MFCS 1 Lecture Notes

Mathematics
for Computer Scientists 1

Mark Groves
Tobias Mai
Winter 2022/23
January 31, 2023

Contents
1 Sets, functions and relations 3

1.1 Sets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.2 Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
1.3 Ordered pairs and relations . . . . . . . . . . . . . . . . . . . . . . . 16
2 The real numbers 28

2.1 The real numbers as an ordered field . . . . . . . . . . . . . . . . . . 28
2.2 Inequalities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33
2.3 The natural numbers . . . . . . . . . . . . . . . . . . . . . . . . . . . 38
2.4 Countability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47
2.5 Bounds, maxima, minima, suprema and infima . . . . . . . . . . . . 54
2.6 Rational and irrational numbers . . . . . . . . . . . . . . . . . . . . . 60
3 Sequences and series 67

3.1 Sequences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 67
3.2 Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 89
4 Limits and continuity 112
5 Differential calculus 133
6 Integral calculus 178

1 Sets, functions and relations
1 Sets, functions and relations
1.1 Sets
Definition (Cantor, 1895)
“By a set we are to understand any collection into a whole of definite and separate
objects of our intuition or our thought.”
The objects which are collected together to form a set are the elements of the set.
A set contains its elements.
We can specify a set by writing down its elements explicity between curly brack-
ets.
Examples
1. The set of all vowels in the English alphabet is {a,e,i,o,u}.
2. The set of all odd positive integers which are smaller than 10 is {1,3,5,7,9}.
We can also specify a set by stating the property which characterises its elements.
Example
The set
{ x : x is an even, positive integer which is smaller than 10}
is
{2,4,6,8}.
We use distinguished symbols for certain sets:
3
1.1 Sets
N = {1,2,3, . . . } (the set of all natutal numbers)

N0 = {0,1,2,3, . . . } (the set of all nonnegative
integers)
Z = {. . . , −2, − 1,0,1,2, . . .} (the set of all integers)
nm o
Q= : m ∈ Z, n ∈ N (the set of all rational numbers)
n
R is the set of all real numbers.
C is the set of all complex numbers.
∅ = {} ist the empty set.
Remarks
A set is a non-ordered collection of objects, so that
{2,4,6,8} = {4,8,6,2}.
We write
x∈A
for the fact that x is an element of A, and
x∈
/A
for the fact that x is not an element of A.
Definition
A set A is a subset of a set B if every element of A is also an element of B. In this

case we write “A ⊆ B”.
Remarks
1. {1,3,5} ⊆ {1,3,5,7}
2. ∅ ⊆ N ⊆ N0 ⊆ Z ⊆ Q ⊆ R ⊆ C
3. {1,3,5} 6⊆ {1,2,3,4}
4
1.1 Sets
Definitions
1. Two sets A and B are equal if A ⊆ B and B ⊆ A. In this case we write

“A = B”.
2. A set A is a proper subset of B if A ⊆ B but A 6= ∅ and A 6= B. In this case

we write “A ⊂ B”.
We can combine sets to form further sets.
Definitions
Let A and B be sets.
1. The union of A and B is the set
A ∪ B = { x : x ∈ A or x ∈ B}.
↑
“A union B”
2. The intersection of A and B is the set
A ∩ B = { x : x ∈ A and x ∈ B}.
↑
“A intersect B”
3. The (set) difference of A and B is the set
A \ B = { x : x ∈ A and x ∈
/ B }.
↑
“A without B”
Remarks
1. In mathematics we always use the word “or” in a non-exclusive sense.

“x ∈ A or x ∈ B” means “x ∈ A” or “x ∈ B” or both.
2. If A ∩ B = ∅ (i.e. A and B have no common elements), we say that A and B

are disjoint.
5
1.1 Sets
Example
Consider the subsets

S1 = {( x,y) : ( x − 1)2 + (y − 1)2 < 1}, S2 = {( x,y) : |y| < 1}
of the plane
P = {( x,y) : x,y ∈ R }.
Sketch the sets S1 ,S2 ,S1 ∩ S2 und S1 ∪ S2 .
Solution
y y
S1 S1 ∩ S2
1 1
1 x 1 x
y y
S2 S1 ∪ S2
1 1
x 2 x
-1 -1
Key
— “Edge” belongs to the set

- - “Edge” does not belong to the set
• “Corner” belongs to the set
◦ “Corner” does not belong to the set
In this example we consider S1 and S2 as subsets of a universal set P.
6
1.1 Sets
Definition
Let A be a subset of a universal set U. The set
A := U \ A
↑
definition
is the complement of A in U.
Laws of set theory
Let X, Y und Z be subsets of a universal set U.

X∪∅=X
identity
X∩U = X

X∪X=U
complement law
X∩X=∅

(X ∪ Y ) ∪ Z = X ∪ (Y ∪ Z)
associativity
(X ∩ Y ) ∩ Z = X ∩ (Y ∩ Z)

X∪Y =Y∪X
commutativity
X∩Y =Y∩X

X ∩ (Y ∪ Z) = (X ∩ Y ) ∪ (X ∩ Z)
distributive law
X ∪ (Y ∩ Z) = (X ∪ Y ) ∩ (X ∪ Z)
We regard these laws of set theory as axioms (given, non-provable laws) and
derive further results from them.
Lemma
Let A and B be subsets of a universal set U. It follows that
7
1.2 Functions

A∪A= A
idempotence
A∩A= A
A = A (involution)

A∪B= A∩B
de Morgan laws
A∩B= A∪B
Proof
One has that
A ∪ A = ( A ∪ A) ∩ U (identity)
= ( A ∪ A) ∩ ( A ∪ A) (complement law)
= A ∪ ( A ∩ A) (distributive law)
= A∪∅ (complement law)
=A (identity)
The other statements are proved in a similar fashion.
1.2 Functions
Definition
Let A and B be sets. A function, map or mapping f : A → B (“ f from A to B”) is

a rule which assigns to each element a ∈ A exactly one element f (a) ∈ B.
A B
a1 f(a1)
a2 f f(a2)
a3 f(a3)
The set A is the The set B is the codomain

domain of f or target set of f
8
1.2 Functions
Examples
1. We are used to defining functions by explicit formulae, e.g.
f : R → R, f ( x ) = sin x.
2. It is however only necessary to specify the rule defining the function, e.g.
f : {1,3,5} → N, f (1) = 3,
f (3) = 4,
f (5) = 7.
Definitions
Let f : A → B be a function.
The element f (a) ∈ B is the image of a ∈ A under f .
The set consisting of the images of all the elements of A under f , i.e.
R( f ) := { f (a) : a ∈ A},
is the range of f ; it is a subset of B.
A B
a1 f(a1)
a2 f f(a2)
a3 f(a3)
R(f)
Examples
1. f : R → R, f ( x ) = sin x.
We have that
R( f ) = {sin x : x ∈ R }
= [−1,1].
9
1.2 Functions
2. f : {1,3,5} → N, f (1) = 3,
f (3) = 4,
f (5) = 7.
We have that
R( f ) = { f (1), f (3), f (5)}
= {3, 4, 7}.
Definition
Let f : A → B be a function and C be a subset of A. The set consisting of the

images of all the elements of C under f , i.e.
f [ C ] : = { f ( a ) : a ∈ C },
is the image of C under the function f .
A B
a1 f(a1)
a2 f
C f[C] f(a2)
Examples
1. f : R → R, f ( x ) = sin x.
We have that
f ([0,π ]) = {sin x : x ∈ [0,π ]}
= [0,1].
2. f : {1,3,5} → N, f (1) = 3,
f (3) = 4,
f (5) = 7.
We have that
f ({1,3}) = { f (1), f (3)}
= {3, 4}.
10
1.2 Functions
Definition
Let f : A → B be a function and D be a subset of B. The set of all elements of A

whose images under f lie in D, i.e.
f − 1 [ D ] : = { a ∈ A : f ( a ) ∈ D },
is the preimage of D under the function f .
A B
a1 f(a1)
a2 f
f -1[D] D f(a2)
Examples
1. f : R → R, f ( x ) = sin x.
We have that
f −1 ([0,1]) = {[
x : sin x ∈ [0,1]}
= [2nπ,(2n + 1)π ].
n ∈Z
2. f : {1,3,5} → N, f (1) = 3,
f (3) = 4,
f (5) = 7.
We have that
f −1 ({77}) = ∅.
Definitions
A function f : A → B is
(i) injective, if
a1 6 = a2 ⇒ f ( a1 ) 6 = f ( a2 );
“a1 6= a2 implies f (a1 ) 6= f (a2 )”
11
1.2 Functions
(ii) surjective, if
R( f ) = B;
(iii) bijective, if it is injective and surjective.
Examples
1.
A B
This function is neither injective nor surjective.
2.
A B
This function is injective but not surjective.
3.
A B
This function is injective and surjective, i.e. bijective.
12
1.2 Functions
4. f 1 : R → R, f 1 ( x ) = sin x
codomain (R)
Some elements of the
codomain are ‘hit’ more
than once. f 1 is therefore
not injective.
domain (R)
Not all elements of the codomain are ‘hit’.

f 1 is therefore not surjective.
5. f 2 : R → [−1,1], f 2 ( x ) = sin x
codomain ([−1,1])
. . . but not injective.
domain (R)
Now all elements of the codomain are ‘hit’.

f 2 is therefore surjective . . .
6. f 3 : [− π2 , π2 ] → [−1,1], f 3 ( x ) = sin x
codomain ([−1,1])
domain ([− π2 , π2 ])
All elements of the codomain are ‘hit’ exactly

once. f 3 is therefore surjective and injective, i.e.
bijective.
Examples 4–6 show that the choice of the sets A and B is an essential part of the
definition of a function f : A → B.
13
1.2 Functions
Remark
Consider a bjective function f : A → B. Since f is injective, for every element b

in its range there is exactly one element a in its domain which is mapped to b.
Since f is surjective, its range is B. These observations allow us to define a new
function:
Definition
Let f : A → B be a bijective function. The function f −1 : B → A,
f −1 (b) := a, where a is the unique element of A with the

property that b = f (a),
is the inverse (function) of f .
f
A B
f -1
Remark
f −1 : B → A ist also bjective, and we have that
f −1 ( f (a)) = a, a ∈ A,
f ( f −1 (b)) = b, b ∈ B.
Example
The inverse of the bijective function
f : R → R, f ( x ) = 2x − 3
14
1.2 Functions
is
y 3
f −1 : R → R, f −1 (y ) = + ,
2 2
because
y 3
y = 2x − 3 ⇔ x = + .
2 2
y=f(x) x=f -1(y)
3/2
3/2 x -3 y
-3
From a geometrical perspective we are swapping the roles of the horizontal and
vertical axes. The graphs of f and f −1 are therefore related to each other by a
reflection along the line y = x.
Definition
Let g : A → B and f : B → C be functions.
The function
f ◦ g : A → C, ( f ◦ g)(a) = f ( g(a))
↑
“ f after g”
is the composition of f and g.
A B C
g f
f◦g
15
1.3 Ordered pairs and relations
Proposition
Let g : A → B and f : B → C be functions.
1. If f ◦ g : A → C is injective, then g : A → B is injective.
2. Is f ◦ g : A → C surjective, then f : B → C is surjective.
Proof
1. We know that:
( f ◦ g)(a1 ) = ( f ◦ g)(a2 ) implies a1 = a2 .
We have to show that:
g(a1 ) = g(a2 ) implies a1 = a2 .
Suppose that g(a1 ) = g(a2 ). Then f ( g(a1 )) = f ( g(a2 )), i.e. ( f ◦ g)(a1 ) =
( f ◦ g)(a2 ). It follows that a1 = a2 .
2. We know that:
For each c ∈ C there exists a ∈ A with ( f ◦ g)(a) = c.
We have to show that:
For each c ∈ C there exists b ∈ B with f (b) = c.
Let c ∈ C. Then there exists a ∈ A with ( f ◦ g)(a) = c, i.e. f ( g(a)) = c. It

follows that b = g(a) has the property f (b) = c.
A set is a non-ordered collection of objects. But sometimes the ordering is impor-

tant.
16
Definition
Let A and B be arbitrary sets.
A pair (a,b) with a ∈ A und b ∈ B is an ordered pair with a als its first com-
ponent and b as its second component.
The set of all ordered paris
A × B := {(a,b) : a ∈ A, b ∈ B}
↑
“A times B”
is the set product of A and B.
Example
The position of a point P in the plane can be described by an ordered pair of real
numbers:
y P
P( x,y)
ր տ
horizontal vertical x
coordinate coordinate
The plane is thus the set of all ordered pairs of real numbers, i.e. the set R × R.
Instead of R × R one usually writes R2 .
This idea can be generalised.
17
Definition
Let A1 , . . . ,An be n arbitrary sets. The set
A1 × A2 × . . . × An = {(a1 , . . . ,an ) : a, ∈ A1 , . . . ,an ∈ An }
of all ordered n-tuples (a1 , . . . ,an ) with ai ∈ Ai , i = 1, . . . ,n is the set product of

A1 , . . . , A n .
Definition
Let f : A → B be a function. The graph of f is the subset
G f := {(a, f (a)) : a ∈ A}
of A × B.
Examples
1. f : R → R, f ( x ) = sin x.
G f = {( x, sin x ) : x ∈ R } is readily visualised as subset of R2 :
f(x)
This is the graph of f .
2. f : {1,3,5} → N, f (1 ) = 3
f (3) = 4,
f (5) = 7.
18
The graph of f is the subset {(1,3),(3,4),(5,7)} of
{1,3,5} × N = {(1,1),(1,2),(1,3), . . . ,(3,1),(3,2),(3,3), . . . ,(5,1),(5,2),(5,3), . . . }.
Remark
We defined a function f : A → B as a rule which assigns to each element a ∈ A ex-

actly one element f (a) ∈ B. The graph of f is merely the set of these assignments:
b is the element of B that is assigned to a,

(a,b) ∈ G f means
i.e. b = f (a)
f is therefore completely specified by G f , and so we can define f by its graph.
Definitions
1. A relation R between A and B is a subset of the product set A × B.
We often write aRb instead of (a,b) ∈ R and say: ‘a is related to b’.
2. The set A is the departure set for the relation. The set B is the target set for
the relation.
Example
Let M and F be the sets of all men and women respectively. The subset
R = {(m, f ) : m is the husband of f }
of M × F is a relation between M and F.
We have e.g.
(King Charles, Camilla Parker-Bowles) ∈ R,
(Donald Trump, Hillary Clinton) 6∈ R.
19
Definitions
A relation R between two sets A and B is
1. left total if for every a ∈ A there exists b ∈ B with aRb,
2. right total if for every b ∈ B there exists a ∈ A with aRb,
3. left unique if a1 Rb and a2 Rb implies the equality a1 = a2 ,
4. right unique if aRb1 and aRb2 implies the equality b1 = b2 .
Examples
Let A = { a1 ,a2 ,a3 }, B = {b1 ,b2 ,b3 ,b4 }.
1.
A B
a1 b1
a2 b2
b3
a3 b4
The relation R = {(a1 ,b1 ),(a2 ,b3 ),(a3 ,b4 )} is left total and left- and right unique,
but not right total.
2.
A B
a1 b1
a2 b2
b3
a3 b4
The relation R = {(a1 ,b1 ),(a1 ,b2 ),(a3 ,b2 )} is neither left total, right total, left
unique nor right unique.
20
Remarks
A f : A → B is a left total, right unique relation between A and B. f is injective if

and only if the relation is left unique, and surjective if and only if the relation is
right total.
Definitions
A relation between a set A and itself is homogeneous. In this case we speak of ‘a

relation on a set M’. Homogeneous relations are often denoted by the symbol ∼
and are called
1. reflexive if a ∼ a for all a ∈ A,
2. connex if for all a,b ∈ A with a 6= b we have a ∼ b or b ∼ a,
3. symmetric if a ∼ b ⇒ b ∼ a,
4. asymmetric if a ∼ b ⇒ b 6∼ a,
5. antisymmetric if a ∼ b and b ∼ a ⇒ a = b,
6. transitive if a ∼ b and b ∼ c ⇒ a ∼ c.
Examples
The table shows some homogeneous relations on N.
x ∼ y if reflexive? symmetric? transitive?
x≤y yes (x ≤ x) no (3 ≤ 4, 4 6≤ 3) yes (x ≤ y, y ≤ z ⇒ x ≤ z)
x |y yes (x | x) no (3|6, 66 |3) yes (x |y, y|z ⇒ x |z)
x+y=7 no (2x 6= 7 yes no (3 + 4 = 7 and 4 + 3 = 7,

for all x ∈ N) 3 + 3 = 6)
21
x ∼ y, if connex ? asymmetric? antisymmetric?
x≤y yes no (reflexive) yes (x ≤ y, y ≤ x ⇒ x = y)
x |y no (36 |5, 56 |3) no (reflexive) yes (x |y, y| x ⇒ x = y)
x+y=7 no (3 + 2 6= 7, no (symmetric) no (3 + 4 = 7, 4 + 3 = 7)
2 + 3 6= 7)
Definition
A relation ∼ on a set M is an equivalence relation if it is reflexive, symmetric and

transitive.
Example
Let M be the set of all books in the library. The relation

a∼b ⇔ a and b have the same ISBN
is an equivalence relation on M:
Definition
Let n ∈ N. Two numbers a, b ∈ Z are called congruent modulo n if n|(a − b). In

this case we write
a ≡ b (mod n).
22
Proposition
Let n ∈ N. The formula
a∼b ⇔ a ≡ b (mod n)
defines an equivalence relation on Z.
Proof
∼ is reflexive: a ∼ a for all a ∈ Z because a − a = 0 und n|0.
∼ is symmetric: Suppose a ∼ b, so that n|(a − b). It follows that also

n|(b − a), i.e.. b ∼ a.
∼ is transitive: Suppose that a ∼ b and b ∼ c, so that n|(a − b) und n|(b − c).

There therefore exist integers q1 and q2 with a − b = q1 n and b − c = q2 n, and
it follows that a − c = (a − b) + (b − c) = (q1 + q2 )n and n|(a − c), i.e. a ∼ c.

Definition
Let ∼ be an equivalence relation on a set M.
The subset
[m] := { x ∈ M : x ∼ m}
is called the equivalence class of m in M.
Lemma
Let ∼ be an equivalence relation on a set M. The equivalence classes of ∼ form a

partition of M, i.e.
1. for all x, y ∈ M we have either [ x ] ∩ [y] = ∅ or [ x ] = [y],

S
2. [ x ] = M.
x∈ M
23
Proof
1. Suppose that [ x ] ∩ [y] 6= ∅. Choose z ∈ [ x ] ∩ [y].
We have that
a ∈ [ x] ⇒ a ∼ x
⇒a∼z (because a ∼ x and x ∼ z)
⇒a∼y (because a ∼ z and z ∼ y)
⇒ a ∈ [ y ],
so that [ x ] ⊆ [y]. The same argument shows that [y] ⊆ [ x ], so that [ x ] = [y].
2. Choose m ∈ M. The equivalence m ∼ m implies that m ∈ [m] and therefore

[
m ∈ [m] ⊆ [ x ],
x∈ M
S S
so that M ⊆ [ x ]. By definition we have that [ x ] ⊆ M.
x∈ M x∈ M
Remark
In particular, [ x ] = [y] follows from x ∼ y.
Examples
1. Let M be the set of all books in the library. The equivalence classes of the
equivalence relation
a∼b ⇔ a and b have the same ISBN
form a partition of M:
24
2. Let n ∈ N and ∼ be the equivalence relation

a∼b ⇔ a ≡ b (mod n)
on Z.
To determine the equivalence classes we need the following result which

will be proved later:
For each a ∈ Z there are unique numbers qa ∈ Z (the quotient) and

r a ∈ {0, . . . ,n − 1} (the remainder) such that
a = qa n + ra .
The equation
a − x = (q a − q x )n + r a − r x
implies that
a∼x ⇔ ra = rx ,
so that
[ x ] = { a ∈ Z : r a = r x }.
There are therefore n distinct equivalence classes, namely
[0] = {0, n, 2n, . . . } ∪ {−n, − 2n, . . . },
[1] = {1, n + 1, 2n + 1, . . .} ∪ {−n + 1, − 2n + 1, . . .},
[2] = {2,n + 2,2n + 2, . . .} ∪ {−n + 2, − 2n + 2, . . .},
..
.
[n − 1] = {n − 1,2n − 1,3n − 1, . . .} ∪ {−1, − 1 − n, . . . },
and these form a partition of Z:
−1
n[
Z= [i ], [i ] ∩ [ j] = ∅ for i 6= j.
i =0
25
Lemma
Let { Xi }i ∈ I be a partition of a set X, i.e.

[
Xi = X, Xi ∩ X j = ∅ für i 6= j.
i∈ I
The formula
a∼b ⇔ a, b ∈ Xi ⋆ for some i ⋆ ∈ I
defines an equivalence relation on X whose equivalence classes are the sets Xi ,
i ∈ I.
Furthermore, if ≈ is another equivalence relation on X whose equivalence classes

are exactly the sets Xi , i ∈ I, then ≈ and ∼ are the same relation.
Definition
A relation on a set M is called a partial order if it is reflexive, antisymmetric

und transitive. It is a total order if it is also connex.
Remark
For an order we often write a ≺ b if a b but a 6= b.
Examples
1. The relation
ab ⇔ a|b
is a partial order but not a total order on N.
2. The relation
ab ⇔ a≤b
is a total order on R.
26
3. The relation , where
(a1 , . . . ,an ) ≺ (b1 , . . . ,bn ), if either a1 < b1

or a1 = b1 and a2 < b2
..
.
or a1 = b1 , . . . , an−1 = bn−1 and an < bn ,
defines a total order on N n .
For n = 4 we have e.g.
(1,2,3,5) ≺ (1,2,4,3), since 3 < 4,
(1,7,9,11) ≺ (1,7,9,14), since 11 < 14.
4. We can define a total order on the set of all strings of natural numbers by
the rule
a1 a2 . . . am ≺ b1 b2 . . . bn , if either (a1 , . . . ,at ) ≺ (b1 , . . . ,bt )

or (a1 , . . . , at ) = (b1 , . . . , bt ) und m < n,
where t = min(m,n).
Writing a, . . . , z instead of 1, . . . , 26, we obtain the lexikographical order: We

have e.g.
discrete ≺ discretion
read ≺ reading
27
2 The real numbers
2 The real numbers
2.1 The real numbers as an ordered field
Definition
Let X be a non-empty set. A (binary) operation ⊙ on X is a mapping X × X → X.
We usually use the notation x1 ⊙ x2 rather than ⊙( x1 ,x2 ).
Definition
A field is a non-empty set equipped with two binary operations + (‘addition’)

and . (’multiplication’) which have the following properties:
(A1) x + (y + z) = ( x + y) + z ∀ x,y,z ∈ X (associativity of

addition)
(A2) x+y=y+x ∀ x,y ∈ X (commutativity of
addition)
(A3) There exists an element (existence of
0 ∈ X such that additive identity)
x + 0 = 0 + x = x ∀x ∈ X
(A4) For every x ∈ X there exists (existence of
an element − x ∈ X such that additive inverses)
x + (− x ) = − x + x = 0
(A5) x.(y.z) = ( x.y).z ∀ x,y,z ∈ X (associativity of

multiplication)
(A6) x.y = y.x ∀ x,y ∈ X (commutativity of
multiplication)
(A7) There exists an element (existence of
1 ∈ X \ {0} such that multiplicative identity)
1.x = x.1 = x ∀ x ∈ X
(A8) For every x ∈ X \{0} there exists (existence of
an element x −1 ∈ X such that multiplicative inverses)
x.x −1 = x −1 .x = 1
(A9) x.(y + z) = x.y + x.z ∀ x,y,z ∈ X (distributive law)
We usually denote a field by (X, + ,.).
28
Remark
These properties, which we also call the axioms of arithmetic, state simply that
the ‘usual’ rules of arithemetic apply to a field.
Lemma (Rules of arithmetic)
Let x,y,z,w be elements of a field (K, + ,.). Then
1. x + y = x + z ⇒ y = z
2. −(− x ) = x and − x = (−1).x
3. x.(−y) = −( x.y)
4. x.y = x.z, x 6= 0 ⇒ y = z
5. x.y = 0 ⇒ x = 0 or y = 0
6. the equation x + y = z for x has the unique solution x = z + (−y)
7. the equation y.x = z, y 6= 0 for x has the unique solution x = y−1 .z
8. x.y−1 + z.w−1 = ( x.w + z.y)(y.w)−1 , y, w 6= 0
Proof
4. x.y = x.z
⇒ x −1 .( x.y) = x −1 .( x.z) (multiply by x −1 )
⇒ ( x −1 .x ).y = ( x −1 .x ).z (A5)
⇒ 1.y = 1.z (A8)
⇒y=z (A7)
The other results are proved in a similar fashion.
Notation
We usually abbreviate a.b, a.b−1 and a + (−b) to respectively ab, a/b and a − b.
29
Definition
A field (K, + ,·) is called ordered if there is a relation ≺ on K with the following
properties:
(O1) For all x,y ∈ K exactly one of the relations

x = y, x ≺ y, y≺x
holds (trichotomy)
(O2) For all x,y,z ∈ K we have that
x ≺ y, y ≺ z ⇒ x ≺ z
(transitivity)

(O3) For all x,y,z ∈ K we have that 

x≺y ⇒ x+z≺y+z 

monotony
(O4) For all x,y,z ∈ K we have that 



x ≺ y, 0 ≺ z ⇒ x.z ≺ y.z
Remark
(O1) and (O2) are equivalent to the statement that a total order, i.e. it is reflex-
ive, antisymmetric, transitive and connex. (O3) and (O4) assert that the order is
compatible with the axioms of arithmetic (A1)–(A9).
Notation
1. If 0 ≺ c we say: “c is positive”.
If c ≺ 0 we say: “c is negative”.
2. Often we write b ≻ a instead of a ≺ b.
Lemma
Let x,y,z,w be elements of a field (K, + ,.). Then
1. x + z ≺ y + z ⇒ x ≺ y
2. x ≺ y, z w ⇒ x + z ≺ y + w
30
3. x ≻ 0, y 0 ⇒ x + y ≻ 0
4. x ≺ y ⇒ −y ≺ − x
5. x ≺ y, z w ⇒ x + (−w) ≺ y + (−z)
6. x ≺ y, z ≺ 0 ⇒ y.z ≺ x.z
7. 0 ≺ x ≺ y ⇒ 0 ≺ y−1 ≺ x −1
Results 1-6 remain correct if we replace “≺” by “” everywhere.
Proof
In this proof we use the rules of arithmetic (which are derived from the axioms of
arithmetic (A1)–(A9)) without further explanation.
1. We have that
x+z≺y+z

⇒ x + z + (−z) ≺ y + z + (−z) (O3)
⇒x≺y
4. We have that
x≺y

⇒ x + − ( x + y) ≺ y + − ( x + y) (O3)
⇒ −y ≺ − x
6. Result 4 shows that
z ≺ 0 ⇒ 0 ≺ −z.
It therefore follows that
x≺y
⇒ x.(−z) ≺ y.(−z) (O4)
⇒ − x.z ≺ −y.z
⇒ y.z ≺ x.z (result 4)
The other results are proved in a similar fashion.
31
We can also prove more interesting results.
Lemma
1. x2 ≻ 0 for each x 6= 0
2. 1 ≻ 0
3. x.y ≻ 0 for all x,y ≺ 0
4. 0 ≺ x ≺ 1 ⇒ x2 ≺ x
5. x ≻ 1 ⇒ x2 ≻ x
Proof
1. Because x 6= 0 we find from (O1) that
Eitherx ≻ 0 ⇒ x.x ≻ 0.x (O4)

⇒ x2 ≻ 0
or x ≺ 0 ⇒ x.x. ≻ 0.x (Result 6 in the previous lemma)
⇒ x2 ≻ 0
2. Since 12 = 1 this result follows from result 1.
3. Since x,y ≺ 0 result 4 in the previous lemma implies that − x, − y ≻ 0. It

follows that
−x ≻ 0
⇒ − x.(−y) ≻ 0.(−y) (O4)
⇒ x.y ≻ 0
4. We have that
x ≺ 1 ⇒ x.x ≺ 1.x (O4, because 0 ≺ x )

