MA105: Calculus

Lecture 3 (D1)

Shripad M. Garge
IIT Bombay, Mumbai.

August 2, 2018.

Shripad M. Garge, IITB MA105: D1-03

Recall

Limit of a sequence is unique,

convergence as a game,
Show that the sequence an = (−1)n is divergent.
limit theorems (+/−, ×/÷),
order/sandwich theorems,
convergence vis-à-vis boundedness,
monotone convergence theorems,
lub, glb,
lub of a set need not belong to the set.

Shripad M. Garge, IITB MA105: D1-03

Tails of sequences

We have noted that first few terms do not determine a sequence.

It is also interesting to note that changing first few terms does not
change the ultimate behaviour of the sequence!

Let us make this statement precise.

For a sequence {an }, let us define the m-tail of {an } to be the

sequence: am , am+1 , . . . .

Then a sequence {an } is convergent to L (respectively, bounded)

if and only if
any m-tail of {an } is convergent to L (respectively, bounded).

Shripad M. Garge, IITB MA105: D1-03

Tails of sequences

Thus, it is the ultimate behaviour of the given sequence that we

are interested in.

From the point of view of limits, we are interested only in the large
values of n.

It also follows now that an eventually increasing (respectively

decreasing) sequence which is bounded above (respectively below)
is convergent.

Shripad M. Garge, IITB MA105: D1-03

Inductively defined sequences

The sequences which are defined inductively must be treated

differently.

If such a sequence is known to converge, then the limit can

sometimes be determined by using the inductive relation.

Fix an α > 0 and consider

 the sequence with any a1 > 0 and
1 α
an+1 = 2 an + an for n ≥ 1.

We will prove that the sequence {an } is convergent and that

√
lim an = α.

Shripad M. Garge, IITB MA105: D1-03

Inductively defined sequences

The entry an satisfies

 2
2 α
4an+1 − 4α = an − ≥0
an
√
so an+1 ≥ α. Further, for n ≥ 2 we have

1 (an2 − α)
an − an+1 = ≥ 0.
2 an
So, {an } is ultimately decreasing.

By the monotone convergence theorem, {an } is convergent.

Shripad M. Garge, IITB MA105: D1-03

Inductively defined sequences
√
Now that {an } is convergent, with lim an = a ≥ α > 0, we can
take limits on both sides of
 
1 α 1 α
an+1 = an + to get a = a+ .
2 an 2 a
√
Then it follows that a = α.

Just to reiterate, we are taking the positive square root all along
here.

This allows you to calculate square root of any positive real

number, approximately; just calculate first few terms of this
sequence!

Note another good feature of this method, you can start at any
a1 > 0.

Shripad M. Garge, IITB MA105: D1-03

Zeno’s paradox

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.

Shripad M. Garge, IITB MA105: D1-03

Zeno’s paradox

That which is in locomotion must arrive at the half-way stage

before it arrives at the goal.

Shripad M. Garge, IITB MA105: D1-03

Geometric series
∞
X a
Recall ar i := a + ar + ar 2 + · · · = if 0 < r < 1.
1−r
i=0
k
X a
More precisely, lim ar i = for 0 < r < 1.
k→∞ 1−r
i=0

WhenPwe talk about summing a series, we really take partial sums,

sk = ki=0 ar i , and then take limk→∞ sk .

If the limit exists, we say that the series is convergent, otherwise

we say that the series is divergent.
P i
Exercise: Prove that, for 0 < r < 1, the geometric series ar is
convergent to a/(1 − r ).

Shripad M. Garge, IITB MA105: D1-03

Infinite series

Given a series ∞
P Pk
i=0 ai , we take the partial sums, sk = i=0 ai ,
and then ask the question if the sequence {sk } has a limit.
P
If it does then we say that the series ai is convergent to it,
otherwise we say that the series is divergent.

Examples:
P∞ 1
The series i=0 2i is convergent to 2.
P∞ i a
The series i=0 ar , for |r | < 1, is convergent to 1−r .
P∞ 1 π2
The series i=1 i 2 is convergent to 6 .
P∞ 1
The series i=1 3 is convergent to ζ(3).
P∞ i1
The series i=1 i is divergent!

Google for Riemann zeta function.

Shripad M. Garge, IITB MA105: D1-03

Cauchy sequences

To find if a sequence is convergent, we need to look for its limit (if

it exists). It would be nice if we could ascertain the possibility of
convergence of a sequence from the entries of the sequence itself.

For instance, if a sequence is unbounded, which can be ascertained

by carefully looking at the entries of the sequence, then we know
that the sequence is not convergent. We want a criteria in terms
of the entries of the sequence which will, hopefully, guarantee
convergence.

Shripad M. Garge, IITB MA105: D1-03

Cauchy sequences

Let us look closely at a convergent sequence {an } with lim an = L.

Let  > 0 and take 1 = 2 , then there exists N1 such that


|an − L| < ∀n ≥ N1 .
2
Therefore for m, n ≥ N1 we get

|an − am | ≤ |an − L| + |am − L| < .

Hence the entries of the sequence {an } are very close to each other
after a certain stage.

Shripad M. Garge, IITB MA105: D1-03

Cauchy sequences

A sequence {an } is called a Cauchy sequence if for every  > 0

there exists N such that

|an − am | <  ∀m, n ≥ N.

This concept was studied by

Augustin-Louis Cauchy
(1789–1857). He is also
well-known for many results
in complex analysis and
group theory.

He was a very prolific mathematician, he wrote about 800 research

articles and 5 books.

Shripad M. Garge, IITB MA105: D1-03

Cauchy sequences

Theorem
Every Cauchy sequence in R is convergent.

This theorem together with the discussion two slides before gives
us following neat theorem.
Theorem
A sequence of real numbers is Cauchy if and only if it is
convergent.

This is the same as saying that R is complete.

One notes that R − {0} and Q are not complete.

Shripad M. Garge, IITB MA105: D1-03

Limit of a function

We now move from the discrete version of change to the

continuous version.

Newton (1642–1727) and Leibnitz (1646–1716) are supposed to be

first western mathematicians who thought about infinitesimal
changes. Euler (1707–1783) took the discussion further by
discussing exponential, logarithmic and trigonometric functions.

Then came Cauchy who, in his book ‘Cours d’Analyse’, introduced

rigour in calculus, however, the notion of limit was still shaky.

Finally, Karl Weierstraß (1815–1897) laid down the precise –δ

definition of limit (of a function) that we are now going to study.

Shripad M. Garge, IITB MA105: D1-03

Limit of a function

Let f : (a, b) → R and let c ∈ [a, b].

We say that f converges to L ∈ R at c if for every  > 0 there

exists δ = δ() > 0 such that

|f (x) − L| <  for every x with 0 < |x − c| < δ.

In this case, we write

lim f (x) = L.
x→c

Note that to take limit of f at c, it is not necessary that f be

defined at c.

Note also that we ignore the value of f at c.

Shripad M. Garge, IITB MA105: D1-03

Limit of a function

Let us see a non-example first.

x
We will show that f (x) = |x| , defined for x 6= 0, does not have a
limit at x = 0.

It can be checked that for  < 1, say for  = 0.9, the definition of
limit is not satisfied for any L ∈ R.

Shripad M. Garge, IITB MA105: D1-03