Text Books

a
shr
Mi
▶ Thomas’ Calculus, Pearson Education, 4th Edition.

ta
▶ Piskunov, Differential and Integral Calculus, Vol. I & II, Mir. Publishers.

ike
▶ Kreyszig, Advanced Engineering Mathematics, Wiley Eastern, 10th Edition.

ach
.N
Dr
The Syllabus

a
shr
▶ Sequences, Series, Power series.

Mi
▶ Limit and Continuity, Intermediate Value Theorem, Differentiability, Rolle’s Theorem,
Mean Value Theorem, Taylor’s Formula.

ta
▶ Riemann Integration, Mean value theorem, Fundamental theorem of integral calculus.

ike
▶ Functions of several variables, Limit and Continuity, Geometric representation of partial

ach
and total derivatives, Derivatives of composite functions.
▶ Directional derivatives, Gradient, Lagrange multipliers- Optimization problems,

.N
▶ Multiple integrals, Evaluation of line and surface integrals.
Dr
Module 1: Sequences, Series, and Power Series

a
shr
Mi
1. Definition of a Sequence, Examples
2. The Definition of Convergence and Divergence of Sequences

ta
3. Testing the Convergence of a Sequence

ike
4. Definition of Series and its convergence

ach
5. Definition of Power Series and its convergence

.N
Dr
Sequences

a
shr
1. Informally, a sequence is a list of objects.

Mi
2. We will only consider numerical (i.e., real number) sequences.

ta
3. Our sequences will be infinite, like 1, 3, 5, . . . , (2n − 1), . . ..

ike
Thus a sequence is a a list of numbers

ach
a1 , a2 , a3 , . . . , an , . . .

.N
in a given order.
Dr
Sequences: More Examples

a
shr
Mi
▶ 1, 3, 5, . . . , (2n − 1), . . .
▶ 2, 3, 5, 7, 11, . . . ,

ta
▶ 1, 1, 1, . . . , 1, . . .

ike
▶ 1, 21 , 13 , 14 , . . . , n1 , . . .

ach
√ √ √ √ √
▶ 1, 2, 3, 4, . . . , n, . . .

.N
Dr
Sequence: Formal Definition

a
Definition

shr
A sequence is a function from the set of positive integers to the set of real numbers:

Mi
a : Z+ → R.

ta
The images a(1), a(2), a(3), . . . , a(n), . . . are called the terms of the sequence.

ike
Note:

ach
1. If a : Z+ → R is a sequence, its terms are rather denoted by a1 , a2 , a3 , . . . , an , . . ..

.N
2. A standard notation for a sequence a : Z+ → R is {an }:
That is, we enclose the nth term of the sequence within braces.
Dr
3. Sequences are often described by providing formulas for its general (nth) terms.
Examples

Sequences are often described by providing formulas for its general (nth) terms

a
shr
{2n − 1} = 1, 3, 5, . . . , (2n − 1), . . .

Mi
 
1 1 1 1 1
= 1, , , , . . . , , . . .
n 2 3 4 n

ta
 
(n − 1) 1 2 (n − 1)

ike
= 0, , , . . . , ,...
n 2 3 n

ach
(−1)n+1 (−1)n+1
 
1 1
= 1, − , , . . . , ,...
n 2 3 n

.N
(−1)n+1 n = 1, −2, 3, −4, . . . , (−1)n+1 n, . . .

√ √ √ √ √ √
Dr
{ n} 1, 2, 3, 4, . . . , n, . . .

Note: Different sequences behave differently.

Plotting Sequences

a
shr
Mi
a3 a2 a1

ta
0 1 2

ike
1
an =

ach
n

.N
Dr
Plotting Sequences

a
shr
Mi
ta
ike
ach
.N
Dr
Convergence of a Sequence

a
shr
Definition (Converges, Diverges, Limit)

Mi
A sequence {an } converges to a number l if to every positive number ϵ, there corresponds an

ta
integer N such that for all n,
n ≥ N ⇒ |an − l| < ϵ.

ike
If no such number l exists, we say that {an } diverges.

ach
If {an } converges to l, we write lim an = l or an → l and call l the limit of the sequence.