⇒ x2 ≺ x
5. Since x ≻ 1, 1 ≻ 0 we have that x ≻ 0 (O2) and therefore
1 ≺ x ⇒ 1.x ≺ x.x (O4)

⇒ x ≺ x2 .
We will treat the real numbers as an ordered field with respect to the usual binary
operations of addition and multiplication and the usual ordering ‘<’.
32
2.2 Inequalities
2.2 Inequalities
In this section we discuss how to compute the solution set of certain elementary
inequalities for real numbers. We use the results
x 2 < a2 ⇔ −a < x < a
x 2 > a2 ⇔ x < − a or x > a
for a > 0, which follow from the ordering axioms.
Examples
1. For which real numbers x does the inequality

x2 − 4x + 1 < 3
hold?
2. For which real numbers x does the inequality

2−x
<4
3+x
hold?
Solution
1. Obviously
x2 − 4x + 1 < 3
⇔ x2 − 4x − 2 < 0
| {z }
= x2 − 4x + 4 − 4 − 2
(complete the square)
= ( x − 2 )2 − 6
⇔ ( x − 2 )2 − 6 < 0
⇔ ( x − 2 )2 < 6
√ √
⇔− 6<x−2< 6
√ √
⇔2− 6< x<2+ 6
It follows that
√ √
{ x : x2 − 4x + 1 < 3} = (2 − 6,2 + 6) .
33
2.2 Inequalities
2. Consider the inequality

2−x
< 4.
3+x
If 3 + x > 0, we have that
2−x
<4
3+x
⇔ 2 − x < 4 (3 + x )
⇔ 2 − x < 12 + 4x
⇔ −10 < 5x
⇔ −2 < x
If 3 + x < 0 we have that

2−x
<4
3+x
⇔ 2 − x > 4 (3 + x )
⇔ 2 − x > 12 + 4x
⇔ −10 > 5x
⇔ −2 > x
↑
This always holds for 3 + x < 0
It follows that

2−x
x: <4 = (−∞, − 3) ∪ (−2,∞).
3+x
Definition
A real valued function f is monotone increasing if

x < y ⇒ f ( x ) ≤ f (y)
and strictly monotone increasing if
x < y ⇒ f ( x ) < f ( y ).
Examples
The functions √
f 1 ( x ) = x, x ∈ [0,∞),
f 2 ( x ) = ex , x ∈ R,
f 3 ( x ) = log x, x ∈ (0,∞)
are strictly monotone increasing (this will be proved later).
34
2.2 Inequalities
Monotone increasing functions can be very helpful in solving inequalities.
Example
For which real numbers does the inequality

1 2
log x +x+1 >0
2
hold?
Solution
First note that

1 2 1 2
log 2x +x+1 >0 2x +x+1>1
1 2

⇒ e|log( 2 {z
x + x + 1)
e0
} > |{z}
1 2
⇒ log 2 x + x + 1 > log 1
|{z}
= 21 x2 + x + 1 =1 =0
( x 7→ ex is strictly ( x 7→ log x is
monotone increasing) strictly monotone increasing)
It follows that

1 2
log 2x +x+1 >0
⇔ 12 x2 + x + 1 > 1
⇔ x2 + 2x > 0
| {z }
= x2 + 2x + 1 − 1
complete the square
= ( x + 1 )2 − 1
⇔ ( x + 1 )2 − 1 > 0
⇔ ( x + 1 )2 > 1
⇔ x + 1 < −1 oder x+1>1
⇔ x < −2 oder x>0
We conclude that

1 2
x : log x + x + 1 > 0 = (−∞, − 2) ∪ (0,∞).
2
35
2.2 Inequalities
There is a series of useful inequalities involving

x, x≥0
| x | :=
− x, x<0
The following lemma follows from the definition of | x |.
Lemma
The inequalities
(1) | xy| = | x ||y|
x | x|
(2) =
z |z|
√
(3) | x | = x2
(4) −| x | ≤ x ≤ | x |
(5) | x − a| < b ⇔ a−b<x<a+b
(6) | x − a| > b ⇔ x < a − b or x > a + b
hold for all x,y,z,a,b ∈ R with z 6= 0, b > 0.
Results (5) and (6) remain correct if we replace “<” and “>” by respectively “≤”
and “≥”
Remark
Geometrically, | x − a| is the distance between the points x and a on the number

line:
b b
     
• fixed point
x a-b a a+b x ◦ movable point
x<a-b a-b<x<a+b x>a+b
|x-a|>b |x-a|<b |x-a|>b
36
2.2 Inequalities
Lemma (triangle inequality)
The inequality
| x + y| ≤ | x | + |y|
holds for all x,y ∈ R.
Proof
Observe that
−| x | ≤ x ≤ | x |
−|y| ≤ y ≤ |y|
⇒ −(| x | + |y|) ≤ x + y ≤ | x | + |y|
⇒ | x + y| ≤ | x | + |y| (result (5) of the previous lemma).
Corollary (reverse triangle inequality)
The inequality
| x + y| ≥ | x | − |y|
holds for all x,y ∈ R.
Proof
| x | = | x + y − y | ≤ | x + y | + | − y | = | x + y | + | y |,
so that
| x + y | ≥ | x | − | y |. (1 )
Similarly
|y + x | ≥ |y| − | x |
and thus
| x + y | ≥ | y | − | x |. (2 )
The result now follows from (1) and (2).
Finally we record two further useful inequalities.
37
2.3 The natural numbers
Lemma
The inequality
1
ab ≤ (a2 + b2 )
2
holds for all a,b ∈ R.
Proof
Obviously
( a − b )2 ≥ 0
⇒ a2 − 2ab + b2 ≥ 0
⇒ a2 + b2 ≥ 2ab
⇒ 21 (a2 + b2 ) ≥ ab.

Corollary
The inequality
√ 1
xy ≤ ( x + y)
|{z} |2 {z }
geometric arithmetic
mean of x, y mean von x, y
holds for all non-negative numbers x,y ∈ R.
Proof
√ √
Use the previous lemma with a = x, b = y.
In this section we define N as a subset of R and derive their properties from the
axioms of the real numbers.
38
Definition
A subset M of R is inductive if
1 ∈ M;
x∈M ⇒ x + 1 ∈ M.
Definition (the set of natural numbers)
The set N of natural numbers is the intersection of all inductive subsets of R.
Proposition
1. N is an inductive subset of R.
2. Any inductive subset M of R with M ⊆ N satisfies M = N.
Proof
1. Since 1 is an element of every inductive subset of R and N is the intersection

of all such sets, we conclude that 1 is an element of N.
Take n ∈ N. It follows that n is an element of every inductive subset of R.

By definition n + 1 is an element of every inductive set of R, so that n + 1 is
also an element of N.
2. Let M be an inductive subset of R. By the definition of N as the intersection

of all such sets we have that N ⊆ M. This and M ⊆ N imply that M = N.
An immediate advantage of our definition of N is that it implies the principle of

mathematical induction.
39
Theorem (mathematical induction)
Let P(n), n ∈ N be a predicate with the following properties.
(i) P(1) is true;
(ii) P(k) ⇒ P(k + 1) for each k ∈ N.
It follows that P(n) is true for each n ∈ N.
Proof
Let
M = {n ∈ N : P(n) is true}.
(1) shows that 1 ∈ M, and (2) shows that n ∈ M implies n + 1 ∈ M. The set M
is therefore inductive, and by definition M is a subset of N. According to the
previous proposition M = N, and this is precisely the statement that P(n) is true
for each n ∈ N.
Examples
Prove the following results by mathematical induction.
n
1
1. ∑ i2 = 6 n(n + 1)(2n + 1) for each n ∈ N;
i =1
n
1 n+1
2. ∏ 1− 2
i
=
2n
for each n ∈ N mit n ≥ 2;
i =2
3. 2|(n2 + 3n) for each n ∈ N.
Solutions
1. Let P(n) be the predicate

n
1
∑ i2 = 6 n(n + 1)(2n + 1).
i =1
40
Base step (proof of P(1))
Note that
1
1
∑ i2 = 12 = 1, 6
.1.(1 + 1)(2.1 + 1) = 1,
i =1
so that P(1) is true.
Inductive step
We show that the inductive hypothesis

k
1
P(k) : ∑ i2 = 6 k(k + 1)(2k + 1) (1)
i =1
implies the inductive result

k+1
1
P(k + 1) : ∑ i2 = 6 (k + 1)(k + 2)(2(k + 1) + 1).
i =1
By adding the number (k + 1)2 to (1) we find that

k
∑ i2 + (k + 1)2 = 16 k(k + 1)(2k + 1) + (k + 1)2
i =1
| {z } | {z }
k+1
= ∑ i2 = 61 (k + 1)[k(2k + 1) + 6(k + 1)]
i =1
= 16 (k + 1)(2k2 + 7k + 6)
= 61 (k + 1)(k + 2)(2k + 3)
= 16 (k + 1)(k + 2)(2(k + 1) + 1).
We have therefore shown that P(k) ⇒ P(k + 1).

n
1 n+1
∏ 1− 2
i
=
2n
.
i =2
Note that
2
1 1 3 2+1 3
∏ 1− 2
i
=1− = ,
4 4 2.2
= ,
4
i =2
41
Inductive step

k
1 k+1
P(k) : ∏ 1 − 2 = (2)
i =2
i 2k

k+1
1 ( k + 1) + 1
P(k + 1) : ∏ 1− 2
i
=
2( k + 1)
.
i =2

1
By multiplying (2) by the number 1 − we find that
( k + 1 )2
k
1 1 1 k+1
1− 2
( k + 1) i =2∏ 1− 2 = 1−
i ( k + 1) 2 2k
| {z } | {z }
k+1
1 k+1 1
= ∏ 1− 2 = −
i =2
i 2k 2k(k + 1)
( k + 1 )2 − 1
=
2k(k + 1)
k ( k + 2)
=
2k(k + 1)
( k + 1) + 1
= .
2( k + 1)

2|(n2 + 3n)
Base step (Proof of P(1))
Note that
12 + 3.1 = 4, 2|4,
Inductive step

P(k) : 2|(k2 + 3k)
42

P(k + 1) : 2 | ( k + 1 )2 + 3 ( k + 1 ) .
Note that
(k + 1)2 + 3(k + 1) = k2 + 2k + 1 + 3k + 3
= k2 + 3k + 2( k + 2)
| {z } | {z }
divisible by 2 divisible by 2
so that
2 | ( k + 1 )2 + 3 ( k + 1 ) .
The arithmetic and ordering of the natural numbers
The arithmetic of the natural numbers is inherited from the arithmetic of the real
numbers. The following lemma states that the addition and multiplication of the
real numbers define binary operations on N.
Lemma
N is closed with respect to the addition and multiplication of the real numbers:
for all natural numbers m, n the sum m + n and product m.n are also natural
numbers.
Proof
We prove this result by mathematical induction. Suppose that m ∈ N and for

n ∈ N let P(n) be the predicate
m + n ∈ N.
Base step (Beweis von P(1))
Since m ∈ N and N is inductive the number m + 1 also belongs to N. It follows

that P(1) is true.
43
Inductive step
P(k) : m+k∈N
P(k + 1) : m + (k + 1) ∈ N.
Suppose that m + k ∈ N. Since N is inductive it follows that (m + k) + 1 ∈ N and

because (m + k) + 1 = m + (k + 1) (associativity of addition (A1)) we conclude
that m + (k + 1) ∈ N.
The closure of N with respect to multiplication is established in a similar fashion.
Remark
Axioms (A1), (A2), (A5), (A6), (A7) and (A9) are therefore also valid for N and
define the arithmetic of the natural numbers.
The ordering of the natural numbers is inherited from the ordering of the real
numbers.
Lemma
Every natural number n satisfies n ≥ 1.
Proof
This result is established by mathematical induction. Let P(n) be the predicate

n ≥ 1.
The statement 1 ≥ 1 is trivially true.
44
Inductive step

P(k) : k≥1
P(k + 1) : k + 1 ≥ 1.
Since 1 > 0 we have that k + 1 > k (O3) and this result, P(k) and (O2) imply that
k + 1 ≥ 1.
Theorem (well-ordering axiom of the natural numbers)
Every non-empty subset of N has a smallest element.
Proof
Define
K = {k ∈ N : k ≤ m for all m ∈ M}.
Note that
K 6= ∅ (1 ∈ K);
K 6= N (for every m ∈ M we have that m + 1 6∈ K).
There therefore exists ℓ ∈ K with ℓ + 1 6∈ K. Otherwise we would have 1 ∈ K and

k ∈ K ⇒ k + 1 ∈ K, so that K = N (N has no proper subset which is inductive).
Since ℓ ∈ K we have that ℓ ≤ m for all m ∈ M. If ℓ ∈ M it is therefore a smallest

element of M. But ℓ 6∈ M implies that
ℓ<m for all m ∈ M

⇒ ℓ+1≤m for all m ∈ M
⇒ ℓ + 1 ∈ K,
a contradiction.
45
Next we use the well-ordering axiom of the natural numbers to prove the division
lemma.
Lemma (division with remainder)
For every a ∈ Z and n ∈ N there exist unique numbers q⋆ ∈ Z (the quotient) und
r ⋆ ∈ {0, . . . ,n − 1} (the remainder) such that
a = q⋆ n + r ⋆ .
Proof
Let
R = {r ∈ N0 : a = qn + r for some q ∈ Z }.
The set R is not empty:
If a ≥ 0, we have a = 0.n + a, so that a ∈ R.
If a < 0, we have a = a.n + a(1 − n), so that a(1 − n) ∈ R.
The set
S = {r + 1 : r ∈ R }
is therefore a non-empty subset of N. According to the well-ordering axiom of
the natural numbers it has a smallest element s⋆ , so that r ⋆ := s⋆ − 1 is a smallest
element of R. By definition there exists q⋆ ∈ Z such that
a = q⋆ n + r ⋆ .
Now we show that r ⋆ ≤ n − 1. From r ⋆ ≥ n, that is 0 ≤ r ⋆ − n < r ⋆ , and
q ⋆ = n ( q ⋆ + 1 ) + (r ⋆ − n )
we find that r ⋆ − n ∈ R, and this contradicts the fact that r ⋆ is a smallest ele-
ment of R.
Finally we show that q⋆ , r ⋆ are unique. Suppose that q1 , q2 ∈ Z and r1 , r2 ∈

{0, . . . ,n − 1} satisfy
a = nq1 + r1 , a = nq2 + r2 . (⋆)
46
2.4 Countability
If q1 > q2 we find that

r2 = a − nq2 = a − nq1 +n (q1 − q2 ) ≥ r1 + n ≥ n,
| {z } | {z }
= r1 ≥1
and this contradicts r2 < n. Similarly, the assumption q2 > q1 leads to the
contradiction r1 ≥ n. We conclude that q1 = q2 , and r1 = r2 then follows from
(⋆).
Remark
1. The set Z of integers is the subset

Z = {n : n ∈ N } ∪ {0} ∪ {−n : n ∈ N }
of R.
It is readily verified that
Z is closed with respect to the addition and multiplication of the real

numbers;
all the field axioms with the exception of the existence of multiplicative
inverses (A8) hold.
Moreover, Z inherits the ordering of the real numbers.
2. The set Q of rational numbers is the subset

nm o
Q= : m ∈ Z, n ∈ Z \{0}
n
of R and is also an ordered field with respect to the addition, multiplication
and ordering inherited from the real numbers.
2.4 Countability
Definition
A non-empty set M is called finite if there exist a natural number n and a bijective
function f : N n → M, where
N n = { m ∈ N : m ≤ n }.
In this case M has n elements.
47
2.4 Countability
Remark
A finite set M cannot have both n1 and n2 elements with n1 6= n2 . In this case there
would be bijections f 1 : N n1 → M and f 2 : N n2 → M, so that g := f 1−1 ◦ f 2 : N n2 →
N n1 and g−1 : N n1 → N n2 would be bijections. The existence of such functions is
however ruled out by the following lemma.
Lemma (Pigeon-hole principle)
Let m and n be natural numbers with m < n. There is no injection N n → N m .
Proof
Let
S = {n ∈ N: there exist a natural number
m < n and an injection f : N n → N m }.
Suppose S 6= ∅. According to the well-ordering axiom of the natural numbers
it has a smallest element k. There therefore exist a natural number ℓ < k and an
injection g : N k → N ℓ .
Note that ℓ 6= 1, since no function N k → N1 = {1} is an injection for k > 1. It

follows that ℓ > 1, so that ℓ = q + 1 and therefore k = p + 1 for some natural
numbers p, q.
Note further that

N k = N p ∪ { p + 1}, N ℓ = N q ∪ { q + 1}.
If q + 1 does not lie in g[N p ] the function h : N p → N q defined by

h ( x ) = g ( x ), x ∈ Np
is injective.
If q + 1 lies in g[N p ] there exists x1 ∈ N p with g( x1 ) = q + 1. It follows that

g( p + 1) 6= q + 1. The formula

g ( x ), x 6 = x1 ,
h( x ) =
g ( p + 1 ), x = x 1
therefore defines an injective function h : N p → N q .
In both cases we have constructed an injection h : N p → N q with q < p and p < k.

This contradicts the definition of k.
48
2.4 Countability
Remark
The pigeon-hole principle is often formulated as follows.
When placing n objects in m < n pigeon holes, at least one pigeon hole
receives more than one object.
In other words there is no injection f : M → S, where M is the set of the objects

and S is the set of the pigeon holes. By definition there are bjections f 1 : N n → M
and f 2 : N m → S. The existence of an injection f : M → S implies that f 2−1 ◦ f ◦ f 1 :
N n → N m is injective. This contradicts the above lemma.
Definitions
1. We consider the empty set to be finite with 0 elements.
2. A non-empty set M is infinite if it is not finite.
Lemma
N is infinite.
Proof
Suppose N is finite. Then there exist a natural number n and a bijection f : N n →

N. It follows that
N = { a1 , . . . , a n } ,
where ai = f (i ), i = 1, . . . , n.
Now consider the number
a = a1 + . . . + an + 1.
a is a natural number since N is closed under addition and addition of 1. Fur-

thermore a > ai and thus a 6= ai , i = 1, . . . , n. It follows that a is not an element of
the set { a1 , . . . ,an }. This is a contradiction.
49
2.4 Countability
Lemma
A non-empty set M is infinite if there is an injection f : N → M.
Proof
Suppose M is finite. Then there exist a natural number n and a bijection f n : N n →

M. Let i : N n+1 → N be the inclusion
i ( x ) = x, x = 1, . . . ,n + 1.
It follows that h := f n−1 ◦ f ◦ i : N n+1 → N n is an injection. This contradicts the

pigeon-hole principle.
Corollary
The sets Z, Q and R are infinite.
Proof
The inclusions N → Z, N → Q and N → R are injective.
Definitions
1. A non-empty set M is called countably infinite if there is a bijection

f : N → M.
2. A finite or countably infinite set is called countable.
3. A set which is not countable is called uncountable.
50
2.4 Countability
Examples
1. The set Z is countably infinite. This is how one counts its elements:
Target set (Z ) 0 1 −1 2 −2 3 −3 · · ·
↑ ↑ ↑ ↑ ↑ ↑ ↑
Domain (N ) 1 2 3 4 5 6 7 ···
2. The product set

N × N = {(n1 ,n2 ) : n1 ,n2 ∈ N }
is countably infinite. This is how one counts its elements:
1 2 4 7
(1, 1) (1, 2) (1, 3) (1, 4) ···

3 5 8
(2, 1) (2, 2) (2, 3) (2, 4)

6 9
(3, 1) (3, 2) (3, 3) (3, 4)

10
(4, 1) (4, 2) (4, 3) (4, 4)

···
Key
solid arrows: N → N × N
dashed arrows: direction of counting
51
2.4 Countability
3. The set of all positive rational numbers is countably infinite. This is how one
counts its elements:
1 2 4 6 10
1 1 1 1 1 ···
1 2 3 4 5
3 7
2 2 2 2 2
1 2 3 4 5
5 8
3 3 3 3 3
1 2 3 4 5
9
4 4 4 4 4
1 2 3 4 5
11
5 5 5 5 5
1 2 3 4 5
.
..
Key
solid arrows: N → Q
dashed arrows: direction of counting
4. The set R is uncountable. It is infinite since the inclusion N → R is obviously

injective. The following argument shows that it is not countably infinite.
Suppose that R is countably infinite, so that there exists a bijection f : N → R. De-

note f (n) with Nn ,d1n d2n d3n . . ., where Nn is an integer and d1n ,d2n ,d3n , . . . ∈ {0,1, . . . ,9}:
Domain (N ) Target set (R )

1 → N1 ,d11 d21 d31 . . .
2 → N2 , d12 d22 d32 . . .
3 → N3 ,d13 d23 d33 . . .
.. ..
. .
52
2.4 Countability
(Here we use the decimal notation for real numbers, which has ambiguities such
as 0,999 . . . = 1,000 . . .)
j
Let D j be a number between 1 and 8 with D j 6= d j . Consider the real number
0,D1 D2 D3 . . .
This number is not equal to f (1) because D1 6= d11 .
It is not equal to f (2) because D2 6= d22 .
j
It is not equal to f ( j) for any j ∈ N since D j 6= d j .
It is therefore not an element of the image of f , and this contradicts the assump-
tion that f is surjective.
5. The power set

P(N ) = {∅, {1},{1,2},{2}, {1,2,3}, . . . }
of N (the set of all subsets of N) is uncountable. It is infinite because the formula
f (n) = { n}
defines an injection f : N → P(N ). The following lemma shows that it is not
countably infinite.
Lemma
Let M be a nonempty set. There is no surjection f : M → P( M).
Proof
Let f : M → P( M) be a surjection. We consider the subset

A = {m ∈ M : m 6∈ f (m)}
of M and prove by contradiction that A does not lie in the image of f .
Suppose there exists n ∈ M with f (n) = A and observe that:
n ∈ A ⇒ n 6∈ f (n) ⇒ n 6∈ A
n 6∈ A ⇒ n ∈ f (n) ⇒ n ∈ A.
We therefore have a contradiction.
53
2.5 Bounds, maxima, minima, suprema and infima
Definition
Let S be a nonempty subset of R.
S is said to be bounded above if there exists a real number M such that
x ≤ M for every x ∈ S.
M is an upper bound for S.
S is said to be bounded below if there exists a real number m such that
x ≥ m for every x ∈ S.
m is a lower bound for S.
Examples
1. (−∞,1] is bounded above. The diagram shows some upper bounds:
1 3 6
2. [7,9] ∪ [11,∞) is bounded below. The diagram shows some lower bounds:
9 11
5 7
Remark
We can also consider nonempty subsets of other number systems such as N, Z

or Q. The upper (lower) bound should then belong to the appropriate number
system.
54
Recall the well-ordering axiom of the natural numbers:
Every nonempty sybset of N has a least element.
This axiom remains valid in modified form for the integers.
Lemma
Every nonempty subset of Z which is bounded below has a least element.
Proof
Suppose that M is a nonempty subset of Z which is bounded below. Let ℓ ∈ Z be

a lower bound for M, so that m ≥ ℓ for all m ∈ M. It follows that
N = {m − ℓ + 1 : m ∈ M }
is a nonempty set of natural numbers. According to the well-ordering axiom of

the natural numbers it has a smalles element k. It follows that m − ℓ + 1 ≥ k, i.e.
m ≥ m⋆ := k + ℓ − 1 for all m ∈ M. Since m⋆ is an element of M it is a least element
of M.
The well-ordering axiom is not valid for the real numbers.
Lemma
The subset (0,1) of R, which is non-empty and bounded below, does not have a
least element.
Proof (by contradiction)
Suppose (0,1) has a smallest element x, so that
x ∈ (0,1),
x≤y for every y ∈ (0,1). (⋆)
The inequality
0<x<1
55
implies that
x
0< < x < 1,
2
that y = x/2 contradicts (⋆).
Remarks
1. If x is rational, then x/2 is also rational. The same proof therefore shows that
{ x ∈ Q : 0 < x < 1} also has no smallest element. Hence the well-ordering
axiom is also not valid for Q.
2. The same results hold for greatest elements. Every nonempty subset of N
or Z which is bounded above has a greatest element. This is not true for R
or Q.
3. Some nonempty sets of real numbers which are bounded above (below)
have a greatest (least) element. The interval [0,1] has for example both a
greatest element (1) and a least element (0).
Lemma
1. Suppose that the set X of real numbers has a greatest element. This greatest
element of X is unique.
2. Suppose that the set X of real numbers has a least element. This least ele-
ment of X is unique.
Proof
1. Suppose X has two greatest elements M1 , M2 , so that
M1 ∈ X, M2 ∈ X
x ≤ M1 {zx ∈ X}
|for all x ≤ M2 for all x ∈ X,
| {z }
in particular for x = M2 in particular für x = M1
⇒ M2 ≤ M1 ⇒ M1 ≤ M2
56
Hence M1 = M2 .
The second result is proved in a similar fashion.
The completeness axiom of the real numbers
(C) Suppose that M is a nonempty set of real numbers which is bounded above.
The set of all upper bounds for M has a least element.
Definition
The least upper bound of a nonemtpy set M of real numbers which is bounded
above is called the supremum of M and is denoted by
sup M.
Theorem
Suppose that M is a nonempty set of real numbers which is bounded below. The
set of all lower bounds for M has a greatest element.
Proof
Consider the set

N = {−m : m ∈ M}.
Since M is bounded below, N is bounded above. According to the completness
axiom of the real numbers N has a least upper bound (sup N ), and − sup N is a
greatest lower bound for M.
Definition
The greatest lower bound of a nonemtpy set M of real numbers which is bounded
below is called the infimum of M and is denoted by
inf M.
57
Example
Show that inf(0,1) = 0.
Solution
0 is obviously a lower bound for (0,1). We show by contradiction that it is the

greatest upper bound for (0,1).
Suppose m > 0 is a lower bound for (0,1). Obviously m < 1. The inequality
0<m<1
implies that
m
0< < m < 1,
2
so that m/2 is an element in (0,1) which is smaller than the lower bound m.
Definition
Let M be a subset of R which is bounded above. If its supremum is itself an

element of M we call it the maximum of M and denote it by
max M.
Let M be a subset of R which is bounded below. If its infimum is itself an element

of M we call it the minimum of M and denote it by
min M.
Examples
inf(0,1) = 0, (0,1) has no minimum
inf[0,1] = 0, min[0,1] = 0
sup(0,1) = 1, (0,1) has no maximum
sup[0,1] = 1, max[0,1] = 1.
58
Lemma
Suppose that X be a nonempty set of real numbers which is bounded above (be-
low), and let M (m) be an upper (lower) bound for X.
M = sup X ⇔ For every ε > 0 there exists

x ∈ X such that x > M − ε
m = inf X ⇔ For every ε > 0 there exists

x ∈ X such that x < m + ε
Proof
⇒ The statement
There exists ε > 0 such
that x ≤ M − ε for ⇒ M 6= sup X
all x ∈ X
is obviously correct. We have thus proved the contraposition

of the desired result.
⇐ We prove this by contradiction.
Suppose that M1 < M is an upper bound for X. Set

ε = M − M1 . There exists x ∈ X with x > M − ( M − M1 ), i.e. x > M1 .
Hence M1 is not an upper bound for X.
The second result is proved in a similar fashion.
Lemma
Let A and B be nonempty sets of real numbers which are bounded above. It
follows that
sup( A + B) = sup A + sup B,
where
A + B := { a + b : a ∈ A, b ∈ B}.
59
2.6 Rational and irrational numbers
Proof
M := sup A + sup B is an upper bound for A + B because
a ≤ sup A for every a ∈ A

b ≤ sup B for every b ∈ B
⇒ a + b ≤ sup A + sup B for every a ∈ A, b ∈ B.
We know that:
For every ε 1 > 0 there exists For every ε 2 > 0 there exists
a ∈ A with a > sup A − ε 1 b ∈ B with b > sup B − ε 2
We would like to prove that:
For every ε > 0 there exists x ∈ A + B with x > M − ε.
We choose ε > 0 and set ε 1 = ε/2, ε 2 = ε/2, so that x = a + b satisfies the inequality
x > sup A + sup B −ε.

| {z }
=M
Lemma (archimedian property of the real numbers)
1. The subset N of R is not bounded above.
2. For every ε > 0 there exists n ∈ N such that
1
< ε.
n
60
Proof
1. We prove this result by contradiction. Suppose that N is bounded above.

