‫الجمهوريـة الجزائـريـة الديمقراطيـة الشعبيـة‬

People's Democratic Republic of Algeria

‫وزارة التعليــم العالـي والبحـث العلمـي‬
Ministry of Higher Education and Scientific Research

University center Abdelhafid Boussouf -Mila ‫المركز الجامعي عبد الحفيظ بوالصوف ميلة‬
Institute of Mathematics and Computer Science ‫معهد الرياضيات و اإلعالم األلي‬
Department of Mathematics ‫قسم الرياضيات‬

Abdelhafid Boussouf
University Center– Mila

Mathematical Analysis 1

PREPARED BY:

Dr. CHELLOUF YASSAMINE

 1

ANALYSIS 1

Dr. Chellouf yassamine

Email: [Link]@[Link]
 Contents

Contents i

1 Field of Real Numbers 1

1.1 Properties of the real numbers . . . . . . . . . . . . . . . . . . . . . . . . . . 1

1.2 Intervals in R . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3

1.3 Completed number line R: (Extension of R) . . . . . . . . . . . . . . . . . . . 4

1.4 Archimedean property . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5

1.5 Rational and irrational numbers . . . . . . . . . . . . . . . . . . . . . . . . . . 5

1.6 Density of Q in R . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5

1.7 Absolute value . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6

1.8 Integer part of a real number) . . . . . . . . . . . . . . . . . . . . . . . . . . . 7

1.9 Order in R . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8

1.10 The upper and lower bounds characterization . . . . . . . . . . . . . . . . . . 9

2 Field of Complex Numbers 11

2.1 Definitions and notations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11

i
 v CONTENTS ii [Link]

2.2 The complex plane . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12

2.3 Operations on complex numbers . . . . . . . . . . . . . . . . . . . . . . . . . 12

2.4 Trigonometric form . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15

2.5 Inverse Euler formula . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16

2.6 Moivre’s formula . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16

2.7 n-th root of a Complex Number . . . . . . . . . . . . . . . . . . . . . . . . . . 17

3 The Numerical Sequences 19

3.1 The general concept of a sequence . . . . . . . . . . . . . . . . . . . . . . . . 19

3.1.1 Definition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19

3.1.2 Explicit definition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20

3.1.3 Definition by recurrence . . . . . . . . . . . . . . . . . . . . . . . . . 20

3.2 Qualitative features of sequences . . . . . . . . . . . . . . . . . . . . . . . . . 20

3.2.1 Monotonicity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20

3.2.2 Boundedness . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21

3.3 Convergent Sequences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21

3.4 The usual rules of limits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23

3.5 Adjacent sequences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24

3.6 Subsequences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24

3.7 Cauchy Sequences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26

3.8 Arithmetic sequences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28

3.8.1 Definition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28

3.8.2 Sum of n terms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28

3.9 Geometric sequences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28

3.9.1 Definition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28

GiiH
v CONTENTS iii [Link]

3.9.2 Sum of n terms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29

4 Real-Valued Functions of a Real Variable 31

4.1 Basics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31

4.1.1 Definition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31

4.1.2 Graph of a function . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31

4.1.3 Operations on functions . . . . . . . . . . . . . . . . . . . . . . . . . 32

4.1.4 Bounded functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33

4.1.5 Monotone functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33

4.1.6 Even and odd functions . . . . . . . . . . . . . . . . . . . . . . . . . . 34

4.1.7 Periodic functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35

4.2 Limits of Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36

4.2.1 Definition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36

4.2.2 Right and left limits . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37

4.2.3 Relationship with limits of sequences . . . . . . . . . . . . . . . . . . 39

4.2.4 Infinite limits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39

4.2.5 Indeterminate forms . . . . . . . . . . . . . . . . . . . . . . . . . . . 39

4.3 Continuous Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40

4.3.1 Continuity at a point . . . . . . . . . . . . . . . . . . . . . . . . . . . 40

4.3.2 Left and right continuity . . . . . . . . . . . . . . . . . . . . . . . . . 40

4.3.3 Properties of continuous functions . . . . . . . . . . . . . . . . . . . . 41

4.3.4 Continuous extension to a point . . . . . . . . . . . . . . . . . . . . . 42

4.3.5 Discontinuous functions . . . . . . . . . . . . . . . . . . . . . . . . . 43

4.3.6 Uniform continuity . . . . . . . . . . . . . . . . . . . . . . . . . . . . 43

4.3.7 The intermediate value theorem . . . . . . . . . . . . . . . . . . . . . 44

GiiiH
 v CONTENTS iv [Link]

4.3.8 Fixed point theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . 44

5 Differentiable Functions 47

5.1 The Derivative . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47

5.1.1 Definition and basic properties . . . . . . . . . . . . . . . . . . . . . . 47

5.1.2 Chain rule . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 50

5.1.3 Inverse function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 50

5.2 Left and Right Derivatives . . . . . . . . . . . . . . . . . . . . . . . . . . . . 51

5.3 Successive Derivatives and Leibnitz’s Rule . . . . . . . . . . . . . . . . . . . 51

5.3.1 Successive derivatives . . . . . . . . . . . . . . . . . . . . . . . . . . 51

5.3.2 Leibnitz formula . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 52

5.4 The Mean Value Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . 53

5.4.1 Extreme values . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 53

5.4.2 Local extremum theorem . . . . . . . . . . . . . . . . . . . . . . . . . 54

5.4.3 Rolle’s theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 54

5.4.4 Mean value theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . 55

5.4.5 Mean value inequality . . . . . . . . . . . . . . . . . . . . . . . . . . 55

5.5 Variation of a Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 56

5.6 L’Hôpital’s Rule . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 56

5.7 Convex Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 57

6 Elementary Functions 59

6.1 Power functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 60

6.1.1 Review of exponents . . . . . . . . . . . . . . . . . . . . . . . . . . . 60

6.1.2 Basic laws of exponents . . . . . . . . . . . . . . . . . . . . . . . . . 60

GivH
v CONTENTS v [Link]

6.1.3 Definition of power functions . . . . . . . . . . . . . . . . . . . . . . . 60

6.2 Logarithm and Exponential Functions . . . . . . . . . . . . . . . . . . . . . . 62

6.2.1 Logarithm . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 62

6.2.2 Exponential . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 64

6.3 Trigonometric Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 66

6.3.1 Sine function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 66

6.3.2 Cosine function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 66

6.3.3 Tangent function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 68

6.3.4 Cotangent function . . . . . . . . . . . . . . . . . . . . . . . . . . . . 69

6.4 Inverse Trigonometric Functions . . . . . . . . . . . . . . . . . . . . . . . . . 70

6.4.1 The function arc-sinus . . . . . . . . . . . . . . . . . . . . . . . . . . 70

6.4.2 The Arccosine Function . . . . . . . . . . . . . . . . . . . . . . . . . 72

6.4.3 The Arctangent function . . . . . . . . . . . . . . . . . . . . . . . . . 73

6.4.4 The Arccotangent function . . . . . . . . . . . . . . . . . . . . . . . . 75

6.5 Hyperbolic Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 76

6.5.1 Hyperbolic cosine . . . . . . . . . . . . . . . . . . . . . . . . . . . . 76

6.5.2 Hyperbolic sine . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 77

6.5.3 Hyperbolic tangent . . . . . . . . . . . . . . . . . . . . . . . . . . . 77

6.5.4 Hyperbolic cotangent . . . . . . . . . . . . . . . . . . . . . . . . . . 77

References 83

GvH
v CONTENTS vi [Link]

GviH
1

Field of Real Numbers

We recall the usual notation for sets of numbers:

N = {0, 1, 2, ·, n, · · · } : is the set of natural numbers.
Z = {· · · , −2, −1, 0, 1, 2, · · · } : is the set of relative integers.
Q = { qp , p ∈ Z, q ∈ N∗ } : is the set of rationals.
D = {r = p
10k
∈ Q, p ∈ Z, k ∈ N} : is the set of decimal numbers.
R : the set of real numbers.
The sets without 0 are respectively denoted by N∗ , Z∗ , Q∗ , D∗ , R∗ .

Remark 1.0.1. N ⊂ Z ⊂ D ⊂ Q ⊂ R.

1.1 Properties of the real numbers

The set of real numbers R has the following two operations:

∀x, y ∈ R : (x, y) −→ x + y (Addition)

∀x, y ∈ R : (x, y) −→ x × y (Multiplication)

with an ordering relation (x ≤ y) or (y ≤ x) satisfying the following axioms :

1. Axiom 1: R is a commutative field. For all x, y, z ∈ R

1
 v CHAPTER 1. FIELD OF REAL NUMBERS 2 [Link]

• (x + y) + z = x + (y + z) (Associative Law for Addition).

• x+y=y+x (Commutative Law for Addition).

• x+0=0 (Identity Law for Addition).

• x + (−x) = 0 (Inverses Law for Addition).

• (xy)z = x(yz) (Associative Law for Multiplication).

• xy = yx (Commutative Law for Multiplication).

• x.1 = x (Identity Law for Multiplication).

• If x , 0, then xx−1 = 1 (Inverses Law for Multiplication).

• x(y + z) = xy + xz (Distributivity).

2. Axiom 2: R is a totally ordered field. For all x, y, z ∈ R

• x≤x (Reflexive Law ).

• If x ≤ y and y ≤ x, then x = y (Antisymmetric Law).

• If x ≤ y and y ≤ z, then x ≤ z (Transitive Law).

• If x ≤ y, then x + z ≤ y + z (Addition Law for Order).

• If x ≤ y and z > 0, then xz ≤ yz (Multiplication Law for Order).

3. Axiom 3:

• For every non-empty subset A of R and bounded above, has an upper bound that we
denote by sup(A).

• For every non-empty subset A of R and bounded below, has a lower bound that we
denote by inf(A).

Remark 1.1.1. Let A be a non-empty subset of R, then:

• A = {x ∈ R | x ∈ A}.

• −A = {x ∈ R | − x ∈ A}.

G2H
v CHAPTER 1. FIELD OF REAL NUMBERS 3 [Link]

Proposition 1.1.1. Newton’s binomial formula

Let x, y ∈ R, and n ∈ N∗ , we have
n
X n!
(x + y)n = Cnk xk yn−k , where Cnk = , 1! = 1 and 0! = 1.
k=0
k!(n − k)!

1.2 Intervals in R

We now define various types of intervals in the real numbers. you most likely encountered
the use of intervals in previous mathematics courses, for example, precalculus and calculus, but
their importance might not have been evident in those courses. By contrast, the various types of
intervals play a fundamental role in real analysis.

Definition 1.2.1. • An open bounded interval is a set of the form

(a, b) = {x ∈ R | a < x < b} ,

where a, b ∈ R and a ≤ b.

• A closed bounded interval is a set of the form

[a, b] = {x ∈ R | a ≤ x ≤ b} ,

where a, b ∈ R and a ≤ b.

• A half-open interval is a set of the form

[a, b) = {x ∈ R | a ≤ x < b} , or (a, b] = {x ∈ R | a < x ≤ b},

where a, b ∈ R and a ≤ b.

• An open unbounded interval is a set of the form

(a, ∞) = {x ∈ R | a < x} , or (−∞, b) = {x ∈ R | x < b}, or (−∞, ∞) = R,

where a, b ∈ R and a ≤ b.

G3H
 v CHAPTER 1. FIELD OF REAL NUMBERS 4 [Link]

• A closed unbounded interval is a set of the form

[a, ∞) = {x ∈ R | a ≤ x} , or (−∞, b] = {x ∈ R | x ≤ b} ,

where a, b ∈ R and a ≤ b.

Notation:
R∗+ = {x ∈ R, x > 0} , R∗− = {x ∈ R, x < 0} , R∗ = R − {0} ,
R+ = {x ∈ R, x ≥ 0} , R− = {x ∈ R, x ≤ 0} .

1.3 Completed number line R: (Extension of R)

Definition 1.3.1. We denote by R the set R ∪ {−∞, +∞}. This set is called a completed number
line.

Order relation in R

R is provided with a total order ≤ extending that of R and further defined by:

∀x ∈ R, −∞ ≤ x ≤ +∞, (in fact −∞ < x < +∞ ).

operations in R

Similarly, the laws + and . of R are "extended" (always commutatively) by posing

1) (+∞) + (+∞) = (+∞) ; (−∞) + (−∞) = (−∞).

2) ∀x ∈ R, x + (+∞) = +∞ ; x + (−∞) = −∞.
3) (+∞)(+∞) = +∞ ; (−∞)(−∞) = +∞ ; (+∞)(−∞) = −∞.
4) ∀x ∈ R∗− , x(+∞) = −∞ ; x(−∞) = +∞.
5) ∀x ∈ R∗+ , x(+∞) = +∞ ; x(−∞) = −∞.

G4H
v CHAPTER 1. FIELD OF REAL NUMBERS 5 [Link]

Indeterminate forms

The following expressions are called indeterminate forms:

∞ 0 ∞ 0
(+∞) + (−∞); 0(−∞); 0(+∞); ; ; 1 , 0 , ∞0 .
∞ 0

1.4 Archimedean property

R R satisfies the following Archimedean property:

∀x ∈ R, ∃ n ∈ N such that : n > x

In other words the set N is not bounded in R.

1.5 Rational and irrational numbers

Definition 1.5.1. The set of rational numbers, denoted Q, is defined by

n o
Q= x∈R|x= p
q
f or some p, q ∈ Z such that q , 0

The elements of R|Q are called irrational numbers.

