖
1
(3 / 2)x 1/2 sin(1 / x) - cos(1 / x) if x ≠ 0
g3/2 '(x) = x
0 if x = 0
Moreover, g3/2 '(x) is bounded on [0, 1] because of the factor 1 / x.
1
g5/2 '(x) = (5 / 2)x 3/2 sin(1 / x) - x 5/2 cos(1 / x) ⋅ -
x2
= (5 / 2)x 3/2 sin(1 / x) - x cos(1 / x)
If we replace the the quantity |sin 1 / x| by its upper bound, we strengthen the condition we
wish to prove.
|x 3/2 | < 𝜖
That is:
Pick 𝛿 = 𝜖 2/3 . Then, for all x ∈ [0, ∞) satisfying |x| < 𝛿, it follows that:
We know that, both (5 / 2)x 3/2 sin(1 / x) and x cos(1 / x) are continuous at zero. By the
Algebraic continuity theorem, their algebraic difference is also continuous at zero.
We are interested to prove that g5/2 '(x) is not differentiable at zero. By definition, we have:
(c) ga is differentiable on R and ga ' is differentiable on R, but such that ga '' is not
continuous at zero.
Consider a = 7 / 2. At points different from zero, we can apply the familiar rules of
differentiation to find:
We have:
g7/2 '(x) =
if x ≠ 0
x 5/2 sin(1 / x) - x 3/2 cos(1 / x)
0 if x = 0
From the earlier discussion in part (b), g7/2 '(x) is differentiable on R, but g7/2 ''(x) is not
continuous at zero.
[Abbott 5.2.8] Review the definition of uniform continuity (Definition 4.4.4). Given a
differentiable function f : A → R, let's say that f is uniformly differentiable on A, if, given
𝜖 > 0, there exists a 𝛿 > 0 such that:
f ( x) - f ( y)
- f'(y) < 𝜖 whenever 0 < |x - y| < 𝛿
x-y
(a) Is f(x) = x 2 uniformly differentiable on R? How about g(x) = x 3 ?
Proof.
f ( x) - f ( y)
Let's explore the expression - f'(y) . We have:
x-y
f ( x) - f ( y) x2 - y2
- f'(y) = - 2y
x-y x-y
= |x - y|
(b) Show that if a function is uniformly differentiable on an interval A, then the derivative
must be continuous on A.
Proof.
Since the function f is uniformly differentiable on A, for all 𝜖 > 0, there exists 𝛿 > 0, such
that for all x, y ∈ A, satisfying |x - y| < 𝛿, it follows that
f ( x) - f ( y)
- f'(y) < 𝜖
x-y
Let c be an arbitrary fixed point in the interval A. Therefore, for all 𝜖 > 0, there exists
𝛿 > 0, such that for all x satisfying |y - c| < 𝛿, we must have:
f ( y) - f ( c )
- f'(y) < 𝜖
y-c
By definition, it means that:
f ( y) - f ( c )
lim f'(y) - =0
y→c y-c
f ( y) - f ( c )
Since f'(c) = lim , the limit lim f'(y) exists and further:
y→c y-c y→c
lim f'(y) = f'(c)
y→c
Since f is differentiable on [a, b], there exists c ∈ (a, b), such that f'(c) = 𝛼. Thus, f' must
take on some irrational value.
(b) If f' exists on an open interval and there is some point c where f'(c) > 0, then there
exists a 𝛿-neighbourhood V𝛿 (c) in which f'(x) > 0 for all x ∈ V𝛿 (c).
Proof.
This proposition is false.
Consider the function:
x 1
f ( x) =
+ x 2 sin if x ≠ 0
2 x
0 if x = 0
The graph of f(x) is:
0.2
0.1
-0.5 -0.4 -0.3 -0.2 -0.1 0 0.1 0.2 0.3 0.4 0.5 0.6
-0.1
-0.2
-0.3
1 1 1
+ 2x sin - cos if x ≠ 0
f'(x) = 2 x x
1
if x = 0
2
-2 -1 0 1 2 3
1 1 1 1 1 1 3
Consider xn = , , , , … . f' = - 1 / 2 whilst f' = .
𝜋 2𝜋 3𝜋 4𝜋 (2n + 1)𝜋 2n𝜋 2
Thus, if we take any arbitrary 𝛿-neighbourhood of the point zero, V𝛿 (0), we will find both
positive and negative values of f'(x).
(c) If f is differentiable on an interval containing zero and if xlim
→0
f'(x) = L, then it must
be that L = f'(0).
[Abbott 5.2.10] Recall that a function f : (a. b) → R is increasing on (a, b) if f(x) ≤ f(y)
whenever x < y in (a, b). A familiar mantra from Calculus is that a differentiable function is
increasing if its derivative is positive, but this statement requires some sharpeneing in order
to be completely accurate.
Show that the function:
g( x) =
if x ≠ 0
x / 2 + x 2 sin(1 / x)
0 if x = 0
is differentiable on R and satisfies g'(0) > 0. Now prove that g is not increasing over any
open interval containing 0.
Proof.
For all other points different from zero, we can differentiate g(x) using the familiar rules of
differentiation to find:
1 1 1
g'(x) = + 2x sin - cos , { x ≠ 0 }
2 x x
By definition,
(x / 2) + x 2 sin(1 / x) 1 1 1
g'(0) = lim = lim + x sin =
x→0 x x→0 2 x 2
1 1 1 1
, , , ,…
3𝜋 / 2 5𝜋 / 2 7𝜋 / 2 9𝜋 / 2
We find that the image sequence has the following order relation:
1 1 1 1
g <g ,g <g ,…
3𝜋 / 2 5𝜋 / 2 7𝜋 / 2 9𝜋 / 2
Since the above seqeuence approaches zero, any open interval containing zero must contain
the tail of this sequence. Hence, g is not increasing on any interval containing 0.
[Abbott 5.2.11] Assume that g is differentiable on [a, b] and satisfies g'(a) < 0 < g'(b).
(a) Show that there exists a point x ∈ (a, b) where g(a) > g(x), and a point y ∈ (a, b)
where g(y) < g(b).
Proof.
By definition:
g ( x ) - g ( a)
g'(a) = lim
x→a x-a
|g'(a)|
Pick 𝜖 = . Then, there exists 𝛿 > 0, such that for all x ∈ (a, b) satisfying |x - a| < 𝛿,
2
we have:
g'(a) g ( x ) - g ( a) g'(a)
< - g'(a) < -
2 x-a 2
Thus,
g ( x ) - g ( a) < 0
or
g ( a) > g ( x )
In a similar fashion, we can prove that there exists y ∈ (a, b) such that
g( y) < g( b )
∞
By the Nested Interval Property, there exists an element c ∈ ⋂ In such that (xn ) → c and
n=1
(yn ) → c. Since g is continuous, g(xn ) → g(c) and g(yn ) → g(c).
[Abbott 5.3.1] Recall from the exercise 4.4.9 that a function f : A → R is Lipschitz on A
if there exists an M > 0 such that:
f ( x) - f ( y)
≤M
x-y
for all x ≠ y in A.
(a) Show that if f is differentiable on a closed interval [a, b] and if f' is continuous on
[a, b] then f is Lipschitz on [a, b].
Proof.
Let x ≠ y be any two arbitrary points in [a, b]. Since f is differentiable on [x, y] (or [y, x] if
y < x), by the Mean Value Theorem, there exists c ∈ (x, y) such that:
f ( x) - f ( y)
= f'(c)
x-y
Since f' is continuous on a closed interval [a, b], by the extreme value theorem, f' attains a
maxima and a minima on [a, b], that is, there exists x0 , x1 such that f(x0 ) ≤ f(x) ≤ f(x1 )
for all x ∈ [a, b]. Let M = f(x1 ). Thus, f'(c) ≤ M.
Since x, y were arbitrary points, this must be true for all x, y ∈ [a, b]. Consequently, f is
Lipschitz continuous on [a, b].
(b) Review the definition of a contractive function in the exercise 4.3.11. If we add the
assumption that |f'(x)| < 1 on [a, b], does it follow that f is contractive on this set?
Proof.
We have: |f(x) - f(y)| ≤ M|x - y|. Since f'(x) < 1 on [a, b], it follows that
|f(x) - f(y)| < |x - y|. Thus, f is contractive on [a, b].
f ( x) - f ( y)
= f'(c)
x-y
Thus,
Since f'(c) ≠ 0 and (x - y) ≠ 0, it follows that f(x) ≠ f(y). Thus, x ≠ y ⟹ f(x) ≠ f(y)
for all x, y ∈ A. Consequently, f is one-to-one on A.
Consider f(x) = x 3 . f is one-to-one on any interval of the real-line, but f'(x) = 3x 2 is zero
at the point x = 0.
[Abbott 5.3.3] Let h be a differentiable function defined on the inteval [0, 3], and assume
that h(0) = 1, h(1) = 2 and h(3) = 2.
(a) Argue that there exists a point d ∈ [0, 3], where h(d) = d.
Proof.
Consider g(x) = h(x) - x. By the Algebraic differentiability theorem, g is also differentiable
on [a, b].
We have:
g( 0) = h( 0) - 0 = 1
g( 1) = h( 1) - 1 = 1
g( 3) = h( 3) - 3 = - 1
Since h is continuous on [1, 3], by the Intermediate Value Theorem, there exists c ∈ (1, 3)
such that g(c) = 0. Consequently, there exists c ∈ (1, 3), such that h(c) = c.
(b) Argue that at some point c, we have h'(c) = 1 / 3.
Proof.