According to the completeness axiom of the real numbers N has a least
upper bound x0 . There therefore exists n ∈ N such that n > x0 − 1 (apply
the previous lemma with ε = 1). Since N is inductive, the number n + 1 also
belongs to N. However n + 1 > x0 contradicts the fact that x0 is an upper
bound for N.
1
2. Since N is not bounded above there exists n ∈ N such that n > ε (otherwise
1
ε would be an upper bound for N).
Proposition
Every nonempty subset M of R which is bounded below and contains only inte-
gers has a least element.
Proof
Let s be a lower bound for M. According to the archimedian property of the real
numbers there exists a natural number t such that t ≥ −s. Hence ℓ := −t is an
integer-valued upper bound for M and M is a nonempty subset of Z which is
bounded below. We have already shown that such a set has a least element.
We can use the archimedian property of the real numbers to derive interesting
properties of Z and Q.
Proposition
Let r be a real number. There exists a unique integer m with
m − 1 ≤ r < m.
61
Proof
X
  
The set X = { x ∈ Z : x > r } is bounded below and therefore has a least element
m. It follows that m > r and m − 1 ≤ r.
If m1 and m2 both satisfy the given inequality they are both least elements of X
and therefore equal.
Lemma
Every interval (α, β), α < β contains a rational number.
Proof
According to the archimedian property of the real numbers there exists n ∈ N

such that
1
< β − α. (1 )
n
Furthermore, there is a unique element m ∈ Z with the property
m − 1 ≤ nα < m. (2 )
It follows from (2) that

m
>α
n
and from (1), (2) that
m 1
≤α+
n n
<α+β−α
= β.
m
The rational number n therefore lies in the interval (α,β).
62
Definition
A real number which is not rational is called irrational.
The next theorem demonstrates the existence of irrational numbers.
Theorem
The set
S = {q ∈ Q : q > 0, q2 < 2}
of real numbers is nonempty and bounded above. Its supremum r satsifies the
equation r2 = 2 and is not rational.
Proof
The set S is obviously nonempty (1 ∈ S). It is bounded above, since every q ∈ S

satisfies q ≤ 2 because
q > 2 ⇒ q2 > 4 ⇒ q 6∈ S.
According to the completness axiom S has a supremum r ∈ R. Obviously r > 0
(in fact r ≥ 1 because 1 ∈ S).
Now we show that r2 = 2 by excluding the possibilites r2 < 2 and r2 > 2.
If r2 < 2: Choose ε > 0 small enough so that r2 < (r + ε)2 < 2:
r 2 < (r + ε )2
= r2 + 2rε + ε2
< r2 + 2rε + ε for ε < 1
2 − r2
<2 for ε <
2r + 1
Choosing ε so that r + ε is rational, we find that r + ε ∈ S. But r + ε > sup S, a

contradiction.
If r2 > 2: Choose ε > 0 small enough so that 2 < (r − ε)2 < r2 :
r 2 > (r − ε )2
= r2 − 2εr + ε2
> r2 − 2εr − ε
r2 − 2
>2 for ε <
2r + 1
63
Hence r − ε is an upper bound for S (which can also be chosen to be rational),

because
q > r − ε ⇒ q2 > (r − ε )2
>2
⇒ q 6∈ S.
This contradicts the fact that r is the least upper bound for S.
Now we prove by contradiction that r is not rational.
Suppose that r is a rational number, so that

p
r= , p,q ∈ Z, q 6= 0,
q
where we assume that p, q have no common factors. We find that
p2
2=
q2
⇒ p = 2q2
2
⇒ p2 is even
⇒ p is even 
⇒ p = 2m, m ∈ Z 



⇒ 4m2 = 2q2 

2 2 
⇒ q = 2m
Hence p, q have the common factor 2.
⇒ q2 is even 



⇒ q is even 


⇒ q = 2n, n ∈ Z
This is a contradiction.
Remarks
1. A positive number r with the property r2 = n, n ∈√N is called a root of n and

√
is denoted by n. The above proof shows that 2 exists and is irrational.
The following argument shows that it is unique.
Suppose there are two positive numbers r1 , r2 with

r12 = 2, r22 = 2.
It follows that
r12 − r22 = 0
⇒ (r 1 − r 2 ) (r 1 + r 2 ) = 0
| {z }
>0
⇒ r1 − r2 = 0
⇒ r1 = r2 .
64
2. The above proof shows that the completeness axiom does not hold for the
rational numbers. The subset
S = {q ∈ Q : q > 0, q2 < 2}
of Q is nonempty (1 ∈ S) and bounded above (the rational number 2 is an

upper bound). If S has a supremum r in Q, then r2 = 2. There is however
no rational number with this property.
Lemma
Every interval (α, β), α < β contains an irrational number.
Proof
According to the archimedian property of the real numbers there exists n ∈ N

such that
1 √
< 2 ( β − α ).
n
It follows that
1
√ < β − α. (1 )
2n
Furthermore, there is a unique element m ∈ Z with the property
√
m − 1 ≤ 2nα < m, (2 )
It follows from (1), (2) that

m
α < √ < β.
2n
The number √m is irrational. If it were rational, we would have

2n
m p
√ = , p, q ∈ Z, q 6= 0
2n q
√ mq
⇒ 2= ,
np
|{z}
rational
a contradiction.
The irrational number √m therefore lies in the interval (α,β).

2n
65
Remark
For every r ∈ R and ε > 0 there exist q ∈ Q and i ∈ R \ Q such that
|r − q| < ε, |r − i | < ε.
This result states that a real number can be arbitrarily closely approximated by
both rational and irrational numbers. We say that Q and R \ Q are dense subsets
of R.
Lemma
1. Q is countably infinite.
2. R \ Q is uncountable.
Proof
1. We have already proved that Q ∩ (0,∞) is countably infinite. The same proof
shows that Q ∩ (−∞,0) is also countably infinite. The equation
Q = [Q ∩ (−∞,0)] ∪ {0} ∪ [Q ∩ (0,∞)]

| {z } |{z} | {z }
countable countable countable
shows that Q is countable.
2. We prove this result by contradiction. Suppose that R \ Q is countable. It

follows from the equation
R = Q ∪ R\Q
|{z} | {z }
countable countable
that R is countable. We have however already proved that R is not count-
able.
66
3 Sequences and series
3 Sequences and series
3.1 Sequences
Informally speaking, a sequence is an infinite (ordered) list of numbers:
1, 12 , 31 , 14 , 51 , . . . sequence
↑ ↑ ↑ ↑ ↑
1 2 3 4 5 position in sequence
Definition
A (real) sequence is a function N → R.
The above sequence is the function a : N → R with
1
a(n) = .
n
Notation
Let a : N → R be a sequence.
We usually abbreviate “a(n)” to “an ” and write “a : N → R” as “{ an }” (in view

of the informal definition of a sequence as an ordered list).
The above sequence is thus written as
1
{ a n }, an =
n
or simply
1
.
n
67
3.1 Sequences
Examples
1. The sequence { an }, an = n2 “grows” with increasing values of n:
an
16
9 a1 a2 a3 a4
1 4 9 16
1 2 3 4
n
Since a sequence is actually a func- We can also display the values an as

tion, we can plot its graph. points on a number line.
2. The sequence {bn }, bn = (−1)n “oscillates” between -1 and 1:
bn
b1 b2
1 2 3 4
n b3 b4
.. ..
. .
-1 -1 1
68
3.1 Sequences
1
3. The sequence {cn }, cn = n “converges” to 0:
cn
1
1/2 c4 c3 c2 c1
0 1/4 1/3 1/2 1
1/3
1/4
2 3 4
n
1
Convergence
What does the statement “{ an } converges to ℓ” mean?
Informal answer: the larger the value of n, the closer the value of an comes to ℓ
(perhaps without ever reaching ℓ)
Example
Consider the sequence { an }, an = 1 + (−1)n /n:
an
2 3 4 5 6
n
1
69
3.1 Sequences
The diagram shows that the distance between an and 1, that is | an − 1|, becomes
arbitrarily small:
1
| a n − 1| < 2 for n > 2
1
| a n − 1| < 10 for n > 10
1
| a n − 1| < 50 for n > 50
And indeed: If we specify a greatest value ε for the distance | an − 1|, we can
always find a smallest value N for n so that
| an − 1| < ε for n > N
(N can be any natural number which is greater than 1/ε)
Definition
A real sequence { an } converges to the limit ℓ, if for any ε > 0 there exists a natural
number N such that
| an − ℓ| < ε for all n > N.
In this case we write
an → ℓ as n→∞
und
ℓ = lim an .
n→∞
If the sequence { an } has a limit we say it is convergent, otherwise it is divergent.
Examples
1. A constant sequence { an }, an = a converges to a.
Note that | an − a| = 0. For every ε > 0 we therefore have that
| an − a| < ε for all n > 1.
70
3.1 Sequences
n o
1
2. The sequence n converges to 0.
The archimedian property of the real numbers states: for every ε > 0 there
is a natural number N with
1
< ε.
N
It follows that
1 1 1
−0 = < <ε for all n > N.
n n N
n o
1
3. Let k > 0. The sequence nk
converges to 0.
According to the archimedian property of the real numbers, for every ε > 0
there is a natural number N with
1 1
< εk .
N
It follows that
1 1 1
− 0 = < <ε for all n > N.
nk nk Nk
n o n o
1 1
4. The sequences n! and an , where | a| > 1, converge to 0.
Here we use the following facts:
n! ≥ n for all n ∈ N (proof by mathematical induction).
There is a natural number N1 such that | a|n ≥ n for all n > N1 . (This is
proved below under ‘orders of magnitude’.)
Using example 2 we know that for every ε > 0 there is a natural number N2
with
1
<ε for all n > N2 .
n
Set N1 = 1 in the first case. We have that
   

 1 
  1 

 − 0 
  
 n!    n!  1
= ≤ < ε

 1 
 
 1  n

    ↑ ↑
 n −0    | a|n  if if
a
n > N1 n > N2
for all n > N := max( N1 ,N2 ).
71
3.1 Sequences
Lemma
The limit of a convergent sequence is unique.
Proof
Let { an } be a convergent sequence with an → ℓ1 and an → ℓ2 as n → ∞. We have

that
N1 ∈ N with | an − ℓ1 | < ε 1 for N2 ∈ N with | an − ℓ2 | < ε 2 for
n > N1 n > N2
Note that
|ℓ1 − ℓ2 | = |ℓ1 − an + an − ℓ2 |
≤ | a n − ℓ1 | + | a n − ℓ2 | (triangle inequality)
< ε1 + ε2 for n > max( N1 ,N2 )
Now choose ε > 0 and set ε 1 = 2ε , ε 2 = 2ε , so that
0 ≤ |ℓ1 − ℓ2 | < ε.
Since this inequality holds for all ε > 0 we have that
|ℓ1 − ℓ2 | = 0
It follows that ℓ1 = ℓ2 .
Definitions
1. A sequence { an } is bounded above (below) if there is a real number M1 ( M2 )

with the property that
an ≤ M1 (an ≥ M2 ) for all n ∈ N.
2. A sequence { an } is bounded if it is bounded above and below.
72
3.1 Sequences
Remark
There exist M1 ,M2 ∈ R with There exists M > 0 with

M1 ≤ an ≤ M2 for all n ∈ N ⇔ − M ≤ an ≤ M for all n ∈ N
A sequence is therefore bounded if and only if there exists M > 0 such that
| an | ≤ M for all n ∈ N.
Lemma
Every convergent sequence is bounded.
Proof
Suppose that { an } converges to ℓ. There therefore exists a natural number N with

the property that
| an − ℓ| < 1 for all n > N

⇒ ℓ − 1 < an < ℓ + 1 for all n > N
Define
M1 = min{ a1 , . . . ,a N ,ℓ − 1},
M2 = max{ a1 , . . . ,a N , ℓ + 1},
so that
M1 ≤ an ≤ M2 for all n ∈ N.

Theorem
Let { an }, {bn }, {cn } be convergent sequences with cn 6= 0, n ∈ N and lim cn 6= 0.

n→∞
Let α be a real number.
73
3.1 Sequences
n o
1
The sequences {αan },{ an + bn },{ an bn }, cn are also convergent, and
lim α an = α lim an , (1 )
n→∞ n→∞
lim (an + bn ) = lim an + lim bn , (2 )

n→∞ n→∞ n→∞
lim an bn = lim an lim bn , (3 )

n→∞ n→∞ n→∞
1 1
lim = . (4 )
n→∞ cn lim cn
n→∞
Proof
We prove the third assertion. Define

a := lim an ,
n→∞
b := lim bn .
n→∞
We know that:
For every ε 1 > 0 there exists N1 ∈ N For every ε 2 > 0 there exists N2 ∈ N
such that | an − a| < ε 1 for n > N1 such that |bn − b| < ε 2 for n > N2
For every ε > 0 there exists N ∈ N with

| an bn − ab| < ε for n > N.
We can write
an bn − ab = (an − a)bn + a(bn − b),
so that
| an bn − ab| = |(an − a)bn + a(bn − b)|
≤ |(an − a)bn | + | a(bn − b)| (triangle inequality)
= | an − a||bn | + | a||bn − b|.
Since {bn } is convergent it is bounded. There therefore exists M > 0 with
| bn | ≤ M for all n ∈ N
and hence
| an bn − ab| < Mε 1 + | a|ε 2 for all n > N,
where N := max( N1 ,N2 ).
74
3.1 Sequences
Now choose ε > 0 and set

ε ε
ε1 = , ε2 = , if | a| 6= 0,
2M 2| a |
ε
ε1 = , ε 2 = 1, if | a| = 0.
M
It follows that
| an bn − ab| < ε for all n > N.
The other assertions are proved in a similar fashion.
Example
Show that
3n3 + 7n2 + 1 3
lim 3
= .
n→∞ 4n − 8n + 63 4
Solution
Note that
3n3 + 7n2 + 1 3 + n7 + n13
=
4n3 − 8n + 63 4 − n82 + 63
n3
3
→ as n → ∞,
4
because
1 1 1
, , → 0 as n → ∞.
n n2 n3
The following result is often very useful.
Lemma
Let { an }, {bn }, {cn } be sequences with

a n → ℓ, c n → ℓ as n → ∞
and
a n ≤ bn ≤ c n , n ∈ N.
The sequence {bn } is also convergent and

bn → ℓ as n → ∞.
75
3.1 Sequences
Proof
We know that:
For every ε 1 > 0 there exists N1 ∈ N For every ε 2 > 0 there exists N2 ∈ N
such that such that
| an − ℓ| < ε 1 for n > N1 |cn − ℓ| < ε 2 for n > N2
i.e. i.e.
ℓ − ε 1 < an < ℓ + ε 1 for n > N1 ℓ − ε 2 < cn < ℓ + ε 2 für n > N2
For every ε > 0 there exists N ∈ N such that
|bn − ℓ| < ε for n > N
i.e.
ℓ − ε < bn < ℓ + ε for n > N
Note that
ℓ − ε1 < a n ≤ bn ≤ c n < ℓ + ε2 for n > N := max( N1 ,N2 ).
↑ ↑
for n > N1 for n > N2
Now choose ε > 0 and set ε 1 = ε, ε 2 = ε, so that
ℓ − ε < bn < ℓ + ε for n > N.
Example
Show that √ √
lim ( n + 1 − n) = 0.
n→∞
76
3.1 Sequences
Solution
Note that
√ √ !
√ √ √ √ n+1+ n
n+1− n=( n+1− n) √ √
n+1+ n
1
=√ √
n+1+ n
1 √ √ √
<√ because n + 1 + n > n
n
It follows from
1 1
0 < √ √ < √
n+1+ n n
|{z} |{z}
→0 →0
as n → ∞ as n → ∞
that
1
√ √ →0 as n → ∞,
n+1+ n
so that √ √
n+1− n→0 as n → ∞.

Monotone sequences
Definitions
1. A sequence { an } is monotone increasing (decreasing) if
an ≤ an +1 ( an ≥ an +1 )
for all n ∈ N.
2. A sequence { an } is strictly monotone increasing (decreasing) if
an < an +1 ( an > an +1 )
for all n ∈ N.
77
3.1 Sequences
Theorem
1. A monotone increasing sequence { an } which is bounded above is conver-

gent.
2. A monotone decreasing sequence { an } which is bounded below is conver-

gent.
Proof
1. The set M = { an : n ∈ N } is non-empty and bounded above. By the com-

pleteness axiom of the real numbers it has a supremum ℓ. We show that
{an } converges to ℓ.
We use the following property of the supremum s of a non-empty set X of

real numbers which is bounded above: for every ε > 0 there exists x ∈ X
with x > s − ε.
We apply this property of ℓ to M: For every ε > 0 there exists N ∈ N mit

a N > ℓ − ε.
It follows that
ℓ+ε > ℓ ≥ an ≥ aN > ℓ − ε for n > N
↑ ↑
ℓ = sup M {an } is
monotone increasing
We have shown that:

| an − ℓ| < ε for n > N.
The second assertion is proved in a similar fashion.
Remark
A monotone increasing (decreasing) sequence is convergent if and only if it is

bounded above (below).
The following result is proved by mathematical induction.
78
3.1 Sequences
Theorem (recursion)
Consider a real number a and functions f n+1 : R n+1 → R, n = 0,1,2, . . ..
There exists precisely one sequence { xn }n∈N0 such that
1. x0 = a;
2. xn+1 = f n+1 ( x0 , . . . ,xn ), n = 0,1,2, . . ..
Example
Let a and x0 be positive real numbers. Show that the sequence { xn } defined by
the recursive scheme

1 a
x n +1 = xn + , n = 0,1,2, . . .
2 xn
is convergent and determine its limit.
Solution
Obviously xn > 0 for all n ∈ N0 (proof by mathematical induction). In particular,

{ xn } is bounded below.
The calculation
r
1 a a √
x n +1 = xn + ≥ | xn | = a, n = 0,1,2, . . .
2 xn | xn |
shows that x2n ≥ a for n = 1,2, . . .. It follows from
a
≤ xn
xn
that
1 a 1
x n +1 = xn + ≤ ( xn + xn ) = xn , n = 1,2, . . . .
2 xn 2
The sequence { xn }n∈N is therefore monotone decreasing.
Since { xn }n∈N is monotone decreasing and bounded below it√is convergent. Its
limit x is the infimum of the set { xn : n ∈ N } and satisfies x ≥ a. It follows from
the equation
1 a
x n +1 = xn +
2 xn
79
3.1 Sequences
and the lmits

lim xn = x, lim xn+1 = x
n→∞ n→∞
that
1 a √
x= x+ ⇔ x = ± a,
2 x
√
so that x = a.
Divergence
It is also necessary to formulae the statements “{ an } does not converge to ℓ” and

“{ an } is not convergent” correctly.
“{ an } converges to ℓ”
means
“For every ε > 0 there exists N ∈ N such that

| an − ℓ| < ε for all n > N” (1)
i.e.
∀ε > 0 ∃ N ∈ N ∀n > N | an − ℓ| < ε

| {z }
The negation of this statement is
∃ ε > 0 ∀ N ∈ N ∃n > N | an − ℓ| ≥ ε
i.e.
“There exists ε > 0 such that for all N ∈ N

there is a natural number n > N with | an − ℓ| ≥ ε” (2)
The statement “{ an } is convergent” means that there is a real number ℓ with

the property that (1) holds. The statement “{ an } is divergent” is therefore the
negation
¬ ∃ℓ (1)
⇔ ∀ℓ ¬ (1)
⇔ ∀ℓ (2)
i.e. the statement that (2) holds for all real numbers ℓ.
80
3.1 Sequences
Let us now discuss unbounded sequences (which are divergent, since all conver-
gent sequences are bounded).
Definitions
1. We write
“an → ∞ as n → ∞”,
if for every M > 0 there exists a natural number N such that
an > M for all n > N.
2. We write
“an → −∞ as n → ∞”,
if for every M < 0 there exists a natural number N such that
an < M for all n > N.
Examples
an bn
16
1 2 3 4
n
-1
-4
-9
1 2 3 4 n -16
The sequence { an } with an = n2 sat- The sequence {bn } with bn = −n2

isfies an → ∞ as n → ∞. satisfies bn → −∞ as n → ∞.
Remark
An sequence { an } which is unbounded above (below) does not necessarily satisfy

an → ∞ (an → −∞) as n → ∞.
81
3.1 Sequences
The sequence {cn } with c2m+1 = 1, m = 0,1,2, . . . and c2m = m2 , m = 1,2, . . . is un-
bounded above but does not satisfy cn → ∞ as n → ∞.
cn
16
1 2 3 4 5 6 7 8
n
Lemma
1. Suppose the sequence { an } satisfies | an | → ∞ as n → ∞. It follows that

1/an → 0 as n → ∞.
2. Suppose the sequence {bn } satisfies bn 6= 0, n ∈ N and bn → 0 as n → ∞. It

follows that 1/|bn | → ∞ as n → ∞.
Proof
1. We know that:
For every M > 0 there exists N1 ∈ N such that
| an | > M for n > N1 .
For every M > 0 there exists N ∈ N such that
1
<ε for n > N.
an
82
3.1 Sequences
Choose ε > 0 and set M = 1/ε. According to the hypothesis there exists
N1 ∈ N such that
1
| an | > for n > N1 .
ε
It follows that
1 1
= < ε for n > N := N1 .
an | an |
2. This assertion is proved in a similar fashion.
Examples
1. It follows from the second part of this lemma that

nk → ∞ as n → ∞, k > 0,
| a|n → ∞ as n → ∞, | a| > 1,
n! → ∞ as n → ∞.
2. It follows from
nn ≥ n, n∈N
(proof by mathematical induction) that nn → ∞ as n → ∞.
3. We will study logarithms later and show in particular that log n → ∞ as

n → ∞.
Lemma (Orders of magnitude)
Let a and k be real numbers with | a| > 1 and k > 0. The following ‘order-of-
magnitude’ rules hold.
log n
→ 0 as n → ∞ “powers kill logarithms”
nk
nk
→ 0 as n → ∞ “exponentials kill powers”
| a|n
| a|n
→ 0 as n → ∞ “factorials kill exponentials”
n!
n!
→ 0 as n → ∞ “superexponents kill factorials”
nn
83
3.1 Sequences
Proof
The first two rules will be established later.
Choose m ∈ N such that m < | a| ≤ m + 1. Let n ≥ m + 1. It follows that

| a|n | a| | a| | a| | a| | a| | a| | a|m | a|
= · ··· · · ··· · ≤ · ,
n! 1 2 m |m{z + 1} |n {z − 1} n m! n
≤1 ≤1
and it follows from
| a|n | a|m | a|
0 < ≤ ·
|{z} n! |m!{z n}
→0 →0
that
| a|n
→0
n!
as n → ∞.
See problem sheet 6, question 3(c).
Subsequences
Definition
A subsequence of the sequence

a1 ,a2 ,a3 ,a4 , . . . (written as {an })
is a sequence of the form
an1 , an2 ,an3 , . . . , (written as {ank })
where
n1 ,n2 ,n3 , . . .
is a strictly increasing sequence of natural numbers.
Example
The sequence
1,3,5,7, . . .
is a subsequence of the sequence
1,2,3,4,5,6,7, . . .
84
3.1 Sequences
Remark
A subsequence inherits certain properties of the original sequence, e.g.

{an } converges to l ⇒ {ank } coverges to l
{an } is bounded ⇒ {ank } is bounded
A subsequence can however be “better” as the original sequence
Lemma
Every sequence { an } admts a subsequence which is either monotone increasing

or monotone decreasing.
Proof
We call the natural number n a “scenic viewpoint” of the sequence { an } if am < an

for all m > n:
an
2 and 4 are scenic viewpoints

of this sequence.
1 2 3 4 5 6 7 8
n
We distinguish two cases:
{an } has infinitely many scenic viewpoints

n1 < n2 < n3 < . . .
In this case the sequence { ank } is a strictly monotone decreasing subsequence
of { an }.
85
3.1 Sequences
{an } has finitely many scenic viewpoints.
In this case we can construct a monotone increasing subsequence { ank } of

{an } by the following method.
Choose n1 larger than all scenic viewpoints.
For k ≥ 1 choose nk+1 so that ank+1 ≥ ank . (This is possible because nk is not a
scenic viewpoint.)
Corollary (Bolzano-Weierstraß theorem)
Every bounded sequence has a convergent subsequence.
Proof
Every bounded sequence has either a monotone increasing subsequence or a

monotone decreasing subsequence. This subsequence inherits the boundedness
of the original sequence and is therefore convergent.
Cauchy sequences
Suppose that { an } converges, so that for large n the value of an is close to the limit.
For large m, n the difference an − am should therefore be small. In this section we
show that this property indeed characterises a convergent sequence.
Definition
A sequence { an } is called a Cauchy sequence if for every ε > 0 there exists a

natural number N such that
| am − an | < ε for all m,n > N.
Lemma
Every convergent sequence is a Cauchy sequence.
86
3.1 Sequences
Proof
Let { an } be a convergent sequence with limit l.
We know that:
For every ε 1 > 0 there exists N1 ∈ N such that
| an − l | < ε 1 for n > N1 .
| an − am | < ε for n,m > N.
Note that
| an − am | = | an − l − (am − l )|
≤ | an − l | + | am − l |
< 2ε 1 for m,n > N1 .
Choose ε > 0 and set ε 1 = 2ε , so that
| an − am | < ε for n,m > N := N1 .
We need two intermediate results to prove the converse.
Lemma
Suppose that { ank } be a subsequence of the Cauchy sequence { an } with ank → l

as nk → ∞. It follows that the sequence { an } itself converges to l.
Proof
We know that:
N1 ∈ N such that | an − am | < ε 1 N2 ∈ N such that | ank − l | < ε 2
for m, n > N1 for nk > N2
87
3.1 Sequences
| an − l | < ε for n > N.
Note that
| an − l | = | an − an k + an k − l |
≤ | an − an k | + | an k − l |
< ε1 + ε2 for n,nk > N1 , nk > N2 .
Choose ε > 0 and set ε 1 = 2ε , ε 2 = 2ε , so that
| an − l | < ε for n > N := max( N1 ,N2 ).
Lemma
Every Cauchy sequence is bounded.
Proof
Let { an } be a Cauchy sequence. There exists N ∈ N such that
| an − am | < 1 for n,m > N.
In particular we have that
| an − a N +1 | < 1 for n > N
and therefore
a N +1 − 1 < an < a N +1 + 1 for n > N.
Define
M1 = min{ a1 , . . . ,a N , a N +1 − 1},
M2 = max{ a1 , . . . ,a N ,a N +1 + 1},
so that
M1 ≤ an ≤ M2 for n ∈ N.

