CALCULUS

Contents

1 Real numbers 7

1.1 Number Systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7

1.2 Intervals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10

1.3 The Absolute Value . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10

1.4 The Principle of Mathematical Induction . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11

2 Sequences and functions 17

2.1 Sequences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17

2.2 Properties of limits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24

3 Functions 27

3.1 Monotone and Bounded Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27

3.2 Types of Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28

3.3 Combining Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33

4 Limits and Continuity 35

4.1 Limits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35

4.2 Continuity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49
4 calculus
5 Differentiation 59

5.1 Differentiation formulae and techniques . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 66

5.2 The Mean Value Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 67

5.3 L’Hôpital’s rule . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 71

6 Integration 77

6.1 Definite Integral . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 77

6.2 Anti-derivatives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 83

6.3 Some Anti-Differentiation Formulas . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 84

6.4 The Fundamental Theorem of Calculus . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 85

6.5 Techniques of Integration . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 86

7 Introduction to functions of several variables 89

7.1 Function of Two Variables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 89

7.2 Partial Derivatives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 90

7.3 Total Differential . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 95

7.4 Chain Rules for Functions of Several Variables . . . . . . . . . . . . . . . . . . . . . . . . . 96

7.5 Extrema of Functions of Two Variables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 101

 2 Sequences and functions

2.1 Sequences

2.1.1 Types of Sequences

Definition 2.1 (Sequences).

A sequence is a set of numbers with a 1-1 correspondence with N i.e. u1 , u2 , · · · , where the first term is u1 .
second term is u2 and the n-th term is un .

Example 2.1.

a) 1, 2, 3, 4, 5, · · · , ( Natural numbers)
b) 1, 4, 9, 16, 25, · · · , ( Per f ect squares)
c) 2, 3, 5, 7, 11 · · · , ( Prime numbers)
d) 3, 3, 3, 3, 3, · · · , (Constant sequence)
1 1 1
e) 1, , , , · · · , ( Geometric progression)
2 4 8
1 1 1 1
f) 1, − , , − , , · · · ,
3 5 7 9
g) − 3, 9, −15, 33, −63, · · · ,

There are many ways for representing a general sequence (un ), {un }∞
n=1 , { u n } n∈N e.t.c. Some sequences
have general formula for the n-th term, (un ). The general formulae for the sequences in Example 2.1
are given below.

Example 2.2.
18 calculus

a) un = n
b) u n = n2
c) None
d) un = 3
1
e) u n = 2− n or un =
2n
(−1)n+1
f) un =
2n + 1
g) 1 + (−1)n · 2n+1

Some sequences can also be described using a recursive formula that is the next term is expressed in
terms of previous terms.

Example 2.3.
A sequence is given by the following formula.

un+1 = 2un + 1, u1 = 1

We calculate the first 4 terms of this sequences.

u1 = 1
u2 = 2u1 + 1 = 2(1) + 1 = 3
u3 = 2u2 + 1 = 2(3) + 1 = 7
u4 = 2u3 + 1 = 2(7) + 1 = 15

Another famous sequence that can be described using a recursive formula is the Fibonacci sequence.

Example 2.4 (Fibonacci sequence).

The Fibonacci sequence is given by the following formula.

u n +2 = u n +1 + u n , u1 = 1, u2 = 1

We calculate the first 7 terms of this sequences.

u1 = 1
u2 = 1
u3 = u2 + u1 = 1 + 1 = 2
u4 = u3 + u2 = 2 + 1 = 3
u5 = u4 + u3 = 3 + 2 = 5
u6 = u5 + u4 = 5 + 3 = 8
u7 = u6 + u5 = 8 + 5 = 13
 sequences and functions 19

Sequence can be finite or infinite. Finite sequences have a last term but infinite sequences do not.
Finite sequence are not that interesting so we will mainly concentrate on infinite sequences.

2.1.2 Limit of a sequence

For infinite sequences we are interested in knowing the limit of a sequence, i.e. the value that a
sequence is converging to. For example, the sequence

3 4 5 6 7
2, , , , , ,···
2 3 4 5 6
n +1
is approaching zero. The n-th term for this sequence is given by un = n . We say limit of {un } as n
approaches infinity is 1. In shorthand notion, we say

n+1
lim un = 1 or lim =1
n→∞ n→∞ n

This brings us to a formal definition of a limit.

Definition 2.2 (Definition of a limit).

A number L is called the limit of an infinite sequence u1 , u2 , u3 , . . . , if for any ε > 0, we can find a positive
number N depending on ε such that

|un − l | < ε for all integers n > N

If { an } is a convergent sequence, it means that the terms an can be made arbitrarily close to l for n
sufficiently large. To get a feel of what this definition is about, lets look at the limit of un = n1 as n
approaches in infinity using the following steps.