Since h is differentiable on (1, 3), there exists c ∈ (0, 3) such that
h( 3) - h( 0) 2-1 1
= = = h'(c)
3-0 3 3
(c) Argue that h'(x) = 1 / 4 at some point in the domain.
Proof.
Since h is continuous on [0, 1] and differentiable on the interval (0, 1), by the Mean Value
Theorem, there exists c ∈ (0, 1) such that
h( 1) - h( 0)
h'(c) = =1
1
Since h is continuous on [1, 3] and differentiable on the interval (1, 3), by the Mean Value
Theorem, there exists t ∈ (1, 3) such that
h( 3) - h( 1)
h'(t) = =0
3-1
Since h is differentiable on [c, t] by the Darboux's theorem, the derivative function satisfies
1
the intermediate value property. If h'(t) < < h'(c), then there exists x ∈ (c, t) such that
4
1
h'(x) = .
4
[Abbott 5.3.4] Let f be differentiable on an interval A containing zero, and assume (xn ) is
a sequence in A with (xn ) → 0 and xn ≠ 0.
(a) If f(xn ) = 0 for all n ∈ N, show that f(0) = 0 and f'(0) = 0.
Proof.
Since f is differentiable at zero, f is also continuous at zero. Consequently,
lim f(x) = f(0). Thus, for all sequences (xn ) → 0, with xn ≠ 0, it follows that
x→0
f(xn ) → f(0). But, f(xn ) is the constant sequence (0, 0, 0, … ). Thus, f(0) = 0.
By definition:
f ( x) - f ( 0)
f'(0) = lim
x→0 x-0
Since f is differentiable at zero, for all sequences (t n ) → 0 with tn ≠ 0, the sequence of
difference quotients
f ( t n ) - f ( 0)
d( t n ) =
tn - 0
approaches f'(0). So, it must hold for the sequence (xn ) ⊆ A as well. We have:
f ( x n ) - f ( 0) 0-0
d( x n ) = = =0
xn - 0 xn
So, d(xn ) is the constant sequence (0, 0, 0, … ) which approaches 0. But, we know that
d(xn ) → f'(0). Consequently, f'(0) = 0.
(b) Add the assumption that f is twice-differentiable at zero and show that f''(0) = 0 as
well.
Proof.
By definition:
f'(x) - f'(0)
f''(0) = lim
x→0 x-0
Since f' is differentiable at zero, it follows that for all sequences (xn ) → 0, with xn ≠ 0, the
sequence of the difference quotients:
f'(xn ) - f'(0)
y( x n ) =
xn - 0
approaches f''(0). But, f'(xn ) = 0 for all n ∈ N since f(xn ) = 0. Consequently, y(xn ) is
the constant zero sequence and thus f''(0) = 0.
[Abbott 5.3.5] (a) Supply the details for the proof of Cauchy's Generalized Mean Value
Theorem (Theorem 5.3.5).
Proof.
Let f and g be continuous on the closed interval [a, b] and differentiable on the open
interval (a, b). Define
We have:
h ( a) = f ( b ) g ( a) - f ( a) g ( a) - g ( b ) f ( a) + f ( a) g ( a) = f ( b ) g ( a) - g ( b ) f ( a)
h ( b ) = f ( b ) g ( b ) - f ( a) g ( b ) - g ( b ) f ( b ) + g ( a) f ( b ) = g ( a) f ( b ) - f ( a) g ( b )
By the Algebraic differntiability theorem, h is differentiable on the open interval (a, b).
Applying the Mean Value Theorem, there exists c ∈ (a, b), such that:
h ( b ) - h ( a)
h'(c) = =0
b-a
Differentiating h(x) using the familiar rules of differentiation, we get:
Thus,
h'(c) = [f(b) - f(a)]g'(c) - [g(b) - g(a)]f'(c)
(b) Give a graphical interpretation of the Generalized Mean Value Theorem analogous to
the one given for the Mean Value Theorem at the beginning of section 5.3 (Consider f and
g as parametric equations for a curve).
Proof.
Let F : R → R 2 be any curve in whose parameteric equation is given by (x(t), y(t)). Suppose
that a particle in motion in the 2D-plane according to this parametric curve. Then, x'(c) is
the x-component of the velocity at time t = c and y'(c) is the y-component of the velocity
at time t = c. The velocity vector at time t = c is v(c) = (x'(c), y'(c)), the magnitude of
the velocity (speed) is given by | v(c)| = (x'(c)) 2 + (y'(c)) 2 , whilst the direction of
velocity vector is given by:
y'(c)
tan 𝜃 =
x'(c)
Thus, the graphical interepretation of the Generalized Mean Value theorem, implies, that
there exists an instant c ∈ (a, b) during which the direction of motion of the particle is
parallel to the displacment vector between the points (x(a), y(a)) and (x(b), y(b)).
[Abbott 5.3.6] (a) Let g : [0, a] → R be differentiable, g(0) = 0 and |g'(x)| ≤ M for all
x ∈ [0, a]. Show that |g(x)| ≤ Mx for all x ∈ [0, a].
Proof.
Let x be an arbitrary point in (0, a]. Since g differentiable on the open interval (0, x), we
can apply the mean value theorem. Thus, there exists c ∈ (0, x), such that:
g( x) - g( 0) g( x)
| g'(c)| = = ≤M
x-0 x
Since x > 0, we can write:
| g(x)| ≤ Mx
Since x was an arbitrary point in (0, a], this must be true for all x ∈ (0, a]. Since, g(0) = 0,
it is also true for x = 0.
(b) Let h : [0, a] → R be twice differentiable, h'(0) = h(0) = 0 and | h''(x)| ≤ M for all
x ∈ [0, a]. Show that | h(x)| ≤ Mx 2 / 2 for all x ∈ [0, a].
Proof.
Using part (a), we have that |h'(x)| ≤ Mx for all x ∈ [0, a].
Again as before, let x be an arbitrary point in (0, a]. Since h(x) and g(x) = x 2 / 2 are
differentiable on (0, x) by the Generalized Mean Value Theorem, there exists c ∈ (0, x) such
that:
h'(c) h( x) - h( 0)
=
c x2 / 2 - 0
Thus,
h( x) |h'(c)| Mc
= ≤ = M, { ∵ c > 0 }
x2 / 2 c c
Therefore,
Mx 2
| h( x) | ≤
2
Since, x was an arbitrary point in (0, a], this must be true for all x ∈ (0, a]. This is also true
for x = 0.
(c) Conjecture and prove and analogous result for a function that is differentiable three
times on [0, a].
Proof.
Let h : [0, a] → R be a function that is differentiable three times on [0, a] and assume that
h''(0) = h'(0) = h(0) = 0 and | h'''(x)| ≤ M for all x ∈ [0, a]. Our claim is that
|h(x)| ≤ Mx 3 / 6 for all x ∈ [0, a].
h( x) - h( 0) h'(c)
=
x3 / 3 - 0 c2
Therefore,
h( x) Mc 2 / 2 M
≤ =
x3 / 3 c2 2
Consequently,
Mx 3
| h( x) | ≤
6
Since x was an arbitrary point in (0, a], this is true for all x ∈ (0, a].
[Abbott 5.4.1] Define
h( x) = | x|
on the interval [-1, 1] and extend the definition of h to all of R by requiring that
h(x + 2) = h(x). This results in a periodic sawtooth function.
Sketch a graph of (1 / 2)h(2x) on [-2, 3]. Give a qualitative description of the functions:
1
h n ( x) = n
h 2nx
2
as n gets larger.
Now define:
∞ ∞
1
g( x) = ∑ h n ( x) = ∑ n
h 2nx
n=0 n=0 2
The claim is that g(x) is continuous on all of R, but fails to be differentiable at any point.
Proof.
The graph of h1 (x) can be deduced by computing it's values at a few points:
x h(2x) (1 / 2)h(2x)
-2 h( - 4) = 0 0
-3 / 2 h( - 3) = 1 1/2
-1 h( - 2) = 0 0
-1 / 2 h( - 1) = 1 1/2
0 h( 0) = 0 0
1/2 h( 1) = 1 1/2
1 h( 2) = 0 0
3/2 h( 3) = 1 1/2
2 h( 4) = 0 0
Thus, h1 (x) has height (1 / 2) and a period L = 1. It has a corner at all points of the form
a 1
x = , where a ∈ Z. h2 (x) has height (1 / 4) and a period L = . It has a corner at all
2 2
a
points of the form x = 2 , where a ∈ Z.
2
[Abbott 5.4.2] Fix x ∈ R. Argue that the series
∞
1
∑ n
h 2nx
n=0 2
converges and thus g(x) is properly defined.
Proof.
∞
1
Let (sn ) be the sequence of partial sums of the infinite series ∑ n
h 2nx . Since
n=0 2
1
h 2 n x ≥ 0, the sequence of partial sums is monotonically increasing. Moreover,
n
2
k 1
sk = ∑ n=0 h 2nx
n
2
1
k
≤ ∑ n=0 n
since h 2nx ≤ 1
2
∞ 1 1
≤ ∑ n=0 =
2n 1-1/2
=2
Consequently, the sequence (sn ) is bounded. By the Monotone Convergence Theorem, (sn )
is a convergent sequence. Thus, g(x) is properly defined.
[Abbott 5.4.3] Taking the continuity of h(x) as given, reference the proper theorems from
chapter 4 that imply that the finite sum:
m
1
g m ( x) = ∑ n
h 2nx
n=0 2
is continuous on R.
Proof.
Let c be an arbitrary point in R. Let n ∈ N be arbitrary.
We know that 2 n x is continuous c and h( ⋅ ) is continuous at c. Since, the composition of
continuous functions is continuous, it follows that h 2 n x is continuous at c.
