` lcul i 2016/2017

ca
Contents
Contents

1 Sets and functions

1.1 Sets . . . . . . . . . . . . . . . . . . . . . . . . . . . .
1.1.1 Operations between sets . . . . . . . . . . . . .
1.1.2 Intervals of R . . . . . . . . . . . . . . . . . . .
1.1.3 A demonstration . . . . . . . . . . . . . . . . .
1.2 Functions . . . . . . . . . . . . . . . . . . . . . . . . .
1.2.1 Graph of a function . . . . . . . . . . . . . . .
1.2.2 Properties of the real functions of real variable
1.2.3 Composition of functions . . . . . . . . . . . .
1.2.4 Inverse function . . . . . . . . . . . . . . . . . .

.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.

3
3
3
4
4
4
5
6
6
7

2 Limits
2.1 Lateral limits . . . . . . .
2.2 Properties of the limits . .
2.3 Continuity . . . . . . . . .
2.4 Infinites and infinitesimals
2.5 Asymptotic functions . . .

.
.
.
.
.

.
.
.
.
.

.
.
.
.
.

.
.
.
.
.

.
.
.
.
.

.
.
.
.
.

.
.
.
.
.

.
.
.
.
.

.
.
.
.
.

.
.
.
.
.

.
.
.
.
.

.
.
.
.
.

.
.
.
.
.

.
.
.
.
.

.
.
.
.
.

.
.
.
.
.

.
.
.
.
.

.
.
.
.
.

.
.
.
.
.

.
.
.
.
.

9
11
12
13
14
16

.
.
.
.
.
.
.
.

18
20
21
25
26
29
30
30
31

.
.
.
.
.
.
.
.

34
34
35
36
37
38
39
41
41

5 Successions and series

5.1 Mathematical induction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
5.2 Successions of numbers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
5.3 Series of numbers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

44
44
45
47

.
.
.
.
.

.
.
.
.
.

.
.
.
.
.

.
.
.
.
.

.
.
.
.
.

.
.
.
.
.

.
.
.
.
.

.
.
.
.
.

.
.
.
.
.

3 Derivatives
3.1 Properties of the derivatives . . . . . . . .
3.2 Taylors formula . . . . . . . . . . . . . .
3.3 Hopitals rule . . . . . . . . . . . . . . . .
3.4 Fundamental theorems . . . . . . . . . . .
3.5 Graphic study of functions . . . . . . . . .
3.5.1 Global theory . . . . . . . . . . . .
3.5.2 Local theory . . . . . . . . . . . .
3.5.3 Steps of a complete graphic study

.
.
.
.
.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.
.
.
.
.

4 Integrals
4.1 Definite integrals . . . . . . . . . . . . . . . . . .
4.1.1 Properties of definite integrals . . . . . .
4.2 Indefinite integrals . . . . . . . . . . . . . . . . .
4.2.1 Properties of the indefinite integrals . . .
4.3 The fundamental theorems of integral calculus .
4.4 Improper integrals . . . . . . . . . . . . . . . . .
4.5 Numerical integration . . . . . . . . . . . . . . .
4.5.1 Methods based on interpolation functions

.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.

5.4
5.5

5.3.1 Series of nonnegative

Successions of functions . .
Series of functions . . . . .
5.5.1 Power series . . . . .

terms
. . . .
. . . .
. . . .

.
.
.
.

.
.
.
.

.
.
.
.

.
.
.
.

.
.
.
.

.
.
.
.

.
.
.
.

.
.
.
.

.
.
.
.

.
.
.
.

.
.
.
.

.
.
.
.

.
.
.
.

.
.
.
.

.
.
.
.

.
.
.
.

.
.
.
.

.
.
.
.

.
.
.
.

.
.
.
.

.
.
.
.

.
.
.
.

.
.
.
.

.
.
.
.

.
.
.
.

.
.
.
.

.
.
.
.

.
.
.
.

.
.
.
.

.
.
.
.

.
.
.
.

48
50
51
53

` lcul i 2016/2017
ca
Sets and functions
1.1

sets

Definition. A (numerical) set is a collection of objects which are called points.

Example. A = {1, 2, 3, 4, 5}
Example. B = {1, 2, 3, 4, 5, . . .}
Example. C = {. . . , 2, 1, 0, 1, 2, . . .}
Remark. The order does not matter: A = {1, 3, 5, 4, 2} and C = {0, 1, 1, 2, 2, . . .} = {0, 1, 2, . . .}.
In particular, for their importance they are defined:
N = {0, 1, 2, 3, 4, . . .} set of the natural numbers
Z = {. . . , 2, 1, 0, 1, 2, . . .} set of the integer numbers
Q = { pq : p, q Z, q 6= 0 and mcd(p, q) = 1} set of the rational numbers
R set of the real numbers
C = {x + y i : x, y R} set of the complex numbers
Example. D = {3n : n Z}
Example. E = {n2 : n N}
Example. F = {x R : x
/ Q}
1.1.1

Operations between sets

Definition. Let X and Y two sets.

It is said that X is a subset of Y , and it is written X Y , if all x X belongs also to Y . It is said
that the subset X is own, and it is written X Y , if it is wanted to emphasize that X 6= Y .
The intersection of X and Y is the set X Y = {x : x X and x Y }.
The union of X and Y is the set X Y = {x : x X o x Y }.
X \ Y = {x X : x
/ Y }.
Example. {1, 2, 3, 4} {1, 2, 3, 4, 5} i, de fet, {1, 2, 3, 4} {1, 2, 3, 4, 5}.
Example. X X for every set X.
3

Example. Let X = {1, 2, 3, 4} and Y = {3, 4, 5, 6}. Then, X Y = {3, 4}, X Y = {1, 2, 3, 4, 5, 6},
X \ Y = {1, 2}, and any of the two sets is the others subset.
Example. N Z i, de fet, N Z Q R C.
Example. The numbers of the set R \ Q which we have defined before as F are called irrational.
1.1.2

Intervals of R

If a, b R with a < b, we define

(a, b) = {x R : a < x < b} (this interval, in addition, is an open set)
[a, b] = {x R : a x b} (this interval, in addition, is a closed set)
(a, +) = {x R : a < x}
(, b] = {x R : x b}
The points a and b are called the interval ends. In addition, the two first intervals are bounded sets and
the last two are non bounded sets .
Remark. (, +) = R.
1.1.3

A demonstration

Proposition.

2
/ Q.

Proof. We will
see
it
by
reductio
ad
absurdum.
We
suppose,
then,
that
2 Q. Then, by definition
of

Q, we have 2 = pq for some certain p, q Z with mcd(p, q) = 1. If 2 = pq , then, operating, 2 q = p

and, squaring, 2q 2 = p2 . The fact that p2 equals the double of a certain quantity means that the number
p2 is even. Note that this implies that p is also even, because an odd numbers square would be odd.
Therefore, p = 2n for some n Z. Putting this identity in the expression 2q 2 = p2 we obtain 2q 2 = (2n)2 ,
or 2q 2 = 4n2 , that is, q 2 = 2n2 . As before, this means that q 2 is an even number and, therefore, also
that q is an even 1.3.
number.Funciones
We have reached the conclusion that both p and q are even numbers, which
contradicts hypothesis mcd(p, q) = 1.
1.2

El concepto de funcion es central en matematica y, sorprendentemente,

solo en una fecha relativamente reciente (1829) ha sido formalizado.
functions La idea basica que esta detras del concepto de funcion es la conexion
entre input y output de un sistema:

Definition. A function
X and
Y is
a law
whichxassociates,
to each
f es fel between
conectortwo
quesets
asocia
a cada
dato
de input
un u
nico dato
de point x X, a
single point y = foutput
(x) fY(x).
. The
y is called
of x, and the
point
x inverseel image of y. The
Es point
la unicidad
de laimage
correspondencia
la que
caracteriza
concepto
funcio))
n. and
Parathe
tener
practico, of
podemos
pensar)).
en The subset of Y
set X is the domain
of f de
(Dom(f
set un
Y ejemplo
is the codomain
f (Codom(f
una caja
que calcule
rea de image
los crculos
partir
radioIm(f
r, area
formed by the images
of allnegra
the points
in X elisacalled
of f ,aand
is del
written
) or f (X).
que sabemos ser r2 . En este sistema cada dato de input es un valor r del
radio del crculo, al cual corresponde 4un u
nico dato de output r2 y la caja

negra es la funcion Area

que asocia r a r2 :

r ! Area

! r2 .

Resulta muy u
til abstraer la definicion y no atarse a un ejemplo concreto y
tener una definicion general, que debemos a Johann Dirichlet, matematico

Remark. We will avoid the word range, which sometimes refers to codomain and other times refers the
image, and can cause confusion.
Notation. A function and the sets on which it acts are usually written as a diagram:
f :X Y
x 7 y
Remark. By definition, two points can have the same image but not the other way round.
Example. X = {1, 2, 3, 4}, Y = {1, 2, 3} and
f :{1, 2, 3, 4}
1
2
3
4

{1, 2, 3}
7
2
7
2
7
3
7
3

Example. X = Y = R and f (x) = x2 , that is,

f :R R
x 7 x2

o be

f :R R
x 7 y = f (x) = x2

Example. Identity function on a set X:

idX :X X
x 7 x
Example. Absolute value function:
| | :R R
x 7 |x| =
1.2.1

x si x 0
x si x < 0

Graph of a function

Definition. The Cartesian product of two sets X and Y is the set

X Y = {(x, y) : x X and y Y }.
Likewise, the Cartesian product of n sets X1 , . . . , Xn is
X1 Xn = {(x1 , . . . , xn ) : xi Xi for every 1 and n}.
Notation. If all sets are the same, X, it is usually written X 2 = X X, X n = X X, etc. In
particular, if X = R, the set R2 is called real plane and Rn real space n-dimensional.
Definition. The graph of a function f : X Y is the subset of X Y
graf(f ) = {(x, y) X Y : x X and y = f (x)}.
In particular, the graph of a function f : R R is a curve of R2 and the graph of a function f : R2 R
is a surface of R3 .
5

punto del dominio de f y el segundo es la imagen de ese punto a traves de

f.
Si f es una funci
on real de variable real, su gr
afico es una curva en el
plano real, como muestra la figura de izquierda de la siguiente im
agen.

