Real Analysis 4

July 14, 2024

Limit :
Definition 1 : lim f (x) = g if for every ϵ > 0 there exists a δ > 0 such that
x→a
|f (x) − g| < ϵ whenever |x − a| < δ .
Definition 2 : lim f (x) = g if for every ϵ > 0 there exists a C>0 such that
x→∞
|f (x) − g| < ϵ whenever x > C .

Can you tell what would be the definition of lim f (x) = ∞ and lim f (x) = ∞
x→∞ x→a
??

Right Hand Limit : lim f (x) = g if for every ϵ > 0 there exists a δ > 0 such
x→a+
that |f (x) − g| < ϵ whenever 0 < x − a < δ .
Left Hand Limit : lim f (x) = g if for every ϵ > 0 there exists a δ > 0 such
x→a−
that |f (x) − g| < ϵ whenever −δ < x − a < 0 .

Prove that a function has a limit g as x → a , if and only if the RHL and
LHL both are equal to g ...

Few important Limits :

n n
(i) lim xex = 0, n > 0 or alternatively lim (logy)
y = 0, n > 0
x→∞ y→∞

0 |r| < 1

n
(ii) lim |r| = 1 |r| = 1
n→∞ 
∞ |r| > 1

(iii) lim (1 + x)1/x = e and lim (1 + x1 )x = e
x→0 x→∞
(iv) L’Hospital rule :
′
(a) lim fg(x)
(x)
= lim fg′ (x)
(x)
when f (x)
g(x) is in 0
0 or ∞
∞ form at x = a .
x→a x→a
(b) lim f (x)g(x)
= lim e (f (x)−1).g(x)
when f (x) is in 1∞ form at x = a .
g(x)
x→a x→a

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Continuity & Differentiability :
Continuity : A function f(x) is said to be continuous at x=a , if for any ϵ > 0
there exists a δ > 0 such that |f (x) − f (a)| < ϵ whenever |x − a| < δ .

Can you define right hand and left hand continuity ?

How to check continuity of a function ??

(i) If for a function f(x) , lim f (x) = f (a) = lim f (x) , then the function is
x→a+ x→a−
continuous at a .
(ii) To check continuity at a for a real function f(x), if we can find out two real
sequences {xn } and {yn } such that xn → a and yn → a as n → ∞ but both
{f (xn )} and {f (yn )} do not converge to f (a) , then f(x) is not continuous at a.

Differentiability : A function f(x) is said to be differentiable at a point a if

the limit lim f (a+h)−f
h
(a)
exists (that is, we need to check if the right hand and
h→0
left hand limit of this expression are same or not!)
f ′ (a) = lim f (a+h)−f
h
(a)
h→0

Q1. Prove that every differentiable function is continuous but the converse
is not true .
=⇒ Suppose f(x) is a function differentiable at a . Hence f ′ (a) = lim f (a+h)−f
h
(a)
h→0
exists .
Now f (a + h) − f (a) = f (a+h)−f
h
(a)
.h
f (a+h)−f (a)
=⇒ lim f (a + h) − f (a) = lim h .h
h→0 h→0
=⇒ lim f (a + h) − f (a) = f ′ (a).lim h = 0
h→0 h→0
=⇒ lim f (a + h) = f (a)
h→0
Hence, by the definition of continuity, the function is continuous at a.

Converse is not true, as if we take f (x) = |x| , this is continuous at 0 , but

not differentiable.

Rolle’s Theorem :
Suppose f(x) is a function,
(i) Continuous at [a,b]
(ii) Differentiable at (a,b)
(iii) f(a)=f(b)
Then there exists a c ∈ (a, b) such that f ′ (c) = 0 .

Lagrange’s Mean Value Theorem :

Suppose f(x) is a function,
(i) Continuous at [a,b]
(ii) Differentiable at (a,b)

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 f (b)−f (a)
Then there exists a c ∈ (a, b) such that f ′ (c) = b−a .

Q2. Prove that if f ′ (x) = 0 for all x , then f(x) is a constant function .
=⇒ Let us consider two points x1 ̸= x2 where the function is differentiable .
Hence f(x) is continuous at [x1 , x2 ] and differentiable at (x1 , x2 ) .
By Lagrange’s Mean value theorem , there exists c ∈ (x1 , x2 ) such that f (xx22)−f
−x1
(x1 )
=
f ′ (c) = 0
Hence, f (x2 ) = f (x1 ) for all x1 ̸= x2 .
We can thus conclude that f(x) is a constant function.