By the Algebraic Continuity Theorem, the finite sum:
m
1
g m ( x) = ∑ n
h 2nx
n=0 2
is also continuous at c. Since, c was arbitrary, this must be true for all points x ∈ R.
[Abbott 5.4.4] As the graph in figure 5.7 suggests, the structure of g(x) is quite intricate.
Answer the following questions, assuming that g(x) is indeed continuous.
(a) How do we know that g attains a maximum value M on [0, 2]? What is this value?
Proof.
The function g(x) repeats itself with period L = 2. Moreover, since g is continuous on the
closed and bounded interval [0, 2], by the extreme value theorem, there exists xmin and
xmax in [0, 2], such that:
(b) Let D be the set of points in [0, 2] where g attains its maximum. That is :
D = { x ∈ [0, 2] : g(x) = M }.
Find one point in D.
[Abbott 6.2.1] Let
nx
f n ( x) =
1 + nx 2
(a) Find the pointwise limit of (fn ) for all x ∈ (0, ∞).
Proof.
For a fixed x ∈ R, we have:
nx
lim n → ∞ fn (x) = lim n → ∞
1 + nx 2
x
= lim n → ∞
1
n
+ x2
x 1
= =
x2 x
(b) Is the convergence uniform on (0, ∞)?
Proof.
The definition of uniform convergence is :
Note. The point x ∈ A where the distance |fn (x) - f(x)| exceeds 𝜖0 can be different for
each N.
Let's explore the distance |fn (x) - f(x)|. We have:
nx 1
| f n ( x) - f ( x) | = -
1 + nx 2 x
nx 2 - 1 + nx 2
=
x 1 + nx 2
1 1
= - =
2
x 1 + nx x 1 + nx 2
1
=
x 1 + nx 2
Let 𝜖0 = 1. Let us choose 0 < x < 1.
1 1
>
x 1 + nx 2 x( 1 + n )
Let's explore the inequality:
1
≥ 𝜖0
x( 1 + n )
We are interested to make
1
≥1
x( 1 + n )
⟹ x( 1 + n ) ≤1
1
⟹ xn ≤
n+1
1
Consequently, we can choose xn ≤ .
n+1
1
| f n ( x) - f ( x) | =
x 1 + nx 2
1
≤ { ∵ x ≥ 1}
1+n
1
We can choose N > . Then, |fn (x) - f(x)| < 𝜖 for all n ≥ N and for all x ∈ (1, ∞).
𝜖
[Abbott 6.2.2] (a) Define a sequence of functions on R by:
f n ( x) =
1 if x = 1, 1 , 1 , … , 1
2 3 n
0
and let f be the pointwise limit of the function fn . Is each fn continuous at zero? Does
fn → f uniformly on R? Is f continuous at zero?
Proof.
Point-wise convergence:
The definition of pointwise convergence is:
Define
1
f ( x) =
1 if x = , ∀n ∈ N
n
0 otherwise
1
S= :m ∈ N
m
Pick an arbitrary 𝜖 > 0. We have: f(x) = 1. We are interested to make the distance
1 1
|fn (x) - f(x)| as small as we please. If we choose n ≥ M, it follows that ≤ and
n M
f n ( x) = 1. Thus, |fn (x) - f(x)| = 0 < 𝜖.
Consequently, the suitable response to the given 𝜖-challenge is to pick N ≥ M.
Continuity of fn at zero.
Pick an arbitrary 𝜖 > 0. Pick an arbitrary fixed fN (x). We are interested to prove that
fN (x) is continuous at zero.
1 1 1
By definition, fN (x) = 1 for x = 1, , … , . Thus, if we choose 𝛿 = , for all
2 N N+1
x ∈ V𝛿 (0), it follows that |fN (x) - fN (0)| = 0 < 𝜖. Consequently, fN (x) is continuous at
c = 0. Since, N was arbitrary to begin with, this must be true for all N ∈ N.
Uniform convergence on R.
1 1
Let 𝜖0 = . We pick xn ≥ . Clearly, fn (xn ) = 0 and f(xn ) = 1, so
2 n+1
|fn (xn ) - f(xn )| ≥ 𝜖0 . Hence, fn is not uniformly convergent on R.
Is f continuous at zero?
The uniform convergence of the sequence of functions (fn ) is a necessary condition for the
limit function f to be continuous. The absence of uniform convergence implies that f is not
continuous at zero.
(b) Repeat this exercise using the sequence of functions
g n ( x) =
x if x = 1, 1 , 1 , … , 1
2 3 n
0 otherwise
Point-wise convergence:
Define
g( x) =
x if x = 1 , n ∈ N
n
0 otherwise
1
S= :m ∈ N
m
gn converges pointwise to g for all x ∉ S. Hence, let's investigate what happens if x is an
1
arbitrary fixed element of S. Let x = .
M
1 1 1
g N ( x) =
x if x = 1, , , … ,
2 3 N
0 otherwise
1
If we choose 𝛿 < , then for all x ∈ R satisfying |x| < 𝛿, we have
N
|gN (x) - gN (0)| = 0 < 𝜖. Consequently, gN (x) is continuous at zero. Since, N was abitrary,
this must be true for all n ∈ N.
Uniform convergence on R.
Pick an arbitrary 𝜖 > 0. By the Archimedean property there exists a natural number K ∈ N,
1
such that < 𝜖. Consider what happens when we sample fK , fK+1 at the points
K
1 1
x= , , ….
K K+1
1 1 1 1
gK = gK =0 gK =0
K K K+1 K+2
1 1 1 1 1
gK+1 = gK+1 = gK+1 =0
K K K+1 K+1 K+2
1 1 1 1 1 1
g = g = g =
K K K+1 K+1 K+2 K+2
Then, for all x ∈ R, for k ≥ K, it follows that |gk (x) - g(x)| < 𝜖.
Is g continuous at zero?
The sequence functions (gn ) are continuous at zero and (gn ) converges uniformly to g. By
the Continuous Limit Theorem, g is continuous at zero.
(c) Repeat the exercise once more with the sequence
1 if x = 1
n
h n ( x) =
x if x = 1, 1 , … , 1
2 n-1
0 otherwise
Proof.
Point-wise convergence:
Define
h( x) =
x if x = 1 : n ∈ N
n
0 otherwise
1
Pick an arbitrary 𝜖 > 0. Let x ∈ R be a fixed arbitrary real number of the form , where
m
1
m ∈ N. Let N ∈ N be such that N > m. Then, hn (x) = x = for all n ≥ N.
m
Consequently, |hn (x) - h(x)| = 0 < 𝜖 for all n ≥ N.
Thus, the sequence of functions (hn ) converge pointwise to h.
Continuity of hn at zero.
1
Let 𝜖 > 0 be arbitrary. Pick 𝛿 < . Then, for all x ∈ V𝛿 (0), we have
n
|hn (x) - hn (0)| = 0 < 𝜖. Consequently, hn is continuous at zero.
Uniform convergence on R.
1
Let 𝜖0 = .
2
1 1
Case I. N = 1. There exists x1 = , such that |h1 (x1 ) - h(x1 )| = ≥ 𝜖0 .
2 2
1 1 1
Case II. N ≥ 2. Pick xn = . We have |hN (xn ) - h(xn )| = 1 - ≥ = 𝜖0 .
N N 2
Consequently,
Pick an arbitrary 𝜖 > 0. (fn ) converges to f uniformly, so there exists N𝜖 such that for all
0
D N 𝜖 = { | f N 𝜖 - f ( x) | : x ∈ B }
has lower bound 0 and upper bound 𝜖. This applies to all the sets DN +1 ,DN +2 ,DN +3 ,....
𝜖 𝜖 𝜖
This can also be seen if we graph fn and f. fn is always within an 𝜖-band of f. So, the
distance between fn and f is bounded.
By the least upper bound property, the supremum of Dn exists for all n ≥ N𝜖 . Let
dn = sup Dn .
Since dn is a limit point of the set Dn , by the order limit theorem, 0 ≤ dn ≤ 𝜖. Again, this
holds for all n ≥ N𝜖 .
Consequently, it follows that (dn ) → 0.
⟸ direction.
Pick an arbitrary 𝜖 > 0.
Since (dn ) → 0, there exists N ∈ N such that
-𝜖 < 0 ≤ d n < 𝜖
1
x 1 x≥
g n ( x) = and hn (x) = n
1 + xn
nx if 0 ≤ x < 1
n
Answer the following questions for the sequences (gn ) and (hn ):
(a) Find the pointwise limit on [0, ∞).
Proof.
The pointwise limit of gn (x) is given by:
Case I. 0 < x < 1.
We have:
x
lim n → ∞ gn (x) = lim n → ∞
1 + xn
lim n → ∞ x
=
lim n → ∞ 1 + lim n → ∞ x n
x
= ∵ (x) n → 0, if 0 < x < 1
1+0
=x
Case II. x = 1.
We have:
1 1
lim gn (x) = lim =
n→∞ n→∞ 1 + 1n 2
x
lim n → ∞ gn (x) = lim n → ∞
1 + xn
x -n+1
= lim n → ∞
x -n + 1
0
= =0
0+1
Thus, the sequence of functions (gn ) converges pointwise to g defined by:
x if 0 ≤ x < 1
1
g( x) = if x = 1
2
0 if x > 1
Case II. If x = 0.
The sequence (hn (0)) = (0, 0, 0, 0, 0, … ) converges to 0.
Thus, the sequence of functions (hn ) converges pointwise to h defined by:
1 if x > 0
h( x) =
0 if x = 0
(b) Explain how we know that the convergence cannot be uniform on [0, ∞).