.N
n→∞
Dr
Convergence, Pictorially I

a
shr
Mi
l −ϵ l l +ϵ

ta
( )
a3 a1 a2 aN an

ike
0

ach
.N
Dr
Convergence, Pictorially II

l +ϵ

a
shr
(n, an )
l

Mi
(N, aN )
l −ϵ

ta
ike
ach
1

−1 1
.N
2 3 N n
Dr
Applying the Definition

Show using the definition of convergence that

a
shr
1
lim = 0.

Mi
n→∞ n
1

ta
Solution: Here an = and l = 0.
n

ike
Let ϵ > 0 be given. We must show that there exists a fixed integer N such that for all n,

ach
1
n≥N ⇒ − 0 < ϵ.
n

.N
1 1
We note that <ϵ⇔n> .
n ϵ
Dr
1
Thus, if N is any integer greater than , then the above implication hold for all integers n ≥ N.
ϵ
Homework

a
Let k be any real constant. Show using the definition of convergence that

shr
lim k = k.

Mi
n→∞

ta
Solution: Here an = k and l = k.

ike
Let ϵ > 0 be given. We must show that there exists an integer N such that for all n,

ach
n≥N ⇒ |k − k| < ϵ.

.N
Since |k − k| = 0 < ϵ always, we can choose any positive integer as N and the implication will
hold.
Dr
This proves that lim k = k for any constant k.
n→∞
Divergent Sequences: Example

Show that the sequence 1, −1, 1, −1, 1, . . . , (−1)n+1 , . . . diverges.

a
shr
Solution:

Mi
▶ Suppose the sequence converges to some number l.
▶ Let ϵ = 1/2.

ta
▶ Then there must be an integer N such that each term an with index n ≥ N lies within

ike
ϵ = 1/2 of l: |an − l| < 1/2.

ach
▶ The number 1 appears repeatedly as every other term. So, 1 must be within ϵ = 1/2 of l.
That is |l − 1| < 1/2. This implies that 1/2 < l < 3/2.

.N
▶ Similarly, as -1 appears repeatedly as every other term, we also have that
|l − (−1)| < 1/2. This implies that −3/2 < l < −1/2.
Dr
▶ Thus we have that the number l lies in both of the intervals (1/2, 3/2) and (−3/2, −1/2).
But this is impossible. So, the sequence diverges.
Divergent Sequences: Example

a
shr
√

Mi
Show that the sequence { n} diverges.

ta
Solution: The sequence diverges because, as n increases, the terms of the sequence become

ike
larger than any fixed number. So, it is not converging to any finite number.
√

ach
Note: We write lim n = ∞.
n→∞

.N
Dr
Divergence to Infinity

a
shr
Definition (Diverges to Infinity)

Mi
A sequence {an } diverges to infinity if for every number M, there is an integer N such that
for all n with n ≥ N, an > M. In this case, we write

ta
ike
lim an = ∞ or an → ∞.
n→∞

ach
.N
Homework: Provide a definition for the divergence of a sequence to −∞.
Dr
Theorem
Let {an } be a convergent sequence. Then its limit is unique.

a
Proof:

shr
▶ Let ϵ > 0 be a positve number.
▶ Suppose {an } converges to both l1 and l2 .

Mi
▶ Then, corresponding to ϵ/2 > 0, we can find integers N1 and N2 such that

ta
ϵ

ike
n ≥ N1 ⇒ |an − l1 | < ;
2

ach
ϵ
n ≥ N2 ⇒ |an − l2 | < .
2

.N
▶ Let N = max(N1 , N2 ).
▶ Then for n ≥ N, we have
Dr
|l1 − l2 | = |(an − l1 ) − (an − l2 )| ≤ |an − l1 | + |an − l2 | < ϵ.

▶ But ϵ is arbitrary. So, we have that l1 = l2 .

Theorem

a
shr
Let {an } and {bn } be convergent sequences with lim an = a and lim bn = b. Then
n→∞ n→∞

Mi
1. lim (an + bn ) = a + b.
n→∞
2. lim (an − bn ) = a − b.

ta
n→∞

ike
3. lim (kan ) = ka. (Any number k).
n→∞

ach
4. lim (an bn ) = ab.
n→∞
an a
5. lim = if b ̸= 0.

