Course Contents

1. Real Analysis

 Real Number Field

 Inequalities

 Continuity

 Intermediate Value Theorem

 Extreme value Theorem

 Differentiability
Course Contents conti . . .
1. Real Analysis

 Mean Value Theorem

 L’Hopital Theoem

2. Integration

 Riemann Integral

 Fundamental Theorem of Calculus

 Line Integrals

 Fubini’s Theorem
Course Contents conti . . .
2. Integration

 Green’s Theorem

 Surface Integrals

 Stokes’ Theorem

 volume Integrals

 Divergence Theorem
Course Contents conti . . .
3. Functions of Complex Variables

 Euler Formula

 Branches

 Analytic Functions

 Cauchy-Riemann equations

 Cauchy Integral Formula

 Laurent Series

 Residue
Course Contents conti . . .
4. Infinite Series and Special Functions

 Sequences

 Monotone Convergence Theorem

 Series

 Convergence Tests

 Improper Integrals

 Gamma, Beta and Error Functions

 Elliptic Integrals
References
 Dass H. K., Advanced Engineering Mathematics
(21st Edition), S. Chand Publication, New Delhi, 2008.

 Stroud K. and Booth D, Advanced Engineering Mathematics

(4th Edition), Palgrave Macmillan Ltd, 2011.

 Kreyszig E., Kreyszig H. and Norminton E.,

Advanced Engineering Mathematics
(10th Edition), Wiley, New Delhi, 2015

 B.S. Grewal, Higher Engineering Mathematics (43rd Edition),

Khanna Publishers, New Delhi, 2014.
1. Real Analysis

 Real Number Field

Real Number Field consists of

 Counting numbers

Set of all Counting numbers denotes as ℕ

 Integers

Set of all Integers denotes as ℤ

 Rational numbers

Set of all Rational numbers denotes as ℚ

 Irrational numbers

Set of all Irrational numbers denotes as ℚ′

 Counting numbers ℕ

Set of all Integers ℤ

Set of all Rational numbers ℚ

Set of all Irrational numbers ℚ′

Set of all Real Number ℝ

  Real Number Field

Properties L𝐞𝐭 𝒂, 𝒃 and 𝒄 be real numbers.

1. sum of two real numbers is a real number.

𝒂 + 𝒃 is a real number. closure property of addition

2. two real numbers can be added in any order.

𝒂+𝒃= 𝒃+𝒂 commutative property of addition

3. three real numbers can be added in any order.

𝒂 + 𝒃 + 𝒄 = 𝒂 + (𝒃 + 𝒄)
associative property of addition

4. adding zero does not make a difference.

𝒂+𝟎=𝟎+𝒂=𝒂 𝟎 is called additive identity
  Real Number Field

Properties

5. for 𝒂 there is another real number −𝒂 such that

𝒂 + (−𝒂) = 0 . −𝒂 is called additive inverse.

So, we have
(1) 𝒂+𝒃 is a real number.

(2) 𝒂+𝒃 = 𝒃+𝒂

( 3 ) 𝒂 + 𝒃 + 𝒄 = 𝒂 + (𝒃 + 𝒄)

(4)𝒂+𝟎=𝟎+𝒂=𝒂

( 5 ) 𝒂 + −𝒂 = −𝒂 + 𝒂 = 𝟎
  Real Number Field

Properties L𝐞𝐭 𝒂, 𝒃 and 𝒄 be real numbers.

1. multiplication/product of two real numbers is a real number.

𝒂 . 𝒃 is a real number. closure property of multiplication

2. two real numbers can be multiplied in any order.

𝒂 .𝒃 = 𝒃 .𝒂 commutative property of multiplication

3. three real numbers can be multiplied in any order.

𝒂 . 𝒃 . 𝒄 = 𝒂 . (𝒃 . 𝒄)
associative property of multiplication

4. multiplying by one does not make a difference.

𝒂 .𝟏 = 𝟏 .𝒂 = 𝒂 𝟏 is called multiplicative identity
  Real Number Field

Properties

5. for a non-zero number 𝒂 there is another real number 𝒂−𝟏 such that

𝒂 . (𝒂−𝟏 )=1 . 𝒂−𝟏 is called multiplicative inverse.

So, we have
( 1 ) 𝒂 .𝒃 is a real number.

( 2 ) 𝒂 .𝒃 = 𝒃 .𝒂

( 3 ) 𝒂 . 𝒃 . 𝒄 = 𝒂 . (𝒃 . 𝒄)

( 4 ) 𝒂 .𝟏 = 𝟏 .𝒂 = 𝒂

( 5 ) 𝒂 . 𝒂−𝟏 = 𝒂−𝟏 . 𝒂 = 𝟏
with addition with multiplication

( 1 ) 𝒂 + 𝒃 is a real number. ( 1 ) 𝒂 . 𝒃 is a real number.