1
1. Choose ε = 10

2. Show that we can find N such that for all n > N

1 1
|un − l | = −0 <
n 10

Take N = 10, and consider some values of n > N, we have

1 1
|u11 − l | = −0 < = ε if we choose n = 11
11 10
1 1
|u20 − l | = −0 < = ε if we choose n = 20
20 10
1 1
|u100 − l | = −0 < = ε if we choose n = 100
100 10

Clearly if N = 10, then for all n> N we have |un − l | < ε

20 calculus
1
3. Choose an even smaller ε, say ε = 100

4. Show that we can find N such that for all n > N

1 1
|un − l | = −0 <
n 100

Take N = 100, and consider some values of n > N, we have

1 1
|u120 − l | = −0 < =ε if we choose n = 120
120 10
1 1
|u200 − l | = −0 < =ε if we choose n = 200
200 10
1 1
|u600 − l | = −0 < =ε if we choose n = 600
600 10

Clearly if N = 100, then for all n> N we have |un − l | < ε

5. If we choose ε to be as small as we like can we always find N such that |un − l | < ε. In this case it
clear to see that if we choose N = 1ε , then for all n > N we have

1
|un − l | = − 0 < ε.
n

Thus by Definition 2.2 lim ( n1 ) = 0

n→∞

Next we write the proof with less words

Example 2.5.
1
Prove that lim = 0.
n→∞ n
Solution.
Let ε > 0, we need to find N (ε) such that

1
|un − l | = − 0 < ε.
n

Now
1 1
−0 =
n n
1
=
n
<ε

Thus if we take N = 1ε . Then for all n > N we have |un − l | < ε i.e. lim 1
= 0.
n→∞ n

Example 2.6.
n+1
Prove that lim = 1.
n→∞ n
 sequences and functions 21

Solution.
Let ε > 0, we need to find N (ε) such that

n+1
|un − l | = − 1 < ε.
n
Now
n+1 n+1−n
−1 =
n n
1
=
n
<ε
n +1
if we take N = 1ε . Thus for all n > N we have |un − l | < ε i.e. lim n = 1.
n→∞

Example 2.7.
Find the limit of the following sequence
7 10
4, , , . . .
2 3
Solution.
This sequence can be written as follows

4 + 3(0) 4 + 3(1) 4 + 3(2)

, , , ...
1 2 3
Thus general term is given by
4 + 3( n − 1) 3n + 1 1
un = = = 3+
n n n
We can "observe" that
lim un = 3.
n→∞

We can definitively prove that lim un = 3 using the formal definition of a limit. That we want to show that for
n→∞
every ε, there exists a natural number N such that for all natural numbers greater than N we have |un − 3|. To
begin, choose ε > 0. Then, we have

1 + 3n
| u n − 3| = −3
n
1
=
n
<ε

if we take N = 1ε . Thus for all n > N we have |un − 3| < ε i.e. lim un = 3.
n→∞

If the limit of a sequence exists, the sequence is called convergent, otherwise, it is called divergent.

Example 2.8.
Use the definition of a limit to prove that
2n − 1 2
lim =
n→∞ 3n + 2 3
22 calculus
Solution.
Let ε > 0, we can find N (ε) such that

2n − 1 2 3(2n − 1) − 2(3n + 2)
− =
3n + 2 3 3(3n + 2)
6n − 3 − 6n − 4
=
3(3n + 2)
−7
=
3(3n + 2)
7
=
3(3n + 2)
7
<
9n
<ε
7
if we take N = 9ε then for all n > N we have

2n − 1 2
− <ε
3n + 2 3

Hence,
2n − 1 2
lim =
n→∞ 3n + 2 3
Example 2.9.
Prove that
2n2
lim =0
n→∞ n3 + 2
Solution.
Let ε > 0, Then we have

2n2
|un − l | = −0
n3 + 2
2n2
=
n3 + 2
2n2
<
n3
2
=
n
<ε
 
2n2
if we take N = 2ε . Thus for n > N, we have |un − l | < ε i.e. lim n3 +2
=0
n→∞

For our final example

 sequences and functions 23

Example 2.10.
Prove that
sin(n2 )
 
lim √ =
n→∞ 3
n
Solution.
Let ε > 0, Then we have
sin(n2 )
 
|un − l | = √
3
−0
n
sin(n2 )
= √3
n
1
< √3
since | sin(θ )| < 1 for all θ
n
<ε
sin(n2 )
 
1
if we take N = ε3
. Thus for n > N, we have |un − l | < ε i.e. lim √3 n =0
n→∞

Not all sequence have limits. Consider the following sequence

1, −1, 1, −1, 1, −1 · · ·

We will prove this by contradiction:

