Definitions & Theorems

Math 148, Winter 2010

December 19, 2010

Contents
1 Integration 2
1.1 Riemann sums . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
1.2 Properties of integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.3 Fundamental Theorem of Calculus . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.4 Integral simplification . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
1.5 Applications of integration . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
1.6 Improper integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5

2 Sequences and series 6

2.1 Convergence . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
2.2 Power series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
2.3 Sequences of functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7

3 Normed Linear spaces 7

3.1 Norms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
3.2 Norms and continuous functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
3.3 Convergence in a metric space . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
3.4 Differentiability and integrability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9

4 Differential equations 11
4.1 Separable equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11

c J. Lazovskis

Professor: B. Forrest

1
1 Integration
1.1 Riemann sums
Definition 1.1.1. Let [a, b] be a closed interval with a < b. A partition of [a, b] is a finite subset P of [a, b]
Pnthe form P = {a = x0 < x1 < · · · < xi < · · · < xn = b}. Given such a P , let ∆xi = xi − xi−1 . Note that
of
i=i ∆xi = b − a.
max
Definition 1.1.2. The norm of P is ||P || = i=1,...,n {∆xi }

Definition 1.1.3. Let P = {a = x0 < · · · < xn = b} be a partition on [a, b]. For each i = 1, . . . , n:
· Mi = lub{f (x) : x ∈ [xi−1 , xi ]}
· mi = glb{f (x) : x ∈ [xi−1 , xi ]}
n
X
The upper Riemann sum for f (x) with respect to the partition P is Uab (P, f ) = Mi ∆xi .
i=1
n
X
The lower Riemann sum for f (x) with respect to the partition P is Lba (P, f ) = mi ∆xi .
i=1
n
X
The Riemann sum for f (x) with respect to the partition P is Sab (P, f ) = f (ci )∆xi for ci ∈ [xi−1 , xi ].
i=1
· Note that L(f, P ) 6 S(f, P ) 6 U (f, P ).
Theorem 1.1.4. Assume that Q is a refinement of P . Then L(f, P ) 6 L(f, Q) 6 U (f, Q) 6 U (f, P ).

Definition 1.1.5. Assume that f (x) is bounded on the interval [a., b].
Z b
The upper Riemann integral of f (x) on [a, b] is f (x) dx = glb{U (f, P ) : P is a partition}
a
Z b
The lower Riemann integral of f (x) on [a, b] is f (x) dx = lub{L(f, P ) : P is a partition}
a

Definition 1.1.6. If f (x) is bounded on [a, b], then f (x) is Riemann integrable if
Z b Z b
f (x) dx = f (x) dx
a a
Z b
Then the common value is denoted by f (x) dx, which is the Riemann integral of f (x) over [a, b].
a

Theorem 1.1.7. A function f (x) is integrable on [a, b] if and only if for every  > 0 there exists a partition
P of [a, b] such that U (f, P ) − L(f, P ) < .
Definition 1.1.8. If f (x) is integrable over [a, b] and Pn is the n-regular partition of [a, b], then
Z b
   
lim L(f, Pn ) = f (x) dx = lim U (f, Pn )
n→∞ a n→∞

Theorem 1.1.9. If f (x) is integrable over [a, b], then for every  > 0, there exists a δ > 0 such that if P is
any partition of [a, b], with ||P || < δ and S(f, P ) is any Riemann sum associated with P , then
Z 
 b 
f (x) dx − S(f, P ) < 
 

 a 

Theorem 1.1.10. Suppose f (x) is bounded on [a, b]. Then f (x) is Riemann integrable on [a, b] if and only
if f (x) is continuous on [a, b] except possibly on a set of Lebesgue measure zero.
Theorem 1.1.11. If f (x) is monotonic on [a, b], then f (x) is integrable on [a, b].

2
1.2 Properties of integrals
Theorem 1.2.1. Assume that f (x) and g(x) are integrable over [a, b] ⊂ R.
Rb Rb
i. If c ∈ R, then cf (x) is integrable over [a, b] and a cf (x) dx = c a f (x) dx.
Rb Rb Rb
ii. f (x) + g(x) is integrable over [a, b] and a f (x) + g(x) dx = a f (x) dx + a g(x) dx.