88
3.2 Series
Corollary
Every Cauchy sequence is convergent.
Proof
Every Cauchy sequence is bounded and by the Bolzano-Weierstraß theorem ad-

mits a convergent subsequence. However a Cauchy sequence with a convergent
subsequence is itself convergent.
3.2 Series
In this section we treat “infinite sums” of the form
a1 + a2 + a3 + . . .
We first need a sensible definition of such sums.
Definitions
Let { an } be a real sequence. The sequence {sn } with
s 1 = a1 ,
s 2 = a1 + a2 ,
s 3 = a1 + a2 + a3 ,
..
.
is the series corresponding to { an }. The n-th term sn is called the n-th partial
sum of the series {sn }.
If {sn } converges we call its limit the sum of the series and write
lim sn
n→∞
as
∞
∑ an .
n =1
89
3.2 Series
Examples
1. The geometric series
Let a and r be real numbers with |r | < 1. Consider the sequence { ar n−1 }
and corresponding series {sn } with
sn = a + ar + ar2 + . . . + ar n−1
1 − rn
=a (proof by mathematical induction)
1−r
Note that
a (1 − r n )
lim sn = lim
n→∞ n→∞ 1 − r
a
= , since r n → 0 as n → ∞,
1−r
so that
∞
a
∑ arn−1 = 1 − r .
n =1
9 1
Consider in particular the case a = 10 , r = 10 :
∞
∑ 9.10−n = 1,
n =1
i.e.
9 9 9
+ + + ... =1
|10 100 {z 1000 }
Definition of the decimal number 0.9999 . . .
2. The harmonic series
Consider the sequence { n1 } and corresponding series {sn } with

1 1 1
sn = 1 + + + ... + .
2 3 n
We have that
1 1 1
s2n − sn = + + ... +
n+1 n+2 2n
1 1 1
≥ + + ... +
2n 2n 2n
n
=
2n
1
=
2
90
3.2 Series
{sn } is therefore not a Cauchy sequence (|sm − sn | does not become

arbitrarily small for large values of m, n) and is therefore not convergent.
Notation
It is customary to deviate from the above rigorous notation and write the series
corresponding to the sequence { an } as simply
∞
∑ an .
n =1
One writes e.g.
∞
The series ∑ ar n−1 with |r | < 1 is convergent.
n =1
∞
1
The series ∑ n is divergent.
n =1
Observe that the notation

∞
∑ an
n =1
has two meanings: firstly the series itself (i.e. the sequence of partial sums), and
secondly the sum of the series (i.e. the limit of the sequence of partial sums).
Remark
Let { an } be a sequence and {sn } the corresponding sequence of partial sums. It

is helpful to formulate the statements (i) sn → s as n → ∞; (ii) {sn } is a Cauchy
sequence in the new notation.
∞
(i) ∑ ak is convergent with sum s if for every ε > 0 there exists a natural number
k=1
N such that
n
∑ ak − s <ε for n > N.
k=1
| {z }
= sn − s
91
3.2 Series
∞
(ii) ∑ ak satisfies the Cauchy criterion if for every ε > 0 there exists a natural
k=1
number N such that
m
∑ ak <ε for m > n > N.
k= n +1
| {z }
= sm − sn
The following result can be helpful in ruling out the convergence of a series.
Lemma
∞
Let ∑ an be a convergent series. One has that
n =1
an → 0 as n → ∞.
Proof
This result follows directly from the Cauchy criterion with m = n + 1.
Remark
The above result gives a necessary but not sufficient condition for the conver-
gence of a series. The harmonic series
∞
1
∑n
n =1
is e.g. divergent, although

1
lim = 0.
n→∞ n
The next result follows directly from the corresponding results for sequences.
92
3.2 Series
Lemma
∞ ∞
Let ∑ an , ∑ bn be convergent series and c be a real number. The series
n =1 n =1
∞ ∞
∑ (an + bn ) and ∑ can are also convergent with
n =1 n =1
∞ ∞ ∞
∑ ( a n + bn ) = ∑ a n + ∑ bn ,
n =1 n =1 n =1
∞ ∞
∑ can = c ∑ an .
n =1 n =1
Series with nonnegative terms
∞
In this section we study series ∑ an with an ≥ 0. In this case we often write
n =1
∞ ∞
“ ∑ an < ∞” for “ ∑ an is convergent”.
n =1 n =1
Lemma
∞
The series ∑ an with an ≥ 0 is convergent if and only if the corresponding se-
n =1
quence {sn } of partial sums is bounded above.
Proof
It follows from
s k+1 = s k + ak+1 , ak+1 ≥ 0 for k = 1,2,3 . . .
that
s k+1 ≥ s k for k = 1,2,3 . . .,
so that {sn } is monotone increasing. {sn } is therefore convergent if and only if it
is bounded above.
93
3.2 Series
Theorem (comparison theorem)
Let { an } and {bn } be sequences with
0 ≤ a n ≤ bn , n = 1,2,3, . . . .
∞ ∞
1. If ∑ bn converges, then ∑ an also converges.
n =1 n =1
∞ ∞
2. If ∑ an diverges, then ∑ bn also diverges.
n =1 n =1
Proof
1. Let {sn } and {tn } be the sequences of partial sums corresponding to respec-
tively { an } and {bn }. Note that
sn ≤ tn , n = 1,2,3, . . .
We find that
∞
∑ bn converges
n =1
⇒ {tn } is bounded above
⇒ {sn } is bounded above
∞
⇒ ∑ an converges
n =1
2. This statement is the contraposition of the first statement.
Examples
Do the series
∞ ∞
1 n+1
∑ 11 n √ 2 3
, ∑ n2 + 77
n =1
10 − n + sin n n =1
converge?
94
3.2 Series
Solution
To decide whether a sequence converges it suffices to examine its terms an for

large values of n.
The sequence
∞
1
∑ 11 n √
n =1
10 − n + sin2 n3
converges. We have that
n √ n √
11 2 3 11
10 − n + sin n ≥ 10 − n
n
11
≥ 12 10 for sufficiently large values of n.
(It follows from √

n
n → 0 für n → ∞
11
10
“exponentials kill powers”
that √
n 1
n < for sufficiently large values of n. )
11 2
10
There therefore exists N ∈ N such that

n
1 10
n √ ≤2 for n > N,
11
− n + sin2 n3 11
10
and because n
∞
10
∑ 2 11
n = N +1
converges, so does
∞
1
∑ n
11 √ .
n = N +1
10 − n + sin2 n3
The series
∞
n+1
∑ n2 + 77
n =1
is divergent. We have that
95
3.2 Series
n+1>n for all n,

n2 + 77 < 2n2 for sufficiently large values of n.
There therefore exists N ∈ N such that

n+1 1
2
> for n>N
n + 77 2n
and because
∞
1
∑ 2n
n = N +1
diverges, so does
∞
n+1
∑ 2
.
n = N +1 n + 77

Using the comparison theorem we can derive further criteria for the conver-
gence/divergence of a series.
Theorem
∞
Let ∑ an be a series with an > 0 for all n.
n =1
1. Quotient test
Let
an +1
q = lim
n →∞ an
(if this limit exists).
∞
(a) If q < 1 the series ∑ an converges.
n =1
∞
(b) If q > 1 the series ∑ an diverges.
n =1
(c) If q = 1 this test yields no information.
96
3.2 Series
2. Root test
Let √
r = lim n
an
n→∞
(if this limit exists).
∞
(a) If r < 1 the series ∑ an converges.
n =1
∞
(b) If r > 1 the series ∑ an diverges.
n =1
(c) If r = 1 this test yields no information.
3. Integral test
Let f : [1,∞) → R be positive and monotone decreasing with
f (n) = an , n = 1,2,3, . . . .
∞ R n +1
The series ∑ an converges if and only if lim f ( x ) dx exists.
n =1 n→∞ 1
Proof
1. (a) Choose qe with q < qe < 1. It follows from

an +1
lim =q
n→∞ an
that there is a natural number N with
an +1
< qe for n > N.
an
We therefore have that
a N +1+k < qek a N +1 , k = 1,2,3, . . .
(proof by mathematical induction), so that

∞ ∞ ∞
∑ an = ∑ a N+1+k < a N+1 ∑ qek < ∞.
n = N +2 k=1 k=1
97
3.2 Series
(b) It follows from

an +1
lim >1
n →∞ an
that an+1 > an for sufficiently large values of n. Hence an does not con-
verge to 0 as n → ∞.
2. This result is proved in a similar fashion
3. Note:
f(x)
area of the
f ( n + 1)
“lower rectangle”
Z n +1
area beneath the
f(n) < f ( x ) dx
n curve
f(n+1) area of the
< f (n)
“upper rectangle”
n n+1 x
R n +1 ∞ R n +1
lim f ( x ) dx exists if and only if ∑ n f ( x ) converges.
n→∞ 1 n =1
∞ R n +1
If ∑ n f ( x ) dx converges, we have that
n =1
∞ ∞
∑ an = ∑ an +1
n =2 n =1
∞
= ∑ f ( n + 1)
n =1
∞ R n +1
< ∑ n f ( x )dx
n =1
<∞
∞ R n +1
If ∑ n f ( x ) dx does not converge, konvergiert, we have that
n =1
Z n +1
an = f (n) > f ( x ) dx,
n
∞
so that ∑ an also diverges.
n =1
98
3.2 Series
Examples
1. Let r, k be real numbers with k > 0, r > 1. The series

∞
nk
∑ rn
n =1
converges because
( n + 1) k
r n +1 1 n+1 k
lim = lim
n→∞ nk n→∞ r n
rn
1 n+1 k
= lim
r n→∞ n
1
=
r
< 1.
This result also shows that
nk
→0 as n→∞
rn
“exponentials kill powers”.
2. Consider the series

∞
1
∑ nk , k > 0.
n =1
We find that

Z n +1  1 1 1
1  − · , k 6= 1,
dx = k − 1 k − 1 ( n + 1) k −1
x k 
1 
log(n + 1), k = 1,
so that Z n +1
1
lim dx
n→∞ 1xk
exists if and only if k > 1. The above series therefore converges if and only
if k > 1.
99
3.2 Series
Absolute und conditional convergence
∞
In this section we abandon the restriction that an ≥ 0 in the series ∑ an .
n =1
Definition
∞ ∞
The series ∑ an is called absolutely convergent if ∑ | an | is convergent.
n =1 n =1
Lemma
If the series
∞
∑ an
n =1
is absolutely convergent it is convergent.
Proof
∞
If ∑ | an | is convergent it satisfies the Cauchy criterion:
n =1
m
∑ | ak | < ε for m > n > N.
k= n +1
Using the triangle inequality we find that
m m m
∑ ak ≤ ∑ | ak | = ∑ | ak | < ε for m > n > N.
k= n +1 k= n +1 k= n +1
∞
The series ∑ an therefore satisfies the Cauchy criterion and so is convergent.
n =1
100
3.2 Series
Examples
1. The series !
∞
1 1 1 (−1)n+1
1− + −
4 9 16
+ ... ∑ n2
n =1
is absolutely convergent and hence convergent because
!
∞
1 1 1 1
1+ + +
4 9 16
+ ... ∑ 2
n =1 n
is convergent.
2. Die series !
∞
1 1 1 (−1)n+1
1 − + − + ...
2 3 4 ∑ n
n =1
is however not absolutely convergent because
!
∞
1 1 1 1
1 + + + + ...
2 3 4 ∑n
n =1
is not convergent.
Definition
A series of the form

∞
∑ (−1)n+1 an = a1 − a2 + a3 − a4 + . . . , an > 0,
n =1
is called an alternating series.
Theorem (Leibniz test)
Let { an } be a monotone decreasing sequence of positive numbers with lim an =

n→∞
0.
∞
The alternating series ∑ (−1)n+1 an converges and
n =1
∞
a1 − a2 ≤ ∑ (−1)n+1 an ≤ a1 . (⋆)
n =1
101
3.2 Series
Solution
We consider the partial sums
s1 ,s3 ,s5 , . . . (s2n+1 , n = 0,1,2, . . .)
and
s2 ,s4 ,s6 (s2n , n = 1,2, . . .)
separately. One finds that
(i) s1 ≥ s3 ≥ s5 ≥ . . . (s2n+3 = s2n+1 − a2n+2 + a2n+3 )

| {z }
≤ 0
(ii) s2 ≤ s4 ≤ s6 ≤ . . . (s2n+2 = s2n + a2n+1 − a2n+2 )

| {z }
≥ 0
The sequences {s2n }, {s2n+1 } are both bounded, since
s2 ≤ s2n = s2n+1 − a2n+1 ≤ s2n+1 ≤ s1 for n = 1,2,3, . . . ,
i.e.
s2 ≤ s2n , s2n+1 ≤ s1 for n = 1,2,3, . . . .
{s2n } and {s2n+1 } are therefore convergent. We denote their limits by respectively
s and t, so that
s2 ≤ s, t ≤ s1 .
Note that
s2n+1 − s2n = a2n+1 , n = 1,2,3, . . .
⇒ lim (s2n+1 − s2n ) = lim a2n+1

n→∞
| {z } |n→∞{z }
= lim s2n+1 − lim s2n =0
n→∞ n→∞
=s−t
⇒s=t
It follows from s2k → s, s2k+1 → s as k → ∞ that sn → s as n → ∞.
The estimate (⋆) is simply the estimate s2 ≤ s ≤ s1 .
102
3.2 Series
Example
According to the Leibniz test the series
1 1 1 1 1
1− + − + − + ...
2 3 4 5 6
is convergent.
Definition
∞
A series ∑ an which is convergent but not absolutely convergent is called condi-
n =1
tionally convergent.
Rearrangements
The Leibniz test shows that the series

1 1 1 1
1− + − + − ...
2 3 4 5
converges. Its sum s satisfies
1
≤ s ≤ 1.
2
On the other hand we have that
s = 1 − 21 + 13 − 41 + 15 − . . .
= 1 − 21 − 14 + 13 − 61 − 81 + 15 − 10
1 1
− 12 + ...
| {z } | {z } | {z }
= 12 − 14 + 61 − 18 + 10 1 1
− 12 + ...

= 12 1 − 21 + 13 − . . .
= 12 s
⇒ s = 0.
A glance at the rigorous definition of a series explains this paradox.
103
3.2 Series
The series
1 1 1 1
1− + − + − ...
2 3 4 5
is the sequence
1,
1 − 21 ,
1 − 12 + 31 , {sn }
1 − 21 + 31 − 14 ,
...
The series
1 1 1 1 1
1− − + − − + ...
2 4 3 6 8
is the sequence
1,
1 − 21 ,
1 − 12 − 41 , {tn }
1 − 12 − 41 + 13 ,
...
Why should lim sn = lim tn ?

n→∞ n→∞
Definition
∞ ∞
Let ∑ an be a series and f : N → N be a bijection. The series ∑ bn with bn = a f (n)
n =1 n =1
∞
is a rearrangement of the series ∑ an .
n =1
Theorem
∞ ∞
Let ∑ an be an absolutely convergent series and ∑ bn be a rearrangement of
n =1 n =1
∞ ∞
∑ an . It follows that ∑ bn is also absolutely convergent and
n =1 n =1
∞ ∞ ∞ ∞
∑ an = ∑ bn , ∑ | an | = ∑ | bn | .
n =1 n =1 n =1 n =1
104
3.2 Series
Proof
Wir know that:
N1 ∈ N with N2 ∈ N with
n ∞ ∞ n ∞ ∞
∑ ak − ∑ ak = ∑ ak < ε 1 ∑ | ak | − ∑ | ak | = ∑ | ak | < ε 2
k=1 k=1 k= n +1 k=1 k=1 k= n +1
for n > N1 . for n > N2 .
For every ε > 0 there exists For every ε > 0 there exists
M ∈ N mit M ∈ N mit
m ∞ m ∞
∑ bk − ∑ ak < ε ∑ | bk | − ∑ | ak | <ε
k=1 k=1 k=1 k=1
for m > M. for m > M.
Choose n > max( N1 ,N2 ) and M large enough so that a1 , . . . , an appear in the list
b1 , . . . , b M .
For m > M we have that

m n
∑ bk − ∑ ak = sum of certain terms ak excluding a1 , . . . , an ,
k=1 k=1
so that
m n
∑ bk − ∑ ak ≤ sum of certain terms | ak | excluding | a1 |, . . . , | an |
k=1 k=1
∞
≤ ∑ | ak |
k= n +1
105
3.2 Series
and therefore
∞ m ∞ n m n
∑ ak − ∑ bk = ∑ ak − ∑ ak − ∑ bk + ∑ ak
k=1 k=1 k=1 k=1 k=1 k=1
∞ n m n
≤ ∑ ak − ∑ ak + ∑ bk − ∑ ak
k=1 k=1 k=1 k=1
∞ ∞
≤ ∑ ak + ∑ | ak |
k= n +1 k= n +1
< ε1 + ε2.
Choose ε > 0 and set ε 1 = ε/2, ε 2 = ε/2, so that

∞ m
∑ ak − ∑ bk <ε für m > M,
k=1 k=1
i.e.
∞ ∞
∑ bk = ∑ ak .
k=1 k=1
Now replace ak , bk by | ak |, |bk | and repeat the above argument. The result is
∞ ∞
∑ | bk | = ∑ | a k |,
k=1 k=1
so that ∑∞
k=1 bk is absolutely convergent.
Theorem
∞
Let ∑ an be a conditionally convergent series and α be an arbitrary real number.
n =1
∞ ∞
There exists a rearrangement ∑ bn of ∑ an with
n =1 n =1
∞
∑ bn = α.
n =1
106
3.2 Series
Proof
Let { pk } und {nk } be the sequences which consist of the positive and negative
terms in { ak }. Since ∑∞k=1 ak is convergent we have that pk → 0 and qk → 0 as
k → ∞.
The series ∑∞ ∞
k=1 pk and ∑ k=1 nk are both divergent: If they were both convergent,
then ∑∞ ∞ ∞
k=1 | ak | = ∑ k=1 pk − ∑ k=1 nk would be convergent; if just one were conver-
∞
gent, then ∑k=1 ak would (als the sum of a convergent and a divergent series) be
divergent. In particular, the series {∑ nk=1 pk } of partial sums is monotone increas-
ing and unbounded above, while the series {∑ nk=1 nk } of partial sums is monotone
de creasing and unbounded below.
Suppose α > 0.
Let N1 be the smallest natural number such that

N1
S1 := ∑ pk > α.
k=1
Let M1 be the smallest natural number such that

M1
S1 + ∑ nk < α.
|k={z
1
}
:= T1
For j = 2,3, . . . let Nj be the smallest natural number such that
Nj
S1 + T1 + . . . + S j−1 + Tj−1 + ∑ pk > α.
k= Nj−1 +1
| {z }
:= S j
For j = 2,3, . . . let M j be the smallest natural number such that
Mj
S1 + T1 + . . . + S j−1 + Tj−1 + S j + ∑ qk < α.
k = M j −1 + 1
| {z }
:= Tj
107
3.2 Series
The series
S1 + T1 + S2 + T2 + S3 + T3 + . . . (⋆)
is a rearrangment of ∑∞
k=1 ak , and we now show that the sum of this series is α.
Note that
Nj −1
S1 + T1 + . . . + S j−1 + Tj−1 + ∑ pk ≤ α,
k= Nj−1 +1
so that
Nj −1
S1 + T1 + . . . + S j−1 + Tj−1 + S j − α ≤ S j − ∑ pk = p Nj
k= Nj−1 +1
and hence
|S1 + T1 + . . . + S j−1 + Tj−1 + S j − α| ≤ p Nj → 0 für j → ∞.
This argument also shows that
|S1 + T1 + . . . + S j−1 + Tj−1 + S j + Tj − α| ≤ −q M j → 0 für j → ∞.
It follows that the partial sums of the series (⋆) increase to S1 , then decrease to
S1 + T1 , then increase to S1 + T1 + S2 , then decrease to S1 + T1 + S2 + T2 , . . . , and
converge to α.
The corresponding result α ≤ 0 is proved in a similar fashion.
The Cauchy product
Lemma
Let ∑∞ ∞ ∞
n =0 an , ∑ n =0 bn be absolutely convergent series. The series ∑ n =0 c n , where
n
cn = ∑ a k bn − k , n = 0,1,2, . . . ,
k=0
is also absolutely convergent, and

∞ ∞ ∞
∑ cn = ∑ an ∑ bn .
n =0 n =0 n =0
108
3.2 Series
Proof
First we note that the sequences

( ) ( )
n n n n
∑ a k ∑ bk , ∑ | a k | ∑ | bk |
k=0 k=0 k=0 k=0
are convergent (with limits

∞ ∞ ∞ ∞
∑ a k ∑ bk , ∑ | a k | ∑ | bk | ).
k=0 k=0 k=0 k=0
Note that
n n n
∑ ak ∑ bk − ∑ ck = ∑ ai b j
k=0 k=0 k=0 i,j≤ n
i + j>n
because
n n n n
∑ ak ∑ bk = ∑ ai b j , ∑ ck = ∑ ∑ ai b j = ∑ ai b j ,
k=0 k=0 i,j≤ n k=0 k=0 i + j = k i,j≤ n
i + j≤n
so that
n n n
∑ ck − ∑ ak ∑ bk = ∑ ai b j
k=0 k=0 k=0 i,j≤ n
i + j>n
≤ ∑ | ai ||b j |
i,j≤ n
i + j>n
= ∑ | ai ||b j | − ∑ | ai ||b j |
i,j≤ n i,j≤ n
i + j≤n
≤ ∑ | ai ||b j | − ∑ | ai ||b j |
i,j≤ n i,j≤ 2n
n n
n n 2 2
= ∑ | a k | ∑ | bk | − ∑ | a k | ∑ | bk |
k=0 k=0 k=0 k=0
→0
as n → ∞, since {∑nk=0 ak ∑nk=0 bk } is a Cauchy sequence.
109
3.2 Series
It follows that
n ∞ ∞ n n n n n ∞ ∞
∑ ck − ∑ ak ∑ bk = ∑ ck − ∑ ak ∑ bk + ∑ a k ∑ bk − ∑ ak ∑ bk
k=0 k=0 k=0
|k=0 k=0
{z k=0
} |k=0 k=0
{z k=0 k=0
}
→0 →0
für n → ∞, i.e. ∑∞ ∞ ∞
k=0 c k converges to ∑ k=0 ak ∑ k=0 bk .
This argument also shows that ∑∞

n =0 dn , where
n
dn = ∑ |ak ||bn−k |, n = 0,1,2, . . . ,
k=0
converges to ∑∞ ∞
k=0 | ak | ∑ k=0 | bk |. However
|cn | ≤ dn , n = 0,1,2, . . . ,
and the comparison test shows that ∑∞

n =0 | c n | is convergent.
Definition
Let ∑∞ ∞ ∞
n =0 an , ∑ n =0 bn be absolutely convergent series. The series ∑ n =0 c n with
n
cn = ∑ a k bn − k , n = 0,1,2, . . . ,
k=0
is the Cauchy product of ∑∞ ∞

n =0 an and ∑ n =0 bn .
Remark
If ∑∞ ∞
n =0 an , ∑n =0 bn are only conditionally convergent their Cauchy product is not
necessarily convergent.
The series
∞
(−1)n
∑ √
n =0 n + 1
is convergent (Leibniz test) but not absolutely convergent, since
∞ ∞
(−1)n 1
∑ √ = ∑ 1/2 .
n =0 n+1 n =1 n
110
3.2 Series
The Cauchy product of this series with itself is ∑∞

n =0 c n , where
n
1
cn = (−1)n ∑ (k + 1)1/2 (n − k + 1)1/2 .
k=0
Note that
n
1
|cn | = ∑ (k + 1)1/2 (n − k + 1)1/2
k=0
n
2
≥ ∑ ( k + 1) + ( n − k + 1)
k=0
n
2
= ∑ n+2
k=0
2( n + 1)
=
n+2
2( n + 1)
≥ (n + 2 ≤ 2n + 2)
2( n + 1)
= 1.
as n → ∞. It follows from cn 6→ 0 as n → ∞ that ∑∞

n =0 c n is divergent.
111
4 Limits and continuity
Introductory examples
1. The sequence { an } with The function f : (0,∞) → R with
1 1
an = 1 + f (x) = 1 +
n x
“converges to 1” as n → ∞: “converges to 1” as x → ∞:
an f(x)
1 1
1 2 3 4 5 6 7 8
n x
The larger the value of n, the closer The larger the value of x, the closer
the value of an comes to 1. the value of f ( x ) comes to 1.
Definition Definition
{an } converges to ℓ as n → ∞ if for f ( x ) converges to ℓ as x → ∞ if for
every ε > 0 there is a natural number every ε > 0 there is a real number M
N with with
| an − ℓ| < ε for all n > N. | f ( x ) − ℓ| < ε for all x > M.
In this case we write In this case we write
lim an = ℓ. lim f ( x ) = ℓ.
n→∞ x→∞
112
2. The function f : (−∞,0) → R with f ( x ) = 1 + x1 “converges to 1” as x → −∞:
f(x)
-1 x
The smaller the value of x, the closer f ( x ) comes to 1.
Definition
f ( x ) converges to ℓ as x → −∞, if for every ε > 0 there is a real number

M < 0 with
| f ( x ) − ℓ| < ε for all x < M.
lim f ( x ) = ℓ.
x →− ∞
3. Consider the following five functions:
f1(x) f2(x)
 
a x a x
113
f3(x) f4(x)
 
a x a x
f5(x)
a x
The functions f 1 and f 2 “converge to ℓ” as x → a.
“ f ( x ) converges to ℓ as x → a”
means
“We can make the distance between f ( x ) and ℓ arbitrarily small by

choosing x sufficiently close to a but not equal to a.”
Definition
f ( x ) converges to ℓ as x → a, if for every ε > 0 there exists δ > 0 with
| f ( x ) − ℓ| < ε for all x with 0 < | x − a| < δ.

| {z } | {z }
distance between distance between
f ( x ) and l x und a
114

lim f ( x ) = ℓ.
x→a
Example
The function q
1
f : R \ {0} → R, f ( x ) = | x | sin
x
converges to 0 as x → 0.
f(x)
The function oscillates once in each ever smaller interval [ (2n+1 2)π , 2nπ
1
], but the
amplitude of the oscillation becomes progressively smaller.
We would like to show that:
For each ε > 0 there exists δ > 0 such that
| f ( x )| < ε for all x with 0 < | x | < δ. (1 )
It follows from q q
1
| x | sin < | x|
x
that
0 < | x | < ε2 ⇒ | f ( x )| < ε.
For each ε > 0 equation (1) is therefore satisfied with δ = ε2 .
115
Remark
lim f ( x ) = ℓ ⇔ f ( xn ) → l for all sequences

x→a
{ xn } with xn 6= a and xn → a
Example
The function
1
f : R \ {0} → R, f ( x ) = sin
x
has no limit at x = 0.
f(x)
1
The function oscillates once in each ever smaller interval [ (2n+1 2)π , 2nπ ]; the am-
plitude of the oscillation is always 2.
Set xn = 2nπ +13π/2 , so that f ( xn ) = −1. It follows that xn → 0 and f ( xn ) → −1

as n → ∞.
1
Set xn = 2nπ + π/2 , so that f ( xn ) = 1. It follows that xn → 0 and f ( xn ) → 1 as
n → ∞.
According to the criterion in the last remark limx→0 f ( x ) does not exist.
116
Lemma
It follows from
lim f ( x ) = ℓ, lim g( x ) = m
x→a x→a
that
lim ( f ( x ) + g( x )) = ℓ + m,
x→a
lim f ( x ) g( x ) = ℓm,
x→a
and
1 1
lim =
x→ a g( x ) m
if m 6= 0.
These results remain true if “a” is replaced by “∞” or “−∞”.
Proof
These results are proved in the same fashion as the corresponding results for
sequences.
One-sided limits
f(x)
2 Here we have that
f ( x ) → ℓ1 as x ↑ a
1
f ( x ) → ℓ2 as x ↓ a
a x
117
Definitions
1. f ( x ) converges from the left (or from below) to ℓ1 as x → a, if for every

ε > 0 there exists δ > 0 with
| f ( x ) − ℓ1 | < ε for all x with 0 < | x − a| < δ, x < a
lim f ( x ) = ℓ1 or lim f ( x ) = ℓ1 .
x↑a x → a−
2. f ( x ) converges from the right (or from above) to ℓ2 as x → a, if for every

ε > 0 there exists δ > 0 with
| f ( x ) − ℓ2 | < ε for all x with 0 < | x − a| < δ, x > a
lim f ( x ) = ℓ2 or lim f ( x ) = ℓ2 .
x↓a x → a+
Lemma
The limits limx→ a f ( x ) exists if and only if both one-sided limits limx↑ a f ( x ),
limx↓ a f ( x ) exist and are equal. In this case
lim f ( x ) = lim f ( x ) = lim f ( x ).

