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Limits MATH1010 University Mathematics Department of Mathematics The Chinese University of Hong Kong MATH1010 University Mathematics

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Page 1: MATH1010 University Mathematics - math.cuhk.edu.hk · PDF filefrom the set of positive integers Z+ = f1;2;3;:::gto the set of real numbers R. Example (Sequences) ... MATH1010 University

Limits

MATH1010 University Mathematics

Department of MathematicsThe Chinese University of Hong Kong

MATH1010 University Mathematics

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Limits

1 LimitsSequences

Limits of sequencesSqueeze theoremMonotone convergence theorem

Limits and Continuity

Limits of functionsExponential, logarithmic and trigonometric functionsContinuity of functions

MATH1010 University Mathematics

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LimitsSequencesLimits and Continuity

Definition (Infinite sequence of real numbers)

An infinite sequence of real numbers is defined by a functionfrom the set of positive integers Z+ = {1, 2, 3, . . . } to the set ofreal numbers R.

Example (Sequences)

Arithmetic sequence: an = 3n+ 4; 7, 10, 13, 16 . . .

Geometric sequence: an = 3 · 2n; 6, 12, 24, 48 . . .

Fibonacci’s sequence:

Fn =1√5

((1 +√5

2

)n

(1−√5

2

)n);

1, 1, 2, 3, 5, 8, 13, . . .

MATH1010 University Mathematics

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LimitsSequencesLimits and Continuity

Definition (Limit of sequence)

1 Suppose there exists real number L such that for any ε > 0, thereexists N ∈ N such that for any n > N , we have |an − L| < ε. Thenwe say that an is convergent, or an converges to L, and write

limn→∞

an = L.

Otherwise we say that an is divergent.

2 Suppose for any M > 0, there exists N ∈ N such that for anyn > N , we have an > M . Then we say that an tends to +∞ as ntends to infinity, and write

limn→∞

an = +∞.

We define an tends to −∞ in a similar way. Note that an isdivergent if it tends to ±∞.

MATH1010 University Mathematics

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LimitsSequencesLimits and Continuity

Example (Intuitive meaning of limits of infinite sequences)

an First few terms Limit

1

n21,

1

4,1

9,1

16, . . . 0

n

n+ 1

1

2,2

3,3

4,4

5, . . . 1

(−1)n+1 1,−1, 1,−1, . . . does not exist

2n 2, 4, 6, 8, . . . does not exist/+∞(1 +

1

n

)n

2,9

4,64

27,625

256, . . . e ≈ 2.71828

Fn+1

Fn1, 2,

3

2,5

3, . . .

1 +√5

2≈ 1.61803

MATH1010 University Mathematics

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LimitsSequencesLimits and Continuity

Definition (Monotonic sequence)

1 We say that an is monotonic increasing (decreasing) if forany m < n, we have am ≤ an (am ≥ an). We say that an ismonotonic if an is either monotonic increasing or monotonicdecreasing.

2 We say that an is strictly increasing (decreasing) if for anym < n, we have am < an (am > an).

Definition (Bounded sequence)

We say that an is bounded if there exists real number M suchthat |an| < M for any n ∈ N.

MATH1010 University Mathematics

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LimitsSequencesLimits and Continuity

Example (Bounded and monotonic sequence)

an Terms Bounded MonotonicConvergent

(Limit)

1

n21,

1

4,1

9,1

16, . . . X X X (0)

1− (−1)n

n2,

1

2,4

3,3

4, . . . X × X (1)

n2 1, 4, 9, 16, . . . × X ×1− (−1)n 2, 0, 2, 0, . . . X × ×(−1)nn −1, 2,−3, 4, . . . × × ×

MATH1010 University Mathematics

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LimitsSequencesLimits and Continuity

Theorem

If an is convergent, then an is bounded.

Convergent⇒ Bounded

Note that the converse of the above statement is not correct.

Bounded 6⇒ Convergent

The following theorem is very important and we will discuss it indetails later.

Theorem (Monotone convergence theorem)

If an is bounded and monotonic, then an is convergent.

Bounded and Monotonic⇒ Convergent

MATH1010 University Mathematics

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LimitsSequencesLimits and Continuity

Exercise (True or False)

Suppose limn→∞

an = a and limn→∞

bn = b. Then

limn→∞

(an ± bn) = a± b.

Answer: T

MATH1010 University Mathematics

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LimitsSequencesLimits and Continuity

Exercise (True or False)

Suppose limn→∞

an = a and c is a real number. Then

limn→∞

can = ca.

Answer: T

MATH1010 University Mathematics

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LimitsSequencesLimits and Continuity

Exercise (True or False)

If limn→∞

an = a and limn→∞

bn = b, then

limn→∞

anbn = ab.

