103MP Mathematical and Numerical Analysis

The bare essentials

Week 1 Things you need to know:

1. The definition of the modulus function, | x |.

2. The triangle inequality, | x + y| ≤ | x | + |y|.
3. The statement of the Archimedean principle, and the consequences
(a) if x ∈ R and e > 0, then there exists q ∈ Q such that | x − q| < e.
(b) if x ∈ R and e > o, then there exists r ∈ R \ Q such that | x − r | < e.
4. The definitions of upper bound, lower bound, least upper bound (supre-
mum) and greatest lower bound (infimum).

Things you need to be able to do

1. Prove equalities using the field axioms.

2. Prove statements involving inequalities using the field and order axioms.
3. Solve inequalities (and in particular, inequalities involving the modulus
function).
4. Find the (least) upper bound and (greatest) lower bound for a set, or ex-
plain why there is none.

Week 2 Things you need to know:

1. The definition of convergence:

an → a iff ∀e > 0, ∃ N ∈ N st n > N ⇒ | an − a| < e

so that an → a iff | an − a| → 0.
2. Basic Theorems:
(a) an → 0 iff | an | → 0
(b) If an > b and an → a, then a ≥ b.
(c) If 0 ≤ an ≤ bn and bn → 0, then an → 0.
3. Algebra of Limits: if an → a and bn → a then
(a) for all α, β ∈ R, αan + βbn → αa + βb
(b) an bn → ab
(c) If bn , b 6= 0, an .bn → a/b.
4. The definition of a monotone sequence: an is monotone increasing (respec-
tively decreasing) if an+1 ≥ an (respectively an+1 ≤ an ) for all n, and even-
tually monotone increasing (respectively decreasing) if there exists N ∈ N
such that an+1 ≥ an (respectively an+1 ≤ an ) for all n ≥ N.

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 Things you need to be able to do
1. Prove the basic theorems.
2. Prove the convergence of limits directly from the definition in simple cases.
3. Use the algebra of limits to find limits of sequences.
4. Prove that a bounded monotone sequence is convergent, and apply this to
find the limit of a suitable sequence.
Week 3 Things you need to know:
1. The definition of a subsequence: if k n is a sequence of integers such that
k1 ≥ 1 and k n+1 > k n then ( akn ) is a subsequence of ( an ).
2. If an → a, then any subsequence of ( an ) also converges to a.
3. Any sequence has a monotone subsequence.
4. The Bolzano-Weierstrass theorem: any bounded sequence has a conver-
gent subsequence.
5. The Cauchy criterion for convergence: ( an ) is convergent if and only if

∀e > 0∃ N ∈ N such that m, n > N ⇒ | am − an | < e

Things you need to be able to do

1. Prove:
(a) Any subsequence of a convergent sequence is convergent with the
same limit.
(b) the Bolzano-Weierstrass theorem
(c) any convergent sequence satisfies the Cauchy criterion.
2. Apply these results to simple sequences.
Week 4 Things you need to know:
1. The definition of the series as a sequence of partial sums:
n
Sn = ∑ ak
k =1

2. The definitions of convergence and absolute convergence: defining Sn as

above, then ∑ an converges if Sn converges, and converges absolutely if
∑ | an | converges.
3. The vanishing test: If ∑ an converges, then an → 0 as n → ∞.
4. The alternating series test. If an , is positive, decreasing, and an → 0 as
n → ∞, then ∑(−1)n an converges, and the error in the truncated series is
at most the size of the first omitted term.

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 R ∞test. I f f : [0, ∞) is positive and decreasing, then ∑ f (n) con-
5. The integral
verges iff 1 f ( x )dx does.
6. The ratio test. If | an+1 /an → L as n → ∞, then ∑ an converges absolutely
if L < 1 and diverges if L = 1.
7. The comparison (and limit comparison) tests. If 0, an < kbn for some pos-
itive k, then ∑ an converges if ∑ bn converges, and ∑ bn diverges if ∑ an
does.

