Springer Undergraduate Mathematics Series

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The Springer Undergraduate Mathematics Series (SUMS) is a series designed for
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Robert Magnus

Fundamental Mathematical
Analysis

123
Robert Magnus
Faculty of Physical Sciences
University of Iceland
Reykjavik, Iceland

ISSN 1615-2085 ISSN 2197-4144 (electronic)

Springer Undergraduate Mathematics Series
ISBN 978-3-030-46320-5 ISBN 978-3-030-46321-2 (eBook)
https://doi.org/10.1007/978-3-030-46321-2

Mathematics Subject Classification (2020): 26, 40

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To Jórunn Erla
Preface

This text has developed from courses that I have taught on analysis to university
students of mathematics in their first semester. However, it has grown to be much
more than a course for first year students. Although the 11 chapters (beginning at
Chap. 2) include the material usually to be found in beginning courses of analysis, I
have also had further objectives that are not usually communicated to beginning
students.
In my view mathematics underwent a transformation in the late nineteenth
century and early twentieth, indeed a revolution, that could not have been foreseen.
Previously there had not been general agreement about standards of proof except
perhaps in classical Euclidean geometry. The logical basis of arguments used to
prove results about calculus and infinite series, indeed about most mathematics
since the Renaissance, was not understood, and there was some anxiety as to
whether the edifice of mathematical knowledge might come crashing down. Some
mathematicians issued warnings, but the speed and momentum of new discoveries
was fortunately unstoppable, and the results seemed correct; they certainly passed
all empirical tests of correctness. The idea that analysis was transformed, from a
subject with shaky foundations, to become a flagship of correct mathematical
argument, and that this change occurred over a rather short period, is something that
I regard as important for understanding its nature. Suddenly there was general
agreement over what constituted a correct proof, provided only that the details
could be taken in by a human reader. Historically, analysis was a great success
story.
The objective implied by the last paragraph, to communicate to the reader the
success of analysis in overcoming previously held doubts, is not attained by
pedantic rigour or a painstaking level of formality. Nor does it call for any genuine
attempt to recount the history of analysis or follow a historical development of the
subject. Nor does it call for any novel approach to any topic. It does, though, colour
the way the topics are presented. It calls for clarity and meaning in the proofs,
honesty about what has been achieved and the ever present awareness that the
reader is an intelligent adult who genuinely is trying to understand what analysis is
about and why it is important.

vii
viii Preface

Set theory has played a basic role in the evolution of analysis. A text of this kind
has to present a certain amount of set theory at the outset. But a proper axiomatic
treatment of set theory would alienate many readers. The alternative to this has
usually been the awfully named naive set theory, involving a careless approach to
difficult ideas. But this too can alienate readers (though probably not the same
group of readers). Some middle approach is needed that is honest about set theory
but not pedantically detailed. The reader should be made aware that there is a need
for clear principles for building sets, including many sets that mathematicians take
for granted, even if these principles are not all explained in detail. How can anal-
ysis, as it is usually understood, exist unless it is accepted that an infinite set exists?
This a major stumbling block for those not trained in mathematics and a “look it’s
obvious” approach will not win any converts. And why should it? In an accurate
treatment an infinite set is introduced by a set-building axiom. When set theory is
naive, non-mathematicians can appear foolish, and mathematicians can appear
doctrinaire.
Every text of this kind has its red lines, introduced by the hackneyed phrase
‘beyond the scope of this book’. The word ‘fundamental’ of the title is supposed to
be taken seriously and construed as meaning a certain portion of analysis. What bits
of analysis are fundamental? They must include the following items: an accurate
description of the real numbers, limits, infinite series, continuity, derivatives,
integrals and the elementary transcendental functions. These are standard contents
of a first university course in analysis. Very broadly, the boundaries of fundamental
analysis lie where the key to further progress requires certain far-reaching theories
that are introduced to students after a first course, typically, complex analysis,
metric spaces, multivariate calculus or the Lebesgue integral.
In this text there is no discussion of countability versus uncountability for sets.
There are no open or closed sets (apart from intervals), and therefore no topology or
metrics; and certainly no Heine–Borel theorem, though we go dangerously close to
requiring it. This means that we stop short of a nice, necessary and sufficient
condition for integrability. The integral is Riemann-Darboux; though I freely
confess my view that the Lebesgue integral is the greatest advance in analysis of the
twentieth century. There is no general treatment of any class of differential equa-
tions; though some very special and important equations appear at crucial places in
the narrative. There is no complex analysis (though there is a chapter introducing
complex numbers) and almost no functions of several variables; certainly no final
chapter, so beloved by authors of analysis texts, entitled ‘Extension to several
variables’. Surely several variables deserve a book of their own.
Missing is any construction of the real numbers or the complex numbers. My
view is clear: neither construction is needed for analysis. They serve only two
purposes: logically, to prove that the axioms of analysis are consistent; and peda-
gogically, to answer students who obstinately want to know what the square root of
two and the square root of minus one are in reality, and who are not necessarily
convinced by the answers. Moreover, giving prominence to constructions tends to
suggest that there is only one right way to understand real numbers or complex
numbers.
Preface ix

