CH 4 - Lecture Notes Prof. Mukwembi
CH 4 - Lecture Notes Prof. Mukwembi
CH 4 - Lecture Notes Prof. Mukwembi
May 6, 2024
LIMITS
The idea of a limit pervades all of mathematics. We intuitively
studied limits in first year.
HERE:
We will learn precise definitions and proofs.
REMARK
In the previous topics, we studied limits of sequences. Here,
we:
study limits of functions, which provide a foundation to
studying continuous functions.
NB
The functions have domains and ranges that are subsets of R.
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The Sandwich Theorem & Trigonometric Limits
The Intermediate Value Theorem
Question:
How do we precisely describe points that are close to a point
a?
Definition 1
Let a be a real number, i.e., a ∈ R.
An interval of the form (c, d) is called a neighbourhood
of a if c < a < d.
Let (c, d) be a neighbourhood of a. Then the set
(c, d)\{a}, i.e., (c, a) ∪ (a, d) is called a deleted
neighbourhood of a.
Example 1
The interval (1, 3) is a neighbourhood of 2.
The set (1, 2) ∪ (2, 3) is a deleted neighbourhood of 2.
The set (−1, 2) is not a neighbourhood of −9.
For ϵ > 0, the interval (a − ϵ, a + ϵ) is a neighbourhood
of a. We will sometimes call (a − ϵ, a + ϵ) the
ϵ-neighbourhood of a.
For ϵ > 0, the interval (a − 2ϵ , a + 5ϵ ) is a neighbourhood
of a.
Recall...
Definition 2
Let f be a real function, a, L ∈ R. Assume that the domain
of f contains a deleted neighbourhood of a, i.e., f (x) is
defined for all x in a deleted neighbourhood of a.
Then we say that f (x) tends to L as x tends to a if:
For every ϵ > 0, we can find a δ > 0 such that whenever x is
in the deleted δ-neighbourhood of a, then f (x) is in the
ϵ-neighbourhood of L.
That is: ∀ϵ > 0, ∃δ > 0 such that
Note:
If f (x) −→ L as x −→ a, we write
lim f (x) = L.
x−→a
Example 2
Prove, from first principles, that x 2 −→ 4 as x −→ 2, i.e., if
f (x) = x 2 , then
lim f (x) = 4.
x−→2
i.e.,
0 < |x − 2| < δ =⇒ |x 2 − 4| < ϵ.
For a suitable δ, we want to use the premise, 0 < |x − 2| < δ,
to get the conclusion, |x 2 − 4| < ϵ. We therefore need to
study the relationship between |x 2 − 4| and |x − 2|. Now,
LIMITS AND CONTINUOUS FUNCTIONS MATH2001A: BASIC ANALYSIS 9 / 100
The Sandwich Theorem & Trigonometric Limits
The Intermediate Value Theorem
√
Hence given ϵ > 0, set δ = 4 + ϵ − 2. In that case, we can
conclude that whenever
√
0 < |x − 2| < δ = 4 + ϵ − 2,
then
√ √
|x 2 − 4| < δ(δ + 4) ≤ [ 4 + ϵ − 2][ 4 + ϵ − 2 + 4] = ϵ,
as desired.
Theorem 1
If f (x) −→ L as x −→ a, then L is unique.
Definition 3
Let f be a real function, a, L ∈ R. Assume that the domain
of f contains an interval (a, d) with d > a, i.e., f (x) is defined
for all x in (a, d).
Then “f (x) −→ L as x −→ a+ ” is defined to mean:
∀ϵ > 0, ∃δ > 0
such that
If f (x) −→ L as x −→ a+ , we write
lim f (x) = L.
x−→a+
Definition 4
Let f be a real function, a, L ∈ R. Assume that the domain
of f contains an interval (c, a) with c < a, i.e., f (x) is defined
for all x in (c, a).
Then “f (x) −→ L as x −→ a− ” is defined to mean:
∀ϵ > 0, ∃δ > 0
such that
If f (x) −→ L as x −→ a− , we write
lim f (x) = L.
x−→a−
Theorem 2
Assume that f (x) is defined in a deleted neighbourhood of a.