1.2.2

Properties
of the
real de
functions
of proyectado
real variablesobre el eje horizontal, corresponde a
Cada
punto
la curva,

un u
nico elemento x0 del dominio [a, b] de f (resaltado en azul). En cambio, si
proyectamos sobre el eje vertical, encontramos un elemento y0 del codominio
Notation. We will often talk about real functions of real variable f : D R R (and not f : R R)
[c, d] de f (resaltado en rojo).
when we are not interested in specifying the domain D of f but neither in forcing the function to be
Gr
aficamente, el dominio de una funci
on real de variable real es un subvalid for all R.
conjunto del eje horizontal, mientras que el codominio es un subconjunto
Definition.del
It is
that a function f : D R R is
ejesaid
vertical.
En la figura de derecha de la im
agen arriba se ve una curva que no
representa
gr
a
una a,
funci
n, porque, por ejemplo, la recta vertical
bounded
if Im(f ) el(a,
b)fico
for de
certain
b oR;
que corta el eje horizontal en x0 intersecta la curva en tres puntos diferentes
monotonic
increasing
if x sobre
< y elf (x)
f (y) forenevery
x, y Dy(strictly
if the is a <);
que se
proyectan
eje vertical
los puntos
1 , y2 , y3 . Si la curva
2 ; a tres im
representara
de
on,for
tendr
agenes ifdistintas,
(3 fel)(x)
( funci
7 g)(x)
=x0every
7x
monotonic
decreasing
ifgr
xa=fico
<3ysin(x),
una
f (x)
f (y)
x, y D (strictly
the is alo>);
cual es contrario
al
car
a
cter
de
unicidad
de
la
correspondencia
entre
input
f
(x)
=Rsin(x)
2 , con x 6= 0.
g
x
periodic
of
period
p

(or
p-peri`
o
dica)
if
f
(x
+
p)
=
f
(x)
for
every
x

D;
y output que caracteriza el concepto de funci
on.
Obviamente, el gr
afico de las funciones constantes es una recta
even if f (x)
= f (x)
for every x
1.5.
Composici
onD;altura
de funciones
horizontal
que tiene una
igual al valor de la constante. En
odd if particular,
f (x) =Pensemos
fel
(x)gr
for
every
x
D; funci
aotra
fico
de en
launa
funci
on onula
coincide
eje horizontal
vez
n como
en una con
cajaelnegra
que conectadado
por los
puntos
(x,
0)
del
plano
real
(a
cualquier
abscisa
corresponde
ordenada
un dato de input con un dato de output (y uno solo) de un cierto sistema.
injective if x 6= y f (x) 6= f (y) for every x, y D;

Supongamos que en nuestro sistema existen dos cajas negras representadas

dos )funciones
puestas en
cascada (v
la pr
xima
figura), en
exhaustive por
si Im(f
= R (generally,
a function
f e: ase
X
Y ois
exhaustive
if este
Im(fcaso
) = Y );
la relaci
on entre input y output esta dada por la funci
on compuesta entre
bijective if las
it isdos.
injective
and exhaustive,
that19
is,
if, y
R, con
! x la
condici
D suchonthat
(x) = y.
Obviamente
el razonamiento
tiene
sentido
quefla
segunda funci
on pueda interpretar los datos de output de la primera, es
1.2.3 Composition
of sifunctions
decir,
las im
agenes de la primera funcion pertenecen al dominio de la
segunda.

Formalicemos
la operaci
on def composici
n como
Definition. The composition
of two
functions
: X Y oand
g : Ysigue.
Z is the function
Def.: dadas dos funciones f1 y f2 ,

f1 : gX f :X
! Y Z
x
x 7 ! 7y z==f1(g
(x) f )(x) = g(f (x)).
f2 : W
w

! Z
6
7 ! z = f2 (w)

tales que Y W , podemos definir la composicion entre f1 y f2 , en este

orden, como la funci
on f2 f1 definida as
f2 f1 : X

! Z

That is, you are supposed to chain the calculation of function f with that of function g:
f

g f :X Im(f ) Y Z
x 7 y = f (x) 7 z = g(y) = g(f (x))
Remark.
Dom(g f ) = Dom(f )
Codom(g f ) = Codom(g)
f g 6= g f in general
Example. Let f (x) = x2 and g(x) = sin(x). If we specify their domains and images
f :R [0, +)
x 7
x2

g :R [1, 1]
x 7 sin(x)

we see that both compositions f g and g f are possible, since both chains
g

f g : R [1, 1] R [0, +)

g f : R [0, +) R [1, 1]

are coherent. Let us calculate them:

(f g)(x) = f (g(x)) = f (sin(x)) = (sin(x))2 = sin2 (x)
(g f )(x) = g(f (x)) = g(x2 ) = sin(x2 )
Furthermore, Dom(f g) = Dom(g) = R, Codom(f g) = Codom(f ) = [0, +), Dom(g f ) = Dom(f ) =
R and Codom(g f ) = Codom(g) = [1, 1], and f g 6= g f ja que sin2 (x) 6= sin(x2 ).
Example. Let f (x) = x2 and g(x) = log(x). If we specify their domains and images
f :R (, 0]
x 7 x2

g :(0, +) R
x
7 log(x)

we see that it is only possible the composition

g

f g : (0, +) R R (, 0]
since for the other we would have
f

R (, 0] 6 (0, +) R.
1.2.4

Inverse function

Definition. Let

f :X Y
x 7 y = f (x)

an injective function. The inverse function of f is defined as the function

f 1 :Im(f ) X
y 7 x = f 1 (y),
where x is the only point of X such that f (x) = y. (It is correctly defined because f is injective.)
7

Remark. f 1 (x) 6=

1
f (x)

!!!

Remark. f 1 f = idX and f f 1 = idIm(f ) .

Example. The function

f :R R
x 7 y = f (x) = ex

is injective and therefore invertible. As Im(f ) = (0, +), its inverse is the function
f 1 :(0, +) R
y
7 x = f 1 (y) = log(y),
since (f 1 f )(x) = f 1 (f (x)) = f 1 (ex ) = log(ex ) = x, that is, f 1 f = idR , and, likewise, f f 1 =
1
id(0,+) . It is necessary to observe also that f 1 (x) = log(x) 6= ex = e1x = f (x)
.

` lcul i 2016/2017
ca
Limits

Notation. D domain
D = boundary of D. Then, D = D D and D = D {}, where x0 D
means that either x0 D (real points) or x0 = + o x0 = (behaviour of a limit).

Definition. Let f : D R R, x0 D and ` R. It is said that the limit of f when x tends to x0 is

` (or that f converges to ` when x tends to x0 ), and is written
lim f (x) = `,

xx0

if, for each > 0, exists > 0 such that |f (x) `| < for every x D which satisfies 0 < |x x0 | < .

Remark. The fact that for each > 0 exists > 0 means that depends on and, therefore, the
smallest , theCauchy
smallestha
willpopularizado
have to be taken
forathe
condition
to stillenbesusatisfied.
su teor
sobre
los lmites
Cours dAnalyse

(1821) para la Ecole

Polytechnique de Paris, la elecci
on de las letras griegas

Remark. [1] for every x D which satisfies [2] 0 < |x x0 | ... from the end means: [1] if x0 D, f
" ydefined
se motiva
con
hecho
que el sola abreviar la palabra error con "
need not be
to one of
theelsides
of xde
0 and, therefore, in this case the x D are only the ones on
y la palabra
conthe .value
Como
a therefore,
resultar claro
the other side;
and [2] x distancia
can not take
of deber
x0 and,
f mayde
notsubedefinici
definedon,
by "x0 .

y representan, respectivamente, el error que se hace considerando el valor

de f (x) en vez de ` y la distancia entre x y x0 .
N
otese que Cauchy logr
o dar
on rigurosa de distancia inlimuna
x2 =definici
25
x5
finitesima (y entonces de lmite) a traves de una implicaci
on entre desigualdades queIf,tiene
que valer
elecci
on deforun
numero
real
from the definition.
for example,
= para
1, it iscada
enough
to take,
example,
=
0.05positivo.
such thatEl
|x2 25| <
1 providedhecho
that 0 de
< |x
5|el<eje
0.05,
that
such that
24 <
< 26caracterizan
provided thatlos
4.95conjuntos
< x < 5.05, which
que
real
nois,tenga
los vac
osx2que
is obvious.discretos
If = 0.1,
we
can
take,
for
example,

=
0.005
and
then
it
is
true
that
24.9 <dex2 < 25.1
N, Z y Q, es fundamental para estar seguros de que el proceso
provided that
4.995
And so on: No matter how small is , ite will
exist a small
regresi
on <
dex"<y 5.005.
bienalways
definido.
" hacia cero (sin llegar nunca a cero) est
Example. Let us consider the case f (x) = x2 and x0 = 5, and see that

enough
which will satisfy inequalities (and, in fact, it can be proved that it is enough with taking any
on: si f es una funci
on constante k(x) k 8x 2 R, entonces
< 25 + Observaci
5).

f (x) toma siempre el mismo valor, por lo tanto es evidente que el lmite
para x ! x0 de una funci
on constante es igual al valor constante k para
cada x0 2 R. Entonces la operaci
onde Rlmite
aplicada a una funci
on
sgn :R
1 si x > 0
constante es trivial.
0 si x = 0
x 7 sgn(x) =

Example. We consider the function signe

1 si x < 0
El lmite de una funci
on en un punto de la frontera
de su dominio puede
no ser finito, como vamos a ver en las
9 siguientes definiciones.