After reading two paragraphs devoted to what is not included, the reader may
well wonder what the author considers fundamental analysis to be. To see what is
included the reader is referred to the rather thorough list of contents.
Analysis is like the trunk of a great tree that gives rise to branches, some small,
some large and some still growing. I have included a number of sections marked
with the symbol ð}Þ and referred to as nuggets (as in nugget of wisdom, though I'm
actively searching for a different name). These take up fascinating topics that can be
explored using fundamental analysis, but can be omitted without losing the main
thread. They go in some cases far beyond what a beginning student would ordi-
narily encounter. They serve to enrich the narrative and often point to a whole
subject area that springs out of the main trunk of the tree. They are not needed in the
main text of sections not so marked; however, they may be needed for some of the
exercises. Some push the boundaries of the main text and encroach on areas where
one really starts to need complex analysis or multivariate calculus to make sig-
nificant progress. Mostly they can be omitted in a first course of analysis. These
sections, and exercises elsewhere that may need material from them, are marked
with the nugget symbol ð}Þ. Most conclude with a short subsection called ‘Pointers
to further study’ listing topics or whole subject areas that the reader can look up if
they wish to pursue the topic of the nugget further.

Advice for Instructors

This text began life as lectures for a first course of analysis, which was taught a
number of times to mathematics students in their first year at the University of
Iceland, and consisted of 23 lectures of 80 min each. Material from all 12 chapters
was covered in the lectures, in the same order of presentation, omitting the content
of sections marked with the nugget symbol ð}Þ. Some of the topics that ended up in
the nuggets were assigned to students as study projects on which they were required
to give a presentation.
Thus, in spite of a considerable expansion, and because the additional and more
demanding material is clearly marked, the text can be used as the basis for a course.
The instructor would only have to agree with the author on a number of key
pedagogical issues, that can give rise to heated disputes and to which the answer is a
matter of personal preference. For example, over whether or not to construct the real
numbers; or over whether to present sequences and series before functions of a real
variable; or whether uniform convergence should be covered in a first course; or
how to define the circular functions. The first issue is discussed in the nugget
(Sect. 3.10) ‘Philosophical implications of decimals’ and elsewhere in this preface;
the elementary transcendental functions are rigorously defined and studied at the
earliest point in the text at which it is possible in a practical and meaningful manner.
The text contains many exercises mostly collected together into exercise sec-
tions. However, some isolated exercises interrupt the text with the purpose of
inviting the reader to engage immediately and constructively with the material. It
x Preface

will be noticed that many of the exercises are challenging and some of them present
results of independent interest. It is expected that the instructor can provide addi-
tional routine exercises for the purpose of practising the basic rules.
Scattered throughout the text are some pictures. The philosophy behind them is
that they may help the reader to visualise an idea or a proof, but are never a
necessary part of the discourse. They were hand-drawn using the free graphics
software IPE and are intended to resemble nice impromptu sketches that a teacher
might make in class.