Answer: T

MATH1010 University Mathematics

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LimitsSequencesLimits and Continuity

Exercise (True or False)

If limn→∞

an = a and limn→∞

bn = b, then

limn→∞

anbn

=a

b.

Answer: F

MATH1010 University Mathematics

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LimitsSequencesLimits and Continuity

Exercise (True or False)

If limn→∞

an = a and limn→∞

bn = b 6= 0, then

limn→∞

anbn

=a

b.

Answer: T

MATH1010 University Mathematics

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LimitsSequencesLimits and Continuity

Exercise (True or False)

If limn→∞

an = 0, then

limn→∞

anbn = 0.

Answer: F

Example

For an =1

nand bn = n, we have lim

n→∞an = 0 but

limn→∞

anbn = limn→∞

1

n· n = lim

n→∞1 = 1 6= 0.

MATH1010 University Mathematics

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LimitsSequencesLimits and Continuity

Exercise (True or False)

If limn→∞

an = 0 and bn is convergent, then

limn→∞

anbn = 0.

Answer: T

Proof.

limn→∞

anbn = limn→∞

an limn→∞

bn

= 0

MATH1010 University Mathematics

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LimitsSequencesLimits and Continuity

Exercise (True or False)

If limn→∞

an = 0 and bn is bounded, then

limn→∞

anbn = 0.

Answer: TCaution! The previous proof does not work.

MATH1010 University Mathematics

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LimitsSequencesLimits and Continuity

Exercise (True or False)

If a2n is convergent, then an is convergent.

Answer: F

Example

For an = (−1)n, a2n converges to 1 but an is divergent.

MATH1010 University Mathematics

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LimitsSequencesLimits and Continuity

Exercise (True or False)

If an is convergent, then |an| is convergent.

Answer: T

MATH1010 University Mathematics

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LimitsSequencesLimits and Continuity

Exercise (True or False)

If |an| is convergent, then an is convergent.

Answer: F

MATH1010 University Mathematics

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Exercise (True or False)

If an and bn are divergent, then an + bn is divergent.

Answer: F

Example

The sequences an = n and bn = −n are divergent but an + bn = 0converges to 0.

MATH1010 University Mathematics

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LimitsSequencesLimits and Continuity

Exercise (True or False)

If limn→∞

bn = +∞, then

limn→∞

anbn

= 0.

Answer: F

Example

For an = n2 and bn = n, we have limn→∞

bn = +∞ but

anbn

=n2

n= n is divergent.

MATH1010 University Mathematics

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LimitsSequencesLimits and Continuity

Exercise (True or False)

If an is convergent and limn→∞

bn = ±∞, then

limn→∞

anbn

= 0.

Answer: T

MATH1010 University Mathematics

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LimitsSequencesLimits and Continuity

Exercise (True or False)

If an is bounded and limn→∞

bn = ±∞, then

limn→∞

anbn

= 0.

Answer: T

MATH1010 University Mathematics

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LimitsSequencesLimits and Continuity

Exercise (True or False)

Suppose an is bounded. Suppose bn is a sequence and there existsN such that bn = an for any n > N . Then bn is bounded.

Answer: T

MATH1010 University Mathematics

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LimitsSequencesLimits and Continuity

Exercise (True or False)

Suppose limn→∞

an = a. Suppose bn is a sequence and there exists

N such that bn = an for any n > N . Then

limn→∞

bn = a.

Answer: T

MATH1010 University Mathematics

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Exercise (True or False)

Suppose an and bn are convergent sequences such that an < bn forany n. Then

limn→∞

an < limn→∞

bn.

Answer: F

Example

The sequences an = 0 and bn =1

nsatisfy an < bn for any n.

Howeverlimn→∞

an 6< limn→∞

bn

because both of them are 0.

MATH1010 University Mathematics

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Exercise (True or False)

Suppose an and bn are convergent sequences such that an ≤ bn forany n. Then

limn→∞

an ≤ limn→∞

bn.

Answer: T

MATH1010 University Mathematics

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Exercise (True or False)

If limn→∞

an = a, then

limn→∞

a2n = limn→∞

a2n+1 = a.

Answer: T

MATH1010 University Mathematics

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Exercise (True or False)

If limn→∞

a2n = limn→∞

a2n+1 = a, then

limn→∞

an = a.

Answer: T

MATH1010 University Mathematics

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Exercise (True or False)

If an is convergent, then

limn→∞

(an+1 − an) = 0.

Answer: T

MATH1010 University Mathematics

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Exercise (True or False)

If limn→∞

(an+1 − an) = 0, then an is convergent.

Answer: F

Example

Let an =√n. Then lim

n→∞(an+1 − an) = 0 and an is divergent.