Def.: sea f : D R ! R, con D subconjunto abierto de R, y sea x0 un

punto de la frontera de D. Se dice que f diverge al infinito cuando x tiende
a x0 o que

si para cada entorno UM (+1), existe un entorno U M (x0 ) D tal

que, para cada x 2 U M (x0 ), x 6= x0 , entonces f (x) 2 UM (+1);
2. el lmite de f es
and x0 = 0, and we see that

1, y se escribe:
l
m sgn(x).
f (x) =
@x!x
lim
x00

1,

If ` R existed such that limx0 sgn(x) = `, taking = 1 we would have to find a > 0 such that
si parathat
cada0 entorno
1), existe
unthat,
entorno
U m (x
D tal
0)
|sgn(x)`| < 1 provided
< |x0| U
<m.( However,
note
no matter
how
small
is,que,
the condition
para
cada
x
2
U
(x
),
x
=
6
x
,
entonces
f
(x)
2
U
(
1).
0
0
m
0 < |x| < always includes points x such
that sgn(x) = 1 and also other points x such that sgn(x) = 1.
m
All in all, ` should be a value such that | 1 `| < 1 and also |1 `| < 1, that is, such that 2 < ` < 0
interpretaci
n de
las definiciones 2. y 3. es la siguiente: a medida que
and also 0 <La` <
2, which is onot
possible.

nos acercamos a x0 , la funci

on f toma valores cada vez m
as grandes en

Definition.valor
Let fabsoluto
: D R (positivos
R and xo0 negativos
D. It isseg
said
the limit
of f when
un that
el signo
del infinito).
Sexvetends
que to
el x0 is +
(or that f diverges
to
+
when
x
tends
to
x
),
and
is
written
0
infinito no es un numero real, sino,
de nuevo, el comportamiento o tendencia

de una funcion. Con el lenguaje de las desigualdades podemos codificar los

lim f (x) = +,
xx
0
lmites arriba definidos de esta
forma:
if, for each M > 0, > 0 exists such that f (x) > M for every x D which satisfies 0 < |x x0 | < .
lm f (x) = +1 () 8M > 0 9 M > 0 : 0 < |x x0 | < M ) f (x) > M ;
Similarly, it x!x
is said
that the the limit of f limit when x tends to x0 is (or that f diverges to
0
when x tends to x0 ), and is written
lm f (x) = 1 () 8m > lim
0 9 f (x)>=0 ,
: 0 < |x x | <
) f (x) < m .
x!x0

xx0 m

if, for each M > 0, > 0 exists such that f (x) > M for every x D which satisfies 0 < |x x0 | < .
Gr
aficamente,
podemos
definici
de lmite
infinitoof como
In any of the two
cases,
it is said
that therepresentar
straight line la
x=
x0 is aonvertical
asymptote
f.

sigue:

1
Example. LikeSebefore,
f (x) =
(x3)
it can be checked that
2 andxx0
sueleifdecir
que
la recta
==x3,
ntota
0 (paralela al eje y) es una as

vertical para la funcion f .

1
Si una funcion tiene dominio
lim sobre2 todo
= R o bien sobre subconjuntos
x3 (x 3)
inferiormente o superiormente ilimitados de R, podemos definir los lmites
para x que
tiende
1 .
from the definition,
taking
any al<infinito:
M

Definition. Let
f : Dsea
R
bounded
the=right,
and `a2R.R;Itseisdice
said que
that the limit
Def.:
f :DR,with
R !DR,not
con
D = Ron
oD
(a, +1),
of f when x tends to + is `, and is written
lim f45
(x) = `,

x+

if, for each > 0, K > 0 exists such that |f (x) `| < for every x D which satisfies x > K. In this
case, it is said that the straight line y = ` is a horizontal asymptote of f .

10

M"

"

M"

En este caso se dice que la recta y = ` es una asntota horizontal

para la funci
on f cuando x ! +1. Geometricamente, eso significa
que el grafico de f , a medida que x va hacia +1 se acerca cada vez
mas a la ordenada `, sin tomar nunca ese valor.
La siguiente figura representa a nivel gr
afico una asntota horizontal:

Example. Like before, if f (x) =

2.

x2
,
x2 +1

it can be checked that

lm xf2(x) = +1 ,
=1
lim
x!+12
x+ x + 1
q UK (+1), existe un entorno UMK (+1) tal que,
si para cada entorno
1
from the definition,
taking
any
K
>
para cada x 2 UM (+1),
se tiene que f (x) 2 UK (+1);
.
K

2.1

lateral 3.
limits

lm f (x) =

x!+1

1,

Definition. Let f : D R R, x0 D and ` R. It is said that the limit of f when x tends to x0

si para cada entorno Um ( 1), existe un entorno UMm (+1) tal que,
from the left is `, and it is written
para cada x 2 UMm (+1), se tiene que f (x) 2 Um ( 1).
lim f (x) = `,
xx
0

Dejamos como ejercicio extender las u

ltimas definiciones al caso x !

1.

if, for each > 0, > 0 exists such that |f (x) `| < for every x D which satisfies x0 < x < x0 .
Similarly, it is said that the limit of f when x tends to x0 from the right is `, and it is written
lim f (x) = `,

xx+
0

if, for each > 0, > 0 exists such that |f (x) `| < for every x D which satisfies x0 < x < x0 + .
We talk about lateral limits to refer to limits from the left and from the right.
Example. We reintroduce the example of the symbol function, from which we have already seen that
@ limx0 sgn(x), to demonstrate now that
lim sgn(x) = 1

x0

46
i

lim sgn(x) = 1.

x0+

For the limit from the left, for each > 0 we need to find a > 0 such that |sgn(x) (1)| < provided
that 0 < x < 0, that is, as |sgn(x)+1| < provided that < x < 0. However, note that sgn(x) = 1
for every < x < 0, so the condition |sgn(x) + 1| < is simply 0 < , which always happens no matter
which we choose. The limit from the right is done similarly.


Example. Consider the case f (x) = sin x1 and x0 = 0, and see that




@ lim sin x1
i
@ lim sin x1 .
x0

x0+

For the limit from the left, if `
R existed such that limx0 sin x1 = `, taking = 1 we should be able
to find a > 0 such that |sin x1 `| < 1 provided that 0 < x < 0. However,
note that, no matter
how small is , the condition
< x < 0 always includes points x such that sin x1 = 1 and also other


1
points x such that sin x = 1. All in all, ` should be a value such that | 1 `| < 1 and also |1 `| < 1,
that is, such that 2 < ` < 0 and also 0 < ` < 2, which is not possible.
11

Remark. Comparing the definitions of limit and lateral limits, it is deduced that
lim f (x) lim f (x) and lim f (x) and
xx0

xx
0

xx+
0

lim f (x) = lim f (x).

xx
0

xx+
0

In this case, the limit value coincides with the lateral limits common value.
Notation. Usually the expression limxx0 f (x) = ` is also written as
f (x) `,
xx0

and, logically, all infinite and lateral limits.

2.2

properties of the limits

Proposition. Let f, g : D R R and x0 D such that limxx0 f (x) and limxx0 g(x) exist and are
finite. Then,
limxx0 [f (x) g(x)] = limxx0 f (x) limxx0 g(x);
limxx0 [c f (x)] = c limxx0 f (x), for every c R;
limxx0 [f (x) g(x)] = limxx0 f (x) limxx0 g(x);
limxx0

f (x)
g(x)

limxx0 f (x)
limxx0 g(x) ,

si g(x) 6= 0 and limxx0 g(x) 6= 0;

limxx0 [f (x)]g(x) = [limxx0 f (x)]limxx0 g(x) , si f (x) > 0 and `f > 0.

Theorem (Comparison or sandwich theorem). Let f, g, h : D R R and x0 D tals que limxx0 f (x) =
limxx0 h(x) = ` and such that > 0 exists for which f (x) g(x) h(x) for every 0 < |x x0 | < .
Then, also limxx0 g(x) = `.






2 sin 1
the
property
lim
=
Example. We want to
calculate limx0 x2 sin x1 . We cannot use
x
x0
x


limx0 x2 limx0 sin x1 because, as we have seen, @ limx0 sin x1
. But this does not mean that the
original limit does not exist
either. Indeed, obviously 1 sin x1 1; multiplying everything per x2


we obtain x2 x2 sin x1


x2 and, as limx0 x2 = limx0 x2 = 0, according to the the comparison
1
2
theorem also limx0 x sin x = 0.
With regard to the cases in which either limxx0 f (x), limxx0 g(x) or both are infinite, only some partial
results can be given on the arithmetic of the limits. In the following expressions, ` R is a finite limit,
and +, and 0 always indicate behaviours of functions limits, not numbers.
` =
+ + = +
=
` (+) = + si ` > 0 (and all the other combinations according to the signs of ` 6= 0 and of )

`
0+

= + si ` > 0 (and all the other combinations according to the signs of ` 6= 0 and of 0 )
12

=0

The cases
+
0 ()

0
0

1
00
(+)0
are called indeterminacies and will be dealt with in the future.
2.3

continuity

Definition. Let f : D R R and x0 D. It is said that f is continuous in x0 if

lim f (x) = f (x0 )
xx0

(that is, if [1st] the limit limxx0 f (x) exists and [2nd] its value coincides with f (x0 )). Equivalently, is
we write x = x0 + h for a certain h R, f is continuous in x0 si
lim f (x0 + h) = f (x0 ).
h0

Globally, it is said that f is continuous if it is continuous in each point of D. It is said that f is

discontinuous in x0 if it is not continuous in x0 . A jump discontinuity is a point of discontinuity in which
the lateral limits exist but do not coincide, and a removable discontinuity is a point of discontinuity in
which the lateral limits exist and coincide, but their value is not the same to that of the function on the
point.
Example. We reintroduce the example of the case f (x) = x2 and x0 = 5, from which we have already
seen that limx5 x2 = 25. As f (5) = 25,
lim x2 = 25 = f (5)
x5

and, therefore, the function f (x) = x2 is continuous in x0 = 5.

Example. We reintroduce the example of the sign function, from which we have already seen that
@ limx0 sgn(x) because limx0 sgn(x) = 1 and limx0+ sgn(x) = 1. Therefore, the function f (x) =
sgn(x) has a jump discontinuity in x0 = 0.

13

Example. We consider a function delta

:R R

1 si x = 0
x 7 (x) =
0 si x 6= 0
and x0 = 0. The function has a removable discontinuity in x0 = 0, since it can be checked that
lim (x) = 0 6= 1 = (0).
x0

Theorem. All elementary functions of calculus (polynomials, powers, exponentials and trigonometric),
their inverses, their compositions and the algebraic operations between them are continuous in their
domains.
Remark. As, if f is continuous in x0 , then limxx0 f (x) = f (x0 ), the calculation of the non trivial limits
of a function reduces to the points x0 of the boundary in its domain and the indeterminacies.
Theorem. Let f : Df R R, g : Dg R R continuous and x0 Df such that g f is well defined
near x0 . Then,


lim g(f (x)) = g lim f (x) .
xx0

xx0

Example. If g(x) = ex , llavors

lim ef (x)

xx0

2.4

infinites and infinitesimals

si limxx0 f (x) =

0
k
e
si limxx0 f (x) = k R
=

+ si limxx0 f (x) = +.

Definition. Let f : D R R and x0 D . It is said that f is an infinitesimal in x0 if limxx0 f (x) = 0.

It is said that f is an infinite in x0 si limxx0 f (x) = .

