D2 Lecture 3

Download as pdf or txt
Download as pdf or txt
You are on page 1of 33

MA 105 D2 Lecture 3

Ravi Raghunathan

Department of Mathematics

August 14, 2023


Recap

Odds and ends about limits of functions of a real variable

Continuity

More about continuous functions

The Prehistory of Limits

The derivative
The rigourous definition of a limit of a function
Definition: A function f : (a, b) → R is said to tend to (or
converge to) a limit l at a point x0 ∈ [a, b] if for all  > 0
there exists δ > 0 such that

|f (x) − l| < 

for all x ∈ (a, b) such that 0 < |x − x0 | < δ. In this case, we


write
lim f (x) = l,
x→x0

or f (x) → l as x → x0 which we read as “f (x)” tends to l as


x tends to x0 ”.
The the limit of a function may exist even if the function is
not defined at that point because x0 can be a or b.
Rules for limits
If limx→x0 f (x) = l1 and limx→x0 g (x) = l2 , then
1. limx→x0 f (x) ± g (x) = l1 ± l2 .
2. limx→x0 f (x)g (x) = l1 l2 .
3. limx→x0 f (x)/g (x) = l1 /l2 . provided l2 6= 0
Theorem 5: As x → x0 , if f (x) → l1 , g (x) → l2 and h(x) → l3
for functions f , g , h on some interval (a, b) such that
f (x) ≤ g (x) ≤ h(x) for all x ∈ (a, b), then
l1 ≤ l2 ≤ l3 .
As before, we have a second version.
Theorem 6: Suppose limx→x0 f (x) = limx→x0 h(x) = l and If
g (x) is a function satisfying f (x) ≤ g (x) ≤ h(x) for all
x ∈ (a, b), then g (x) converges to a limit as x → x0 and
lim g (x) = l
x→x0
Limits at infinity
There is one further case of limits that we need to consider.
This occurs when we consider functions defined on open
intervals of the form (−∞, b), (a, ∞) or (−∞, ∞) = R and
we wish to define limits as the variable goes to plus or minus
infinity. The definition here is very similar to the definition we
gave for sequences. Let us consider the last case.
Definition: We say that f : R → R tends to a limit l as
x → ∞ (resp. x → −∞) if for all  > 0 there exists X ∈ R
such that
|f (x) − l| < ,
whenever x > X (resp. x < X ), and we write

lim f (x) = l or lim f (x) = l.


x→∞ x→−∞

or, alternatively, f (x) → l as x → ∞ or as x → −∞,


depending on which case we are considering.
Limits from the left and right
If f : (a, b) → R is a function and c ∈ (a, b), then it is possible
to approach c from either the left or the right on the real line.
We can define the limit of the function f (x) as x approaches c
from the left (if it exists) as a number l − such that for all
 > 0 there exists δ > 0 such that |f (x) − l − | <  whenever
|x − c| < δ and x ∈ (a, c).
Our notation for this is limx→c− f (x) = l − , and it is also called
the left hand (side) limit.
Exercise 2: Write down a definition for the limit of a function
from the right. We usually denote the right hand (side) limit
by limx→c+ f (x). Show, using the definitions, that limx→c f (x)
exists if and only if the left hand and right hand limits both
exist and are equal.
We can also think of the left hand limit as follows. We restrict
our attention to the interval (a, c), that is we think of f as a
function only on this interval. Call this restricted function fa .
Then, another way of defining the left hand limit is

lim f (x) = lim fa (x).


x→c− x→c

It should be easy to see that it is the same as the definition


before One can make a similar definition for the right hand
limit.
The notions of left and right hand limits are useful because
sometimes a function is defined in different ways to the left
and right of a particular point. For instance, |x| has different
definitions to the left and right of 0.
Calculating limits explicitly
As with sequences, using the rules for limits of functions
together with the Sandwich theorem allows one to treat the
limits of a large number of expressions once one knows a few
basic ones:
(i) limx→0 x α = 0 if α > 0, (ii) limx→∞ x α = 0 if α < 0,
(iii) limx→0 sin x = 0, (iv) limx→0 sin x/x = 1
(v) limx→0 (e x − 1)/x = 1, (vi) limx→0 ln(1 + x)/x = 1
We have not concentrated on trying to find limits of
complicated expressions of functions using clever algebraic
manipulations or other techniques. However, I can’t resist
mentioning the following problem.
Exercise 3: Find
sin(tan x) − tan(sin x)
lim .
x→0 arcsin(arctan x) − arctan(arcsin x)
I will give the solution next time, together with the history of
the problem. Six years ago, one needed to know a couple of
keywords in order to get the solution through google. But as
of three years ago, just typing in the formula above into
google will lead you to the solution.
Continuity - the definition
Definition: If f : [a, b] → R is a function and c ∈ [a, b], then f
is said to be continuous at the point c if and only if
lim f (x) = f (c).
x→c