1.6 Density of Q in R

Theorem 1.6.1. Between every two distinct real numbers x, y there exists a rational number q,
i.e.:

∀x, y ∈ R, x < y =⇒ ∃ q ∈ Q such that x < q < y

Proof 1. Let (x, y) ∈ R2 , assume that x < y. We can introduce n ∈ N∗ such that ny − nx > 1
1 1
(take for example n = 1 + [ ] ). So, n > .
x−y y−x

G5H
 v CHAPTER 1. FIELD OF REAL NUMBERS 6 [Link]

Since ny − nx > 1, there exists p ∈ Z such that nx < p < ny (for example p = [nx] + 1, since
p p
[nx] ≤ nx < [nx] + 1 ≤ nx + 1 < ny ). So x < < y, and = q ∈ Q.
| {z } n n
p

1.7 Absolute value

Definition 1.7.1. The absolute value of a real x, denoted by |x|, is defined as follows:





 x : x>0

|x| = 

0 : x=0




 −x : x < 0




Figure 1.1: graphical presentation of y = |x|

Absolute Value Properties

The absolute value verify the following properties:

1. ∀x ∈ R : |x| ≥ 0

2. ∀x, y ∈ R : |x.y| = |x|.|y|

3. ∀x, y ∈ R : |x + y| ≤ |x| + |y|

G6H
v CHAPTER 1. FIELD OF REAL NUMBERS 7 [Link]

4. ∀x, y ∈ R : ||x| − |y|| ≤ |x + y|

5. ∀ε > 0, ∀x ∈ R : |x − a| < ε ⇔ a − ε ≤ x ≤ ε + a

1.8 Integer part of a real number)

Definition 1.8.1. Let x ∈ R, there exists a relative integer denoted E(x) such that: E(x) ≤ x ≤
E(x) + 1.
Is the greatest integer less than or equal to x.

Figure 1.2: graphical presentation of y = E(x)

Example 1.8.1.

1) E(0.3) = 0, (0 ≤ 0.3 ≤ 0 + 1 = 1).

2) E(3.3) = 3, (3 ≤ 3.3 ≤ 3 + 1 = 4).
3) E(−4) = −4, E(5) = 5.
4) E(−1.5) = −2, (−2 ≤ −1.5 ≤ −2 + 1 = −1).

Properties

1. the integer part is an increasing map.

G7H
 v CHAPTER 1. FIELD OF REAL NUMBERS 8 [Link]

2. ∀x ∈ R, x = E(x) ⇔ x ∈ Z.

3. ∀(x, n) ∈ (R × Z) : E(x + n) = E(x) + n.

1.9 Order in R

In order to distinguish the real numbers from all other ordered fields, we will need one
additional axiom, to which we now turn. This axiom uses the concepts of upper bounds and least
upper bounds, while we are at it, we will also define the related concepts of lower bounds and
greatest lower bounds.

Upper and lower bounds of a set)

Definition 1.9.1. Let A be a non-empty subset of R, we say that:

1. The set A is bounded form above if there is some M ∈ R such that x ≤ M for all x ∈ A.
The number M is called an upper bound of A.

2. The set A is bounded from below if there is some m ∈ R such that x ≥ m for all x ∈ A.
The number m is called a lower bound of A.

3. The set A is bounded iff there exists m and M such that: for any x ∈ A, m ≤ x ≤ M.

4. Let M ∈ R. The number M is the least upper bound (also called a supremum) of A if M
is an upper bound of A, and if M ≤ M 0 for all upper bounds M 0 of A.

5. Let m ∈ R. The number m is the greatest lower bound (also called an infimum) of A if m
is a lower bound of A, and if m ≥ m0 for all lower bounds m0 of A.

Maximum, Minimum

Definition 1.9.2. Let A be a non-empty subset of R, we say that:

1. M ∈ R is a maximum of A and we denote max A if M ∈ A and M is an upper bound of A.

G8H
v CHAPTER 1. FIELD OF REAL NUMBERS 9 [Link]

2. m ∈ R is a minimum of A and we denote min A if m ∈ A and m is a lower bound of A.

Example 1.9.1. 1. Let A =]0, 1[, A is bounded from above by 1 and bounded from below by
0.

• The set of upper bounds is [1, +∞[, this one admits the smallest upper bound which
is 1 < A. So sup(A) = 1 and max(A) does not exist.

• ] − ∞, 0] is the set of lower bounds, this one admits the largest of the lower bounds
which is 0 < A. So inf(A) = 0 and min(A) does not exist.
n o
2. Let B = x ∈ Z : x2 ≤ 49 = {−7, −6, −5, · · · , 5, 6, 7}.

• The set of upper bounds is: M = [7, +∞[ and 7 ∈ B. So sup(B) = max(B) = 7.

• The set of lower bounds is: m =] − ∞, −7] and −7 ∈ B. So inf(B) = min(B) = −7.

3. C =] − ∞, 1]. So C is bounded above by [1, ∞[, and not bounded below. Then, max(C) =
sup(C) = 1 and inf(C), min(C) do not exist.

1.10 The upper and lower bounds characterization

Proposition 1.10.1. Let A be a non empty subset of R.

1. If M ∈ R is an upper bound of A, then:


 ∀x ∈ A : x ≤ M,


M = sup(A) ⇔ 

 ∀ε > 0, ∃ x∗ ∈ A : M − ε < x∗ .



2. If m ∈ R is a lower bound of A, then:


 ∀x ∈ A : x ≥ m,


m = inf(A) ⇔ 

 ∀ε > 0, ∃ x∗ ∈ A : x∗ < m + ε.


n o
Exercise 1.10.1. Let A = xn = 1
2
+ n
2n+1
, n∈N.

1. Show that: ∀xn ∈ A, 1

2
≤ xn < 1.

G9H
 v CHAPTER 1. FIELD OF REAL NUMBERS10 [Link]

2. Find sup(A), and inf(A).

3. Show that: sup(A) = 1.

Solution:

1. We show that ∀xn ∈ A, 1

2
≤ xn < 1. We have ∀n ∈ N : xn = 1
2
+ n
2n+1
. So
∀n ∈ N : 0 ≤ 2n < 2n + 1 ⇒ 0 ≤ 2n
2n+1
< 1,
⇒ 0 ≤ 12 . 2n+1
2n
< 12 ,
⇒ 1
2
≤ 1
2
+ n
2n+1
< 1.
So: ∀n ∈ N : 1
2
≤ xn < 1.

2. We have 1
2
≤ xn < 1, then A is bounded, i.e: inf(A) and sup(A) are exists.
1
2
is a lower bound of A, and 1
2
∈ A ⇒ min(A) = inf(A) = 12 . And 1 is the smallest upper
bound of A, so sup(A) = 1.

3. Let’s show that: sup(A) = 1

We use the characteristic property of the upper bound.

 1 is an upper bound of A,


sup(A) = 1 ⇐⇒ 

 ∀ε > 0, ∃ xn ∈ A (n ∈ N), xn > 1 − ε.



Assume that: xn = 1
2
+ n
2n+1
> 1 − ε, and find n as a function of ε.

xn = 1
2
+ n
2n+1
> 1 − ε ⇒ − 21 + n
2n+1
> −ε,
⇒ 1
2
− n
2n+1
< ε,
⇒ 1
2(2n+1)
< ε,
⇒ 2n + 1 > 1
2ε
,
⇒ n> 1
4ε
− 12 .

So ∃ n = E( 4ε1 − 12 ) + 1, thus sup(A) = 1.

G10H
2

Field of Complex Numbers

We know that the square of a real number is always non-negative e.g. (4)2 = 16 and
(−4)2 = 16. Therefore, the square root of 16 is (±4). What about the square root of a negative
number? It is clear that a negative number can not have a real square root. So we need to extend
the system of real numbers to a system in which we can find out the square roots of negative
numbers. Euler (1707 - 1783) was the first mathematician to introduce the symbol i (iota) for the
√
positive square root of −1 i.e., i = −1.

2.1 Definitions and notations

Definition 2.1.1. A number which can be written in the form a + ib, where a, b are real numbers
√
and i = −1 is called a complex number.

• If z = a + ib is the complex number, then a and b are called real and imaginary parts,
respectively, of the complex number and written as Re(z) = a, Im(z) = b.

• We denote the set of all complex numbers by C.

• Order relations ”greater than” and ”less than” are not defined for complex numbers.

11
 v CHAPTER 2. FIELD OF COMPLEX NUMBERS
12 [Link]

• If the imaginary part of a complex number is zero, then the complex number is known as
purely real number and if the real part is zero, then it is called purely imaginary number.
For example, 2 is a purely real number because its imaginary part is zero and 3i is a purely
imaginary number because its real part is zero.

• Two complex numbers z1 = a + ib and z2 = c + id are said to be equal if a = c and b = d.

2.2 The complex plane

Just as real numbers can be visualized as points on a line, complex numbers can be
visualized as points in a plane: plot z = a + ib at the point (a, b).

Figure 2.1: Plotting points in the complex plane

2.3 Operations on complex numbers

Addition

• Let z1 = a + ib and z2 = c + id be two complex numbers then z1 + z2 = (a + c) + i(b + d).

• Addition of complex numbers is commutative i.e. (z1 + z2 = z2 + z1 ), and it is also

associative i.e. ((z1 + z2 ) + z3 = z1 + (z2 + z3 )).

• The identity element for addition is 0 (∀z = a + ib ∈ C : ∃ 0 = 0 + 0i ∈ C such that z + 0 =

0 + z = z).

G12H
v CHAPTER 2. FIELD OF COMPLEX NUMBERS
13 [Link]

• The additive inverse of z is −z (∀z = a + ib ∈ C : ∃ − z = −a − ib ∈ C such that z + (−z) =

(−z) + z = 0).

Multiplication

• Let z1 = a + ib and z2 = c + id be two complex numbers then z1 .z2 = (ac − bd) + i(ad + bc).

• Multiplication of complex numbers is commutative i.e. (z1 .z2 = z2 .z1 ), and it is also
associative i.e. ((z1 .z2 ).z3 = z1 .(z2 .z3 )).

• The identity element for multiplication is 1 (∀z ∈ C, ∃ 1 = 1 + i0 ∈ C such that z.1 =

1.z = z).

• The multiplicative inverse of z is 1z .

• For complex numbers, multiplication is distributive over addition.

Division

Let z1 = a + ib and z2 (, 0) = c + id. Then

z1 ÷ z2 = a+ib
c+id
= (ac+bd)
c2 +d2
+ i (bc−ad)
c2 +d2

Conjugate of a complex number

Definition 2.3.1. In complex numbers, we define something called the conjugate of a complex
number which is given by z = a − ib. The conjugate is therefore simply a change the sign of the
imaginary part, i.e., (Re(z) = Re(z), and Im(z) = −Im(z)).

For example, if z1 = 3 + 2i then z1 = 3 − 2i, if z2 = −4 − i then z2 = −4 + i, if z3 = 5 − 3i

then z3 = 5 + 3i.
properties:

1. z = z.

G13H
 v CHAPTER 2. FIELD OF COMPLEX NUMBERS
14 [Link]

2. z + z = 2Re(z), z − z = 2iIm(z).

3. z = z ⇐⇒ z is purely real.

4. z + z = 0 ⇐⇒ z is purely imaginary.

5. z.z = {Re(z)}2 + {Im(z)}2 .

6. (z1 + z2 ) = z1 + z2 , (z1 − z2 ) = z1 − z2 .

7. (z1 .z2 ) = z1 .z2 , ( zz12 ) = (z1 )

(z2 )
, (z2 , 0).

Modulus of a complex number

Definition 2.3.2. For any complex number z = a + ib, the real number r = |z|, defined by:
√
r = |z| = a2 + b2

is called the modulus of z.

Properties:

1. |z2 | = z × z, |z| = |z|, |z1 .z2 | = |z1 |.|z2 |.

2. |z| = 0 ⇔ z = 0, i.e., Re(z) = 0, and Im(z) = 0.

3. |z1 + z2 | ≤ |z1 | + |z2 |, (Triangle inequality).

4. | zz21 | = |z1 |
|z2 |
, z2 , 0.

5. | 1z | = 1
|z|
, z , 0.

6. |Re(z)| ≤ |z|, and |Im(z)| ≤ |z|.

Proof 2. (of Triangle inequality)

|z1 + z2 |2 = (z1 + z2 )(z1 + z2 )
= z1 z1 + z2 z2 + z1 z2 + z1 z2
= |z1 |2 + |z2 |2 + 2Re(z1 z2 )
≤ |z1 |2 + |z2 |2 + 2|z1 z2 |
≤ (|z1 | + |z2 |)2

G14H
v CHAPTER 2. FIELD OF COMPLEX NUMBERS
15 [Link]

Argument

Definition 2.3.3. For any z ∈ C, a number θ ∈ R such that z = |z| (cos θ + i sin θ) is called an
argument of z and denoted by θ = arg(z) = tan−1 ba .
the relationship connecting r and θ to a and b is: a = r cos θ and b = r sin θ. i.e.,

 cos θ = r ,

 a
arg (z) = 

 sin θ = b .


r

properties:

1. arg (z1 .z2 ) = arg (z1 ) + arg (z2 ).

2. arg (zn ) = n arg (z).

3. arg ( 1z ) = − arg (z).

4. arg (z) = − arg (z).

5. arg ( zz12 ) = arg (z1 ) − arg (z2 ).

2.4 Trigonometric form

√
Let z = a + ib, r = |z| = a2 + b2 , and θ = arg (z). We have a = r cos θ, b = r sin θ, so:

z = a + ib = r cos θ + ir sin θ = r (cos θ + i sin θ) = r eiθ .

This is the trigonometric form of z. This representation is very useful for the multiplication and
division of complex numbers:

• z1 × z2 = r1 eiθ1 × r2 eiθ2 = r1 .r2 ei(θ1 +θ2 ) .

r1 eiθ1
• z1
z2
= r2 eiθ2
= r1 i(θ1 −θ2 )
r2
e .

G15H
 v CHAPTER 2. FIELD OF COMPLEX NUMBERS
16 [Link]

2.5 Inverse Euler formula

Euler’s formula gives a complex exponential in terms of sines and cosines. We can turn
this around to get the inverse Euler formulas.
Euler’s formula says:

eit = cos(t) + i sin(t) and e−it = cos(t) − i sin(t).