Definition. Let f, g : D R R infinitesimal in x0 D . If

lim

xx0

f (x)
g(x)

... does not exist, it is said that f and g are infinitesimals not comparable in x0 .
... = 0, it is said that f is an infinitesimal of superior order to g in x0 .
... = k R, it is said that f and g are infinitesimals of the same order in x0 .
... = , it is said that f is an infinitesimal of inferior order to g in x0 .
Notation. For its importance, as we will see in the future, the fact that f is an infinitesimal of superior
order to g in x0 is usually written as
f (x) = o(g(x))
and it is said that f is a or small of g when x x0 .
14

Example. The function f (x) = 5x3 is an infinitesimal of superior order to the function g(x) = 2000x2
en x0 = 0 (or 5x3 = o(2000x2 ) when x 0) because
x
5x3
f (x)
= lim
= lim
= 0.
2
x0 400
x0 2000x
x0 g(x)


Example. We reintroduce the example of the case

f (x) = x2 sin x1 , which is an infinitesimal in x0 = 0
because, as we have already seen, limx0 x2 sin x1 = 0. On the other hand, it is clear that g(x) = x2
is also an infinitesimal in x0 = 0, because limx0 x2 = 0. If we compare them,




x2 sin x1
f (x)
lim
= lim
= lim sin x1 ,
2
x0 g(x)
x0
x0
x
lim

which does not exist. Therefore, f and g are infinitesimals not comparable in x0 = 0.

Theorem. Let a, b > 1 and 0 < k < k for every 1 k 4. Then,


1 
1  2  2  3  3  4  4
1
1
1
1
1
1
1
1

loga (x)
loga (x)
x
x
bx
bx
xx
xx
quan x +, where f (x) g(x) means that f is an infinitesimal of inferior order to g when x +.
Example. We want to calculate
lim (log 2)x x40 ,

x+

which, as 0 < log 2 < 1, a priori presents the form of indetermination 0 (+). We can rewrite this limit
as
(log 2)x
lim (log 2)x x40 = lim
=0
1
x+

because

1 3

bx

x+

is an infinitesimal of superior order to

1 2

x40

quan x + (b =

1
log 2 ,

3 = 1 and 2 = 40).

Definition. Let f, g : D R R infinite in x0 D . Si

lim

xx0

f (x)
g(x)

... does not exist, it is said that f and g are infinite not comparable in x0 .
... = 0, it is said that f is an infinite of inferior order to g in x0 .
... = k R, it is said that f and g are infinites of the same order in x0 .
... = , it is said that f is an infinite of superior order to g in x0 .
Example. The function f (x) = 5x3 is an infinite of superior order to the function g(x) = 2000x2 in
x0 = + because
5x3
x
f (x)
= lim
= lim
= +.
lim
x+ g(x)
x+ 2000x2
x+ 400
Example. It can be checked from the definitions of infinite and divergent function that the functions
f (x) = 2x + x sin(x) and g(x) = x are infinites in x0 = +. If we compare them,
lim

x+

f (x)
2x + x sin(x)
= lim
= lim (2 + sin(x)),
x+
g(x) x+
x

which does not exist. Therefore, f and g are infinites not comparable in x0 = +.
15

Theorem. Let a, b > 1 and 0 < k < k for every 1 k 4. Then,

loga 1 (x) loga1 (x) x2 x2 b3 x b3 x x4 x x4 x
quan x +, where f (x) g(x) means that f is an infinite of inferior order to g when x +.
Example. We reintroduce the example of the limx+ (log 2)x x40 , which we could have rewritten as
lim (log 2)x x40 = lim 

x+

x+

x40
1
log 2

x = 0

because b3 x is an infinite of superior order to x2 when x + (with b =

1
log 2 ,

3 = 1 and 2 = 40).

Remark. If f is an infinitesimal/infinite of inferior order to g in x0 , then g is an infinitesimal/infinite of

superior order to f in x0 , and vice versa.
2.5

asymptotic functions

Definition. Let f, g : D R R and x0 D . It is said that f and g are asymptotic when x tends to
x0 , and it is written
f (x) g(x),
xx0

if

(x)
limxx0 fg(x)

= 1.

The idea is that both functions behave the same way when x tends to x0 , that is, either they diverge
at the same speed, they converge at the same limit, or the limit does not exist for neither of them. In
particular, if f (x) xx0 g(x), obviously
lim f (x) = lim g(x),

xx0

xx0

but in general the reciprocal is not true if we deal with infinitesimals or infinites.
Example. If f (x) = 2x2 5x3 and g(x) = 2x2 , then f (x) x0 g(x) because
2x2 5x3
2 5x
f (x)
= lim
= lim
= 1.
2
x0 g(x)
x0
x0
2x
2
lim

Example. If f (x) = x + sin(x) and g(x) = x, then f (x) x+ g(x) because



f (x)
x + sin(x)
sin(x)
sin(x)
lim
= lim
= lim
1+
= 1 + lim
= 1.
x+ g(x)
x+
x+
x+
x
x
x
(For the last limit, as 1 sin(x) 1, then x1
using that limx+ x1 = limx+ x1 = 0.)

sin(x)
x

1
x

and the comparison theorem is applied

Proposition. If f (x) xx0 f(x) and g(x) xx0 g(x), then

f (x) g(x) f(x) g(x)
xx0

Remark. Generally, f (x) + g(x) 6xx0 f(x) + g(x).

16

f (x)
g(x)

xx0

f(x)
.
g(x)

Example. If f (x) = 3x2 , f(x) = 3x2 + x, g(x) = 3x2 and g(x) = 3x2 + x, we have f (x) x+ f(x)
and g(x) x+ g(x) because
3x2
f (x)
3
= lim
= lim
x+ 3x2 + x
x+ f(x)
x+ 3 +
lim

1
x

=1

and similarly for g and g. It can be checked that f (x) g(x) x+ f(x) g(x) and
On the other hand,

f (x)
g(x)

x+

f(x)
g(x) .

f (x) + g(x)
3x2 3x2
0
= lim
= lim
= lim 0 = 0 6= 1,
2
2

x+ f (x) + g
(x) x+ 3x + x 3x + x x+ 2x x+
lim

and therefore f (x) + g(x) 6x+ f(x) + g(x).

In this context, every thing that can be said about the addition is the following.
Proposition. The addition of infinitesimals is asymptotic at the infinitesimal of inferior order and the
addition of infinites is asymptotic at the at the infinite of superior order.
Example. In the previous example, in fact, we have checked that the addition of two infinites is asymptotic at the infinite of superior order: limx+ 3x2 = + and limx+ x = +, therefore 3x2 and
x are infinites when x +; the infinite 3x2 is the one of superior order; and we have seen that
3x2 + x x+ 3x2 when demonstrating that f (x) x+ f(x). With the same functions we can check
that the addition of infinitesimals is asymptotic at the infinitesimal of inferior order: limx0 3x2 = 0 and
limx0 x = 0, therefore 3x2 and x are infinitesimals when x 0; the infinitesimal x is the one of inferior
order; and
3x2 + x
3x + 1
lim
= lim
= 1,
x0
x0
x
1
that is, 3x2 + x x0 x.
Example. If we apply this proposition to polynomials and rational functions, we have
an xn + + a1 x + a0

an xn

an xn + + a1 x + a0
bm xm + + b1 x + b0

17

an nm
x
.
bm

` lcul i 2016/2017
ca
Derivatives

Captulo 3

Definition. Let f : D R R and x0 D. It is said that f is differentiable in x0 si

Derivadas

lim

xx0

f (x) f (x0 )
<
x x0

(x0 )
(that is, if [1st] the limit limxx0 f (x)f
exists and [2nd] it is finite). Equivalently, if we write x = x0 +h
xx0
for a certain h R, f is differentiable in x0 if

f (x0 + h) f (x0 )

lim
.
Definici
on de
de<una
funci
on y su
h0 derivada
h
interpretaci
n value
geom
trica
mec
anica
In this case, the derivative
of f in x0 is othe
of e
this
finiteylimit,
and
is written

3.1.

0
Como ya dijimos, el concepto def derivada
est
a relacionado con el proble(x0 ).
ma de encontrar la recta tangente al gr
afico de una funci
on o, de forma m
as
a una
en un cierto
punto.
Para entender
mejor
problema,
Globally, it isgeneral,
said that
f is curva
differentiable
if it is
differentiable
in every
pointeste
of D.
consideremos la figura aqu debajo.

Remark. By construction,
f 0 (x
) is thesobre
slopeelofgr
the
tangent
straight
line de
at the
graphreal
of f in the point
Llamamos A
el 0punto
afico
de la funci
on real
variable
on the plane y(x=
)).
Therefore,
knowing
its
slope
and
a
point
through
which
it
passes,
0 , ff(x
0
(x) de coordenadas (x0 , f (x0 )) y B el punto que tiene coordenadas the equation
of the tangent
straight
line+at
the
graphhof
(x0 , f (x0 )) ishorizontal y f (x + h) f (x )
(x + h, f (x
h)),
siendo
> f0 in
el incremento
0

el incremento vertical. Podemos medir 0la pendiente media mientras pasamos

y = f (x0 ) + f (x0 )(x x0 ).
Definition. If f is differentiable (in each point of D), the derivative of f is defined as the function
64
f 0 :D R
x 7 f 0 (x).
Remark. If f 0 also ends up being differentiable, its derivative is called second derivative of f , and it is
written f 00 = (f 0 )0 . Successively, repeating this process n times we obtain the derivative in n-esimal or
derivative of n order of f , which is written f (n) .
18

Example. Consider the case f (x) = 2x3 and x0 = 1, and see that
f 0 (1) = 6

from the definition.

f (1 + h) f (1)
2(1 + h)3 2(1)3
2 + 6h 6h2 + 2h3 + 2
lim
= lim
= lim
=
h0
h0
h0
h
h
h
= lim (6 6h + 2h2 ) = 6,
h0

that is, the limit exists and it is finite, and its value is 6 = f 0 (1). With this, we can also calculate the
tangent straight line at f in x0 = 1:
y = f (1) + f 0 (1)(x (1)) = 2 + 6 (x + 1) = 6x + 4

Finally, with a similar calculation to that of f 0 (1), we see that, in fact, f is differentiable in every point
x R:
f (x + h) f (x)
2(x + h)3 2x3
lim
= lim
= lim (6x2 + 6xh + 2h2 ) = 6x2 = f 0 (x)
h0
h0
h0
h
h
because it exists and it is finite for every x R.
Example. Consider the case f (x) = |x| and see that f is not differentiable in x0 = 0.

f (0 + h) f (0)
|h|
= lim
= lim sgn(h),
h0 h
h0
h
which we have already seen that does not exist.

Example. Consider the case f (x) = 3 x and see that f is not differentiable in x0 = 0.

