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Mathematical Tools Academic Year: 2024-2025 1: Ingé Sup (English Section) Semester 1

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23 views13 pages

Mathematical Tools Academic Year: 2024-2025 1: Ingé Sup (English Section) Semester 1

Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Mathematical Tools

Ingé Sup (English Section) 1


Semester 1
Academic year : 2024-2025

Problem sheet 1 : Real Analysis

Exercise 1 :

For each of the following cases, specify the domain of the function f , then specify the limits at
the extremities of the domain.
1
1. f : x → e x √ x( x+1) .

x
e −1
2. f : x → ln ( ) x
.

Exercise 2 :

For each of the following cases, specify the domain and the domain of differentiability of the
function f , then compute its derivative.

1. f : x → esin ( x) .

2. f : x → ln|cos(x)| .
1
√x
3. f : x→ x .

Exercise 3 :

Show that the functions ares extendable by continuity on ℝ .

* sin (x)
1. ∀ x∈ℝ ; f (x)=
x
x
* e −1
2. ∀ x∈ℝ ; f (x)=
x

* cos (x)−1
3. ∀ x∈ℝ ; f (x)= .
x2
Exercise 4 :
2

( 1x ) ; if x≠0
{
2
x sin
Let f be a function defined by f (x) =

0 ; if x=0

1. Study continuity of f at 0.

2. Study derivability of f at 0.

3. Study derivability of f on ℝ .
1
4. Is f of class C on ℝ ?

Exercise 5 :
th
For each of the following functions, find its n derivative.

1
1. f : x → .
1+x

2. f : x →cos(x ) .
2 2x
3. f : x →( x +2 x−1)e .

Exercise 6 :

1. Show that the function f : x →cos(x ) is bijective (invertible) from [ 0 , π ] to [−1 , 1] .


−1
We denote its inverse by arccos or cos

2. Find the derivative of arccos on the interval ]−1 , 1 [ .

3. Represent graphically both of these functions on an orthonormal frame of reference.

Exercise 7 :

1. Show that the function f : x →sin (x ) is bijective (invertible) from − π , π to [−1 , 1] .


−1
2 2[ ]
We denote its inverse by arcsin or sin .

2. Find the derivative of arcsin on the interval ]−1 , 1 [ .

3. Represent graphically both of these functions on an orthonormal frame of reference.


Exercise 8 :
3
1. Show that the function f : x → tan (x) is bijective (invertible) from − π , π to ℝ .
−1
2 2 ] [
We denote its inverse by arctan or tan .

2. Find the derivative of arctan on ℝ .

3. Represent graphically both of these functions on an orthonormal frame of reference.

Exercise 9 :

Analyse the following functions and give a graphical representation.


x −x
e +e
1. f : x → .
2
x −x
e −e
2. f : x → .
2
x
3. f : x → x .

4. f : x → ln(ln (x)) .

Exercise 10 :

Let f : [ 0 , 1 ] → [ 0 , 1 ] be continuous function. Prove that f has a fixed point.

Exercise 11 :
x
1 1 3
2
x−
Let f be a function defined on the segment [ ]
0 ,
2 (
4
by f (x)= x − x −1 e 2 .
2 )
1
Using Rolle’s theorem on f , show that ∃c∈ 0 , ] [ 2
/ 8 c 5−6 c 4+ 17 c 3−6 c 2−8 c +2=0 .

Exercise 12 :

Let f , g : [a , b]→ℝ be two functions continuous on [a ,b ] and differentiable on ] a , b [ .

f '( x) f (x )−f (a)


Moreover we suppose that g '≠0 on ] a , b [ . If lim =l then lim =l .
x →a
+
g ' (x ) x →a g(x
+
)−g(a)

1. Prove that ∀ x ∈ ] a ,b [ , g ( x)≠g (a)


f (b)−f ( a)
2. Let p= and the function h : [a , b]→ℝ defined by h( a)=f ( x)− p g(x ) . 4
g(b)−g (a)

f (b)−f (a) f ' (c)


Using Rolle’s theorem, prove that ∃c∈ ] a , b [ / = .
g(b)−g(a) g '(c )

Exercise 13 :

Let p and q be two reals, n is a non-zero natural number.