Reykjavik, Iceland Robert Magnus

November 2019 Professor Emeritus
Contents

1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.1 What Is Mathematical Analysis? . . . . . . . . . . . . . . . . . . . . . . 1
1.2 Milestones in the History of Analysis . . . . . . . . . . . . . . . . . . . 1
2 Real Numbers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
2.1 Natural Numbers and Set Theory . . . . . . . . . . . . . . . . . . . . . . 3
2.1.1 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
2.2 Axioms for the Real Numbers . . . . . . . . . . . . . . . . . . . . . . . . 7
2.2.1 Arithmetic Axioms . . . . . . . . . . . . . . . . . . . . . . . . . 7
2.2.2 Axioms of Ordering . . . . . . . . . . . . . . . . . . . . . . . . 9
2.2.3 Integers and Rationals . . . . . . . . . . . . . . . . . . . . . . . 11
2.2.4 Q is Insufficient for Analysis . . . . . . . . . . . . . . . . . . 11
2.2.5 Dedekind Sections . . . . . . . . . . . . . . . . . . . . . . . . . 12
2.2.6 Axiom of Completeness . . . . . . . . . . . . . . . . . . . . . 13
2.2.7 Square Root of 2 . . . . . . . . . . . . . . . . . . . . . . . . . . 13
2.2.8 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
2.2.9 The Functions Max, Min, and Absolute Value . . . . . 15
2.2.10 Mathematical Analysis . . . . . . . . . . . . . . . . . . . . . . 17
2.2.11 Exercises (cont’d) . . . . . . . . . . . . . . . . . . . . . . . . . . 18
2.3 Decimal Fractions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20
2.3.1 Practical and Theoretical Meaning of Decimals . . . . 21
2.3.2 Algorithm for Decimals . . . . . . . . . . . . . . . . . . . . . . 22
2.3.3 Decimal Representation of Rational Numbers . . . . . . 23
2.3.4 Repeating Decimals and Geometric Series . . . . . . . . 23
2.3.5 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24
2.4 Subsets of R . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24
2.4.1 Intervals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24
2.4.2 The Completeness Axiom Again . . . . . . . . . . . . . . . 25
2.4.3 Bounded Subsets of R . . . . . . . . . . . . . . . . . . . . . . 25
2.4.4 Supremum and Infimum . . . . . . . . . . . . . . . . . . . . . 26

xi
xii Contents

2.4.5 Exercises . . . . . . . . . . . . . . . . . . . . . . . ......... 27

2.4.6 Supremum or Maximum? . . . . . . . . . . . ......... 27
2.4.7 Using Supremum and Infimum to Prove
Theorems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28
2.4.8 The Archimedean Property of R . . . . . . . . . . . . . . . 29
2.4.9 Exercises (cont’d) . . . . . . . . . . . . . . . . . . . . . . . . . . 29
2.5 Approximation by Rational Numbers . . . . . . . . . . . . . . . . . . . 30
2.5.1 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31
3 Sequences and Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
3.1 Sequences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
3.1.1 The Notion of Sequence . . . . . . . . . . . . . . . . . . . . . 35
3.1.2 Defining a Sequence by Induction . . . . . . . . . . . . . . 37
3.1.3 Infinite Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38
3.2 Limits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39
3.2.1 Writing the Definition of Limit in English,
and in Logic . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40
3.2.2 Limits are Unique . . . . . . . . . . . . . . . . . . . . . . . . . . 42
3.2.3 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42
3.2.4 Free Variables and Bound Variables . . . . . . . . . . . . 43
3.2.5 Proving Things Using the Definition of Limit . . . . . . 44
3.2.6 Denying That limn!1 an ¼ t . . . . . . . . . . . . . . . . . . 45
3.2.7 Two Fundamental Limits . . . . . . . . . . . . . . . . . . . . 46
3.2.8 Bounded Sequences . . . . . . . . . . . . . . . . . . . . . . . . 47
3.2.9 The Limits 1 and 1 . . . . . . . . . . . . . . . . . . . . . . 47
3.2.10 Exercises (cont’d) . . . . . . . . . . . . . . . . . . . . . . . . . . 48
3.3 Monotonic Sequences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49
3.3.1 Limits and Inequalities . . . . . . . . . . . . . . . . . . . . . . 50
3.3.2 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 51
3.4 Limit Rules . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 52
3.4.1 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 55
3.5 Limit Points of Sets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 57
3.5.1 Weierstrass’s Theorem on Limit Points . . . . . . . . . . 58
3.5.2 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 59
3.6 Subsequences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 60
3.6.1 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 62
3.7 Cauchy’s Convergence Principle . . . . . . . . . . . . . . . . . . . . . . 63
3.8 Convergence of Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 64
3.8.1 Rules for Series . . . . . . . . . . . . . . . . . . . . . . . . . . . 65
3.8.2 Convergence Tests . . . . . . . . . . . . . . . . . . . . . . . . . 65
3.8.3 The Simplest Convergence Tests: Positive Series . . . 66
3.8.4 Geometric Series and D’Alembert’s Test . . . . . . . . . 67
3.8.5 Exercises . P ............................ . . . 68
3.8.6 The Series 1 p
n¼1 1=n . . . . . . . . . . . . . . . . . . . . . . . 70
Contents xiii