3
f (0 + h) f (0)
h
1
lim
= lim
= lim 2/3 = +,
h0
h0
h0
h
h
h
that is, the limit exists but it is not finite.
lim

h0

Proceeding like in the first example, from the definition the derivatives of all elemental functions can be
calculated:
f (x) = k R
f 0 (x) = 0
f (x) = x
f (x) = ex
f (x) = ax
f (x) = log(x)
f (x) = loga (x)
f (x) = sin(x)
f (x) = cos(x)
f (x) = tan(x)
f (x) = arcsin(x)
f (x) = arccos(x)

f 0 (x) = x1 , for every 6= 0

f 0 (x) = ax log(a), for every a > 0, a 6= 1

f 0 (x) =

f 0 (x) = sin(x)

f 0 (x) =

f 0 (x) =

f (x) = cosh(x)

1
x

1
x log(a) ,

f 0 (x) = cos(x)

f 0 (x) =

1
cos2 (x)
1
1x2
1
1x
2
1
1+x2

f 0 (x) =

f 0 (x) = cosh(x)

f (x) = arctan(x)
f (x) = sinh(x)

f 0 (x) = ex

19

f 0 (x) =

f 0 (x) = sinh(x)

for every a > 0, a 6= 1

Proposition. If f : D R R is differentiable in x0 D, then f is continuous in x0 .

Example. We reintroduce the example of the sign function, which we have already seen that is not
continuous in x0 = 0 because it has a jump discontinuity in it. Using the previous proposition, the sign
function is not differentiable either in x0 = 0.
3.1

properties of the derivatives

Proposition. Let f, g : D R R differentiable. Then,

f g is differentiable and (f g)0 (x) = f 0 (x) g 0 (x)
k f is differentiable and (k f )0 (x) = k f 0 (x), for every k R
f g is differentiable and (f g)0 (x) = f 0 (x) g(x) + f (x) g 0 (x) (Leibniz rule)
 0
0
(x)g 0 (x)
fg is differentiable and fg (x) = f (x)g(x)f
(g(x))2

Example. We want to calculate the derivative of f (x) = x2 sin(x). This function is the product of
two elemental functions,
x2 and sin(x), the derivatives of which we can find on the previous list. Using
0
Leibniz rule, f 0 (x) = x2 sin(x) + x2 (sin(x))0 = 2x sin(x) + x2 cos(x).
Theorem (Rule of the chain). Let f : Df R R differentiable in x0 Df and g : Dg R R
differentiable in f (x0 ) Dg . Then, g f is differentiable in x0 and
(g f )0 (x0 ) = g 0 (f (x0 )) f 0 (x0 ).
Remark. If instead of two functions we have three, applying the rule of the chain twice we obtain
(h g f )0 (x0 ) = h0 ((g f )(x0 )) g 0 (f (x0 )) f 0 (x0 ), and so on


Example. Let F (x) = sin2 (x); we want to calculate F 0 4 . Note that the function F calculates first
the sine of x and then squares this result, that is, F = g f , with f (x) = sin(x) and g(x) = x2 . As these
two functions are differentiable on all R, and f 0 (x) = cos(x) and g 0 (x) = 2x,


 
  
 
  
 
 
 
1
0
0
0
0
0
0
0
0

= (g f )
=g f
f
= g sin
f
=g
=
F
f
4
4
4
4
4
4
4
2


1

2
1
= 2 cos
= = 1.
4
2
2
2
Example. We want to calculate the derivative of F (x) = log |x|. Like before, F = g f , with f (x) = |x|
and g(x) = log(x). We have already seen that the function f is not differentiable in x0 = 0, but anyways
x0 = 0 must stay out of the domain of F because otherwise it would cancel the logarithm. The diagram
we have is
f
g
F = g f :R \ {0} (0, +) R
x
7
|x|
7 log |x|
and, defined this way, the functions f and g are differentiable. However,


x si x > 0
1 si x > 0
0
f (x) = |x| =
f (x) =
x si x < 0
1 si x < 0

20

and g 0 (x) = x1 . Therefore,

0

F (x) = (g f ) (x) = g (f (x)) f (x) =

g 0 (x) f 0 (x)

g 0 (x)

f 0 (x)

si x > 0
si x < 0

1
x
1
x

si x > 0

(1) si x < 0

1
.
x

It could seem that the derivatives of log(x) and log |x| coincide, but the domain of log(x) and its derivative
is (0, +) while that of log |x| and its derivative is R \ {0}, therefore they are different functions.
Theorem. Let f : D R R differentiable in x0 D and such that f 0 (x0 ) 6= 0. Then, f 1 is
differentiable in y0 = f (x0 ) and

0
1
f 1 (y0 ) = 0
.
f (x0 )
Example. Let f (x) = sin(x) = y and, therefore, f 1 (y) = arcsin(y) = x. For the previous theorem,

0
f 1 (y) =

1
f 0 (x)

1
1 (1)
1
p
=p
=
,
cos(x)
1 y2
1 sin2 (x)

which naturally coincides with what appears in the previous

p list of derivatives. The equation (1) comes
2
2
from the fact that cos (x) + sin (x) = 1 cos(x) = 1 sin2 (x) , and we take the positive root
because the functions domains are
h i sin
x ,
 [1, 1] 3 y
2 2 arcsin


and cos(x) 0 per a tot x 2 , 2 .

3.2

taylors formula

Remark. The tangent straight line

y = f (x0 ) + f 0 (x0 )(x x0 )
is, after all, a polynomial approximation of degree 1 of the function f in the point x0 . It is logical to
think that better approximations can be reached using polynomials of superior degrees.

Como muestra la figura superior, estos detalles finos permiten aproximar cada vez mejor la funcion tambien lejos del punto central del
desarrollo de Taylor. Cerca del centro del desarrollo, 0 en este caso,
todos los polinomios dan una21aproximaci
on excelente de la funci
on
y = sin(x) (derivable infinitas veces con continuidad), a medida que
nos alejamos de 0, los polinomios de orden m
as grande aproximan la
funcion con un error cada vez m
as peque
no.
3. El desarrollo de Taylor se usa de forma extensa tambien en los computadores electronicos. Un ordenador sabe hacer solo operaciones al-

Definition. Let f : D R R differentiable n N times in x0 D. The Taylors polynomial of order

n of f in x0 is the polynomial
Tx(n)
(x) = f (x0 ) + f 0 (x0 )(x x0 ) +
0

f 00 (x0 )
f 000 (x0 )
f (n) (x0 )
(x x0 )2 +
(x x0 )3 + +
(x x0 )n .
2!
3!
n!

The Taylor-Maclaurins polynomial of order n of f is the polynomial

(n)

T0 (x) = f (0) + f 0 (0) x +

f (n) (0) n
f 00 (0) 2 f 000 (0) 3
x +
x + +
x ,
2!
3!
n!

that is, Taylors polynomial of order n df in x0 = 0.

Notation. To avoid writing many terms, they are usually written in compact form
Tx(n)
(x) =
0

X f (k) (x0 )

0kn

k!

(x x0 )k

(n)

T0 (x) =

X f (k) (0)

0kn

Remark. Note that, with this definition, Taylors polynomial of order 1

Tx(1)
(x) = f (x0 ) + f 0 (x0 )(x x0 )
0
is exactly the tangent straight line at f in x0 .
Remark. Tx(n)
(x) = Tx(n1)
(x) +
0
0

f (n) (x0 )
(x x0 )n for every n 1.
n!

22

k!

xk .

Example. We want to calculate Taylor-Maclaurins polynomials up to order 3 of f (x) = x cos(x). For

this, we will need the derivatives of f up to order 3, and evaluate them in x = 0.
f (x) = x cos(x)
f 0 (x)

= cos(x) x sin(x)

f 00 (x) = 2 sin(x) x cos(x)

f 000 (x) = 3 cos(x) + x sin(x)

f (0) = 0
f 0 (0) = 1
f 00 (0) = 0
f 000 (0) = 3

Llavors,
(0)

T0 (x) = f (0) = 0
(1)

(0)

(2)

(1)

f 00 (0)
2!

x2 = x +

0
2!

(3)

(2)

f 000 (0)
3!

x3 = x +

3
3!

T0 (x) = T0 (x) + f 0 (0) x = 0 + 1 x = x

T0 (x) = T0 (x) +
T0 (x) = T0 (x) +

x2 = x
x3 = x

x3
2 .

Definition. For each n N, the remainder or the subtraction of Taylors polynomial of order n is the
function
Rn (x) = f (x) Tx(n)
(x).
0
Remark. We started this section saying that we would like to obtain better approximations than a
tangent straight line, and then we have defined Taylors polynomials. If these are to be the approximations
that we are looking for, the remainder of Taylors polynomial should be reasonably small.
Theorem (Taylors theorem). Let f : D R R differentiable n N times in x0 D. Then,
Rn (x) = o((x x0 )n ).
Remark. This expression is what is called Peanos form of the remainder. Other ways of expressing
Rn (x) exist, but here we will only see another one Lagranges form:
Rn (x) =

f (n+1) ()
(x x0 )n+1 ,
(n + 1)!

where hx0 , xi, that is that is between x0 and x but we do not know if [x0 , x] or [x, x0 ].
Lagranges form of the remainder allows us to give a bound of the error that we make when using Tx(n)
(x)
0
as an approximation of f (x), since

 



 f (n+1) ()
  f (n+1) () 






(x) = |Rn (x)| = 
(x x0 )n+1  = 
f (x) Tx(n)
 |x x0 |n+1 M |x x0 |n+1 ,
0
 (n + 1)!
  (n + 1)! 
on M = maxhx0 ,xi

|f (n+1) ()|
(n+1)!

(n)

Remark. Using the definitions of Rn (x) and Tx0 (x), we can rewrite Taylors theorem as
f (x) =

X f (k) (x0 )

0kn

k!