x→a x↑a x↓a
Continuity
Definition
A real function f is continuous at the point a if
lim f ( x ) = f (a).
x→a
118
Examples
1.
f1(x) f2(x)
 
a x a x
f3(x)
a x
A function has to satisfy three conditions in order to be continuous at a

point a:
(i) f (a) should exist (true for f 1 , f 2 );
(ii) lim f ( x ) should exist (true for f 1 , f 2 );

x→a
(iii) lim f ( x ) = f (a) (true only for f 1 ).

x→a
2. The function f : R → R mit

p
1
f ( x ) = | x | sin x , x 6= 0,
f (0 ) = 0
is continuous at the origin since
lim f ( x ) = 0.
x →0
119
3. The function f : R → R with

1
f ( x ) = sin x , x 6= 0,
f (0 ) = 0
is not continuous at the origin since lim f ( x ) does not exist.
x →0
Definitions
1. A real function f ist continuous from the left (right) at the point a if

lim f ( x ) = f (a) lim f ( x ) = f (a) .
x↑a x↓a
f(x)
2
This function is continuous
from the right but not from the
1 left at the point a.
a x
2. A real function f is continuous in the open interval (a,b) if it is continuous

at each point x ∈ (a,b).
3. A real function f is continuous in the closed interval [ a,b] if
(i) f is continuous at each point x ∈ (a,b);
(ii) f is continuous from the left at the point b;
(iii) f is continuous from the right at the point a.
Remark
By definition “lim f ( x ) = f (a)” means:

x→a
120
For every ε > 0 there exists δ > 0 such that

| f ( x ) − f (a)| < ε for all x with 0 < | x − a| < δ.
It is however obviously true that | f ( x ) − f (a)| < ε for x = a. We can therefore

replace “0 < | x − a| < δ” by “| x − a| < δ”.
Similarly:
lim f ( x ) = f (a) ⇔ f ( xn ) → f (a) for all

x→a
sequences { xn } with xn → a
↑
The restriction xn 6= a is not needed
Lemma
1. Let f and g be continuous at the point a. f + g and f .g are also continuous

at the point a. If g(a) 6= 0, then 1g is also continuous at the point a.
2. Let g be continuous at the point a and f be continuous at the point g(a).

f ◦ g is continuous at the point a.
Examples
1. The functions f 1 , f 2 : R → R with
f ( x ) = c, f 2 ( x ) = x,
where c is an arbitary constant, are continuous on R.
To establish this we have to prove that:
For each ε > 0 there exist δ1 ,δ2 > 0 such that
| f ( x ) − f 1 (a)| < ε for all x with | x − a| < δ1 ,

|1 {z }
=0
| f ( x ) − f 2 (a)| < ε for all x with | x − a| < δ2
|2 {z }
= | x − a|
We choose δ1 = 1, δ2 = ε.
121
2. The function f : R → R with f ( x ) = x n , n ∈ N is continuous on R (proof by

mathematical induction).
3. The polynomial
a n x n + a n − 1 x n − 1 + . . . + a1 x + a0 ,
where a0 , . . . , an ∈ R, n ∈ N are constants, is also continuous on R.
4. A rational function
p( x )
r(x) = ,
q( x )
where p and q are polynomials, is continuous on { x ∈ R : q( x ) 6= 0}.
Theorem (Intermediate-value theorem)
Let f : [ a,b] → R be continuous with f (a) < 0 und f (b) > 0. It follows that f has
a zero in the open interval (a,b).
Proof
We prove this theorem using nested intervals.
Define x1 = a, y1 = b, ξ 1 = 12 ( x1 + y1 ). There are three possibilities:
(i ) f ( ξ 1 ) = 0 (ii) f (ξ 1 ) < 0 (iii) f (ξ 1 ) > 0
x1 ξ1 y1 x1 ξ1 y1 x1 ξ1 y1
The result is Define x2 = ξ 1 , Define x2 = x1 ,

thus proved y2 = y1 , so that y2 = ξ 1 , so that
f ( x2 ) < 0, f (y2 ) > 0 f ( x2 ) < 0, f (y2 ) > 0
| {z }
Now we repeat the previous step
with ξ 2 = 12 ( x2 + y2 ), etc.
Note that either
122
(a) f (ξ n ) = 0 at the n-th step of this procedure
or
(b) we construct two sequences { xn }, {yn } with
• a = x1 ≤ x2 ≤ x3 ≤ · · · ≤ b
{ xn } is monotone increasing and bounded above; it converges to x ∈ [ a,b].
f ( xn ) → f ( x ) as n → ∞, since f is continuous on [ a,b]. It follows from
f ( xn ) < 0 for all n that f ( x ) ≤ 0.
• b = y1 ≥ y2 ≥ y3 ≥ . . . ≥ a
{yn } is monotone decreasing and bounded below; it converges to y ∈ [ a,b].
f (yn ) → f (y) as n → ∞, since f is continuous on [ a,b]. It follows from
f (yn ) > 0 for all n that f (y) ≥ 0.
It follows from
y1 − x1 = b − a,
yn+1 − xn+1 = 21 (yn − xn ), n = 1,2,3, . . .
that
1
y n − x n = n −1 (b − a) (proof by mathematical induction)
| {z } |2 {z }
→y−x →0
⇒y=x
It follows from f ( x ) ≥ 0, f ( x ) ≤ 0 that f ( x ) = 0 and x 6= a, x 6= b since

f (a) < 0, f (b) > 0.
Corollary
Let I be an interval and f : I → R be continuous. Let x1 and x2 be numbers in

I with x1 < x2 . f takes all values between f ( x1 ) and f ( x2 ) in the open interval
( x1 ,x2 ).
Proof
The result is trivial if f ( x1 ) = f ( x2 ).
123
Without loss of generality we may assume that f ( x1 ) < f ( x2 ). (Otherwise we

consider − f instead of f .) Choose c with f ( x1 ) < c < f ( x2 ) and define g : [ x1 ,x2 ] →
R by the formula g( x ) = f ( x ) − c. It follows that g is continuous on [ x1 ,x2 ] with
g( x1 ) = f ( x1 ) − c < 0 and g( x2 ) = f ( x2 ) − c > 0. According to the intermediate-
value theorem g has a zero x ⋆ ∈ ( x1 ,x2 ), so that f ( x ⋆ ) = c ist.
Example
Every polynomial of odd degree has a zero.
Proof
Consider the polynomial
p ( x ) = a n x n + a n − 1 x n − 1 + . . . + a1 x + a0 ,
where a0 , . . . , an are constants and n is an odd natural number. Without loss of

generality we may assume that an > 0.
Note that:
p( x ) → ∞ as x → ∞; there therefore exists M > 0 with p( x ) > 0 for x ≥ M.
p( x ) → −∞ as x → −∞; there therefore exists m < 0 with p( x ) < 0 for x ≤ m.
p is continuous on [m,M] with p(m) < 0, p( M) > 0. According the intermediate

value theorem there exists a real number ξ ∈ (m,M) with p(ξ ) = 0.
Inverse functions
In this section we consider injective functions f : I → R, where I is an interval.

Such a function defines a bijection f : I → R( f ) and thus an inverse function
f −1 : R( f ) → I.
Remark
Strictly monotone increasing and strictly monotone decreasing functions f : I →

R are injective:
124
f(x) f(x)
I x I x
The converse does not hold:
f(x)
This function is injective but neither

strictly monotone increasing nor strictly
monotone decreasing on I.
I x
Theorem
Let f : I → R be continuous and injective. It follows that f is either strictly mono-

tone increasing or strictly monotone decreasing.
Proof
First we show that f is either strictly monotone increasing or strictly monotone

decreasing on every closed intervall [ a,b] in I.
Since f is injective we have either f (a) < f (b) or f (a) > f (b). Let us suppose that
f ( a ) < f ( b ).
(i) We have that f (a) ≤ f ( x ) for all x ∈ [ a,b]:
125
Suppose there exists c ∈ (a,b) with f (c) < f (a) < f (b). According to the corollary
to the intermediate-value theorem there exists d ∈ (c,b) with f (d) = f (a), and this
contradicts the injectivity of f .
(ii) f ist strictly monotone increasing on [ a,b]:
Suppose f is not strictly monotone increasing on [ a,b], so that there exist x1 , x2 ∈

[ a,b] with
x1 < x2
and
f ( x2 ) ≤ f ( x1 )
⇒ f ( x2 ) < f ( x1 ) ( f is injective)
⇒ f ( a ) ≤ f ( x2 ) < f ( x1 ) ( f (a) ≤ f ( x ) for all x ∈ [ a,b])
⇒ f ( a ) < f ( x2 ) < f ( x1 ) ( f is injective)
Note that x1 > a, since x1 = a leads to the contradiction that f (a) < f ( x2 ) <
f (a). According to the corollary to the intermediate-value theorem there exists
d ∈ (a,x1 ) with f (d) = f ( x2 ), and this contradicts the injectivity of f .
The same argument shows that f (a) > f (b) leads to the conclusion that f is
strictly monotone decreasing on [ a,b].
Now we exclude the possibility that f is strictly monotone increasing on a subin-

terval I1 = [ a1 ,b1 ] and strictly monotone decreasing on another subinterval I2 =
[ a2 ,b2 ]/ In this case we could choose another closed subinterval I3 of I which con-
tains both I1 and I2 . f would then be either strictly monotone increasing on I3
(and hence on I1 and I2 ) or strictly monotone decreasing on I3 (and hence on I1
and I2 ).
It now follows directly that f either strictly monotone increasing or strictly mono-
tone decreasing on I. Either:
f is strictly monotone increasing on every closed interval [ x1 ,x2 ] in I, so that

x1 < x2 ⇒ f ( x1 ) < f ( x2 ) for all x1 , x2 ∈ I,
or
f is strictly monotone decreasing on every closed interval [ x1 ,x2 ] in I [ x1 ,x2 ] ∈

I, so that x1 < x2 ⇒ f ( x1 ) > f ( x2 ) for all x1 , x2 ∈ I.
126
Lemma
Let I be an open interval and f : I → R be continuous and strictly monotone

increasing (decreasing). It follows that f −1 : J → R, J = R( f ) is also continuous
and strictly monotone increasing (decreasing).
Proof
Suppose that f is strictly monotone increasing. The other case is handled in a

similar fashion.
It follows from
x1 ≥ x2 ⇒ f ( x1 ) ≥ f ( x2 ) ( f ist monoton steigend)
that
f ( x1 ) < f ( x2 ) ⇒ x1 < x2 ,
since the second statement is the contraposition of the first. Using this result with
x1 = f −1 (y1 ), x2 = f −1 (y2 ), one finds that
y1 < y2 ⇒ f − 1 ( y 1 ) < f − 1 ( y 2 ),
so that f −1 is strictly monotone increasing.
Choose y0 ∈ J so that y0 is not an end point of the intervall J. We show that f −1 is

continuous at the point y0 , i.e.
| y − y0 | < δ ⇒ | f −1 (y) − f −1 (y0 )| < ε
Writing x = f −1 (y), x0 = f −1 (y0 ), one finds that this statement is equivalent to
| f ( x ) − f ( x0 )| < δ ⇒ | x − x0 | < ε. (⋆)
Without loss of generality we may assume that ε is small enough that ( x0 − ε,x0 +
ε) is a subset of I.
Since f is strictly monotone increasing, we have that
f ( x 0 − ε ) < f ( x 0 ) < f ( x 0 + ε ).
127
There therefore exists δ > 0 such that
f ( x 0 − ε ) < f ( x 0 ) − δ < f ( x 0 ) + δ < f ( x 0 + ε ),
i.e.
x0 − ε < f −1 ( f ( x0 ) − δ) < f −1 ( f ( x0 ) + δ) < x0 + ε.
Hence
f −1 ( f ( x0 ) − δ ) < x < f −1 ( f ( x0 ) + δ ) ⇒ x0 − ε < x < x0 + ε,
i.e.
f ( x0 ) − δ < f ( x ) < f ( x0 ) + δ ⇒ x0 − ε < x < x0 + ε,
and this is precisely the statement (⋆).
The same argument shows that d f is also continuous at the end points of J (if
present). We merely replace all inequalities and limits with one-sided inequalities
and limits.
Boundedness
Let A be a nonempty set and f : A → R be a function with range
R( f ) = { f (a) : a ∈ A}
| {z }
a nonempty set of real numbers
R( f ) may be bounded above (i.e. it may have an unpper bound). In this case
it has a supremum and, if the supremum is an element of R( f ), a maximum.
We usually speak of an upper bound for f (instead of R( f )) and denote the

supremum and – if applicable – the maximum of R( f ) as respectively the
supremum and maximum of f on A. We write
sup f ( x ), max f ( x )
x∈ A x∈ A
and say: “ f is bounded above”.
R( f ) may be bounded below, so that it has an infinimum and possibly a

minimum. We usually speak of a lower bound, the infimum and minimum
of f on A and write
inf f ( x ), min f ( x ).
x∈ A x∈ A
We say: “ f is bounded below’.
128
Examples
f1(x)
The function f 1 : R → R, f 1 ( x ) = ex
is bounded below but not above.
inf f 1 ( x ) = 0
x ∈R
x
min f 1 ( x ) does not exist
x ∈R
lower
bounds
f2(x)
e The function f 2 : [0,1] → R, f 2 ( x ) = ex

is bounded below and above.
1 inf f 2 ( x ) = min f 2 ( x ) = 1
x ∈[0,1] x ∈[0,1]
1 x sup f 2 ( x ) = max f 2 ( x ) = e
x ∈[0,1] x ∈[0,1]
lower upper
bounds bounds
Theorem
Let f : [ a,b] → R be continuous.
(i) f is bounded above and below ( sup f ( x ), inf f ( x ) exist);

x ∈[ a,b ] x ∈[ a,b ]
(ii) Its supremum and infimum are attained ( max f ( x ) min f ( x ) exist).
x ∈[ a,b ] x ∈[ a,b ]
129
Proof
(i) Suppose f is not bounded above.
For each n ∈ N there exists xn ∈ [ a,b] with f ( xn ) > n. The sequence { f ( xn )}

is therefore not bounded and the same is true of each subsequence { f ( xnk )}
of { f ( xn )} since f ( xnk ) > nk .
It follows from xn ∈ [ a,b] for each n that { xn } is bounded. It therefore has a

convergent subsequence { xnk }. Since f is continuous the sequence { f ( xnk )}
is convergent and therefore continuous.
We thus have a contradiction.
(ii) R( f ) is a nonempty set of real numbers which is bounded above. There exists
a maximising sequence {yn } with yn ∈ R( f ) and yn → sup R( f ) as n → ∞.
Obviously yn = f ( xn ) for some xn ∈ [ a,b], so that
f ( xn ) → sup f ( x )
x ∈[ a,b ]
as n → ∞. Since { f ( xn )} converges to sup f ( x ), every subsequence { f ( xnk )}

x ∈[ a,b ]
of { f ( xn )} also converges to sup f ( x ).
x ∈[ a,b ]
It follows from xn ∈ [ a,b] for each n that { xn } is bounded. It therefore has a

convergent subsequence { xnk }. Let xb ∈ [ a,b] be its limit. Since f is continuous,
we have that
lim f ( xnk ) = f ( xb).
nk →∞
| {z }
= sup f ( x )
x ∈[ a,b ]
The supremum of f on [ a,b] is therefore attained at the point x̂ ∈ [ a,b].
The assertions concerning the infimum and minimum are established in a

similar fashion.
Remark
One cannot weaken the assumptions that f is continuous on an finite, closed

interval.
130
f1(x)
The function f 1 : (0,1) → R with
1
f1 (x) =
x
is continuous but not bounded.
1 x
f2(x)
The function f 2 : [−1,1] → R with
[ ]
f 2 ( x ) = 1x , x 6= 0,
-1 1 x
f 2 (0 ) = 0
is not continuous and not bounded.
f3(x)
The function f 3 : [0,∞) → R with

1
f 3 ( x ) = e− x
is continuous and bounded, but

does not have a minimum.
131
Corollary
Let f : [ a,b] → R be a nonconstant, continuous function. Its range is also a finite,

closed interval.
Proof
There exist xm , x M with f ( xm ) = m, f ( x M ) = M, where
m = min f ( x ), M = max f ( x ).
x ∈[ a,b ] x ∈[ a,b ]
The corollary to the intermediate-value theorem shows that f takes all values
between m and M, so that
f ([ a,b]) = [m,M].
Remark
Let I be an arbitrary interval and f : I → R be a nonconstant, continuous function.

The above method of proof shows that f ( I ) is equal to (i,s), [m,s), (i,M] or [m,M],
where
i = inf f ( x ) (−∞, if f is not bounded below),

x∈ I
s = sup f ( x ) (∞, if f is not bounded above),

x∈ I
m = min f ( x ),
x∈ I
M = max f ( x ).
x∈ I
132
5 Differential calculus
Introduction: tangents
Informally speaking, the tangent to a graph at a point P is the unique straight line
which “touches” the graph at this point.
f1(x)
The graph of f 1 ( x ) = x3 has a

x tangent at each point.
f2(x)
The graph of f 2 ( x ) = | x | does not

x have a tangent at the origin.
We can rigorously introduce “tangents" by starting with secants. A secant is a

straight line which intersects the graph in two points.
133
f(x)
The gradient of this secant is
f(a+h)-f(a) f ( a + h) − f ( a)
.
h
h
a x
In the limit h → 0 the secant becomes the tangent to the graph of f at the point
(a, f (a)). The gradient of this tangent is
f ( a + h) − f ( a)
lim .
h →0 h
Definitions
1. A real function f is differentiable at the point a if the limit

f ( a + h) − f ( a)
lim
h →0 h
exists. In this case the limit is the derivative of f at the point a and is written
as f ′ (a).
2. Let f be differentiable at the point a. The tangent to the graph of f at the

point a is the straight line with gradient f ′ (a) passing through (a, f (a)).
Examples
1. f 1 : R → R, f 1 ( x ) = x3 is differentiable at every point since
f 1 ( a + h) − f 1 ( a) ( a + h )3 − a3
=
h h
3a2 h + 3ah2 + h3
=
h
= 3a2 + 3ah + h2
→ 3a2 as h → 0.
134
It follows that f 1′ (a) = 3a2 .
2. f 2 : R → R, f 2 ( x ) = | x | is not differentiable at the origin since
f 2 (0 + h ) − f 2 (0 ) |h|
lim = lim = 1,
h ↓0 h h ↓0 h
f 2 (0 + h ) − f 2 (0 ) |h|
lim = lim = −1,
h ↑0 h h ↑0 h
so that
f 2 (0 + h ) − f 2 (0 )
lim
h →0 h
does not exist. This function is however differentiable from the left and
from the right at the origin.
√
3. f 3 : [0,∞) → R, f 3 ( x ) = x is not differentiable from the right at the origin
since
√
f 3 (0 + h ) − f 3 (0 ) h
=
h h
1
=√
h
→∞ as h ↓ 0.
f3(x)
The graph of f 3 has a

“vertical tangent” here
135
4. f 4 : R → R, f 4 ( x ) = mx + c, where m,c are constants, is differentiable at every

point. One finds that
m( x + h) + c − mx − c
f 4′ ( x ) = lim
h →0 h
= lim m
h →0
=m
The graph of f 4 is a straight line, and the tangent to the graph at the point
( x, f 4 ( x )) is the line itself.
5. We will later prove that f 5 , f 6 , f 7 : R → R mit

f 5 ( x ) = sin x, f 6 ( x ) = cos x, f 7 ( x ) = ex
are differentiable at every point with
f 5′ ( x ) = cos x, f 6′ ( x ) = − sin x, f 7′ ( x ) = ex .
Lemma
Suppose f is differentiable at the point a. It follows that f is continuous at the

point a.
Proof
Observe that
lim f (a + h) − f (a) = lim [ f (a + h) − f (a)]

h →0 h →0

f ( a + h) − f ( a)
= lim h
h →0 h
f ( a + h) − f ( a)
= lim lim h
h →0 h h →0
| {z } | {z }
= f ′ ( a) =0
= 0.
136
Definition
A real function f : I → R is differentiable on J ⊆ I if it is differentiable in every

point x0 ∈ J. The formula
x0 7 → f ′ ( x0 )
deines a function f ′ : J → R called the derivative function oder derivative of f .
Remarks
1. We often write f ′ ( x ) as
df
( x ).
dx
This is the Leibniz notation for the derivative.
2. Since f ′ : J → R is also a function, we can ask if it is differentiable. Its deriva-

tive ( f ′ )′ : K → R, K ⊆ J is the second derivative of f and is also written as
′′ (2) d2 f
f ,f or 2 .
dx
Repeating this procedure iteratively, we can define the nth derivative of f ,

which is written as
dn f
f (n) or n .
dx
Rules for calculating derivatives
Theorem
Let f , g be differentiable at the point a. It follows that f + g, f g are differentiable

at the point a with
( f + g ) ′ ( a ) = f ′ ( a ) + g ′ ( a ),
( f g ) ′ ( a ) = f ′ ( a ) g ( a ) + f ( a ) g ′ ( a ). (product rule)
1
If g(a) 6= 0 then g is also differentiable at the point a with
′
1 − g′ ( a)
( a) = .
g ( g(a))2
137
Proof
Note that
f ( a + h) g( a + h) − f ( a) g( a)
( f g)′ (a) = lim
h →0 h
[ f (a + h) − f (a)] g(a + h) + [ g(a + h) − g(a)] f (a)
= lim
h →0 h
f ( a + h) − f ( a) g( a + h) − g( a)
= lim lim g(a + h) + f (a) lim
h →0 h h
| {z } h|→0 {z } h →0
| {z }
= f ′ ( a) = g( a) = g′ ( a)
since g is continuous
at the point a
= f ′ ( a ) g ( a ) + f ( a ) g ′ ( a ).
Corollary (quotient rule)
Let f , g be differentiable at the point a and g(a) 6= 0. It follows that f /g is also

differentiable at the point a with
′
f f ′ ( a) g( a) − f ( a) g′ ( a)
( a) = .
g ( g(a))2
Example
Show that the function f n : R → R with f n ( x ) = x n , n ∈ N is differentiable on R

with f n′ ( x ) = nx n−1 .
Solution
We use mathematical induction.
Base step: We have already shown that f 1′ ( x ) exists and f 1′ ( x ) = 1.
138
Inductive step: We show that the inductive hypothesis
f k′ ( x ) exists, f k′ ( x ) = kx k−1
f k′+1 ( x ) existis, f k′+1 ( x ) = (k + 1) x k .
Since
f k+1 ( x ) = f k (x) × x,
↑ ↑
differentiable differentiable
we find that f k+1 is also differentiable with
f k′+1 ( x ) = f k′ ( x ) x + f k ( x ).1
= kx k−1 x + x k
= ( k + 1) x k .

Remark
A real function f is differentiable at the point a if and only if there is a real number
α and a real function r with
f (a + h) − f (a) = αh + hr (h)
and
r (h) → 0 for h → 0.
In this case f ′ (a) = α. (This is precisely the statement
f ( a + h) − f ( a)
−α→0 as h → 0.)
h
Lemma (chain rule)
Let f be differentiable at the point a and g be differentiable at the point f (a). It

follows that g ◦ f is differentiable at the point a with
( g ◦ f )′ (a) = g′ ( f (a)) f ′ (a).
139
Proof
Write b = f (a). We know that:
f ( a + h1 ) − f ( a ) = f ′ ( a ) h1 + h1 r1 ( h1 ) with r1 (h1 ) → 0 as h1 → 0 (1)
g ( b + h2 ) − g ( b ) = g ′ ( b ) h2 + h2 r2 ( h2 ) with r2 (h2 ) → 0 as h2 → 0 (2)
We would like to show that:
g( f (a + h)) − g(b) = g′ (b) f ′ (a)h + hr (h) with r (h) → 0 as h → 0
Note that
g( f (a + h)) = g( f (a) + k) with k = f ′ (a)h + hr1 (h) (because of (1) with h1 = h)

= g(b + k)
= g(b) + g′ (b)k + kr2 (k) (because of (2) with h2 = k)

= g(b) + g′ (b) f ′ (a)h + h g′ (b)r1 (h) + ( f ′ (a) + r1 (h))r2 (k) .
| {z }
:= r (h)
It follows from k → 0 and hence r2 (k) → 0 as h → 0 on the one hand and r1 (h) → 0
as h → 0 on the other hand that r (h) → 0 as h → 0.
Example
d sin x 3 d
(e ) = 3(esin x )2 (esin x )
dx dx
d
= 3(esin x )2 esin x (sin x )
dx
sin x 2 sin x
= 3 (e ) e cos x.
Lemma
Let f : I → J be a continuous, bijective function with continuous inverse f −1 : J →

I, where I, J are open intervals. Suppose that f is differentiable at the point a.
140
f −1 is differentiable at the point b if and only if f ′ (a) 6= 0. In this case
1
( f −1 )′ (b) = .
f ′ ( a)
Proof
Suppose that f ′ (a) 6= 0.
Let h 6= 0 and k = f −1 (b + h) − f −1 (b). Since f −1 is continuous, we have that

k → 0 as h → 0. It follows that
f −1 (b + h ) − f −1 (b) k 1
lim = lim = ′ ,
h →0 h h →0 f ( a + k ) − f ( a ) f ( a)
i.e. f −1 is differentiable at the point b with
1
( f −1 )′ (b) = .
f ′ ( a)
Now suppose that f −1 is differentiable at the point b. Assume that f ′ (a) 6= 0.