.N
n→∞ bn b
Dr
Proof(1):

▶ Let ϵ > 0 be given.

a
shr
▶ Since lim an = a and lim bn = b, corresponding to ϵ/2 > 0, there are integers N1 and
n→∞ n→∞
N2 such that

Mi
ϵ
n ≥ N1 ⇒ |an − a| < ;
2

ta
ϵ
n ≥ N2 ⇒ |bn − b| < .

ike
2
▶ Let N = max(N1 , N2 ).

ach
▶ Then for n ≥ N, we have

.N
ϵ ϵ
|(an + bn ) − (a + b)| = |(an − a) + (bn − b)| ≤ |an − a| + |bn − b| < + = ϵ.
Dr 2 2
▶ This proves Part 1: lim (an + bn ) = a + b.
n→∞
Proof(4):
Part 2 of the theorem implies the following:

Fact

a
shr
lim an = a ⇔ lim (an − a) = 0.

Mi
n→∞ n→∞

ta
Consider the following identity:

ike
an bn − ab = (an − a)(bn − b) + a(bn − b) + b(an − a).

ach
From the fact above and Part 3 of the theorem, we have that

.N
lim [a(bn − b)] = 0 and lim [b(an − a)] = 0.
n→∞ Dr n→∞

We will now prove that

lim [(an − a)(bn − b)] = 0.

n→∞
Proof(4):
√
Given ϵ > 0, corresponding to ϵ > 0, there are integers N1 and N2 such that

a
√

shr
n ≥ N1 ⇒ |an − a| < ϵ;
√

Mi
n ≥ N2 ⇒ |bn − b| < ϵ.
Let N = max(N1 , N2 ). Then

ta
ike
n ≥ N ⇒ |(an − a)(bn − b)| < ϵ.

ach
This proves that
lim [(an − a)(bn − b)] = 0.

.N
n→∞

Thus the fact and the identity in the preceding slide imply that
Dr
lim (an bn ) = ab.
n→∞
Examples

a
shr
Mi
 
1 1
(a) lim − = −1 · lim = −1 · 0 = 0.
n→∞ n n→∞ n

ta
 
n−1 1 1
(b) lim = lim 1 − = lim 1 − lim = 1 − 0 = 0.

ike
n→∞ n n→∞ n n→∞ n→∞ n

5 1 1

ach
(c) lim 2 = 5 · lim · lim = 5 · 0 · 0 = 0.
n→∞ n n→∞ n n→∞ n

.N
Dr
Homework

a
shr
Mi
1. Prove the other parts of the preceding theorem.
4 − 7n6

ta
2. Prove that lim 6 = −7.
n→∞ n + 3

ike
3. Prove that if the sequence {an } diverges and c is any nonzero constant, then the sequence

ach
{can } also diverges.

.N
Dr
Theorem (The Sandwich Theorem for Sequences)

a
Let {an }, {bn }, {cn } be sequences of real numbers. If an ≤ bn ≤ cn for all n beyond some index

shr
N and if lim an = lim cn = l, then lim bn = l.
n→∞ n→∞ n→∞

Mi
Corollary

ta
If |bn | ≤ cn and cn → 0, then bn → 0.

ike
ach
Proof.

.N
|bn | ≤ cn ⇔ −cn ≤ bn ≤ cn .
Dr
cn → 0. So, by the Sandwich theorem, we have bn → 0.
Applying the Sandwich Theorem: Examples

a
shr
1
→ 0. So, we have the following true:
n

Mi
cos n 1 cos n 1

ta
(a) →0 since − ≤ ≤ .
n n n n

ike
1 1 1
(b) →0 since 0≤ ≤ .

ach
2n 2n n
1

.N
(c) (−1)n →0 since ?
n Dr
 a
shr
Mi
Theorem (The Continuous Function Theorem for Sequences)
Let {an } be a sequence of real numbers. If an → l and if f is a function that is continuous at l

ta
and is defined at all an , then f (an ) → f (l).

ike
ach
.N
Dr
Applying the Continuous Function Theorem: Examples

a
shr
p
1. Show that (n + 1)/n → 1.