(x x0 )k + o((x x0 )n ),

that is, for each n N, f it can be approximated by a polynomial of degree n and the remainder of this
approximation decreases faster than (x x0 )n quan x x0 .
23

Example. We reintroduce the example of the function f (x) = x cos(x), from which we have already
3
3
(3)
(3)
seen that T0 (x) = x x2 . From here we can calculate R3 (x) = f (x) T0 (x) = x cos(x) x + x2 and,
according to Taylors theorem, conclude that
x3
+ o(x3 ).
2

x cos(x) = x
(3)

Imagine now that we use T0 (x) to calculate an approximation of f (1), that is, we consider f (1)
3
(3)
T0 (1) = 1 12 = 0.5. A bound of the error we make is
 (4) 


f ()
|4 sin() + cos()| (2) |4 sin(1) + 1 cos(1)|
(1)


(3)
=
|1|4 = max
0.16.
f (1) T0 (1) max
4!
24
24
[0,1]
[0,1]

A (1), we have simply calculated f (4) (x) = 4 sin(x) + x cos(x); for (2), we have done a little study of the
function to maximize and we have seen that it is strictly increasing monotonic at the interval [0, 1], that
is that it takes its maximum value at = 1. With this bound we can say that T0(3) (1) 0.16 f (1)
T0(3) (1) + 0.16 0.5 0.16 f (1) 0.5 + 0.16 0.34 f (1) 0.66. Its real value is f (1) 0.54,
which is quite near T0(3) (1) = 0.5.
The Taylor-Maclaurins polynomials of some elemental functions are specially important, because we will
use them in many different fields.
ex =

xk
0kn k!

k+1 xk
1kn (1)
k

log(1 + x) =
(1 + x) =
sin(x) =
cos(x) =

+ o(xn ) = 1 + x +

0kn k

sinh(x) =

cosh(x) =

k x2k
0kn (1) (2k)!

x2k+1
0kn (2k+1)!

+ +

x2k
0kn (2k)!

xn
n!

+ o(xn )

x2
2

+ o(xn ) = x

xk + o(xn ) = 1 + x +

k x2k+1
0kn (1) (2k+1)!

x2
2!

(1)
2!

+ o(x2n+1 ) = x

x3
3!

x3
3

xn
n

+ + (1)n+1

x2 + +
x5
5!

+ o(xn )

xn + o(xn ), where R
2n+1

x
+ + (1)n (2n+1)!
+ o(x2n+1 )

+ o(x2n ) = 1

x2
2!

x4
4!

x
+ + (1)n (2n)!
+ o(x2n )

+ o(x2n+1 ) = x +

x3
3!

x5
5!

+ +

+ o(x2n ) = 1 +

x2
2!

x4
4!

2n

+ +

x2n
(2n)!

x2n+1
(2n+1)!

+ o(x2n+1 )

+ o(x2n )

Notation. For R, binomial coefficients of the polynomials of (1 + x) are calculated doing

 

( 1) ( k + 1)
.
=
k!
k
(n)

Remark. The fact that f (x) = Tx0 (x) + o((x x0 )n ) means that
lim

xx0

f (x)
(n)

Tx0 (x)

(n)

= lim

xx0

Tx0 (x) + o((x x0 )n )

(n)

Tx0 (x)

= lim

xx0

1+

o((x x0 )n )
(n)

Tx0 (x)

=1+0=1

(n)

by definition of o((x x0 )n ) and of Tx0 (x). All in all, this calculation says that
f (x) Tx(n)
(x)
0
xx0

for any n N very important result that we will use mainly when calculating limits.
24

Example. We want to calculate

x2 ex
,
x0 cos(x) 1
lim

which a priori presents the form of indetermination 00 . Using that ex x0 1 + x and that cos(x) x0
2
1 x2 , tenim
x2
x2 e x
x2 (1 + x)
x2 + x3 (1)

=
lim
= lim 
=
lim
2
2 = 2.
2
x
x0 x
x0 cos(x) 1
x0
1 x 1 x0
lim

(A (1) we have applied that the addition of infinitesimals is asymptotic to the infinitesimal of inferior
order.)
Remark. Regarding limits, we can replace the expression x x0 with (t) tt0 x0 and then
f ((t)) Tx(n)
((t)).
0
tt0

Example. We want to calculate

lim

x0

log(cos(x))
,
x2

which a priori presents the form of indetermination 00 . Using that cos(x) x0 1



x2
log(cos(x)) x0 log 1
.
2

x2
2 ,

firstly we have

for any (t) tt0 0. In our case, (x) = x2 x0 0

Now we can use that log(1+(t)) tt0 (t) ((t))
2
(we have changed the variable because our limit is expressed in x and not in t). Therefore,
 2 2


x2
x2
2
2
4
x2
log
1

2
x2 x8
x2
2
log(cos(x))
1
2
lim
= lim
= lim
= lim
= lim 2 = .
2
2
2
2
x0
x0
x0
x0
x0 x
x
x
x
x
2
3.3

pitals rule
ho

Theorem (LHopitals rule). Let f, g : D R R differentiable except maybe in x0 D and such that
(x)
f 0 (x)
limxx0 fg(x)
presents an indetermination of the type 00 or
. If it exists the limit limxx0 g 0 (x) and
g 0 (x) 6= 0 except maybe in x = x0 , then
lim

xx0

f (x)
f 0 (x)
= lim 0
.
g(x) xx0 g (x)

Example. We want to calculate limx0+ x log(x), which a priori presents the form of indetermination
0 (). (We could put limx0 x log(x) but, as the function x log(x) is defined at (0, +), by definition
limx0 x log(x) = limx0+ x log(x).) We can rewrite this limit as
lim x log(x) = lim

x0+

and now the indetermination is

+ .

x0+

log(x)
1
x

If we define f (x) = log(x) and g(x) = x1 , D = (0, +) and x0 = 0,

we have that f, g : D R R are differentiable, x0 D and limxx0

and g 0 (x) = x12 , therefore
1
f 0 (x)
lim 0
= lim x1 = lim x = 0
x0 g (x)
x0+ 2
x0+
x
25

f (x)
g(x)

+ .

However, f 0 (x) =

1
x

(so the limit exists), and g 0 (x) = x12 6= 0 for every x (0, +).
limx0+ x log(x) =

0 (x)
limx0 fg0 (x)

According to Hopitals rule,

= 0.

(x)
Remark. Be careful with overlooking the hypothesis of existence of the limit limxx0 fg0 (x)
. In case it
f (x)
does not exist, the conclusion is not that limxx0 g(x) does not exist either, but that this result simply
cannot be used to calculate it.

Example. We want to calculate

lim

x+

x sin(x)
,
x + sin(x)

which a priori presents the form of indetermination +

+ . If we define f (x) = x sin(x) and g(x) =
x + sin(x), then f 0 (x) = 1 cos(x) and g 0 (x) = 1 + cos(x) and all the hypotheses of Hopitals rule are
true, except that the limit
f 0 (x)
1 cos(x)
lim 0
= lim
x+ g (x)
x+ 1 + cos(x)
does not exist because
1 cos(x)
=
1 + cos(x)

si x = 2k, for every k Z

+ si x = + 2k, for every k Z.

This does not mean that the original limit does not exist, but that it must be calculated using some other
3
tool. (Note that, in this case, we cannot use that sin(x) x0 x x6 neither because the of the limit
problem is when x +.) Indeed, if we manipulate the expression a little,
1
x sin(x)
= lim
x+ x + sin(x)
x+ 1 +
lim

since we had already seen that limx+

sin(x)
x

sin(x)
x
sin(x)
x

10
= 1,
1+0

= 0.

(x)

Remark. Obviously, in case limxx0 fg0 (x)

goes back to being 00 or
, if f 0 and g 0 also satisfy all the
other hypotheses of the theorem, H
opitals rule can be applied repeatedly.

3.4

fundamental theorems

Definition. Let f : D R R and x0 D. It is said that

... x0 is a global minimum or absolute minimum of f if f (x) f (x0 ) for every x D.
... x0 is a global maximum or absolute maximum of f if f (x) f (x0 ) for every x D.
... x0 is a local minimum or relative minimum or simply a minimum of f if > 0 exists such that
f (x) f (x0 ) for every x D which satisfies x0 < x < x0 + .
... x0 is a local maximum or relative maximum or simply a maximum of f if > 0 exists such that
f (x) f (x0 ) for every x D which satisfies x0 < x < x0 + .
We talk about global ends or absolute ends to refer to the global minimums and maximums, and about
local ends or relative ends or simply about ends to refer to local minimums and maximums.
26

Remark. By definition, global ends are also local ends.

2
Example. The function f (x) = x2 1 has as a graph
2

-2

-1

We see firstly that x = 0 is a local maximum of f , that is, > 0 exists such that (x2 1)2 (02 1)2 = 1
for every x R which satisfies 0 < x < 0 + , so, < x < . Let = 1; then, 1 < x < 1
0 x2 < 1 1 x2 1 < 0 0 < (x2 1)2 1, which is what we wanted. Similarly we can check
that x = 1 and x = 1 are local minimums of f . We see now that x = 1 and x = 1 are, furthermore,
global minimums of f . By definition, if f has two global minimums, its value must be the same. Indeed,
f (1) = f (1) = 0. Therefore, we need to see that (x2 1)2 ((1)2 1)2 = (12 1)2 = 0 for every x R,
which is obvious. Finally, f does not have any global maximum because it is not bounded superiorly,
that is, (x2 1)2 takes values as large as we want.
Remark. A function can have none, one or more than one local end of the same type and, if we do not
put any restriction on f or on D, it also fits, one or more than one global ends of the same type.
Theorem (Weierstra (Weierstrass)s theorem). Every continuous function f : [a, b] R has at least
one global minimum and one global maximum.
Theorem (Teorema del valor intermedi). Let f : [a, b] R continuous and u hf (a), f (b)i. Then,
c [a, b] exists such that f (c) = u.
Example. Consider

f :[1, 2]
R
2
x 7 (x 1)2

which has the same analytic expression as that of the previous example. It can be checked that x = 1
and x = 1 are global minimums of f , and that x = 2 is a global maximum of f . Furthermore, for each
u [f (1), f (2)] = [0, 9], c [1, 2] exists such that f (c) = u. In fact, in the drawing we can see clearly
that, for each u (0, 1), three points c [1, 2] exist with this property.
Definition. A stationary point of a function is a point in which the derivative of a function cancels.
Theorem (Fermats theorem on stationary points). Let f : D R R and x0 D \ D an end of f
such that f is differentiable in x0 . Then, x0 is a stationary point of f , that is, f 0 (x0 ) = 0.

2
Example. We reintroduce the example of the function f (x) = x2 1 , from which we have already
seen that it has ends in x = 1, x = 0 and x = 1, and we check that they are also stationary points of f .
We calculate f 0 (x) = 4x(x2 1) and, indeed, if we replace the points we have f (1) = f (0) = f (1) = 0.
27

Remark. The reciprocal of Fermats theorem is not true generally, that is, not every stationary point of
f is necessarily an end of f .
Example. The function f (x) = x3 ex has as a graph

3.11.