Then
i.e.,
LIMITS AND CONTINUOUS FUNCTIONS MATH2001A: BASIC ANALYSIS 17 / 100
The Sandwich Theorem & Trigonometric Limits
The Intermediate Value Theorem
i.e.,
∃δ > 0 such that
We conclude that
as desired.
x ∈ (a − δ1 , a) =⇒ |f (x) − L| < ϵ.
x ∈ (a − δ, a + δ)\{a} =⇒ x ∈ (a − δ1 , a) or x ∈ (a, a + δ2 )
=⇒ |f (x) − L| < ϵ.
Therefore,
lim f (x) = L,
x−→a
as desired.
Example 3
x
Let f (x) = for x ∈ R\{0}.
|x|
1 Prove, from first principles, that lim + f (x) = 1.
x−→0
2 Prove, from first principles, that lim − f (x) = −1.
x−→0
3 Does f (x) have a limit at x = 0?
i.e.,
0 < x < δ =⇒ |f (x) − 1| < ϵ.
as desired.
2.) Exercise.
3.) Since
lim f (x) ̸= lim + f (x),
x−→0− x−→0
Remark:
When studying x −→ a, the deleted δ-neighbourhood,
(a − δ, a + δ)\{a}, of a is considered.
Question:
What do we consider when we study x −→ ∞?
A: We use (K , ∞), i.e., x > K . Formally,
Definition 5
Let f be a function defined on a set containing an interval of
the form (c, ∞). Then “f (x) −→ L as x −→ ∞” is defined to
mean:
∀ϵ > 0 ∃K > 0 such that
x > K =⇒ |f (x) − L| < ϵ.
If f (x) −→ L as x −→ ∞, then we write lim f (x) = L.
x−→∞
LIMITS AND CONTINUOUS FUNCTIONS MATH2001A: BASIC ANALYSIS 23 / 100
The Sandwich Theorem & Trigonometric Limits
The Intermediate Value Theorem
Example 4
1
Let f (x) = . Find
x
lim f (x)
x−→∞
Note that
1 1 1
− 0 < ϵ ⇐⇒ < ϵ ⇐⇒ |x| > .
x |x| ϵ
1 1 1
−0 = = < ϵ,
x |x| x
as required.
Definition 6
Let f be a function defined on a set containing an interval of
the form (−∞, c). Then “f (x) −→ L as x −→ −∞” is
defined to mean:
Example 5
1
Let f (x) = . Find
x
lim f (x)
x−→−∞
Solution: Exercise.
Example 6
2
Prove that −→ ∞ as x −→ 0.
x2
Solution: Let K > 0 be given. We need to find a δ > 0 such
that
2
0 < |x − 0| < δ =⇒ 2 > K .
r x
2
Now set δ = . Then
K
r
2 2 2
0 < |x − 0| < δ = =⇒ |x|2 < =⇒ 2 > K .
K K x
Thus,
2
lim 2 = ∞,
x−→0 x
as required.
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The Sandwich Theorem & Trigonometric Limits
The Intermediate Value Theorem
Definition 8
Let f be a function whose domain includes a deleted
neighbourhood of the number a.
Then “f (x) −→ −∞ as x −→ a” is defined to mean:
Definition 9
Let f be a real function defined on a set containing an interval
of the form (c, ∞).
Then “f (x) −→ ∞ as x −→ ∞” is defined to mean:
lim f (x) = ∞.
x−→∞
Remark:
Similar definitions hold with all other combinations of limits
involving ∞ and −∞, mutatis mutandis for one sided limits.
Example 7
1
Let f (x) = . Find lim + f (x), lim − f (x), lim f (x).
x x−→0 x−→0 x−→0
1 1
0<x <δ= =⇒ K < = f (x).
K x
Hence, lim + f (x) = ∞.
x−→0
From first year, lim − f (x) = −∞. We prove this. Let K < 0
x−→0
be given. We find δ > 0 such that
Set δ = − K1 . Then
1 1
= −δ < x < 0 =⇒ = f (x) < K .
K x
Hence, lim − f (x) = −∞.
x−→0
Since
lim f (x) ̸= lim − f (x),
x−→0+ x−→0
Question:
How do we calculate limits of very complicated functions?
1 lim c = c.
x−→a
2 lim [f (x) + g (x)] = lim f (x) + lim g (x) = L + M.
x−→a x−→a x−→a
3 lim [f (x) − g (x)] = lim f (x) − lim g (x) = L − M.
x−→a x−→a x−→a
4 lim [cf (x)] = c lim f (x) = cL.
x−→a x−→a
5 lim [f (x)g (x)] = [ lim f (x)][ lim g (x)] = LM.
x−→a x−→a x−→a
√ √
11. If n ∈ N, lim n x = n a. If n is even, we assume that
x−→a
a > 0. p q √n
12. If n ∈ N, lim n f (x) = n lim f (x) = L.
x−→a x−→a
13. If lim |f (x)| = 0, then lim f (x) = 0.
x−→a x−→a
Proof: We will only prove (2), (5) and (6). The rest are left as
exercises.