Theorem 1.2.2. Assume that f (x) is integrable over [a, b]. Then g(x) = |f (x)| is integrable over [a, b]. The
converse is not necessarily true.
Theorem 1.2.3. Assume that f (x) is bounded on [a, b], and c ∈ (a, b). Then f (x) is integrable on [a, b] if
and only if f (x) is integrable on [a, c] and on [c, b]. Moreover, in this case
Z b Z c Z b
f (x) dx = f (x) dx + f (x) dx
a a c

Theorem 1.2.4. Assume that f (x) is integrable over [a, b]. Let
 Z b
m = glb{f (x) : x ∈ [a, b]} 1
Then m 6 f (x) dx 6 M .
M = lub{f (x) : x ∈ [a, b]} b−a a
Corollary 1.2.5. [Mean Value Theorem for Integrals]
1
Rb
Assume that f (x) is continuous on [a, b]. Then there exists a c ∈ [a, b] such that f (c) = b−a a
f (x) dx.

1.3 Fundamental Theorem of Calculus

Ry
Theorem 1.3.1. Assume that f (t) is such that over an interval I, x f (t) dt exists for each x, y ∈ I.
Rx
Assume that |f (t)| 6 M for all t ∈ I. Let a ∈ I. Let F (x) = a f (t) dt. Then for any x, y ∈ I,
|F (x) − F (y)| 6 M |x − y|.
Theorem 1.3.2. [Fundamental Theorem of Calculus Rx I]
Assume that f (t) is integrable on [a, b]. Let F (x) = a f (t) dt, and let c ∈ (a, b). If f (t) is continuous at
t = c, then F (x) is differentiable at x = c with F 0 (c) = f (c).
Theorem 1.3.3. [Extended Fundamental Theorem of Calculus]
Assume that g(x), h(x) are differentiable, and that f (x) is continuous on an open interval I. Let
R h(x)
F (x) = g(x) f (t) dt. Then F (x) is integrable on I with

F 0 (x) = f (h(x))h0 (x) − f (g(x))g 0 (x)

Definition 1.3.4. A function F (x) is termed an antiderivative
R of f (x) on I if F 0 (x) = f (x) for all x ∈ I.
The collection of all antiderivatives of f (x) is denoted by f (x) dx, and termed the indefinite integral. The
function f (x) is the integrand.
R
Corollary 1.3.5. Assume that F (x) is an antiderivative of f (x) on I. Then f (x) dx = F (x) + C.
Theorem 1.3.6. [Fundamental Theorem of Calculus II]
Assume that f (t) in continuous on an interval I with a, b ∈ I. Assume that F (t) is any antiderivative of
f (t) on I. Then
Z b
F (b) − F (a) = f (t) dt
a

3
1.4 Integral simplification
Theorem 1.4.1. [Change of Variables]
Assume that g(x) is continuously differentiable on [a, b], and f (u) is continuous on g([a, b]). Then
Z g(b) Z b
f (u) du = f (g(x))g(x) dx
g(a) a

Theorem 1.4.2. [Integration by Parts]

Assume that f (x), g(x) are continuously differentiable on [a, b]. Then
Z b Z b Z b Z
f (x)g(x) dx = f (x) g(x) dx − f 0 (x) g(x) dx dx
a a a

Definition 1.4.3. A rational function is type I if r(x) = p(x)q(x) with

· deg(p(x)) < deg(q(x))
· if q(a) = 0, then p(a) 6= 0
· q(x) = c(x − a1 )(x − a2 ) · · · (x − an )
for ai 6= aj if i 6= j
Then the partial fraction decomposition of r(x) is that there exist A1 , A2 , . . . , An ∈ R such that
 
1 A1 A2 An p(ai )
r(x) = + + ··· + and Ai = Y
c x − a1 x − a2 x − an (ai − aj )
i6=j

Definition 1.4.4. A rational function is type II if r(x) = p(x)

q(x) with
· deg(p(x)) < deg(q(x))
· if q(a) = 0, then p(a) 6= 0
· q(x) = c(x − a1 )m1 (x − a2 )m2 · · · (x − an )mn
for ai 6= aj if i 6= j, and at least one mi > 0
Then every term (x − ai )mi contributes mi terms to the decomposition in the form
Ai1 Ai2 Aimi
+ + ··· +
(x − ai ) (x − ai )2 (x − ai )mi