El teorema del valor medio

de Lagrange y
3
sus aplicaciones al estudio
de
la monotona
2
de una funci
on
1

Supongamos haber recorrido en coche los 160 km que separan dos puntos
A y B en 2 horas. -6La velocidad
media
con la
cual hemos
viajado
es 80 km/h.
-5
-4
-3
-2
-1 0
1
2
3
Si hemos viajado de forma continua, sin parar o tener otras irregularidades
-1
durante el trayecto, entonces en algun instante t0 2 (0, 2horas) la velocidad
con la cual hemos viajado ha coincidico con la-2 velocidad media de 80 km/h,
o sea:
velocidad instantanea(t0 ) = velocidad media

We calculate its stationary

points:
porque si hubieramos viajado con una velocidad siempre inferior o siempre
3 x no 2podra darx80 km/h!
superior
f 0 (x) a=80km/h,
3x2 ex +laxmedia
e = x (3 + x)e = 0 x = 0 o x = 3
El teorema del valor medio de Lagrange formaliza matematicamente esta

The point x = 0 is not

anon.
end of f because [1] f (0) = 0; [2] x3 < 0 for every x < 0; [3] x3 > 0 for every
intuici
x
x > 0; [4] e > 0 for every x R. That is, f (x) < 0 for every x < 0 and f (x) > 0 for every x > 0,
Teorema
f : [a,xb]=0.R It
! can
R, f be
continua
therefore neither f (x)
f (0) ordelf valor
(x) medio
f (0) (Lagrange):
for every xSinear
checked that x = 3 is a
en
[a,
b]
y
derivable
en
(a,
b),
entonces
9c
2
(a,
b)
tal
que
minimum of f .
f (a)
Theorem (Mean value theorem). Let f : [a,fb](b) R
continuous
= f 0 (c). in [a, b] and differentiable in (a, b). Then,
b a
c [a, b] exists such that
f (b) f (a)
f 0 (c) =
.
La figura siguiente muestra el significado
b a geometrico del teorema de Lagrange:

Corollary. Let f : D R R differentiable in (a, b) D. Then,

93

f is increasing monotonic in (a, b)

f 0 (x)

0 for every x (a, b)

f is decreasing monotonic in (a, b) f 0 (x) 0 for every x (a, b).

Example. We reintroduce the example of the function f (x) = x3 ex , from which we have already seen
that f 0 (x) = x2 (3 + x)ex . As x2 0 and ex 0 for every x R, the sign of f 0 sign only depends on the
term 3 + x. Therefore, f is decreasing monotonic at (, 3) and increasing monotonic at (3, +),
and x = 3 is a minimum of f .
28

Definition. Let f : D R R and (a, b) D. It is said that

f is convex in (a, b) if the segment of the straight line which links any two points of the graph of f
between a and b is above this graph. (That is, if it has the form ^ in (a, b).)
f is concave in (a, b) if the segment of the straight line which links any two points of the graph of
f between a and b is under this graph. (That is, if it has the form _ in (a, b).)
A point of inflection of f is a point where the function changes from convex to concave or vice versa.
Notation. We talk about points of inflection with horizontal tangent to refer to points of inflection that,
in addition, are stationary.
Theorem. Let f : D R R and x0 D \ D a point of inflection of f such that f is differentiable
twice in x0 . Then, f 00 (x0 ) = 0.
Theorem. Let f : D R R differentiable twice in (a, b) D. Then,
f is convex in (a, b) f 00 (x) 0 for every x (a, b)
f is concave in (a, b) f 00 (x) 0 for every x (a, b).
Example. We reintroduce the example of the function f (x) = x3 ex to find now its intervals of convexity
and concavity, and its points of inflection.

f 00 (x) = x(6 + 6x + x2 )ex = 0 x = 0 o x = 3 3

As f 00 is continuous in every R, these are the only points where f 00 can have a change of sign. We evaluate
any point of each of the intervals which separate these points to know it f is convex or concave in it:

5 (, 3 3 )
f 00 (5) 0.03 < 0 f is concave in (, 3 3 )

2 (3 3 , 3 + 3 )
f 00 (2) 0.54 > 0 f is convex in (3 3 , 3 + 3 )

1 (3 + 3 , 0)
f 00 (1) 0.37 < 0 f is concave in (3 + 3 , 0)
1 (0, +)

f 00 (1) 35.34 > 0 f is convex in (0, +)

Therefore, as convexity/concavity changes in x = 3 3 , en x = 3 + 3 and in x = 0, all three

points are points of inflection of f . Furthermore, x = 0 is a point of inflection with horizontal tangent
because, as we had already seen, it is also a stationary point of f .
3.5

graphic study of functions

The following two sections are a summary of all these concepts (definitions) and tools to study them
(results), plus some observations to make a complete graphic study.

29

3.5.1

Global theory

conceptes
eines

f0

f 00

mc/md

cv/cc

f mc f 0 0
f md f 0 0

f cv f 00 0
f cc f 00 0

where mc = increasing monotonic, md = decreasing monotonic, cv = convex and cc = concave.

3.5.2

Local theory

An end x0 can be: a x0 D, or a point where f is non differentiable, or a x0 D \ D. The first two
types are easy to find and classify; for the last we have the following.
f0

f 00

xt

pi
pith

conceptes
(pe)
eines

x0 xt f 0 (x0 ) = 0

x0 pi f 00 (x0 ) = 0

where xt = end (local), pi = point of inflection, pith = pi with horizontal tangent and pe = stationary
point.
Using the tools of global theory, we can describe exactly the behaviour of a function around a point x0
according to the signs of f 0 and f 00 . (At the table headings, x0 + means that the corresponding function
takes negative values at the left of x0 and positive at its right, and similarly for the other abbreviations,
and afterwards f 0 6= 0 means that f 0 (x0 ) 6= 0, and similarly for the others.)

30

f 00

f0

x0

x0 +

cap

x0

+ x0

+ x0 +

`x
ma

no

f 0 6= 0 and f 00 ?

cap

f 0 = 0 and f 00 ?

f 0 6= 0 and f 00 ?

pi
x0 +

f 0 6=

0 and

f 00

pi
no

=0

f 0 6=

0 and

f 00

f0 =
0 and f 00 = 0

=0

0 and

f 00

pi
no

no

f 0 6= 0 and f 00 ?

f 0 6=

0 and f 00 = 0

=0

cap

+ x0 +

f 00

pith
f0 =

=0

f 0 6=

0 and

pi
+ x0

no

pith

mn
f 0 = 0 and f 00 ?

no

cap
f 0 6= 0 and f 00 ?

` x = (local) maximum, pi = point of inflection, pith = pi with horizonwhere mn = (local) minimum, ma

tal tangent, cap = point which is not any of the previous and no = no functions exist with these features.
Studying the table we see that it is not necessary to calculate all the signs of f 0 and f 00 around a point
x0 to be able to classify it in the next section we will see that it can be done algorithmically.
3.5.3

Steps of a complete graphic study

1. Calcular D = Dom(f ).
2. Calculate the cut-off points with the axes: the points x D such that f (x) = 0 for the axis of the
x, and the point y = f (0) (if 0 D) for the axis of the y.
3. Calculate the limits limxx f (x) for the x0 D and limx f (x). In particular, we will see if
0
f has asymptotes and we can give its expression.
4. Calculate the stationary points (f 0 (x0 ) = 0) and the sign of f 0 in each interval that these limit, the
points of D and the points where f is non differentiable (to determine increase/decrease).
5. Calculate the points f 00 (x0 ) = 0 and the sign of f 00 sign in each interval that these limit, the points
of D points and the points where f is non differentiable (to determine convexity/concavity).
6. Determine if the points of D and the points where f is non differentiable are the ends of f .
Determine if the points f 0 (x0 ) = 0 are ends and if the points f 00 (x0 ) = 0 are points of inflection,
doing:

31

 0
x0 mn

f is x0 +
0
0
0
x0 max
Lemma (T1E: f test for ends). f (x0 ) = 0 and f is + x0

0
f does not change x0 pith

Alternative to T1E:

00

f (x0 ) > 0 x0 mn

00

f (x0 ) < 0 x0 max

00
Lemma (T2E: f 00 test for ends). f 0 (x0 ) = 0 and

f is x0 x0 max

f 00 is + x0 + x0 min
f 00 (x0 ) = 0 and

00
f changes
x0 pith
Finally:

Lemma (TPI: test for points of inflection).

f 0 (x0 )

6= 0,

f 00 (x

0 ) = 0 and

f 00 changes
f 00

x0 pi

does not change x0 cap

We can evaluate f in all these points if we want to make a more accurate sketch of the graph f .
Example. Complete graphic study of the function
f (x) =

x2

Before starting, note that f is odd, that is, f (x) =

will be asymmetric.

x
.
1

x
(x)2 1

= x2x1 = f (x), and therefore its graph

1. Domain: f only has problems when its domain is cancelled, that is, when x2 1 = 0 x = 1.
Therefore, D = Dom(f ) = R \ {1, 1}.
2. Cut-off points: For the axis of x, we do f (x) = 0 x2x1 = 0 x = 0
(0, 0). For the axis of y,
we do f (0) = 0
(0, 0). Therefore, (0, 0) is the only cut-off point with the axes.
3. Limits: limx1 f (x) = limx1 x2x1 = because x2 1 < 0 when x 1 ; limx1+ f (x) =
limx1+ x2x1 = + because x2 1 > 0 when x 1+ ; and limx+ f (x) = limx+ x2x1 =
limx+ xx2 = limx+ x1 = 0 because x2 1 x+ x2 . As the graph of f is asymmetric,
limx1 f (x) = , limx1+ f (x) = + and limx f (x) = 0. All in all, the straight lines
x = 1 and x = 1 are vertical asymptotes of f , and the straight line y = 0 is a horizontal asymptote
of f .
2

x 1
x +1
+1
2
4. Study of f 0 : f 0 (x) = 1(x(x1)x2x
= (x
f 0 (x) = 0 (xx2 1)
2 1)2
2 1)2 = (x2 1)2
2 = 0 x + 1 = 0,
which does not have real solutions. This means that it will only be necessary to study the sign of
f 0 at the intervals which limit the points of D and the points where f is not differentiable. On
the one hand, D = {1, 1}; on the other hand, and reasoning as for f , Dom(f 0 ) = R \ {1, 1},
therefore the only points where f is not differentiable is x = 1. Therefore,

sgn(f 0 )

(, 1)

(1, 1)

(1, +)

f 0 (2) < 0

f 0 (0) < 0

f 0 (2) < 0

decreasing

decreasing

decreasing

32

+1)2(x 1)2x
+3)
+3)
5. Study of f 00 : f 00 (x) = (f 0 )0 (x) = 2x(x 1) (x
= 2x(x
f 00 (x) = 0 2x(x
=
(x2 1)4
(x2 1)3
(x2 1)3
2
0 2x(x + 3) = 0, which only has the real solution x = 0. Therefore, we need to study the sign
of f 00 at the intervals which limit the points {1, 0, 1}:

(, 1)
sgn(f 00 )

(1, 0)

(0, 1)

(1, +)

f 00 (2) < 0

f 00 ( 12 ) > 0

f 00 ( 12 ) < 0

f 00 (2) > 0

concave

convex

concave

convex

6. Classification: As limx1 f (x) = , the points x = 1 cannot be the ends of f . On the other
hand, we have just seen that f 00 changes sign to x = 0, therefore, for the TPI, the point x = 0 is a
point of inflection of f . As we have already seen, its value is f (0) = 0.
With all this information, we can already represent the graph of f :

-5

-4

-3

-2

-1

-1

-2

-3

ADD STUDY OF f (x) =

q
3

(x3 3x)2 .

