After Midsems

Shreeansh Hota
18 October 2023

§1 04/10/23
When we defined limits, we had,
ˆ an open interval I and p ∈ I
ˆ an R valued function f such that f (x) is defined ∀x ∈ I except perhaps at x = p
Reason for the choice of an open interval I are:
1. It is the closest to the definition in Apostol
2. The limit concept is key to differentiation , I ⊆open R admits generalization to 2
or more variable.
Let us recall the definition of limit. We say that limx→p f (x) = A, iff, given ϵ > 0, ∃δ > 0
(depending on ϵ) such that, |f (x) − A| < ϵ whenever x ∈ I AND 0 < |x − p| < δ
Notice that the boxed words ensure that we can define a limit even if I is not an open
interval.
Now, we will begin our discussion on continuity. Let I be an interval and f : I → R be
a function.
Definition 1.1. Let f and I be as above. Let p ∈ I. We say that f is continuous at p
if, limx→p f (x) = f (p). In general, we say that f is continuous if f is continuous ∀p ∈ I
Definition 1.2 (“ϵ- δ” definition of continuity). Let f and I be as above. Let p ∈ I.
We say that f is continuous at p, if given any ϵ > 0, ∃δ > 0 such that |f (x) − f (p)| < ϵ
whenever x ∈ I AND |x − p| < δ
Note that,
1. Sequential definition of limit (used in proving the theorem on sum and products of
limits) is equivalent to the ϵ- δ definition.
2. The above discussion on open interval extends the notion of limits to all intervals.

Theorem 1.3
Let I be an interval, and p ∈ I and let f, g : I → R. Let c ∈ R. Assume f and g are
continuous at p. Then,

ˆ f + g is continuous at p

ˆ f g is continuous at p

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§2 06/10/23
Last time
1. Introduced the concept of continuity
2. Proved the algebra of continuity theorem.

Today
We will take the theorem on algebra of continuity a bit further. Namely, we will add the
following propositions.

Theorem 2.1 (Continuation of the algebra of continuity)

Consider the same hypothesis as in the earlier theorem, we have that,

ˆ cf is continuous at p

ˆ Suppose that g(p) ̸= 0. Then, ∃r > 0, such that, g(x) ̸= 0∀x ∈ (−r+p, r+p)∩I,
and f /g is continuous at p

§2.1 Examples
First note that the previous theorem allows us to VASTLY expand our stock of continuous
functions.
ˆ Any constant function is continuous on R
ˆ The function f (x) = x (which is sometimes denoted by idR ) is continuous on R
(Note that ϵ = δ works)
ˆ We can repeatedly apply the previous theorem on the identity function to get that
Any polynomial is continuous on R
ˆ (Rational Functions) Let f and g be polynomials. Let I ⊆ R be an interval such
that g(x) ̸= 0 ∀x ∈ I. Then f /g (defined on I) is continuous on I.
ˆ Fix p ∈ R. We will try to show that sin x is continous at p. For that, we will use
the following lemma.

Lemma 2.2
Suppose that f is a function (defined on I) such that |f (a) − f (b)| ≤ c|x − p|
∀a, b ∈ I, then this function is continous.

Now we compute,
| sin(θ + p) − sin p| = | sin θ cos p + cos θ sin p − sin p|
≤ | sin θ|| cos p| + | sin p|| cos θ| ≤ | sin θ| + 2 sin2 θ/2
Now suppose that θ ̸= 0, then by the above lemma,
 
sin θ 2 sin θ/2
sin(θ + p) − sin p ≤ |θ| +
θ |θ|
Now use the ϵ- δ definition with ϵ = 1 to get a known c. Finish it as a homework.