Mi
n+1 √
Solution: We know that → 1. Take an = (n + 1)/n, f (x) = x and l = 1. The
n p √

ta
function f (x) is continuous at l = 1. Thus by the theorem, (n + 1)/n → 1 = 1.

ike
2. Show that 21/n → 1.

ach
 
1
Solution: The sequence converges to 0. Take an = 1/n and f (x) = 2x and l = 0.

.N
n
The function is continuous at l = 0.
Then we have that 21/n → 20 = 1.
Dr
Using l’Hôpital’s Rule

a
shr
Mi
Theorem
Suppose that f (x) is a function defined for all x ≥ n0 and that {an } is a sequence of real

ta
numbers such that an = f (n) for all n ≥ n0 . Then

ike
lim f (x) = l ⇒ lim an = l.

ach
x→∞ n→∞

.N
Dr
Applying l’Hôpital’s Rule: Examples

Show that

a
ln n

shr
lim = 0.
n→∞ n

Mi
ln x
Solution: The function f (x) = is defined for all x ≥ 1 and agrees with the given sequence
x

ta
at positive integers.
Thus by the preceding theorem limn→∞ lnnn will equal limx→∞ lnxx if the latter limit exists.

ike
ach
Applying the l’Hôpital’s rule, we see that

ln x 1/x 0

.N
lim = lim = = 0.
x→∞Dr x x→∞ 1 1
ln n
Thus we conclude that lim = 0.
n→∞ n
Applying l’Hôpital’s Rule: Examples

a
shr
Find
5n

Mi
lim .
n→∞ 7n

ta
ike
Solution: By l’Hôpital’s rule (differentiating with respect to n),

ach
5n 5n ln 5
lim = lim = ∞.
n→∞ 7n 7

.N
n→∞

Dr
Applying l’Hôpital’s Rule: Homework

a
shr
Does the sequence whose nth term is

Mi
 n
n+1
an =
n−1

ta
ike
converge? If so, find limn→∞ an .

ach
Note: Here the limit leads to the indeterminate form 1∞ . We can apply l’Hôpital’s rule if we

.N
first change the form to ∞ · 0 by taking the natural logarithm of an .
Dr
Bounded Sequences

Definition

a
shr
A sequence {an } is said to be bounded above if there exists a number M such that an ≤ M
for all n. In this case, M is called an upper bound for the sequence. If M is an upper bound

Mi
for {an } and no number less than M is an upper bound for {an }, then M is called the least
upper bound for {an }.

ta
Examples:

ike
1. The sequence 1, 3, 5, . . . has no upper bound.

ach
2. The sequence 1, −1, 1, −1, . . . is bounded above by M = 1. In fact, M = 1 is the least
upper bound for this sequence.

.N
1 2 3 n
3. The sequence , , , . . . , , . . . is bounded above by M = 1. In fact, M = 1 is the
2 3 4 n+1
Dr
least upper bound for this sequence.
Homework: Define the following concepts for sequence: bounded below, lower bound and
greatest lower bound. Also provide examples.
Monotonic Sequences

a
Definition

shr
A sequence {an } is said to be

Mi
▶ monotonically increasing or non-decreasing if an ≤ an+1 for all n;
▶ monotonically decreasing or non-increasing if an ≥ an+1 for all n.

ta
ike
Examples of monotonic sequences:

ach
1. The sequence 1,2,3,. . . , n, . . . of positive integers is monotonically increasing.
1 2 3 n
2. The sequence , , , . . . , , . . . is monotonically increasing.

.N
2 3 4 n+1
3. The constant sequence 3, 3, 3, . . .. is both m.i and m.d.
Dr
3 4 5 n+1
4. The sequence 2, , , , . . . , , . . . is a monotonically decreasing sequence.
2 3 4 n
The Completeness Property of Real Numbers

a
shr
A monotonically increasing sequence that is bounded above has a least upper bound.