(2) Let ϵ > 0 (and so is 2ϵ ) be given. Since lim f (x) = L,
x−→a
there exists δ1 > 0 such that
ϵ
0 < |x − a| < δ1 =⇒ |f (x) − L| < . (1)
2
ϵ
0 < |x − a| < δ2 =⇒ |g (x) − M| < . (2)
2
We set δ = min{δ1 , δ2 }. Then for
0 < |x − a| < δ,
0 < |x − a| < δ,
Note that
Similarly,
as desired.
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The Sandwich Theorem & Trigonometric Limits
The Intermediate Value Theorem
|M| |M|
|g (x)| = |M+[g (x)−M]| ≥ |M|−|g (x)−M| ≥ |M|− = ,
2 2
1 2
and so, |g (x)|
≤ |M|
. Therefore,
1 1 |M − g (x)| |M|2 1
− ≤2 < 2 ϵ = ϵ.
g (x) M |M|2 2 |M|2
Hence,
1 1
lim = .
x−→a g (x) M
f (x) 1
lim = lim f (x) ·
x−→a g (x) x−→a g (x)
1
= lim f (x) · lim (by (5))
x−→a x−→a g (x)
1
= L· (by Case A)
M
L
= ,
M
as desired.
Question:
How do we find limits of polynomials or rational functions?
p(x)
f (x) = ,
q(x)
Corollary 1
Let f be a polynomial or rational function. Then
as claimed.
Rational functions: Exercise.
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The Sandwich Theorem & Trigonometric Limits
The Intermediate Value Theorem
Corollary 2
All the limit rules in Theorem 3 remain true if x −→ a is
replaced by any of the following:
x −→ a+ , x −→ a− , x −→ ∞, x −→ −∞.
Proof:
For x −→ a+ and x −→ a− , replace 0 < |x − a| < δ with
0 < x − a < δ and −δ < x − a < 0, respectively, in the
proof of each statement.
For x −→ ∞ and x −→ −∞, the proofs are analogous to
that of sequences.
Question:
What if f has infinite limits?
Theorem 4
Assume that lim f (x) = ∞, lim g (x) = ∞ and
x−→a x−→a
lim h(x) = c ∈ R. Then:
x−→a
1 f (x) + g (x) −→ ∞ as x −→ a,
2 f (x) + h(x) −→ ∞ as x −→ a,
3 f (x)g (x) −→ ∞ as x −→ a,
∞ if c > 0
4 f (x)h(x) −→ as x −→ a.
−∞ if c < 0
Question:
How do we compute the limits of functions that are bounded
(squeezed, trapped pinched or sandwiched) between two other
functions that have the same limit?
E.g.,
0 < |x −a| < δ =⇒ L−ϵ < f (x) < L+ϵ, L−ϵ < h(x) < L+ϵ,
i.e.,
Hence,
0 < |x − a| < δ =⇒ |g (x) − L| < ϵ,
so that g (x) −→ L as x −→ a, as claimed.
If a, L ∈ {∞, −∞}, exercise.
Other names: The Sandwich Theorem is also called the
Squeeze Theorem.
Theorem 6
Let f be defined on an interval (a, b), where a = −∞ and
b = ∞ are allowed. If a = −∞, we write a+ = −∞, and if
b = ∞, we write b − = ∞.
1 If f is increasing, then
Case B: L = ∞.
Then {f (x) : x ∈ (a, b)} is not bounded above.
Therefore, for each A ∈ R, there is c ∈ (a, b) such that
f (c) > A.
Since f is increasing, we must have
Therefore, f (x) −→ ∞ as x −→ b − .
Remark:
Some graphs of functions have breaks at certain points.
Question:
How do we precisely describe the property that at a point a,
the graph of a function f has no breaks?
Definition 10
Let f be a real function, a ∈ R and assume that the domain of
f contains a neigbourhood of a, i.e., f (x) is defined for all x in
a neighbourhood of a. We say that f is continuous at a if
such that
i.e.,
for all ϵ > 0, there exists δ > 0
such that
Recall:
We say that f (x) tends to L as x tends to a if:
such that
Remark:
The definitions of a function being continuous at a point, and
that of a limit of the function at that point are similar, but
different since f (a) may be different from L.