Thus, if c is one of the end points we require only the left or


right hand limit to exist.
A function f on (a, b) (resp. [a, b]) is said to be continuous if
and only if it is continuous at every point c in (a, b) (resp.
[a, b]).
If f is not continuous at a point c we say that it is
dicontinuous at c, or that c is a point of discontinuity for f .
Intuitively, continuous functions are functions whose graphs
can be drawn on a sheet of paper without lifting the pencil of
the sheet of paper. That is, there should be no “jumps” in the
graph of the function.
Continuity of familiar functions: polynomials
What are the functions we really know or understand? What
does “knowing” or understanding a function f (x) even mean?
Presumably, if we understand a function f , we should be able
to calculate the value of the function f (x) at any given point
x. But if you think about it, for what functions f (x) can you
really do this?
One class of functions is the polynomial functions. More
generally we can understand rational functions, that is
functions of the form R(x) = P(x)/Q(x) where P(x) and
Q(x) are polynomials, since we can certainly compute the
values of R(x) by plugging in the value of x. How do we show
that polynomials or rational functions are continuous (on R)?
It is trivial to show from the definition that the constant
functions and the function f (x) = x are continuous. Because
of the rules for limits of functions, the sum, difference, product
and quotient (with non-zero denominator) of continuous
functions are continuous. Applying this fact we see easily that
R(x) is continuous whenever the denominator is non-zero.
Continuity of other familiar functions
What are the other (continuous) functions we know? How
about the trignometric functions? Well, here it is less clear
how to proceed. After all we can only calculate sin x for a few
special values of x (x = 0, π/6, π/4, . . . etc.). How can we
show continuity when we don’t even know how to compute the
function?
Of course, if we define sin x as the y -coordinate of a point on
the unit circle it seems intuitively clear that the y -coordinate
varies continuously as the point varies on the unit circle, but
knowing the precise definition of continuity this argument
should not satisfy you.
We will not prove the continuity of sin x in this course, though
we will given an idea of how this is done next week. So let us
assume from now on that sin x is continuous. How can we
show that cos x is continuous?
The composition of continuous functions
Theorem 8: Let f : (a, b) → (c, d) and g : (c, d) → (e, f ) be
functions such that f is continuous at x0 in (a, b) and g is
continuous at f (x0 ) = y0 in (c, d). Then the function g (f (x))
(also written as g ◦ f (x) sometimes) is continuous at x0 . So
the composition of continuous functions is continuous.
Exercise 4: Prove the theorem above starting from the
definition of continuity.
Using the theorem above we can show that cos xp is continuous

if we show that x is continuous, since cos x = 1 − sin2 x
and we know that 1 − sin2 x is continuous since it is the
product of the sums of two continuous functions ((1 + sin x)
and (1 − sin x)!).
Once we have the continuity of cos x we get the continuity of
all the rational trignometric functions, that is functions of the
form P(x)/Q(x), where P and Q are polynomials in sin x and
cos x, provided Q(x) is not zero.
The continuity of the square root function
Thus in order to prove the continuity of cos x (assuming the
continuity of sin x) we need only prove the continuity of the
square root function.
The main observation is that continuity is a local property,
that is, only the behaviour of the function near the point being
investigated is important.
Let x0 ∈ [0, ∞). To show that the square root function is
√ √
continuous at x0 we need to show that limy →x0 y = x0 ,
√ √
that is we need to show that | y − x0 | <  whenever
0 < |y − x0 | < δ for some δ. First assume that x0 6= 0. Then
√ √ y − x0 |y − x0 |
| y − x0 | = √ √ < √ .
y + x0 x0

If we choose δ =  x0 , we see that
√ √
| y − x0 | < ,
which is what we needed to prove (x = 0, exercise!).
The intermediate value theorem
One of the most important properties of continuous functions
is the Intermediate Value Property (IVP). We will use this
property repeatedly to prove other results.
Theorem 9: Suppose f : [a, b] → R is a continuous function.
For every u between f (a) and f (b) there exists c ∈ [a, b] there
such that f (c) = u.
Functions which have this property are said to have the
Intermediate Value Property. Theorem 9 can thus be restated
as saying that continuous functions have the IVP.
We will not be proving this property - it is a consequence of
the completeness of the real numbers. Intuitively, this is clear.
Since one can draw the graph of the function without lifting
one’s pencil off the sheet of paper, the pencil must cut every
line y = e with e between f (a) and f (b).
The IVT in a picture