(2) 𝒂+𝒃 = 𝒃+𝒂 ( 2 ) 𝒂 .𝒃 = 𝒃 .𝒂

( 3 ) 𝒂 + 𝒃 + 𝒄 = 𝒂 + (𝒃 + 𝒄) ( 3 ) 𝒂 . 𝒃 . 𝒄 = 𝒂 . (𝒃 . 𝒄)

(4)𝒂+𝟎=𝟎+𝒂=𝒂 ( 4 ) 𝒂 .𝟏 = 𝟏 .𝒂 = 𝒂

( 5 ) 𝒂 + −𝒂 = 𝟎 ( 5 ) 𝒂 . 𝒂−𝟏 = 𝟏 for non zero 𝒂.

Since, the set of Real numbers have these

five properties under +

five properties under .

it is called a Field.
 Inequalities

The set of Real numbers has more and more properties.

The set of Real numbers is well ordered.

Tr𝐢𝐜𝐢𝐭𝐨𝐦𝐲 𝐩𝐫𝐨𝐩𝐞𝐫𝐭𝐲
F𝐨𝐫 real numbers 𝒂 and 𝒃
F𝐨𝐫 a real number 𝒂
𝐨𝐧𝐥𝐲 𝐨𝐧𝐞 𝐨𝐟 (1)𝒂= 𝒃
(1)𝒂=𝟎
(2)𝒂> 𝒃
(2)𝒂>𝟎
(3)𝒂< 𝒃 is true.
(3)𝒂<𝟎

𝒂 > 𝒃 if and only if 𝒂 − 𝒃 > 0

𝒂 < 𝒃 if and only if 𝒂 − 𝒃 < 0

 we can join 𝒂 > 𝒃 and/or 𝒂 = 𝒃 together

we write as 𝒂 ≥ 𝒃.

Similarly, 𝒂≤ 𝒃 means 𝒂 < 𝒃 and/or 𝒂 = 𝒃.

E.g. For a real number a, show that a 2  1  2a .

Solution

We can prove this in different ways.

L.H.S. of the inequality is a 2  1

R.H.S. of the inequality is 2a

Take L.H.S. – R.H.S.
 Take L.H.S. – R.H.S.  a 2  1  2a

 a 2  2a  1

 a  12

We have a property of Real numbers as

a2  0

so, L.H.S. – R.H.S.  0

 a 2  1  2a  0

 a 2  1  2a .
 Properties of Inequalities

L𝐞𝐭 𝒂, 𝒃 and 𝒄 be real numbers.

(1) ab acbc

ab acbc

Proof a  c   b  c   a cbc

 a b

0

acbc
 Properties of Inequalities

L𝐞𝐭 𝒂, 𝒃 and 𝒄 be real numbers.

(2) a  b and c  0  a . c  b . c
ab  a.c  b.c

Proof a . c   b . c   ac  bc

 a  b . c

0

 a.c  b.c

c0 ab  a.c b.c

ab b.c  a.c

 Properties of Inequalities

L𝐞𝐭 𝒂, 𝒃 and 𝒄 be real numbers.

a b
(3) a  b and c  0  
c c
a b
ab  
c c
Proof a b a b
 
c c c

0
a b
 
c c

a b
ab  
c0 c c
a b
ab  
c c
 Properties of Inequalities

L𝐞𝐭 𝒂, 𝒃, 𝒄 and 𝒅 be real numbers.

(4) a  b and cd acbd

ab acbd

Proof a  c   b  d   a c  b  d

 a bcd

0

acbd

d 0  a.c  b.d
d 0  a.c  b.d
 Functions

f
x
f( x ) Another set
codomain of the function
A set
domain of the function

Definition

A function means an assignment from a set (domain)

into another set (codomain)

such that each element of the domain uniquely assign to an element of the codomain.
 Functions – E.g.
f
1 1
2 2
5 codomain of the function
domain of the function

Usually, the domain of the function is ℝ or a subset of ℝ.

Convention

A function from ℝ into ℝ.

f:ℝ ℝ by f( x ) = 2x

Here, we can represent a function graphically.

 Here we have to use the graph of the function.

Graph means set of all images of the domain under the rule of the function.