The sequence of functions (gn ):
Let x ∈ (0, 1). Let's explore the expression |gn (x) - g(x)|. We have:
x
| g n ( x) - g( x) | = -x
1 + xn
x - x - x n+1
=
1 + xn
x n+1
=
1 + xn
x n+1
= n
∵ x n+1 > 0 and 1 + x n > 0
1+x
x n+1 x 2n
> >
2 2
1
Let 𝜖0 = . Our claim is:
4
x 2n 1
>
2 22
1
x 2n >
2
2n
1
xn >
2
Thus,
1 1 1 1
Let 𝜖0 = . For all N ∈ N, pick xN ∈ 0, . Then, |hN (xN ) - h(xN )| ≥ 1 - = ≥ 𝜖0 .
4 2N 2 2
Again,
(∃𝜖0 > 0)(∀N ∈ N)(∃xn ∈ [0, ∞))(∃n ≥ N)(|hn (xn ) - h(xn )| ≥ 𝜖0 )
(c) Choose a smaller set over which the convergence is uniform and supply an argument to
show that this is indeed the case.
Proof.
Using a computer algebra system to plot (gn ), I think that (gn ) should converge uniformly
1
g( x) = x in the interval 0, .
2
0.6
0.4
0.2
Mathematically,
x
| g n ( x) - g( x) | = -x
1 + xn
x n+1 x n+1
= = ∵ x n+1 ≥ 0 and 1 + x n > 0
1 + xn 1 + xn
(1 / 2) n+1
< { ∵ 0 ≤ x ≤ 1 / 2}
1 + 0n
n+1
1
=
2
Pick an arbitray 𝜖 > 0. Our claim is that:
1
<𝜖
2 n+1
Thus:
1
2 n+1 >
𝜖
which implies that
1
( n + 1) > log(1 / 𝜖)
2
Thus,
(∀𝜖 > 0)(∃N ∈ N)(∀x ∈ [0, 1 / 2])(∀n ≥ N)(|gn (x) - g(x)| < 𝜖)
1
Similarly, (hn ) converges uniformly to h on ,1 . Let 𝜖 > 0 be arbitrary. Pick N ≥ 2.
2
1
Then, for all x ∈ ,1 and for all n ≥ N, |hn (x) - h(x)| = 0 < 𝜖.
2
[Kaczor&Nowak 3.1.2] Assume that (fn ) converges uniformly to f on A and (gn )
converges uniformly to g on A. Show that (fn + gn ) converge uniformly to (f + g) on A. Is
it true that (fn ⋅ gn ) converge uniformly (f. g)?
Proof.
Pick an arbitrary 𝜖 > 0.
𝜖
There exists N1 ∈ N for all x ∈ A, such that for all n ≥ N, |fn (x) - f(x)| < .
2
𝜖
There exists N2 ∈ N for all x ∈ A, such that for all n ≥ N2 , |gn (x) - g(x)| < .
2
We can write:
|(fn (x) + gn (x)) - (f(x) + g(x)| = |fn (x) - f(x) + gn (x) - g(x)|
≤ | f n ( x) - f ( x) | + | g n ( x) - g( x) |
Let N = max{ N1 , N2 }. Then for all n ≥ N, it follows that:
|(fn (x) + gn (x)) - (f(x) + g(x)| ≤ |fn (x) - f(x)| + |gn (x) - g(x)|
𝜖 𝜖
= + =𝜖
2 2
Counterexample.
[Abbott 6.2.4] Review exercise 5.2.8 which includes the definition for a uniformly
differentiable function. Use the results discussed in the section 6.2 to show that if f is
uniformly differentiable, then f' is continuous.
Proof.
Define the sequence of functions
1
f x + n - f ( x)
g n ( x) =
1
n
and let
g(x) = f'(x)
f ( y) - f ( x)
- f'(x) < 𝜖
y-x
1
By the Archimedean property, there exists N ∈ N, such that < 𝛿. But, this means, that
N
1
for all n ≥ N, the point y = x + satisfies |y - x| < 𝛿.
n
Thus, there exists N ∈ N, such that for all x ∈ A and n ≥ N, it follows that:
f ( x + 1 / n ) - f ( x)
- f'(x) < 𝜖
1/n
Note that N is a function of 𝛿, which in turn depends only on 𝜖. Hence, the sequence of
functions (gn ) converge uniformly on A to g.
Now,
Uniform differentiability of f ⟹ Differentiability of f ⟹ Continuity of f
1
For a fixed n, since x + is continuous and f is continuous, f(x + 1 / n) is also
n
continuous. By algebraic continuity theorem,
f ( x + 1 / n ) - f ( x)
g n ( x) =
( 1 / n)
is continous.
Let c ∈ A be an arbitrary fixed point.
Each of the gn are continuous at c ∈ A and (gn ) converges uniformly to g on A. By the
continuous limit theorem, g is continuous at c ∈ A. Since c was arbitrary to begin with, g is
continuous on the whole of A.
[Abbott 6.2.5] Using the Cauchy Criterion for convergent sequences of real numbers,
supply a proof for Theorem 6.2.5. (First define a candidate for f(x) and then argue that
(fn ) → f uniformly).
Proof.
⟹ direction.
We are given that a sequence of functions (fn ) defined on the set A ⊆ R converges
uniformly on A to f.
Pick an arbitrary 𝜖 > 0. There exists N ∈ N for all x ∈ A, such that for all k ≥ N:
| f k ( x) - f ( x) | < 𝜖 / 2
Let n, m ≥ N be arbitrary. We have:
Fix t ∈ A. Then it follows that, (fn (t)) is a Cauchy sequence. By the Cauchy criterion for
convergence of real numbers, (fn (t)) is a convergent sequence and nlim
→∞
fn (t) exists.
Since t was arbitrary, this must be true for all t ∈ A. Consequently, we define:
|fn (x) - fN (x)|, |fn (x) - fN+1 (x)|, … , |fn (x) - fm (x)|, …
Since each of the terms am is strictly smaller than 𝜖, by the Order Limit theorem,
lim am ≤ 𝜖.
We have:
lim am = lim m → ∞|fn (x) - fm (x)|
= |lim m → ∞ fn (x) - lim m → ∞ fm (x)| Since lim |bn | = |lim bn |
= | f n ( x) - f ( x) |
Consequently, |fn (x) - f(x)| ≤ 𝜖. Since n ≥ N and x ∈ A were arbitrary to begin with, this
must be true for all x ∈ A and n ≥ N.
By definition, (fn ) converges uniformly on A to f.
[Abbott 6.2.6] Assume that fn → f on the set A. Theorem 6.2.6 is an example of a
typical question which asks whether a trait possessed by each fn is inherited by the limit
function. Provide an example to show that all of the following propositions are false if the
convergence is only assumed to pointwise on A. Then, go back and decide which are true
under the stronger hypothesis of uniform convergence.
(a) If each fn is uniformly continuous, then f is uniformly continous.
Proof.
Let fn (x) = x n for x ∈ [0, 1]. Since fn (x) is continuous on a compact set [0, 1], it is
uniformly continuous on [0, 1].
Define
f ( x) =
if 0 ≤ x < 1
0
if x = 1
1
Pick x ∈ [0, 1). We know that, if |x| < 1, then x n → 0. If x = 1, then x n is the
constant sequence (1, 1, 1, … ) and converges to 1. Consequently, fn converges pointwise
to f.
Since f is not continuous at c = 1, f is not uniformly continuous on [0, 1].
(∀𝜖 > 0)(∃𝛿(𝜖) > 0)(∀x, y ∈ A)(∀|x - y| < 𝛿)(|fn (x) - fn (y)| < 𝜖)
By definition of uniform convergence:
| f ( x) - f ( y) | = | f ( x) - f N ( x) + f N ( x) - f N ( y) + f N ( y) - f ( y) |
≤ | f ( x) - f N ( x) | + | f N ( x) - f N ( y) | + | f N ( y) - f ( y) |
< 𝜖/3+𝜖/3+𝜖/3 = 𝜖
Consequently, f is uniformly continuous on A.
(b) If each fn is bounded, then f is bounded.
Proof.
| f ( x) | ≤ | f N ( x) | + 1
Since fN (x) is bounded, ∃M > 0, ∀x ∈ A, such that |fN (x)| ≤ M. Consequently, for all
x ∈ A,
| f ( x) | ≤ M + 1
Thus, f(x) is bounded.
[Abbott 6.2.7] Let f be uniformly continuous on all of R and define a sequence of
1
functions by fn (x) = f x + . Show that fn → f uniformly. Give an example to show
n
that this proposition fails if f is only assumed to be continuous and not uniformly
continuous on R.
Proof.
Pick an arbitrary 𝜖 > 0.
Since f is uniformly continuous on R, ∃𝛿0 (𝜖) > 0, such that for all |x - y| < 𝛿,
| f ( x) - f ( y) | < 𝜖.
1
y = x+
n
1
where n ∈ N. Now, we can choose y to be arbitrarily close to x. Pick N > . Then, for all
𝛿0
n ≥ N, |x - y| < 𝛿. But, this implies, that for all n ≥ N, |f(x + 1 / n) - f(x)| < 𝜖|.
Consequently,
1 1
Fix 𝜖0 = . Let's explore the expression: f x+ - f ( x) . We have:
2 n
2
1 1
f x+ - f ( x) = x+ - x2
n n
2x 1
= x2 + + - x2
n n2
2x 1
= x2 + + 2 - x2
n n
2x 1
= +
n n2
2x
≥
n
Let's explore the inequality:
2x 1
≥ 𝜖0 =
n 2
N
Pick xN ≥ . Then,
4
1 2xN 1 2( N / 4) 1 1 1
f x+ - f ( x) = + = + = +
N N N2 N N2 2 N2
Thus, fn (x) does not converge uniformly to f(x).