Image created by Enoch Lau see


http://en.wikipedia.org/wiki/File:Intermediatevaluetheorem.png
(Creative Commons Attribution-Share Alike 3.0 Unported
license).
Zeros of functions
One of the most useful applications of the intermediate value
property is to find roots of polynomials, or, more generally, to
find zeros of continuous functions, that is to find points x ∈ R
such that f (x) = 0.
Theorem 10: Every polynomial of odd degree has at least one
real root.
Proof: Let P(x) = an x n + . . . + a0 be a polynomial of odd
degree. We can assume without loss of generality that an > 0.
It is easy to see that if we take x = b > 0 large enough, P(b)
will be positive. On the other hand, by taking x = a < 0 small
enough, we can ensure that P(a) < 0. Since P(x) is
continuous, it has the IVP, so there must be a point
x0 ∈ (a, b) such that f (x0 ) = 0.
The IVP can often be used to get more specific information.
For instance, it is not hard to see that the polynomial
x 4 − 2x 3 + x 2 + x − 3 has a root that lies between 1 and 2.
Continuous functions on closed, bounded intervals
The other major result on continuous functions that we need
is the following. A closed bounded interval is one of the form
[a, b], where −∞ < a and b < ∞.
Theorem 11: A continuous function on a closed bounded
interval [a, b] is bounded and attains its infimum and
supremum, that is, there are points x1 and x2 in [a, b] such
that f (x1 ) = m and f (x2 ) = M, where m and M denote the
infimum and supremum respectively.
We defined infimum and supremum for sequences previously.
The definition for functions of a real variable is the same: Let
X ⊂ R and let f : X → R be a function. A real number M is
called the supremum of f (x) (on X ) if
1. If f (x) ≤ M for all x ∈ X .
2. If for some real number M1 f (x) ≤ M1 for all x ∈ X , then
M ≤ M1 .
Relaxing the conditions

Again, we will not prove Theorem 11, but will use it quite
often. Note the contrast with open intervals. The function 1/x
on (0, 1) does not attain a maximum - in fact it is unbounded.
Similarly the function 1/x on (1, ∞) does not attain a
minimum, although, it is bounded below and the infimum is 0.
Exercise 5: In light of the above theorem, can you find a
continuous function g : (a, b) → R for part (i) of Exercise
1.11, with c ∈ (a, b)?
The function sin x1
Let us look at Exercise 1.13 part (i).
Consider the function defined as f (x) = sin x1 when x 6= 0, and
f (0) = 0. Is this function is continuous at x = 0.
How about x 6= 0? Why is f (x) continuous? Because it is a
compostion continuous functions (sine and 1/x).
Let us look at the sequence of points xn = 2/(2n + 1)π.
Clearly xn → 0 as n → ∞.
For these points f (xn ) = ±1. This means that no matter how
small I take my δ, there will be a point xn ∈ (0, δ), such that
|f (xn )| = 1. But this means that |f (x) − f (0)| = |f (x)|
cannot be made smaller than 1 no matter how small δ may be.
Hence, f is not continuous at 0. The same kind of argument
will show that there is no value that we can assign f (0) to
make the function f (x) continuous at 0.
You can easily check that f (x) has the IVP. However, we have
proved that it is not continuous. So IVP 6⇒ continuity.
Sequential continuity
The preceeding example showed that in order to demonstrate
that a function f (x) is not continuous at a point x0 it is
enough to find a sequence xn tending to x0 such that the value
of the function |f (xn ) − f (x0 )| remains large. Suppose it is not
possible to find such a sequence. Does that mean the function
is continuous at x0 ? Yes.
Theorem 12: A function f (x) is continuous at a point a if and
only if for every sequence xn → a, limxn →a f (xn ) = f (a).
A function that satisfies the property that for every sequence
xn → a, limxn →a f (xn ) = f (a) is said to be sequentially
continuous. The theorem says that sequential continuity and
continuity are the same thing. Indeed, it is clear that a
continuous function is necessarily sequentially continuous. It is
the reverse that is slightly harder to prove.
The first man to think about limits?

Zeno of Elea (490 - 460 BCE)


was a famous Greek
philosopher (source:
Wikipedia)
Zeno of Elea
First let us record that we have no idea what Zeno looked like.
The picture above was painted in the period 1588 - 1594 CE
in Spain, about two thousand years after Zeno’s time. Here
are two more images of Zeno (also from Wikipedia)
Zeno’s Paradoxes
I couldn’t find out where the first statue came from and when
it was made. The second seems to have come from
Herculaneum in Italy (incidentally, Elea (modern Vilia) is a
town in Italy). Now Herculaneum was destroyed by a volcanic
erruption from the nearby volcano Vesuvius in 79 CE, so it
looks like the bust was created within 500 years of Zeno’s
death. Maybe it was even made during his lifetime.
Unfortunately, it is not clear whether this statue is one of Zeno
of Elea or of another Zeno (of Citium) who lived about 150
years later.
The important about Zeno is that it would appear that he was
the first human to think about limits and limiting processes, at
least in recorded history. Most of what we know about him is
through his paradoxes, nine of which survive in the works of
another famous Greek philosopher Aristotle (384 - 322 BCE) ,
the official guru of Alexander the Great (aka Sikander in India).
Achilles and the tortoise