Definition 1.4.5. A rational function is type III if r(x) = p(x) q(x) with
· deg(p(x)) < deg(q(x))
· if q(a) = 0, then p(a) 6= 0
· q(x) = c(x − a1 )m1 · · · (x − ak )mk (x2 + bk+1 x + ck+1 )mk+1 · · · (x2 + bn x + cn )mn
for ai 6= aj if i 6= j, at least one mi > 0, and (x2 + bi x + ci ) irreducible for k + 1 6 i 6 n
Then every term (x − ai )mi and (x2 + bj x + cj )mj contributes to the decomposition as follows:

Ai1 Aimi
(x − ai )mi → + ··· +
(x − ai ) (x − ai )mi
Bj1 x + Cj1 Bjm x + Cjmj
(x2 + bj x + cj )mj → 2 + ··· + 2 j
(x + bj x + cj ) (x + bj x + cj )mj

4
1.5 Applications of integration
Definition 1.5.1. The area between two curves f (x) and g(x) over an interval [a, b] is defined as
Z b
A= |f (x) − g(x)| dx
a

Definition 1.5.2. The moment is defined as the mass times distance. For an area bounded above by a
function g(x), below by f (x), over an interval [a, b], this becomes:
Z b Z b
1
g(x)2 − f (x)2 dx


Mx = x(g(x) − f (x)) dx and My =
a a 2
 
M
Definition 1.5.3. The center of mass is given by the coordinate MAx , Ay .

Definition 1.5.4. The arc length of the graph of a function f (x) over an interval [a.b] is given by
Z b p
S= 1 + f 0 (x)2 dx
a

Definition 1.5.5. The volume of revolution of a function f (x) over an interval [a, b] is given by
Z b Z b
Vx = πf (x)2 dx and Vy = 2πxf (x) dx
a a

1.6 Improper integrals

Definition 1.6.1. Assume that f (x) is integrable on [a, b] for all b > a. Then
"Z #
Z ∞ b
f (x) dx = lim f (x) dx
a b→∞ a

This is termed an improper integral of the first kind. The improper integral converges if and only if the limit
of the proper integral exists.

Theorem 1.6.2. [Comparison Test for Integrals]

Assume that 0 6 f (t) 6 g(t) for all x ∈ [a, ∞), and that f (t), g(t) are integrable on [a, b) for all b ∈ [a, ∞).
Then Z ∞ Z ∞
1. If g(t) dt converges, then f (t) dt converges.
Za∞ a
Z ∞
2. If f (t) dt diverges, then g(t) dt diverges.
a a
Rb
Theorem 1.6.3. Assume that f (t) is integrable on [a, b] for all b ∈ [a, ∞). Assume that a
|f (t)|dt converges.
R∞
Then 0 f (t) dt converges.

Theorem
Z ∞ 1.6.4. [P-Test for Integrals]
1
dx converges if and only if p > 1.
a xp

5
2 Sequences and series
2.1 Convergence
Theorem 2.1.1. [Divergence Test]
∞
X  
If {an } is any sequence with an convergent, then lim an = 0.
n→∞
n=1
 
Definition 2.1.2. Given {an } ⊂ R, define lim sup{an } = lim sup{ak } .
n→∞ k>n

Remark 2.1.3. The ratio test only detects rapidly convergent / divergent series.
∞
X
Definition 2.1.4. A series of the from (−1)n−1 an is termed an alternating series.
n=1
∞
X ∞
X
Definition 2.1.5. A series an converges absolutely if |an | converges.
n=0 n=0
∞
X ∞
X ∞
X
Definition 2.1.6. A series an converges conditionally if an converges, but not |an |.
n=0 n=0 n=0

Theorem 2.1.7. If a series converges absolutely, then it converges.

∞
X
Theorem 2.1.8. If an converges absolutely, and if ϕ : N → N is one-to-one and onto, and if bn = aϕ(n) ,
n=0
∞
X
then bn converges.
n=0
∞
X
Theorem 2.1.9. If an is convergent conditionally, then there exists a bijection ϕ : N → N such that
n=0
∞
X
aϕ(n) = α for any α ∈ [−∞, ∞].
n=0

2.2 Power series

∞
X
Definition 2.2.1. A power series centered at x = a ∈ R is a formal series of the form an (x − a)n , where
n=0
{an } is a sequence of coefficients.
∞
X ∞
X
Theorem 2.2.2. Let an xn be a power series. Assume that an xn converges for x◦ 6= 0. If
n=0 n=0
∞
X
0 6 |x1 | 6 |x◦ |, then an xn1 will converge absolutely.
n=0
∞
( )
X
Definition 2.2.3. The radius of convergence of a series is defined as R = sup |x◦ | : an xn◦ converges .
n=0

Remark 2.2.4. Given a series{an } and its radius of convergence R:

1. If R = 0, then the series converges on {0}.
2. If R = ∞, then the series converges on all of R = (−∞, ∞).
3. If 0 < R < ∞, then the series converges on (−R, R) or [−R, R) or (−R, R] or [−R, R].

