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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)

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