For this δ,
and so
L = f (a) = lim f (x), as claimed.
x−→a
because if x = a, then
Example 8
Say whether f is continuous at 2 or not, where
2
x if x ̸= 2
f (x) =
2 if x = 2.
lim f (x) = 4,
x−→2
Example 9
Say whether
sin x
f (x) =
x
is continuous at 0 or not.
Solution: Note that
lim f (x) = 1,
x−→0
Example 10
Say whether f is continuous at 0 or not, where
sin x
x if x ̸= 0
f (x) =
1 if x = 0.
lim f (x) = 1,
x−→0
Theorem 8
If f and g are continuous at a and if c ∈ R, then
1 the sum f + g ,
2 the difference f − g ,
3 the product fg ,
4 the quotient gf , where g (a) ̸= 0, and
5 the scalar multiple cf
are functions that are also continuous at a.
Proof: The theorem follows from limit laws and from Theorem
7, e.g.,
3. Assume that f and g are continuous at a. Then by
Theorem 7,
It follows that
Recall:
The composite function g ◦ f of functions g and f is defined
by (g ◦ f )(x) = g (f (x)).
Theorem 9
If f is continuous at a and g is continuous at f (a), then g ◦ f
is continuous at a.
Proof: Let ϵ > 0 be given. Since g is continuous at f (a),
there is a η > 0 such that
|x − a|< δ
=⇒
|f (x) − f (a)| < η (by 11)
=⇒
|y − f (a)| < η (setting y = f (x))
=⇒ |g (y ) − g (f (a))| < ϵ (by 10).
That is,
hence g ◦ f is continuous at a.
LIMITS AND CONTINUOUS FUNCTIONS MATH2001A: BASIC ANALYSIS 72 / 100
The Sandwich Theorem & Trigonometric Limits
The Intermediate Value Theorem
Example 11
Let
|x|+x
2x
if x ̸= 0
f (x) =
0 if x = 0.
|x| + x
lim − f (x) = lim −
x−→0 x−→0 2x
−x + x
= lim −
x−→0 2x
= 0
= f (0);
Remark:
It can be easily shown that f is continuous at a point a if
and only if f is continuous from the right and continuous
from the left at a.
If a ∈ Dom(f ) and if there is ϵ > 0 such that
Dom(f ) ∩ (a − ϵ, a + ϵ) = (a − ϵ, a], then we say that f is
continuous at a if lim − f (x) = f (a).
x−→a
If a ∈ Dom(f ) and if there is ϵ > 0 such that
Dom(f ) ∩ (a − ϵ, a + ϵ) = [a, a + ϵ), then we say that f is
continuous at a if lim + f (x) = f (a).
x−→a
The last two conventions will be learnt further in General
Topology.
Lemma 2
If f (x) −→ b as x −→ a and g is continuous at b, then
g (f (x)) −→ g (b) as x −→ a, which can be written as,
is continuous both from the right and from the left at a. The
result follows by applying Theorem 9.
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The Sandwich Theorem & Trigonometric Limits
The Intermediate Value Theorem
Definition 12
A function is continuous on a set X ⊂ R if f is continuous at
each x ∈ X . Here continuity is understood in the sense of the
above remark with X = Dom(f ). A function is said to be
continuous if it is continuous on its domain.
Example 12
√
Show that f (x) = x 2 − 4 is continuous.
Solution:
The domain of f is
Dom(f ) = {x ∈ R : |x| ≥ 2} = (−∞, −2] ∪ [2, ∞).
By Theorem 8, the function g (x) = x 2 − 4 is continuous
on R, and by law of limits,
the square root is continuous at each positive number.
Therefore, the composite function f is continuous on
(−∞, −2) ∪ (2, ∞).
The proof on limit laws can be adapted to show that the
square root is continuous from the right at 0.
Then it follows that f is continuous from the right at 2
and continuous from the left at −2.
LIMITS AND CONTINUOUS FUNCTIONS MATH2001A: BASIC ANALYSIS 79 / 100
The Sandwich Theorem & Trigonometric Limits
The Intermediate Value Theorem
Theorem 10
The following functions are continuous on their domains.