1
Suppose the limit of this sequence is l. Also suppose xn − 1, then xn+1 = −1. Take ε = 2 and since l is
the limit of this sequence, then there exits N such that for all n > N we have
1
| Xn − l | <
2
and
1
| X n +1 − l | <
2
Therefore we have
1
|1 − l | <
2
and
1
| − 1 − l| <
2
Notice that we can write 2 as (1 − l ) − (−1 − l ). Therefore

2 = |2| = |(1 − l ) − (−1 − l )|

< |(1 − l )| + |(−1 − l )| by the triangle inequality
1 1
< + =1
2 2
Hence we have deduced that 2 < 1 which is a contradiction. Thus our original supposition that the
sequence has limit is incorrect. Hence (un ) has no limit.
 24 calculus
2.2 Properties of limits

Theorem 2.1 (Limit of a sequence is unique).

The limit of a sequence is unique.

Proof: Real analysis course. ■

Theorem 2.2 (Convergent sequence is bounded).

Let (un ) be a convergent sequence. Then (un ) is bounded i.e. there exists a real number M such that

|un | < M for all M

Proof: Real analysis course. ■

Theorem 2.3.
Let { an }, {bn } and {cn } be sequence with the following limits

lim an = a
n→∞

lim bn = b
n→∞

lim cn = c, c ̸= 0
n→∞

Then we have the following

1. lim ( an + bn ) = lim an + lim bn = a + b.

n→∞ n→∞ n→∞

2. lim ( an − bn ) = lim an − lim bn = a − b.

n→∞ n→∞ n→∞

3. If k is a constant, we have lim (k · an ) = k · a.

n→∞

4. lim ( an · bn ) = ( lim an ) · ( lim bn ) = ab.

n→∞ n→∞ n→∞

an lim an a
5. lim = n→∞ =
n→∞ cn lim cn c
n→∞

6. If k is a constant, we have lim (k ) = k.

n→∞

Proof:

1. We want show that for all ε > 0, there exists N > 0 such that for all n > N we have

|( an + bn ) − ( a + b)| < ε
 sequences and functions 25

Since lim an = a it means for ε > 0 there exists a N1 > 0 such that for all n > N1 we have
n→∞

ε
| an − a| <
2
And lim bn = b means for ε > 0 there exists a N2 > 0 such that for all n > N2 we have
n→∞

ε
| bn − b | <
2
Thus if we take N = max{ N1 , N2 } we have for all that ε > 0

|( an + bn ) − ( a + b)| = |( an − a) − (bn − b)|

< | a n − a | + | bn − b |
ε ε
< + < ε for all n > N
2 2

2. Same as before with minor adjustment on the signs

3. We want show that for all ε > 0, there exists N > 0 such that for all n > N we have

|k · an − k · a| < ε

Since lim an = a, it means for ε > 0 there exists a N1 > 0 such that for all n > N1 we have
n→∞

ε
| an − a| <
|k| + 1

|k · an − k · a| = |k( an − a)|
= |k|| an − a|
ε
< |k| ·
|k| + 1
< ε for all n > N

4. We want show that for all ε > 0, there exists N > 0 such that for all n > N we have

| a n · bn − a · b | < ε

Since lim bn = b we know by Theorem 2.2 that {bn } is bounded i.e there exists M > 0 such that
n→∞
|bn | < M.
Also an → a and therefore for ε > 0 there exists a N1 > 0 such that for all n > N1 we have
ε
| an − a| <
2M
And bn → b means for ε there exists a N2 > 0 such that for all n > N2 we have
ε
| bn − b | <
2(| a| + 1)
26 calculus
Thus if we take N = max{ N1 , N2 } we have for all that ε > 0

| a n · bn − a · b | = | a n · bn − a · bn + a · bn − a · b |
= |bn ( an − a) + a(bn − b)|
< |bn ( an − a)| + | a(bn − b)|
= |bn || an − a| + | a||bn − b|
ε ε
< M· + | a| ·
2M 2(| a| + 1)
ε ε
< + < ε for all n > N
2 2

5. We first prove that if lim cn = c, then

n→∞
1 1
lim =
n→∞ cn c
Since lim cn = c then for every ε > 0 there exists N1 > 0 such that for all n > N1 we have
n→∞

|c|
|cn − c| <
2
We also have the following

|c| = |c − cn + cn |
< |c − cn | + |cn |
< |cn − c| + |cn |
|c|
< + |cn |
2
Rearranging we get

|c| |c|
|cn | > |c| − =
2 2
Thus we have
1 2
<
|cn | |c|

Now to proceed, we have

1 1 c − cn
− =
cn c c · cn
cn − c
=
c · cn
|cn − c|
=
|c| · |cn |
2
< 2 · |cn − c|
|c|
 sequences and functions 27