6
 ∞
" #
X  an+1 
n
Theorem 2.2.5. Given a power series an x , let lim   = L ∈ [0, ∞]. Then
n=0
n→∞ a n

1. If 0 < L < ∞, then R = L1 .
2. If L = 0, then R = 10 = ∞.
1
3. If L = ∞, then R = ∞ = 0.
∞
X 1
Theorem 2.2.6. Given a series an xn , the radius of convergence is R = √
n=0
lim sup{ n an }
∞
X
Definition 2.2.7. The set of values x on which a power series an xn converges is termed the
n=0
interval of convergence.

2.3 Sequences of functions

Definition 2.3.1. A sequence of functions {fn } converges pointwise on S ⊂ R to f (x) if for each x◦ ∈ S,
 
f (x◦ ) = lim fn (x◦ ) .
n→∞

Theorem 2.3.2. If {fn } is a sequence of continuous functions converging pointwise to f (x) on S, f (x)
must have at least one point of continuity.
Definition 2.3.3. A sequence of functions {fn } converges uniformly on S ⊂ R to f (x) if for every  > 0
there exists an N ∈ N such that if n > N , then |fn (x) − f (x)| <  for all x ∈ S.
· Note that uniform convergence implies pointwise convergence.
Theorem 2.3.4. If {fn } is a sequence of functions that converges uniformly on S to f (x), and if each fn (x)
is continuous at x◦ relative to S, then f (x) is continuous at x◦ relative to S.
Theorem 2.3.5. Suppose that {fn } is a sequence of integrable functions on some interval [a, b]. Assume
that {fn } converges uniformly to f (x) on [a, b]. Then f (x) is integrable, and
Z b Z b "Z #
  b
f (x) dx = lim fn (x) = lim fn (x) dx
a a n→∞ n→∞ a

3 Normed Linear spaces

3.1 Norms
Definition 3.1.1. Let V be a vector space over R. A norm on V is a function || · || : V → R such that
1. ||v|| > 0 and ||v|| = 0 if and only if v = 0
2. ||αv|| = |α| · ||v||
3. ||v + w|| 6 ||v|| + ||w|| [Triangle Inequality]
for any α ∈ R and u, v ∈ V . The norm is an abstract notion of length.
Definition 3.1.2. The Euclidean norm is defined for V = Rn and ~x ∈ Rn such that ~x = x1 , . . . , xn :
q n
!1 /2
X
2
||~x|| = ||x1 , . . . , xn || = x21 + · · · + x2n = xi
i=1

Definition 3.1.3. The dot product of ~x, ~y ∈ Rn is defined as ~x • ~y = x1 y1 + · · · + xn yn .

Theorem 3.1.4. [Cauchy-Schwarz Inequality] For a, b ∈ V for some vector space V
n n
!1 /2 n
!1 /2
X X X
2 2
 
ai bi  6 ai bi or, equivalently ~a • ~y 6 ||a|| · ||b||
i=1 i=1 i=1

7
Definition 3.1.5. The ordered pair (V, || · ||) is termed a normed linear space.
For V = Rn and v ∈ V :
n
X
· The 1-norm is defined as ||v||1 = ||v1 , . . . , vn ||1 = |va | + · · · |vn | = |vi |
i=1
· The infinity norm is defined as ||v||∞ = ||v1 , . . . , vn ||∞ = max {vi }
16i6n
n
!1 /p
X
p
· The p-norm for 1 < p < ∞ is defined as ||v||p = ||v1 , . . . , vn ||p = |vi |
i=1
It is always the case that ||v||∞ 6 ||v||p 6 ||v||1 .