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§3 09/10/23
Last time
Vastly expanded our stock of continuous functions

Today
Let S1 , S2 ⊂ R be non empty sets and f : S1 → R, g : S2 → R. We will denote as f (S1 )
the set
f (S1 ) := {f (x) : x ∈ S1 }
Suppose f (S1 ) is a subset of S2 , then we can define a function which is denoted as g ◦ f ,
and it is defined as
g ◦ f := g(f (x))

Theorem 3.1 (Continuity of Composition)

Let I1 , I2 ⊂ R be intervals, let f : I1 → R and g : I2 → R. Suppose that f (I1 ) ⊆ I2
Let p ∈ I1 . Suppose that f is continuous at p and g is continuous at f (p). Then the
function g ◦ f is continuous at p

Proof. Fix an ϵ > 0. Write q := f (p). Then ∃σ > 0 such that |g(y) − g(q)| < ϵ whenever
y ∈ I2 AND |y − q| < σ.
By the continuity of f at p, ∃δ > 0, such that |f (x) − f (p)| < σ whenever x ∈ I1 and
|x − p| < δ.
By our assumption, whenever x ∈ I1 =⇒ f (x) ∈ I2 . From the above statements,
taking y = f (x), we get that |g(f (x)) − g(f (p))| < ϵ whenever x ∈ I1 and |x − p| < δ

Theorem 3.2 (Bolzano Theorem)

Let a < b ∈ R. Let f : a, b → R be continuous. If f (a) and f (b) have opposite signs,
then ∃c ∈ (a, b) such that f (c) = 0

Proof. We will begin by first proving a lemma.

Lemma 3.3 (Sign Preserving Property)

Let I be an interval, g : I → R and let c ∈ I. Suppose that g is continuous at
c. Suppose that g(c) ̸= 0. Then ∃r > 0 such that g(x) has the same sign as g(c),
∀x ∈ (c − r, c + r) ∩ I.

Proof of Lemma. We will only prove for the case g(c) < 0. The other case is left as an
exercise. By continuity, ∃r > 0 such that |g(x) − g(c)| < |g(c)|/2 =⇒ g(x) − g(c) <
−g(c)/2 (because g(c) < 0). Rearranging, we get that g(x) < g(c)/2 < 0.

Having done this, define,

S := {x ∈ [ a, b] : f (x) ≤ 0}
We immediately notice the following:

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Shreeansh Hota — 18 October 2023 After Midsems

ˆ S ̸= ϕ (because a ∈ S)
ˆ S is bounded
Hence, by the LUB property, c := sup S exists.

§4 10/10/2023
Last time
1. Continuity of composition of functions
2. Began proving Bolzano’s Theorem

Today
Continuation of Yesterday’s proof. Assume that f (c) ̸= 0. Then f (c) < 0 or f (c) > 0.
We will get a contradiction in either case.
f (c) > 0 =⇒ ∃r > 0 such that,
f (x) > 0 ∀x ∈ (c − r, c + r) ∩ [a, b]
Note that a ∈/ (c − r, c + r) =⇒ a < c − r < c, i.e, c − r is not even an upper bound of
S. Thus, ∃x′ : c − r < x′ ≤ c such that f (x′ ) ≤ 0. Contradiction!
Do the f (c) < 0 case as a homework.

Theorem 4.1
Let I be an interval, and let f : I → R be continuous. Let x1 < x2 ∈ I. Suppose that
f (x1 ) ̸= f (x2 ). Then, for any k ∈ R lying between f (x1 ) and f (x2 ), ∃c ∈ (x1 , x2 )
such that f (c) = k

Proof. Let g(x) = f (x)|[x1 ,x2 ] − k : [x1 , x2 ] → R. Clearly, this is continuous. Also
notice that max [f (x1 ), f (x2 )] > k and min [f (x1 ), f (x2 )] < k. So, g(x1 ) and g(x2 ) have
opposite signs. Thus, by using Bolzano’s theorem, ∃c ∈ (x1 , x2 ) such that g(c) = 0. But,
this gives that f (c) = g(c) + k = k

§4.1 Interlude
A and B are non empty sets. We define the Cartesian Product as,
A × B := {(a, b) : a ∈ A and b ∈ B}
Notice that the Cartesian Product is a collection, but is this a set?

Answer 1
Take as an axiom that A × B is a set.