3.8.7 Telescoping Series . . . . . . . . . . . . . . . . . . . . . . . . . 71

3.8.8 Exercises (cont’d) . . . . . . . . . . . . . . . . . . . . . . . . . . 72
3.9 Decimals Reprised . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 73
3.9.1 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 77
3.10 ð}Þ Philosophical Implications of Decimals . . . . . . . . . . . . . . 77
3.10.1 Pointers to Further Study . . . . . . . . . . . . . . . . . . . . 79
3.11 ð}Þ Limit Inferior and Limit Superior . . . . . . . . . . . . . . . . . . 80
3.11.1 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 82
3.11.2 Uses of Limit Inferior and Limit Superior . . . . . . . . 83
3.11.3 Exercises (cont’d) . . . . . . . . . . . . . . . . . . . . . . . . . . 85
3.11.4 Pointers to Further Study . . . . . . . . . . . . . . . . . . . . 85
3.12 ð}Þ Continued Fractions . . . . . . . . . . . . . . . . . . . . . . . . . . . . 85
3.12.1 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 88
3.12.2 Pointers to Further Study . . . . . . . . . . . . . . . . . . . . 89
4 Functions and Continuity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 91
4.1 How Do We Talk About Functions? . . . . . . . . . . . . . . . . . . . 91
4.1.1 Examples of Specifying Functions . . . . . . . . . . . . . . 92
4.2 Continuous Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 93
4.2.1 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 95
4.2.2 Limits of Functions . . . . . . . . . . . . . . . . . . . . . . . . . 95
4.2.3 Connection Between Continuity and Limit . . . . . . . . 97
4.2.4 Limit Rules . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 97
4.2.5 Continuity Rules . . . . . . . . . . . . . . . . . . . . . . . . . . . 99
4.2.6 Left and Right Limits . . . . . . . . . . . . . . . . . . . . . . . 99
4.2.7 The Limits limx!1 f ðxÞ and limx!1 f ðxÞ . . . . . . . . 101
4.2.8 The Limits 1 . . . . . . . . . . . . . . . . . . . . . . . . . . . 101
4.2.9 Exercises (cont’d) . . . . . . . . . . . . . . . . . . . . . . . . . . 102
4.2.10 Bounded Functions . . . . . . . . . . . . . . . . . . . . . . . . . 103
4.2.11 Monotonic Functions . . . . . . . . . . . . . . . . . . . . . . . 104
4.2.12 Discontinuities of Monotonic Functions . . . . . . . . . . 105
pffiffiffi
4.2.13 Continuity of x . . . . . . . . . . . . . . . . . . . . . . . . . . 106
4.2.14 Composite Functions . . . . . . . . . . . . . . . . . . . . . . . . 106
4.2.15 Limits of Functions and Limits of Sequences . . . . . . 107
4.2.16 Iterations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 108
4.2.17 Exercises (cont’d) . . . . . . . . . . . . . . . . . . . . . . . . . . 109
4.3 Properties of Continuous Functions . . . . . . . . . . . . . . . . . . . . 111
4.3.1 The Intermediate Value Theorem . . . . . . . . . . . . . . . 111
4.3.2 Thoughts About the Proof of the Intermediate
Value Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . 112
4.3.3 The Importance of the Intermediate Value
Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 113
4.3.4 The Boundedness Theorem . . . . . . . . . . . . . . . . . . . 113
4.3.5 Thoughts About the Proof of the Boundedness
Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 115
xiv Contents