MATH1010 University Mathematics

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Exercise (True or False)

If limn→∞

(an+1 − an) = 0 and an is bounded, then an is convergent.

Answer: F

Example

0,1

2, 1,

2

3,1

3, 0,

1

4,2

4,3

4, 1,

4

5,3

5,2

5,1

5, 0,

1

6,2

6, . . .

MATH1010 University Mathematics

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LimitsSequencesLimits and Continuity

Example

Let a > 0 be a positive real number.

limn→∞

an =

+∞, if a > 1

1, if a = 1

0, if 0 < a < 1

.

MATH1010 University Mathematics

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LimitsSequencesLimits and Continuity

Example

limn→∞

2n− 5

3n+ 1= lim

n→∞

2− 5n

3 + 1n

=2− 0

3 + 0

=2

3

MATH1010 University Mathematics

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LimitsSequencesLimits and Continuity

Example

limn→∞

n3 − 2n+ 7

4n3 + 5n2 − 3= lim

n→∞

1− 2n2 + 7

n3

4 + 5n −

3n3

=1

4

MATH1010 University Mathematics

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LimitsSequencesLimits and Continuity

Example

limn→∞

3n−√4n2 + 1

3n+√9n2 + 1

= limn→∞

3−√4n2+1n

3 +√9n2+1n

= limn→∞

3−√

4 + 1n2

3 +√

9 + 1n2

=1

6

MATH1010 University Mathematics

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LimitsSequencesLimits and Continuity

Example

limn→∞

(n−√n2 − 4n+ 1)

= limn→∞

(n−√n2 − 4n+ 1)(n+

√n2 − 4n+ 1)

n+√n2 − 4n+ 1

= limn→∞

n2 − (n2 − 4n+ 1)

n+√n2 − 4n+ 1

= limn→∞

4n− 1

n+√n2 − 4n+ 1

= limn→∞

4− 1n

1 +√1− 4

n + 1n2

= 2

MATH1010 University Mathematics

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LimitsSequencesLimits and Continuity

Example

limn→∞

ln(n4 + 1)

ln(n3 + 1)= lim

n→∞

ln(n4(1 + 1n4 ))

ln(n3(1 + 1n3 ))

= limn→∞

lnn4 + ln(1 + 1n4 )

lnn3 + ln(1 + 1n3 )

= limn→∞

4 lnn+ ln(1 + 1n4 )

3 lnn+ ln(1 + 1n3 )

= limn→∞

4 +ln(1+ 1

n4 )

lnn

3 +ln(1+ 1

n3 )

lnn

=4

3

MATH1010 University Mathematics

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LimitsSequencesLimits and Continuity

Theorem (Squeeze theorem)

Suppose an, bn, cn are sequences such that an ≤ bn ≤ cn for any nand lim

n→∞an = lim

n→∞cn = L. Then bn is convergent and

limn→∞

bn = L.

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LimitsSequencesLimits and Continuity

Theorem

If an is bounded and limn→∞

bn = 0, then limn→∞

anbn = 0.

Proof.

Since an is bounded, there exists M such that −M < an < M for any n.Thus

−M |bn| < anbn < M |bn|

for any n. Now

limn→∞

(−M |bn|) = limn→∞

M |bn| = 0.

Therefore by squeeze theorem, we have

limn→∞

anbn = 0.

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Example

Find limn→∞

√n+ (−1)n√n− (−1)n

.

Solution

Since (−1)n is bounded and limn→∞

1√n= 0, we have

limn→∞

(−1)n√n

= 0 and therefore

limn→∞

√n+ (−1)n√n− (−1)n

= limn→∞

1 + (−1)n√n

1− (−1)n√n

= 1

MATH1010 University Mathematics

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Example

Show that limn→∞

2n

n!= 0.

Proof.

Observe that for any n ≥ 3,

0 <2n

n!= 2

(2

2· 23· 24· · · 2

n− 1

)2

n≤ 2 · 2

n=

4

n

and limn→∞

4

n= 0. By squeeze theorem, we have

limn→∞

2n

n!= 0.

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Theorem (Monotone convergence theorem)

If an is bounded and monotonic, then an is convergent.

Bounded and Monotonic⇒ Convergent

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Example

Let an be the sequence defined by the recursive relation{an+1 =

√an + 1 for n ≥ 1

a1 = 1.

Find limn→∞

an.

n an1 1

2 1.414213562

3 1.553773974

4 1.598053182

5 1.611847754

10 1.618016542

15 1.618033940

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Solution

Suppose limn→∞

an = a. Then limn→∞

an+1 = a and thus

a =√a+ 1

a2 = a+ 1

a2 − a− 1 = 0

By solving the quadratic equation, we have

a =1 +√5

2or

1−√5

2.

