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Math Midterm

The document contains definitions and proofs related to differentiability of functions. It begins by defining a function f to be D1 at a point α if there exists a number A such that a certain inequality involving f, x, α, and A is satisfied for all ε > 0 and some δ > 0. It then proves three properties: (1) the function x^2 is D1 at every point α; (2) if f is D1 at α, then the number A is unique; (3) if f and g are D1 at α, then f + g is D1 at α. The document also contains proofs that a continuous function on a closed interval is bounded, and properties involving different
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0% found this document useful (0 votes)
68 views5 pages

Math Midterm

The document contains definitions and proofs related to differentiability of functions. It begins by defining a function f to be D1 at a point α if there exists a number A such that a certain inequality involving f, x, α, and A is satisfied for all ε > 0 and some δ > 0. It then proves three properties: (1) the function x^2 is D1 at every point α; (2) if f is D1 at α, then the number A is unique; (3) if f and g are D1 at α, then f + g is D1 at α. The document also contains proofs that a continuous function on a closed interval is bounded, and properties involving different
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

A.

ALTERNATIVE DEFINITION
Let 𝑆 ⊆ ℝ and 𝛼 ∈ 𝑆 with 𝛼 a limit point of 𝑆. Let 𝑓: 𝑆 → ℝ. We say that 𝑓 is 𝐷1 at 𝛼 if there
is a number 𝐴 such that for all 𝜖 > 0 there is 𝛿 > 0 such that if 𝑥 ∈ 𝑆 and |𝑥 − 𝛼| < 𝛿, then
|𝑓(𝑥) − 𝑓(𝛼) − 𝐴 ∙ (𝑥 − 𝛼)| ≤ 𝜖 ∙ |𝑥 − 𝛼|
It turns out that 𝐷1 is the same as differentiable, but do not assume that – just use the definition
of 𝐷1 as is.
Be able to prove the following.

(a) The function 𝑥 2 is 𝐷1 at 𝛼, for every 𝛼 ∈ ℝ. (Hint: let 𝐴 = 2 ∙ 𝛼.)

Let 𝜖 > 0, 𝛼 ∈ ℝ, and 𝐴 = 2 ∙ 𝛼


Let 𝛿 = 𝜖, then if 𝑥 ∈ 𝑆 and |𝑥 − 𝛼| < 𝛿, we have:
|𝑥 2 − 𝛼 2 − 2 ∙ 𝛼 ∙ (𝑥 − 𝛼)| = |𝑥 2 − 2 ∙ 𝛼 ∙ 𝑥 + 𝛼 2 | = |(𝑥 − 𝛼)2 | < 𝜖 ∙ |𝑥 − 𝛼|
Thus, 𝑥 2 is 𝐷1 at 𝛼, for every 𝛼 ∈ ℝ

(b) If 𝑓 is 𝐷1 at 𝛼, then the number 𝐴 involved is unique.

Suppose 𝑓 is 𝐷1 at 𝛼, and that there are 𝐴 and 𝐵 with 𝐴 ≠ 𝐵 that can fit in the inequality
Thus, for all 𝜖 > 0 there is 𝛿 > 0 such that if 𝑥 ∈ 𝑆 and |𝑥 − 𝛼| < 𝛿, then
|𝑓(𝑥) − 𝑓(𝛼) − 𝐴 ∙ (𝑥 − 𝛼)| ≤ 𝜖 ∙ |𝑥 − 𝛼| and |𝑓(𝑥) − 𝑓(𝛼) − 𝐵 ∙ (𝑥 − 𝛼)| ≤ 𝜖 ∙ |𝑥 − 𝛼|
We have:
|𝐴 − 𝐵| ∙ |𝑥 − 𝛼| = |(𝐴 − 𝐵) ∙ (𝑥 − 𝛼)| = |𝐴 ∙ (𝑥 − 𝛼) − 𝐵 ∙ (𝑥 − 𝛼)|
= |𝐴 ∙ (𝑥 − 𝛼) − 𝑓(𝑥) + 𝑓(𝛼) + 𝑓(𝑥) − 𝑓(𝛼) − 𝐵 ∙ (𝑥 − 𝛼)|
≤ |𝐴 ∙ (𝑥 − 𝛼) − 𝑓(𝑥) + 𝑓(𝛼)| + |𝑓(𝑥) − 𝑓(𝛼) − 𝐵 ∙ (𝑥 − 𝛼)|
≤ 𝜖 ∙ |𝑥 − 𝛼| + 𝜖 ∙ |𝑥 − 𝛼| = 2 ∙ 𝜖 ∙ |𝑥 − 𝛼|
Since 𝛼 ∈ 𝑆 and 𝛼 is a limit point of 𝑆, there’s 𝑥 ∈ (𝛼 − 𝛿, 𝛼 + 𝛿) with 𝑥 ≠ 𝛼, or |𝑥 − 𝛼| ≠ 0
Thus, |𝐴 − 𝐵| ≤ 2 ∙ 𝜖 arbitrary positive, i.e., 𝐴 = 𝐵