[Abbott 6.2.8] Let gn be a sequence of continuous functions that converges uniformly to g
1 1
on a compact set K. If g(x) ≠ 0 on K, show that converges uniformly on K to .
gn g
Proof.
1 1
Consider the expression - . We have:
g n ( x) g( x)
1 1 | g n ( x) - g( x) |
- =
g n ( x) g( x) |gn (x)||g(x)|
Now, (gn ) ⏪K⏫ g. Since, each gn is continuous on K, by the continuous limit theorem, g is
continuous on K. By the extreme value theorem, g attains a minima m and maxima M on
K, such that:
m ≤ g( x) ≤ M
for all x ∈ K. Since g(x) ≠ 0 for all x ∈ K, either g is strictly positive or g is strictly
negative, and it does not intersect the x-axis.
Let L = min(|m|, |M|). We have, L > 0 and |g(x)| ≥ L.
L
Pick 𝜖 = . As (gn ) ⏪K⏫ g, there exists N1 (L / 2) such that for all x ∈ K and for all n ≥ N1 ,
2
we have:
L
||gn (x)| - |g(x)|| ≤ |gn (x) - g(x)| <
2
L
||gn (x)| - |g(x)|| <
2
L L
⟺- < | g n ( x) | - | g( x) | <
2 2
L L
⟺ | g( x) | - < | g n ( x) | < | g( x) | +
2 2
This implies, (∀x ∈ K)(∀n ≥ N1 ) :
L
| g n ( x) | > | g( x) | -
2
L L
> L- =
2 2
Finally, since (gn ) ⏪K⏫ g, there exists N2 (𝜖) such that, for all x ∈ K and ∀n ≥ N2 :
L2
| g n ( x) - g( x) | < 𝜖 ⋅
2
Choose N = max{ N1 , N2 }. Then, for all x ∈ K and n ≥ N,
1 1 | g n ( x) - g( x) | 𝜖 L2 / 2
- = < =𝜖
g n ( x) g( x) |gn (x)||g(x)| L2 / 2
1 K 1
Thus, .
gn ⏪⏫ g
[Abbott 6.2.10] This exercise and the next explore partial converses of the Continuous
Limit Theorem. Assume that fn → f pointwise on [a, b] and the limit function f is
continuous on [a, b]. If each fn is increasing (but not necessarily continuous), show that
fn → f uniformly.
Proof.
Define the sequence of functions
g n ( x) = f n ( x) - f ( x)
Thus, gn (x) converges pointwise to the constant zero function g(x) = 0 on [a, b].
Moreover, eachgn (x) is increasing.
Pick an arbitrary 𝜖 > 0.
Since gn (a) → 0, there exists N1 (𝜖, a) ∈ N, such that for all n ≥ N1 , gn (a) ∈ (-𝜖, 𝜖).
Since gn (b) → 0, there exists N2 (𝜖, b) ∈ N, such that for all n ≥ N2 , gn (b) ∈ (-𝜖, 𝜖).
Let N = max{ N1 , N2 }. Let x ∈ [a, b] be an arbitrary point.
Since a ≤ x ≤ b, gn (a) ≤ gn (x) ≤ gn (b). Thus, for all n ≥ N, gn (x) ∈ (-𝜖, 𝜖). Since x was
arbitrary, this is true for all x ∈ [a, b].
Consequently,
(∀𝜖 > 0)(∃N(𝜖, a, b) ∈ N)(∀n ≥ N)(∀x ∈ [a, b])(|fn (x) - f(x)| < 𝜖)
xn
g n ( x) =
n
(a) Show that (gn ) converges uniformly on [0, 1] and find g = lim gn . Show that g is
differentiable and compute g'(x) for all x ∈ [0, 1].
Proof.
Define g as the constantly zero function:
g( x) = 0
| g n ( x) - g( x) | < 𝜖
xn
<𝜖
n
We can strengthen the condition we wish to prove by replacing the LHS by its upper bound.
xn
Since ≤ 1 , we are interested to prove:
n n
1
<𝜖
n
1 1
Choose N > . Then, for all n ≥ N, < 𝜖. Consequently,
𝜖 n
(∀x ∈ [0, 1])(∀n ≥ N)(|gn (x) - g(x)| < 𝜖). Thus, gn converges uniformly on [0, 1] to g.
The constantly zero function g is differentiable for all x ∈ [0, 1] and g'(x) = 0 for all
x ∈ [0, 1].
(b) Now show that (g'n ) converges on [0, 1]. Is the convergence uniform? Set h = lim gn '
and compare h and g'. Are they the same?
Proof.
We have:
gn '(x) = x n-1
Define h as:
h( x) =
0 if 0 ≤ x < 1
1 if x = 1
1
gn ' converges pointwise to h. The convergence is not uniform. Pick 𝜖0 = . Let
2
1
xn ∈ ,1 . We are interested to make :
2
1
x n-1 ≥
2
If we replace the LHS by its lower bound, we can strengthen the condition we wish to
prove. Since x n-1 ≥ x n , our claim is:
1
xn ≥
2
So, we choose:
(1/n)
1
x≥
2
Hence,
(∃𝜖0 > 0)(∀N ∈ N)(∃xn ∈ [0, 1])(∃n ≥ N)(|gn '(xn ) - h(xn )| ≥ 𝜖0 )
1
h n ( x) = x2 +
n
(a) Compute the pointwise limit of (hn ) and then prove that the convergence is uniform on
R.
Proof.
1 1
| h n ( x) - h m ( x) | = x2 + - x2 +
n m
1 1
x2 + n - x2 + m
=
1 1
x2 + + x2 +
n m
1 1
-m
=
n the denominator
1 1
is non-negative
x2 + + x2 +
n m
1 1
n
-m
≤ ∵ x2 ≥ 0
1 1
+
n m
1 1 1 1
- +
n m n m
=
1 1
+
n m
1 1
= -
n m
1
Pick an arbitrary 𝜖 > 0. Since → 0, and convergent sequences are Cauchy, there exists
n
N ( 𝜖) > 0, such that for all n > m ≥ N,
1 1
- <𝜖
n m
Consequently, by Cauchy criterion for uniform convergence of a sequence of functions, (hn )
converges uniformly on R to h.
(b) Note that each hn is differentiable. Show that g(x) = lim hn '(x) exists for all x and
explain how we can be certain that the convergence is not uniform on any neighbourhood
of zero.
Proof.
By Chain rule of differentiation, we have:
x
h n ' ( x) =
1
x2 +
n
Moreover,
x x
lim hn '(x) = lim =
n→∞
1 | x|
x2 +
n
If x > 0, lim hn '(x) = 1. If x < 0, then lim hn '(x) = - 1. Define:
h'(x) =
1 if x > 0
-1 if x < 0
h'(x) is not defined at x = 0.
We are given that the sequence of functions (hn ) that converge pointwise to h and are
differentiable on any neighbourhood of zero.
By the Differentiable Limit Theorem, if (hn ') converges uniformly on any neighbourhood of
zero to g, then g = h'.
By the contrapositive of the Differentiable Limit Theorem, since h' is not defined at x = 0,
so h' is not differentiable on any neighbourhood containing 0, so it implies (hn ') does NOT
converge uniformly to h on any neighbourhood containing zero.
[Abbott 6.3.3] Consider the sequence of functions
x
f n ( x) =
1 + nx 2
(a) Find the points on R where each fn (x) attains its maximum and minimum value. Use
this to prove that (fn ) converges uniformly on R. What is the limit function?
Proof.
We have:
1 + nx 2 (1) - (x)(2nx)
f n ' ( x) = 2
1 + nx 2
1 + nx 2 - 2nx 2
= 2
1 + nx 2
1 - nx 2
= 2
1 + nx 2
f n ' ( x) attains a maxima/minima at the points :
1 1
x0 = - , x1 =
n n
We have:
1 1
f n (x 0 ) = - , fn (x1 ) =
2 n 2 n
The limit function f:
Firstly, fix x = 0. Then, (fn (x)) is the constant zero sequence (0, 0, 0, 0, … ) which
converges to 0.
Next, assume that x ≠ 0. We have:
x
lim fn (x) = lim n → ∞
1 + nx 2
( x / n)
= lim n → ∞
( 1 / n) + x 2
=0
Consequently, the limit function f is the constantly zero function f(x) = 0.
Uniform convergence to f:
Pick an arbitrary 𝜖 > 0.
We have:
x
| f n ( x) - f ( x) | =
1 + nx 2
1 1 1
≤ - ≤ f n ( x) ≤
2 n 2 n 2 n
1
Pick N > 2 . Then, for all n ≥ N and for all x ∈ R, |fn (x) - f(x)| < 𝜖. Consequently,
4𝜖
(fn ) converges uniformly on R to f.
(b) Let f = lim fn . Compute fn '(x) and find all the values of x for which
f'(x) = lim fn '(x).
Proof.
We have:
1 - nx 2
f n ' ( x) =
2
1 + nx 2
Fix x ≠ 0. Then,
1 - nx 2
lim n → ∞ fn '(x) = lim n→∞ 2
1 + nx 2
1 x2
-
n2 n
= lim n → ∞
2
1
n
+ x2
=0
If x = 0, then fn '(x) = 1, so lim fn '(x) = 1.
n→∞
Also, since the limit function f is the constant zero function f(x) = 0, its derivative
f'(x) = 0.