Answer 2
A × B can be constructed as a set thanks to something called the Pair Set Axiom
Definition 4.2. Let A and B be two non empty sets. A relation between two sets, say
→, is a subset S→ ⊆ A × B. We say that a → b ⇔ (a, b) ∈ S→

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§5 11/10/23
Last time
ˆ Bolzano Theorem

ˆ Cartesian Product

Today

Example 5.1
> is a relation between R and itself. y > x ⇔ y − x ∈ R+ . More formally,

S> = {(y, x) ∈ R × R : y − x ∈ R+ }

Working inductively using the above argument, given non empty sets, A1 , · · · , An , we
can define

A1 × A2 × · · · × An := {(a1 , · · · , an ) : aj ∈ Aj , j = 1, · · · , n}

Definition 5.2. Let A and B be non empty sets. A function f : A → B is a relation

Γf ⊆ A × B such that,

1. For each a ∈ A, ∃(a, b) ∈ Γf (A is the domain of f )

2. For each a ∈ A, ∃ a unique b ∈ B such that (a, b) ∈ Γf (b := f (a))

Theorem 5.3
Let f : [−1, 1] → [−1, 1]. Suppose f is continuous. Then, ∃c ∈ [−1, 1] such that,
f (c) = c

Proof. We proceed by cases.

Case 1: f (−1) = −1 or f (1) = 1. Trivial. Nothing to prove.
Case 2: f (−1) ̸= −1 and f (1) ̸= 1. Define g(x) = f (x) − x∀x ∈ [−1, 1]. Note that g
is continuous. Further,

g(−1) = f (−1) − (−1) >0

g(1) = f (1) − 1 <0

Now, by Bolzano’s theorem, ∃c ∈ (−1, 1) such that g(c) = f (c) − c = 0 =⇒ f (c) = c

A Short note on the relevance of the above theorem

We proved the n = 1 case of the Brower’s Fixed Point Theorem. To understand the
theorem, consider the set,
v
u n 2
uX
n t
Bn := {(x1 , · · · , xn ) ∈ R : xj ≤ 1}
j=1

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Theorem 5.4
Any continuous function from Bn to itself has a fixed point i.e ∃ a point (x1 , · · · , xn )
such that, f (x1 , · · · , xn ) = (x1 , · · · , xn )

There are many practical applications of this theorem, one of them being PAGE RANK
of a search engine.

§6 13/10/20
Last time
ˆ More about relations and functions

ˆ Brouwer’s Fixed Point Theorem (n = 1 in syllabus)

Today
Let S ̸= ϕ be a set. Let f be a function f : S → R such that

{f (x) ∈ R : x ∈ S} (range of f )

is bounded above and below.

ˆ Such an f is called a bounded function

ˆ inf(range) and sup(range) exists.

ˆ Abbreviate terms as inf f and sup f

Theorem 6.1
Let a < b ∈ R. Let f : [a, b] → R be continuous. Then f is bounded

Proof. Read Theorem 3.11 from Apostol

Corollary 6.2
Let [a, b] and f be as above. Then,

1. inf f and sup f exists

2. ∃c, d ∈ [a, b] such that, f (c) = inf f and f (d) = sup f . Thus, f has a point of
absolute maximum and a point of absolute minimum.

Proof. For the first part, by the previous theorem, range(f ) is bounded and non empty.
the first claim follows from the GLB property and 2nd from the LUB property.
For the second part, it suffices to show that ∃d such that, f (d) = sup f . Suppose not,
and let M := sup f . Then M − f (x) > 0∀x ∈ [a, b]. By our theorem on continuity of
algebraic combinations,
1
g(x) := (Continuous on [a, b])
M − f (x)

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By the last theorem, ∃c > 0 such that,

1
0< ≤ C ∀x ∈ [a, b]
M − f (x)
=⇒ M − f (x) ≥ 1/c
=⇒ f (x) ≤ M − 1/c ∀x ∈ [a, b]

But (M − 1/c) is not an upper bound of range(f ), which contradixts the last line.