It is obvious that a > 0. Therefore

a =1 +√5

2≈ 1.6180339887

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Solution

The above solution is not complete. The solution is valid only afterwe have proved that lim

n→∞an exists and is positive. This can be

done by using monotone convergent theorem. We are going toshow that an is bounded and monotonic.BoundednessWe prove that 1 ≤ an < 2 for all n ≥ 1 by induction.(Base case) When n = 1, we have a1 = 1 and 1 ≤ a1 < 2.(Induction step) Assume that 1 ≤ ak < 2. Then

ak+1 =√ak + 1 ≥

√1 + 1 > 1

ak+1 =√ak + 1 <

√2 + 1 < 2

Thus 1 ≤ an < 2 for any n ≥ 1 which implies that an is bounded.

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Solution

MonotonicityWe prove that an+1 > an for any n ≥ 1 by induction.(Base case) When n = 1, a1 = 1, a2 =

√2 and thus a2 > a1.

(Induction step) Assume that

ak+1 > ak (Induction hypothesis).

Then

ak+2 =√ak+1 + 1 >

√ak + 1 (by induction hypothesis)

= ak+1

This completes the induction step and thus an is strictly increasing.We have proved that an is bounded and strictly increasing. Therefore anis convergent by monotone convergence theorem. Since an ≥ 1 for anyn, we have lim

n→∞an ≥ 1 is positive.

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Example

Let an =Fn+1

Fnwhere Fn is the Fibonacci’s sequence defined by{

Fn+2 = Fn+1 + Fn

F1 = F2 = 1.

Find limn→∞

an.

n an1 12 23 1.54 1.6666666665 1.610 1.61818181815 1.61803278720 1.618033999

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Theorem

For any n ≥ 1,

1 Fn+2Fn − F 2n+1 = (−1)n+1

2 Fn+3Fn − Fn+2Fn+1 = (−1)n+1

Proof

1 When n = 1, we have F3F1 − F 22 = 2 · 1− 12 = 1 = (−1)2. Assume

Fk+2Fk − F 2k+1 = (−1)k+1.

Then

Fk+3Fk+1 − F 2k+2 = (Fk+2 + Fk+1)Fk+1 − F 2

k+2

= Fk+2(Fk+1 − Fk+2) + F 2k+1

= −Fk+2Fk + F 2k+1

= (−1)k+2 (by induction hypothesis)

Therefore Fn+2Fn − F 2n+1 = (−1)n+1 for any n ≥ 1.

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Proof.

The proof for the second statement is basically the same. Whenn = 1, we have F4F1 − F3F2 = 3 · 1− 2 · 1 = 1 = (−1)2. Assume

Fk+3Fk − Fk+2Fk+1 = (−1)k+1.

Then

Fk+4Fk+1 − Fk+3Fk+2 = (Fk+3 + Fk+2)Fk+1 − Fk+3Fk+2

= Fk+3(Fk+1 − Fk+2) + Fk+2Fk+1

= −Fk+3Fk + Fk+2Fk+1

= −(−1)k+1 (by induction hypothesis)

= (−1)k+2

Therefore Fn+3Fn − Fn+2Fn+1 = (−1)n+1 for any n ≥ 1.

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Theorem

Let an =Fn+1

Fn.

1 The sequence a1, a3, a5, a7, · · · , is strictly increasing.

2 The sequence a2, a4, a6, a8, · · · , is strictly decreasing.

Proof.

For any k ≥ 1, we have

a2k+1 − a2k−1 =F2k+2

F2k+1− F2k

F2k−1=F2k+2F2k−1 − F2k+1F2k

F2k+1F2k−1

=(−1)2k

F2k+1F2k−1=

1

F2k+1F2k−1> 0

Therefore a1, a3, a5, a7, · · · , is strictly increasing. The second statementcan be proved in a similar way.

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Theorem

limk→∞

(a2k+1 − a2k) = 0

Proof.

For any k ≥ 1,

a2k+1 − a2k =F2k+2

F2k+1− F2k+1

F2k

=F2k+2F2k − F 2

2k+1

F2k+1F2k=

1

F2k+1F2k

Therefore

limk→∞

(a2k+1 − a2k) = limk→∞

1

F2k+1F2k= 0.

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Theorem

limn→∞

Fn+1

Fn=

1 +√5

2

Proof

First we prove that an = Fn+1

Fnis convergent.

an is bounded. (1 ≤ an ≤ 2 for any n.)a2k+1 and a2k are convergent. (They are bounded and monotonic.)

limk→∞

(a2k+1 − a2k) = 0⇒ limk→∞

a2k+1 = limk→∞

a2k

It follows that an is convergent and

limn→∞

an = limk→∞

a2k+1 = limk→∞

a2k.