(c) If 𝑓: 𝑆 → 𝑅 and 𝑔: 𝑆 → 𝑅 and if both 𝑓 and 𝑔 are 𝐷1 at 𝛼 ∈ 𝑆, then 𝑓 + 𝑔 is 𝐷1 at 𝛼.

Let 𝜖 > 0
Since 𝑓 and 𝑔 are 𝐷1 at 𝛼, there is 𝐴 and 𝐵 and 𝛿 > 0 such that if 𝑥 ∈ 𝑆 and |𝑥 − 𝛼| < 𝛿, then
|𝑓(𝑥) − 𝑓(𝛼) − 𝐴 ∙ (𝑥 − 𝛼)| ≤ 𝜖 ∙ |𝑥 − 𝛼|
and |𝑔(𝑥) − 𝑔(𝛼) − 𝐵 ∙ (𝑥 − 𝛼)| ≤ 𝜖 ∙ |𝑥 − 𝛼|
For these 𝑥:

|(𝑓(𝑥) + 𝑔(𝑥)) − (𝑓(𝛼) + 𝑔(𝛼)) − (𝐴 + 𝐵) ∙ (𝑥 − 𝛼)|


= |(𝑓(𝑥) − 𝑓(𝛼) − 𝐴 ∙ (𝑥 − 𝛼)) + (𝑔(𝑥) − 𝑔(𝛼) − 𝐵 ∙ (𝑥 − 𝛼))|

≤ |𝑓(𝑥) − 𝑓(𝛼) − 𝐴 ∙ (𝑥 − 𝛼)| + |𝑔(𝑥) − 𝑔(𝛼) − 𝐵 ∙ (𝑥 − 𝛼)|


≤ 𝜖 ∙ |𝑥 − 𝛼| + 𝜖 ∙ |𝑥 − 𝛼| = 2 ∙ 𝜖 ∙ |𝑥 − 𝛼|
Thus, 𝑓 + 𝑔 is 𝐷1 at 𝛼

B. PROPOSITION 4.6
Proposition 4.6. Let 𝑓: [𝑎, 𝑏] → ℝ be continuous. Then 𝑓(𝑥) is bounded.
Proof.
Suppose that 𝑓(𝑥) is not bounded
Then for each positive integer 𝑛, there is 𝑢[𝑛] ∈ [𝑎, 𝑏] such that |𝑓(𝑢[𝑛])| > 𝑛
By Bolzano-Weierstrass for sequences, since the sequence 𝑢[𝑛] is bounded, there is a
converging sequence 𝑢[𝑗𝑛 ] → 𝑐 as 𝑛 → ∞
Since 𝑢[𝑛] ∈ [𝑎, 𝑏] for all 𝑛, we have 𝑐 ∈ [𝑎, 𝑏]
By Archimedes, there is 𝑚 ∈ ℤ with 𝑚 > |𝑓(𝑐)|
Since 𝑓 is continuous at 𝑐 and 𝑚 > |𝑓(𝑐)|, there is 𝛿 > 0 such that if |𝑥 − 𝑐| < 𝛿 then
|𝑓(𝑥)| < 𝑚
But since 𝑢[𝑗𝑛 ] → 𝑐 as 𝑛 → ∞, there’s a positive integer 𝑁 such that if 𝑛 ≥ 𝑁, then
|𝑢[𝑗𝑛 ] − 𝑐| < 𝛿; thus, |𝑓(𝑢[𝑗𝑛 ])| < 𝑚