4.3.6 The Extreme Value Theorem . . . . . . . . . . . . . . . . . . 115

4.3.7 Using the Extreme Value Theorem . . . . . . . . . . . . . 116
4.3.8 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 117
4.4 Inverses of Monotonic Functions . . . . . . . . . . . . . . . . . . . . . . 118
4.4.1 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 121
4.5 Two Important Technical Propositions . . . . . . . . . . . . . . . . . . 121
4.5.1 The Oscillation of a Function . . . . . . . . . . . . . . . . . 122
4.5.2 Uniform Continuity . . . . . . . . . . . . . . . . . . . . . . . . . 124
4.5.3 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 124
4.6 ð}Þ Iterations of Monotonic Functions . . . . . . . . . . . . . . . . . . 125
4.6.1 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 127
4.6.2 Pointers to Further Study . . . . . . . . . . . . . . . . . . . . 127
5 Derivatives and Differentiation . . . . . . . . . . . . . . . . . . . . . . . . . . . . 129
5.1 The Definition of Derivative . . . . . . . . . . . . . . . . . . . . . . . . . 129
5.1.1 Differentiability and Continuity . . . . . . . . . . . . . . . . 130
5.1.2 Derivatives of Some Basic Functions . . . . . . . . . . . . 131
5.1.3 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 132
5.2 Differentiation Rules . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 134
5.2.1 Differentiation of the Power Function . . . . . . . . . . . 135
5.2.2 The Chain Rule . . . . . . . . . . . . . . . . . . . . . . . . . . . 136
5.2.3 Differentiation of Inverse Functions . . . . . . . . . . . . . 138
5.2.4 Differentiation of Fractional Powers . . . . . . . . . . . . . 139
5.2.5 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 139
5.3 Leibniz’s Notation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 141
5.3.1 Tangent Lines . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 141
5.3.2 Differential Quotients . . . . . . . . . . . . . . . . . . . . . . . 142
5.3.3 The Chain Rule and Inverse Functions
in Leibniz’s Notation . . . . . . . . . . . . . . . . . . . . . . . 143
5.3.4 Tangents to Plane Curves . . . . . . . . . . . . . . . . . . . . 144
5.3.5 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 146
5.4 Higher Order Derivatives . . . . . . . . . . . . . . . . . . . . . . . . . . . . 147
5.4.1 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 147
5.5 Significance of the Derivative . . . . . . . . . . . . . . . . . . . . . . . . 149
5.5.1 Maxima and Minima . . . . . . . . . . . . . . . . . . . . . . . . 151
5.5.2 Finding Maxima and Minima in Practice . . . . . . . . . 152
5.5.3 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 152
5.6 The Mean Value Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . 153
5.6.1 First Consequences of the Mean Value Theorem . . . 154
5.6.2 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 155
5.7 The Derivative as a Linear Approximation . . . . . . . . . . . . . . . 156
5.7.1 Higher Derivatives and Taylor Polynomials . . . . . . . 156
5.7.2 Comparison to Taylor’s Theorem . . . . . . . . . . . . . . 157
Contents xv

5.7.3 Cauchy’s Form of the Mean Value Theorem . . . . . . 158

5.7.4 Geometric Interpretation of the Mean Value
Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 158
5.7.5 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 160
5.8 L’Hopital’s Rule . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 161
5.8.1 Using L’Hopital’s Rule . . . . . . . . . . . . . . . . . . . . . . 163
5.8.2 Is There an Error in the Proof? . . . . . . . . . . . . . . . . 164
5.8.3 Geometric Interpretation of L’Hopital’s Rule . . . . . . 164
5.8.4 Iterative Use of L’Hopital’s Rule: Taylor
Polynomials Again . . . . . . . . . . . . . . . . . . . . . . . . . 164
5.8.5 Application to Maxima and Minima . . . . . . . . . . . . . 166
5.8.6 More on L’Hopital’s Rule: The 1=1 Version . . . . . 167
5.8.7 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 169
5.9 ð}Þ Multiplicity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 171
5.9.1 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 172
5.9.2 Sturm’s Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . 173
5.9.3 Exercises (cont’d) . . . . . . . . . . . . . . . . . . . . . . . . . . 175
5.9.4 Pointers to Further Study . . . . . . . . . . . . . . . . . . . . 176
5.10 Convex Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 176
5.10.1 Tangent Lines and Convexity . . . . . . . . . . . . . . . . . 178
5.10.2 Inflection Points . . . . . . . . . . . . . . . . . . . . . . . . . . . 180
5.10.3 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 181
5.11 ð}Þ Jensen’s Inequality . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 184
5.11.1 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 186
5.11.2 Pointers to Further Study . . . . . . . . . . . . . . . . . . . . 186
5.12 ð}Þ How Fast Do Iterations Converge? . . . . . . . . . . . . . . . . . 186
5.12.1 The Babylonian Method . . . . . . . . . . . . . . . . . . . . . 189
5.12.2 Newton’s Method . . . . . . . . . . . . . . . . . . . . . . . . . . 190
5.12.3 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 191
5.12.4 Pointers to Further Study . . . . . . . . . . . . . . . . . . . . 193
6 Integrals and Integration . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 195
6.1 Two Unlike Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 195
6.2 Defining the Riemann–Darboux Integral . . . . . . . . . . . . . . . . . 196
6.2.1 Thoughts on the Definition . . . . . . . . . . . . . . . . . . . 199
6.3 First Results on Integrability . . . . . . . . . . . . . . . . . . . . . . . . . 200
6.3.1 Riemann’s Condition . . . . . . . . . . . . . . . . . . . . . . . 201
6.3.2 Integrability of Continuous Functions and
Monotonic Functions . . . . . . . . . . . . . . . . . . . . . . . 202
6.3.3 Two Simple Integrals Computed . . . . . . . . . . . . . . . 204
6.4 Basic Integration Rules . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 205
6.4.1 Integration of Step Functions . . . . . . . . . . . . . . . . . . 208
6.4.2 The Integral from a to b . . . . . . . . . . . . . . . . . . . . . 208
xvi Contents