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Proof.

To evaluate the limit, suppose limn→∞

Fn+1

Fn= L. Then

L = limn→∞

Fn+2

Fn+1= lim

n→∞

Fn+1 + Fn

Fn+1= lim

n→∞

(1 +

Fn

Fn+1

)= 1 +

1

L

L2 − L− 1 = 0

By solving the quadratic equation, we have

L =1 +√5

2or

1−√5

2.

We must have L ≥ 1 since an ≥ 1 for any n. Therefore

L =1 +√5

2.

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Remarks

The limit can be calculate directly using the formula

Fn =αn − βn

α− β

=1√5

((1 +√5

2

)n

(1−√5

2

)n)

where

α =1 +√5

2, β =

1−√5

2

are the roots of the quadratic equation

x2 − x− 1 = 0.

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Theorem

Let

an =

(1 +

1

n

)n

bn =

n∑k=0

1

k!= 1 + 1 +

1

2!+

1

3!+ · · ·+ 1

n!

Then

1 an < bn for any n > 1.

2 an and bn are convergent and

limn→∞

an = limn→∞

bn

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an =

(1 +

1

n

)n

bn =

n∑k=0

1

k!= 1 + 1 +

1

2!+

1

3!+ · · ·+ 1

n!

n an bn1 2 25 2.48832 2.71666666666610 2.593742 2.718281801146100 2.704813 2.718281828459

100000 2.718268 2.718281828459

The limit of the two sequences is the important Euler’s number

e ≈ 2.71828 18284 59045 23536 . . . .

which is also known as the Napier’s constant.

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Definition (Convergence of infinite series)

We say that an infinite series

∞∑k=1

ak = a1 + a2 + a3 + · · ·

is convergent if the sequence of partial sums

sn =n∑

k=1

ak = a1 + a2 + a3 + · · ·+ an is convergent. If the infinite series is

convergent, then we define

∞∑k=1

ak = limn→∞

sn = limn→∞

n∑k=1

ak.

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Definition (Function)

A real valued function on a subset D ⊂ R is a real value f(x)assigned to each of the values x ∈ D. The set D is called thedomain of the function.

Given an expression f(x) in x, the domain D is understood to betaken as the set of all real numbers x such that f(x) is defined.This is called the maximum domain of definition of f(x).

Definition (Graph of function)

Let f(x) is a real valued function. The graph of f(x) is the set

{(x, y) ∈ R2 : y = f(x)}.

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Definition

Let f(x) be a real valued function and D be its domain. We saythat f(x) is

1 injective if for any x1, x2 ∈ D with x1 6= x2, we havef(x1) 6= f(x2).

2 surjective if for any real number y ∈ R, there exists x ∈ Dsuch that f(x) = y.

3 bijective if f(x) is both injective and surjective.

Definition

Let f(x) be a real valued function. We say that f(x) is

1 even if f(−x) = f(x) for any x.

2 odd if f(−x) = −f(x) for any x.

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Example

f(x) Domain Injective Surjective Bijective Even Odd

2x− 3 R X X X × ×x3 − 2x2 R × X × × ×

1

xx 6= 0 X × × × X

4x

x2 + 1R × × × × X

x

x2 − 1x 6= ±1 × X × × X

x2 − 1

x2x 6= 0 × X × X ×

√4− x2 −2 ≤ x ≤ 2 × × × X ×1√x+ 4

x > −4 X × × × ×

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Definition (Limit of function)

Let f(x) be a real valued function.

1 We say that a real number l is a limit of f(x) at x = a if for any ε > 0,there exists δ > 0 such that

if 0 < |x− a| < δ, then |f(x)− l| < ε

and writelimx→a

f(x) = l.

2 We say that a real number l is a limit of f(x) at +∞ if for any ε > 0,there exists R > 0 such that

if x > R, then |f(x)− l| < ε

and writelim

x→+∞f(x) = l.

The limit of f(x) at −∞ is defined similarly.

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1 Note that for the limit of f(x) at x = a to exist, f(x) maynot be defined at x = a and even if f(a) is defined, the valueof f(a) does not affect the value of lim

x→af(x).

2 The limit of f(x) at x = a may not exist. However the limit isunique if it exists.

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limx→a

f(x) = l

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limx→a

f(x)

does not exist

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Theorem (Sequential criterion for limits of functions)

Let f(x) be a real valued function. Then

limx→a

f(x) = l

if and only if for any sequence xn of real numbers with limn→∞

xn = a, we

havelimn→∞

f(xn) = l.