1
|hn (x) - 0| ≤
n
1
If we pick N > 2 , then for all n ≥ N and for all x ∈ R, we have:
𝜖
h n ' ( x) = n cos nx
Now, h'(x) = 0.
sin 2 nx + cos 2 nx = 1
Passing to limits on both sides, we have a contradiction. Hence, out initial assumption is
false. un = cos nx is not a convergent sequence.
[Abbott 6.3.5] Let
nx + x 2
g n ( x) =
2n
and set g(x) = lim gn (x). Show that g is differentiable in two ways:
(a) Compute g(x) by algebraically taking the limit as n → ∞ and then find g'(x).
Proof.
Fix x ∈ R. We have:
nx + x 2
lim n → ∞ gn (x) = lim n → ∞
2n
x + x2 / n
= lim n → ∞
2
x2
lim n → ∞ x + lim n → ∞ n
=
lim n → ∞ 2
x
=
2
x
Thus, the limit function g(x) = . The derivative of the limit function is:
2
1
g'(x) =
2
(b) Compute gn '(x) for each n ∈ N for each n ∈ N and show that the sequence of
derivatives (gn ') converges uniformly on every interval [-M, M]. Use the theorem 6.3.3 to
conclude that g'(x) = lim gn '(x).
Proof.
Fix n ∈ N. By the familiar rules of differentiation:
1 1 x
g n ' ( x) = (n + 2x) = +
2n 2 2n
We are interested to prove that gn '(x) converges uniformly on any bounded interval
1
[-M, M] to the constant function h(x) = .
2
Pick an arbitrary 𝜖 > 0. We are interested to make the distance |gn '(x) - h(x)| smaller than
𝜖.
We have:
x
| g n ' ( x) - h( x) | =
2n
M
≤
2n
M
If we pick N > , then for all n ≥ N, and for all x ∈ [-M, M], |gn '(x) - g'(x)| < 𝜖.
2𝜖
Consequently, the sequence of the derivatives (gn ') converges uniformly on [-M, M] to the
1
constant function h(x) = lim gn '(x) = .
2
We find that the sequence of functions (gn ) converge pointwise on the closed interval
[-M, M] to g and are differentiable. Since (gn ') converges uniformly on [-M, M] to h, by
the Differentiable Limit Theorem, it follows that lim gn ' = h = g' on [-M, M].
(c) Repeat parts (a) and (b) for the sequence fn (x) = nx 2 + 1 / (2n + x).
Proof.
Pointwise convergence of fn :
Fix x ∈ R. We have:
nx 2 + 1
lim n → ∞ fn (x) = lim n → ∞
2n + x
x2 + 1 / n
= lim n → ∞
( 2 + x / n)
2
x
=
2
x2
Let f(x) = .
2
d nx 2 + 1
f n ' ( x) =
dx 2n + x
(2n + x)(2nx) - nx 2 + 1 (1)
=
(2n + x) 2
nx 2 + 4n 2 x - 1
=
(2n + x) 2
We have:
nx 2 + 4n 2 - 1
f n ' ( x) - x = -x
(2n + x) 2
nx 2 + 4n 2 x - 1 - x 4n 2 + 4nx + x 2
=
(2n + x) 2
nx 2 + 4n 2 x - 1 - 4n 2 x - 4nx 2 - x 3
=
(2n + x) 2
x 3 + 3nx 2 + 1
=-
(2n + x) 2
Pick an arbitrary 𝜖 > 0.
We have:
|x 3 + 3nx 2 + 1|
| f n ' ( x) - x| =
(2n + x) 2
Since x ∈ [-M, M], we have:
(2n + x) 2 ≥ (2n - M) 2
and
|x 3 + 3nx 2 + 1| ≤ |x 3 | + |3nx 2 | + 1 ≤ M 3 + 3nM 2 + 1
1
Pick N1 > max ,M . Then, for all n ≥ N1 , since
M2
1 1
<
(2n) 2 (2n - M) 2
|x 3 + 3nx 2 + 1| 7nM 2 7M 2
| f n ' ( x) - x| = ≤ =
(2n + x) 2 4n 2 4n
7M 2
Pick N2 > . Then, for all n ≥ N2 , the |fn '(x) - x| < 𝜖.
4𝜖
(c) A sequence (fn ) of differentiable functions such that both (fn ) and (fn ') converge
uniformly but f = lim fn is not differentiable at some point.
Proof.
This proposition is false. The sequence of functions (fn ) converges pointwise to f and are
differentiable. Moreover,the sequence of the derivative functions (fn ') converges uniformly
on R. By the Differentiable Limit Theorem, lim fn ' = f' for all x ∈ R.
[Abbott 6.3.7] Use the Mean Value Theorem to supply a proof for the Theorem 6.3.2. To
get started, observe that the triangle inequality implies that, for any x ∈ [a, b] and
m, n ∈ N ,
|fn (x) - fm (x)| ≤ |(fn (x) - fm (x)) - (fn (x0 ) - fm (x0 )| + |fn (x0 ) - fm (x0 )|
Proof.
Pick an arbitrary 𝜖 > 0.
Fix x ∈ [a, b] and consider the closed interval [x, x0 ] ([x0 , x] if x0 < x).
Since fn - fm is continuous on [x0 , x] and differentiable on (x0 , x), by the Mean Value
Theorem(MVT), there exists 𝛼 ∈ (x, x0 ), such that:
|(fn (x) - fm (x)) - (fn (x0 ) - fm (x0 ))| = |fn '(𝛼) - fm '(𝛼)| \ cdot|x-x0 |
≤ |fn '(𝛼) - fm '(𝛼)| \ cdot|b-a|
Since (fn ') converges uniformly on [a, b], there exists N1 ∈ N such that for all
n > m ≥ N1 and for all x ∈ [a, b],
𝜖
|fn '(x) - fm '(x)| <
2|b - a|
Since (fn (x0 )) is convergent, by the Cauchy criterion for sequences of real numbers, there
exists N2 (x0 , 𝜖), such that for all n > m ≥ N2 ,
𝜖
|fn (x0 ) - fm (x0 )| <
2
If we pick N = max{N1 , N2 }, then for all n > m ≥ N and for all x ∈ [a, b],
Note that, neither N1 nor N2 are functions of x, so our choice of N works regardless of
what x is. This closes the proof.
[Abbott 6.4.1] Supply the details for the proof of the Weierstrass M-Test (Corollary 6.4.5).
Proof.
Pick an arbitrary 𝜖 > 0.
∞
We are given, that the infinite series ∑ Mn converges. By the Cauchy Criterion for the
n=1
convergence of an infinite series of real numbers, it follows that, there exists N(𝜖), such
that for all n > m ≥ N, we have:
|Mm+1 + Mm+2 +…+ Mn | < 𝜖
|fm+1 (x) + fm+2 (x) +…+ fn (x)| ≤ |fm+1 (x)| + |fm+2 (x)| +…+ |fn (x)|
≤ Mm+1 + Mm+2 +…+ Mn
= |Mm+1 + Mm+2 +…+ Mn | { M n > 0 ∀n ∈ N }
<𝜖
Since x was arbitrary, this is true for all x ∈ A.
Thus:
(∀𝜖 > 0)(∃N(𝜖) ∈ N)(∀x ∈ A)(∀n > m ≥ N)(|fm+1 (x) +…+ fn (x)| < 𝜖)
∞
By the Cauchy criterion for the uniform convergence of infinite series, ∑ fn converges.
n=1
[Abbott 6.4.2] Decide whether each proposition is true or false, providing a short
justification or counterexample as appropriate.
∞
(a) If ∑ gn converges uniformly, then (gn ) converges uniformly to zero.
n=1
Proof.
This proposition is true.
∞
We are given that ∑ gn converges uniformly.
n=1
| g n ( x) | < 𝜖
By the definition of uniform convergence, the sequence of functions (gn ) converges
uniformly to the constantly zero function g(x) = 0.
∞ ∞
(b) If 0 ≤ fn (x) ≤ gn (x) and ∑ gn converges uniformly, then ∑ fn converges uniformly.
n=1 n=1
Proof.
This proposition is true.
We have for all m, n ∈ N and for all x ∈ A:
|fm+1 (x) +…+ fn (x)| = fm+1 (x) +…+ fn (x) since fn (x) ≥ 0 ∀n ∈ N
≤ gm+1 (x) +…+ gn (x)
≤ |gm+1 (x) +…+ gn (x)|
Pick an arbitrary 𝜖 > 0. There exists N(𝜖) ∈ N, such that for all x ∈ A and for all
n > m ≥ N, it follows that:
∞
(c) If ∑ fn converges uniformly on A, then there exists constants Mn such that
n=1
∞
|fn (x)| ≤ Mn for all x ∈ A and ∑ Mn converges.
n=1
Proof.
The converse of the Weierstrass M-Test is:
∞ ∞
For all uniformly convergent series ∑ fn (x), (∃Mn ) (|fn (x)| ≤ Mn ) ∧ ∑ Mn converges .
n=1 n=1
( - 1) n
f n ( x) =
n
∞
( - 1) n
We know that, ∑ converges uniformly on R. For all sequences Mn satisfying,
n=1
n
|fn (x)| ≤ Mn , we must have:
1
Mn ≥
n
∞ ∞
1
But, ∑ is a divergent series. By the comparision test, ∑ Mn diverges.
n=1
n n=1
cos 2 n x 1
| g n ( x) | = ≤ = Mn
2n 2n
∞ ∞
and ∑ Mn converges, by the Weierstrass M-Test, ∑ gn converges uniformly on R.
n=1 n=1
∞
Since each gn (x) is continuous on R, by the term-by-term Continuity theorem, ∑ gn (x) is
n=1
continuous on R.