By adding and subtracting we get:

eit +e−it eit −e−it

cos(t) = 2
and sin(t) = 2i
.

2.6 Moivre’s formula

For positive integers n we have the Moivre’s formula:

(cos θ + i sin θ)n = cos(nθ) + i sin(nθ)

Proof 3. This is a simple consequence of Euler’s formula:

(cos θ + i sin θ)n = (eiθ )n = einθ = cos(nθ) + i sin(nθ).

Application:
By developing the Moivre formula using the Newton binomial formula:

(cos θ + i sin θ)n = k=0 C n (cos θ) (i sin θ)k .

Pn k n−k

Where Cnk = n!
k!(n−k)!
, Cnn = n!
n!(0)!
= 1, and Cn0 = n!
0!(n)!
= 1.
We have
(cos θ + i sin θ)n = Cn0 (cos θ)n (i sin θ)0 + Cn1 (cos θ)n−1 (i sin θ)1 + · · · + Cnk (cos θ)n−k (i sin θ)k + · · · +
Cnn (cos θ)0 (i sin θ)n .
So, we get
The real part:

G16H
v CHAPTER 2. FIELD OF COMPLEX NUMBERS
17 [Link]

(cos nθ) = (cos θ)n − Cn2 (cos θ)n−2 (sin θ)2 + Cn4 (cos θ)n−4 (sin θ)4 + · · ·
and
The imaginary part:
(sin nθ) = Cn1 (cos θ)n−1 (sin θ)1 − Cn3 (cos θ)n−3 (sin θ)3 + · · ·

Example 2.6.1. For n = 3:

(cos(θ) + i sin(θ))3 =
P3 k 3−k
k=0 C 3 (cos(θ)) (i sin(θ))k
= cos3 (θ) + 3i cos2 (θ) sin(θ) − 3 cos(θ) sin2 (θ) − i sin3 (θ).

By identifying the real and imaginary parts, we deduce that:

cos(3θ) = cos3 (θ) − 3 cos(θ) sin2 (θ), and sin(3θ) = 3 cos2 (θ) sin(θ) − sin3 (θ).

2.7 n-th root of a Complex Number

Definition 2.7.1. A complex number w is an n − th root of z if:

wn = z.

We use the Moivre’s Theorem to develop a general formula for finding the n−th roots of a nonzero
complex number. Suppose that w = ρ(cos(θ0 ) + i sin(θ0 )) is an n − th root of z = r(cos(θ) + i sin(θ)).
Then
 

 wn
= z  ρ =r

 n
=⇒ 

 
 ρn ei n θ0 = reiθ


  nθ0 = θ + 2kπ, 0 ≤ k ≤ n − 1.



So
 √
 ρ=
n


 r
 θ0 = θ+2kπ , 0 ≤ k ≤ n − 1



n

thus, if z = r(cos(θ) + i sin(θ)), then the n distinct complex numbers

√ 
r cos θ+2kπ θ+2kπ

n
n
+ i sin n
, 0≤k ≤n−1

G17H
 v CHAPTER 2. FIELD OF COMPLEX NUMBERS
18 [Link]

are the n − th roots of the complex number z.

Particular case:
If z = 1, the n − th roots of 1 are

cos( 2kπ
n
) + i sin( 2kπ
n
), 0 ≤ k ≤ n − 1.

Exercise 2.7.1. Write the following numbers in algebraic form:

!2
1+i
1. z1 = .
3 + 2i
−2 + i 2i
2. z2 = + (1 − 2i)2 + .
i 3−i

Solution:

(1 + i)2 2i 2i(5 − 12i) 24 10

1. z1 = = = = + i.
(3 + 2i) 2 5 + 12i 169 169 169
2i(3 + i) 11 7
2. z2 = 2i + 1 − 3 − 4i + = − − i.
10 5 5
 √ 2003
 1 3 
Exercise 2.7.2. Calculate − − i  .
2 2

Solution:
 √ 2003 √
 1 3   4π 2003 8012π 2π 2π 1 3
− − i  = ei 3 = ei 3 = ei2670π ei 3 = ei 3 = − + i .
2 2 2 2
Exercise 2.7.3. Using exponential notation, find the formulas:

cos(θ + θ0 ) = cos θ cos θ0 − sin θ sin θ0 .

sin(θ + θ0 ) = sin θ cos θ0 − cos θ sin θ0 .

Solution:
We have ei(θ+θ ) = eiθ eiθ = (cos θ + i sin θ) (cos θ0 + i sin θ0 ), hence ei(θ+θ ) = cos θ cos θ0 −
0 0 0

sin θ sin θ0 + i (cos θ sin θ0 + sin θ cos θ0 ) by taking the real parts and the imaginary parts, we
obtain the results.

G18H
3

The Numerical Sequences

3.1 The general concept of a sequence

3.1.1 Definition

Definition 3.1.1. A sequence of real numbers is a real-valued function whose domain is the set
of natural numbers N to the real numbers R i.e:

u : N −→ R,
n 7−→ un .

The elements of a sequence are called the terms. The n − th term un or u(n) is called the
general term of the sequence.

√ √ √
Example 3.1.1. 1. ( n)n≥0 is the sequence of terms: 0, 1, 2, 3, · · · .

2. ((−1)n )n≥0 is the sequence of terms that are alternated: +1, −1, +1, −1, · · · .

19
 v CHAPTER 3. THE NUMERICAL SEQUENCES
20 [Link]

3.1.2 Explicit definition

By an explicit definition of the general term of the sequence (un ) i.e.: Express un in terms
of n. For example: un = 3n + 1, vn = sin(nπ/6), wn = (1/2)n .

3.1.3 Definition by recurrence

By a recurrence formula, i.e. a relationship that links any term in the sequence to the one
that precedes it. In this case, to calculate un , you need to calculate all the terms that precede it.
For example

 u0 = 1,




 un+1 = 2un + 3, n ∈ N.



3.2 Qualitative features of sequences

3.2.1 Monotonicity

Definition 3.2.1. A sequence un is called increasing (or strictly increasing) if un ≤ un+1 (or
un < un+1 ), for all n ∈ N.
Similarly a sequence un is decreasing (or strictly decreasing) if un ≥ un+1 (or un > un+1 ), for all
n ∈ N.
If a sequence is increasing (or strictly increasing), decreasing (or strictly decreasing ), it is said
to be monotonic (or strictly monotonic).
2n −1
Example 3.2.1. The sequence un = 2n
which starts

, , , ,···
1 3 7 15
2 4 8 16

is increasing. On the other hand, the sequence vn = n+1

n
which starts

, , , ,···
2 3 4 5
1 2 3 4

is decreasing.

G20H
v CHAPTER 3. THE NUMERICAL SEQUENCES
21 [Link]

3.2.2 Boundedness

Definition 3.2.2. Let (un )n∈N be a real sequence.

• A sequence (un )n∈N is bounded from above if ∃M ∈ R, ∀ n, un ≤ M.

• A sequence (un )n∈N is bounded from below if ∃m ∈ R, ∀ n, un ≥ m.

• A sequence (un )n∈N is bounded iff: it is bounded from above and bounded from below
which means: ∃M ∈ R+ , ∀ n, |un | ≤ M

Remark 3.2.1. If a sequence {un }∞

n=0 is increasing, then it is bounded from below by u0 , and if it

is decreasing, then it is bounded from above by u0 .

Theorem 3.2.1. If the sequence (un ) is bounded and monotonic, then limn→∞ un exists.

Proof 4. Suppose that (un ) is increasing sequence, and sup un = M. then for given ε > 0, there
n∈N
exists n0 such that M − ε ≤ un0 . Since (un ) is increasing, we have un0 ≤ un for all n ≥ n0 . This
implies that

M − ε ≤ un ≤ M ≤ M + ε, ∀n ≥ n0 .

That is un −→ M. For decreasing sequences we have un −→ m such that m = inf un and its proof
n∈N
is similar.

3.3 Convergent Sequences

Definition 3.3.1. We say that the sequence un converges to the scalar l iff

∀ε > 0, ∃ n0 ∈ N : ∀n ≥ n0 : |un − l| < ε.

In this case we write limn→∞ un = l, (l f inite). If there is no finite value l so that limn→∞ un = l,
then we say that the limit does not exist, or equivalently that the sequence diverges.

Remark 3.3.1. Any open interval with center l contains all the terms of the sequence from a
certain rank.

G21H
 v CHAPTER 3. THE NUMERICAL SEQUENCES
22 [Link]

 n
Example 3.3.1. 1. un = 3
4
.
 n
= limn→+∞ en ln( 4 ) = 0. So (un ) converges to 0.
3
limn→+∞ un = limn→+∞ 3
4

2. vn = (−1)n . vn is a divergent sequence.

3. wn = sin(n). The limit of wn does not exist, so wn is divergent.

Example 3.3.2. Consider:

Proposition 3.3.1. If the sequence an is convergent then it has a unique limit.

Proof 5. Assume that limn→+∞ un = l, and limn→+∞ un = l0 , we need to show that l = l0 .

• limn→+∞ un = l ⇐⇒ ∀ε > 0, ∃ n0 ∈ N : ∀ n ≥ n0 : |un − l| < 2ε .

and

G22H
v CHAPTER 3. THE NUMERICAL SEQUENCES
23 [Link]

• limn→+∞ un = l0 ⇐⇒ ∀ε > 0, ∃ n1 ∈ N : ∀ n ≥ n1 : |un − l0 | < 2ε .

ε ε
We have |l − l0 | = |l − un + un − l0 | ≤ |l − un | + |un − l0 | ≤ 2
+ 2
= ε. So ∀ε > 0 : |l − l0 | < ε, then
l = l0 .

Proposition 3.3.2. If the sequence un converges to l, then |un | converges to |l|.

Proposition 3.3.3. any convergent sequence is bounded.

Proof 6. Suppose a sequence (un ) converges to u. Then, for ε = 1, there exist N such that

|un − u| ≤ 1, ∀n ≥ N.

This implies |un | ≤ |u| + 1 for all n ≥ N. If we let

M = max {|u1 | , |u2 | , · · · , |uN−1 |} ,

then |un | ≤ M + |u| + 1 for all n. Hence (un ) is a bounded sequence.

Remark 3.3.2. • If (un )n∈N is increasing and bounded from above, then (un )n∈N converges to
l = sup un .

• If (un )n∈N is decreasing and bounded from below, then (un )n∈N is converges to l = inf un .

3.4 The usual rules of limits

If (un ) and (vn ) are convergent sequences to l and l0 respectively, and α is any real constant
then:

1) limn→+∞ (un + vn ) = l + l0 , 5) limn→+∞ 1

un
= 1l , l , 0,
2) limn→+∞ (un × vn ) = l × l0 , 6) i f un ≤ vn , then l ≤ l0 ,
3) limn→+∞ (αun ) = αl, 7) i f l = l0 , and un ≤ wn ≤ vn , then limn→+∞ wn = l.

G23H
 v CHAPTER 3. THE NUMERICAL SEQUENCES
24 [Link]

3.5 Adjacent sequences

Definition 3.5.1. We say that two real sequences (un ), and (vn ) are adjacent if they satisfy the
following properties:

1. (un ) is increasing, and (vn ) is decreasing,

2. limn→∞ (un − vn ) = 0.

Theorem 3.5.1. If (un ) and (vn ) are adjacent sequences, then they converge to the same limit.

Proof. We assume that (un ) is increasing and (vn ) is decreasing. Let wn = un − vn , then

wn+1 − wn = un+1 − vn+1 − un + vn ,

= (un+1 − un ) − (vn+1 − v1 ),
≥ 0.

and limn→∞ wn = limn→∞ (un − vn ) = 0. Since (wn ) is an increasing sequence and limn→∞ wn = 0,
then ∀n ∈ N : wn ≤ 0 ⇒ un ≤ vn .
Therefore, ∀n ∈ N : u0 ≤ un ≤ vn ≤ v0 . the sequence (un ) is convergent since it is increasing and
bounded from above by v0 , also the sequence (vn ) is convergent, and since limn→∞ (un − vn ) = 0
we deduce that limn→∞ un = limn→∞ vn . 

Exercise 3.5.1. Show that the two sequences (un ) and (vn ) are adjacent:

• un = 1 + n!1 , and vn = n
n+1
.

• un = vn = un +
Pn 1 2
k=1 k2 and n+1
.

3.6 Subsequences

It is useful to sometimes consider only some terms of a sequence. A subsequence of

{un }∞ ∞
n=1 is a sequence that contains only some of the numbers from {un }n=1 in the same order.

G24H
v CHAPTER 3. THE NUMERICAL SEQUENCES
25 [Link]

Definition 3.6.1. The sequence (uφ(n) )n∈N is a subsequence of the sequence (un )n∈N if φ : N −→ N
is a strictly increasing sequence of natural numbers.

Example 3.6.1. Consider the sequence

 ∞ n o
un = 1
n n=1
= 1, 21 , 13 , · · · , 1n , · · · ,

then letting nk = 2k yields the subsequence

 ∞ n o
u2k = 1
2k k=1
= , ,···
1 1
2 4
, 2k1 , · · · ,

and letting nk = 2k + 1 yields the subsequence

1 ∞
  n o
u2k+1 = 2k+1 k=1
= , ,···
1 1
3 5
, 2k+1
1
,··· .

∞
Proposition 3.6.1. If {un }∞

n=1 is a convergent sequence, then every subsequence uni i=1 is also
convergent, and

limn→+∞ un = limi→+∞ uni .

Proof 7. Let uni denote a subsequence of un . Note that ni ≥ i for all i. This easy to prove by
induction: in fact, n1 ≥ 1 and ni ≥ i implies that ni+1 > ni ≥ i and hence ni+1 ≥ i + 1.
Let lim un = u, and let ε > 0. There exists N so that n > N implies |un − u| < ε. Now

i > N =⇒ ni > N =⇒ uni − u < ε.

therefore lim uni = u.

i→∞

Corollary 3.6.1. Let (un ) be a sequence, if it admits a divergent subsequence, or if it admits two
subsequences converging to distinct limits, then (un ) is diverges.