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Theorem

Let f(x), g(x) be functions such that limx→a

f(x), limx→a

g(x) exist and

c be a real number. Then

1 limx→a

(f(x) + g(x)) = limx→a

f(x) + limx→a

g(x)

2 limx→a

cf(x) = c limx→a

f(x)

3 limx→a

f(x)g(x) = limx→a

f(x) limx→a

g(x)

4 limx→a

f(x)

g(x)=

limx→a

f(x)

limx→a

g(x)if lim

x→ag(x) 6= 0.

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Theorem

Let f(u) be a function of u and u = g(x) be a function of x.Suppose

1 limx→a

g(x) = b ∈ [−∞,+∞]

2 limu→b

f(u) = l

3 g(x) 6= b when x 6= a or f(b) = l.

Thenlimx→a

f ◦ g(x) = l.

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Example

1. limx→+∞

6x3 + 2x2 − 5

2x3 − 3x+ 1= lim

x→+∞

6 + 2x −

5x3

2− 3x2 + 1

x3

= limy→0

6 + 2y − 5y3

2− 3y + y3

= 3

2. limn→∞

(1 +

1

n2

)n2

= limm→∞

(1 +

1

m

)m

= e

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Theorem (Squeeze theorem)

Let f(x), g(x), h(x) be real valued functions. Suppose

1 f(x) ≤ g(x) ≤ h(x) for any x 6= a on a neighborhood of a, and

2 limx→a

f(x) = limx→a

h(x) = l.

Then the limit of g(x) at x = a exists and limx→a

g(x) = l.

Theorem

Suppose

1 f(x) is bounded, and

2 limx→a

g(x) = 0

Then limx→a

f(x)g(x) = 0.

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Definition (Exponential function)

The exponential function is defined for real number x ∈ R by

ex = limn→∞

(1 +

x

n

)n= 1 + x+

x2

2!+x3

3!+x4

4!+ · · ·

1 It can be proved that the two limits in the definition exist andconverge to the same value for any real number x.

2 ex is just a notation for the exponential function. One shouldnot interpret it as ‘e to the power x’.

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Theorem

For any x, y ∈ R, we have

ex+y = exey.

Caution! One cannot use law of indices to prove the above identity.It is because ex is just a notation for the exponential function andit does not mean ‘e to the power x’. In fact we have not definedwhat ax means when x is a real number which is not rational.

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Theorem

1 ex > 0 for any real number x.

2 ex is strictly increasing.

Proof.

1 For any x > 0, we have ex > 1 + x > 1. If x < 0, then

exe−x = ex+(−x) = e0 = 1

ex =1

e−x> 0

since e−x > 1. Therefore ex > 0 for any x ∈ R.

2 Let x, y be real numbers with x < y. Then y − x > 0 which impliesey−x > 1. Therefore

ey = ex+(y−x) = exey−x > ex.

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Definition (Logarithmic function)

The logarithmic function is the function ln : R+ → R defined forx > 0 by

y = lnx if ey = x.

In other words, lnx is the inverse function of ex.

It can be proved that for any x > 0, there exists unique realnumber y such that ey = x.

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Theorem

1 lnxy = lnx+ ln y

2 lnx

y= lnx− ln y

3 lnxn = n lnx for any integer n ∈ Z.

Proof.

1 Let u = lnx and v = ln y. Then x = eu, y = ev and we have

xy = euev = eu+v = elnx+ln y

which means lnxy = lnx+ ln y.

Other parts can be proved similarly.

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Definition (Cosine and sine functions)

The cosine and sine functions are defined for real number x ∈ Rby the infinite series

cosx = 1− x2

2!+x4

4!− x6

6!+ · · ·

sinx = x− x3

3!+x5

5!− x7

7!+ · · ·

1 When the sine and cosine are interpreted as trigonometricratios, the angles are measured in radian. (1800 = π)

2 The series for cosine and sine are convergent for any realnumber x ∈ R.

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There are four more trigonometric functions namely tangent, cotangent,secant and cosecant functions. All of them are defined in terms of sineand cosine.

Definition (Trigonometric functions)

tanx =sinx

cosx, for x 6= 2k + 1

2π, k ∈ Z

cotx =cosx

sinx, for x 6= kπ, k ∈ Z

secx =1

cosx, for x 6= 2k + 1

2π, k ∈ Z

cscx =1

sinx, for x 6= kπ, k ∈ Z

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Theorem (Trigonometric identities)

1 cos2 x+ sin2 x = 1; sec2 x− tan2 x = 1; csc2 x− cot2 x = 1

2 cos(x± y) = cosx cos y ∓ sinx sin y;

sin(x± y) = sinx cos y ± cosx sin y;

tan(x± y) =tanx± tan y

1∓ tanx tan y

3 cos 2x = cos2 x− sin2 x = 2 cos2 x− 1 = 1− 2 sin2 x;

sin 2x = 2 sinx cosx;

tan 2x =2 tanx

1− tan2 x

4 2 cosx cos y = cos(x+ y) + cos(x− y)