2n
Let f be a function defined by f (x)=x + px+q .

Using Rolle’s theorem, prove that f has at most two real roots.

Exercise 14 :

1
Show that ∀ x∈ ] 0 , +∞ [ , 1− ≤ln (x)≤x−1 .
x

Exercise 15 :

Show that ∀ x∈ [ 0 , 1 ] , 0≤sin (x)≤ x .

Exercise 16 :

x −1
Show that ∀ x∈ [ 0 , +∞ [ , 2
≤ tan ( x)≤x .
1+ x

Exercise 17 :

x
1. Show that ∀ x∈ [ 0 , +∞ [ , ≤ln (x+1)≤ x .
x+1

1
x
2. Deduce lim (1+ x) .
+
x →0
Mathematical Tools
Ingé Sup (English Section) 1
Semester 1
Academic year : 2024-2025

Chapter 1 : Real Analysis

1 Continuous functions :

Continuity at a point :

Limit definition :

Let f : Df →ℝ be a function and a∈Df be a point. f is called continuous at the point a


if lim f (x )=f (a) , i.e. lim f ( x )=lim f (x )=f (a) .
+ -
x→ a x →a x→ a

[ left and right limits when x tends to a are finite and are equal to f (a) ].

Continuity in an interval :

Let f : Df →ℝ be a real-valued function. f is called continuous on some interval I⊆Df if


f is called continuous at all points of the interval I .

Continuous extension :

Let f : Df ∖ {a } →ℝ be a real-valued function, where f is not well-defined at a .

If lim f (x ) exists (finite and unique) and let lim f ( x )=l∈ℝ , then we can redefine the function
x→ a x→ a
by letting f (a)=l .

Such a way of redefining a function where it was not defined before is called continuous extension,
i.e. it is extended by continuity at a .
Obviously if lim f ( x ) doesn’t exist (i.e. it is infinite or right and left limits are not equal)
x→ a 2
then f can’t be extended by continuity to a .

Graphically we can say that even though the function is not defined at some point, we can complete
the drawing of the function without creating any hole or without lifting off the pen.

Continuous extension is called prolongement par continuité in French.

Example :

sin(x )
f ( x)= ; x≠0 is possible to extend
x
by continuity at x=0 ,

sin(x )
as lim f ( x )=lim =1 and we define
x→ 0 x→ 0 x
f (0)=1 .

So continuous extension possible.

sin( x )
So even though f (x)= is not
x

defined at x=0 , we can draw the function at x=0 because it can be made continuous

at x=0 like you see in the figure.

Property :

If a function f is continuous at x=a then it is bounded in a neighbourhood of a .

Image of an interval by a continuous function :

Theorem ( Intermediate value theorem [IVT] ) :

If a function f : I →ℝ is continuous on some interval [a ,b ]∈I then f takes on any given


value between f (a) and f (b) at some point x∈[a ,b ] . i.e.

∀ y ∈[min(f ( a), f ( b)) , max (f (a), f (b))] ; ∃c ∈[a , b] / f (c )= y .

In other words, the image of an interal by some continuous function is also an interval.

As f is continuous on [ a , b ] , f is surjective on [ a , b ] and so ∀ y ∈ [ f (a), f (b) ] (all images),

∃c∈ [ a , b ] / f (c)= y (have a pre-image).


3

Application :

Let f : I →ℝ is a continuous function on some


segment [a ,b ] .

Then :

1)
f (a)f (b)≤0 , 0∈ f ( [ a ,b ] ) ⇒ ∃c ∈ [ a , b ] / f (c )=0

f (a)f (b)≤0 ⇒ f (a)≤0 and f (b)≥0 or


f (a)≥0 and f ( b)≤0 .

So f changes its sign at the extremities and f is continuous on [ a , b ] and 0∈f ( [ a , b ] ) , it


must be null (zero) somewhere on the interval [ a , b ] ).

Therefore ∃c ∈ [ a , b ] / f ( c)=0 .

That means the equation f (x)=0 has atleast one solution on the interval [ a , b ] .

2) f (a)≥ y 0 , f (b)≤ y 0, or f (a)≤ y 0 , f (b)≥ y 0, then y 0 ∈f ( [ a , b ] ) implies f (x)= y 0 has


atleast one solution on [ a , b ] . The image of an interval (segment) by a continuous function is an
interval (segment).