6.4.3 Leibniz’s Notation for Integrals . . . . . . . . . . . . . . . . 209

6.4.4 Useful Estimates . . . . . . . . . . . . . . . . . . . . . . . . . . . 209
6.4.5 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 211
6.5 The Connection Between Integration and Differentiation . . . . . 214
6.5.1 Thoughts About the Fundamental Theorem . . . . . . . 217
6.5.2 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 219
6.6 ð}Þ Riemann Sums . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 220
6.6.1 Things You Can Do with Riemann Sums . . . . . . . . . 224
6.6.2 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 225
6.6.3 Pointers to Further Study . . . . . . . . . . . . . . . . . . . . 225
6.7 ð}Þ The Arc Length, Volume and Surface of Revolution
Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 226
6.7.1 Length of Parametric Curves . . . . . . . . . . . . . . . . . . 227
6.7.2 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 228
6.7.3 Volumes and Surfaces of Revolution . . . . . . . . . . . . 229
6.7.4 Exercises (cont’d) . . . . . . . . . . . . . . . . . . . . . . . . . . 230
6.7.5 Pointers to Further Study . . . . . . . . . . . . . . . . . . . . 231
6.8 ð}Þ Approximation by Step Functions . . . . . . . . . . . . . . . . . . 231
6.8.1 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 235
6.8.2 Pointers to Further Study . . . . . . . . . . . . . . . . . . . . 236
7 The Elementary Transcendental Functions . . . . . . . . . . . . . . . . . . . 237
7.1 Trigonometric Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . 238
7.1.1 First Steps Towards Defining Sine and Cosine . . . . . 238
7.1.2 The Differential Equation y00 þ y ¼ 0 . . . . . . . . . . . . 241
7.1.3 Extending sin x . . . . . . . . . . . . . . . . . . . . . . . . . . . . 241
7.1.4 Defining Cosine . . . . . . . . . . . . . . . . . . . . . . . . . . . 242
7.1.5 Differentiating cos x and sin x . . . . . . . . . . . . . . . . . 243
7.1.6 Addition Rules for Sine and Cosine . . . . . . . . . . . . . 243
7.1.7 Parametrising the Circle . . . . . . . . . . . . . . . . . . . . . 244
7.1.8 The Trigonometric Functions tan x, cot x, sec x,
csc x . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 244
7.1.9 The Derivatives of arcsin x, arccos x and arctan x . . . 245
7.1.10 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 246
7.2 Logarithms and Exponentials . . . . . . . . . . . . . . . . . . . . . . . . . 247
7.2.1 Defining the Natural Logarithm and the
Exponential Function . . . . . . . . . . . . . . . . . . . . . . . 247
7.2.2 Exponentials and Logarithms with Base a . . . . . . . . 249
7.2.3 The Laws of Logarithms and Exponents . . . . . . . . . 250
7.2.4 Differentiating ax and xa . . . . . . . . . . . . . . . . . . . . . 251
7.2.5 Exponential Growth . . . . . . . . . . . . . . . . . . . . . . . . 251
7.2.6 Hyperbolic Functions . . . . . . . . . . . . . . . . . . . . . . . 252
Contents xvii