Things you need to be able to do

1. State the definitions of convergence and absolute convergence.

2. Apply the various tests to simple examples.
3. Use the alternating series test to find a series to a given accuracy.

Week 5 Things you need to know:

1. The definition of limit:

lim f ( x ) = L iff ∀e > 0, ∃δ > 0 s.t. 0 < | x − a| < δ ⇒ | f ( x ) − L| < e

x→a

2. The (e, δ) definition of continuity: f is continuous at a iff

∀e > 0, ∃δ > 0 s.t. | x − a| < δ ⇒ | f ( x ) − f ( a)| < e

Things you need to be able to do

1. Show that a function has a specified limit.

2. Show that a function does not have a limit.
3. Show whether a function is continuous from the (e, δ) definition.

Week 6 Things you need to know:

1. The definition of sequential continuity: f is continuous at a if xn → a im-

plies f ( xn ) → f ( a).
2. Continuity and sequential continuity are equivalent.
3. A continuous function with domain a closed bounded interval is bounded
and attains its bounds.
4. The Intermediate Value Theorem: If f : [ a, b] → R is continuous, and y is
between f ( a) and f (b), then there exists x ∈ [ a, b] such that y = f ( x ).

Things you need to able to do

1. Use the sequential definition of continuity to analyse the continuity of sim-

ple functions.

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 2. Use the IVT to prove that an equation has a solution.

Week 7 Things you need to know:

1. The definition of differentiability: f is differentiable at x with derivative

f 0 ( x ) iff
f ( x + h) − f ( x )
lim = f 0 (x)
h →0 h
2. If f is differentiable at x, then f is continuous at x.

Things you need to able to do

1. Prove that a (differentiable) function is differentiable and find the deriva-

tive directly from the definition.
2. Prove that a (non-differentiable) function is not differentiable.

Week 8 Things you need to know:

1. The algebra of differentiable functions: linearity, product, quotient and

chain rules.
2. The Inverse Function Theorem: if f : [ a, b] → R is continuous and differ-
entiable on ( a, b) with f 0 ( x ) > 0 for all x ∈ ( a, b) then f is invertible, f −1 is
differentiable, and ( f −1 )0 ( f ( x )) = 1/ f 0 ( x ).
3. Rolle’s Theorem: if if f : [ a, b] → R is continuous and differentiable on
( a, b) with f ( a) = f (b) then there exists x ∈ ( a, b) such that f 0 ( x ) = 0.
4. Mean Value Theorem: if f : [ a, b] → R is continuous and differentiable on
( a, b) then there exists x ∈ ( a, b) such that
f (b) − f ( a)
f 0 (x) =
b−a
Things you need to able to do

1. Differentiate combinations of standard functions.

2. Deduce the Mean Value Theorem from Rolle’s Theorem.
3. Deduce inequalities involving differentiable functions from mean value
theorem.
4. Deduce existence and uniqueness of solutions of equations by using prop-
erties of continuity and differentiability.

Week 9 Things you need to know:

1. The definition of radius of convergence of a power series: R is the radius of

convergence of ∑ an x n if | x | < R implies ∑ an x n converges absolutely, and
| x | > R implies ∑ an x n diverges.

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 2. The result that every power series has a radius of convergence.
3. The formula for the radius of convergence: if | an+1 /an | → 1/R, then R is
the radius of convergence of ∑ an x n .
4. Theorem: if f ( x ) = ∑ an x n then f is continuous for all x smaller than the
radius of convergence.
5. Theorem: if f ( x ) = ∑ an x n then f is differentiable for all x smaller than the
radius of convergence, and f 0 ( x ) = ∑ nan x n−1 .

Things you need to able to do

1. Calculate the radius of convergence using the formula.

2. Work with the standard transcendental functions using their definitions in
terms of power series.

Week 10 Things you need to know:

1. The exam is three hours.

2. You must attempt Question 1 and any 4 others.
3. Your exam mark will be your mark from Question 1 and the total mark
from your best 4 other questions.

RJL,103MP\essentials.tex