Mi
Theorem

ta
Let {an } be a monotonically increasing sequence that is bounded above. Then it converges to

ike
its least upper bound.

ach
Theorem
Let {an } be a monotonically decreasing sequence that is bounded below. Then it converges to

.N
its greatest lower bound. Dr
Proof:

a
▶ Let {an } be a monotonically increasing sequence that is bounded above.

shr
▶ Let l be the least upper bound of the sequence.

Mi
▶ Then we have that an ≤ l for all n.
▶ Let ϵ > 0 be any real number.

ta
▶ Then l − ϵ cannot be an upper bound for the sequence as l − ϵ < l.

ike
▶ Thus there is an integer N such that aN > l − ϵ.

ach
▶ But {an } is monotonically increasing. So, we have that

n≥N ⇒ an ≥ aN > l − ϵ.

.N
▶ This implies that n ≥ N ⇒ l − ϵ < an < l + ϵ or |an − l| < ϵ.
Dr
▶ Hence an converges to l.
Cauchy Sequences

a
shr
Definition

Mi
A sequence {an } is said to be a Cauchy sequence if for every ϵ > 0 there is an integer N such
that

ta
n ≥ N, m ≥ N ⇒ |an − am | < ϵ.

ike
ach
Theorem

.N
A sequence converges if and only if is a Cauchy sequence.
Dr
Subsequences

a
shr
Definition

Mi
Let {an } be a sequence. If {nk } is a sequence of positive integers such that n1 < n2 < n3 , . . .,
then {ank } is called a subsequence of {an }.

ta
For example, the sequence of prime numbers is a subsequence of the sequence of positive

ike
integers.

ach
Theorem

.N
1. If a sequence {an } converges to l, then every subsequence of {an } also converges to l.
2. Every bounded sequence {an } has a convergent subsequence.
Dr
Some Special Sequences

a
1

shr
1. If p > 0, then lim p
= 0.
n→∞ n
√
2. If p > 0, then lim p = 1.
n

Mi
n→∞
√
3. lim n n = 1.

ta
n→∞
nα

ike
4. If p > 0 and α is real, then lim = 0.
n→∞ (1 + p)n

ach
5. If |x| < 1, then lim x n = 0.
n→∞
xn

.N
6. lim = 0.
n→∞ n!
 x n
= ex .
Dr
7. lim 1 +
n→∞ n
Solution:

a
shr
1
(1) To prove: If p > 0, then lim = 0.
n→∞ np

Mi
Let ϵ > 0 be given. We will find an integer N such that

ta
1

ike
n≥N ⇒ − 0 < ϵ.
np

ach
1 1
<ϵ ⇔ < ϵ1/p ⇔ n > (1/ϵ)1/p .
np

.N
n
Choose any positive integer N > (1/ϵ)1/p .
Dr
Solution:

√
(2) To prove: If p > 0, then lim p = 1.

a
n
n→∞

shr
√
If p > 1, put xn = n p − 1. Then xn > 0, and by binomial theorem,

Mi
1 + nxn ≤ (1 + xn )n = p

ta
so that

ike
p−1
0 < xn ≤
.

ach
n
√
Hence by the Sandwich theorem, xn → 0. This implies that n p → 1.

.N
If p = 1, the result is trivial. Dr
If 0 < p < 1, the result is obtained by taking reciprocals.
Solution:

a
√
n
(3) To Prove: lim n = 1.

shr
n→∞

Mi
Put xn = n
n − 1. Then xn ≥ 0, and by the binomial theorem,

ta
 
n 2 n(n − 1) 2
n = (1 + xn )n ≤ x = xn .
2 n

ike
2
Hence

ach
r
2

.N
0 ≤ xn ≤ (n ≥ 2).
n−1
√ Dr
Hence xn → 0 or n
n → 1.
Solution:

a
nα

shr
(4) To prove: If p > 0 and α is real, then lim = 0.
n→∞ (1 + p)n

Mi
Let k be an integer such that k > α and k > 0. For n > 2k,

ta
nk p k
 
n k n(n − 1) . . . (n − k + 1) k
(1 + p)n >

ike
p = p > k .
k k! 2 k!

ach
Hence
nα 2k k!
0< < k nα−k (n > 2k).

.N
(1 + p) n p
Since α − k < 0, nα−k → 0 by Part 1.
Dr