§7 16/10/23
Last time
1. If f : [a, b] →continuous R, then f is bounded

2. Corollary: Existance of points of absolute maximum and minimum for above class
of functions

Today
Definition 7.1. Let S be a non empty set and f : S → R. A point p ∈ S is called a
point of absolute maximum (respectively, absolute minimum) if, f (p) ≥ f (x)∀x ∈ S
(respectively, f (p) ≤ f (x)∀x ∈ S)

§8 Differentiability
Definition 8.1. Let I ⊆ R be an open interval and x ∈ I. Let f : I → R. We say that
f is differentiable at x if the following limit exists.
f (x + h) − f (x)
lim := f ′ (x)
x→0 h
ˆ If f is differentiable at each x ∈ I, we say that f is differentiable

ˆ In the above case, f induces the function f ′ : I → R

Theorem 8.2
Let I be an open interval, a ∈ I and f : I → R. If f is differentiable at a, then it is
continuous at a

Proof. Write
f (x) − f (a)
f (x) − f (a) = (x − a) ∀x ∈ I − {a}
x−a
f (x) − f (a)
Since lim exists, by our theorem on limit of products, this implies,
x→a x−a
lim (f (x) − f (a)) = 0
x→a
=⇒ lim f (x) = f (a)
x→a

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Example 8.3
Show that f (x) = cos x is differentiable

Solution.
cos(x + h) − cos x cos x cos h − sin x sin h − cos x
=
h h  
− cos x(1 − cos h) sin h
= − sin x
h h
 2   
h sin (h/2) sin h
= −2 cos x − sin x
4 (h/2)2 h

Finish this argument as an homework.

§9 18/10/23
Last time
Introduction to differentiation.

Today

Theorem 9.1
Let I ⊆ R be an open interval. Let a be a point in I and let f, g : I → R. Let
c1 , c2 ∈ R. Assume that f and g are differentiable at a. Then

ˆ c1 f + c2 g is differentiable at a and (c1 f + c2 g)′ (a) = c1 f ′ (a) + c2 g ′ (a)

ˆ f g is differentiable at a and (f g)′ (a) = f ′ (a)g(a) + f (a)g ′ (a)

ˆ Assuming that g(a) ̸= 0 Then ∃r > 0 such that g(x) ̸= 0 ∀ (a − r, a + r).

Moreover, f /g is differentiable at a and
 ′
f f ′ (a)g(a) − f (a)g ′ (a)
=
g g(a)2

Proof of part 2. We compute,

f g(a + h) − f g(a) f (a + h)(g(a + h) − g(a)) + g(a)(f (a + h) − f (a))

=
h h
g(a + h) − g(a) f (a + h) − f (a)
= f (a + h) + g(a)
h h
Also, we know that, limh→0 f (a+h) = f (a). Now, by using limit of algebraic combinations,

f (a + h)g(a + h) − f (a)g(a)
lim = f (a)g ′ (a) + f (a)g ′ (a)
h→0 h

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Theorem 9.2 (Chain Rule)

Let I1 , I2 ⊆ R be open intervals. Let f : I1 → R and g : I2 → R. Let f (I1 ) ⊆ I2
and let F := g ◦ f . Let a ∈ I1 and suppose f is differentiable at a and let g is
differentiable at f (a). Then, F is differentiable at a and

F ′ (a) = g ′ (f (a))f ′ (a)

How ”Not” to prove the chain rule

Here’s a faulty argument.

1. Write:
F (x) − F (a) g(f (x)) − g(f (a)) f (x) − f (a)
= ·
x−a f (x) − f (a) x−a

2. We could justify writing y := f (x) and stating

lim (y − f (a)) = lim (f (x) − f (a)) = 0

y→f (a) x→a

The first limit is self evident and the second one follows by continuity of f

3. But EQUATING:
g(y) − g(f (a)) g(f (x)) − g(f (a))
=
y − f (a) f (x) − f (a)
is a problen because there could, for each r > 0, ∃xr ∈ (a − r, a + r) ∩ I1 , xr ̸= a
such that f (xr ) = f (a).

Self-tudy
Work on all ”applied” problems in 4.12