However, for 𝑛 ≥ 𝑁, by the construction of 𝑢[𝑛], we have |𝑓(𝑢[𝑗𝑛 ])| > 𝑗𝑛
Since the 𝑗𝑛 strictly increase, eventually 𝑗𝑛 > 𝑚 for some 𝑛 →←
Therefore, 𝑓(𝑥) is bounded
C. PROOFS
Proposition 4.4. If 𝑆, 𝑇 ⊆ ℝ and 𝑓: 𝑆 → 𝑇 and 𝑔: 𝑇 → ℝ and if 𝛼 ∈ 𝑆 and 𝑓 is continuous at
𝛼 and 𝑔 is continuous at 𝑓(𝛼), then 𝑔(𝑓(𝑥)) is continuous at 𝛼.

Let 𝜖 > 0
Since 𝑔 is continuous at 𝑓(𝛼), there is 𝛿 > 0 such that if 𝑦 ∈ 𝑇 and |𝑦 − 𝑓(𝛼)| < 𝛿, then
|𝑔(𝑦) − 𝑔(𝑓(𝛼))| < 𝜖

Since 𝑓 is continuous at 𝛼, there is 𝜇 > 0 such that if 𝑥 ∈ 𝑆 and |𝑥 − 𝛼| < 𝜇, then


|𝑓(𝑥) − 𝑓(𝛼)| < 𝛿
Let 𝑥 ∈ 𝑆 and |𝑥 − 𝛼| < 𝜇
Then |𝑓(𝑥) − 𝑓(𝛼)| < 𝛿, and 𝑓(𝑥) ∈ 𝑓(𝑆) ⊆ 𝑇

Thus, |𝑔(𝑓(𝑥)) − 𝑔(𝑓(𝛼))| < 𝜖

Proposition 5.2. Let 𝑆 ⊆ ℝ and 𝛼 ∈ 𝑆 be a limit point of 𝑆. Let 𝑓: 𝑆 → ℝ. If 𝑓(𝑥) is


differentiable at 𝛼, then 𝑓(𝑥) is continuous at 𝛼.

Let 𝐹(𝑥) be a secant function for 𝑓(𝑥) at 𝛼


Since 𝐹 is continuous at 𝛼, there is 𝛿 > 0 such that if 𝑥 ∈ 𝑆 and |𝑥 − 𝛼| < 𝛿, then
|𝐹(𝑥) − 𝐹(𝛼)| < 1
For these 𝑥:
|𝐹(𝑥)| − |𝐹(𝛼)| ≤ |𝐹(𝑥) − 𝐹(𝛼)| < 1 ⇒ |𝐹(𝑥)| < |𝐹(𝛼)| + 1
Let 𝜖 > 0, and find 𝜇 > 0 less than 𝜖 and less than 𝛿
If 𝑥 ∈ 𝑆 and |𝑥 − 𝛼| < 𝜇, then also |𝑥 − 𝛼| < 𝛿, and we have:
|𝑓(𝑥) − 𝑓(𝛼)| = |𝐹(𝑥) ∙ (𝑥 − 𝛼)| ≤ (|𝐹(𝛼)| + 1) ∙ 𝜇 < (|𝐹(𝛼)| + 1) ∙ 𝜖
This number is arbitrarily small, and so 𝑓 is continuous at 𝛼