Graph = 𝒚 ∶ 𝒚 = 𝒇 𝒙 , 𝒙 𝐢𝐧 𝐭𝐡𝐞 𝐝𝐨𝐦𝐚𝐢𝐧 𝐨𝐟 𝐭𝐡𝐞 𝐟𝐮𝐧𝐜𝐭𝐢𝐨𝐧 𝒇

For the function from ℝ into ℝ.

f:ℝ ℝ by f( x ) = 2x

Graph = 𝒚 ∶ 𝒚 = 𝒇 𝒙 , 𝒙 𝐢𝐧 𝐭𝐡𝐞 𝐝𝐨𝐦𝐚𝐢𝐧 𝐨𝐟 𝐭𝐡𝐞 𝐟𝐮𝐧𝐜𝐭𝐢𝐨𝐧 𝒇

= 𝒚 ∶ 𝒚 = 𝟐𝒙 𝐚𝐧𝐝 𝒙 𝐢𝐬 𝐫𝐞𝐚𝐥

We use Oxy plane.

Graph = 𝒚 ∶ 𝒚 = 𝒇 𝒙 , 𝒙 𝐢𝐧 𝐭𝐡𝐞 𝐝𝐨𝐦𝐚𝐢𝐧 𝐨𝐟 𝐭𝐡𝐞 𝐟𝐮𝐧𝐜𝐭𝐢𝐨𝐧 𝒇

= 𝒚 ∶ 𝒚 = 𝟐𝒙 𝐚𝐧𝐝 𝒙 𝐢𝐬 𝐫𝐞𝐚𝐥

We use Oxy plane.

O x
The function from ℝ into ℝ.

f:ℝ ℝ by f( x ) =𝒙𝟐

Here, the graph is 𝒚 ∶ 𝒚 = 𝒙𝟐 , 𝒙 𝐢𝐬 𝐢𝐧 ℝ

O x
 Different types of Functions

 one - one functions

 onto functions

 linear functions

 quadratic functions

 trigonometric functions

 exponential functions

 log functions

 composite functions

 continuous functions
 Linear Functions

 general form

𝐀𝒙 + 𝐁𝒚 + 𝐂 = 𝟎 𝑨 ≠ 𝟎 or B ≠ 𝟎

 commonly use 𝒚 = 𝒎𝒙 + 𝒄
y s𝐥𝐨𝐩𝐞 𝒎
 graph is a straight line.

( 𝟎, 𝒄)

O x
 Quadratic Functions

 general form 𝒚 = 𝒂𝒙𝟐 + 𝒃𝒙 + 𝒄 𝒂≠𝟎

 graph is a parabola.

y when a > 0

O x
  Continuous Functions

 Limit of a function

 continuity of a function

 Definition

Let 𝒚 = 𝒇(𝒙) be a function.

We say 𝒇(𝒙) tends to l as x tends to a if 𝒇(𝒙) is very close to l whenever 𝒙 is very close to a.

Notation lim f x   l
x a

If the graph of the function is available, then easily visualize the existence of the limit.
 Here, the function is 𝒚 = 𝒙𝟐 y

O a x
Theorem
Limit from left Limit from right
lim f x  exists if and only if lim f x 
x a 
lim f x 
x a x a 
lim f x   lim f x 
x a  x a 
E.g.
y

O a x

Limit from left Limit from right

lim f x  lim f x 
x a  x a 

lim f x  exists.
x a
 y
E.g.

M
L

O a x

Limit from left Limit from right

lim f x   M lim f x   L
x a  x a 

LM
 lim f x  does not exist.
x a
 y
E.g.

O a x

Limit from left Limit from right

lim f x   L
lim f x  does not exist. x a 
x a 

 lim f x  does not exist.

x a
  Continuous Functions

 continuity of a function at a point a

 Definition

Let 𝒚 = 𝒇(𝒙) be a function.

We say 𝒇(𝒙) is continuous at the point a, if and only if

lim f x   f a 
Important x a

(1) lim f x  should exists.

x a

(2) f a  should exists.

(3) above two values should be same.

 y
Take the function is 𝒚= 𝒙𝟐

f a 

(1) lim f x  should exists.

x a
O a x
(2) f a  should exists. Limit exists.

(3) above two values should be same.

Therefore, it is continuous at x = a.
 y
E.g.

Limit from right

M lim f x   L
x a 
L

Limit from left

O a x
lim f x   M
x a 

LM

 lim f x  does not exist.

x a

so, it is not continuous at x = a.

 y
E.g. Limit from right
lim f x   L
x a 

f(a)
Limit from left
lim f x   L
L x a 

x
 lim f x  exists and it is L.
O a
x a

f a  exists.

L  f  A

so, it is not continuous at x = a.

 Intermediate value theorem (IVT)

The idea behind the Intermediate Value Theorem is this:

y

When we have two points connected by a

continuous curve:

one point below the line

A
another point above the line
O x

... then there will be at least one place where the curve crosses the line!
 Intermediate value theorem (IVT)

if a continuous function f, over the closed interval [a, b], then it also takes any value between f(a)
and f(b) at some point within the interval.