(b) The function g was cited in section 5.4 as an example of a continuous nowhere
differentiable function. What happens if we try to use the theorem 6.4.3 to explore whether
g is differentiable?
Proof.
Let
cos 2 n x
g n ( x) =
2n
So,
gn '(x) = - sin 2 n x
Since g is nowhere differentiable, by the contrapositive of the term-by-term differentiability
theorem, we have that:
If g is not differentiable on A, then either ∑ gn (x) converges NOT pointwise for all x ∈ A,
or ∑ gn '(x) converges NOT uniformly on A.
∞
Since ∑ gn converges uniformly on R, the only possibility is that ∑ gn ' = ∑ sin 2nx
n=1
does not converge uniformly on R. We can actually prove this result.
Thus, gn '(x0 ) is a divergent sequence. By the nth term test, ∑ gn '(x0 ) does not converge
pointwise at x0 = 𝜋 / 3. Consequently, ∑ gn '(x) does not converge uniformly on any
interval [a, b] containing x0 = 𝜋 / 3. So, ∑ gn ' does not converge uniformly on R.
[Abbott 6.4.4] Define:
∞
x 2n
g( x) = ∑
n=0 1 + x 2n
Find the values of x where the series converges and show that we get a continuous function
on this set.
Proof.
Let x0 be a fixed point in (-1, 1). Then,
x02n
0 ≤ g n (x 0 ) = ≤ x02n
1 + x02n
∞ ∞
x02n
We know that, ∑ x02n is a convergent series. Hence, by the comparison test ∑ 2n
is
n=1 n=1 1 + x 0
∞
a convergent series. Hence, ∑ gn (x) converges pointwise on (-1, 1).
n=1
Let x belong to any compact interval [a, b] such that -1 < a < b < 1. Let
c = max{ |a|, |b| }.
We have:
x 2n
g n ( x) = 2n
≤ x 2n ≤ c 2n since x 2n ≥ 0
1+x
Define Mn = c 2n . Then,
∞
1
∑ Mn =
n=1 1 - c2
∞
x 2n
By the Weierstrass M-test, the infinite series ∑ 2n
converges uniformly on [a, b].
n=1 1 + x
∞
Since ∑ gn converges uniformly on [a, b] to g, and each gn is continuous on [a, b], by the
n=1
term-by-term continuity theorem, g is continuous on [a, b].
Let's show that the radius of convergence does not exceed 1.
Assume that |x0 | = 1. Let sk (x) be the sequence of partial sums of the infinite series
∞
∑ gn (x). We have:
n=1
k k
1 k
s k (x 0 ) = ∑ g n (x 0 ) = ∑ =
n=1 n=1
2 2
∞
We know that this is a divergent sequence. Hence, ∑ gn (x) does not converge at x0 = 1.
n=1
∞
Assume that |x0 | > 1. We know that, if ∑ an converges, then (an ) → 0. We have:
n=1
(x0 ) 2n 1 1
lim = lim = =1
1 + (x0 ) 2n (1 / x0 ) 2n + 1 0+1
∞
Thus, ∑ gn (x) does not converge for |x| > 1.
n=1
Proof.
Case I. Fix x = x0 and assume that |x0 | < 1. Then, -1 < x0 < 1. We have:
1
lim n → ∞ fn (x0 ) = lim n → ∞
1 + x0n
1
=
1 + lim n → ∞ x0n
1
= =1
1+0
∞ ∞
We know that if ∑ an converges, then (an ) → 0. Thus, ∑ fn (x) does not converge for
n=1 n=1
| x| < 1.
1 1
0 < f n (x 0 ) = < = g n (x 0 )
1 + x0n x0n
∞ ∞
1
Since ∑ n
is a geometric series with 0 < 1 < 1, it follows that the series ∑ gn (x0 )
n=1 x 0
x0 n=1
∞
is convergent. By the comparison test, ∑ fn (x) also converges for |x| > 1.
n=1
∞
xn
(b) ∑ , x ≠ - 1.
n=1 1 + xn
Proof.
Case I. Fix x = x0 . Let's quickly dispose off the case when |x0 | > 1. We have:
1 1
lim fn (x0 ) = lim = =1
1
n 0+1
x0
+1
∞ ∞
We know that, if the infinite series ∑ an converges, then (an ) → 0. Thus, ∑ fn (x) does
n=1 n=1
not converge for |x0 | > 1.
1
Case II. Also, if x0 = 1, then lim fn (x0 ) = . Thus, fn (x0 ) does not converge for x0 = 1.
2
Case III. Assume that 0 < x0 < 1. Since x0 > 0, x0n > 0 and thus 1 + x0n > 1.
Consequently,
x0n
0 < f n (x 0 ) = < x0n = gn (x0 )
1 + x0n
∞ ∞
We know that, ∑ gn (x0 ) is a convergent series. Hence, by the comparison test, ∑ fn (x0 )
n=1 n=1
converges for 0 < x0 < 1.
Case IV. If x0 = 0, the series converges to 0.
Case V. Now, assume that -1 < x0 < 0. We have:
an+1 1 + x0n
lim = |x0 | ⋅ lim
an 1 + x0n+1
Since lim |an | = |lim an |, we have:
∞
2n + xn
(c) ∑ , x ≠ -1
n=1
n n
1+3 x 3
Proof.
Case I. Fix x = x0 . Assume that x0 > 1. Then,
2 n + x0n 2 n + x0n 2 n + x0n 1 1
0 < f n (x 0 ) = ≤ = = +
1 + 3 n x0n 1 + 2 n x0n 2 n x0n x0n 2n
∞
1 1
Since (1 / x0 ) < 1, it follows that ∑ n
+ converges.
n=1 x 0 2n
∞
By the comparison test, ∑ fn (x0 ) converges.
n=1
Case II. Assume that .
[Abbott 6.4.5] (a) Prove that :
∞
xn x2 x3 x4
h( x) = ∑ = x+ + + +…
n=1 n2 4 9 16
is continuous on [-1, 1].
Proof.
Assume that x ∈ [-1, 1]. We have:
xn 1
| h n ( x) | = 2
≤ , since |x| n < 1
n n2
∞
1
Let Mn = . We know that, ∑ Mn is a convergent series. By the Weierstrass M-Test,
n2 n=1
∞
∑ hn (x) converges uniformly on [-1, 1]. Further, since each hn (x) is continuous on
n=1
[-1, 1], by the term-by-term continuity theorem, h(x) is continuous on [-1, 1].
|x 0 | n
|f n ( x 0 ) | =
n
≤ |x 0 | n
Define:
M n = |x 0 | n
∞ ∞
We know that, ∑ Mn converges, since |x0 | < 1. Hence, by the Weierstrass M-Test, ∑ fn
n=1 n=1
converges uniformly at x0 . Since each fn (x) is continuous at x0 , by the Term-by-term
continuity theorem, f(x) is continuous at x0 .
[Abbott 6.4.6] Let
1 1 1 1 1
f ( x) = - + - + -…
x x+1 x+2 x+3 x+4
Show that f is defined for all x > 0. Is f continuous on (0, ∞)? How about differentiable?
Proof.
Well-definedness of f.
Define
( - 1) n
f n ( x) =
x+n
Then,
∞
f ( x) = ∑ f n ( x)
n=0
1 1 1
≥ ≥ ≥ … ≥0
x0 x0 + 1 x0 + 2
Moreover,
1
lim =0
x0 + n
∞
By the Alternating Series Test for convergence, ∑ fn (x) converges pointwise on x > 0.
n=0
Continuity of f.
Let [a, ∞) be any interval such that a > 0. Let us pair of the terms of f and write:
1 1 1 1 1 1
f ( x) = - + - + - +…
x x+1 x+2 x+3 x+4 x+5
Infinite addition is associative, as long as we have conditional convergence.
Define:
1 1 1
g n ( x) = - =
(x + 2n) (x + 2n + 1) (x + 2n)(x + 2n + 1)
Then,
∞
f ( x) = ∑ g n ( x)
n=0
1
Now, g0 (x) = = M0 . Moreover,
a( a + 1 )
1 1
0 ≤ g n ( x) ≤ ≤ = Mn
(2n)(2n + 1) 4n 2
∞ ∞
for all n ≥ 1. Since ∑ Mn converges, by the Weierstrass M-Test, ∑ gn (x) converges
n=0 n=0
uniformly on [a, ∞) for any a > 0.
Since each gn (x) is continuous for x > 0, by the Term-by-term continuity theorem, f(x) is
continuous on [a, ∞), where a > 0. Thus, f is continuous on (0, ∞).
Differentiability of f.
We have:
n 1 (-1) n+1
f n ' ( x) = ( - 1) ⋅ - =
( x + n) 2 ( x + n) 2
Again let [a, ∞) be an interval such that a > 0 is arbitrary. Now,
1
| f 0 ' ( x) | ≤ = M0
a2
and
1
| f n ' ( x) | ≤ = Mn
n2
∞
Since ∑ Mn converges, by the Weierstrass M-Test, ∑ fn ' is uniformly convergent on
n=1
[a, ∞). Since each fn is differentiable, and ∑ fn (x) converges pointwise on [a, ∞), by the
∞
Term-by-Term differentiability theorem, f(x) = ∑ fn (x) is differentiable and further
n=0
∞
f'(x) = ∑ fn '(x).
n=0
which is:
∞ ∞ n
1 1
∑2 n
⋅ =∑
n=0 2 n
p
n=0 2 p-1
1
The latter series converges if and only if p-1
< 1, that is 2 p-1 > 1, which means
2
∞
p-1 > 0 or p > 1. By the Cauchy condensation test, if the series ∑ 2 n b2 converges, it n
n=0
∞
implies that ∑ bn converges.
n=1
cos kx
f k ' ( x) =
k2
And,
cos kx 1
0 ≤ | f k ' ( x) | = ≤ = Ck
k2 k2
∞
We know that, ∑ Ck is convergent. Hence, by the Weierstrass M-Test, ∑ fk ' converges
k=1
uniformly on R.
sin(x0 / k) |x 0 / k | |x 0 |
0≤ ≤ =
k k k2
∞
|x 0 | sin(x0 / k)
Since ∑ is a convergent series, by the comparision test, ∑ is
k2 k=1
k
∞
sin(x0 / k)
convergent. By the Absolute convergence test, ∑ also converges.
k=1
k
Consequently, f is defined on R.