Chain Rule. If 𝑆, 𝑇 ⊆ ℝ and 𝑓: 𝑆 → 𝑇 and 𝑔: 𝑇 → ℝ and if 𝛼 ∈ 𝑆 and 𝑓 is differentiable at 𝛼


and 𝑔 is differentiable at 𝑓(𝛼), then 𝑔(𝑓(𝑥)) is differentiable at 𝛼, and

[𝑔(𝑓(𝑥))] | = 𝑔′ (𝑓(𝛼)) ∙ 𝑓 ′ (𝛼)
𝑥=𝛼

Let 𝐹 be a secant function for 𝑓 at 𝛼, and let 𝐺 be a secant function for 𝑔 at 𝑓(𝛼)

We claim that 𝐺(𝑓(𝑥)) ∙ 𝐹(𝑥) is a secant function for 𝑔(𝑓(𝑥)) at 𝛼

Indeed, for all 𝑥 ∈ 𝑆:

𝑔(𝑓(𝑥)) − 𝑔(𝑓(𝛼)) = 𝐺(𝑓(𝑥)) ∙ (𝑓(𝑥) − 𝑓(𝛼)) = 𝐺(𝑓(𝑥)) ∙ 𝐹(𝑥) ∙ (𝑥 − 𝛼)

Furthermore, 𝐹 is continuous at 𝛼, and 𝑓 is continuous at 𝛼 and 𝐺 is continuous at 𝑓(𝛼); thus,


𝐺(𝑓(𝑥)) ∙ 𝐹(𝑥) is continuous at 𝛼
This proves that 𝑔(𝑓(𝑥)) is differentiable at 𝛼

Then:

[𝑔(𝑓(𝑥))] | = 𝐺(𝑓(𝛼)) ∙ 𝐹(𝛼) = 𝑔′ (𝑓(𝛼)) ∙ 𝑓 ′ (𝛼)
𝑥=𝛼

Theorem on Interior Extremes. Let 𝐼 be an open interval and 𝑓: 𝐼 → ℝ. Suppose that 𝛼 ∈ 𝐼


and that 𝑓(𝛼) is the maximum of 𝑓(𝑥) on 𝐼. Suppose that 𝑓 ′ (𝛼) exists. Then 𝑓 ′ (𝛼) = 0.

Let 𝐹 be the secant function for 𝑓 at 𝛼


Suppose 𝑓 ′ (𝛼) < 0, so that 𝐹(𝛼) < 0
Since 𝐹 is continuous at 𝛼, get 𝛿 > 0 such that if 𝑥 ∈ 𝐼 and |𝑥 − 𝛼| < 𝛿, then 𝐹(𝑥) < 0
Since 𝐼 is an open interval, there is 𝛼1 ∈ 𝐼 such that 𝛼 − 𝛿 < 𝛼1 < 𝛼
Then:
𝑓(𝛼1 ) − 𝑓(𝛼) = 𝐹(𝛼1 ) ∙ (𝛼1 − 𝛼) > 0 ⇒ 𝑓(𝛼1 ) > 𝑓(𝛼) →←
Thus, 𝑓 ′ (𝛼) ≥ 0
Suppose 𝑓 ′ (𝛼) > 0, so that 𝐹(𝛼) > 0
Since 𝐹 is continuous at 𝛼, get 𝜇 > 0 such that if 𝑥 ∈ 𝐼 and |𝑥 − 𝛼| < 𝜇, then 𝐹(𝑥) > 0
Since 𝐼 is an open interval, there is 𝛼2 ∈ 𝐼 such that 𝛼 < 𝛼2 < 𝛼 + 𝜇
Then:
𝑓(𝛼2 ) − 𝑓(𝛼) = 𝐹(𝛼2 ) ∙ (𝛼2 − 𝛼) > 0 ⇒ 𝑓(𝛼2 ) > 𝑓(𝛼) →←
Therefore, 𝑓′(𝛼) = 0

Proposition 6.3. Let 𝑓: [𝑎, 𝑏] → ℝ be decreasing. Then 𝑓(𝑥) is integrable.

