Calculus 1 Theorems and Definition: No Proof Giovanni Michele Miranda Contents 1 Relation of Equivalence and Sets 3 2 Supremum, Infimum, Maximum, Minimum 3 3 Supremum and Real Numbers: Properties 4 4 Limits 4 4.1 Limit of a Sequence . . . . . . . . . . . . . . . . . . . . . . . . . 4 4.2 Limit of a Function . . . . . . . . . . . . . . . . . . . . . . . . . . 4 5 Definition of continuous function 5 6 Weierstrass Theorem 5 7 Points of discontinuity of a function 5 7.1 First kind: Jump Discontinuity . . . . . . . . . . . . . . . . . . . 5 7.2 Second kind: Infinite Discontinuity . . . . . . . . . . . . . . . . . 5 7.3 Third kind: Removable Discontinuity . . . . . . . . . . . . . . . . 5 8 Derivatives and differentiable functions 6 9 Derivatives: Non-Differentiable points 6 9.1 Corner Point . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6 9.2 Vertical Tangent Point . . . . . . . . . . . . . . . . . . . . . . . . 6 9.3 Cusp Point . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6 10 Fermat’s Theorem 6 1 11 Cauchy’s Theorem 7 12 Convex functions and Second Derivatives 7 13 Definition of Taylor Polynomials 7 2 1 Relation of Equivalence and Sets In Mathematics, a relation of equivalence is that ordered relation on U which satisfies the three fundamental properties: Reflexive: an ∼ an ; Symmetric: if an ∼ bn then bn ∼ an ; Transitive: if an ∼ bn and bn ∼ cn then an ∼ cn . The ordered set (U, ≤) is said to be totally ordered if ∀x, y ∈ U either x ≤ y or y ≤ x (i.e. any x ∈ U is comparable with any y ∈ U ). There are many ordered universes that are not totally ordered, and they are called partially orderd set (POS). Here are two examples: • Take X ̸= ∅ and considerr P (X) := the set of all subsets of X. The order relation we consider is ⊆. If X has at least two elements, (P (X), ⊆) is a POS but not a totally ordered set. Indeed, if x ̸= y then they are two elements of X where {x} ⊈ {y} and {y} ⊈ {x}. • In N, say ’x < y’ if x divides y. It is easy to check that (N, <) is a POS. Clearly it is not totally ordered: 5 < 7 and 7 ≮ 5 ! However, in this course we only met totally ordered universes, so from this point on we assume, without saying, that all our ordered universes are totally ordered. 2 Supremum, Infimum, Maximum, Minimum Infimum (Inf ): It is the greatest lower bound, or the largest real number that is less than or equal to every element in the set. It is denoted as inf(A), where A is the set. Supremum (Sup): It is the least upper bound, or the smallest real number that is greater than or equal to every element in the set. It is denoted as sup(A), where A is the set. 1 Maximum: it is the largest element in the set; for a set to have a maximum, it must be a finite set. x ∈ A, is the maximum of A if ∀y ∈ A, y ≤ x. Minimum: it is the smallest element in the set; for a set to have a minimum, 1 Supremum and infimum are defined for both finite and infinite sets; not every set has a maximum or a minimum, but if a set has a supremum or infimum, it is unique. Supremum and infimum may or may not be elements of the set, but this is not the case for maximum and minimum. 3 it must be a finite set. z ∈ A, is the minimum of A if ∀y ∈ A, y ≥ z. Note: the difference between majorant/minorant and maximum/minimum is that in the first cases we consider x/z ∈ U (so they can be out of A, which is the definition set of maximum/minimum); so, in a certain way, majorant/minorant are wider concepts. 3 Supremum and Real Numbers: Properties Def: An ordered universe (U, ≤) has the Property of the supremum if any nonempty subset of U has the supremum. (R, +, · , ≤) is an ordered field with the property of the supremum (i.e. any non-empty subset of R has the supremum that can be a real number of +∞). 