Definition 3.1.6. The inner product on a vector space V is a function h·, ·i : V × V → R such that
1. hv, wi = hw, vi
2. hv + w, zi = hv, zi + hw, xi
3. h2v, zi = 2hv, zi
4. hv, vi > 0 and hv, vi = 0 if and only if v = 0
for all v, w, z ∈ V . Then (V, h·, ·i) is termed an inner product space.
1
/2
Remark 3.1.7. For the terms defined above, the norm can also be defined as ||v|| = hv, vi .

3.2 Norms and continuous functions

Definition 3.2.1. Define the vector space V = C[a, b] = {f : [a, b] → R : f is continuous } as the set of all
continuous functions on the interval [a, b] ⊂ R.
Remark 3.2.2. The following are examples of norms on this vector space:
Z b
· ||f ||1 = |f (x)|dx
a
!1 /2
Z b
· ||f ||2 = |f (x)|2 dx
a
· ||f ||∞ = max {|f (x)| : x ∈ [a, b]}
x∈[a,b]
Z b


· f (x), g(x) = f (x)g(x) dx
a

Definition 3.2.3. Let X be a vector space. Then a metric on X is a function d : X × X → R with

1. d(x, y) = d(y, x)
2. d(x, y) > 0 and d(x, y) = 0 if and only if x = y
3. d(x, y) 6 d(x, z) + d(z, y)
for all x, y, z ∈ X.

Definition 3.2.4. With respect to the above definition, the ordered pair (X, d) is termed a metric space.

3.3 Convergence in a metric space

Definition 3.3.1. Given a metric d : X × X → R, a sequence {xn } ⊂ X converges to x◦ ∈ X if for every
 
 > 0 there exists an N ∈ N such that if n > N , then d(x◦ , xn ) < . Therefore lim d(x◦ , xn ) = 0.
n→∞

Definition 3.3.2. A sequence {xn } ⊂ (X, d) is Cauchy if for every  > 0 there exists an N ∈ N such that if
k, m > N , then d(xk , xm ) < .

Theorem 3.3.3. If {xn } is convergent in (X, d), then {xn } is Cauchy.

8
Remark 3.3.4. If X = Q and d(x, y) = |x − y|, then there exist Cauchy sequences in (X, d) that do not
converge.
Definition 3.3.5. A set A ⊂ (X, d) is bounded if there exists x◦ ∈ X and M > 0 such that d(x◦ , x) 6 M
for all x ∈ A.
Theorem 3.3.6. If {xn } ⊂ (X, d), then {xn } is bounded.
Definition 3.3.7. A metric space is complete if every Cauchy sequence in the metric space converges.
Theorem 3.3.8. [Completeness theorem for C[a,b]]
The metric space C[a, b] is complete.
Remark 3.3.9. A sequence {fn } ⊂ C[a, b] converges to f ∈ C[a, b] in || · ||∞ if for every  > 0 there exists
N ∈ N such that if n > N , then ||fn − f ||∞ = max{|fn (x) − f (x)| <  : x ∈ [a, b]} if and only if fn converges
to f uniformly.
∞
X k
X
Theorem 3.3.10. Suppose an xn has radius of convergence R > 0. Let 0 6 x1 < R. Let fk (x) = an xn .
n=0 n=0
∞
X
Then {fk } converges uniformly on [−x1 , x1 ] to an xn .
n=0

3.4 Differentiability and integrability

Theorem 3.4.1. If a power series has an interval of convergence I, then the series is continuous on I.
∞
X
Corollary 3.4.2. Suppose that a power series an xn has radius of convergence R > 0. Assume that
n=0
∞
X
n
[a, b] ⊂ (−R, R). If f (x) = an x , then
n=0

∞ ∞
! ∞
b
b bX b
an xn+1 
Z Z X Z X
n n
f (x) dx = an x dx = an x dx =

n + 1

a a n=0 n=0 a n=0

a
∞
X
Corollary 3.4.3. Suppose that a power series an xn has radius of convergence R > 0. Assume that
n=0
∞
X
n
[a, b] ⊂ (−R, R). If f (x) = an x , then
n=0
∞ ∞   X ∞
d d X n
X d n
f (x) = an x = an x = nan xn−1
dx dx n=0 n=0
dx n=0
P∞
Definition 3.4.4.
P∞ Given a series n=0 an xn :
· The series n=0 nan xn−1 is termed the formal derivative of the given series
P∞ an n+1
· The series n=0 n+1 x is termed the formal integral of the given series
Theorem 3.4.5. Suppose {Fn } ⊂ C[a, b] with lim [Fn (a)] = a◦ . If {Fn } has continuous derivatives
n→∞
Fn0 (x) = fn (x), such that {fn } converges uniformly on [a, b] to g(x) ∈ C[a, b], then {Fn } converges uniformly
to a continuous function G ∈ C[a, b] such that G0 (x) = g(x) for all x ∈ (a, b).
P∞
Corollary 3.4.6. If f (x) is represented by a power series n=0 an xn on (−R, R) for R > 0, then f (x) is
infinitely differentiable on (−R, R) with
∞ k−1
X Y
f (k) (x) = (n − i) an xn−k
n=k i=0