Going back the fact that lim cn = c again we know that this means there exist N2 > N1 such that for
n→∞
all n > N2 we have
| c |2
|cn − c| < ·ε
2
Thus we now have
1 1 2
− < 2 · |cn − c|
cn c |c|
2 | c |2
< · ·ε
| c |2 2
<ε

Therefore
1 1
lim =
n→∞ cn c
We finally prove that
an a
lim =
n→∞ cn c
Since
1 1
lim an = a and lim =
n→∞ n→∞ cn c
Then by part 4) we have
 
an 1 1 1 a
lim = lim an · = lim an · lim = a· =
n → ∞ bn n→∞ cn n → ∞ n → ∞ cn c c

6. We want show that for all ε > 0, there exists N > 0 such that for all n > N we have

|k − k| < ε

We proceed as follows: If we take to be any positive number, then for all n > N we have

|k − k| = 0
< ε for any n > N

These properties are useful at breaking down complicated limits into simpler limits.

5 − 2n2
 
1 3
We want to be able to evaluate limits, for example, of the form lim 2− + 2 or lim .
n→∞ n n n→∞ 4 + 3n + 2n2

Example 2.11.
Evaluate the following limits

 
1 3
1. lim 2− + 2 .
n→∞ n n
28 calculus
3n2 − 5n
2. lim .
n→∞ 5n2 + 2n − 6
√ √
3. lim ( n + 1 − n).
n→∞

Solution.

1.
 
1 3 1 1
lim 2− + 2 = lim 2 − lim + 3 lim 2
n→∞ n n n→∞ n→∞ n n → ∞ n
= 2−0+0
=2

2.

lim 3 − n5


3n2 − 5n n→∞
lim =  
n→∞ 5n2 + 2n − 6
lim 5 + n2 − 6
n2
n→∞

We know that
   
5 5
lim 3− = lim 3 − lim = 3−0 = 3
n→∞ n n→∞ n→∞ n

and
 
2 6 2 6
lim 5+ − 2 = lim 5 + lim − lim 2 = 5 + 0 + 0
n→∞ n n n→∞ n→∞ n n → ∞ n

Therefore combining the two limits we have

lim 3 − n5


3n2 − 5n n→∞ 3
lim =   =
n→∞ 5n2 + 2n − 6 5
lim 5 + n2 − 6
n2
n→∞

3. Notice that as n → ∞ we have

√ √
lim ( n + 1) − lim ( n) = ∞ − ∞
n→∞ n→∞

This quantity is undefined, so this approach will not help us solve this problem. This we need to try a new
approach
Whenever we are confronted with a expression of the form
p p
some expression − another expression,

we multiply by term in a way similar to multiplication by complex conjugates (remember high school maths!)
Thus we have
√ √
√ √ √ √ n+1+ n
n+1− n = n+1− n· √ √
n+1+ n
 sequences and functions 29

The numerator becomes a difference of two squares

n+1−n
= √ √
n+1+ n
1
= √ √
n+1+ n
Therefore, the limit becomes
√ √ 1
lim ( n + 1 − n) = lim √ √
n→∞ n→∞ n+1+ n
=0
Theorem 2.4 (Squeeze Theorem).
If lim an = l = lim bn and there exists an N such that an ≤ cn ≤ bn , for all n > N, then lim cn = l.
n→∞ n→∞ n→∞

Proof: Since lim an = l it means that for all ε > 0 there exists N1 > 0 such that
n→∞

| an − l | < ε for al n > N1

Or put in another way, for all ε > 0 there exists N1 > 0 such that
l − ε < an < l + ε, for al n > N1
Similarly lim bn = l means that for all ε > 0 there exists N2 > 0 such that
n→∞

l − ε < bn < l + ε for al n > N2

We know that an ≤ cn ≤ bn , thus if we take N = max{ N1 , N2 } we have
l − ε < a n < c n < bn < l + ε for al n > N
or in other words
|cn − l | < ε for al n > N
Hence lim cn = l ■
n→∞
Example 2.12.
cos n
Find lim .
n→∞ n
Solution.
We know that
−1 ≤ cos n ≤ 1
1 cos n 1
− ≤ ≤
n n n
1 cos n 1
− lim ≤ lim ≤ lim
n→∞ n n→∞ n n→∞ n
cos n
0 ≤ lim ≤0
n→∞ n
cos n
lim =0
n→∞ n
Exercise 2.1.
1
Find lim √ .
n→∞ n n