2 cosx sin y = sin(x+ y)− sin(x− y)2 sinx sin y = cos(x− y)− cos(x+ y)

5 cosx+ cos y = 2 cos(

x+y2

)cos(

x−y2

)cosx− cos y = −2 sin

(x+y2

)sin(

x−y2

)sinx+ sin y = 2 sin

(x+y2

)cos(

x−y2

)sinx− sin y = 2 cos

(x+y2

)sin(

x−y2

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Definition (Hyperbolic function)

The hyperbolic functions are defined for x ∈ R by

coshx =ex + e−x

2= 1 +

x2

2!+x4

4!+x6

6!+ · · ·

sinhx =ex − e−x

2= x+

x3

3!+x5

5!+x7

7!+ · · ·

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Theorem (Hyperbolic identities)

1 cosh2 x− sinh2 x = 1

2 cosh(x+ y) = coshx cosh y + sinhx sinh ysinh(x+ y) = sinhx cosh y + coshx sinh y

3 cosh 2x = cosh2 x+ sinh2 x = 2 cosh2 x− 1 = 1 + 2 sinh2 x;

sinh 2x = 2 sinhx coshx

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Theorem

1 limx→0

ex − 1

x= 1

2 limx→0

ln(1 + x)

x= 1

3 limx→0

sinx

x= 1

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Proof. limx→0

ex − 1

x= 1.

For any −1 < x < 1 with x 6= 0, we have

ex − 1

x= 1 +

x

2!+x2

3!+x3

4!+x4

5!+ · · ·

≤ 1 +x

2+

(x2

4+x2

8+x2

16+ · · ·

)= 1 +

x

2+x2

2

ex − 1

x= 1 +

x

2!+x2

3!+x3

4!+ · · ·

≥ 1 +x

2−(x2

4+x2

8+x2

16+ · · ·

)= 1 +

x

2− x2

2

and limx→0

(1+x

2+x2

2) = lim

x→0(1+

x

2− x2

2) = 1. Therefore lim

x→0

ex − 1

x= 1.

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Figure: limx→0

ex − 1

x= 1

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Proof. limx→0

ln(1 + x)

x= 1.

Let y = ln(1 + x). Then

ey = 1 + x

x = ey − 1

and x→ 0 as y → 0. We have

limx→0

ln(1 + x)

x= lim

y→0

y

ey − 1

= 1

Note that the first part implies limy→0

(ey − 1) = 0.

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Proof. limx→0

sinx

x= 1.

Note thatsinx

x= 1− x2

3!+x4

5!− x6

7!+x8

9!− x10

11!+ · · · .

For any −1 < x < 1 with x 6= 0, we have

sinx

x= 1−

(x2

3!− x4

5!

)−(x6

7!− x8

9!

)− · · · ≤ 1

sinx

x= 1− x2

6+

(x4

5!− x6

7!

)+

(x8

9!− x10

11!

)+ · · · ≥ 1− x2

6

and limx→0

1 = limx→0

(1− x2

6) = 1. Therefore

limx→0

sinx

x= 1.

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Figure: limx→0

sinx

x= 1

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Theorem

Let k be a positive integer.

1 limx→+∞

xk

ex= 0

2 limx→+∞

(lnx)k

x= 0

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Proof.

1 For any x > 0,

ex = 1 + x+x2

2!+

x3

3!+ · · · >

xk+1

(k + 1)!

and thus

0 <xk

ex<

(k + 1)!

x.

Moreover limx→∞

(k + 1)!

x= 0. Therefore

limx→+∞

xk

ex= 0.

2 Let x = ey . Then x→ +∞ as y → +∞ and lnx = y. We have

limx→+∞

(lnx)k

x= lim

y→+∞

yk

ey= 0.

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Example

1. limx→4

x2 − 16√x− 2

= limx→4

(x− 4)(x+ 4)(√x+ 2)

(√x− 2)(

√x+ 2)

= limx→4

(x− 4)(x+ 4)(√x+ 2)

x− 4

= limx→4

(x+ 4)(√x+ 2) = 32

2. limx→+∞

3e2x + ex − x4

4e2x − 5ex + 2x4= lim

x→+∞

3 + e−x − x4e−2x

4− 5e−x + 2x4e−2x=

3

4

3. limx→+∞

ln(2e4x + x3)

ln(3e2x + 4x5)= lim

x→+∞

4x+ ln(2 + x3e−4x)

2x+ ln(3 + 4x5e−2x)