Uniform Convergence and continuity.
Let x ∈ [-1, 1]. Define Mk as:
sin(x / k) |x / k | 1
0≤ ≤ ≤ 2
k k k
Differentiability.
We have:
cos x / k
f k ' ( x) =
k2
Define Ck as :
cos x / k 1
0≤ ≤
k2 k2
Twice Differentiability.
We have:
sin x / k
fk ''(x) = -
k3
Define Dk as :
sin x / k 1
0≤ - ≤
k3 k3
Since ∑ Dk is convergent, by the Weierstrass M-Test, ∑ fk '' is uniformly convergent on
R. ∑ fk ' is convergent pointwise on atleast one point in R. Each fk ' is differentiable on
R. Hence, by the term-by-term differentiability theorem, f is twice-differentiable on R.
1 1
0 < h n ( x) = ≤ = Mn
x2 + n2 n2
2x
h n ' ( x) = - 2
x2 + n2
Power Series.
It is time to put some mathematical teeth into our understanding of functions expressed in
the form of a power series; that is functions of the form:
∞
f(x) = ∑ an x n = a0 + a1 x + a2 x 2 + a3 x 3 +…
n=0
The first order of business is to determine the points x ∈ R for which the resulting series on
the right-hand side converges. This set certainly contains x = 0 and as the next result
demonstrates it takes a very predictable form.
∞
Theorem 6.5.1. If a power series ∑ an x n converges at some point x0 ∈ R, then it
n=1
converges absolutely for any x satisfying |x| < |x0 |.
Proof.
∞
If ∑ an x0n converges, then an x0n → 0. Since convergent sequences are bounded, an x0n
n=0
is a boundd sequence. Let M > 0 and satisfy |an x0n | ≤ M for all n ∈ N. If x ∈ R satisfies
|x| < |x0 | then:
n n
n x x
|a n x | = |an x0n | ⋅ ≤M
x0 x0
But notice that:
∞ n
∑M x
n=0
x0
x
is a geometric series with the ratio < 1 and so it converges. By the Comparison Test,
x0
∞
∑ an x n converges absolutely. If a series converges absolutely, then it also converges
n=0
∞
conditionally. Hence, ∑ an x n converges for all |x| < |x0 |. □
n=0
The main implication of theorem 6.5.1 is that the set of points for which a given power
series converges must necessarily be { 0 }, R or a bounded interval centered around x = 0.
Because of the strict inequality in theorem 6.5.1, there is some ambiguity about the
endpoints of the interval, and it is possible that the set of convergent points may be of the
form (-R, R), [-R, R), (-R, R] or [-R, R].
The value of R is referred to as the radius of convergence of a power series, and it is
customary to assign R the value 0 or ∞ to represent the set { 0 } or R respectively. Some of
the standard devices for computing the radius of convergence of a power series are explored
in the exercises. Of more interest to us here, is the properties of functions defined in this
way. Are they continuous? Are they differentiable? If so, can we differentiate the series term-
by-term? What happens at the endpoints?
Establishing Uniform Convergence.
The positive answers to the preceding questions, and the userfulness of power series in
general, are largely due to the fact that they converge uniformly on compact sets contained
in their domain of convergent points. As we are about to see, a complete proof of this fact
requires a fairly delicate argument attributed to the Norwegian mathematician Niels Henrik
Abel. A significant amount of progress, however, can be made with the Weierstrass M-Test.
∞
Theorem 6.5.2. If a power series ∑ an x n converges absolutely at a point x0 , then it
n=0
converges uniformly on the closed interval [-c, c], where c = |x0 |.
Proof.
Consider x ∈ [-|x0 |, |x0 |]. Then, |x| ≤ |x0 |. We have:
0 ≤ f n ( x) = | a n x n | = | a n | ⋅ | x| n ≤ | a n | ⋅ | x 0 | n = M n
∞ ∞
Since ∑ Mn is convergent, by the Weierstrass M-Test, it follows that ∑ fn (x) converges
n=1 n=1
uniformly for all x ∈ [-c, c] where c = |x0 |.
∞
Thus, ∑ an x n converges absolutely for all |x| < |x0 |.
n=1
For many applications, theorem 6.5.2 is good enough. For instance, because any
x ∈ (-R, R) is contained in the interior of a closed interval [-c, c] ⊆ (-R, R), it follows that
a power series that is convergent on an open interval is necessarily continuous on this
interval.
But, what happens if we know that a series converges at an endpoint of its interval of
convergence? Does the good behavior of the series on (-R, R) necessarily extend to the
endpointx = R?
If the convergence of the series at x = R is absolute, then we can again rely on theorem
6.5.2, to conclude that the series converges uniformly on the set [-R, R]. The remaining
open question question is what happens if a series converges conditionally at a point x = R.
We may still use Theorem 6.5.1. to conclude that we have pointwise convergence on the
interval (-R, R], but more work is needed to establish that we have uniform convergence on
compact sets containing x = R.
Abel's Theorem.
∞
We should remark that if the power series g(x) = ∑ an x n converges conditionally at
n=0
x = R, then it is possible for it to diverge at x = -R. As a counterexample, let:
( - 1) n n
g n ( x) = x
n
∞
∑ gn (x) converges at x = 1, but diverges at x = -1. To keep our attention fixed on the
n=1
convergent endpoint, we will prove uniform convergence on [0, R]. The first step in the
argument is an estimate that should be compared to Abel's test for the convergence of
series developed back in chapter 2. (Exercise 2.7.13).
∞
Lemma 6.5.3 (Abel's Lemma). Let bn satisfy b1 ≥ b2 ≥ b3 ≥ … ≥ 0 and ∑ an be a
n=1
series for which the partial sums are bounded. In other words, assume that there exists
A > 0 such that
|a1 + a2 +…+ an | ≤ A
for all n ∈ N. Then, for all n ∈ N, we have:
Thus,
∑ n ak bk n
= sn bn+1 + ∑ k=1 sk (bk - bk+1 )
k=1
n
≤ | sn | |bn+1 | + ∑ k=1 sk (bk - bk+1 ) Triangle Inequality
n
≤ | sn | |bn+1 | + ∑ k=1 |sk ||(bk - bk+1 )|
n
≤ Abn+1 + ∑ k=1 A(bk - bk+1 )
= Abn+1 + (Ab1 - Ab2 + Ab2 - Ab3 +…+ Abn - Abn+1 ) Telescopic Sum
= Ab1
∞
Hence the sequence of partial sums of the product series ∑ an bn is bounded. □
n=1
It is worth observing that if A were an upper bound on the partial sums of ∑ |an | (the
absolute value series), then the proof of lemma 6.5.3 would be a simple exercise in the
triangle inequality. The point of the matter is that because we are only assuming
conditional convergence, the triangle inequality is not going to be of any use in proving
Abel's theorem, but we are now in possession of an inequality we can use in its place.
∞
Theorem 6.5.4 (Abel's Theorem.) Let g(x) = ∑ an x n be a power series that converges
n=0
at the point x = R > 0. Then, the series converges uniformly on the interval [0, R]. A
similar result holds if the series converges at x = -R.
Proof.
To set the stage for an application of lemma 6.5.3, we first write:
∞ ∞
xn
g( x) = ∑ a n x = ∑ a n R n
n
n=0 n=0 Rn
Let 𝜖 > 0. By the Cauchy Criterion for the Uniform Convergence of the series (Theorem
6.4.4), we will be done, if we can produce an N such that for all n > m ≥ N and for all
x ∈ [0, R], we have:
x m+1 xn
am+1 R m+1 +…+ an R n <𝜖 (1)
R m+1 Rn
∞
Because we are assuming that ∑ an R n converges, the Cauchy criterion for an infinite series
n=1
of real numbers implies that:
𝜖
(∃N(𝜖) ∈ N)(∀n > m ≥ N) |am+1 R m+1 + an R n | <
2
Now, fix x ∈ [0, R] and fix the index m ∈ N.
∞
Consider the partial sums of ∑ am+1 R m+1 . The sequence of partial sums is bounded by
j=m+1
𝜖 / 2. Moreover,
x m+1 xn
≥ … ≥ ≥0
R m+1 Rn
form a non-negative monotonically decreasing sequence.
Hence, applying Abel's lemma, we have:
n m+1
x m+1 xn 𝜖 x
∑ am+1 R m+1
+…+ an R n
< ⋅ <𝜖
k=m+1 R m+1 Rn 2 R
Since m ≥ N was arbitrary and x ∈ [0, R] was arbitrary, this holds true for all n > m ≥ N
and for all x ∈ [0, R].
Consequently, by the Cauchy criterion for the uniform convergence of series of functions,
∞
∑ an x n converges uniformly on the interval [0, R]. □
n=0