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MA 105 : Calculus

Division 1, Lecture 02

Prof. Sudhir R. Ghorpade


IIT Bombay

Prof. Sudhir R. Ghorpade, IIT Bombay MA 105 Calculus: Division 1, Lecture 02


Recap of the previous lecture
Generalities about the course
Text and References
Basic notations: N, Z and Q.
The set R of real numbers as a set containing Q and
satisfying the
Algebraic Properties
Order Properties
Completeness Property
Upper bound, lower bound, supremum,and infimum
Consequences of the Completeness Property:
Existence of infimum of a nonempty set bounded below;
Archimedean Property;
Existence and uniqueness of positive nth roots of
positive real numbers;
Existence of a rational as well as an irrational between
any two real numbers a < b.
Prof. Sudhir R. Ghorpade, IIT Bombay MA 105 Calculus: Division 1, Lecture 02
Recap of the previous lecture Contd.
Intervals: open, closed, semi-open, infinite
Functions. Notions of one-one, onto, and bijective
functions; Inverse functions
Examples of functions. Mention of:
Polynomials functions
Rational functions
Algebraic functions
Transcendental functions.
Functions obtained by piecing together known functions
Sequences: Basic definitions and examples
Boundedness. Examples of bounded and unbounded
sequences
Notion of convergence of a sequence. A few examples

Prof. Sudhir R. Ghorpade, IIT Bombay MA 105 Calculus: Division 1, Lecture 02


Definition of convergence of a sequence
Definition
Let (an ) be a sequence of real numbers. We say that (an ) is
convergent if there is a ∈ R such that the following condition
holds. For every  > 0, there is n0 ∈ N such that

|an − a| <  for all n ≥ n0 .

In this case, we say that (an ) converges to a, or that a is a


limit of (an ), and we write lim an = a or an → a as n → ∞).
n→∞

The part in red may be stated as: |an − a| <  for all large n.
In general, when we say that a statement holds for all large n,
it means that there is n0 ∈ N such that it holds for all n ≥ n0 .
If a sequence is not convergent, then it is said to be
divergent, or we say that the sequence diverges.
Prof. Sudhir R. Ghorpade, IIT Bombay MA 105 Calculus: Division 1, Lecture 02
The convergence of a sequence is unaltered if a finite number
of its terms are replaced by some other terms.
Examples:

(i) Let a ∈ R and an := a for all n ∈ N. Then an → a. We


can let n0 := 1.
(ii) an := 1/n for all n ∈ N. Then an → 0.
Let  > 0 be given. We want to find n0 ∈ N such that
|(1/n) − 0| <  for all n ≥ n0 .
Choose any n0 ∈ N which is greater than 1/. This is
possible because of the Archimedean property of R.
For example, we can let n0 := [1/] + 1.

Prof. Sudhir R. Ghorpade, IIT Bombay MA 105 Calculus: Division 1, Lecture 02


(iii) an := 2/(n2 + 1) for n ∈ N. Then an → 0. Now

2 2 2
n2 + 1 − 0 = n2 + 1 < n2 for all n ∈ N.

√ √
Choose√n0 ∈ √ N such that n 0 > 2/ . For example, let
n0 := [ 2/ ] + 1. Then |an − 0| <  for all n ≥ n0 .
(iv) an := 5/(3n + 1) for n ∈ N. Then an → 0. Now
5 5
< for all n ∈ N.
3n + 1 3n
Choose n0 ∈ N such that n0 > 5/3. For example, let
n0 := [5/3] + 1. Then |an − 0| <  for all n ≥ n0 .

Prof. Sudhir R. Ghorpade, IIT Bombay MA 105 Calculus: Division 1, Lecture 02


(v) an := (−1)n for all n ∈ N. Then the sequence (an ) is
divergent, that is, it is not convergent.
Suppose (an ) is convergent. Then there is a real number
a such that an → a. Let  := 1/2. Find n0 ∈ N such that
1
|(−1)n − a| < for all n ≥ n0 .
2
Since (−1)2n0 = 1 and (−1)2n0 +1 = −1,

2 = |(−1)2n0 − (−1)2n0 +1 |
≤ |(−1)2n0 − a| + |a − (−1)2n0 +1 |
1 1
< + = 1,
2 2
which is a contradiction.

Prof. Sudhir R. Ghorpade, IIT Bombay MA 105 Calculus: Division 1, Lecture 02


Uniqueness of limit

Theorem
A convergent sequence has a unique limit.

Proof: Let (an ) be a sequence. Assume for a moment that


an → a and an → b, where a 6= b. Let  := |a − b|/2 > 0.
Let n0 ∈ N be such that n ≥ n0 =⇒ |an − a| < , and let
m0 ∈ N be such that n ≥ m0 =⇒ |an − b| < . Consider
n := max{n0 , m0 }. Then

|a − b| ≤ |a − an | + |an − b| <  +  = |a − b|,


which is a contradiction. Hence a = b. 