Theorem 3.6.1. (Bolzano-Weierstrass)

Every bounded sequence has a convergent subsequence.

To prove the Bolzano-Weierstrass theorem, we will first need two lemmas.

Lemma 3.6.1. All bounded monotone sequences converge.

G25H
 v CHAPTER 3. THE NUMERICAL SEQUENCES
26 [Link]

Proof 8. Let (un ) be a bounded, nondecreasing sequence. Let U denote the set un , n ∈ N. Then
let b = sup U (the supremum of U).
Choose some ε > 0. Then there is a corresponding N such that uN > b − ε. Since (un ) is
nondecreasing, for all n > N, un > b − ε. But (un ) is bounded, so we have b − ε < un ≤ b. But
this implies |un − b| < ε, so lim un = b.
(The proof for nonincreasing sequences is analogous.)

Lemma 3.6.2. Every sequence has a monotonic subsequence.

Proof 9. First a definition: call the nth term of a sequence dominant if it is greater than every
term following it. For the proof, note that a sequence (un ) may have finitely many or infinitely
many dominant terms.
First we suppose that (un ) has infinitely many dominant terms. Form a subsequence (unk ) solely of
dominant terms of (un ). Then unk+1 < unk k by definition of ŞdominantŤ, hence (unk ) is a decreasing
(monotone) subsequence of (un ).
For the second case, assume that our sequence (un ) has only finitely many dominant terms. Select
n1 such that n1 is beyond the last dominant term. But since n1 is not dominant, there must be
some m > n1 such that um > un1 . Select this m and call it n2 . However, n2 is still not dominant,
so there must be an n3 > n2 with un3 > un2 , and so on, inductively. The resulting sequence
u1 , u2 , u3 , · · · is monotonic (nondecreasing).

Proof 10. (of Bolzano-Weierstrass)

The proof of the Bolzano-Weierstrass theorem is now simple: let (un ) be a bounded sequence. By
Lemma (3.6.2) it has a monotonic subsequence. By Lemma (3.6.1), the subsequence converges.

3.7 Cauchy Sequences

Definition 3.7.1. A real sequence (un ) is called a Cauchy sequence if for every ε > 0, there
exists an N ∈ N such that ∀m, n ∈ N, if m, n ≥ N then

|un − um | ≤ ε.

Proposition 3.7.1. If a sequence is Cauchy, then it is bounded.

G26H
v CHAPTER 3. THE NUMERICAL SEQUENCES
27 [Link]

Proof 11. we have a Cauchy sequence:

∀ε > 0, ∃ N s.t ∀ n, m > N, |un − um | < ε.

we want to prove: this sequence is bounded: ∀ n, |un | < C. Note that |un | = |un − um + um | ≤
|un − um | + |um | by the Triangle Inequality set ε = 1, because this sequence is Cauchy, ∃ N such
that ∀ m, n > N, |un − um | < 1. Set m = N + 1. Combined with our initial note, we can rewrite
the following: |un | < 1 + |uN+1 |, and this is true for ∀ n > N.
This bounds all the terms beyond the Nth. Looking at the terms before the Nth term, we can find
the maximum of them and note that this bounds that part of the sequence:

|un | < max (|u1 | , |u2 | , · · · , |uN |)

and this is true for n ≤ N. By choosing the maximum of either 1 + |uN+1 | or the maximum of
the aforementioned set, we can find our C which bounds all the terms in the sequence. We have
shown the sequence is bounded.

Proposition 3.7.2. (un )n∈N is a Cauchy sequence ⇔ (un )n∈N is convergent.

Proof 12. Suppose (xn ) is a convergent sequence, and lim(xn ) = x. Let ε > 0. We can find
ε
N ∈ N such that for all n ≥ N, |xn − x| < . Therefore, by the triangle inequality, for all
ε 2ε
m, n ≥ N, |xm − xn | ≤ |xm − x| + |x − xn | < + = ε. So (xn ) is Cauchy.
2 2
Conversely, suppose (xn ) is Cauchy. Let ε > 0. By a result proved in class, (xn ) is bounded. By
Bolzano-Weierstrass, it has a convergent subsequence (xnk ) with lim(xnk ) = x for some x. We
ε
can find K ∈ N such that for all k ≥ K, xnk − x < . We can also find M such that for all
ε 2
m, n ≥ M, |xm − xn | < . Let N = sup K, M. Then since nk ≥ k for all k, if k ≥ N, we have that
2 ε ε
k, nk ≥ M and nk ≥ K. Therefore, for all k ≥ N, |xn − x| ≤ xn − xnk + xnk − x < + = ε by
2 2
the Triangle Inequality. Therefore, (xn ) is Cauchy.

G27H
 v CHAPTER 3. THE NUMERICAL SEQUENCES
28 [Link]

3.8 Arithmetic sequences

3.8.1 Definition

A simple way to generate a sequence is to start with a number u0 , and add to it a fixed
constant r, over and over again. This type of sequence is called an arithmetic sequence.

Definition 3.8.1. the sequence (un ) is an arithmetic sequence with first term u0 and common
difference r if and only if for any integer n ∈ N we have

un+1 = un + r, (un = u0 + n.r).

More generally: un = u p + (n − p).r.

3.8.2 Sum of n terms

For the arithmetic sequence

S n = u0 + u1 + · · · + un−1 = n. u0 +u2 n−1 .

3.9 Geometric sequences

3.9.1 Definition

Another simple way of generating a sequence is to start with a number v0 and repeatedly
multiply it by a fixed nonzero constant q. This type of sequence is called a geometric sequence.

Definition 3.9.1. the sequence (vn ) is a geometric sequence with first term v0 and common ratio
q ∈ R∗ if and only if for any integer n ∈ N we have

vn+1 = [Link] , (vn = v0 .qn ).

More generally: vn = v p .qn−p .

G28H
v CHAPTER 3. THE NUMERICAL SEQUENCES
29 [Link]

3.9.2 Sum of n terms

For a geometric sequence, if S n = 1 + q + q2 + · · · + qn , then


 n + 1 si q = 1,


Sn = 

n+1
 1−q

 si q , 1.
1−q

Exercise 3.9.1. Let (an )n be a sequence defined by:

 √
 a1 = 2,



 √
 an+1 = an + 2, f or n ≥ 1.



1. Prove that an < 2 for all n ∈ N.

2. Prove that {an } is an increasing sequence.

3. Prove that lim an = 2.

n→∞

Solution:

1. Clearly, a1 < 2. Suppose that ak < 2 for k ∈ N. Then

√ √
ak+1 = 2 + ak < 2 + 2 = 2.

By induction, an < 2 for all n ∈ N.

√ q √
2. Clearly, a1 = 2 < 2 + 2 = a2 . Suppose that ak < ak+1 f ork ∈ N. Then

ak + 2 < ak+1 + 2

which implies

√ √
ak + 2 < ak+1 + 2.

Thus, ak+1 < ak+2 . By induction, an < an+1 for all n ∈ N. Therefore, {an } is an increasing
sequence.

G29H
 v CHAPTER 3. THE NUMERICAL SEQUENCES
30 [Link]

√
3. By the monotone convergence theorem, lim an exists. Let l = lim an , since an+1 = 2 + an
n→∞ n→∞
and lim an+1 = l, we have
n→∞

√
l= 2 + l, or l2 = 2 + l.

Solving this quadratic equation yields l = −1 or l = 2. Therefore, lim an = 2.

n→∞

Exercise 3.9.2. Let a and b be two positive real numbers with a < b. Define a1 = a, b1 = b, and

√ an + bn
an+1 = an bn , and bn+1 = , for n ≥ 1.
2

Show that {an } and {bn } are convergent to the same limit.

Solution:
Observe that

an + bn √
bn+1 = ≥ an bn = an+1 for all n ∈ N.
2

Thus

√ √
an+1 = an bn ≥ an an = an for all n ∈ N.

Hence

an + bn bn + bn
bn+1 = ≤ = bn for all n ∈ N.
2 2

It follows that {an } is monotone increasing and bounded above by b1 , and {bn } is decreasing and
bounded below by a1 . Let x = lim an , and y = lim bn . Then
n→∞ n→∞

√ x+y
x= xy and y = .
2

Therefore, x = y.

G30H
4

Real-Valued Functions of a Real Variable

4.1 Basics

4.1.1 Definition

Definition 4.1.1. Let D ⊆ R. A function f from D into R is a rule which associates with each
x ∈ D one and only one y ∈ R. We denote

f : D −→ R,
x 7−→ f (x).

D is called the domain of the function. If x ∈ D, then the element y ∈ R which is associated with
x is called the value of f at x or the image of x under f , y is denoted by f (x).

4.1.2 Graph of a function

Definition 4.1.2. Each couple (x, f (x)) corresponds to a point in the xy−plane. The set of all
these points forms a curve called the graph of the function f .

G f = {(x, y)| x ∈ D, y = f (x)}.

31
 v CHAPTER 4. REAL-VALUED FUNCTIONS32OF A REAL VARIABLE [Link]

Figure 4.1: Graph of function f (x) = 1/3x3 − x in interval [−2, 2].

4.1.3 Operations on functions

Arithmetic

Let f, g : D −→ R be tow functions, then:

1. ( f ± g)(x) = f (x) ± g(x), ∀x ∈ D,

2. ( f.g)(x) = f (x).g(x), ∀x ∈ D,
!
f f (x)
3. (x) = , g(x) , 0, ∀x ∈ D,
g g(x)

4. (λ. f )(x) = λ. f (x), ∀x ∈ D, λ ∈ R.

Composition

Let f : D −→ R and let g : E −→ R, if f (D) ⊆ E, then g composed with f is the function

g ◦ f : D −→ R defined by g ◦ f = g[ f (x)].

Restriction

We say that g is a restriction of the function f if:

g(x) = f (x) and D(g) ⊆ D( f ).

Example 4.1.1. f (x) = ln |x|, and g(x) = ln x, ∀x ∈]0, +∞[: g(x) = f (x), and D(g) ⊆ D( f ).

G32H
v CHAPTER 4. REAL-VALUED FUNCTIONS33OF A REAL VARIABLE [Link]

4.1.4 Bounded functions

Definition 4.1.3. Let f : D −→ R be a function, then:

• We say that f is bounded from below on its domain D( f ) if

∀x ∈ D( f ), ∃ m ∈ R : m ≤ f (x).

• We say that f is bounded from above on its domain D( f ) if

∀x ∈ D( f ), ∃ M ∈ R : f (x) ≥ M.

• Function is bounded if it is bounded from below and above.

Definition 4.1.4. Let f, g : D −→ R be two functions, then:

• f ≥ g si ∀x ∈ D : f (x) ≥ g(x).

• f ≥ 0 si ∀x ∈ D : f (x) ≥ 0.

• f > 0 si ∀x ∈ D : f (x) > 0.

• f is said to be constant over D if ∃a ∈ R, ∀x ∈ D : f (x) = a.

• f is said to be zero over D if ∀x ∈ D : f (x) = 0.

4.1.5 Monotone functions

Definition 4.1.5. Consider f : D( f ) ⊆ R −→ R. For all x, y ∈ D, we have:

• f is increasing ( or strictly increasing) over D if: x ≤ y ⇒ f (x) ≤ f (y), (or x < y ⇒

f (x) < f (y)).

• f is decreasing ( or strictly decreasing) over D if: x ≤ y ⇒ f (x) ≥ f (y), (or x < y ⇒

f (x) > f (y)).

G33H
 v CHAPTER 4. REAL-VALUED FUNCTIONS34OF A REAL VARIABLE [Link]

• f is monotone (or strictly monotone) over D if f is increasing or decreasing (strictly

increasing or strictly decreasing).

Proposition 4.1.1. A sum of two increasing (decreasing) functions is an increasing (decreasing)

function.

Proof 13. By induction on N ≥ 1, for any reals a1 , a2 , · · · , aN , b1 , b2 , · · · , bN with ai < b1 for

all i = 1, · · · , N, we have:

N N
ai <
P P
bi .
i=1 i=1

Assume first that the fi are all monotone increasing (and that this means strictly). In any case we
assume that they’re all "the same kind of monotone".
Given reals x, y with x < y, letting ai = fi (x), and bi = fi (y), we have ai < bi for all i, so:

N N
g(x) = ai < bi = g(y),
P P
i=1 i=1

so g is monotone increasing too. Similarly if the fi are monotone decreasing.

Corollary 4.1.1. If f is strictly monotone on D, then f is injective.

Indeed:
 
   f (x) < f (y)
 x , y  
 =⇒ 
   =⇒ f (x) , f (y).
or


x<y
 

 
f (x) > f (y)

Example 4.1.2. Consider the function f = 2x + 1. We have

∀ x, y ∈ R, x < y =⇒ 2x < 2y =⇒ 2x + 1 < 2y + 1 =⇒ f (x) < f (y)

so f is strictly increasing then f is injective.

4.1.6 Even and odd functions

Definition 4.1.6. • We say that function f : D( f ) −→ R is even if

G34H
v CHAPTER 4. REAL-VALUED FUNCTIONS35OF A REAL VARIABLE [Link]

∀x ∈ D( f ) : f (−x) = f (x).

• We say that function f : D( f ) −→ R is odd if

∀x ∈ D( f ) : f (−x) = − f (x).

Remark 4.1.1. 1. Graph of an even function is symmetric with, respect to the y axis.

2. Graph of an odd function is symmetric with, respect to the origin.

3. Domain of an even or odd function is always symmetric with respect to the origin.

4.1.7 Periodic functions

Definition 4.1.7. A function f : D( f ) −→ R is called periodic if ∃ T ∈ R∗+ such that:

1. x ∈ D( f ) ⇒ x ± T ∈ D( f ),

2. x ∈ D( f ) : f (x ± T ) = f (x).

Number T is called a period of f .