It follows from the chain rule that
( f ◦ f −1 )′ (b) = f ′ ( f −1 (b))( f −1 )′ (b) = f ′ (a)( f −1 )′ (b) = 0.
One the other hand
( f ◦ f −1 )′ (y ) = y for all y ∈ J,
so that
( f ◦ f −1 )′ (b) = 1.
This is a contradiction.
Extrema
Definitions
The function f : I → R has
(i) a global maximum at the point x0 ∈ I if f ( x ) ≤ f ( x0 ) for x ∈ I.
141
(ii) a global minimum at the point x0 ∈ I if f ( x ) ≥ f ( x0 ) for x ∈ I.
(iii) a local maximum at the point x0 ∈ I, if there exists δ > 0 such that
f ( x ) ≤ f ( x0 ) for x ∈ I ∩ ( x0 − δ,x0 + δ).
(iv) a local minimum at the point x0 ∈ I if there exists δ > 0 such that
f ( x ) ≥ f ( x0 ) for x ∈ I ∩ ( x0 − δ, x0 + δ).
(v) a crticial point at x0 ∈ I if f ′ ( x0 ) exists and
f ′ ( x0 ) = 0.
A local (global) extremum ist ein local (global) maximum or minimum.
Example
f(x)
local and
global maximum
local maximum
critical point
x
local minimum,
critical point
local minimum,
local minima,
local maximum
local maxima,
critical points
local and
global minimum,
critical point
142
Lemma
Suppose that f : I → R is differentiable at the point x0 ∈ I and has a local ex-

tremum at this point. It follows that
f ′ ( x0 ) = 0.
Proof
We examine the case that f has a local maximum at x0 ∈ I.
There exists δ > 0, so that
f ( x0 + h ) ≤ f ( x0 ) for |h| < δ
and hence
f ( x0 + h ) − f ( x0 ) ≤ 0 for |h| < δ
f ( x0 + h ) − f ( x0 ) f ( x0 + h ) − f ( x0 )
⇒ ≤0 ≥0
h h
for 0 < h < δ for − δ < h < 0
f ( x0 + h ) − f ( x0 ) f ( x0 + h ) − f ( x0 )
⇒ lim ≤0 lim ≥0
h↓ 0 h h↑ 0 h
Because
f ( x0 + h ) − f ( x0 )
f ′ ( x0 ) = lim
h →0 h
exists, so do both the one-sided limits and all three are equal. They are therefore
all equal to 0.
The other case is treated in a similar fashion.
Remarks
x0 is a critical 6⇒ x0 is a local
1.
point of f extremum of f .
143
2. To locate the local extrema of a function f : [ a,b] → R we have to consider
the critical points of f in (a,b);
the end points a,b;
points in (a,b) at which f is not differentiable.
3. Consider a function f : [ a,b] → R. The method used in the proof of the

previous lemma shows that
− a is a
local minimum ⇒ f ′ ( a) ≥ 0
of f ↑
derivatives from the right
− a is a ↓
local maximum ⇒ f ′ ( a) ≤ 0
of f
− b is a
local minimum ⇒ f ′ (b) ≤ 0
of f ↑
derivatives from the left
− b is a ↓
local maximum ⇒ f ′ (b) ≥ 0
of f
(provided the one-sided derivatives exist).
Theorem (Rolle’s theorem)
Suppose that f : [ a,b] → R is continuous, differentiable in the open interval (a,b)

and satisfies f (a) = f (b). There exists c ∈ (a,b) with
f ′ (c) = 0.
Proof
Since f is continuous on [ a,b] it has a global minimum xm and a global maximum

x M on [ a,b].
If xm ∈ (a,b), then xm is a critical point of f .
144
If x M ∈ (a,b), then x M is a critical point of f .
Otherwise we have that f ( xm ) = f (a) = f (b), f ( x M ) = f (a) = f (b) and hence

f ( xm ) = f ( x M ). f is therefore constant on [ a,b], so that f ′ ( x ) = 0 for all x ∈ (a,b).
Illustration of Rolle’s theorem
f(x)
If f is not constant it has at least

one local extremum in (a,b).
a b x
Mean-value theorem
Theorem (mean-value theorem)
Suppose that f : [ a,b] → R is continuous and differentiable in the open interval

(a,b). There exists c ∈ (a,b) with
f (b) − f ( a)
f ′ (c ) = .
b−a
Proof
Apply Rolle’s theorem to

f (b) − f ( a)
h( x ) = f ( x ) − ( x − a ).
b−a
145
Illustration of the mean-value theorem
f(x)
Secant through (a, f (a)) and (b, f (b)).
Gradient:
f (b) − f ( a)
b−a
The tangent through (c, f (c)) also

has this gradient.
a c b x
Corollary
Suppose that f : I → R is differentiable.
(i) f ′ ( x ) ≥ 0 for all x ∈ I ⇒ f is monotone increasing on I
(ii) f ′ ( x ) > 0 for all x ∈ I ⇒ f is strictly monotone increasing on I
(iii) f ′ ( x ) ≤ 0 for all x ∈ I ⇒ f is monotone decreasing on I
(iv) f ′ ( x ) < 0 for all x ∈ I ⇒ f is strictly monotone decreasing on I.
(v) f ′ ( x ) = 0 for all x ∈ I ⇒ f is constant on I.
Proof
(i) We would like to show that

a < b ⇒ f ( a) ≤ f (b)
for all a,b ∈ I.
Choose a,b ∈ I with a < b. Note that f is continuous on [ a,b] and differentiable
on (a,b). According to the mean-value theorem there exists c ∈ (a,b) with
f (b) − f ( a)
f ′ (c ) =
| {z } b−a
≥0
⇒ f ( b ) ≥ f ( a ).
146
Remark
The converses of (i), (iii) are true, but those of (ii), (iv) are not: the function f ( x ) =
x3 is strictly monotone increasing on R but f ′ (0) = 0.
Example (curve sketching)
Sketch the graph of the function f : R \ {1} → R with
x2 − 2x + 2
f (x) = .
x−1
Solution
Zeros: f ( x ) 6= 0, x ∈ R
Critical points:
x ( x − 2)
f ′ (x) =
( x − 1 )2
⇒ f (0) = 0, f ′ (2) = 0
′
The corresponding values of f : f (0) = −2, f (2) = 2
Gradient:
f ′ ( x ) > 0 for x < 0
f ′ ( x ) < 0 for 0 < x < 1
f ′ ( x ) < 0 for 1 < x < 2
f ′ ( x ) > 0 for x > 2
Asymptotes: f has the verticale asymptote x = 1. We have that
x2 − 2x + 2 ( x − 1)2 + 1
=
x−1 x−1
1
=x−1+ ,
x−1
so that
lim f ( x ) = −∞, lim f ( x ) = ∞
x ↑1 x ↓1
147
Behaviour for large values of | x |: It follows from
1
f (x) = x − 1 +
x−1
that
f (x) 1
=1+
x−1 ( x − 1 )2
f (x)
⇒ → 1 as x → ±∞
x−1
and
f (x)
> 1 for x ∈ R \ {1}
x−1
⇒ f ( x ) > x − 1 for x > 1, f ( x ) < x − 1 for x < 1.
f(x)
2 local minimum
1 2 x
-2 local maximum
Cauchy’s mean-value theorem
Theorem (Cauchy’s mean-value theorem)
Suppose that f ,g : [ a,b] → R are continuous and differentiable in the open interval
(a,b). There exists c ∈ (a,b) with
[ f (b) − f (a)] g′ (c) = [ g(b) − g(a)] f ′ (c).
148
Proof
Apply Rolle’s theorem to the function
h( x ) = f ( x )[ g(b) − g(a)] − g( x )[ f (b) − f (a)].
Theorem (L’Hôpital’s rules)
Suppose there exists δ > 0 such that f ,g are continuous on [ a − δ,a + δ] and dif-
ferentiable on (a − δ, a + δ).
Suppose further that f (a) = g(a) = 0 and the limit
f ′ (x)
lim (⋆)
x→ a g′ ( x )
exists.
It follows that
f (x) f ′ (x)
lim = lim ′ .
x→ a g( x ) x→a g ( x)
This statement remains true if the limits are replaced by one-sided limits.
Proof
Let { xn } be an arbitrary sequence with xn ∈ (a − δ,a + δ), xn 6= a for each n ∈ N

and xn → a as n → ∞.
f ,g are continuous on [ a,xn ] ([ xn ,a]) and differentiable on (a,xn ) (( xn ,a)). Accord-

ing to Cauchy’s mean-value theorem there exists yn ∈ (a,xn ) (( xn ,a)) with
f ′ (yn )[ g( xn ) − g(a)] = g′ (yn )[ f ( xn ) − f (a)]

f ( xn ) f ′ (yn )
⇒ = ′ .
g( xn ) g (yn )
149
Since yn → a as n → ∞ we have that
f ( xn ) f ′ (yn ) f ′ (y)
lim = lim ′ = lim ′ ,
n→∞ g( xn ) n →∞ g (yn ) y→ a g (y )
| {z }
This follows from the
existence of the limit (⋆)
and because this result holds for every sequence { xn } mit xn 6= a, n ∈ N and
xn → a as n → ∞, we conclude that
f (x) f ′ (y)
lim = lim ′ .
x→ a g( x ) y→ a g (y )
Example
Show that the limits

sin x 1 − cos x
lim , lim
x →0 x x →0 x2
exist and compute them.
Solution
We have that
sin x = 0, x =0
x =0 x =0
and
d d cos x
(sin x ) = cos x, ( x ) = 1, lim = 1.
dx dx x →0 1
According to L’Hôpital’s rules
sin x
lim = 1.
x →0 x
Similarly
1 − cos x = 0, x2 =0
x =0 x =0
and
d d 2
(1 − cos x ) = sin x, ( x ) = 2x,
dx dx
150
sin x 1
lim = .
x →0 2x 2}
| {z
L’Hôpital’s rules
According to L’Hôpital’s rules

1 − cos x 1
lim 2
= .
x →0 x 2
Taylor polynomials
Consider a polynomial in x − a:
p ( x ) = c0 + c1 ( x − a) + . . . + c n ( x − a)n .
Obviously
p ( a) = c0 ,
and repeated differentiation yields
p ′ ( a) = c1 ,
p′′ (a) = 2c2 ,
..
.
p(n) (a) = n!cn .
Altogether we have that
p( j) ( a)
cj = , j = 0, . . . , n ;
j!
the coefficients c j are determined by the derivatives of p at the point a.
Definition
Let f : I → R be a real function which is n times differentiable at the point a. The

polynomial
Pn ( x ) = c0 + c1 ( x − a) + . . . + cn ( x − a)n ,
where
f ( j) ( a)
cj = , j = 0, . . . , n
j!
is the nth Taylor polynomial of f at the point a.
151
Remark
( j)
Pn (a) = f ( j) (a), j = 0, . . . , n .
Example
f ( x ) = ex
It follows from f ′ ( x ) = f ( x ) that f (n) (0) = 1, n = 0,1,2, . . .. The nth Taylor poly-
nomial of f at 0 is therefore
x2 xn
Pn ( x ) = 1 + x + + ... + .
2 n!
Theorem
Let f : I → R be a real function which is n times differentiable at the point a.
It follows that
f ( x ) − Pn ( x )
lim =0.
x→a ( x − a)n
Proof
It follows from
f (n ) ( a)
Pn ( x ) = Pn−1 ( x ) + ( x − a)n
n!
that
f ( x ) − Pn ( x ) f ( x ) − Pn−1 ( x ) f (n) (a)
= − .
( x − a)n ( x − a)n n!
| {z }
We show that this converges to
f (n ) ( a)
as x → a.
n!
Since f , f ′ , . . . , f (n−1) and all derivatives of Pn−1 are continuous at the point a we
have that
dj dj
lim ( f ( x ) − Pn −1 ( x )) = ( f ( x ) − Pn−1 ( x )) = f ( j) ( a) − f ( j) ( a) = 0
x→a dx j dx j x= a
152
and
dj dj n!
lim ( x − a ) n
= ( x − a)n = ( x − a)n − j =0
x→a dx j dx j x= a (n − j )! x= a
for j = 0, . . . ,n − 2 and
dn − 1
( f ( x ) − Pn−1 ( x )) = f (n−1) ( x ) − f (n−1) (a),
dx n−1
dn − 1
( x − a)n = n!( x − a).
dx n−1
We can therefore apply L’Hôpital’s rule (n − 1) times:
f ( x ) − Pn−1 ( x ) f ( n − 1) ( x ) − f ( n − 1) ( a )
lim = lim
x→ a ( x − a)n x→ a n!( x − a)
1 f ( n − 1) ( a + h ) − f ( n − 1) ( a )
= lim
n! h→0 h
1 (n )
= f ( a) .
n!
Remark
There exists δ > 0 such that
| f ( x ) − Pn ( x )| ≤ | x − a|n for | x − a| < δ
(choose ε = 1 in the definition of the limit).
We say Pn ( x ) approximates f ( x ) to order n.
Theorem
Let f : I → R be a real function which is n times differentiable at the point a.

Suppose that
f ′ (a) = f ′′ (a) = . . . = f (n−1) (a) = 0,
f (n) (a) 6= 0.
153
(i) If n is even and f (n) (a) > 0, then f has a local minimum at the point a.
(ii) If n is even and f (n) (a) < 0, then f has a local maximum at the point a.
(iii) If n is odd, then f has neither a local minimum nor a local maximum at the
point a.
Proof
Without loss of generality we may assume that f (a) = 0. It follows that
f (n ) ( a)
Pn ( x ) = f (a) + f ′ (a)( x − a) + . . . + ( x − a)n
n!
f (n ) ( a)
= ( x − a)n ,
n!
so that
" #
f ( x ) − Pn ( x ) f (x) f (n ) ( a)
0 = lim = lim − .
x→ a ( x − a)n x → a ( x − a)n n!
There therefore exists δ > 0 such that
f (x) f (n ) ( a)
,
( x − a)n n!
have the same sign for x ∈ (a − δ, a + δ) \ { a}.
From this point onwards we assume that x ∈ (a − δ, a + δ) \ { a}.
If n is odd, then f has different signs for x < a and x > a. Since f (a) = 0, we
conclude that f has neither a local minimum nor a local maximum at the point a.
If n is even, then f ( x ) has the same sign as f (n) (a) for x < a and x > a. It follows
that
f (n) (a) < 0 ⇒ f has a local maximum at the point a
( f (a) = 0, f ( x ) < 0 for x 6= a)
f (n) (a) > 0 ⇒ f has a local minimum at the point a
( f (a) = 0, f ( x ) > 0 for x 6= a).

154
Remarks
1. The previous theorem includes the following sufficient conditions for max-
ima and minima:
f ′ (a) = 0, f ′′ (a) < 0 ⇒ f has a local
maximum at the point a
f ′ (a) = 0, f ′′ (a) > 0 ⇒ f has a local
minimum at the point a
This observation implies the following necessary conditions for maxima

and minima:
f has a local ⇒ f ′ (a) = 0, f ′′ (a) ≤ 0

maximum at the point a
f has a local ⇒ f ′ (a) = 0, f ′′ (a) ≥ 0
minimum at the point a
(Here we assume that f is twice differentiable at the point a).
2. There are nonconstant functions with the property that f (n) (a) = 0 for all n.
Consider for example the function f : R → R with
( 2
e−1/x , x 6= 0,
f (x) =
0, x = 0.
This function is infinitely differentiable at the origin with
f (n) (0) = 0, n = 1,2, . . . .

It has a local (and global) mimumum at the origin.
f(x)
155
Definition
Let f : I → R be a real function which is n times differentiable at the point a. The

remainder
Rn ( x ) := f ( x ) − Pn ( x )
is the difference between f and the nth Taylor polynomial of f at the point a.
We seek an easily estimable expression for Rn .
Theorem (Taylor’s theorem)
Let f : (a − δ,a + δ) → R be (n + 1) times differentiable with

f n ( a)
f ( x ) = f (a) + f ′ (a)( x − a) + . . . + ( x − a)n + Rn ( x ) .
| {z n! }
= Pn ( x )
The following statements hold for each x ∈ (a − δ, a + δ):
(i) There exists t between x and a such that

f ( n + 1) ( t )
Rn ( x ) = ( x − t)n ( x − a) (Cauchy form)
n!
(ii) There exists t between x and a such that

f ( n + 1) ( t )
Rn ( x ) = ( x − a)n +1 (Lagrange form)
( n + 1) !
(iii) If f (n+1) is integrable on [ a,x ], then

Z x ( n + 1)
f (t)
Rn ( x ) = ( x − t)n dt (Taylor form)
a n!
Proof
The Cauchy form is derived by applying the mean-value theorem to
f ′′ (t) f (n ) (t)
S(t) = f ( x ) − f (t) − f ′ (t)( x − t) − ( x − t )2 − . . . − ( x − t)n
2 n!
on the interval [ a,x ] or [ x,a] (note that S( x ) = 0 and S(a) = Rn ( x )).
156
To derive the Lagrange form, we apply Cauchy’s mean-value theorem to S(t)

and g(t) = ( x − t)n+1 on the interval [ a,x ] or [ x,a] (note that g( x ) = 0 and
g(a) = ( x − a)n+1 ).
Suppose that f (n+1) is integrable on [ a,x ]. We find that

Z x Z x ( n + 1)
f (t)
S( x ) − S( a) = S′ (t)dt = − ( x − t)n dt
a a n!
Z x ( n + 1)
f (t)
⇒ Rn ( x ) = ( x − t)n dt .
a n!

Example
Compute the number e0,3 with an error less than 10−4.
Solution
We use the Taylor polynomials of ex at the point 0:

ex = Pn ( x ) + Rn ( x ),
where
x2 xn
Pn ( x ) = 1 + x + + ... + ,
Z x t 2! n!
e
Rn ( x ) = ( x − t)n dt
0 n!
We find that
Z 0,3 t
e
| Rn (0,3)| = (0,3 − t)n dt
0 n!
Z 0,3
3
≤ (0,3 − t)n dt (et ≤ e1 ≤ 3 for t ∈ [0,1])
n! 0
3
≤ (0,3)n+1
( n + 1) !
| {z }
→ 0 as n → ∞
We seek n such that this

quantity is less than 10−4.
n = 4 does the trick.
157
It follows that
e0,3 = P4 (0,3) + R4 (0,3)
1 1 1
= 1 + 0,3 + (0,3)2 + (0,3)3 + (0,3)4 + R4 (0,3)
2! 3! 4!
= 1,34984 + R (0,3),
| 4 {z }
| R4 (0,3)| < 10−4
so that
e0,3 ≈ 1,3498
with an error less than 10−4 .
Remark
The method in the previous example works because
Rn (0,3) → 0 as n → ∞.
It follows that
ex − Pn ( x ) → 0 for n → ∞ und x = 0,3.
In other words the series

∞
xj
∑ j!
j =0
converges to ex at the point x = 0,3. (The sequence of partial sums of this series is
{ Pn ( x )}∞
n =0 .)
Definition
Let f be infinitely differentiable at the point a. The series

∞
f ( j) ( a)
∑ ( x − a) j
j =0
j!
is called the Taylor series of f the the point a.
158
Power series
Definition
Let c0 , c1 , c2 , . . . and a,x be real numbers. The series

∞
∑ c n ( x − a)n
n =0
is called a power series with coefficients cn at t the point a.
Fundamental question: Suppose that c0 , c1 , c2 , . . . and a are given. For which

values of x does the power series
∞
∑ c n ( x − a)n
n =0
converge?
Theorem
Suppose that c0 , c1 , c2 , . . . and a are given and consider the power series
∞
∑ c n ( x − a)n .
n =0
Exactly one of the following statements holds.
(i) The series converges only for x = a.
(ii) The series is absolutely convergent for all x ∈ R.
(iii) There is a real number R > 0 such that the series is absolutely convergent for
| x − a| < R and divergent for | x − a| > R.
Proof
Without loss of generality we may assume that a = 0.
Suppose that (i) does not arise and define

( )
∞
K= x: ∑ cn xn converges , R = sup{| x | : x ∈ K }.
n =0
159
Note: R > 0 and possibly R = ∞.
∞
By definition ∑ cn x n diverges for | x | > R.
n =0
∞
Choose S with 0 < S < R and x0 with S < | x0 | < R, so that ∑ cn x0n converges.
n =0
(The existence of x0 follows from the definition of R as sup{| x | : x ∈ K }.) It follows
that cn x0n → 0 for n → ∞. The sequence {cn x0n } is therefore bounded: there exists
M > 0 such that
|cn x0n | = |cn || x0 |n ≤ M, n = 0,1,2 . . . .
For x ∈ [−S,S] we have that
|cn x n | = |cn || x |n
n
x
= |cn || x0 |n
x0
n
S
≤M .
| x0 |
| {z }
<1
Since n
∞
S
∑ M | x0 |
n =0
| {z }
a geometric series
∞
is convergent, the comparison test shows that ∑ cn x n is absolutely convergent
n =0
∞
on [−S,S]. ∑ cn xn is therefore absolutely convergent for x ∈ (− R,R).
n =0
Definition
The number R in part (iii) of the previous theorem is the radius of convergence
of the power series. We also use this term in part (i) ( R = 0) and part (ii) ( R = ∞).
Remark
The term radius of convergence can be visualised on the number line:
160
divergence absolute convergence divergence
a-R a a+R
In general no statement about con-

vergence at x = a − R and x = a + R
Examples
1. The series
∞
xn x2 x3
∑ =1+x+ + + ...
n =0 n! 2! 3!
converges for all x ∈ R (quotient rule:
| x | n +1 / ( n + 1) ! | x|
n
= →0
| x | /n! n+1
as n → ∞). Here R = ∞.
2. The series
∞
∑ n!xn
n =0
converges only for x = 0 (for x 6= 0 the sequence {n!x n } does not converge
to 0). Here R = 0.
3. The series
x3 x5 x7
x− + − + ... (1 )
3 5 7
converges for −1 ≤ x ≤ 1, the series
1 − x2 + x4 − x6 + . . . (2 )
converges for −1 < x < 1, the series
x2 x3 x4
x− + − + ... (3 )
2 3 4
converges for −1 < x ≤ 1, and the series
x2 x3 x4
−x − − − + ... (4 )
2 3 4
converges for −1 ≤ x < 1. In all cases R = 1.
161
Proof:
(1)–(4): Absolute convergenz for −1 < x < 1 (quotient rule). Divergence for
| x | > 1, as the terms do not converge to 0.
(1): Leibniz test for x = 1, − 1

(2): For x = 1, − 1 the sequence of partial sums is 1,0,1,0 . . .
(3): For x = −1 this is the harmonic series; Leibniz test for x = 1
(4): For x = 1 this is the harmonic series; Leibniz test for x = −1
Remark
∞
A power series ∑ cn ( x − a)n with radius of convergence R > 0 defines a function
n =0
f : (a − R,a + R) → R via the formula
∞
f (x) = ∑ c n ( x − a)n .
n =0
Theorem
∞
Let ∑ cn ( x − a)n be a power series with radius of convergence R > 0.
n =0
The radius of convergence of the power series

∞
∑ ncn (x − a)n−1
n =1
is at least R.
Moreover, the function defined by the formula

∞
f (x) = ∑ c n ( x − a)n , | x − a| < R
n =0
is differentiable for | x − a| < R with

∞
′
f (x) = ∑ ncn (x − a)n−1 , | x − a| < R.
n =1
162
Proof
Without loss of generality we may assume that a = 0.
∞
Choose S with 0 < S < R and x0 with S < | x0 | < R. Since ∑ cn x0n converges, one
n =0
has that cn x0n → 0 for n → ∞. The sequence {cn x0n } is therefore bounded: there
exists M > 0 such that
|cn x0n | = |cn || x0 |n ≤ M, n = 0,1,2 . . . .
|ncn x n−1 | = n|cn || x |n−1

n −1
n −1 x
= n|cn || x0 |
x0
n −1
−1 S
≤ Mn| x0 | .
| x0 |
| {z }
<1
Since n −1
∞
−1 S
∑ Mn| x0 | | x0 |
n =1
∞
is convergent (ratio test), it follows from the comparison test that ∑ ncn x n−1 is
n =1
∞
absolutely convergent on [−S,S]. It follows that ∑ ncn x n −1 is absolutely conver-
n =1
gent for x ∈ (− R,R).
Define
∞
g( x ) = ∑ ncn xn−1, | x | < R.
n =1
∞
Let {sn ( x )} be the sequence of partial sums of the series ∑ cn x n and rn ( x ) =
n =0
f ( x ) − sn ( x ). Note that {s′n ( x )} is the sequence of partial sums of the series
∞
∑ ncn x n−1 (sn ( x ) is a polynomial and therefore differentiable.)
n =0
Choose x ∈ (− R,R), T > 0 with | x | < T < R and h small enough so that | x + h| < T.
Write
163
f ( x + h) − f ( x )
− g( x )
h
sn ( x + h) − f ( x ) rn ( x + h) − rn ( x )
= − s′n ( x ) + s′n ( x ) − g( x ) + .
h h
For every ε 1 > 0 and n > 0 there exists δ1 > 0 such that
sn ( x + h) − f ( x )
− s′n ( x ) < ε, 0 < |h| < δ1 .
h
For every ε 2 > 0 there exists N2 ∈ N such that
|s′n ( x ) − g( x )| < ε 2 , n > N2 .
Note that
∞
rn ( x + h) − rn ( x )
= ∑ c j ( x + h) j − x j
h j = n +1
∞
= ∑ c j h ( x + h ) j −1 + ( x + h ) j −2 x + · · · + x j −1
j = n +1
∞
≤ ∑ |c j | jT j−1 .
j = n +1
We know that ∑∞ j=1 | c j | jT

j−1 is convergent, i.e. for every ε > 0 there exists
3
N3 ∈ N such that
∞
∑ |c j | jT j−1 < ε 3 , n > N3 .
j = n +1
Choose ε > 0 and set ε 1 = 3ε , ε 2 = 3ε , ε 3 = 3ε , n = max( N2 ,N3 ) + 1 and δ = δ1 . It

follows that
f ( x + h) − f ( x )
− g( x ) < ε, 0 < |h| < δ,
h
so that f is differentiable iat the point x with f ′ ( x ) = g( x ).
Corollary
∞
Let ∑ cn ( x − a)n be a power series with radius of convergence R > 0 and
n =0
f : (a − R,a + R) → R the function it defines.
164
1. f : (a − R,a + R) → R is infinitely differentiable with

∞
n!
f ( j) ( x ) = ∑ (n − j )! c n ( x − a)n − j , | x − a| < R.
n= j
| {z }
radius of convergence ≥ R
2. We have that
f ( j) ( a)
cj = , j = 0,1,2, . . . ,
j!
∞
so that ∑ c j ( x − a) j is the Taylor series of f at the point a.
j =0
In particular, it follows that the power-series representation of a function is

unique.
Examples
Compute the Taylor series of the functions
1
1. f 1 ( x ) =
1−x
1
2. f 2 ( x ) =
1 + x2
3. f 3 ( x ) = arctan x
at the point 0 and state their radius of convergence.
Solution
1. The geometric series

∞
∑ xn
n =0
1
converges to 1− x for | x | < 1 and diverges for | x | > 1. The Taylor series of f 1
is therefore
∞
∑ xn
n =0
with radius of convergence 1.
165
2. Using 1, we find that

∞
∑ (− x2 )n
n =0
converges to 1+1x2 for | x2 | < 1 (i.e. | x | < 1) and diverges for | x2 | > 1 (i.e.
| x | > 1). The Taylor series of f 2 is therefore
∞
∑ (−1)n x2n
n =0
with radius of convergence 1.
3. For | x | < 1 we have that
1
f 3′ ( x ) =
1 + x2
∞
= ∑ (−1)n x2n .
n =0
The power series

∞
x2n+1
g( x ) = ∑ (−1)n 2n + 1
n =0
has radius of convergence 1 and for | x | < 1 we have that
g′ ( x ) = f 3′ ( x )
⇒ g′ ( x ) − f 3′ ( x ) = 0
⇒ g( x ) − f 3 ( x ) = c
տ
a constant
It follows from g(0) = 0, arctan(0) = 0 that c = 0, so that

∞
x2n+1
n
f 3 ( x ) = ∑ (−1)
n =0
2n + 1
and the radius of convergence of this power series is 1.
Lemma
Suppose that f , g have convergent Taylor series

∞
f (x) = ∑ c n ( x − a)n , | x − a| < R,
n =0
166
∞
g( x ) = ∑ dn ( x − a)n , | x − a| < S
n =0
at the point a.
It follows that f + g and f g also have convergent Taylor series

∞
( f + g)( x ) = ∑ e n ( x − a)n , | x − a| < T1 ,
n =0
∞
( f g)( x ) = ∑ f n ( x − a)n , | x − a| < T2 ,
n =0
at the point a, where
T1 ,T2 ≥ min( R,S),
en = cn + dn ,
n
f n = ∑ ck dn−k .
k=0
The trigonometric functions
Definition
The functions sin(·), cos(·) : R → R are defined by the formulae


x3 x5 x7 
sin( x ) = x − + − + ..., 
 These power series converge
3! 5! 7!
x2 x4 x6  for all x ∈ R (ratio test)
cos( x ) = 1 − + − + ... .

