Analysis
Terms
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- Define a field.
- A non-empty set F with 2 binary operations + and . st F is an abelian group under + F* is an abelian group under . Distributivity: for all a,b,c in F a.(b+c)=(a.b)+(a.c)
- Define an order.
- A relation on a set X satisfying (1) Trichotomy for all a,b in X, exactly one holds: a>b, a=b, b>a (2) Transitivity: for all a,b in X c>b and b>a => c>a
- Define an ordered field.
- A field with an order < which is well behaved wrt + and . For all a,b,c in F (1)a < b then a+c < b+c (2)a < b then ac < bc if 0 < c
- In an ordered field F, what is |xy|?
- |x||y|
- What is the triangle inequality?
- In an ordered field |x+y|=< |x|+|y|
- What is the reverse triangle inequality?
- In an ordered field ||x|-|y||=< |x-y|
- What does it mean for a subset A of an ordered field F to have a maximum s?
- s in A for all x in A, s>=x
- Under what circumstances do you know that A has a minimum and a maximum?
- If A is a finite non-empty subset of an ordered field F.
- What is the Archimedian property?
- In an ordered field, For any x,y>0, there exists n in N st n.x>y x not infinitesimal y not infinite
- What is a subsequence of a sequence an:n in I?
-
A sequence of the form ank:k in J
where each nk lies in I and for each k in J we have nk
- What does it mean if lim(n->8)an = L
-
for all E>0 there exists no in I st |an-L|
- If a sequence an converges to L, what does the subsequence ank converge to?
- L
- Define the real numbers?
- An ordered field satisfying: Every bounded monotonic sequence in R converges to a limit in R (a complete ordered field)
- Let an be sequence converging to L and c in R. What does can converge to?
- cL
- Define a Cauchy sequence.
-
A sequence an with
for all E>0 there exists an no in I st |ap-aq|
- If an is not a Cauchy sequence then an is...
- a diverging sequence. Converging => Cauchy.
- Define [x]
- The integer part or floor function. The greatest integer n st n=< x. It is well defined.
- If an converges to a and bn converges to b and an=< bn for all n, what does that tell you about a and b?
- a=< b
- Let an be a convergent sequence in [a,b]. What can you say about lim(n->8)an?
- it\'s in [a,b]
- What does it tell you if an->a as n->8 and an->b as n->8?
- a=b
- What is the Squeeze rule?
- If an=< bn=< cn for all n and if lim(n->8)an=L and lim(n->8)cn=L, then bn converges and lim(n->8)bn=L.
- If c>0 and an->a, c^an->?
- c^a
- If an->a then cos(an)->?
- cos(a), same for sin
- The Bernoulli inequality
- For all a>=0 and all n, (1+a)^n >= 1+na
- A convergent sequence is always...
- bounded.
- A is bounded above by s if...
- a=< s for all a in A. s is a non-unique upper bound for a.
- s is the supremum of A sup(A) if...
- for all x in A, s>=x if u is an upper bound for A then s=
- infinum
- least lower bound
- If F is an ordered field where every bounded set has an infinum and a supremum...
- every bounded monotone sequence in F converges in F.
- Bolzano-Weierstrass Theorem
- Let xn be a sequence of real numbers in [a,b]. Then there is a subsequence xnk which converges to a limit in [a,b] as k->8. [a,b] is sequentially compact.
- When is a set S (subset of reals) sequentially compact?
- If for every sequence xn in S there is a subsequence xnk which converges to a limit in S.
- General principle of convergence
- If an is a Cauchy sequence in R then an converges in R.
- When does zn=xn+iyn converge to L=M+iN as n->8?
- When xn->M and yn->N as n->8.
- right handed limit
- ...0< x-a< (d) =>...
- When is f continuous at a?
- lim(x->a)f(x)=f(a) ...for all x in S, |x-a|...
- When is g(f(x)) cts at a?
- When f is cts at a and g is cts at f(a).
- When does f(an) converge to f(a)?
- When an converges to a and f is continuous.
- When is f uniformly continuous?
- ...for all a,x in S, |x-a|< (d)... same (d) works for every a.
- Let f be defined on [a,b]. When is f uniformly continuous on [a,b]?
- If and only if it is continuous.
- Maximum Value Theorem
- Let f be cts on [a,b]. Then there is an xmax in [a,b] such that f(xmax)>=f(x) for all x in [a,b]. Similarly for minimum.
- Intermediate Value Theorem
- Let f be cts on [a,b] and let f(a)=< y=< f(b). Then there is an xo in (a,b) st f(xo)=y
- When is f differentiable at a?
- lim(h->0) (f(a+h)-f(a))/h exists
- Let f(x+iy)=u(x,y)+iv(x,y). What is the partial derivative of u wrt x?
- (d)u/(d)x= lim(h->0) (u(b+h,c)-u(b,c))/h
- Cauchy-Riemann eqns
- If f=u+iv is complex differentiable at a=b+ic then u and v have partial derivatives at (b,c) satisfying: (d)u/(d)x=(d)v/(d)y (d)u/(d)y=-(d)v/(d)x
- If f is differentiable at a then f is...