Since 𝑓 is decreasing, 𝑓(𝑎) and 𝑓(𝑏) are bounds on 𝑓(𝑥), so 𝑓(𝑥) is bounded
𝑏−𝑎
Let 𝑛 ∈ ℤ and 𝑛 ≥ 1, and 𝑃 a partition of [𝑎, 𝑏] into 𝑛 pieces with 𝐼 ∈ 𝑃 ⇒ |𝐼| =
𝑛

Let 𝐼 = [𝑐, 𝑑] ⊆ [𝑎, 𝑏]

Since 𝑓 is decreasing, sup(𝑓(𝐼)) = 𝑓(𝑐) and inf(𝑓(𝐼)) = 𝑓(𝑑)

We have: 𝑓(𝑎) ≥ 𝑓(𝑐) ≥ 𝑓(𝑑) ≥ 𝑓(𝑏) ⇒ var(𝑓, 𝐼) = 𝑓(𝑐) − 𝑓(𝑑) ≤ 𝑓(𝑎) − 𝑓(𝑏)
Therefore:
𝑛 𝑛
𝑢 𝑏−𝑎
∑ (𝑓, 𝑃) = ∑ var(𝑓, [𝑥𝑗−1 , 𝑥𝑗 ]) ∙ |[𝑥𝑗−1 , 𝑥𝑗 ]| = ∑[𝑓(𝑥𝑗−1 ) − 𝑓(𝑥𝑗 )] ∙
𝑙 𝑛
𝑗=1 𝑗=1

𝑏−𝑎
= (𝑓(𝑎) − 𝑓(𝑏)) ∙ → 0 as 𝑛 → ∞
𝑛
Thus, 𝑓(𝑥) is integrable
Proposition 6.14. Suppose that 𝑓(𝑥) is integrable on [𝑎, 𝑏]. Then there is a unique number 𝐼
such that
𝑢
∑ (𝑓, 𝑃) ≤ 𝐼 ≤ ∑ (𝑓, 𝑃)
𝑙

for all partitions 𝑃 on [𝑎, 𝑏].

Let 𝑃, 𝑄 be partitions of [𝑎, 𝑏], and 𝑅 a common refinement of 𝑃, 𝑄


By Proposition 6.11: ∑𝑙(𝑓, 𝑃) ≤ ∑𝑙(𝑓, 𝑅) ≤ ∑𝑢(𝑓, 𝑅) ≤ ∑𝑢(𝑓, 𝑄) for all 𝑃
Let 𝐼 = sup{∑𝑙(𝑓, 𝑃) | 𝑃 a partition of [𝑎, 𝑏]}
Then: 𝐼 ≤ ∑𝑢(𝑓, 𝑄) for all 𝑄
Therefore, ∑𝑙(𝑓, 𝑃) ≤ 𝐼 ≤ ∑𝑢(𝑓, 𝑃) for all 𝑃
Prove uniqueness: Let 𝐼, 𝐽 be in [∑𝑙(𝑓, 𝑃) , ∑𝑢(𝑓, 𝑃)] for all 𝑃
Let 𝜖 > 0, get a partition 𝑃 with ∑𝑢𝑙(𝑓, 𝑃) < 𝜖
We have: ∑𝑙(𝑓, 𝑃) ≤ 𝐼, 𝐽 ≤ ∑𝑢(𝑓, 𝑃)
Thus:
𝑢
|𝐼 − 𝐽| ≤ ∑ (𝑓, 𝑃) − ∑ (𝑓, 𝑃) = ∑ sup(𝑓, 𝐻) ∙ |𝐻| − ∑ inf(𝑓, 𝐻) ∙ |𝐻|
𝑙
𝐻∈𝑃 𝐻∈𝑃
𝑢
= ∑ var(𝑓, 𝐻) ∙ |𝐻| = ∑ (𝑓, 𝑃) < 𝜖
𝑙
𝐻∈𝑃

Therefore, 𝐼 = 𝐽

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