9
Theorem 3.4.7. [Uniqueness of Representation] P∞ P∞
Assume that f (x) has power series representations n=0 an xn and n=0 bn xn centered at x = a where each
f (n) (a)
series has a positive radius of convergence. Then an = bn = n! .

Definition 3.4.8. Assume that f (x) is n times differentiable at x = a. Then the k-th degree Taylor polynomial
for f (x) at x = a is
k
X f (n) (a)
Pk,a (x) = (x − a)n
n=0
n!

Definition 3.4.9. Assume that f (x) is n times differentiable at x = a. Then the n-th degree error term in
using Pn,a (x) to approximate f (x) is
Rn,a (x) = f (x) − Pn,a (x)
Theorem 3.4.10. Assume that f (x) is n + 1 times differentiable on an open interval I containing a. Let
x ∈ I with x 6= a. Then there exists a c ∈ (x, a) such that

f (n+1) (c)
Rn,a (x) − Pn,a (x) = (x − a)n+1
(n + 1)!

Remark 3.4.11. Assume that x1 > 0 and there exists M such that |f (n) (x)| < M for all n ∈ N ∪ {0} and
P∞ f (n) (a) n
for all x ∈ [−x1 , x1 ]. Then the Taylor series summation n=0 n! x converges uniformly to f (x) on
[−x1 , x1 ].
P∞ P∞
Theorem 3.4.12. If two functions have power series representations f (x) = n=0 an xn and g(x) = n=0 bn xn ,
then h(x) = f (x)g(x) is represented by the power series
∞ n
!
X X
h(x) = ak bn−k xn
n=0 k=0

Remark 3.4.13. Let f, g ∈ (C[a, b], || · ||∞ ). Note that if x ∈ [a, b], then |f · g(x)| 6 ||f ||∞ ||g||∞ .
Hence ||f · g||∞ 6 ||f ||∞ ||g||∞ .
Theorem 3.4.14. If {fn }, {gn } ∈ C[a, b] such that fn → f◦ , gn → g◦ for f◦ , g◦ ∈ C[a, b], that is, both fn an
gn converge uniformly, then fn gn → f◦ g◦ in C[a, b].
Theorem 3.4.15. [Weierstrass Approximation Theorem]
If f ∈ C[a, b], then there exists a sequence {pn } of polynomials such that pn (x) → f (x) uniformly on [a, b].
Theorem 3.4.16. [Weierstrass M-test I] P∞ P∞
Suppose that {fn } is a sequence in (C[a, b], || · ||∞ ). If n=1 ||fn ||∞ converges, then n=1 fn converges in
(C[a, b], || · ||∞ ).
Theorem 3.4.17. [Weierstrass M-test II]
Let (V, || · ||∞ ) be a normed linear space. Then the following are equivalent:
· (V, || · ||∞ ) is complete P
∞ P∞
· If {vn } ∈ V is such that n=1 ||vn ||∞ < ∞, then n=1 vn converges.
Theorem 3.4.18. [Banach Contractive Mapping Theorem]
Suppose that Γ : C[a, b] → C[a, b] is a contractive map. That is, suppose that Γ is such that there exists k
satisfying 0 6 k < 1 with
Γ(u) − Γ(v)∞ 6 ku − v ∞
for all u, v ∈ C[a, b]. Then there exists a unique function f ∈ C[a, b] such that Γ(f ) = f .

10
4 Differential equations
4.1 Separable equations
Definition 4.1.1. A differential equation is an equation of the form f (x, y, y 0 , y 00 , . . . , y (n) ) = 0.

Definition 4.1.2. The order of the differential equation is the order of the highest derivative in the differ-
ential equation.
Definition 4.1.3. A first order ordinary differential equation is said to be separable if it can be written in
the form y 0 = f (x)g(y).

11