2! 4! 6!
Remark
The following properties of the trigonometric functions follow directly from the
definitions.
1. sin(·), cos(·) are infinitely differentiable on R.
2. sin′ ( x ) = cos( x ), cos′ ( x ) = − sin( x ) for x ∈ R.
3. sin(0) = 0, cos(0) = 1.
167
4. sin(− x ) = − sin x, cos(− x ) = cos x for x ∈ R.
5. For all x,y ∈ R we have that
sin( x + y) = sin x cos y + cos x sin y, (1)

cos( x + y) = cos x cos y − sin x sin y. (2)
6. For all x ∈ R we have that
sin2 x + cos2 x = 1. (3)
Remark
All other trigonometic identities are derived from (1)–(3).
Remark
The power series for sin x and cos x satisfy the hypotheses of the Leibniz test for
x ∈ (0,2]. It follows that
x3
x− ≤ sin x ≤ x, (1 )
3!
x2 x2 x4
1− ≤ cos x ≤ 1 − + (2 )
2! 2! 4!
for x ∈ (0,2].
Theorem
1. sin x > 0 for x ∈ (0,2].
2. cos(·) is strictly monotone decreasing for x ∈ (0,2) and has precisely one
zero x0 in (0,2).
3. sin(·) is strictly monotone increasing for x ∈ (0,x0 ) and sin x0 = 1.
168
Proof
1. It follows from (1) that

x2
sin x ≥ x 1 −
6

22
≥x 1− for x ∈ (0,2]
6
>0 for x ∈ (0,2]
2. Note that
cos(0) = 1 > 0,
22 24 1
cos(2) ≤ 1 − + = − < 0.
2! 4! 3
According to the intermediate-value theorem cos(·) therefore has at least
one zero x0 ∈ (0,2).
Since
cos′ ( x ) = − sin( x ) < 0 for x ∈ (0,2),
cos(·) is strictly monotone decreasing and hence injective on (0,2). x0 is
therefore the only zero of cos x in (0,2).
3. It follows from
sin2 x0 = 1 − cos2 x0
that
sin x0 = ±1,
and we choose the positive sign because x0 ∈ (0,2) and sin x > 0 for x ∈ (0,2)
ist.
Since
sin′ ( x ) = cos x > 0 for x ∈ (0,x0 ),
sin(·) is strictly monotone increasing on (0,x0 ).
Definition
π := 2x0
169
Remark
We can now sketch the graphs of sin x and cos x on the intervall [0, π/2]:
sin(x) cos(x)
1 1
π/2 x π/2 x
We can easily determine the graphs of these functions for all x. For x ∈ [0, π/2]
we have that
π π π
sin + x = sin cos x + cos sin x = cos x,
2π 2
π
2
π
cos + x = cos cos x − sin sin x = − sin x
2 2 2
and for x ∈ [0,π ] we have that
sin(π + x ) = sin π cos x + cos π sin x = − sin x,

cos(π + x ) = cos π cos x − sin π sin x = − cos x :
sin(x)
π 2π x
-1
170
cos(x)
π 2π x
-1
Finally we can prove by mathematical induction that
sin( x + 2nπ ) = sin x, cos( x + 2nπ ) = cos x, x ∈ [0,2π ], n ∈ Z.
Remark
The inequalities
sin x ≤ x x ∈ (0,2]
and
sin x ≤ 1 < x, x>2
imply the useful estimate
sin x ≤ x, x ≥ 0.
Definition
The function exp(·) : R → R is defined by the formula
x2 x3
exp( x ) = 1+x+ + + ....
| 2!{z 3! }
This power series converges
for all x ∈ R (ratio test)
171
Theorem (properties of exp(·))
1. exp(·) is infinitely differentiable on R with exp′ (·) = exp(·).
2. exp( x + y) = exp( x ) exp(y) for all x,y ∈ R.
3. exp(0) = 1, exp( x ) > 0 and exp(− x ) = 1/ exp( x ) for all x ∈ R.
4. exp(·) is strictly monotone increasing on R with exp( x ) → ∞ as x → ∞ and

exp( x ) → 0 as x → −∞.
exp(x)
Since exp(·) : R → (0,∞) is bijective, we can make the following definition.
Definition
The function log(·) : (0,∞) → R is the inverse of exp(·) : R → (0,∞).
Theorem (properties of log(·))
1. log(·) is infinitely differentiable on (0,∞) with

1
log(n) ( x ) = (−1)n+1 (n − 1)! , n = 1,2,3, . . . .
xn
2. log(·) is strictly monotone increasing on (0,∞) with log(1) = 0, log x → −∞

as x → 0 and log x → ∞ as x → ∞.

1
3. log( xy) = log x + log y for all x,y ∈ (0,∞) und log x = − log x for x ∈ (0,∞).
172
log(x)
1 x
Fundamental question: Ley a > 0. By definition

an := |a.a{z
. . . a}, n = 1,2,3, . . . ,
n mal
1 √
n
a = a,
n n = 1,2,3, . . . ,
m √ m
an = n a , m,n = 1,2,3, . . . ,
a0 = 1,
m
a− n = 1
m , m,n = 1,2,3, . . . .
an
We have therefore defined aq for q ∈ Q. But what is ar when r is an irrational
number?
Remark
Using the identity

log(ab) = log a + log b, a,b > 0
inductively, we find that
m m
log a n = log a, m ∈ Z, n ∈ N.
n
It follows that
m m
a = exp log a
n n
m
= exp log a , m ∈ Z, n ∈ N,
n
i.e.
aq = exp(q log a)
for a > 0.
173
Definition
ax := exp( x log a), x∈R

for a > 0.
Remarks
1. The usual laws of arithmetic follow from this definition.
2. is infinitely differentiable on R with
d x
(a ) = log aax .
dx
3. In fact
∞
1
∑ j! = e,
j =0
so that exp(1) = e and hence log e = 1. It follows that
ex = exp( x ).
Lemma
For every k > 0 and a > 1 we have that

)
x −k ax → ∞ as x → ∞
“exponentials kill powers”,
x k a− x → 0 as x → ∞
)
x −k log x → 0 as x → ∞
“powers kill logarithms”.
x k log x → 0 as x → 0
174
Proof
Choose n ∈ N with n > k. It follows from
ax = exp( x log a)
x2 (log a)2 x2n (log a)2n
= 1 + x log a + + ... + + ...
2! (2n)!
x2n (log a)2n
> as x > 0
(2n)!
xn
> as x > 1/(log a)2
(2n)!
that
xn−k
x−k ax >
(2n)!
| {z }
→ ∞ as x → ∞.
and
1
x k a− x = → 0 as x → ∞.
x−k ax
It follows from
y−2/k exp(y) → ∞ for y → ∞
that
x −1 exp( x k/2 ) → ∞ as x → ∞
(set y = x k/2 ). There therefore exists M > 0 such that
x −1 exp( x k/2 ) > 1 for x > M.

For x > max( M,1) we have that
k
exp( x 2 ) > x
k
⇒ log x < x 2
k
x− 2
⇒ 0 < x −k log x < |{z}
→0
as x → ∞
⇒ x −k log x → 0 as x → ∞.
Moreover,
−k
k 1 1
x log x = − log ,
x x
175
1
and x → ∞ for x → 0 implies that
−k
1 1
log →0 as x → 0.
x x
The hyperbolic functions
The hyperbolic sine and hyperbolic cosine are defined by the formulae
sinh x := 21 (ex − e− x ),
cosh x := 12 (ex + e− x )
for all x ∈ R.
Theorem (Properties of the hyperbolic functions)
1. The hyperbolic functions have the Taylor series


∞ x2n+1 
sinh x = ∑ ,

n =0 ( 2n + 1 ) !
∞ x2n
These power series converge for all x ∈ R.


cosh x = ∑ . 
n =0 (2n)!
2. sinh(·) and cosh(·) are infinitely differentiable on R and sinh′ (·) = cosh(·),
cosh′ (·) = sinh(·).
3. cosh(− x ) = cosh( x ) and sinh(− x ) = − sinh( x ) for all x ∈ R.
4. For all x,y ∈ R we have that
sinh( x + y) = sinh x cosh y + cosh x sinh y,

cosh( x + y) = cosh x cosh y + sinh x sinh y,
cosh2 x − sinh2 x = 1.
5. sinh(·) is strictly monotone increasing on R with sinh(0) = 0, sinh( x ) → ∞

as x → ∞ and sinh( x ) → −∞ as x → −∞.
176
6. cosh(·) is strictly monotone decreasing on (−∞,0) and strictly monotone

increasing on (0,∞) with a global minimum at the origin. We have that
cosh(0) = 1, cosh x → ∞ as x → ±∞.
cosh(x)
sinh(x)
Definitions
The hyperbolic tangent and hyperbolic cotangent are defined by the formulae
sinh x
tanh x := , x ∈ R,
cosh x
cosh x
coth x := , x 6= 0.
sinh x
coth(x)
tanh(x)
x x
177
6 Integral calculus
6 Integral calculus
Introduction and motivation
Consider a positive function f : [ a,b] → R which is bounded above.
f(x)
How can we calculate – or

even define – the area beneath
the curve?
a b x
Definitions
A partition of the interval [a,b] is a finite set { x0 , x1 , . . . , xn } of real numbers which

satisfy
a = x0 < x1 < x2 < · · · < xn = b.
The fineness of the partition is the number
δ(Z) = max ( x j − x j−1 ).

j=1,...,n
The partition is equidistant if

b−a
x j − x j −1 = , j = 1, . . . , n.
n
Remark
A partition Z = { x0 , . . . , xn } determines n closed subintervals
[ x0 , x1 ], [ x1 , x2 ], . . . , [ x n −1 , x n ]
of [ a,b].
178
6 Integral calculus
Let Z = { x0 , . . . , xn } be a partition of [ a,b]. For j = 1, . . . , n define
mj = inf f ( x ), Mj = sup f (x)

x ∈[ x j−1 ,x j ] x ∈[ x j−1 ,x j ]
and consider the rectangles with base [ x j−1 , x j ] and heights m j and M j .
f(x)
Mj
mj
a xj-1""
xj b x
The sum of the areas of the ’upper’ The sum of the areas of the ’lower’
rectangles is rectangles is
n n
O f ( Z ) = ∑ M j ( x j − x j −1 ) U f ( Z ) = ∑ m j ( x j − x j −1 )
x j =1 x j =1
 
 
the upper Riemann sum the lower Riemann sum
of f with respect to Z of f with respect to Z
In a sensible definition of the area A beneath the curve one should have
U f (Z) ≤ A ≤ O f (Z)
x x
 
 
an underestimate an overestimate
of A of A
for every partition Z of [ a,b].
Remarks
1. The restriction f > 0 is not necessary for the construction of Riemann sums.
It suffices that f is bounded above and below:
179
6 Integral calculus
Mj
2. Choose y j ∈ [ x j−1,x j ] for j = 1, . . . ,n and write Y = {y1 , . . . ,yn }. The Riemann

sum R f (Z,Y ) of f with respect to the partition Z and sample points Y is
defined by the formula
n
R f (Z,Y ) = ∑ f (y j )(x j − x j−1).
j =1
f(x)
f(yj)
xj−1 yj xj x
For y j = x j−1 or y j = x j we use the terminology left or right Riemann sum.
Properties of upper and lower Riemann sums
Lemma
Suppose that f : [ a,b] → R is bounded and Z is a partition of [ a,b]. It follows that
U f ( Z ) ≤ O f ( Z ).
180
6 Integral calculus
Proof
Note that
m j ≤ Mj , j = 1, . . . , n,
so that
m j ( x j − x j −1 ) ≤ M j ( x j − x j −1 )
n n
⇒ ∑ m j ( x j − x j −1 ) ≤ ∑ M j ( x j − x j −1 )
j =1 j =1
| {z } | {z }
= U f (Z) = O f (Z)

Definition
Let Z, Z′ be partitions of [ a,b]. Z′ is finer than Z if Z ⊂ Z′ .
Example

{1,2,3} , 1, 23 , 2, 52 , 3 , 1, 23 , 25 , 3 are partitions of [1,3].

1, 32 , 2, 25 , 3 is finer than {1,2,3}

1, 32 , 25 , 3 is not finer than {1,2,3}.
Lemma
Let Z, Z′ be partitions of [ a,b], where Z′ is finer than Z. Suppose that f : [ a,b] → R

is bounded. It follows that
U f ( Z ′ ) ≥ U f ( Z ),
O f ( Z ′ ) ≤ O f ( Z ).
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6 Integral calculus
Proof
We first consider the special case in which Z′ has one point more than Z:
Z = { x0 , . . . , x n } ,
Z′ = { x0 , . . . , xk−1 , u, xk , . . . , xn } .
Define
mj = inf f ( x ), j = 1, . . . ,n,
x ∈[ x j−1 ,x j ]
m′ = inf f ( x ),
x ∈[ xk−1 ,u ]
m′′ = inf f ( x ),
x ∈[ u,xk ]
and note that

mk ≤ m′ , m′′
because [ xk−1 , u], [u, xk ] ⊂ [ xk−1 , xk ].
Observe that
n
U f (Z) = ∑ m j ( x j − x j − 1 ),
j =1
k−1
U f (Z′ ) = ∑ m j ( x j − x j −1 )
j =1
n
+ m′ (u − xk−1 ) + m′′ ( xk − u) + ∑ m j ( x j − x j − 1 ),
j = k+1
so that
U f (Z′ ) − U f (Z) = m′ (u − xk−1 ) + m′′ ( xk − u) − mk ( xk − xk−1 )

= m′ (u − xk−1 ) + m′′ ( xk − u) − mk (u − xk−1 ) − mk ( xk − u)
= (m′ − mk )(u − xk−1 ) + (m′′ − mk )( xk − u)
≥ 0.
We can reduce the general case to this special case by using intermediate parti-
tions which have one point more than their predecessor.
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6 Integral calculus
Theorem
Let Z1 , Z2 be arbitrary partitions of [ a,b] and f : [ a,b] → R be bounded. It follows

that
U f (Z1 ) ≤ O f (Z2 ).
Proof
We have already proved the result for the case Z1 = Z2 .
Suppose that Z1 6= Z2 . Since Z1 ∪ Z2 is finer than Z1 and Z2 we have that

U f (Z1 ) ≤ U f (Z1 ∪ Z2 ) ≤ O f (Z1 ∪ Z2 ) ≤ O f (Z2 ).
The Riemann integral
Suppose that f : [ a,b] → R is bounded. Define

U := U f (Z) : Z is a partition of [ a,b] ,

O := O f (Z) : Z is a partition of [ a,b] .
and note that
U≤O for all U ∈ U , O ∈ O
⇒ sup U ≤ inf O
Remark
U f (Z) (O f (Z)) is an underestimate (overestimate) of the area beneath the curve

and
sup U ≤ inf O
↑ ↑
the biggest the smallest
unerestimate overestimate
of this kind of this kind
183
6 Integral calculus
Definition
Suppose that f : [ a,b] → R is bounded. This function is (Riemann) integrable

over [ a,b] if
sup U = inf O
in the above notation. The common number is the integral of f over [ a,b] and is
written as Z b Z b
f or f ( x ) dx.
a a
Examples
1. Show that f : [0,1] → R, f ( x ) = x2 is integrable and caculate

Z 1
x2 dx.
0
2. Show that the function f : [ a,b] → R with

(
1, x ∈ Q,
f (x) =
0, x ∈
/Q
is not integrable.
Solutions
j
1. We use an equidistant partition Z of [0,1] with n + 1 points x j = n , j =
0, . . . , n.
f(x)
j2 f is montone increasing
Mj =
n2
(j − 1)2
mj =
n2
0 1 x
j−1 j
= =
n n
184
6 Integral calculus
We find that
n
( j − 1)2 1 (n − 1)n(2n − 1)
U f (Z) = ∑ n2 · n = 6n3
,
j =1
n
j2 1 n(n + 1)(2n + 1)
O f (Z) = ∑ n2 · n = 6n3
j =1
and it follows that

(n − 1)n(2n − 1) n(n + 1)(2n + 1)
3
≤ sup U f (Z) ≤ inf O f (Z) ≤ 3
| 6n
{z } Z Z
| 6n
{z }
1 1
→ as n → ∞ → as n → ∞
3 3
1
⇒ sup U f (Z) = inf O f (Z) = ,
Z Z 3
so that f is integrable over [0,1] with
Z 1
1
x2 dx = .
0 3
2. Let Z = { x0 , . . . , xn } be an arbitrary partition of [ a,b]. We find that

mj = inf f ( x ) = 0,
x ∈[ x j−1 ,x j ]
Mj = sup f ( x ) = 1, j = 1, . . . , n
x ∈[ x j−1 ,x j ]
because each interval [ x j−1 , x j ] contains a rational and an irrational number.

It follows that
U f (Z) = 0,
n
O f (Z) = ∑ (x j − x j−1) = b − a,
j =1
so that
0 = sup U f (Z) < inf O f (Z) = b − a.
Z Z
Hence f is not integrable over [ a,b].
Lemma (Riemann integrability criterion)
A bounded function f : [ a,b] → R is integrable if and only if for every ε > 0 there
exists a partition Z of [ a,b] with
O f (Z) − U f (Z) < ε.
185
6 Integral calculus
Proof
Suppose that f is integrable over [ a,b], so that

sup U f (Z) = inf O f (Z).
Z Z
For every ε 1 > 0 and ε 2 > 0 there exist partitions Z1 and Z2 of [ a,b] with
U f (Z1 ) > sup U f (Z) − ε 1 , O f (Z2 ) < inf O f (Z) + ε 2

Z Z
⇒ O f (Z2 ) − U f (Z1 ) < inf O f (Z) + ε 2 − sup U f (Z) + ε 1 = ε 1 + ε 2 .

Z Z
Setting Z = Z1 ∪ Z2 , we find that

U f (Z1 ) ≤ U f (Z)
O f (Z2 ) ≥ O f (Z),
so that
O f (Z) − U f (Z) ≤ O f (Z2 ) − U f (Z1 ) < ε 1 + ε 2 .
Choose ε > 0 and set ε 1 = ε/2, ε 2 = ε/2. The partition Z has the desired property
O f (Z) − U f (Z) < ε.
Now suppose that for every ε > 0 there is a partition Z of [ a,b] with
O f (Z) − U f (Z) < ε.
It follows from
U f (Z) ≤ sup U f (Z),
Z
O f (Z) ≥ inf O f (Z)
Z
that
0 ≤ inf O f (Z) − sup U f (Z) < ε.
Z Z
Since this inequality holds for every ε > 0 we have that
inf O f (Z) − sup U f (Z) = 0.
Z Z
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6 Integral calculus
Theorem
Any monotone increasing or decreasing function f : [ a,b] → R is integrable over

[ a,b].
Proof
We treat the case that f is monotone increasing. (The other case is handled in a
similar fashion.)
The boundedness of f follows from

f ( a ) ≤ f ( x ) ≤ f ( b ), x ∈ [ a,b].
We use an equidistant partition Zn of [ a,b] whose subintervals have length
(b − a)/n.
f(x)
Note that
m j = f ( x j − 1 ),
M j = f ( x j ), j = 1, . . . , n
O x
The upper and lower Riemann sums are

n
b−a n
U f (Zn ) = ∑ m j ( x j − x j −1 ) = n j∑
f ( x j − 1 ),
j =1 =1
n
b−a n
O f (Zn ) = ∑ M j ( x j − x j−1 ) =
n j∑
f ( x j ),
j =1 =1
so that
b−a n
O f (Zn ) − U f (Zn ) = ∑
n j =1
f ( x j ) − f ( x j −1 )
b−a
= ( f (b) − f (a))
n
→0
187
6 Integral calculus
as n → ∞. For each ε > 0 there therefore exists N ∈ N such that
O f (Zn ) − U f (Zn ) < ε für n > N.
The Riemann integrability criterion is therefore satisfied with Z = ZN +1 .
Lemma
Suppose that f ,g : [ a,b] → R are integrable and let α be a real number. It follows
that f + g and α f are integrable with
Z b Z b Z b
( f + g) = f+ g,
a a a
Z b Z b
αf = α f.
a a
Proof
Since f , g are bounded, f + g is also bounded.
Let Z = { x0 , . . . ,xn } be a partition of [ a,b]. It follows from
sup ( f ( x ) + g( x )) ≤ sup f (x) + sup g ( x ), j = 1, . . . ,n

x ∈[ x j−1 ,x j ] x ∈[ x j−1 ,x j ] x ∈[ x j−1 ,x j ]
that
O f + g(Z) ≤ O f (Z) + O g (Z)
and hence
inf O f + g (Z) ≤ O f (Z) + O g (Z).
Z
Now let Z1 and Z2 be two arbitrary partitions of [ a,b]. For Z = Z1 ∪ Z2 we have

that
O f (Z1 ) ≥ O f (Z),
O f (Z2 ) ≥ O f (Z),
so that
inf O f + g (Z) ≤ O f (Z1 ) + O g (Z2 ).
Z
It follows that
inf O f + g(Z) ≤ inf O f (Z1 ) + inf O g (Z2 ),
Z Z1 Z2
188
6 Integral calculus
i.e.
inf O f + g(Z) ≤ inf O f (Z) + inf O g (Z).
Z Z Z
A similar argument shows that
sup U f + g (Z) ≥ sup U f (Z) + sup Ug (Z).

Z Z Z
inf O f + g (Z) ≤ inf O f (Z) + inf O g (Z)

Z Z Z
= sup U f (Z) + sup Ug (Z) ( f , g are integrable over [ a,b])
Z Z
≤ sup U f + g (Z).
Z
Because
inf O f + g (Z) ≥ sup U f + g (Z)
Z Z
we conclude that
inf O f + g (Z) = sup U f + g (Z),
Z Z
so that f + g is integrable over [ a,b]. Furthermore
sup U f + g (Z) = sup U f (Z) + sup O f (Z), inf U f + g (Z) = inf U f (Z) + inf U f (Z),
Z Z Z Z Z Z
so that Z b Z b Z b
( f + g) = f+ g.
a a a
Lemma
Let c be a real number with a < c < b. A bounded function f : [ a,b] → R is inte-
grable over [ a,b] if and only if it is integrable over [ a,c] and [c,b]. In this case we
have that Z Z Zb c b
f= f+ f.
a a c
189
6 Integral calculus
Proof
Suppose that f is integrable over [ a,c] and [c,b] so that

inf O f (Z1 ) = sup U f (Z1 ),
Z1 Z1
inf O f (Z2 ) = sup U f (Z2 ),
Z2 Z2
where Z1 and Z2 are partitions of respectively [ a,c] and [c,b].
For each partition Z1 of [ a,c] an each partition Z2 of [c,b] the formula Z′ =

Z1 ∪ Z2 defines a partition of [ a,b], an every partition Z′ which contains the
point c defines a partition Z1 = Z′ ∩ [ a,c] of [ a,c] and a partition Z2 = Z′ ∩ [c,b]
of [c,b]. It follows from
O f (Z′ ) = O f (Z1 ) + O f (Z2 )
that
inf O f (Z′ ) = inf O f (Z1 ) + inf O f (Z2 ).
Z′ Z1 Z2
An arbitrary partition Z of [ a,b] satisfies
O f (Z) ≥ O f (Z ∪ {c}) ≥ inf O f (Z′ ) ⇒ inf O f (Z) ≥ inf O f (Z′ )
Z′ Z Z′
and because { Z′ } ⊂ { Z} we have that

inf O f (Z) ≤ inf O f (Z′ ),
Z Z′
so that infZ O f (Z) = infZ ′ O f (Z′ ) and hence

inf O f (Z) = inf O f (Z1 ) + inf O f (Z2 ). (1 )
Z Z1 Z2
A similar argument shows that

sup U f (Z) = sup U f (Z1 ) + sup U f (Z2 ). (2 )
Z Z1 Z2
It therefore follows from

sup U f (Z1 ) = inf O f (Z1 ), sup U f (Z1 ) = inf O f (Z2 )
Z1 Z1 Z2 Z2
that
sup U f (Z) = inf O f (Z),
Z Z
so that f is integrable over [ a,b]. The equation

Z b Z c Z b
f= f+ f
a a c
follows from (1) or (2).
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6 Integral calculus
Now suppose that f is integrable over [ a,b].
Choose ε > 0. According to the Riemann integrability criterion there exists a

partition Z of [ a,b] with
O f (Z) − U f (Z) < ε.
Since Z̃ = Z ∪ {c} is either equal to or finer than Z, we also have
O f (Z̃ ) − U f (Z̃ ) < ε.
Set Z1 = Z̃ ∩ [ a,c], Z2 = Z̃ ∩ [c,b], so that Z1 , Z2 are partitions of [ a,c] and [c,b]

with
O f (Z̃ ) = O f (Z1 ) + O f (Z2 ),

U f (Z̃ ) = U f (Z1 ) + U f (Z2 ).
Hence
O f (Z1 ) − U f (Z1 ) + O f (Z2 ) − U f (Z2 ) = O f (Z̃ ) − U f (Z̃ ) ≤ ε

| {z } | {z }
≥0 ≥0
and thus
O f (Z1 ) − U f (Z1 ) < ε, O f (Z2 ) − U f (Z2 ) < ε.
According to the Riemann integrability criterion f is integrable over [ a,c] and
[c,b].
Lemma
1. For every constant c one has that

Z b
c dx = c(b − a).
a
2. Suppose that p ∈ [ a,b] and c is an arbitrary constant. The function f : [ a,b] →

R given by the formula

0, x 6= p,
f (x) =
c, x = p.
satisfies Z b
f ( x ) dx = 0.
a
191
6 Integral calculus
3. Altering the value of an integrable function f : [ a,b] → R at a single point

does not affect the integrability of f or the value of its integral.
4. Altering the value of an integrable function f : [ a,b] → R at finitely many

points does not affect the integrability of f or the value of its integral.
Proof
1. Let Z = { a,b} be the trivial partition of [ a,b]. Define f : [ a,b] → R by f ( x ) = c.

Obviously
U f ( Z ) = O f ( Z ) = c ( b − a ),
so that
c(b − a) ≤ sup U f (Z) ≤ inf O f (Z) ≤ c(b − a).
Z Z
Hence
sup U f (Z) = inf O f (Z) = c(b − a),
Z Z
so that f is integrable over [ a,b] with

Z b
f ( x ) dx = c(b − a.)
a
2. We treat the case c > 0. (The case c < 0 is treated in a similar fashion, and
the case c = 0 follows directly from 1.)
Choose ε 1 > 0 with ε 1 < b − a. Let Z = { x0 ,x1 , . . . , xn } be a partition of [ a,b]

with the following properties:
The point p lies in an open intervall ( xk−1 ,xk ) if p 6= a, b.
p
a xk-1 xk b x
p
a x1 b x
p
a xn-1 b x
The point p lies in precisely one interval [ xk ,xk−1 ].
The length of the interval [ xk ,xk−1 ] is ε 1 .
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6 Integral calculus
Hence
mj = inf f ( x ) = 0, j = 1, . . . ,n
x ∈[ x j−1 ,x j ]
and
Mj = sup f ( x ) = 0, j 6= k, Mk = sup f ( x ) = c.
x ∈[ x j−1 ,x j ] x ∈[ xk−1 ,xk ]
It follows that
n n
U f (Z) = ∑ m j (x j − x j−1 ) = 0, O f (Z) = ∑ m j (x j − x j−1 ) = cε 1 .
j =1 j =1
Choose ε > 0 with ε < c(b − a) and set ε 1 = ε/c, so that
0 ≤ sup U f (Z) ≤ inf O f (Z) = ε

Z Z
for all sufficiently small values of ε > 0. It follows that
sup U f (Z) = inf O f (Z) = 0.