Example

Can we use the IVT to conclude that

   ?
f(x) = sin x passes through y = 0 on  2 , 2 
y  

O x
 Cont . . .
 Intermediate value theorem (IVT)

A continuous function f over the closed interval [a, b], then it also takes any value between f(a) and
f(b) at some point within the interval.

Example

For the function f x   x 2 

9
1,
x
over which of the following intervals does the intermediate value theorem guarantee a root:

( 1 )  3,  1 ( 2 )  1,  1 ( 3 )  1,  3
Example

For the function f x   x 2 

9
1,
x
over which of the following intervals does the intermediate value theorem guarantee a root:

( 1 )  3,  1 ( 2 )  1,  1 ( 3 )  1,  3

Solution:

( 1 )  3,  1
The function f is not continuous.

So, cannot apply IVT.

( 2 )  1,  1 The function f is not continuous.

So, cannot apply IVT.

 y
(3)  1,  3 The function f is continuous.

So, can apply IVT.

f 1   7 f  3   7

o x

over this interval, the intermediate value theorem

guarantee a root:

Let us look at the graph of this function over the period

graph of   9
f x  x  1
2
x
 Example
Does the equation cos x  x have real solution(s) ?
If so, how many solutions does it have?

solution
Consider a suitable function together with a closed interval.

f x   cos x  x 0,  
f 0   1  0 f    1    0

over this interval, the intermediate value theorem guarantee a root:

f x    sin x  1  0

So, the function monotonically decreasing.

f 0   1

So, the function monotonically decreasing.

o 

1

So, it has just one root.

 Ex
Is there is a solution to the equation x 5  2 x 3  2 in the interval [ 0, 2 ] ?

Recall  Limit of a function

 Definition

Let 𝒚 = 𝒇(𝒙) be a function.

We say 𝒇(𝒙) tends to l as x tends to a if 𝒇(𝒙) is very close to l

whenever 𝒙 is very close to a.

Notation lim f x   l
x a
We write 𝒇(𝒙) tends to l as x tends to a if 𝒇(𝒙) is very close to l
whenever 𝒙 is very close to a.

as
for a given  0    0 such that
f x   l   whenever 0  x  a   .

So the continuity at a point a,

lim f x   f a  becomes
x a

for a given  0   0 such that

f x   f a    whenever x  a   .
Example ( 1 ) Lim 2 x  1  1 .
x 0

Example ( 2 ) Lim 2 x  sin x   0 .

x 0
 Lim 2 x  Lim sin x
x 0 x 0

00

Example ( 3 ) Lim x cos x   .

x 

  Lim x    Lim cos x 

 x   x 
   cos 

We better use properties of limits.

(1) Lim  f x   g x   Lim f x   Lim g x 
x a x a x a

(2) Lim kf x   k  Lim f x  Here k is a constant.

x a x a

 Lim  f x   g x   Lim f x   Lim g x 

x a x a x a

(3) Lim  f x   g x   Lim f x   Lim g x 

x a x a x a

Lim f x 
f x  x a
Lim  need Lim g x   0
x a g x  Lim g x 
(4)
x a
x a

xn  an
(5) Lim  n a n 1
x a x  a
 sin x
( 6 ) Lim 1
x 0 x

(7) f x   g x   Lim f x   Lim g x 

x 0 x 0

for x  0,  
sin x 2 sin x
E.g. ( 1 ) 
x x
sin x 2 sin x
Lim  1  2  Lim
x 0 x x 0 x

E.g. ( 2 ) sin x  2 sin x for x  0,  

Lim sin x  0  0  Lim 2 sin x
x 0 x 0
Proof of  Intermediate value theorem (IVT)

A continuous function f over the closed interval [a, b], then it also takes any value
between f(a) and f(b) at some point within the interval.

Proof

Let f be a continuous function over the closed interval [a, b].

Here f(a) < f(b) or f(a) > f(b).

Let y be a number between f(a) and f(a).

W.l.o.g. take f(a) < f(b).

 Let s  x  a, b  : f z   y for all z  a, x 

Then s  

So, s has an upper bound.

It implies, s has least upper bound. c say.

If f c   y

 f c   y  0
By the continuity

  0 such that x  c    f x   f c      f c   y

f x   y in this range.
So, c   is an upper bound.
Since c    c it is not possible.

Hence f c   y is not possible.

Similarly, we can show that

f c   y is not possible.

So, we have f c   y

 Extreme value theorem (EVT)

 Extreme value theorem (EVT)

A continuous function f over the closed interval [a, b], then f takes both maximum
and minimum value on [a, b].
Example ( 1 )

Find the maximum and minimum values of f x   sin x  cos x on 0, 2 .

Example ( 2 )

Find the maximum and minimum values of f x   x  3 x  1 on  2,  2 .

4 3

Example ( 3 )

Find the maximum and minimum values f x   on 0,   .

1
1  sin x