G35H
 v CHAPTER 4. REAL-VALUED FUNCTIONS36OF A REAL VARIABLE [Link]

4.2 Limits of Functions

4.2.1 Definition

Definition 4.2.1. A set U ⊂ R is a neighborhood of a point x ∈ R if:

]x − δ, x + δ[⊂ U,

for some δ > 0. The open interval ]x − δ, x + δ[ is called a δ−neighborhood of x.

Example 4.2.1. If a < x < b then the closed interval [a, b] is a neighborhood of x, since it
contains the interval ]x − δ, x + δ[ for sufficiently small δ > 0. On the other hand, [a, b] is not a
neighborhood of the endpoints a, b since no open interval about a or b is contained in [a, b].

Definition 4.2.2. Let f be a function defined in the neighborhood of x0 except perhaps at x0 . A

number l ∈ R is the limit of f at x0 if:

∀ε > 0, ∃ δ > 0, ∀x , x0 : |x − x0 | < δ ⇒ | f (x) − l| < ε.

Notation: lim x→x0 f (x) = l.

Example 4.2.2. Let

f : R −→ R
x −→ 5x − 3

Show that lim x→1 f (x) = 2.

By definition: ∀ε > 0, ∃ δ > 0, ∀x , 1 : |x − 1| < δ ⇒ | f (x) − l| < ε. So we have:

∀ε > 0, |5x − 3 − 2| < ε ⇒ |5x − 5| < ε ⇒ 5 |x − 1| < ε.

ε ε
Then: |x − 1| < , so ∃ δ = > 0 such that lim x→1 f (x) = 2.
5 5

G36H
v CHAPTER 4. REAL-VALUED FUNCTIONS37OF A REAL VARIABLE [Link]

4.2.2 Right and left limits

Definition 4.2.3. Let f be a function defined in the neighborhood of x0 .

• We say that f has a limit l to the right of x0 if:

∀ε > 0, ∃ δ > 0, ∀x0 < x < x0 + δ ⇒ | f (x) − l| < ε.

We write lim x→x0+ f (x) = lim x−→x

> f (x) = l.
0

• We say that f has a limit l to the left of x0 if:

∀ε > 0, ∃ δ > 0, ∀x0 − δ < x < x0 ⇒ | f (x) − l| < ε.

We write lim x→x0− f (x) = lim x−→x

< f (x) = l.
0

• If f admits a limit at the point x0 then:

lim x→x0 f (x) = lim x→x0+ f (x) = lim x→x0− f (x) = l.

Example 4.2.3. Consider the integer part function at the point x = 2.

Figure 4.2: Graph of function f (x) = E(x).

• Since x ∈]2, 3[, we have: E(x) = 2, and lim x→2+ E(x) = 2.

• Since x ∈]1, 2[, we have: E(x) = 1, and lim x→2− E(x) = 1.

G37H
 v CHAPTER 4. REAL-VALUED FUNCTIONS38OF A REAL VARIABLE [Link]

Since these two limits are different, we deduce that the function f (x) = E(x) has no limit at x = 2.

Theorem 4.2.1. If lim x→x0 f (x) exists, then it is unique. That is, f can have only one limit at x0 .

Proof 14. We assume that f has two different limits at point x0 ; l and l0 (l , l0 ). We have
ε
lim f (x) = l ⇐⇒ ∀ε > 0, ∃ δ1 > 0, ∀ x , x0 , |x − x0 | < δ1 =⇒ | f (x) − l| <
x→x0 2
ε
lim f (x) = l ⇐⇒ ∀ε > 0, ∃ δ2 > 0, ∀ x , x0 , |x − x0 | < δ2 =⇒ | f (x) − l | <
0 0
x→x0 2
We pose δ = min(δ1 , δ2 ), and ε < |l − l0 |, then

ε

| f (x) − l| <



2




∀ ε > 0, ∃ δ > 0, ∀ x , x0 , |x − x0 | < δ =⇒ 


 and
ε


 | f (x) − l0 | <




2
we have

|l − l0 | = |l − l0 + f (x) − f (x)|
≤ | f (x) − l| + | f (x) − l0 | .
ε ε
≤ + =ε
2 2

Hence the contradiction with ε < |l − l0 |. So l = l0 .

Proposition 4.2.1. If lim x→x0 f (x) = l, and lim x→x0 g(x) = l0 , l, l0 ∈ R, then:

1. lim x→x0 (λ. f )(x) = λ. lim x→x0 f (x) = λ.l, ∀λ ∈ R.

2. lim x→x0 ( f + g)(x) = l + l0 , and lim x→x0 ( f × g)(x) = l × l0 .

 
1 1
3. If l , 0, then lim x→x0 = .
f (x) l

4. lim x→x0 g ◦ f = l0 .
 
f (x) l
5. lim x→x0 = 0 , l0 , 0.
g(x) l

6. lim x→x0 | f (x)| = |l|.

7. If f ≤ g, then l ≤ l0 .

8. If f (x) ≤ g(x) ≤ h(x), and lim x→x0 f (x) = lim x→x0 h(x) = l ∈ R, then lim x→x0 g(x) = l.

G38H
v CHAPTER 4. REAL-VALUED FUNCTIONS39OF A REAL VARIABLE [Link]

4.2.3 Relationship with limits of sequences

Let f : D ⊂ R −→ R, and x0 ∈ R so we have:

lim f (x) = l ⇐⇒ ∀ a sequence (xn ) of D, xn , x0 , and lim xn = x0 =⇒ lim f (xn ) = l.
x→x0 n→∞ n→∞

4.2.4 Infinite limits

Definition 4.2.4. (Limits as x −→ ±∞)

• lim x→+∞ f (x) = l ⇔ ∀ε > 0, ∃ A > 0, ∀x ∈ R : x > A ⇒ | f (x) − l| < ε.

• lim x→−∞ f (x) = l ⇔ ∀ε > 0, ∃ A > 0, ∀x ∈ R : x < −A ⇒ | f (x) − l| < ε.

• lim x→+∞ f (x) = +∞ (resp: lim x→+∞ f (x) = −∞) ⇔ ∀A > 0, ∃ B > 0, ∀x ∈ R : x > B ⇒
f (x) > A, (resp: ∀A > 0, ∃ B > 0, ∀x ∈ R : x > B ⇒ f (x) < −A).

• lim x→−∞ f (x) = +∞ (resp: lim x→−∞ f (x) = −∞) ⇔ ∀A > 0, ∃ B > 0, ∀x ∈ R : x <
−B ⇒ f (x) > A, (resp: ∀A > 0, ∃ B > 0, ∀x ∈ R : x < −B ⇒ f (x) < −A).

4.2.5 Indeterminate forms

When the limits are not finite, the previous results remain true whenever the operations
on the limits make sense.
In the case where we cannot calculate, we say that we are in the presence of an indeterminate
form. If x −→ x0 .

1. f (x) −→ +∞ and g(x) −→ −∞ then f + g is in the indeterminate form +∞ − ∞.

f 0
2. f (x) −→ 0 and g(x) −→ then is in the indeterminate form .
g 0
f ∞
3. f (x) −→ ∞ and g(x) −→ ∞ then is in the indeterminate form .
g ∞
4. f (x) −→ ∞ and g(x) −→ 0 then f × g is in the indeterminate form ∞ × 0.

There are other cases of indeterminate forms of type: 1∞ , 0∞ , ∞0 .

G39H
 v CHAPTER 4. REAL-VALUED FUNCTIONS40OF A REAL VARIABLE [Link]

4.3 Continuous Functions

4.3.1 Continuity at a point

Definition 4.3.1. Let f : I −→ R, where I ⊂ R, and suppose that x0 ∈ I. Then f is continuous

at x0 if:

∀ε > 0, ∃ δ > 0, ∀x ∈ I : |x − x0 | < δ =⇒ | f (x) − f (x0 )| < ε.

In another word: lim x→x0 f (x) = f (x0 ).

Figure 4.3: For |x − x0 | < δ, the graph of f (x) should be within the gray region.

A function f : I −→ R is continuous on a set J ⊂ I if it is continuous at every point in J,

and continuous if it is continuous at every point of its domain I.

4.3.2 Left and right continuity

Definition 4.3.2. Let f : I −→ R, we say that:

• f is continuous on the right of x0 ∈ I if: lim x−→x

> f (x) = f (x0 ).
0

• f is continuous on the left of x0 ∈ I if: lim x−→x

< f (x) = f (x0 ).
0

• f is continuous on x0 ∈ I if: lim x−→x

> f (x) = lim x−→x
< f (x) = f (x0 ).
0 0

Example 4.3.1. Let

G40H
v CHAPTER 4. REAL-VALUED FUNCTIONS41OF A REAL VARIABLE [Link]

f : R∗+ −→ R+
√
x −→ f (x) = x

We show that f is continuous at every point x0 ∈ R∗+ , i.e.

∀ε > 0, ∃ δ > 0, ∀x ∈ R∗+ : |x − x0 | < δ ⇒ | f (x) − f (x0 )| < ε,

then, ∀ε > 0 we have:

√ √
| f (x) − f (x0 )| < ε ⇒ x− x0 < ε

x − x0
⇒ √ √ <ε
x + x0

|x − x0 | √ √ 
⇒ √ √ < ε ⇒ |x − x0 | < ε x − x0 .
x − x0
√ √ 
So ∃ δ = ε x− x0 such that: | f (x) − f (x0 )| < ε, then f is continous at x0 .

4.3.3 Properties of continuous functions

Theorem 4.3.1. If f, g : I −→ R are continuous function at x0 ∈ I and k ∈ R, then k. f, f + g,

and f.g are continuous at x0 . Moreover, if g(x0 ) , 0 then f /g is continuous at x0 .

Theorem 4.3.2. Let f : I −→ R and g : J −→ R where f (I) ⊂ J. If f is continuous at x0 ∈ I

and g is continuous at f (x0 ) ∈ J, then g ◦ f : I −→ R is continuous at x0 .

Proof 15. Fix ε > 0. Since g is continuous at b = f (x0 ),

∃ δ > 0, ∀ y ∈ J : |y − b| < δ =⇒ |g(y) − g(b)| < ε.

Fix this δ > 0. From the continuity of f at x0 ,

∃ γ > 0, ∀ x ∈ I : |x − x0 | < γ =⇒ | f (x) − f (x0 )| < δ.

From the above, it follows that

G41H
 v CHAPTER 4. REAL-VALUED FUNCTIONS42OF A REAL VARIABLE [Link]

∀ ε > 0, ∃γ > 0, ∀ x ∈ I : |x − x0 | < γ =⇒ |g( f (x)) − g( f (x0 ))| < ε.

This proves continuity of g ◦ f at x0 .

Proposition 4.3.1. Let f : I −→ R and x0 ∈ I, then:

f is continuous at x0 =⇒ for any sequence (un ) that converges to x0 , the sequence ( f (x0 ))
converges to f (x0 ).

4.3.4 Continuous extension to a point

Definition 4.3.3. Let f be a function defined in the neighborhood of x0 except at x0 (x0 < D f ),
and lim x→x0 f (x) = l. Then the function which is defined by


∼  f (x) : x , x0 ,


f =

: x = x0 .

 l


∼
is continuous at x0 . f is the continuous extension of f at x0 .

Example 4.3.2. Show that:

x2 + x − 6
f (x) = , x , 2.
x2 − 4

has a continuous extension to x = 2, and find that extension.

Solution:
x2 + x − 6 (x − 2)(x + 3) 5
lim x→2 f (x) = lim = lim = , exists. So f has a continuous extension at
x→2 x2 − 4 x→2 (x − 2)(x + 2) 4
x = 2 defined by

x +x−6
 2


 : x , 2,
x2 − 4


∼


f =




5


: x = 2.




4

G42H
v CHAPTER 4. REAL-VALUED FUNCTIONS43OF A REAL VARIABLE [Link]

4.3.5 Discontinuous functions

When f is not continuous at x0 , we say f is discontinuous at x0 , or that it has a disconti-

nuity at x0 .
We say that the function f is not continuous in the following cases:

1. If f is not defined at x0 , then f is discontinuous at x0 .

2. If f defined in the neighborhood of x0 , then f is discontinuous at x0 if

∃ ε > 0, ∀δ > 0, ∃ x ∈ I : |x − x0 | < δ, and | f (x) − f (x0 )| ≥ ε.

3. If lim x−→x
> f (x) , lim x−→x
< f (x), then f is discontinuous at x0 , and x0 is a discontinuous
0 0

point of the first kind.

4. If one of the two limits lim x−→x

> f (x), lim x−→x
< f (x) or both limits does not exist or are not
0 0

finite, then f is discontinuous at x0 , and x0 is a discontinuous point of the second kind.

5. If lim x−→x
< f (x) = lim x−→x
> f (x) , f (x0 ), then f is discontinuous at x0 .
0 0

4.3.6 Uniform continuity

Definition 4.3.4. Let f : I −→ R. Then f is uniformly continuous on I if:

∀ε > 0, ∃ δ > 0, ∀x0 , x00 ∈ I : |x0 − x00 | < δ =⇒ | f (x0 ) − f (x00 )| < ε.

Remark 4.3.1. 1. Uniform continuity is a property of the interval form, whereas continuity
can be defined at a point.

2. The number δ does not depend on ε whereas for continuity δ depends on ε and x0 .

3. Let f : I −→ R be a function. If f is uniformly continuous, then f is continuous.

Example 4.3.3. f (x) = x and g(x) = sin x are uniformly continuous on R (we find δ = ε).

G43H
 v CHAPTER 4. REAL-VALUED FUNCTIONS44OF A REAL VARIABLE [Link]

4.3.7 The intermediate value theorem

Theorem 4.3.3. Suppose that f : [a, b] −→ R is a continuous function on a closed bounded

interval. Then for every d strictly between f (a) and f (b) there is a point a < c < b such that
f (c) = d.