Z Z
3. Denote the altered function by g : [ a,b] → R, so that f − g is non-zero in one

point. Using 2, we find that f − g is integrable with
Z b
( f − g) = 0.
a
It follows that g = −( f − g) + f is integrable with

Z b Z b Z b
g=− ( f − g) + f.
a
| a {z } a
=0
4. This follows inductively from 3.
Theorem
Every continuous function f : [ a,b] → R is integrable over [ a,b].
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6 Integral calculus
Proof
Define functions U, O : [ a,b] → R by the formulae
U ( x ) = sup U f (Z[ a,x] ), O( x ) = inf O f (Z[ a,x] ),

Z[ a,x ] Z[ a,x ]
where Z[ x1 ,x2 ] is a partition of the intervall [ x1 ,x2 ]. Note that f is integrable over
[ a,b] if and only if U (b) = O(b).
Choose x ∈ [ a,b). For h > 0 (mit x + h ≤ b) we have that
sup U f (Z[ x,x+h] ) = sup U f (Z[ a,x+h] ) − sup U f (Z[ a,x] )

Z[ x,x +h] Z[ a,x +h] Z[ a,x ]
| {z } | {z }
= U ( x + h) = U (x)
and
inf O f (Z[ x,x+h] ) = inf O f (Z[ a,x+h] ) − inf O f (Z[ a,x] )
Z[ x,x +h] Z[ a,x +h] Z[ a,x ]
| {z } | {z }
= O( x + h) = O( x)
(see (1) und (2) on page 15). Set
Mh = max f (t), mh = min f ( t ),

t∈[ x,x + h] t∈[ x,x + h]
so that
mh h ≤ sup U f (Z[ x,x+h] ) ≤ inf O f (Z[ x,x+h] ) ≤ Mh h
Z[ x,x +h] Z[ x,x +h]
and hence
m h h ≤ U ( x + h ) − U ( x ) ≤ O ( x + h ) − O ( x ) ≤ Mh h
(see part 3 of the following lemma).
Since f is continuous at the point x, we have that Mh , mh → f ( x ) as h ↓ 0 and

hence

lim (U ( x + h) − U ( x ) = 0, lim (O( x + h) − O( x ) = 0
h ↓0 h ↓0
for x ∈ [ a,b) and
U ( x + h) − U ( x ) O( x + h) − O( x )
lim = f ( x ), lim = f (x)
h ↓0 h h ↓0 h
for x ∈ (a,b).
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6 Integral calculus
The same argument shows that

lim (U ( x + h) − U ( x ) = 0, lim (O( x + h) − O( x ) = 0
h ↑0 h ↑0
for x ∈ [ a,b) and

U ( x + h) − U ( x ) O( x + h) − O( x )
lim = f ( x ), lim = f (x)
h ↑0 h h ↑0 h
for x ∈ (a,b).
Altogether we have shown that U, O are continuous on [ a,b] and differen-

tiable with derivative f in (a,b). Futhermore
O′ ( x ) − U ′ ( x ) = 0, x ∈ (a,b),
so that O( x ) − U ( x ) is constant on [ a,b]. The constant is 0 since O(a) = U (a) =
0. In particular we have that O(b) = U (b).
Lemma (Estimates for integrals)
Suppose that f ,g : [ a,b] → R are integrable.
1. It follows from f ( x ) ≥ 0 for all x ∈ [ a,b] that

Z b
f ( x ) dx ≥ 0.
a
2. It follows from f ( x ) ≤ g( x ) for all x ∈ [ a,b] that

Z b Z b
f ( x ) dx ≤ g( x ) dx.
a a
3. It follows from m ≤ f ( x ) ≤ M for all x ∈ [ a,b] that

Z b
m (b − a) ≤ f ( x ) dx ≤ M(b − a).
a
4. | f | is integrable over [ a,b] with

Z b Z b
f ( x ) dx ≤ | f ( x )| dx.
a a
5. It follows from | f ( x )| ≤ M for all x ∈ [ a,b] that

Z b
f ( x ) dx ≤ M(b − a).
a
195
6 Integral calculus
Proof
1. Since f ≥ 0 the Riemann sums are non-negative and hence

Z b
f ( x ) dx ≥ 0.
a
2. Note that g − f is non-negative and integrable. Using (1) we find that

Z b Z b Z b
0≤ ( g( x ) − f ( x )) dx = g( x ) dx − f ( x ) dx.
a a a
3. It follows from (2) that

Z b Z b Z b
m dx ≤ f ( x ) dx ≤ M dx .
| a {z } a
| a {z }
= m (b − a) = M (b − a)
4. See problem sheet 11.
5. Because | f ( x )| < M it follows from (4) and (2) that

Z b Z b Z b
f ( x ) dx ≤ | f ( x )| dx ≤ M dx = M(b − a).
a a a
Definition
Suppose that f : [ a,b] → R is integrable. We define

Z a Z b
f := − f.
b a
The fundamental theorem of calculus
Theorem (Fundamental theorem of calculus)
Suppose that f : [ a,b] → R is continous. The integral function

Z x
F( x) = f (s) ds
a
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6 Integral calculus
is differentiable and an antiderivative of f , i.e.

F ′ ( x ) = f ( x ), x ∈ [ a,b].
Proof
Take c ∈ [ a,b] and h ∈ (a − c,b − c), so that

Z c+ h
F (c + h) − F (c ) = f ( x ) dx. (1 )
c
Note that
mh = min f ( x ), Mh = max f ( x )
x ∈[ c,c+ h] x ∈[ c,c+ h]
exist because f is continuous. Furthermore, f takes every value in the interval

[m,M]. It follows from
m h ≤ f ( x ) ≤ Mh , x ∈ [c,c + h]
that Z
1 c+ h
mh ≤ f ( x ) dx ≤ Mh .
h c
There therefore exists dh ∈ [c,c + h] with
Z c+ h
1
f ( x ) dx = f (dh ). (2 )
h c
(1) and (2) imply that
F (c + h) − F (c )
= f (dh )
h
F (c + h) − F (c )
⇒ lim = lim f (dh ) = f (c)
h →0 h h →0
because f is continuous and dh → c as h → 0.
F ′ ( c ) = f ( c ), c ∈ (a,b),

F ′ ( a ) = f ( a ), 
one-sided derivatives at the end points

F ′ (b) = f ( b ).
197
6 Integral calculus
Remarks
Suppose that f : [ a,b] → R is continous.
– If F is an antiderivative of f , so is F + c for each c ∈ R..
– If F and G are antiderivatives of f , then F = G + c for some constant c ∈ R.
The converse of the fundamental theorem of calculus does not hold:

Z x
F′ ( x) = f ( x) ; F( x) = f (s) ds
a
(not every antiderivative of f is an integral function of f ).
Counterexample: For
x2
f ( x ) = x, F( x) = + 50
2
we have that
F′ ( x) = f ( x)
but
Z x
x 2 a2
f (s) ds = −
a 2 2
6= F( x ) for all a ∈ R
Corollary (Method of evaluating an integral)
Suppose that f : [ a,b] → R is continous and let F be an antiderivative of f . It

follows that Z b
f (s) ds = F(b) − F(a).
a
Proof
According to the fundamental theorem of calculus the integral function

Z x
G(x) = f (s) ds
a
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6 Integral calculus
also has the property that G ′ = f . It follows that

F − G = c,
տ a constant
so that
F ( a) − G ( a) = F (b) − G (b)
⇒ F (b) − F ( a) = G (b) − G ( a)
Z b Z a
= f (s) ds − f (s) ds .
a | a {z }
=0

Examples
Z b b
n x n +1 d x n +1 n
1. x dx = , n 6 = −1 =x , n 6 = −1
a n+1 a
dx n+1
Z b h ib
d
2. cos x dx = sin x (sin x ) = cos x
a a dx
Z b h ib
d
3. sin x dx = − cos x (− cos x ) = sin x
a a dx
Z b h ib
1 d 1
4. dx = log x , a,b > 0 (log x ) = , x>0
a x a dx x
Z b h ib
d x
5. e dx = ex
x (e ) = e x
a a dx
Proposition (Integration techniques)
Suppose that f ,g : [ a,b] → R are continuously differentiable functions with g > 0

and n is a natural number. It follows that
Z b h ib
1
f ( x )n f ′ ( x ) dx = f ( x )n +1 ,
a n+1 a
Z b ′ h ib
g (x)
dx = log g( x ) .
a g( x ) a
199
6 Integral calculus
Proof
1 n +1 and log g( x ) are antiderivatives of respectively f ( x )n f ′ ( x )

The functions n+ 1 f (x)
′
and g ( x )/g( x ).
Examples
Z b Z b b
2 2 d 1 3
1. cos x sin x dx = − cos x (cos x ) dx = − cos x
a a dx 3 a
Z b Z b d h ib
1 dx (log x )
2. dx = dx = log(log x )) , a,b > 1
a x log x a log x a
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6 Integral calculus
Theorem (Integration techniques)
1. (Partial integration) Suppose that f ,g : [ a,b] → R are continuously differen-

tiable functions. It follows that
Z b h ib Z b
′
f ( x ) g ( x ) dx = f ( x ) g( x ) − f ′ ( x ) g( x ) dx.
a a a
2. (Substitution) Suppose that g : [ a,b] → R is continuously differentiable and

f : g[ a,b] → R is continuous. It follows that
Z g(b ) Z b
f = ( f ◦ g) g′
g( a) a
Proof
1. It follows from
d
( f ( x ) g( x )) = f ′ ( x ) g( x ) + f ( x ) g′ ( x )
dx
that
Z b Z b Z b
d ′
( f ( x ) g( x )) dx = f ( x ) g( x ) dx + f ( x ) g′ ( x ) dx.
| a dx {z } a a
h ib
= f ( x ) g( x )
a
( f g is an antiderivative
of ( f g)′ )
2. Let F be an antiderivative of f (for example an integral function), so that

Z g(b )
f = F( g(b)) − F( g(a)).
g( a)
On the other hand the calculation

d
F( g( x )) = F′ ( g( x )) g′ ( x )
dx
= f ( g( x )) g′ ( x )
shows that F ◦ g is an antiderivative of ( f ◦ g) g′ , so that
Z b
( f ◦ g) g′ = ( F ◦ g)(b) − ( F ◦ g)(a)
a
= F( g(b)) − F( g(a)).

201
6 Integral calculus
Examples
Calculate
Z b
1. log x dx,
a
Z x2
1
2. dx.
x1 1 + x2
Solutions
1. We have that
Z Z b
log x dx = 1. log x dx
a
Z b
d
= ( x ) log x dx
a dx
h ib Z b d
= x log x − x (log x ) dx (partial integration)
a a dx
h ib Z b 1
= x log x − x. dx
a a x
h ib Z b
= x log x − 1 dx
a a
h i b h ib
= x log x − x
a a
h ib
= x log x − x .
a
2. We compute the integral

Z x2
1
dx
x1 1 + x2
with the substitution
x = tan θ.
With
θ1 = arctan( x1 ), θ2 = arctan( x2 )
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6 Integral calculus
we have that
Z x2 Z θ2
1 1
dx = x ′ (θ ) dθ
x1 1 + x2 θ1 1 + x ( θ )2
Z θ2
1 d
= (tan θ ) dθ
θ1 1 + tan2 θ |dθ {z }
1
=
cos2 θ
= 1 + tan2 θ
Z θ2
= 1 dθ
θ1
h i θ2
= θ
θ
h 1 i x2
= arctan x .
x1
Indefinite integrals
Let f be a continuous function. We use the notation

Z Z
f oder f ( x ) dx
for one arbitary antiderivative of f and refer to it as an an indefinite ntegral of f .
Remarks
1. One has to be careful with this noation. The equation
f ( x ) = g( x ) for all x ∈ [ a,b]
implies merely that one antiderivative of f differs from another only through
an additive constant, i.e.
Z Z
f ( x ) dx = g( x ) dx + c.
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6 Integral calculus
It therefore follows that

Z
x n +1
x n dx = + c, n 6= −1,
Z n+1
cos x dx = sin x + c,
Z
sin x dx = − cos x + c,
Z
cosh x dx = sinh x + c,
Z
sinh x dx = cosh x + c,
Z
1
dx = log x + c,
Z x
ex dx = ex + c.
2. The proofs of the integration techniques discussed above yield the follow-
ing rules for indefinite integrals:
Z
1
f ( x )n f ′ ( x ) dx = f ( x )n+1 + c,
n+1
Z
g′ ( x )
dx = log g( x ) + c,
g( x )
Z Z
f ( x ) g′ ( x ) dx = f ( x ) g( x ) − f ′ ( x ) g( x ) dx + c, (partial integration)
Z Z
f ( x ) dx = f ( g(y)) g′ (y) dy + c, (substitution)
y = g −1 ( x )
where f and g are continuously differentiable functions.
Examples (standard integrals)
Z Z
− sin x
1. tan x dx = − dx = − log cos x + c
cos x
Z Z
sinh x
2. tanh x dx = dx = log cosh x + c
cosh x
Z Z
cos x
3. cot x dx = dx = log sin x + c
sin x
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6 Integral calculus
Z Z
cosh x
4. coth x dx = dx = log sinh x + c
sinh x
Z
1 1 bx a
5. √ dx = arcsin +c (substitute x = sin θ)
a2 − b2 x 2 b a b
Z
1 1 bx a
6. √ dx = arcsinh +c (substitute x = sinh θ)
a2 + b2 x 2 b a b
Z
1 1 bx a
7. 2 2 2
dx = arctan +c (substitute x = tan θ)
a +b x ab a b
Z
1 1 bx a
8. dx = arctanh +c (substitute x = tanh θ)
a2 2
−b x 2 ab a b
One can evaluate many further integrals by first transforming them into one of
the above integrals.
Examples
1. Using the identities
1 1
sin2 x = (1 − cos 2x ), cos2 x = (1 + cos 2x )
2 2
we find that
Z Z
2 1 x 1
sin x dx = (1 − cos 2x ) dx = − sin 2x + c
2 2 4
and Z Z
2 1 x 1
cos x dx = (1 + cos 2x ) dx = + sin 2x + c.
2 2 4
2. More generally we can treat the integrals

Z Z
n
sin x dx, cosn x dx,
using the identities


 n −1

 1 2 n −1 n
 − k
 2n−1 ∑ (−1) 2

k
sin(n − 2k) x, n odd,
n k = 0
sin x = n

 1 1 2 −1

 n n
− k n
 n n + n−1 ∑ (−1) 2
 cos(n − 2k) x, n even
2 2 2 k
k=0
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6 Integral calculus
and


n −1

 1 n 2

 ∑ k cos(n − 2k)x,
 2n −1 n odd,
cosn x = k=0
n

 1 1 2 −1

 n n
 2n n + 2n−1 ∑ k cos(n − 2k) x,
 n even.
2 k=0
3. The integrals
Z
sin ax sin bx
dx, a 6= b
cos ax cos bx
can be evaluated using the identities
1
cos ax cos bx = cos(a − b) x + cos(a + b) x ,
2
1
sin ax sin bx = cos(a − b) x − cos(a + b) x ,
2
1
sin ax cos bx = sin(a − b) x + sin(a + b) x .
2
Theorem
Let ∑∞ n
n =0 c n ( x − a) be a power series with radius of convergence R > 0 and f :
(a − R,a + R) → R be the function it defines.
The radius of convergence of the series ∑∞ 1

n =0 n +1 c n ( x − a)
n +1 is at least R and the
function F : (a − R,a + R) → R it defines is an antiderivative (indefinite integral)

of f .
Proof
It suffices to consider the case a = 0.
Choose S with 0 < S < R and x0 with S < | x0 | < R. It follows from the convergence
∞
of te series ∑ cn x0n tat cn x0n → 0 as n → ∞. The sequence {cn x0n } is therefore
n =0
bounded: there exists M > 0 such that
|cn x0n | ≤ M, n = 0,1,2 . . . .
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6 Integral calculus
n +1
1 1 x
c n x n +1 = | c n x0 | n | x0 |
n+1 n+1 x0
n+1
S
≤ M | x0 | .
| x0 |
| {z }
<1
Since n+1
∞
S
∑ M | x0 | | x0 |
n =0
is a convergent geometric series, it follows from the Weierstraß M-test that
∞ ∞
1 n +1 is aboslutely convergent on [− S,S]. 1 n +1
∑ n +1 c n x The power series ∑ n +1 c n x
n =0 n =0
is therefore absolutely convergent for x ∈ (− R,R), so that the radius of conver-
gence of this series is at least R.
The fact that F′ ( x ) = f ( x ) for x ∈ (− R,R) now follows from the theorem about
the differentiability of a power series within its radius of convergence.
Integration of rational functions
In this section we consider integrals of the form

Z
p( x )
dx,
q( x )
where p and q are polynomials. We deal with these integrals using the following
strategy.
1. Polynomial division
If deg p ≥ deg q we compute polynomials u and r with deg r < deg q such that
p( x ) r(x)
= u( x ) + .
q( x ) q( x )
It follows that Z Z Z
p( x ) r(x)
dx = u( x ) dx + dx + c,
q( x ) q( x )
and the first integral on the right-hand side of this equation is easily computed.
207
6 Integral calculus
2. Polynomial factorisation
Without loss of generality we may assume that the leading coefficient of q is unity.
Using the following lemma we can decompose q into a unique product of linear
and quadratic factors.
Lemma (Fundamental theorem of algebra)
Let q be a nonconstant polynomial with leading coefficient equal to unity. There

exist unique natural numbers ℓ, m and d1 , . . . , dℓ , e1 , . . . em with
d1 + . . . + dℓ + 2(e1 + . . . + em ) = deg q
together with ℓ distinct real numbers c1 , . . . , cℓ and m distinct pairs of real num-
bers (a1 ,b1 ), . . . , (am ,bm ) with a2j − 4b j < 0 für j = 1, . . . ,m, such that
ℓ m
q( x ) = ∏( x − c j )d j ∏ ( x2 + a j x + b j )e j .
j =1 j =1 | {z }
this factor
has no zero
3. Partial fractions
Lemma
Let r and q be polynomials with deg r < deg q and deg q ≥ 1, and suppose that the
leading coefficient of q is unity. In the notation of the previous lemma there exist
j j j
unique real numbers Ak , Bk , Ck such that
ℓ j d j m j e j j
r(x) Ak Bk x + Ck
=∑∑ k
+ ∑ ∑ 2 k
.
q( x ) j =1 k=1 ( x − c j ) j =1 k=1 ( x + a j x + b j )
Example
Write the expressions
2x2 + 2x + 1 2x2 + x + 1
,
x4 + x3 − 2x x3 + x2 − 5x + 3
as partial fractions.
208
6 Integral calculus
Solution
Note that
2x2 + 2x + 1 2x2 + 2x + 1
= .
x4 + x3 − 2x x ( x − 1)( x2 + 2x + 2)
We therefore seek A1 , A2 , B and C such that
2x2 + 2x + 1 A A2 Bx + C
2
= 1+ + 2 .
x ( x − 1)( x + 2x + 2) x x − 1 x + 2x + 2
Multiplication with x ( x − 1)( x2 + 2x + 2) yields
2x2 + 2x + 1 = ( A1 + A2 + B) x3 + ( A1 + 2A2 − B + C) x2 + (2A2 − C) x − 2A1 .
The coefficients A1 , A2 , B and C therefore satisfy the system of equations
A1 + A2 + B = 0,
A1 + 2A2 − B + C = 2,
2A2 − C = 2,
−2A1 = 1,
whose unique solution is

1 1
A1 = − , A2 = 1, B=− , C = 0.
2 2
Note that
2x2 + x + 1 2x2 + x + 1
= .
x3 + x2 − 5x + 3 ( x − 1)2 ( x + 3)
We therefore seek A1 , A2 , A3 such that
2x2 + x + 1 A1 A2 A3
= + + .
( x − 1 )2 ( x + 3 ) x − 1 ( x − 1 )2 x + 3
Multiplication with ( x − 1)2 ( x + 3) yields
2x2 + x + 1 = A1 ( x − 1)( x + 3) + A2 ( x + 3) + A3 ( x − 1)2 .
Setting x = 1 and x = −3 in this equation, we find that
4 = 4A2 , 16 = 16A3 ,
so that A2 = A3 = 1. Finally, setting x = 0 yields
1 = −3A1 + 3A2 + A3 = −3A1 + 4.
Hence A1 = 1.
209
6 Integral calculus
4. Integration
The above procedure reduces the task of integrating rational functions to that of
integrating two specific types of functions, namely
Z
1
dx, n ∈ N;
( x − α )n
Z
Bx + C
dx, n ∈ N, β2 − 4γ < 0.
( x2 + βx + γ)n
Proposition
We have that Z
1
dx = log( x − α) + c
x−α
and Z
1 1 1
dx = − + c, n = 2,3, . . . .
( x − α) n n − 1 ( x − α )n −1
To compute the second type of integral, we use a further reformulation. Write

B Bβ
Bx + C = (2x + β) + C − ,
2 2
so that
Z Z Z
Bx + C B 2x + β Bβ 1
dx = dx + C − dx.
( x2 + βx + γ)n 2 ( x2 + βx + γ)n 2 ( x2 + βx + γ)n
Proposition
We have that Z
2x + β
dx = log( x2 + βx + γ) + c
x2 + βx + γ
and
Z
2x + β 1 1
dx = − + c, n = 2,3, . . . .
( x2 + βx + γ) n n − 1 ( x + βx + γ)n−1
2
210
6 Integral calculus
Lemma
Define Z
1
In = dx, n = 1,2,3, . . . .
( x2 + βx + γ)n
It follows that
1 2x + β 2(2n − 3)
1. In = + I + c, n ≥ 2;
2 2
(n − 1)(4γ − β ) ( x + βx + γ) n − 1 (n − 1)(4γ − β2 ) n−1
2 2x + β
2. I1 = p arctan p + c.
4γ − β2 4γ − β2
Proof
1

1. By partial integration and the identity x2 + βx + γ = 4 (2x + β)2 + 4γ − β2
we find that
Z
1 1 d
In−1 = n −
(2x + β) dx
2 ( x2
+ βx + γ) 1 dx
Z
2x + β 1 (2x + β)2
= + ( n − 1 ) +c
2( x2 + βx + γ)n−1 2 ( x2 + βx + γ)n
2x + β
=
2( x + βx + γ)n−1
2
Z
1 4 (4γ − β2 )
+ ( n − 1) − dx + c
2 ( x2 + βx + γ)n−1 ( x2 + βx + γ)n
2x + β 1 2

= + ( n − 1 ) 4In − 1 − ( 4γ − β ) In + c.
2( x2 + βx + γ)n−1 2
The assertion follows by solving this equation for In .
1

2. It follows from x2 + βx + γ = 4 (2x + β)2 + 4γ − β2 that
Z
1
I1 = 4 dx
(2x + β )2 + 4γ − β2
Z
1 β
=4 dy (substitute x = y − 2 )
4y2 + 4γ − β2
4 2y
= p arctan p +c (standard integral)
2 4γ − β 2 4γ − β2
2 2x + β
=p arctan p + c.
4γ − β2 4γ − β2
211
6 Integral calculus
We can determine In for n = 1,2,3, . . . by applying the previous lemma recursively.
Remark
Appropriate substitutions reduce certain other integrals to integrals of rational

functions:
Z
R(eax ) dx (substitute u = eax )
Z r ! r
k ax + b k ax + b
R x, dx, ad − bc 6= 0 (substitute u = )
cx + d cx + d
Z
R(sin x, cos x ) dx (substitute u = tan 2x )
(Here R( x ) is a rational function of x.)
Improper integrals
Definitions
1. Suppose that f : [ a,∞) → R is integrable over [ a,R] for alle R > a. If the limit
Z R
lim f ( x ) dx
R→∞ a
exists it is called an improper integral and written as

Z ∞ Z ∞
f or f ( x ) dx.
a a
2. Suppose that f : (−∞,b] → R is integrable over [S,b] for alle S < b. If the
limit Z b
lim f ( x ) dx
S →− ∞ S

Z b Z b
f or f ( x ) dx.
−∞ −∞
212
6 Integral calculus
Examples
1. It follows from

 1
Z R
1  ( R1− p − 1 ) , p 6= 1
1− p
x p dx = 
1 
log R, p=1
that

 1
Z R  , p>1
1 p−1
x p dx → 
1 
∞, p≤1
as R → ∞, so that Z ∞
1 1
dx =
1 xp p−1
for p > 1.
2. It follows from
Z R h iR
1
dx = arctan x
0 1 + x2 0
= arctan R − arctan 0
= arctan R
π
→ as R → ∞
2
that
Z ∞
1 π
dx = .
0 1 + x2 2
Usually we just write
Z ∞ h i∞ π
1
dx = arctan x = − 0
0 1 + x2 0 2
since the existence of the limit is clear.
Definition
Suppose thhat f : (a,b] → R ([ a,b) → R) is integrable over [ a + δ,b] ([ a,b − δ]) for
all δ ∈ (0,b − a). Furthermore, suppose that
| f ( x )| → ∞ as x ↓ a ( x ↑ b).
213
6 Integral calculus
If the limit
Z b Z b−δ
lim f ( x ) dx lim f ( x ) dx
δ ↓0 a+ δ δ ↓0 a

Z b Z b
f or f ( x ) dx.
a a
Example
For each δ ∈ (0,1) we have that


 1
Z 1
1  (1 − δ 1− p ), p 6= 1
1 − p
p dx = 
δ x 
− log δ, p = 1,
so that

 1
Z 1  , p<1
1 1− p
dx →
δ xp 

∞, p≥1
as δ → 0. It follows that
Z 1
1 1
dx = , p < 1.
0 xp 1− p
Remarks
1. The different kinds of improper integral can be combined with each other,
so that e.g.
Z ∞ Z R
1 1
dx := lim dx,
0 xp δ ↓0 δ xp
R→∞
Z ∞ Z R
1 1
dx := lim dx.
−∞ 1 + x2 R→∞ S 1 + x2
S →− ∞
214
6 Integral calculus
2. It follows from Z R
R2 S2
x dx = −
S 2 2
that the improper integral Z ∞
x dx
−∞
does not exist. However the Cauchy principal value
Z R
lim x dx
R→∞ − R
does exist and is equal to zero.
3. To establish the existence of an impropert integral over an interval I it suf-

fices to establish the existence of the integrals over { x ∈ I : x ≤ a} and
{ x ∈ I : x ≥ a} for some point a ∈ I.
Z ∞
1
The existence of dx would imply the contradiction
0 xp
Z ∞ Z 1 Z ∞
1 1 1
dx = p dx + p dx .
0 xp x
0
| {z } 1 x
| {z }
exists exists
for p < 1 for p > 1
We have that
Z ∞ Z 0 Z ∞
1 1 1
dx = dx + dx
−∞ 1 + x2 −∞ 1 + x2 0 1 + x2
Z ∞
1
=2 2
dx
0 1+x
= π.
4. If f : I → R has the property that | f ( x )| → ∞ as x → c for some c ∈ I, we call

f integrable over I if both of the improper integrals
Z Z
f, f
I ∩{ x ≤ c} I ∩{ x ≥ c}
exist. In this case the integral of f over I is the sum of these integrals.
215

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Mathematics

for Computer Scientists 1

January 31, 2023

1 Sets, functions and relations 3

2 The real numbers 28

3 Sequences and series 67

4 Limits and continuity 112

5 Differential calculus 133

6 Integral calculus 178

1 Sets, functions and relations

Definition (Cantor, 1895)

1. The set of all vowels in the English alphabet is {a,e,i,o,u}.

{ x : x is an even, positive integer which is smaller than 10}

We use distinguished symbols for certain sets:

N = {1,2,3, . . . } (the set of all natutal numbers)

A set is a non-ordered collection of objects, so that

for the fact that x is not an element of A.

A set A is a subset of a set B if every element of A is also an element of B. In this

1. Two sets A and B are equal if A ⊆ B and B ⊆ A. In this case we write

2. A set A is a proper subset of B if A ⊆ B but A 6= ∅ and A 6= B. In this case

We can combine sets to form further sets.

Let A and B be sets.

1. The union of A and B is the set

2. The intersection of A and B is the set

3. The (set) difference of A and B is the set

1. In mathematics we always use the word “or” in a non-exclusive sense.

2. If A ∩ B = ∅ (i.e. A and B have no common elements), we say that A and B

Consider the subsets

Sketch the sets S1 ,S2 ,S1 ∩ S2 und S1 ∪ S2 .

— “Edge” belongs to the set

In this example we consider S1 and S2 as subsets of a universal set P.

Let A be a subset of a universal set U. The set

Laws of set theory

Let X, Y und Z be subsets of a universal set U.

Let A and B be subsets of a universal set U. It follows that

One has that

The other statements are proved in a similar fashion.

Let A and B be sets. A function, map or mapping f : A → B (“ f from A to B”) is

The set A is the The set B is the codomain

1. We are used to defining functions by explicit formulae, e.g.

The element f (a) ∈ B is the image of a ∈ A under f .

is the range of f ; it is a subset of B.

Let f : A → B be a function and C be a subset of A. The set consisting of the

Let f : A → B be a function and D be a subset of B. The set of all elements of A

(iii) bijective, if it is injective and surjective.

This function is neither injective nor surjective.

This function is injective but not surjective.

This function is injective and surjective, i.e. bijective.

Not all elements of the codomain are ‘hit’.

Now all elements of the codomain are ‘hit’.

All elements of the codomain are ‘hit’ exactly

Consider a bjective function f : A → B. Since f is injective, for every element b

Let f : A → B be a bijective function. The function f −1 : B → A,

f −1 (b) := a, where a is the unique element of A with the

is the inverse (function) of f .

f −1 : B → A ist also bjective, and we have that

The inverse of the bijective function

y=f(x) x=f -1(y)

Let g : A → B and f : B → C be functions.

Let g : A → B and f : B → C be functions.

1. If f ◦ g : A → C is injective, then g : A → B is injective.

2. Is f ◦ g : A → C surjective, then f : B → C is surjective.

( f ◦ g)(a1 ) = ( f ◦ g)(a2 ) implies a1 = a2 .

A relation on a set M is called a partial order if it is reflexive, antisymmetric

For an order we often write a ≺ b if a b but a 6= b.