4 Limits 4.1 Limit of a Sequence Let {an }∞ n=1 be a sequence of real numbers. • Finite Limit: We say that l ∈ R is limit of {an } if ∀ϵ > 0 ∃nϵ s.t. ∀n ≥ nϵ , |l − an | < ϵ. • Infinite Limit: We say that +∞ or (−∞) is the limit of {an } if ∀M ∈ R ∃nM s.t. ∀ ≥ nM then an > M . An equivalent definition can be given in terms of neighbourhoods (not enunciated here). 4.2 Limit of a Function Let f : Im (x0 ) − x0 → R where Im (x0 ) = (x0 − x, x0 + x). • Finite Limit: We say that limx→x0 f (x) = l ∈ R if ∀ϵ > 0, ∃sϵ > 0 s.t. ∀x ̸= x0 s.t. |x − x0 | < sϵ so |f (x) − l| < ϵ. • Infinite Limit: We say that limx→x0 f (x) = +∞(or − ∞) if ∀M , ∃SM s.t. ∀x ̸= x0 with |x − x0 | < SM , f (x) > M (or − ∞ respectively). 4 5 Definition of continuous function • Let f : Im (x0 ) → R; we say that f is continuous at x0 if limx→x0 f (x) = f (x0 ). • Let f : (a, b) → R; then f is continuous on (a, b) if it is continuous at each point of (a, b). • Let f : [a, b] → R; then f is continuous on [a, b] if it is continuous on (a, b) and: – limx→a+ f (x) = f (a). – limx→b− f (x) = f (b). So, f is continuous from the right at a, and from the left at b. 6 Weierstrass Theorem A real valued function f continuous on a closed and bounded interval [a, b] ⊆ R has a maximum and a minimum on [a, b]. That is, there exist x1 , x2 ∈ [a, b] s.t. ∀x ∈ [a, b] f (x1 ) ≤ f (x) ≤ f (x2 ). 7 Points of discontinuity of a function 7.1 First kind: Jump Discontinuity A function f : Ir (x0 ) → R continuous in Ir (x0 ) − x0 has a jump (or discontinuity of the first kind ) at x0 if limx→x± f (x) : ∃ and are finite, but limx→x+ f (x) ̸= limx→x− f (x). 7.2 Second kind: Infinite Discontinuity A function f : Ir (x0 ) → R continuous in Ir (x0 ) − x0 has a discontinuity of the second kind at x0 if either limx→x+ f (x) or limx→x− f (x) (or both) is ∞ or ∄. 7.3 Third kind: Removable Discontinuity A function f : Ir (x0 ) → R continuous in Ir (x0 ) − x0 has a removable point of discontinuity at x0 if limx→x0 f (x) = l ∈ R but l ̸= f (x0 ). 5 8 Derivatives and differentiable functions Let f : Ir (x0 ) → R, we define the derivative of f at x0 the limit (if it ex(x0 ) (x0 ) ists): f ′ (x0 ) = limx→x0 f (x)−f = limh→0 f (x0 +h)−f . We say that f is x−x0 h differentiable at x0 if f ′ (x0 ) exists and is finite. 9 Derivatives: Non-Differentiable points 9.1 Corner Point Let f be continuous in Ir (x0 ) and differentiable in Ir (x0 ) − x0 . We say that f has a corner at x0 if: (x0 ) ′ (x0 ) = limh→0+ f (x0 +h)−f : ∃ and finite, and • f+ h (x0 ) ′ (x0 ) = limh→0− f (x0 +h)−f • f− : ∃ and finite, but h ′ ′ (x0 ). (x0 ) ̸= f− f+ 9.2 Vertical Tangent Point Let f be continuous in Ir (x0 ) and differentiable in Ir (x0 ) − x0 . We say that (x0 ) x0 is a point with vertical tangent for f if limx→x0 f (x)−f = +∞(or − ∞); x−x0 which means that: f ′ (x0 ) = +∞ or f ′ (x0 ) = −∞. 9.3 Cusp Point Let f be continuous in Ir (x0 ) and differentiable in Ir (x0 ) − x0 . We say that f has a cusp at x0 if: ′ ′ (x0 ) = −∞, or (x0 ) = +∞ and f− • f+ ′ ′ • f+ (x0 ) = −∞ and f− (x0 ) = +∞. 10 Fermat’s Theorem If f is continuous in Ir (x0 ), differentiable in x0 and f (x) ≤ f (x0 ) or f (x) ≥ f (x0 ) ∀x ∈ Ir (x0 ) (i.e. if f has a local maximum or local minimum in x0 ) then f ′ (x0 ) = 0, i.e. x0 is a stationary point for f . 6 11 Cauchy’s Theorem Let f and g be continuous real valued functions on [a, b], differentiable on (a, b) ′ (ξ) (b)−f (a) s.t. g ′ (x0 ) ̸= 0 ∀x ∈ (a, b). Then ∃ξ ∈ (a, b) s.t. fg′ (ξ) = fg(b)−g(a) . 12 Convex functions and Second Derivatives Def: f ∈ C 2 ((a, b)) is convex in (a, b) iff f ′′ (x) ≥ 0 ∀x ∈ (a, b). 13 Definition of Taylor Polynomials Let f ∈ C n (Ir (x0 )) (i.e. functions with n derivatives and continuous in Ir (x0 )) and let 0 ≤ m ≤ n. We define Pm f (x; x0 ) = Pm k=0 f n (x0 ) k k! (x − x0 ) as the Taylor Polynomial of order m of f, with center x0 . 7