Corollary 4.3.1. Suppose that f : [a, b] −→ R is a continuous function on a closed bounded

interval. If f (a). f (b) < 0, then there is a point a < c < b such that f (c) = 0.

Corollary 4.3.2. Let f : D −→ R is a continuous function and I ⊆ D is an interval, then f (I) is

an interval.

Theorem 4.3.4. Let I = [a, b] be a closed interval, and f : [a, b] −→ R be a continuous function.
Then f is uniformly continuous.

Theorem 4.3.5. Any continuous function on a closed interval [a, b] is bounded on [a, b], i.e:
sup | f (x)| < +∞.
[a,b]

Remark 4.3.2. 1. The image by a continuous function of a closed interval of R is a closed

interval.

2. If I is not closed then the interval f (I) is not necessarily of the nature of I. For example:
f (x) = x2 , then f (] − 1, 1[) = [0, 1[.

4.3.8 Fixed point theorem

. . . .
Definition 4.3.5. Let f : I −→ I and let x ∈ I, we say that x ∈ I is a fixed point of f if: f ( x) = x.

G44H
v CHAPTER 4. REAL-VALUED FUNCTIONS45OF A REAL VARIABLE [Link]

Theorem 4.3.6. Let f : [a, b] −→ [a, b] be a continuous function, then f admits at least one
. . .
fixed point in [a, b] i.e: ∃ x ∈ [a, b] such that f ( x) = x.

Exercise 4.3.1. Let f be a continuous function on [a, b] and x1 , x2 , · · · , xn ∈ [a, b]. Prove that
there exists c ∈ [a, b] with

f (x1 ) + f (x2 ) + · · · + f (xn )

f (c) = .
n

Solution:
Let α = min{ f (x) : x ∈ [a, b]}, and β = max{ f (x) : x ∈ [a, b]}. Then

f (x1 ) + f (x2 ) + · · · + f (xn ) nβ

≤ = β.
n n

Similarly,

f (x1 ) + f (x2 ) + · · · + f (xn )

≥ α.
n

Then the conclusion follows from the Intermediate Value Theorem.

Exercise 4.3.2. Consider k distinct points x1 , x2 , · · · , xk ∈ R, k ≥ 1. Find a function defined on

R that is continuous at each xi , i = 1, · · · , k and discontinuous at all other points.

Solution: Consider

 (x − a1 )(x − a2 ) · · · (x − ak ), i f x ∈ Q,


f (x) = 

i f x ∈ Qc .

 0,


G45H
v CHAPTER 4. REAL-VALUED FUNCTIONS46OF A REAL VARIABLE [Link]

G46H
5

Differentiable Functions

5.1 The Derivative

5.1.1 Definition and basic properties

Definition 5.1.1. Let I be an interval, and c ∈ I, let f : I −→ R be a function defined in the

neighborhood of c. If the limit

f (x) − f (c)
l = lim ,
x−→c x−c

exists in R, then we say that f is differentiable at c. When this limit exists, it is denoted by f 0 (c)
and called the derivative of f at c.
If f is differentiable at all c ∈ I, then we simply say that f is differentiable. The derivative
df d f (x) − f (c)
is sometimes written as or ( f (x)). The expression is called the difference
dx dx x−c
quotient.

The graphical interpretation of the derivative is depicted in Figure 5.1. The left-hand plot
f (x) − f (c)
gives the line through (c, f (c)) and (x, f (x)) with slope , that is, the so-called secant
x−c
line. When we take the limit as x goes to c, we get the right-hand plot, where we see that the

47
 v CHAPTER 5. DIFFERENTIABLE FUNCTIONS
48 [Link]

derivative of the function at the point c is the slope of the line tangent to the graph of f at the
point (c, f (c)).

Figure 5.1: Graphical interpretation of the derivative

Example 5.1.1. Let f (x) = x2 defined on the whole real line, and let c ∈ R be arbitrary. We find
that if x , c,

x2 − c2 (x + c)(x − c)
= = x + c.
x−c x−c

Therefore,

x2 − c2
f 0 (c) = lim = lim (x + c) = 2c.
x−→c x − c x−→c

√
Example 5.1.2. The function f (x) = x is differentiable for x > 0. To see this fact, fix c > 0,
and suppose x , c and x > 0. Compute
√ √ √ √
x− c x− c 1
= √ √ √ √ = √ √ .
x−c ( x − c)( x + c) x+ c

Therefore,
√ √
x− c 1 1
f (c) = lim
0
= lim √ √ = √ .
x−→c x−c x−→c x+ c 2 c
f (x) − f (c) f (c + h) − f (c)
Remark 5.1.1. If we put x − c = h, the quantity becomes . So we
x−c h
can define the notion of differentiability of f at c in the following way:

G48H
v CHAPTER 5. DIFFERENTIABLE FUNCTIONS
49 [Link]

f (c + h) − f (c)
f is differentiable at c ⇔ lim exists in R.
h−→0 h

Proposition 5.1.1. Let f : I −→ R be differentiable at c ∈ I, then it is continuous at c.

Proof 16. We know the limits

f (x) − f (c)
lim = f 0 (c), and lim (x − c) = 0.
x−→c x−c x−→c

exists. Furthermore,
!
f (x) − f (c)
f (x) − f (c) = (x − c),
x−c

Therefore, the limit of f (x) − f (c) exists and

!
f (x) − f (c)  
lim ( f (x) − f (c)) = lim lim (x − c) = f 0 (c).0 = 0.
x−→c x−→c x−c x−→c

Hence lim f (x) = f (c), and f is continuous at c.

x−→c

Proposition 5.1.2. If f is differentiable over I, then f is continuous over I.

Proposition 5.1.3. Let I be an interval, let f : I −→ R and g : I −→ R be a differentiable

functions at c ∈ I, and let α ∈ R, then:

1. The linearity:

• Define h : I −→ R by h(x) = α. f (x). Then h is differentiable at c and h0 (c) = α. f 0 (c).

• Define h : I −→ R by h(x) = f (x) + g(x). Then h is differentiable at c and

h0 (c) = f 0 (c) + g0 (c).

2. Product rule:
If h : I −→ R is defined by h(x) = g(x) f (x), then h is differentiable at c and

h0 (c) = f (c)g0 (c) + f 0 (c)g(c).

Proof 17. We have:

G49H
 v CHAPTER 5. DIFFERENTIABLE FUNCTIONS
50 [Link]

( f.g) (c + h) − ( f.g) (c) f (c + h) .g (c + h) − f (c) .g (c)

lim = lim
h→0 h h→0 h

f (c + h)[g(c + h) − g(c)] [ f (c + h) − f (c)]g(c)

" #
= lim +
h→0 h h

g(c + h) − g(c) f (c + h) − f (c)

= lim f (c + h)lim + lim limg(c)
h→0 h→0 h h→0 h h→0

= f 0 (c)g(c) + f (c)g0 (c).

3. Quotient rule:
f (x)
If g(x) , 0 for all x ∈ I, and if h : I −→ R is defined by h(x) = , then h is differentiable
g(x)
at c and

f 0 (c)g(c) − f (c)g0 (c)

h0 (c) = .
(g(c))2

5.1.2 Chain rule

Proposition 5.1.4. Let I, and J be an intervals, let g : I −→ J be a differentiable at c ∈ I, and

f : J −→ R be differentiable at g(c). If h : I −→ R is defined by

h(x) = ( f ◦ g)(x) = f (g(x)),

then h is differentiable at c and

h0 (c) = f 0 (g(c))g0 (c).

5.1.3 Inverse function

Proposition 5.1.5. Let I ⊂ R be an interval, and let f be an injective and continuous function
on I. If f is differentiable at a point c with f 0 (c) , 0, then the inverse function: f −1 : f (I) −→ R
is differentiable at f (c) and

1
( f −1 ( f (c)))0 = .
f 0 (c)

G50H
v CHAPTER 5. DIFFERENTIABLE FUNCTIONS
51 [Link]

5.2 Left and Right Derivatives

Definition 5.2.1. Let f : [a, b] −→ R be a function, we say that f is right-differentiable at

a ≤ c < b with right derivative f 0 (c+ ) if

f (x) − f (c)
lim = f 0 (c+ ),
>
x−→c x − c

exists, and f is left-differentiable at a < c ≤ b with left derivative f 0 (c− ) if

f (x) − f (c)
lim = f 0 (c− ) exists.
<
x−→c x − c

A function is differentiable at a < c < b if and only if the left and right derivatives exist at c and
are equal.

Remark 5.2.1. If f 0 (c+ ) and f 0 (c− ) exist but f 0 (c+ ) , f 0 (c− ) then f is not differentiable at c and
point (c, f (c)) is an angular point.

Example 5.2.1. The absolute value function f (x) = |x| is left and right differentiable at 0 with
left and right derivatives

f 0 (0+ ) = 1 and f 0 (0− ) = −1.

These are not equal, and f is not differentiable at 0.

5.3 Successive Derivatives and Leibnitz’s Rule

5.3.1 Successive derivatives

Let f be a function differentiable on I, then f 0 is called the first order derivative of f , if f 0

is differentiable on I, then its derivative is called the second order derivative of f and is denoted by
f 00 or f (2) . Recursively, we define the derivative of order n of f as follows: f (n) (x) = ( f (n−1) (x))0 .

Example 5.3.1. 1). Let f (x) = sin(x). Calculate f (n) (x). We have:

G51H
 v CHAPTER 5. DIFFERENTIABLE FUNCTIONS
52 [Link]

f (0) (x) = sin(x),

π
f 0 (x) = f (1) (x) = cos(x) = sin(x + ),
2
f (x) = − sin(x) = sin(x + π),
(2)

3π
f (3) (x) = − cos(x) = sin(x + ),
2
f (x) = sin(x) = sin(x + 2π),
(4)

..
.
nπ
f (n) (x) = sin(x + ).
2

2). f (x) = ln x. Calculate f (n) (x). We have:

1
f (0) (x) = ln x, f 0 (x) = ,
x

−1 2
f (2) (x) = , f (3) (x) = ,
x2 x3

−2 × 3 2 × 3 × 4 4!
f (4) (x) = , f (5) (x) = = 5,
x4 x5 x
..
.
(n − 1)!
f (n) (x) = (−1)n+1 n
, n ∈ N∗ .
x
Definition 5.3.1. (Class Functions: C n )
Let n be a non-zero natural number. A function f defined on I is said to be of class C n or n times
continuously differentiable if it is n times differentiable and f (n) is continuous on I, and we note
f ∈ C n (I).

Remark 5.3.1. A function f is said to be Ťof class C 0 Ť if it is continuous on I.

Definition 5.3.2. (Class Functions: C ∞ )

A function f is said to be of class C ∞ on I if it is in the class C n . ∀n ∈ N. For example f (x) = e x .

5.3.2 Leibnitz formula

Theorem 5.3.1. Let f and g be two functions n times differentiable on I, then f × g is n−times
differentiable on I, and we have:

G52H
v CHAPTER 5. DIFFERENTIABLE FUNCTIONS
53 [Link]

n!
( f × g)(n) = f (n−k) g(k) , Cnk = .
Pn k
k=0 C n
k!(n − k)!

Example 5.3.2. For n = 2, we have:

( f × g)(2) = C20 f 00 g + C21 f 0 g0 + C22 f g00

= f 00 g + 2 f 0 g0 + f g00 .

For n = 6, we have:

( f × g)(6) = C60 f (6) g + C61 f (5) g0 + C62 f (4) g00 + C63 f (3) g(3) + C64 f 00 g(4) + C65 f 0 g(5) + C66 f g(6)

= f (6) g + 6 f (5) g0 + 15 f (4) g00 + 20 f (3) g(3) + 15 f 00 g(4) + 6 f 0 g(5) + f g(6) .

 
If h(x) = x3 + 5x + 1 e x = f (x)g(x), then:

f 0 (x) = 3x2 + 5, g0 (x) = e x ,

f 00 (x) = 6x, g00 (x) = e x ,
f (3) (x) = 6, g(3) (x) = e x ,
f (4) (x) = 0, g(4) (x) = e x ,
f (n) (x) = 0, ∀n ≥ 4, g(n) (x) = e x .

So:

h(n) (x) = Cn0 f g(n) + Cn1 f 0 g(n−1) + Cn2 f 00 g(n−2) + Cn3 f (3) g(n−3) + Cn4 f (4) g(n−4) + · · ·
n(n − 1) n(n − 1)(n − 2) x
= (x3 + 5x + 1)e x + n(3x2 + 5)e x + (6x)e x + 6e .
2 6

5.4 The Mean Value Theorem

5.4.1 Extreme values

Definition 5.4.1. A critical point of a function f (x), is a value c in the domain of f where f is
not differentiable or its derivative is 0 (i.e. f 0 (c) = 0).

G53H
 v CHAPTER 5. DIFFERENTIABLE FUNCTIONS
54 [Link]

Definition 5.4.2. A function f is said to have a local maximum (local minimum) at c if f is

defined on an open interval I containing c and f (x) ≤ f (c) ( f (x) ≥ f (c)) for all x ∈ I. In either
case, f is said to have a local extremum at c.

Figure 5.2: Local extrema of f

5.4.2 Local extremum theorem

Theorem 5.4.1. If f has a local extremum at c and if f is differentiable at c, then f 0 (c) = 0.

Proof. Suppose that f has a local maximum at c. Let I be an open interval containing c such
that f (x) ≤ f (c) for all x ∈ I. Then:

 ≥ 0, i f x ∈ I and x < c,
f (x) − f (c) 

=

x−c  ≤ 0, i f x ∈ I and x > c.



It follows that the left-hand derivative of f at c is ≥ 0 and the right-hand derivative is ≤ 0, hence
f 0 (c) = 0. The proof for the local minimum case is similar. 

5.4.3 Rolle’s theorem

Theorem 5.4.2. Let f be a continuous function on [a, b] and differentiable on ]a, b[. If f (a) =
f (b), then there exists a point c ∈]a, b[ such that f 0 (c) = 0.

