CALCULUS AND INTRODUCTION TO CLASSICAL ANALYSIS I

LECTURE 1: INTRODUCTION

1. Introduction
This lecture notes is designed for the freshmen of math major to learn calculus
properly and rigidly. Unlike the other lecture notes for general college students, the
proof of every theorem in this course is rigid – Although we will assume one or two
theorems which will be proved in advanced course. However, I have to admit that
if your are readers who already learned advanced course, then you may realize the
argument in this course is a detour because some of the theorems I quote are quite
difficult to prove at this stage.

The main topic of this course is Calculus, which is a study of functions. It

includes two major parts: differentiation and Integration, where the former
defines the instantaneous rate of change for functions and the later defines the
area or volume bounded by functions. These two complete different concepts are
connected by the fundamental theorem of calculus, which tells us that they are the
inverse of each other. To start the first lecture, we need to review the concept of
functions.

2. Definition of functions
Here we start from one of the most basic concepts in mathematics. When we say
f is a function, it means that f associates each element in a set X to exactly one
element in another set Y . We usually call X the domain of f and Y the co-domain
of f . To make it more precise, we have:
Definition 2.1. Suppose X and Y are two sets. A function f mapping from X to
Y (denoted by f : X → Y ) is a collection of ordered pairs (x, y) ∈ X × Y (denoted
by Γ(f )) such that:
1. For any x ∈ X, there is (x, y) ∈ Γ(f ).
2. The choice of y in 1. is unique, i.e., for any (x, y), (x, y 0 ) ∈ X × Y, y = y 0 .
If (x, y) ∈ Γ(f ), we will denote y by f (x). According to the first condition in Def-
inition 1.1, there exists f (x) for any x ∈ X. According to the second condition in
Definition 1.1, the choice of f (x) is unique. We usually call f (x) the value of f at x.

To describe a function, one should be able to write down the value f (x) specifi-
cally. For example, when we say a function f : R1 → R1 is the function sending x
to x2 , we can write down specifically the value of f (x) = x2 because we have the
rule. In fact, if we can write f (x) as one polynomial over the other, then the value
of f will be computable (by hand) when the denominator is not zero. In this cir-
cumstance, we call f a rational function. Otherwise, f is an irrational function.

1
2 INTRODUCTION

There are many

√ irrational functions we have faced before. For examples, f (x) =
sin(x), f (x) = x and f (x) = ex are all irrational. These functions are not com-
putable by hand. To find the value, one has to derive a way to approximate the
value (that is also the way computers find the value for these functions).

Example 2.2. Let us consider f (x) = sin(x). One should notice that
  x 
(2.1) sin(2x) = 2 sin(x) cos(x) = 2 sin(x) 1 − 2 sin2 .
2
Here one should notice that the right hand side of (2.1) only involves x and x2 . So
presumably the iteration will give us the approximation of sin(x) for large x when
we have a good approximation for the value of sin with small input. We claim here
that sin(x) ∼ x is a good approximation when x is small.

By the first picture in Pic. 1, we can see that sin(x) ≤ x (let us suppose x > 0,
since the other side can be obtained by the same trick).

Pic.1
sin x
By the second picture in Pic. 1. One can easy obtains that r = √ and
1−sin2 (x)

x sin(x) sin(x) sin(x)

(2.2) ≤ q ≤ √ ≤
2 2
2 1 − sin (x) 2 1 − x2 2(1 − x2 )

when x ≤ 1. So we have
(2.3) x − x3 ≤ sin(x) ≤ x
when x < 1. Because x3  x when x is small, so sin(x) ∼ x when x is small.

Now we have the following cubic approximation for sin(x): By plugin sin(x) ∼ x
on the right hand side in (2.1), we have
sin(2x) ∼ 2x − x3 .
So
x3
(2.4) sin(x) ∼ x − .
8
Exercise 2.3.
a. Find a degree 5 polynomial to approximate sin(x).
b. (Extra credit) Suppose that we can write
∞
X
sin(x) = a2n+1 x2n+1 .
n=0
n 1
Prove inductively that a2n+1 = (−1) (2n+1)!
 INTRODUCTION 3

We will see in the future that sin x (cos x or some other functions) can be written
as an ”infinite degree” polynomial, which is called a power series. These series have
a special name: Taylor Series.