One of Zeno’s motivations for stating his paradoxes seems to


have been to defend his own guru Parmenides’ philosophy
(whatever that was). Anyway here is his most famous paradox
as recorded by Aristotle.
Achilles and the tortoise:
In a race, the quickest runner can never overtake the slowest,
since the pursuer must first reach the point whence the
pursued started, so that the slower must always hold a lead.
Aristotle, Physics VI:9, 239b15
General knowledge question: Who was Achilles?
Zeno’s paradox animated

Achilles and the Tortoise


A gateway to infinite series
Nowadays, this line of argument does not really bother us,
since we understand that an infinite number of terms (in this
case consisting of the time travelled in each segment or the
distance travelled in each segment) can add up to something
finite. Nevertheless there are other philosophical issues that
continued to bother mathematicians and physicists for a long
time. After all, this kind of discussion does lead us to question
whether intervals of time and space can be infinitely
subdivided, or if “instantaneous motion” makes sense.
Since we are learning mathematics, we won’t speculate on
physics or philosophy, but we note that Zeno’s argument gives
a good way to derive the sum of an infinite geometric series.
The geometric series is one of the simplest examples of infinite
series, so let us see how this is done.
Geometric series - the formula
Let us suppose that the speed of achilles is v and that the
speed of the tortoise is rv for some 0 < r < 1. We will assume
that the tortoise was given a headstart of distance “a”.
I The distance covered by Achilles in time t is vt.
I The distance covered by the tortoise in time t is rvt.
I Achilles catches up with the tortoise when vt = a + rvt,
that is, at time t = a/(v − rv ) and when the total
distance covered by Achilles is vt = a/(1 − r ).
On the other hand,
I Distance covered by the tortoise by the time Achilles has
covered distance a is ar .
I Distance covered by the tortoise by the time Achilles has
covered distance ar is ar 2 ....
I Total distance covered by Achilles when he has caught up
with the tortoise is a + ar + ar 2 + . . . .
I Thus we get a + ar + ar 2 + · · · = a/(1 − r ).
The defintion
For now, if you did not understand the rigourous definition of
the limit, forget about it. You will be able to understand what
follows as long as you remember your 11th standard treatment
of limits.
Recall that f : (a, b) → R is said to be differentiable at a
point c ∈ (a, b) if
f (c + h) − f (c)
lim
h→0 h
exists. In this case the value of the limit is denoted f 0 (c) and
is called the derivative of f at c. The derivative may also be
denoted by dxdf
(c) or by dy | , where y = f (x).
dx c
In general, the derivative measures the rate of change of a
function at a given point. Thus, if the function we are
studying is the position of a particle on the x-coordinate, then
x 0 (t) is the velocity of the particle. If the function we are
studying is the velocity v (t) of the particle, then the derivative
The slope of the tangent

From the point of view of geometry, the derivative f 0 (c) gives


us the slope of the curve, that is, the slope of the tangent to
the curve y = f (x) at (c, f (c)). This becomes particularly
clear if we rewrite the derivative as the following limit:

f (y ) − f (c)
lim .
y →c y −c
The expression inside the limit obviously represents the slope
of a line passing through (c, f (c)) and (y , f (y )), and as y
approaches c this line obviously becomes tangent to y = f (x)
at the point (c, f (c)).
Examples
Exercise 1.16: Let f : (a, b) → R be a function such that

|f (x + h) − f (x)| ≤ C |h|α

for all x, x + h ∈ (a, b), where C is a constant and α > 1.


0
Show that f is differentiable on (a, b) and compute f (x) for
x ∈ (a, b).
Solution:
f (x + h) − f (x)
lim ≤ C lim |h|α−1 = 0.
h→0 h h→0

Note: Functions that satisfy the property above for some α


(not necessarily greater than 1) are said to be Lipschitz
continuous with exponent α.
Calculating derivatives
As with limits all of you are already familiar with the rule for
calculating the sums, differences, products and quotients of
derivatives. You should try and remember how to prove these.
You should also recall the chain rule for calculating the
derivative of the composition of functions and try to prove it
as an exercise using the  − δ definition of a limit.
Note that the proof of the chain rule given in some books
involves writing
∆y ∆y ∆u
= × .
∆x ∆u ∆x
and then taking limits as ∆x → 0. This is not quite correct
since ∆u could be 0 even for infinitely many values of u.

You might also like