Proof. By the extreme value theorem there exist xm , x M ∈ [a, b] such that f (xm ) ≤ f (x) ≤ f (x M )
for all x ∈ [a, b]. If f (xm ) = f (x M ), then f is a constant function and the assertion of the theorem

G54H
v CHAPTER 5. DIFFERENTIABLE FUNCTIONS
55 [Link]

holds trivially. If f (xm ) , f (x M ), then either xm ∈]a, b[ or x M ∈]a, b[, and the conclusion follows
from the local extremum theorem. 

5.4.4 Mean value theorem

Theorem 5.4.3. If f is continuous on [a, b] and differentiable on ]a, b[, then there exists c ∈]a, b[
such that:

f (b) − f (a)
= f 0 (c).
b−a

Proof. The function g : [a, b] −→ R defined by:

" #
f (b) − f (a)
g(x) = f (x) − f (a) − (x − a),
b−a

is continuous on [a, b] and differentiable on ]a, b[ with

f (b) − f (a)
g0 (x) = f 0 (x) − .
b−a

Moreover, g(a) = g(b) = 0. Rolle’s theorem implies that there exists a < c < b such that
g0 (c) = 0, which proves the result. 

5.4.5 Mean value inequality

Let f be a continuous function on [a, b], and differentiable on ]a, b[. If there exists a
constant M such that: ∀ x ∈]a, b[: | f 0 (x)| ≤ M, then

∀ x, y ∈ [a, b] : | f (x) − f (y)| ≤ M |x − y|.

f (x) − f (y)
According to the Mean value theorem on [x, y], ∃ c ∈]x, y[: f 0 (c) = . Then
x−y

f (x) − f (y)
| f 0 (c)| ≤ M =⇒ ≤ M =⇒ M |x − y| .
x−y

G55H
 v CHAPTER 5. DIFFERENTIABLE FUNCTIONS
56 [Link]

5.5 Variation of a Functions

Let f be a continuous function on [a, b], and differentiable on ]a, b[ then:

1. ∀ x ∈]a, b[: f 0 (x) > 0 ⇐⇒ f is strictly increasing on [a, b].

2. ∀ x ∈]a, b[: f 0 (x) < 0 ⇐⇒ f is strictly decreasing on [a, b].

3. ∀ x ∈]a, b[: f 0 (x) = 0 ⇐⇒ f is a constant.

5.6 L’Hôpital’s Rule

Let f and g be two continuous functions on I (I is a neighborhood of c), differentiable on

I − {c}, and satisfying the following conditions:

• lim f (x) = lim g(x) = 0 or ±∞.

x−→c x−→c

• g0 (x) , 0, ∀x ∈ I − {c}.

then:

f 0 (x) f (x)
if lim = l =⇒ lim = l.
x−→c g0 (x) x−→c g(x)

Example 5.6.1. Using L’Hopital’s rule:

3x − sin x 3 − cos x
1. lim = lim = 2.
x−→0 x x−→0 1

√ 1
1+x−1 √
2 1+x 1
2. lim = lim = .
x−→0 x x−→0 1 2

Remark 5.6.1. The converse is generally false. For example: f (x) = x2 cos( 1x ), and g(x) = x, so
f (x) f 0 (x)
we have lim = lim x cos( 1x ) = 0 while lim 0 = lim (2x cos( 1x ) + sin( 1x )) does not exists
x−→0 g(x) x−→0 x−→0 g (X) x−→0
1
because ( lim sin( x ) does not exists).
x−→0

G56H
v CHAPTER 5. DIFFERENTIABLE FUNCTIONS
57 [Link]

5.7 Convex Functions

Definition 5.7.1. A function f is said to be convex on an interval I if

f (tx + (1 − t)y) ≤ t f (x) + (1 − t) f (y), ∀ t ∈ [0.1], x, y ∈ I.

f is concave if − f is convex.

Example 5.7.1. 1. The function x −→ |x| is convex on R because |tx + (1 + t)y| ≤ t |x| + (1 −
t) |y|.

2. The affine functions f : x −→ αx + β are both convex and concave on R, because they
indeed satisfy f (xt + (1 − t)y) = t f (x) + (1 − t) f (y). Conversely, if a function is both convex
and concave then it is affine.

Theorem 5.7.1. If f :]a, b[−→ R has an increasing derivative, then f is convex. In particular, f
is convex if f 00 ≥ 0.
√
Example 5.7.2. Consider the function f : R −→ R given by f (x) = x2 + 1. We have
x 1
f 0 (x) = √ , and f 00 (x) = . Since f 00 (x) ≥ 0 for all x, it follows from the corollary
(x + 1)
3
x +1
2 2 2

that f is convex.

Remark 5.7.1. If f : I −→ R is convex then:

• f differentiable on the left and right (therefore continues) and fl0 ≤ fr0 .

• The functions fl0 , fr0 are increasing.

• f is continuous at every interior point of I.

• Let f : I −→ R a differentiable function. Then f is convex ⇐⇒ f 0 is increasing on I.

• A concave function on I is continuous at all points interior to I.

• If f is differentiable and concave ⇐⇒ f is decreasing.

G57H
v CHAPTER 5. DIFFERENTIABLE FUNCTIONS
58 [Link]

G58H
6

Elementary Functions

In our calculus course, we are going to deal mostly with elementary functions. They
are

 √ 1

• Power functions x2 , x, x 3 , · · · ,

• Exponential functions (2 x , e x , π x , · · · ),


• Logarithmic functions ln x, log2 x, · · · ,

• Trigonometric functions (sin x, cos x, tan x, · · · ),

• Inverse trigonometric functions (arcsin x, arccos x, arctan x, · · · ),

• Hyperbolic functions (chx, shx, thx, · · · ),

and their sums, differences, products, quotients, and compositions. For example
√
arcsin x2 − 3
f (x) = is an elementary function.
ln(x4 + 3) − tan ecos x

59
 v CHAPTER 6. ELEMENTARY FUNCTIONS60 [Link]

6.1 Power functions

6.1.1 Review of exponents

We start at the beginning. For a number a and a positive integer n,

an = | {z· · · .a
a.a.a. }.
n times

6.1.2 Basic laws of exponents

 a n an
a = a,
1
(ab) = a b ,
n n n
= ,
b bn
am
am an = am+n , = am−n , (am )n = amn .
bn

6.1.3 Definition of power functions

Definition 6.1.1. Let a ∈ R, we name power function of exponent a, the function defined by

∀x ∈]0, +∞[, xa = ea ln(x) .

2
For example, y = x, y = x4 , y = x 3 are power functions.
In a power function f (x) = xa , the base x is a variable, and the exponent a is a constant.
The appearance of the graph of a power function depends on the constant a .

Figure 6.1: Power function with real exponents.

G60H
v CHAPTER 6. ELEMENTARY FUNCTIONS61 [Link]

Definition 6.1.2. ( Power functions y = xn )

If n is an integer greater than 1, then the overall shape of the graph of y = xn is determined by
the parity of n (whether n is even or odd).

• If n is even, then the graph has a shape similar to the parabola y = x2 .

• If n is odd, then the graph has a shape similar to the cubic parabola y = x3 .

Figure 6.2: Power function with integer exponents.

Figure 6.3: The graphs of y = xn for some rational n and x > 0.

Proposition 6.1.1. 1. For a ∈ R∗ , the power function with exponent a is a continuous function

G61H
 v CHAPTER 6. ELEMENTARY FUNCTIONS62 [Link]

on ]0, +∞[, and strictly monotonic (strictly increasing if a > 0 and strictly decreasing if
a < 0).

2. It is differentiable on ]0, +∞[ with derivative: (xa )0 = axa−1 , ∀x ∈]0, +∞[.

3. We have:
 




 0 : a<0 



 +∞ : a < 0
 
lim xa =  1 : a = 0 and lim+ xa = 
 
1 : a=0
 
x→+∞ 

 x→0 


 +∞ : a > 0  0 : a>0


 



6.2 Logarithm and Exponential Functions

6.2.1 Logarithm

Definition 6.2.1. The function that satisfies the following two conditions is called the neperian
logarithm function and is denoted by ln

1
• ∀x ∈ R∗+ , ln0 (x) = .
x

• ln(1) = 0.

Figure 6.4: Logarithm function

G62H
v CHAPTER 6. ELEMENTARY FUNCTIONS63 [Link]

Remark 6.2.1. (Properties of derivatives)

1. According to the previous definition, the function ln(x) is differentiable on R∗+ and ∀x ∈ R∗+
1
(ln(x))0 = .
x
1
2. The function ln(|x|) is differentiable on R∗ and ∀x ∈ R∗ (ln |x|)0 = .
x

3. Let g be a function differentiable and non-zero on I then the function ln (|g(x)|) is differen-
g0 (x)
tiable on I and its derivative: ln (|g(x)|)0 = .
g(x)
Proposition 6.2.1. (Algebraic properties of the function ln(x))
The logarithm function satisfies the following properties: ( for all a, b > 0 ):

1. ln(a × b) = ln a + ln b,

a
2. ln( ) = ln a − ln b,
b
1
3. ln( ) = − ln a,
a

4. ln(an ) = n ln a, for all n ∈ N.

Proposition 6.2.2. (Limits and classical inequalities)

1. lim ln(x) = +∞, and lim+ ln(x) = −∞.

x→+∞ x→0

ln(x)
2. lim = 0.
x→+∞ x

ln(x)
3. lim = 0, p ∈ R∗+ .
x→+∞ x p

ln(x + 1)
4. lim+ = 1.
x→0 x

5. lim+ x ln(x) = 0.
x→0

6. ∀x ∈] − 1, +∞[, ln(x + 1) ≤ x.

Remark 6.2.2. Let a ∈]0, 1[∪]1, +∞[, we call the logarithm function with base a and denote
loga , the function defined by:

G63H
 v CHAPTER 6. ELEMENTARY FUNCTIONS64 [Link]

ln x
loga = , ∀x > 0.
ln a

• We have: ln(x) = loge (x) i.e., the neperian logarithm function is the logarithm function
with base e.

• loga (a) = 1.

Figure 6.5: Graphical representation of the logarithmic functions and logarithms with base a for
a = 12 , a = 2

6.2.2 Exponential

Definition 6.2.2. The inverse function of the function ln(x) is called the exponential function
and is denoted by: exp(x) or e x , and satisfies the following properties:

1. ∀x > 0, x = eln(x) .

2. ∀ y ∈ R, y = ln(ey ).

G64H
v CHAPTER 6. ELEMENTARY FUNCTIONS65 [Link]

Figure 6.6: Exponential function

Proposition 6.2.3. 1. The function e x is continuous and strictly increasing on R.

2. The function e x is differentiable on R and we have: ∀x ∈ R, (e x )0 = e x .

3. If u is differentiable on I then: the function eu(x) is differentiable on I and its derivative

defined by: ∀x ∈ I, (eu(x) )0 = u0 (x).eu(x) .

Proposition 6.2.4. (Algebraic properties of the function e x ):

1. e x+y = e x × ey , ∀ x, y ∈ R.
1
2. e−x = , ∀ x ∈ R.
x
x
3. e x−y = , ∀ x, y ∈ R.
y
4. enx = (e x )n ,

Proposition 6.2.5. (Limits and inequalities):

1. lim e x = 0.
x→−∞

2. lim e x = +∞.
x→+∞

ex xa
3. lim xe−x = 0, lim = +∞, lim = 0, a ∈ R.
x→+∞ x→+∞ xa x→+∞ e x

ex − 1
4. lim = 1.
x→0 x

G65H
 v CHAPTER 6. ELEMENTARY FUNCTIONS66 [Link]

5. ∀x ∈ R, e x ≥ 1 + x.

Remark 6.2.3. Let a ∈]0, 1[∪]1, +∞[. The inverse function of the function loga (x) is called the
exponential function with base a and is denoted a x :

• ∀x ∈ R, a x = e x ln(a) .
ln(e x ln(a) )
• ∀x ∈ R, loga (a x ) = loga (e x ln(a) ) = = x.
ln(a)

6.3 Trigonometric Functions

6.3.1 Sine function

Definition 6.3.1. The sine function y = sin x is defined as follows

sin : R −→ [−1, 1]
x −→ sin x.

Figure 6.7: Sine function

6.3.2 Cosine function

Definition 6.3.2. The cosine function y = cos x is defined as follows

cos : R −→ [−1, 1]
x −→ cos x.

G66H
v CHAPTER 6. ELEMENTARY FUNCTIONS67 [Link]

Figure 6.8: Cosine function

Properties: For all x, ∈ R, we have

• |cos(x)| ≤ 1, and |sin(x)| ≤ 1.

• sin2 x + cos2 x = 1.

• cos(x) and sin(x) are 2π−periodic, and


 cos(x + 2π) = cos(x)




 sin(x + 2π) = sin(x)



• The function cos(x) is even and the function sin(x) is odd.

• The functions cos(x) and sin(x) belong to C +∞ (R) and we have:






 (cos(x))0 = − sin(x)


∀x ∈ R, 


 and

 (sin(x))0 = cos(x)








 cos(x)(n) = cos(x + nπ2
)


∀x ∈ R, ∀n ∈ N,  .


 and

 sin(x)(n) = sin(x + nπ )



2

Properties: For all (x, y) ∈ R2 , we have the following formulas:

• cos(x + y) = cos(x) cos(y) − sin(x) sin(y).

• cos(x − y) = cos(x) cos(y) + sin(x) sin(y).

G67H
 v CHAPTER 6. ELEMENTARY FUNCTIONS68 [Link]

• sin(x + y) = sin(x) cos(y) + cos(x) sin(y).

• sin(x − y) = sin(x) cos(y) − cos(x) sin(y).

• cos(2x) = cos2 (x) − sin2 (x) = 2 cos2 (x) − 1 = 1 − 2 sin2 (x).