7.2.7 The Differential Equation

R y0 ¼ ky . . . . . . . . . . . . . . . 253
7.2.8 The Antiderivative ð1=xÞ dx . . . . . . . . . . . . . . . . . . 253
7.2.9 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 254
7.3 ð}Þ Defining Transcendental Functions . . . . . . . . . . . . . . . . . 257
7.3.1 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 259
7.3.2 Pointers to Further Study . . . . . . . . . . . . . . . . . . . . 262
8 The Techniques of Integration . . . . . . . . . . . . . . . . . . . . . . . . . . . . 263
8.1 Integration by Parts and by Substitution . . . . . . . . . . . . . . . . . 263
8.1.1 Finding Antiderivatives by Substitution . . . . . . . . . . 265
8.1.2 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 266
8.2 Integrating Rational Functions . . . . . . . . . . . . . . . . . . . . . . . . 271
8.2.1 Partial Fractions . . . . . . . . . . . . . . . . . . . . . . . . . . . 272
8.2.2 Practicalities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 272
8.2.3 Outline of Proof . . . . . . . . . . . . . . . . . . . . . . . . . . . 274
8.2.4 How to Integrate the Fractions . . . . . . . . . . . . . . . . . 276
8.2.5 Integrating Rational Functions of sin h and cos h . . . 277
8.2.6 Further Useful Reduction Formulas . . . . . . . . . . . . . 278
8.2.7 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 279
8.3 ð}Þ Ostrogradski’s Method . . . . . . . . . . . . . . . . . . . . . . . . . . 281
8.3.1 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 284
8.3.2 Pointers to Further Study . . . . . . . . . . . . . . . . . . . . 284
8.4 ð}Þ Numerical Integration . . . . . . . . . . . . . . . . . . . . . . . . . . . 284
8.4.1 Trapezium Rule . . . . . . . . . . . . . . . . . . . . . . . . . . . 285
8.4.2 Midpoint Rule . . . . . . . . . . . . . . . . . . . . . . . . . . . . 285
8.4.3 Simpson’s Rule . . . . . . . . . . . . . . . . . . . . . . . . . . . 286
8.4.4 Proof of the Error Estimate . . . . . . . . . . . . . . . . . . . 286
8.4.5 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 288
8.4.6 Pointers to Further Study . . . . . . . . . . . . . . . . . . . . 289
9 Complex Numbers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 291
9.1 The Complex Number Field . . . . . . . . . . . . . . . . . . . . . . . . . 291
9.1.1 Square Roots . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 293
9.1.2 Modulus and Conjugate . . . . . . . . . . . . . . . . . . . . . 294
9.1.3 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 296
9.2 Algebra in the Complex Plane . . . . . . . . . . . . . . . . . . . . . . . . 297
9.2.1 nth Root of a Complex Number . . . . . . . . . . . . . . . . 297
9.2.2 Logarithm of a Complex Number . . . . . . . . . . . . . . 298
9.2.3 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 301
10 Complex Sequences and Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . 305
10.1 The Limit of a Complex Sequence . . . . . . . . . . . . . . . . . . . . . 305
10.2 Complex Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 307
xviii Contents

10.2.1 Absolutely Convergent Series . . . . . . . . . . . . . . . . . 307

10.2.2 Cauchy’s Root Test . . . . . . . . . . . . . . . . . . . . . . . . 308
10.2.3 Extended Forms of the Ratio and Cauchy’s Tests . . . 308
10.2.4 Conditional Convergence: Leibniz’s Test . . . . . . . . . 309
10.2.5 Rearrangements of Absolutely Convergent Series . . . 311
10.2.6 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 312
10.3 Product of Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 314
10.3.1 Cauchy Product of Series . . . . . . . . . . . . . . . . . . . . 316
10.3.2 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 317
10.4 ð}Þ Riemann’s Rearrangement Theorem . . . . . . . . . . . . . . . . 318
10.4.1 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 320
10.4.2 Pointers to Further Study . . . . . . . . . . . . . . . . . . . . 320
10.5 ð}Þ Gauss’s Test . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 320
10.5.1 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 323
10.5.2 Pointers to Further Study . . . . . . . . . . . . . . . . . . . . 323
11 Function Sequences and Function Series . . . . . . . . . . . . . . . . . . . . . 325
11.1 Problems with Convergence . . . . . . . . . . . . . . . . . . . . . . . . . . 325
11.2 Pointwise Convergence and Uniform Convergence . . . . . . . . . 327
11.2.1 Cauchy’s Principle for Uniform Convergence . . . . . . 328
11.2.2 Uniform Convergence and Continuity . . . . . . . . . . . 329
11.2.3 Uniform Convergence of Series . . . . . . . . . . . . . . . . 329
11.2.4 Cauchy’s Principle for Uniform Convergence
of Function Series . . . . . . . . . . . . . . . . . . . . . . . . . . 330
11.2.5 Integration and Uniform Convergence . . . . . . . . . . . 331
11.2.6 Differentiation and Uniform Convergence
of Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 332
11.2.7 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 333
11.3 Power Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 336
11.3.1 Radius of Convergence . . . . . . . . . . . . . . . . . . . . . . 337
11.3.2 Determining the Radius of Convergence
by the Ratio Test . . . . . . . . . . . . . . . . . . . . . . . . . . 338
11.3.3 Uniform Convergence of Power Series . . . . . . . . . . . 339
11.3.4 The Exponential Series . . . . . . . . . . . . . . . . . . . . . . 339
11.3.5 The Number e . . . . . . . . . . . . . . . . . . . . . . . . . . . . 341
11.3.6 Differentiating a Power Series . . . . . . . . . . . . . . . . . 342
11.3.7 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 344
11.4 The Power Series of Common Elementary Functions . . . . . . . 345
11.4.1 Unification of Exponential and Circular
Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 345
11.4.2 The Binomial Series . . . . . . . . . . . . . . . . . . . . . . . . 346
11.4.3 Series for Arctangent . . . . . . . . . . . . . . . . . . . . . . . 349
11.4.4 Abel’s Lemma and Dirichlet’s Test . . . . . . . . . . . . . 350
Contents xix