Q3. Prove that if a function f(x) is differentiable on a range D, then f(x) is

monotonically increasing if and only if f ′ (x) ≥ 0 ∀x ∈ D.
=⇒ First, we will prove that if the function is monotonically increasing, then
f ′ (x) ≥ 0 for all x .
f (x2 ) ≥ f (x1 ) whenever x2 > x1 .
Hence, f ′ (x) = lim f (x+h)−f
h
(x)
≥ 0 for all x .
h→0+
Next , we prove that if f ′ (x) ≥ 0 for all x then the function is monotonically
increasing .
By lagrange’s mean value theorem, for any two points x1 and x2 (x1 < x2 ) ,
there exist a c ∈ (x1 , x2 ) ,
f (x2 )−f (x1 )
x2 −x1 = f ′ (c) ≥ 0
Hence, f (x2 ) ≥ f (x1 ) for all x2 > x1
Hence, the function is monotonically increasing .

Two important theorems on continuity :

1. If a function f is continuous at an interior point c of an interval [a, b] and

f (c) ̸= 0,then ∃ a δ > 0, such that f(x) has the same sign as f(c) , for every
x ∈ (c − δ, c + δ) .
2. If a function f is continuous on a closed interval [a,b] and f(a) , f(b) are of
opposite signs, then there exists atleast one point c ∈ (a, b) such that f (c) = 0 .

Q4. If f is continuous on [a,b], and f (x) ∈ [a, b], for every x ∈ [a, b], then f
has a fixed point, i.e., there exists a point , c ∈ [a, b] such that f(c)=c

Taylor’s Theorem :
Let us consider a function f(x) which is continuous in the interval [a,a+h] n
times, and differentiable in (a,a+h) n times such that nth order derivative is
continuous in (a,a+h) .
Then this function can be expanded as –
2 n−1 n
f (x) = f (a) + (x − a)f ′ (a) + (x−a)
2! f ′′ (a) + .... + (x−a)
(n−1)! f
n−1
(a) + (x−a)
n! f n (c)
, where x ∈ (a, a + h) and c is some number between a and x .

Q5. If f ′ (a) = f ′′ (a) = f ′′′ (a) = 0 but f IV (a) > 0 and f IV (x) is continu-

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ous at x=a , then show that f(a) is local minimum.
Q6. Let f(0)=0, Show that lim f (h)+f
h2
(−h)
= f ′′ (0)
h→0
Q7. Let g be a function (continuous) with g(1)=1 such that g(x+y)=5g(x)g(y)
. Find g(x).

Function of Several Variables :

In this part, we will only work with functions of two variables .
A function z = f (x, y) is defined on D ∈ R2 .

The limit : lim f (x, y) = l means for every ϵ > 0, there corresponds a
(x,y)→(a,b)
δ > 0 such that |f (x, y) − l| < ϵ whenever (x − a)2 + (y − b)2 < δ
How to show that limit does not exist ? If you can choose two paths y = m1 (x)
and y = m2 (x) such that (x, m1 (x)) and (x, m2 (x)) both tend to (a, b) , but
f (x, m1 (x)) and f (x, m2 (x)) do not tend to the same limit.

Iterated Limits : If we set y as constant and take limit on x , then take limit
on y, that is represented as lim lim f (x, y) . Similarly , we can also define
y→0x→0
lim lim f (x, y) .
y→0x→0

Q8. Give an example where iterated limit exists but actual limit does not
exist and vice versa!

Partial Derivatives :
For a function f(x,y) the partial derivative with respect to x at (a,b) is defined as

f (a + h, b) − f (a, b)
fx (a, b) = lim
h→0 h
Similarly, one can define the partial derivative with respect to y.

Differentiability :
Let f(x,y) be a function on D.
Consider the increment δf = f (x + h, y + k) − f (x, y)
δf = hfx + kfy + hϕ(h, k) + kψ(h, k)
If ϕ(h, k) and ψ(h, k) tend to 0 as (h,k) tends to 0 , then the function is differ-
entiable at (x,y) .