Professional Documents
Culture Documents
Week1 Basicmath
Week1 Basicmath
Numerical Analysis
Definition
A function f defined on a set X of real numbers has the limit L at x0 ,
written,
lim f (x) = L,
x→x0
if, given real number > 0, there exists a real number δ > 0 such that
Definition
Let f be a function defined on a set X of real numbers and x0 ∈ X . Then
f is continuous at x0 if
Definition
Let {xn }∞
n=1 be an infinite sequence of real numbers. This sequence has
the limit x (converges to x) if, for any > 0, there exists a positive
integer N() such that |xn − x| < whenever n > N(). The notation
lim xn = x, or xn → x as n → ∞,
n→∞
Theorem
If f is a function defined on a set X of real numbers and x0 ∈ X , then the
following statements are equivalent:
f is continuous at x0 ;
If {xn }∞
n=1 is any sequence in X converging to x0 , then
lim f (xn ) = f (x0 ).
n→∞
Differentiability
Definition
Let f be a function defined in an open interval containing x0 . The
function f is differentiable at x0 if
0 f (x) − f (x0 )
f (x0 ) = lim
x→x0 x − x0
0
exists. The number f (x0 ) is called the derivative of f at x0 . A function
that has a derivative at each number in a set X is differentiable on x.
Differentiability
dy 0
Let y = f (x) and dx = f (x0 ) is the derivative of the function f (x).
Differentiability
thus,
0 f (x) − f (x0 )
f (x0 ) = lim
x→x0 x − x0
is the rate of change of f with respect to the change of x as this change
approahes to zero.
Differentiability
Theorem
If a function f is differentiable at x0 , then f is continuous at x0 .
Differentiability
Differentiability
Integration
Integration
Definition
The Reimann integral of the function f on the interval [a, b] is the
following limit, provided it exists:
Z b n
X
f (x)dx = lim f (xi )4xi ,
a max4xi →0
i=1
Definition
Taylor series is power series that gives the expansion of a function f (x) in
the neighborhood of a point a provided that in the neighborhood the
function is continuous, all its derivatives exist, and the series converges to
the function which case it has the form
0 00
f (a) f (a) f [n] (a)
f (x) = f (a) + (x − a) + (x − a)2 + · · · + (x − a)n + · · ·
1! 2! n!
and
|c − a|n+1
|Pn (c) − f (c)| ≤ M .
(n + 1)!