= limx→+∞

4 +ln(2+x3e−4x)

x

2 +ln(3+4x5e−2x)

x

= 2

4. limx→−∞

(x+√x2 − 2x) = lim

x→−∞

(x+√x2 − 2x)(x−

√x2 − 2x)

x−√x2 − 2x

= limx→−∞

2x

x−√x2 − 2x

= limx→−∞

2

1 +√

1− 2x

= 1

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Example

5. limx→0

sin 6x− sinx

sin 4x− sin 3x= lim

x→0

6 sin 6x6x

− sin xx

4 sin 4x4x

− 3 sin 3x3x

=6− 1

4− 3= 5

6. limx→0

1− cosx

x tanx= lim

x→0

(1− cosx)(1 + cosx)

x sin xcos x

(1 + cosx)

= limx→0

(1− cos2 x) cosx

x sinx(1 + cosx)

= limx→0

(sinx

x

)cosx

1 + cosx=

1

2

7. limx→0

e2x − 1

ln(1 + 3x)= lim

x→0

2

3·e2x − 1

2x·

3x

ln(1 + 3x)=

2

3

8. limx→0

x ln(1 + sinx)

1−√cosx

= limx→0

x(1 +√cosx)(1 + cosx) ln(1 + sinx)

1− cos2 x

= limx→0

x

sinx·ln(1 + sinx)

sinx(1 +

√cosx)(1 + cosx)

= 4

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Definition (Continuity)

Let f(x) be a real valued function. We say that f(x) is continuous atx = a if

limx→a

f(x) = f(a).

In other words, f(x) is continuous at x = a if for any ε > 0, there existsδ > 0 such that

if |x− a| < δ, then |f(x)− f(a)| < ε.

We say that f(x) is continuous on an interval in R if f(x) is continuousat every point on the interval.

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Theorem

Let g(u) be a function in u and u = f(x) be a function in x.Suppose g(u) is continuous and the limit of f(x) at x = a exists.Then

limx→a

(g ◦ f)(x)) = limx→a

g(f(x)) = g(limx→a

f(x)).

xf−−→ u = f(x)

g−−→ (g ◦ f)(x) = g(u) = g(f(x))

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Theorem

1 For any non-negative integer n, f(x) = xn is continuous on R.2 The functions ex, cosx, sinx are continuous on R.3 The logarithmic function lnx is continuous on R+.

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Theorem

Suppose f(x), g(x) are continuous functions and c is a realnumber. Then the following functions are continuous.

1 f(x) + g(x)

2 cf(x)

3 f(x)g(x)

4f(x)

g(x)at the points where g(x) 6= 0.

5 f ◦ g(x)

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Definition

The absolute value of x ∈ R is defined by

|x| =

{−x, if x < 0

x, if x ≥ 0

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Example (Piecewise defined function)

a 1 5

limx→a−

f(x) 3 2

limx→a+

f(x) 0 2

limx→a

f(x) does not exist 2

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Example

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Theorem

A function f(x) is continuous at x = a if

limx→a+

f(x) = limx→a−

f(x) = f(a).

The theorem is usually used to check whether a piecewise definedfunction is continuous.

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The following functions are not continuous at x = a.

limx→a−

f(x) does not exist limx→a

f(x) does not exist

limx→a−

f(x) 6= limx→a+

f(x) limx→a

f(x) 6= f(a)

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Example

Given that the function

f(x) =

2x− 1 if x < 2

a if x = 2

x2 + b if x > 2

is continuous at x = 2. Find the value of a and b.

Solution

Note that

limx→2−

f(x) = limx→2−

(2x− 1) = 3

limx→2+

f(x) = limx→2+

(x2 + b) = 4 + b

f(2) = a

Since f(x) is continuous at x = 2, we have 3 = 4 + b = a which implies a = 3and b = −1.

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Example

Prove that the function

f(x) =

sin

(1

x

), if x 6= 0

0, if x = 0

is not continuous at x = 0.

Proof.

Let xn =2

(2n+ 1)πfor n = 1, 2, 3, . . . . Then lim

n→∞xn = 0 and

f(xn) = sin

((2n+ 1)π

2

)= (−1)n.

Thus limn→∞

f(xn) does not exist. Therefore f(x) is not continuous at

x = 0.

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f(x) is not continuous at x = 0.

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Theorem (Intermediate value theorem)

Suppose f(x) is a function which is continuous on a closed andbounded interval [a, b]. Then for any real number η between f(a)and f(b), there exists ξ ∈ (a, b) such that f(ξ) = η.

Theorem (Extreme value theorem)

Suppose f(x) is a function which is continuous on a closed andbounded interval [a, b]. Then there exists α, β ∈ [a, b] such thatfor any x ∈ [a, b], we have

f(α) ≤ f(x) ≤ f(β).

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