- continuous at a.
- Rolle\'s theorem
- Suppose f is continuous on [a,b] and differentiable on (a,b) and that f(a)=f(b). Then there exists a number c in (a,b) so that f\'(c)=0.
- Mean value theorem
- Suppose that f is continuous of [a,b] and differentiable on (a,b). Then there exists c in (a,b) so that f\'(c)=(f(b)-f(a))/(b-a)
- Let f:R->R be differentiable. If f\'(x)>0 for all x, then...
- f(x) is increasing.
- Cauchy mean value theorem
- Let f and g be continuous on [a,b] and differentiable on (a,b) and suppose that g\'(x) is non zero on (a,b). Then there exists some c in (a,b) so that (f(b)-f(a))/(g(b)-g(a)) =f\'(c)/g\'(c)
- L\'Hopital\'s rule
- Suppose f and g are differentiable on on I=(a-e,a)U(a,a+e) for some e>0 and that g\'(x) is non-zero on I. Suppose also that lim(x->a)f(x)= lim(x->a)g(x)=0 Then lim(x->a)f(x)/g(x)= lim(x->a)f\'(x)/g\'(x) if it exists.
- When does a limit have indeterminate form?
- if it has the form 0/0, 8/8 etc.
- When is f:[a,b]->R a step function?
- When there exist a=xo< x1< ...< xn=b such that f is constant on (xi-1,xi) for i=1,2,...,n.
- How do you define the function su?
- su= 1 a=< x< u 0 u=< x=< b for u in (a,b].
- How can you express a step function?
- For any step function f there is a unique linear combination s of finitely many su st s agrees with f except at finitely many points.
- What do you know if the sum of gi.sui=0.
- that all gi are 0 as sui are linearly independant.
- If a linear combination of sui is 0 except possibly at finitely many points then...
- itr is 0.
- If f is a step function, what is I(f)?
- SUM(1,n)gi.sui is the linear combination for f. Then I(f)=SUM(gi.ui)
- Riemann integrable
- f:[a,b}->R bounded. For every E>0 there exist functions g,h on [a,b] with g(x)=< f(x)=< h(x) for all x in [a,b] such that I(h)-I(g)< E.
- Let f:(a,b)->R be Riemann integrable. What is S(a,b)f(x)dx?
- sup{I(g): g step with g(x)=< f(x) for all x in [a,b]}
- If f is continuous then...
- f is Riemann integrable
- When is an integral improper?
- Interval of intergration is open or f(x) has an infinite discontinuity.
- If f cont on [a,8), when does S(a,8)f(x)dx converge?
- If lim(M->8)S(a,M)f(x)dx exists and is finite.
- If f cont on (-8,8) when does S(-8,8)f(x)dx converge?
- If for c in (-8,8) the integrals of f(x) S(c,8) and S(-8,c) both converge.
- If f cont on [a,b] except at c then S(a,b)f(x)dx converges if
- S(a,c) and S(c,b) both converge.
- If f cont on (a,b] but infinite at a, when does S(a,b) converge?
- When lim(c->a+)S(c,b) exists and is finite.
- What is a series?
- The sum of a sequence.
- What is a sequence of partial sums?
- Sk=SUM(0,k)an
- If Sk is the sequence of partial sums of the series SUM(0,8)an, how do you tell if the series converges or diverges?
- Same answer as the partial sum. Converges to same number.
- nth term test for divergence
- if an does not converge to 0 then series SUMan diverges.
- Comparison test
- If 0=< an=< bn for all n>=0 SUM(bn) conv => SUM(an) conv
- Limit comparison test
- If lim(n->8)(an/bn)=L exists with L finite then SUM(an) conv iff SUM(bn) conv
- Integral test
- If f(x) decreasing cont. and f(n)=an then S(0,8)f(x)dx conc iff SUM(0,8)an conv.
- Ratio test
- If lim(n->8)(a(n+1)/an)=L exists then L< 1 => conv L>1 => div L=1 => ?
- Root test
- If lim(n->8)(an)^(1/n)=L exists L< 1 => conv L>1 => div L=1 => ?
- Alternating series test
- If series has form SUM(0,8)((-1)^n)an where an>0 for all n: If a(n+1)=< an for all n and lim(n->8)an=0 then series converges.
- If a series converges absolutely then...
- it converges.
- Converges conditionally
- converges but doesn\'t converge absolutely
- Taylor series centred at a
- SUM(0,8) (f^(n)(a)/n!)(x-a)^n
- Taylors theorem
- Let f be (k+1) times differentiable on (a-r,a+r) and sk(x) be the taylor series of f centred at a. Then for each x in (a-r,a+r) with x=/=a there exists c between a and x such that: f(x)=sk(x)+(f^(k+1)(c)/(k+1)!)(x-a)^(k+1)