Corollary of the Intermediate value theorem (aka Bijection theorem)

Let f : I  ℝ be a function defined on the interval I .

a. f is continuous on I .

b. f is strictly monotonous (st. increasing or st. decreasing) on I .

Then,
a. f I  is an interval.
4
b. f : I  f  I  is bijective (invertible).

c.The inverse of f , denoted by, f −1 : f  I  I is also continuous and has the same nature of
−1
monotonicity as f , i.e. if f is st. increasing (or decreasing resp.) then f is st. increasing (or
decreasing resp.)

d. ∀ y ∈f  I  , the equation f (x)= y has a unique solution x ∈I .

e. f I  is an interval with extremities lim f  x  and lim f  x  .


x a x b

Moreover the intervals I and f I  are of the same type, i.e. if one is closed (or open or half-
open resp.), the other is also closed (or open or half-open resp.)

Property :
−1
In the ortho normal frame of reference, the graphs of f and f are symmetric to the first
bisector of the axes, i.e. the line y=x .

Derivability or Differentiability :

Consider a real-valued function f : I →ℝ and a∈I .

f (x)−f (a) f (a+h)−f (a)


If the limit lim =lim exists (finite and unique), then the function f is
x →a x−a h→0 h
called differentiable at a and its derivative at a is given by :

f (x)−f (a) f (a+h)−f (a)


f ' (a)=lim =lim .
x →a x−a h→0 h

df
This is also the rate of change of f w.r.t. x at a and we write : f ' (a)= (a) .
dx

a. If f is differentiable at every point in I , then f is differentiable on I .

f (x)−f (a)
b. If the limit lim exists, then f is called right-derivable at a and its right
+
x →a x−a

f (x)−f (a)
derivative at a is given by : ∂+ f (a)=lim .
x →a
+
x −a

[ Here x tends to a from right hand side, i.e. x> a ]


f (x)−f (a)
c. If the limit lim
-
x →a x−a
exists, then f is called left-derivable at a and 5

f (x)−f (a)
its left derivative at a is given by : ∂ - f (a)=lim .
x→ a
-
x−a

d. If f is differentiable at a , then f is continuous at a .

e. If f is differentiable on an interval I , then f is continuous on I .

f. If f continuous and strictly monotonous on some interval I and is differentiable (derivable) at

x 0∈I and if f ' (x0 )≠0 , then f −1 is derivable (differentiable) at y 0 ∈J , where y 0=f (x 0)

−1 ' 1
and its derivative is given by : (f ) ( y 0 )= −1
.
f ' (f ( y 0 ))

Smoothness of a function, class Cn :

Let f : I →ℝ be a function. The smoothness of its graph, denoted by C f , is measured by the


existence of continuous derivatives of the function f . The more time a function is differentiable
(and the derivative is continuous) the more smooth its curve is.
0
f is of class C on I if f is continuous on I .
1
If f ' exists and it is continuous on I , then f is of class C on I .
2
If f ' ' exists and it is continuous on I , then f is of class C on I .
n
If f (n) exists and it is continuous on I for some n∈ℕ , then f is of class C on I .
n k
If f is of class C on I , then it is of class C ; ∀ k=0 ,1 , 2 ,..., n .

If f (n) , ∀ n∈ℕ exists, then f is of class C .

We also call it infinitely differentiable and C f is perfectly smooth or simply smooth.


Successive derivatives (Leibniz rule)
6

Let n∈ℕ . If f , g : I →ℝ are n times derivable. Then,


(n) (n ) (n)
(f +g) =f +g .

n n
(fg)(n) =∑ n f (k ) g(n−k)=∑ n f (n−k) g(k )
k=0 k
() k=0 k
() [ This is known as Leibniz rule ]

(k)
By convention, f (0)=f , g(0)=g , f denoted the k -th derivative of f .

n!
Where
(nk )= k ! (n−k )! is the binomial coefficient.

Local Extrema :

Definition :

x 0 is called a stationary point of f if f ' (x0 )=0

f has a local maximum (resp. a local miminum) at x 0 if there exists an open interval J
with x 0∈ J such that ∀ x ∈I ∩J , f ( x)≤f (x 0) (resp. f (x)≥f (x 0 ) )

f has a local extremum at x 0 if f has a local minimum or maximum at this point.