11.4.5 Abel’s Theorem on Power Series . . . . . . . . . . . . . . . 352

11.4.6 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 353
11.5 ð}Þ Summability Theories . . . . . . . . . . . . . . . . . . . . . . . . . . . 360
11.5.1 Abelian Theorems and Tauberian Theorems . . . . . . . 361
11.5.2 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 362
11.5.3 Pointers to Further Study . . . . . . . . . . . . . . . . . . . . 363
11.6 ð}Þ The Irrationality of e and p . . . . . . . . . . . . . . . . . . . . . . . 363
11.6.1 Solutions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 364
11.6.2 Pointers to Further Study . . . . . . . . . . . . . . . . . . . . 366
11.7 Taylor Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 366
11.7.1 Taylor’s Theorem with Lagrange’s Remainder . . . . . 367
11.7.2 Error Estimates . . . . . . . . . . . . . . . . . . . . . . . . . . . . 370
11.7.3 Error Estimates for lnð1 þ xÞ . . . . . . . . . . . . . . . . . . 371
11.7.4 Error Estimates for ð1 þ xÞa . . . . . . . . . . . . . . . . . . . 372
11.7.5 Taylor’s Theorem with Cauchy’s Remainder . . . . . . 373
11.7.6 Taylor’s Theorem with the Integral Form
of the Remainder . . . . . . . . . . . . . . . . . . . . . . . . . . 375
11.7.7 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 377
11.8 ð}Þ Bernoulli Numbers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 381
11.8.1 Computing the Bernoulli Numbers . . . . . . . . . . . . . . 385
11.8.2 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 386
11.8.3 Pointers to Further Study . . . . . . . . . . . . . . . . . . . . 386
11.9 ð}Þ Asymptotic Orders of Magnitude . . . . . . . . . . . . . . . . . . 387
11.9.1 Asymptotic Expansions . . . . . . . . . . . . . . . . . . . . . . 389
11.9.2 Pointers to Further Study . . . . . . . . . . . . . . . . . . . . 391
11.10 ð}Þ Stirling’s Approximation . . . . . . . . . . . . . . . . . . . . . . . . . 391
11.10.1 Proofs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 392
11.10.2 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 394
11.10.3 Pointers to Further Study . . . . . . . . . . . . . . . . . . . . 395
12 Improper Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 397
12.1 Unbounded Domains and Unbounded Integrands . . . . . . . . . . 397
12.1.1 Key Examples of Improper Integrals . . . . . . . . . . . . 399
12.1.2 The Comparison Test for Improper Integrals . . . . . . 400
12.1.3 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 401
12.2 Differentiation Under the Integral Sign . . . . . . . . . . . . . . . . . . 403
12.2.1 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 404
12.3 The Maclaurin–Cauchy Theorem . . . . . . . . . . . . . . . . . . . . . . 405
12.3.1 The Euler–Mascheroni Constant . . . . . . . . . . . . . . . 407
12.3.2 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 408
12.4 Complex-Valued Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . 409
12.4.1 Absolutely Convergent Integrals . . . . . . . . . . . . . . . 411
12.4.2 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 412
xx Contents

12.5 ð}Þ Integral Transforms . . . . . . . . . . . . . . . . . . . . . . . . . . . . 418

12.5.1 Fourier Transform . . . . . . . . . . . . . . . . . . . . . . . . . . 418
12.5.2 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 419
12.5.3 Laplace Transform . . . . . . . . . . . . . . . . . . . . . . . . . 420
12.5.4 Exercises (cont’d) . . . . . . . . . . . . . . . . . . . . . . . . . . 420
12.5.5 Pointers to Further Study . . . . . . . . . . . . . . . . . . . . 422
12.6 ð}Þ The Gamma Function . . . . . . . . . . . . . . . . . . . . . . . . . . . 422
12.6.1 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 423
12.6.2 Pointers to Further Study . . . . . . . . . . . . . . . . . . . . 426

Appendix: Afterword and Acknowledgements . . . . . . . . . . . . . . . . . . . . . 427

Index . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 429