• sin(2x) = 2 sin(x) cos(x).

 x + y  x − y
• sin(x) + sin(y) = 2 sin cos .
2 2
 x + y  x − y
• sin(x) − sin(y) = 2 cos sin .
2 2
 x + y  x − y
• cos(x) + cos(y) = 2 cos cos .
2 2
 x + y  x − y
• cos(x) − cos(y) = −2 sin sin .
2 2

6.3.3 Tangent function

Definition 6.3.3. The tangent function is one of the main trigonometric functions and defined
by:
π 
tan : R| + kπ −→ R
2
sin x , k ∈ Z
x −→ tan x =
cos x

Figure 6.9: Tangent function

Proposition 6.3.1. The function tan(x) checks the following properties:

G68H
v CHAPTER 6. ELEMENTARY FUNCTIONS69 [Link]

π 
• The function tan(x) is differentiable on R| + kπ , k ∈ Z and we have:
2

1
(tan(x))0 = = 1 + tan2 (x).
cos2 (x)

• The function tan(x) is π−periodic i.e: tan(x + π) = tan(x).

π 
• For any x, y ∈ R| + kπ , k ∈ Z we have:
2

tan(x) + tan(y)

tan(x + y) =



1 − tan(x) tan(y)









 and
tan(x) − tan(y)


 tan(x − y) =



1 + tan(x) tan(y)


π  2 tan(x)
• x ∈ R| + kπ , k ∈ Z, we have tan(2x) = .
2 1 − tan2 (x)
Proposition 6.3.2. (Some usual limits)

sin(x)
1. lim = 1.
x→0 x
1 − cos(x) 1
2. lim = .
x→0 x2 2
cos(x) − 1
3. lim = 0.
x→0 x

4. limπ tan(x) = −∞.

x→− 2

5. limπ tan(x) = +∞.

x→ 2

tan(x)
6. lim = 1.
x→0 x

6.3.4 Cotangent function

Definition 6.3.4. The cotangent function y = cot x is defined by:

cot : R| {kπ} −→ R
cos x , k ∈ Z
x −→ cot x =
sin x

G69H
 v CHAPTER 6. ELEMENTARY FUNCTIONS70 [Link]

Figure 6.10: Cotangent function

6.4 Inverse Trigonometric Functions

6.4.1 The function arc-sinus

According to the variation table below, we have: the function sin(x) is continuous and
strictly increasing on [− π2 , π2 ], then the function sin(x) represents a bijection from [− π2 , π2 ] to
[−1, 1].

Definition 6.4.1. The inverse function of the restriction of sin(x) on [− π2 , π2 ] is called the arcsine
function and is denoted by arcsin(x) or sin−1 (x):

π π
arcsin : [−1, 1] −→ [− , ]
2 2
x −→ arcsin(x)

G70H
v CHAPTER 6. ELEMENTARY FUNCTIONS71 [Link]

Figure 6.11: Arcsine function

Proposition 6.4.1. The function arcsin(x) has the following properties:

1. The function arcsin(x) is continuous and strictly increasing on [−1, 1].

 π π
2. arcsin(sin x) = x, x∈ − , .
2 2

3. sin(arcsin(x)) = x, x ∈ [−1, 1].

4. The function arcsin(x) is odd.

5. Thehe arcsin function is indefinitely differentiable on ] − 1, 1[, and

1
arcsin0 (x) = √ .
1 − x2

More general

f 0 (x)
arcsin0 ( f (x)) = p .
1 − f (x)2

Remark 6.4.1. some usual values for the function arcsin(x):

π π
arcsin(−1) = − arcsin(0) = 0 arcsin(1) =
2  √  2
π π π
! !
1 1 2 
arcsin − = − =  = −

arcsin arcsin −
 √2  6  √2  6  √2  4
 2  π 3  π  3  π
 =  = −  =

arcsin  arcsin − arcsin 
2 4 2 3 2 3

G71H
 v CHAPTER 6. ELEMENTARY FUNCTIONS72 [Link]

6.4.2 The Arccosine Function

In the variation table below, we have, the function cos(x) is continuous and strictly
decreasing on [0, π], so the function cos(x) makes a bijection from [0, π] into [−1, 1].

Definition 6.4.2. The inverse function of the restriction of cos(x) on [0, π] is called the arccosine
function and is denoted by arccos(x) or cos−1 (x):

arccos : [−1, 1] −→ [0, π]

x −→ arccos(x)

Figure 6.12: Arccosine function

Proposition 6.4.2. The function arccos(x) has the following properties:

1. The function arccos(x) is continuous and strictly decreasing on [−1, 1].

G72H
v CHAPTER 6. ELEMENTARY FUNCTIONS73 [Link]

2. arccos(cos x) = x, x ∈ [0, π].

3. cos(arccos(x)) = x, x ∈ [−1, 1].

4. The function arccos(x) is neither even nor odd.

5. The arccos function is indefinitely differentiable on ] − 1, 1[, and

1
arccos0 (x) = − √ .
1 − x2

More general

f 0 (x)
arccos0 ( f (x)) = − p .
1 − f (x)2

Remark 6.4.2. some usual values for the function arccos(x):

π
arccos(−1) = π arccos(0) = arccos(1) = 0
! 2  √ 
π
!
1 2π 1 2  3π
arccos − = − =  =

arccos arccos −
√ 2  3  √ 2  3  √2  4
 2  π 3  5π  3  π
 =  =  =

arccos  arccos − arccos 
2 4 2 6 2 6

6.4.3 The Arctangent function

sin(x) π
The function tan(x) = is defined on D = R|{ + kπ, k ∈ Z}. It is continuous and
cos(x) 2
differentiable on its domain of definition and for all x ∈ D we have:

1
(tan(x))0 = = 1 + tan2 (x)
cos2 (x)

π π
Consider the restriction of the function tan(x) on the interval ] − , [, from the table of variation
2 2 π π
below we have: the function tan(x) is continuous and strictly increasing on ] − , [, then the
π π 2 2
function tan(x) makes a bijection from ] − , [ into R.
2 2
G73H
 v CHAPTER 6. ELEMENTARY FUNCTIONS74 [Link]

Definition 6.4.3. We call the arctangent function arctan(x) or tan−1 (x) the inverse of the tangent
π π
function on ] − , [ defined by:
2 2
π π
arctan : ] − ∞, +∞[ −→ ] − , [
2 2
x −→ arctan(x)

Figure 6.13: Arctan function

Proposition 6.4.3. The function arctan(x) has the following properties:

π π
1. The function arctan(x) is continuous and strictly increasing on R, with values in ] − , [.
2 2
 π π
2. arctan(tan x) = x, x ∈ − , .
2 2
3. tan(arctan(x)) = x, x ∈ R.

4. The function arctan(x) is odd.

G74H
v CHAPTER 6. ELEMENTARY FUNCTIONS75 [Link]

5. The function arctan ∈ C ∞ (R), and we have

1
arctan0 (x) = .
1 + x2

More general

f 0 (x)
arctan0 ( f (x)) = .
1 + f 2 (x)

Remark 6.4.3. The table below shows some usual values for the function arctan(x).

6.4.4 The Arccotangent function

k−1 : R −→ [0, π]

Figure 6.14: Arcctan function

Valid:

G75H
 v CHAPTER 6. ELEMENTARY FUNCTIONS76 [Link]

• arcctan(cot x) = x, x ∈ [0, π].

• cot(arcctan(x)) = x, x ∈ R.

The function arcctan ∈ C ∞ (R), and we have

1
arcctan0 (x) = − .
1 + x2

More general

f 0 (x)
arcctan0 ( f (x)) = − .
1 + f 2 (x)

We have

π
arcctan (0) = , lim arcctan (x) = π, lim arcctan (x) = 0.
2 x→−∞ x→+∞

It can easily be shown that:

π
arctan x + arcctan x = , ∀x ∈ R.
2
1 π
arctan x + arctan = , ∀x > 0.
x 2
1 π
arctan x + arctan = − , ∀x < 0.
x 2

6.5 Hyperbolic Functions

6.5.1 Hyperbolic cosine

Definition 6.5.1. We call the hyperbolic cosine function and denoted (ch or cosh), the even part
of the exponential function defined by:

e x + e−x
ch (x) =
2

G76H
v CHAPTER 6. ELEMENTARY FUNCTIONS77 [Link]

6.5.2 Hyperbolic sine

Definition 6.5.2. The hyperbolic sine function, denoted by (sh or sinh), is the odd part of the
exponential function defined by:

e x − e−x
sh (x) =
2

6.5.3 Hyperbolic tangent

Definition 6.5.3. The hyperbolic tangent function, denoted by (th or tanh), is the quotient of the
hyperbolic sine function with the hyperbolic cosine function and defined by:

sh (x) e x − e−x
th (x) = =
ch (x) e x + e−x

6.5.4 Hyperbolic cotangent

Definition 6.5.4. The hyperbolic tangent function, denoted by (cth or ctanh), is the quotient of
the hyperbolic cosine function with the hyperbolic sine function and defined by:

ch (x) e x + e−x
cth (x) = =
sh (x) e x − e−x

!
1 x 1 −x
Graphs of these functions are obtained from graphics: y = e and y = e , y = e , and y = e .
x −x
2 2

G77H
 v CHAPTER 6. ELEMENTARY FUNCTIONS78 [Link]

Figure 6.15: Hyperbolic functions

Proposition 6.5.1. • The function ch (x) is a function defined on R, continuous and even.

• The function sh (x) is a function defined on R, continuous and odd.

• The function th (x) is a function defined on R, continuous and odd.

• The function cth (x) is a function defined on R, continuous and odd.

• The functions ch (x), sh(x), th(x) and cth (x) are differentiable on R and their derivatives
are defined by:

G78H
v CHAPTER 6. ELEMENTARY FUNCTIONS79 [Link]


(ch (x))0 = sh (x)







(sh (x))0 = ch (x)






∀ x ∈ R;  1


 (th (x))0 = 2 = 1 − th2 (x)
ch (x)




1


(cth (x)) = − 2
0




sh (x)


Remark 6.5.1. The hyperbolic functions have the following properties:

1. ch (0) = 1, sh (0) = 0, th(0) = 0.

2. lim ch (x) = +∞, lim sh (x) = −∞, lim th (x) = −1, lim cth (x) = −1.
x→−∞ x→−∞ x→−∞ x→−∞

3. lim ch (x) = +∞, lim sh (x) = +∞, lim th (x) = 1, lim cth (x) = 1.
x→+∞ x→+∞ x→+∞ x→+∞

Proposition 6.5.2. For every real x, we have:

• ch (x) + sh (x) = e x ,

• ch (x) − sh (x) = e−x ,

• ch2 (x) − sh2 (x) = 1,

• sh (2x) = [Link] (x).ch (x),

• ch (2x) = ch2 (x) + sh2 (x).

Proposition 6.5.3. (Addition formulas):

For all (x, y) ∈ R2 , we have the following formulas:

• ch(x + y) = ch (x).ch (y) + sh (x).sh (y),

• ch(x − y) = ch (x).ch (y) − sh (x).sh (y),

• sh(x + y) = sh (x).ch (y) + ch (x).sh (y),

• sh(x − y) = sh (x).ch (y) − ch (x).sh (y),

th (x) + th (y)
• th(x + y) = ,
1 + th (x).th (y)

G79H
 v CHAPTER 6. ELEMENTARY FUNCTIONS80 [Link]

th (x) − th (y)
• th(x − y) = ,
1 − th (x).th (y)
Proposition 6.5.4. (Some usual limits of hyperbolic functions):
ch (x) 1
1. lim = ,
x→+∞ e x 2
sh (x) 1
2. lim = ,
x→+∞ e x 2
sh (x)
3. lim = 1,
x→0 x
ch (x) − 1 1
4. lim = .
x→0 x2 2
Exercise 6.5.1. Show that for all real numbers x and y:
x+y
e x +ey
e 2 ≤ 2
.

Solution:
Let x, y ∈ R, we have:
 x y 2 x+y
e 2 − e 2 ≥ 0 ⇒ e x + ey − 2 · e 2 ≥ 0
x+y
⇒ 2·e 2 ≤ e x + ey
x+y
e x +ey
⇒ e 2 ≤ 2
.
Exercise 6.5.2. According to the values of x, find the limits of xn when n → +∞.

Solution:
Let x ∈ R, then if:

1. x ≤ −1 ⇒ xn diverges.

2. −1 < x < 1 ⇒ xn → 0.

3. x = 1 ⇒ xn → 1.

4. x > 1 ⇒ xn diverges.

Exercise 6.5.3. 1. Compute: ch ( 21 ln(3)), and sh ( 21 ln(3)).

2. Show that: ch (a + b) = ch(a)ch(b) + sh(a)sh(b).

√
3. Deduce the solutions of the equation: 2ch(x) + sh(x) = 3ch(5x).

G80H
 References

[1] J. Wieslawa; M. Kaczor; T. Nowak. PROBLÈMES D’ANALYSE I Nombres réels, suites

et séries. 17, avenue du Hoggar Parc dŠactivités de Courtaboeuf, BP 112-91944 Les Ulis
Cedex A, France.

[2] [Link]; A. Ben Aïssa. Mathématiques pour l’informatique. [Link]

[3] D. JUNGHENN. A COURSE IN REAL ANALYSIS. CRC Press 2015 by Taylor and
Francis Group, LLC. International Standard Book Number-13: 978-1-4822-1928-9 (eBook
- PDF).

[4] W. Knapp. Basic Real Analysis. Published by the Author East Setauket, New York 2016.

[5] J. Lebl. Basic Analysis I. Copyright July 11, 2023 (version 6.0).

[6] B. Lafferriere; G. Lafferriere, and N. Mau Nam. Introduction to Mathematical Analysis I

(Second Edition). Published by Portland State University Library Portland, OR 97207–1151
(2016).

[7] E. Zakon. Mathematical Analysis. University of Windsor.

[8] V. Liskevich; M. Rudnev. Analysis 1. Lecture Notes 2013–2014, University of Bristol.

81