Prof. Sudhir R. Ghorpade, IIT Bombay MA 105 Calculus: Division 1, Lecture 02


A useful result
Theorem
Every convergent sequence is bounded.
Proof: Suppose an → a. Let  := 1. There is n0 ∈ N such that
|an − a| < 1 for all n > n0 .
Hence
|an | ≤ |an − a| + |a| < 1 + |a| for all n > n0 .

Define α := max |a1 |, . . . , |an0 |, |a| + 1 . Then
|an | ≤ α for all n ∈ N. Hence (an ) is bounded. 
A bounded sequence need not be convergent.
Example: an := (−1)n for n ∈ N.
If an := (−1)n n for n ∈ N, then (an ) is divergent since it
is not bounded.
Prof. Sudhir R. Ghorpade, IIT Bombay MA 105 Calculus: Division 1, Lecture 02
Limit theorems for sequences
Suppose (an ) and (bn ) are convergent sequences. Then
limn→∞ (an ± bn ) = (limn→∞ an ) ± (limn→∞ bn ) resp.,
limn→∞ (an bn ) = (limn→∞ an ) · (limn→∞ bn ).
In particular, limn→∞ (r an ) = r (limn→∞ an ) for r ∈ R.
If limn→∞ bn 6= 0, then there is δ > 0 such that
|bn | ≥ δ > 0 for all large n and

an limn→∞ an
lim = .
n→∞ bn limn→∞ bn

If an ≤ bn for all large n ∈ N, then limn→∞ an ≤ limn→∞ bn .


(Sandwich theorem) If an ≤ cn ≤ bn for all large n ∈ N,
and limn→∞ an = c = limn→∞ bn , then limn→∞ cn = c.

Prof. Sudhir R. Ghorpade, IIT Bombay MA 105 Calculus: Division 1, Lecture 02


Examples
(i) Let a ∈ R, and an := an for n ∈ N.
Then (an ) is convergent ⇐⇒ −1 < a ≤ 1.
Clearly, if a := 0, then an → 0, and if a := 1, then an → 1.
Also, if a := −1, then we have seen that (an ) is divergent.
Let 0 < |a| < 1, and r := 1/|a|. Then r > 1, and so
r = 1 + h with h > 0. By the binomial theorem,

r n = (1 + h)n = 1 + nh + · · · + hn > nh for all n ∈ N.

Hence 0 ≤ |an | = |a|n = (1/r n ) ≤ (1/nh) → 0. Thus an → 0.

Let s := |a| > 1. Then s = 1 + h with h > 0, and for all


n ∈ N, |an | = s n > nh. Hence (an ) is unbounded, and so it is
divergent.
Prof. Sudhir R. Ghorpade, IIT Bombay MA 105 Calculus: Division 1, Lecture 02
Examples (continued)

n3 + 3n2 + 1
(ii) Let an := for n ∈ N. Then an → 0,
n4 + 8n2 + 2
1 3 1
since 0 ≤ an ≤ + 2 + 4 → 0.
n 8n n
1 1
(iii) Let an := sin for n ∈ N. Then an → 0,
n n
1
since |an | ≤ → 0.
n

Prof. Sudhir R. Ghorpade, IIT Bombay MA 105 Calculus: Division 1, Lecture 02


Monotonic sequences

A sequence (an ) is said to be increasing if an ≤ an+1 for all


n ∈ N, that is, a1 ≤ a2 ≤ a3 ≤ · · · .
A sequence (an ) is said to be decreasing if an ≥ an+1 for all
n ∈ N, that is, a1 ≥ a2 ≥ a3 ≥ · · · .
A sequence is monotonic if it is either increasing or
decreasing.
Examples:
The sequences (n) and (−1/n) are increasing.
The sequences (−n) and (1/n) are decreasing.
The sequences ((−1)n ) and ((−1)n n) are neither
increasing nor decreasing. Thus they are not monotonic.

Prof. Sudhir R. Ghorpade, IIT Bombay MA 105 Calculus: Division 1, Lecture 02


Convergence theorems
An increasing sequence (an ) that is bounded above is
convergent, and lim an = sup{an : n ∈ N}.
n→∞

A decreasing sequence (an ) that is bounded below is


convergent, and lim an = inf{an : n ∈ N}.
n→∞

Thus, a monotonic bounded sequence is convergent.