When we say f has a local maximum at x 0 it implies that f (x0 ) is the greatest value of
f ( x) for x sufficiently close to x 0 . We say f : I →ℝ has a global or absolute maximum
(resp. a global or absolute minimum) ar x 0 if for all values of f (x) , x ∈I we have
f ( x)≤f ( x 0 ) (resp. f (x)≥f ( x 0 ) ).

Obviously a global maximum (resp. un minimum) is a local maximum (resp. ocal minimum), but
the converse is not true.
7
Global maximum

Local minima Local maxima

Theorem (Local extrema)

Let f : I →ℝ be a function defined on I ( some open interval ) and x 0∈ I .

1. If f is derivable at x 0 and f has a local extremum at x 0 then f ' (x0 )=0


We can say that the local extrema is attained at
the stationary points.

Geometrically the tangent to the curve at the


point ( x 0, f (x 0 ) ) is horizontal.

2. If f is derivable at x 0 and f ' (x0 )=0


Moreover, f ' changes it sign in every
neighbourhood of x 0 then f has a local
extremum at x 0 .

Theorem (Rolle’s theorem)

Statement :

Let f be any function defined on some closed interval [ a , b ] such that

f is continuous on [ a , b ]
f differentiable on open interval ] a , b [
f (a)=f (b)

Then ∃c∈ ] a , b [ such that f ' (c)=0


8

Geometric interpretation :

There exists atleast one point on the graph of f (denoted by C f ) where the tangent is
horizontal.

Theorem : Mean Value Theorem (MVT)


( Le théorème des accroissement finis (TAF) in French )

Statement :

Let f be any function defined on some closed interval [ a , b ] such that

f is continuous on [ a , b ]
f differentiable on open interval ] a , b [

f (b)−f ( a)
Then ∃ c ∈ ] a , b [ such that f ' (c)= ( a≠b )
b−a

It is one of the most important results in Real Analysis.

Geometric interpretation :

Roughly for a planar curve (arc) between two end points,


there is atleast one point at which the tangent to the arc is
parallel to the secant line passing through those end points.
Theorem : Mean Value Inequality
( L’inégalité des accroissement finis (IAF) in French ) 9

Statement :

Let f be any function defined on some closed interval [ a , b ] ; a<b such that

f is continuous on [ a , b ]
f differentiable on open interval ] a , b [
∃ m and M ∈ ℝ / m≤f ' ≤M

f ( y )−f ( x)
Then ∀ x and y ∈ [ a , b ] with x < y , m≤ ≤M
y−x

Which is equivalent to saying if ∃M ∈ℝ / |f '|≤M , then

∀ x and y ∈ [ a , b ] with x≠ y , |f ( y)−f (x)


y −x |
≤M

Physical interpretation :

If the instantaneous speed of a vehicle cannot exceed 120 km / h, then neither can its average speed.

Theorem (Monotonicity of a derivable function)

Let f : I →ℝ de derivable. We have the following properties :

1. ∀ x ∈I , f '( x )=0 ⇔ f is constant on I .

2. ∀ x ∈I , f '( x )≥0 ⇔ f is increasing on I .

3. ∀ x ∈I , f ' (x )≤0 ⇔ f is decreasing on I .

4. ∀ x ∈I , f '( x )> 0 ⇒ f is st. increasing on I .

5. ∀ x ∈I , f '( x )< 0 ⇒ f is st. decreasing on I .

6. ∀ x ∈I , f '( x )≥0 and f ( x)=0 only at isolated points i.e. the set of points where f ( x)=0
is of empty interior (i.e. there is no trivial interval where f (x)=0 )
and elsewhere it is strictely positive. Then f is st. increasing on I .

7. ∀ x ∈I , f '( x )≤0 and f ( x)=0 only at isolated points i.e. the set of points where f ( x)=0
is of empty interior (i.e. there is no trivial interval where f (x)=0 ) and elsewhere it is always
negative. Then f is st. decreasing on I .

(6) and (7) can be resumed as if f ' keeps a constant sign on I and f (x)=0 only
at isolated points then f is st. monotonous on I .

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