1. Polynomials
p(x) = an x n + an−1 x n−1 + · · · + a2 x 2 + a1 x + a0 , ai ∈ R,
n ∈ N.
p(x)
2. Rational functions , p and q ̸= 0 polynomials.
q(x)
3. Sums, differences, products and quotients of continuous
functions.
4. Root functions.
5. The trigonometric functions sin x, cos x, tan x, cosec x,
sec x and cot x.
6. The exponential function, e x .
7. The absolute value function |x|.
LIMITS AND CONTINUOUS FUNCTIONS MATH2001A: BASIC ANALYSIS 80 / 100
The Sandwich Theorem & Trigonometric Limits
The Intermediate Value Theorem
The continuity of sin and cos follows from the sum of angles
formulae and from the limits proved in Calculus I (the proofs
used the Sandwich Theorem, which now has been proved).
The continuity of the other trigonometric functions then
follows from part 3.
Finally, 6. (Tutorial).
Theorem 11
Let a ∈ R and let f be a real function which is defined in a
neighbourhood of a. Then f is continuous at a if and only if
for each sequence (xn ) in dom(f ) with lim xn = a, the
n→∞
sequence f (xn ) satisfies lim f (xn ) = f (a).
n→∞
Question:
Assume that f is a continuous function. Can its graph jump
from one side of a horizontal line y = k to the other without
intersecting the line at least once.
A:
Theorem 12 (Intermediate Value Theorem (IVT))
Suppose that f is continuous on the closed interval [a, b] with
f (a) ̸= f (b). Then for any number k between f (a) and f (b)
there exists a number c in the open interval (a, b) such that
f (c) = k.
Proof: Let
g (x) = f (x) − k, (x ∈ [a, b]).
Then g is continuous, and g (a) and g (b) have opposite signs:
g (a)g (b) < 0.
Let [a0 , b0 ] = [a, b] and use bisection to define intervals
[an , bn ] as follows: If [an , bn ] with g (an )g (bn ) < 0 has been
found, let d be the midpoint of the interval [an , bn ]. If
g (d) = 0, the result follows with c = d. If g (d) has the same
sign as g (bn ), then g (an ) and g (d) have opposite signs, and
putting an+1 = an , bn+1 = d, we have g (an+1 )g (bn+1 ) < 0.
Otherwise, if g (d) has the opposite sign to g (bn ), we put
an+1 = d, bn+1 = bn and get again g (an+1 )g (bn+1 ) < 0.
Note:
You have seen the definition of interval in first year and you
will recall that that the definition required several cases,
depending on whether the endpoints belong to the interval or
not and whether the interval is bounded (above, below),
namely (a, b), [a, b), (a, b], [a, b], (−∞, b), (−∞, b], (a, ∞),
[a, ∞), (−∞, ∞) where a, b ∈ R and a < b. However,
intervals can be characterized by one common property. For
this we need the following notion:
A subset S of R is called a singleton if the set S has exactly
one element.
Definition 13
1. A set S ⊂ R is called an interval if
(i) S ̸= ∅,
(ii) S is not a singleton,
(iii) if x, y ∈ S, x < y , then each z ∈ R with x < z < y
satisfies z ∈ S.
2. An interval of the form [a, b] with a < b is called a closed
bounded interval.
Note:
A subset S of R is an interval if and only if it contains at least
two elements and if all real numbers between any two
elements in S also belong to S.
Definition 14
For a function f : X → Y and A ⊂ X , the set
Corollary 3
Let I be an interval and let f be a continuous real function on
I . Then f (I ) is either an interval or a singleton.
Example 13
Let f (x) = x 2 . Then f ((−1, 2)) = [0, 4). Notice that
I = (−1, 2) is an open interval, while f (I ) is not.
Theorem 13
Let f be a real function which is continuous on [a, b], where
a < b. Then f is bounded on [a, b], i. e., f ([a, b]) is bounded.
c − δ < an ≤ c ≤ bn < c + δ,
and
Theorem 14
A continuous function on a closed bounded interval achieves
its supremum and infimum.
Corollary 4
If f is continuous on [a, b], a < b, then either f ([a, b]) is a
singleton or f ([a, b]) = [c, d] with c < d.
Theorem 15
Let I be an interval and f : I → R be a strictly monotonic
continuous function. Then f (I ) is an interval, and the inverse
function f −1 : f (I ) → R is continuous.
which gives
lim f −1 (y ) = α = f −1 (b).
y →b −