3. Properties of functions
In this course, we will mainly focus on those functions with X, Y ⊂ R. So unless
we make additional assumptions, otherwise X, Y are subsets of R.

We call a function f : X → Y injective or one to one if and only if f (x) 6= f (y)

for any x 6= y; we call a function surjective or onto if and only if for any y ∈ Y
there exists x ∈ X such that f (x) = y. When an injective function which is also
surjective, we call it a bijective function.

For any two functions f : X → Y and g : Y → Z, we can define the composition

of these two functions g ◦ f : X → Z. This is a new function sending any x ∈ X to
g(f (x)).

For any bijective function f , there exists an inverse function f −1 : Y → X

such that f −1 ◦ f (x) = x for any x ∈ X and f ◦ f −1 (y) = y for any y ∈ Y . If
the function is not bijective, then there is no inverse function. However, one can
modified its domain and co-domain to make the function bijective on that small
portion. Then there will be an inverse function for it. For examples, sin−1 , cos−1
and tan−1 are in this case.

4. Exponential functions
Let a > 0. For any rational number q ∈ Q, we can define the value aq : suppose
q=m q n m
n , then a is the solution of the algebraic equation x = a . The fundamental
1
theorem of algebra tells us that such solution exists. Moreover, the solution we
want is a positive real number, which is unique.

Therefore, we have a function f : Q → R, which sends x to ax . Then we want

to extend the domain of this function to the whole R. We will see in the future
that this extension, if it is continuous, is unique. Namely, we need to define the
continuity for functions before we extend the exponential functions defined on R.

The concept of the continuity for functions relays on the idea of limit. The
later is the cornerstone of Calculus. Roughly speaking, the limit of a function is
the value determined by the value of the function near a point. When a function
is well-behave, the limit exists We will introduce the concept in the next lecture.

5. Axiom of choice
Here we introduce the axiom which is intuitively correct (at least for many math-
ematicians), but it is impossible to be proved by other elementary axioms of set
theory. This axiom states as the following:
1This is an incomplete argument because we haven’t introduced the completeness for real and
complex numbers. Also, the proof of this theorem relays on some background knowledge of point
set topology.
4 INTRODUCTION

Axiom of choice:
For any set I and class {Si }i∈I with Si 6= ∅, there exists a function f : I → ∪i∈I Si
such that f (i) ∈ Si .

When I is a finite set, this statement is obviously true. One can imagine that
there are many non-empty boxes Si labelled by i ∈ I. Axiom of choice tells us
that we can find a way to ”select” exactly one element form each box. When I is a
finite set, this kind of selection exhausted within finitely many times. So it can be
proved inductively. However, when I is not finite, this statement cannot be proved
directly and the existence of such a function f is unclear. By assuming this axiom,
we wouldn’t need to worry about this problem anymore.
We will use this axiom later when we discuss the limit of functions. Readers can
always assume this is true in this course.

6. Exercises
(1) Let P be the collection of prime numbers. Prove that there exists a bijection
f : Z → P.
(2) We call a function f : R → R increasing iff f (x) ≤ f (y) when x < y. Sup-
pose f , g are two increasing functions. Prove that the function max{f, g},
max{f, g}(x) := max{f (x), g(x)} for all x ∈ R
is an increasing function.
(3) A function f : [0, 1] → R is called bounded variational iff there exists
C > 0 such that for any finitely many numbers 0 = x0 < x1 < x2 < · · · <
xn = 1, the value
Xn
|f (xj ) − f (xj−1 )| ≤ C.
j=1

Prove that if f = g1 − g2 for some increasing functions g1 , g2 , f is bounded

variational.