Proof: Suppose (an ) is increasing and bounded above. Let


a := sup{an : n ∈ N}. Let  > 0. Then a −  is not an upper
bound of {an : n ∈ N}, and so there is n0 ∈ N such that
a −  < an0 . But then
a −  < an0 ≤ an ≤ a for all n ≥ n0 .
Thus |an − a| <  for all n ≥ n0 . Hence an → a. A similar
proof holds for a decreasing sequence that is bounded below.
Prof. Sudhir R. Ghorpade, IIT Bombay MA 105 Calculus: Division 1, Lecture 02
Examples: 1. The sequence (an ) defined by
an := 1 + (1/22 ) + · · · + (1/n2 ) for n ∈ N is clearly increasing.
Further, since
1 1 1
an ≤ 1 + + + ··· +
1·2 2·3 (n − 1) · n
     
1 1 1 1 1
= 1+ 1− + − + ··· + −
2 2 3 n−1 n
we see that an ≤ 2 − (1/n) < 2. Thus (an ) is bounded. Hence
by the result in the previous slide, (an ) is convergent.
2. Consider the sequence (an ) defined recursively by
 
3 1 2
a1 := and an+1 := an + for n ∈ N.
2 2 an
Note that if 1 ≤ an ≤ 2, then it is easily deduced from the
recurrence relation that 1 ≤ an+1 ≤ 2. Since 1 ≤ a1 ≤ 2, we
see by induction that 1 ≤ an ≤ 2 for all n ∈ N. In particular,
(an ) is bounded. Also, a2 = 17/12 < a1 .
Prof. Sudhir R. Ghorpade, IIT Bombay MA 105 Calculus: Division 1, Lecture 02
Let us check whether the sequence (an ) is decreasing. Since
an2 + 2 a2 − 2
an − an+1 = an − = n for all n ∈ N,
2an 2 an
(an ) is decreasing if and only if an2 − 2 ≥ 0 for all n ∈ N. But

2
(a2 − 2)
a12≥ 2 and −2= n 2
2
an+1 ≥ 0 for all n ∈ N.
4an
Hence the sequence (an ) is decreasing. It follows that (an ) is
convergent. Let an → a. Then an+1 → a as well. Moreover,
since 1 ≤ an ≤ 2 for all n ∈ N, we see that 1 ≤ a ≤ 2. Now
   
1 2 1 2
an+1 = an + → a+ .
2 an 2 a
Since the limit of
 a sequence
 is unique, we see that
1 2
a+ = a, that is, a2 = 2.
√2 a √
Thus a = ± 2. But since 1 ≤ a ≤ 2, it follows that a = 2.
Prof. Sudhir R. Ghorpade, IIT Bombay MA 105 Calculus: Division 1, Lecture 02
Continuity of a function of a real variable

Let D be a subset of R, and f be a real-valued function


defined on D. Then we write f : D → R. The subset
f (D) := {f (x) : x ∈ D} of R is called the range of f .
Definition
Let D ⊂ R, f : D → R and c ∈ D. We say that f is
continuous at c if
(xn ) is a sequence in D, xn → c =⇒ f (xn ) → f (c).

We say that f is continuous on D if f is continuous at each


point of D.
We say that f is discontinuous on D if it is not continuous
on D, that is, if there is c ∈ D at which f is not continuous.

Prof. Sudhir R. Ghorpade, IIT Bombay MA 105 Calculus: Division 1, Lecture 02


Examples
(i) Let D := R and f (x) := x for x ∈ R. Clearly, f is
continuous on R.

(ii) Let D := [0, ∞) and f (x) := x for x ∈ [0, ∞). First we
show that f is continuous at 0. Let xn → 0, where xn ≥ 0 for
each n ∈ N. Consider  > 0. Find n0 ∈ N such that xn < 2

for all n ≥ n0 . Then 0 ≤ f (xn ) = xn <  for all n ≥ n0 , and
so f (xn ) → 0 = f (0). Thus f is continuous at 0.
Next, let c ∈ (0, ∞), and xn → √ c, where xnp≥ 0 for each

n ∈ N. It is easy to see that | x − y | ≤ |x − y | for all
x, y ∈ [0, ∞) by considering x ≥√y and p x < y . Since

|xn − c| → 0, we obtain | xn − c| ≤ |xn − c| → 0, that
is, f (xn ) → f (c). Thus f is continuous at c.
More generally, if k ∈ N, and f (x) := x 1/k for x ∈ [0, ∞),
then f is continuous on [0, ∞). We shall later give a proof of
this result.
Prof. Sudhir R. Ghorpade, IIT Bombay MA 105 Calculus: Division 1, Lecture 02
Basic Properties of Continuous functions

Let D ⊂ R, and let f , g : D → R be functions. Let


c ∈ D, and let f and g be continuous at c. Then f + g
and f · g are continuous at c. Further, f /g is continuous
at c if g (c) 6= 0. These results follow from the limit
theorems for sequences.
Consequences:
(i) A polynomial is continuous on R.
(ii) A rational function r (x) := p(x)/q(x), where p and q
are polynomials, is continuous at c ∈ R if q(c) 6= 0.
Composite of continuous functions: Let D ⊂ R, E ⊂ R.
If f : D → R and g : E → R are functions such that
f (D) ⊂ E , f is continuous at c ∈ D, and g is continuous
at f (c) ∈ E , then g ◦ f : D → R is continuous at c.

Prof. Sudhir R. Ghorpade, IIT Bombay MA 105 Calculus: Division 1, Lecture 02

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