33

` lcul i 2016/2017
ca
Integrals
4.1

definite integrals

Calculating the area of a rectangle, a triangle or even any polygon is a task that can be more or less
complicated, depending on the polygon, but it is feasible if we divide it adequately in simpler polygons.
This is not possible when we deal with curvilinear figures, and therefore we need to proceed differently.
Definition. A partition of an interval [a, b] is a finite succession of points
tambien los extremos), y evaluamos la funci
on f en j , como en la figura

P = siguiente.
(x0 , x1 , x.2 , . . . , xn1 , xn )

such that a = x0 < x1 < x2 < < xn1 < xn = b. It is said that the partition is regular if the distance
between consecutive points is always the same, and this common value h = x1 x0 = x2 x1 = =
xn xn1 is the regular partition step.
Remark. A usual way to build a regular partition of an interval [a, b] is dividing it in n subintervals,
such that h = ba
n and xk = a + k h for every 0 k n. (We observe that this gives n + 1 points, not
n.)
Example. We consider the interval [0, 1]. Taking n = 10, we obtain the partition of 11 points (and 10
subintervals) P = (0.0, 0.1, 0.2, . . . , 0.9, 1.0), since h = 10
10 = 0.1 and xk = 0 + k 0.1 for every 0 k 10.
Definition. Let f : [a, b] R a function and P = (x0 , x1 , x2 , . . . , xn1 , xn ) a partition of [a, b]. A
Riemann sum of f regarding P is
n De esta manera, podemos definir la suma de Cauchy-Riemann como:
X
f (k )(xk xk1 ),
k=1

Sn =

n
X

f (j )(xj

xj

1)

n
X

f (j ) x.

j=1
where k [xk1 , xk ], for every 1 k n, is any point of the subinterval.
(Usuallyj=1k is the mean point
x
+x
of the
subinterval,
= k12 lak ,funci
butonot
tambi
en los
extremos), ykevaluamos
n f always.)
en j , como en la figura
Si operamos una partici
on m
as fina de [a, b], por ejemplo esta

siguiente. .

posici
on with
de como:
losstep
j variar
a, y con
el valor de
calculada
en esos
De esta manera,
podemosthat,
definiriflathe
suma
de Cauchy-Riemann
Remark.
We observe
partition
isla regular
h, then
the ella
expression
of fthe
Riemann
puntos
y
la
distancia
x
entre
los
extremos
de
los
sub-intervalos.
El
siguiente
sum is reduced toX
n
n
X
Sn =

f (
n j )(xj

j=1

xj

f (k ) h

1)

j=1
or

teorema, seg
un Riemann, dice que, si f es continua, existe el lmite de n
f (j ) x.n
n
X
X

f (k )

k=1
k=1 esta
Si operamos una partici
on mas fina de [a, b], por ejemplo

34

or

ba

f (k ).
n 117
k=1

Example. We reintroduce the previous example to calculate the Riemann sum of the function
f :[0, 1] R
x 7 x2
x

+xk

regarding P with points k = k12

As the partition is regular, we do
h

n
X
k=1

f (k ) = 0.1

for every 1 k 10 (that is, 1 = 0.05, 2 = 0.15, . . . , 10 = 0.95).

n
X
k=1

k2 = 0.1 (0.052 + 0.152 + + 0.952 ) = 0.3325.

Definition. It is said that f : [a, b] R is integrable (Riemann) if the limit of Riemann sums
!
n
ba X

lim
f (k )
n+
n
k=1

exists and is finite. (We can see that this limit does not depend on the choice of the k .) In this case,
the integral of f between a and b is this finite limit value, and is written
Z b
f (x) dx.
a

Notation. The integral symbol with ends a and b will be called definite integral.
Theorem. If f : [a, b] R is continuous, then f is integrable.
Example. We reintroduce the previous example to calculate now the integral of f (x) = x2 between 0
and 1 from the definition (as f is continuous, from the previous theorem we know that it is integrable).
xk1 +xk
1
1
k
10
= 2k1
To calculate the limit, for each n we have
n and k =
2
2n .
Pkn n =
Pn h = n = n , xk = 0 +
2
Furthermore, we will use the formulas k=1 k = n(n + 1)/2 and k=1 k = n(n + 1)(2n + 1)/6 (in the
next topic we will see how to demonstrate this type of identities). Therefore,
!
!
!
Z 1
n
n 
n
X
1 X 2k 1 2
1 X (2k 1)2
2
x dx = lim
h
f (k ) = lim

= lim

=
n+
n+ n
n+ n
2n
(2n)2
0
k=1
k=1
k=1
!#
!
"
n
n
n
n
X
X
X
X
1
1
k2 4
k+
1 =
(4k 2 4k + 1) = lim
= lim

4
n+ 4n3
n+ n(2n)2
k=1

k=1

1
n(n + 1)
n(n + 1)(2n + 1)
= lim
4
4
+n
n+ 4n3
6
2


1
1
1

= .
= lim
n+ 3
12n2
3
4.1.1



k=1

= lim

n+

k=1

1 4n3 n

4n3
3

Properties of definite integrals

Remark. We observe that, by definition of Riemann sum, at the subintervals where f (x) < 0 (and,
therefore, f (k ) < 0) the rectangles provide a negative area and then
Z a
Z a
Z a
f even
f (x) dx = 2
f (x) dx
i
f odd
f (x) dx = 0.
a

35

Furthermore, also by definition,

f (x) dx = 0.

Notation. In order to understand the integral symbol in case of ends not necessarily ordered, we take
the agreement
Z b
Z a
f (x) dx.
f (x) dx =
a

Proposition. Let f, g : [a, b] R integrable. Then,

( f (x) + g(x)) dx =

f (x) dx =

f (x) dx +

f (x) dx +

g(x) dx for any , R

f (x) dx for every c [a, b]

if f (x) g(x) for every x [a, b]

f (x) dx

Z b
 Z b



f (x) dx
|f (x)| dx (triangular inequality)
a

g(x) dx

Example. We reintroduce the previous example and we use that f (x) = x2 is an even function to
calculate
Z 1
Z 1
Z 1
1
3x2 dx = 3
x2 dx = 3 2
x2 dx = 3 2 = 2.
3
1
1
0
4.2

indefinite integrals

Definition. A primitive of a function f : D R R is a differentiable function F : D R such that

F 0 (x) = f (x) for every x D.
Example. Let f (x) = x2 . The function F (x) =

x3
3

2 is a primitive of f because F 0 (x) = x2 = f (x).

3

Remark. In this example we have seen that F (x) = x3 2 is a primitive of f but of course, for example,
3
3
G(x) = x3 + 1 and H(x) = x3 also are. It is easy to see that all the primitives of a same function f differ
only of constants, or, to put it another way, that, if F (x) is a primitive of f , then all the primitives of f
are of the form F (x) + c, with c R.
Notation. The symbol

f (x) dx

is used to denote the set of all the primitives of f , and is called indefinite integral. In the previous
example, we have
Z
x3
x2 dx =
+ c, amb c R.
3
Remark. By indefinite integral definition,
Z

0
f (x) dx = f (x)
36

(abusing a little of notation, since we are derivating a set of functions which have a common derivative)
and therefore somehow the indefinite integral and the derivative are inverse operations.
It is easy to check if a function is anothers primitive, but the definition does not explicit how to find
these primitives not even if the whole function admits them. In fact, this is not true generally, but we
can see that every continuous function admits primitives.
Remark. Going a little further, a function admitting primitives does not mean that these can happen
explicitly as a composition of elemental functions, as we will see later on. A classic example is the one of
2
the family of functions fa (x) = eax , with a 6= 0.
By the definition of primitive, it is enough with observing the list of derivatives of the elemental functions
to deduce the following list:
R
f (x) = k R

f (x) dx = kx + c
R
+1
f (x) = x

f (x) dx = x+1 + c, per a tot 6= 1

R
f (x) = x1

f (x) dx = log |x| + c

R
f (x) = ex

f (x) dx = ex + c
R
ax
, per a tot a > 0, a 6= 1
f (x) = ax

f (x) dx = log(a)
R
f (x) = sin(x)

f (x) dx = cos(x) + c
R
f (x) = cos(x)

f (x) dx = sin(x) + c
R
f (x) = cos12 (x)

f (x) dx = tan(x) + c
R
1
f (x) = 1+x

f (x) dx = arctan(x) + c
2
R
f (x) = sinh(x)
f (x) dx = cosh(x) + c
R
f (x) = cosh(x)
f (x) dx = sinh(x) + c
4.2.1

Properties of the indefinite integrals

Proposition. Let f, g : D R R functions which admit primitives. Then, for any , R, the
function f (x) + g(x) admits primitives and
Z
Z
Z
( f (x) + g(x)) dx = f (x) dx + g(x) dx.
Example.

(2 5x + 3) dx =

2 dx 5

x dx +

3 dx =

2x
x3
5
+ 3x + c.
log(2)
3

Remark. From the properties for derivatives, such as Leibnizs rule, many properties for the calculation
of primitives are deducted, but they are usually of little use because they only apply to functions with
very specific functions. However, applying the rule which is deduced from the chain rule is usual. If the
functions f and g are differentiable, then
Z


g 0 (f (x)) f 0 (x) dx = g(f (x)) + c.
37

Example.

6x
dx =
x2 5

2x
dx = 3
x2 5

2x
dx = log |x2 5| + c.
x2 5

Theorem (Integration by parts). If f and g are derivative functions, then

Z
Z
0
f (x) g (x) dx = f (x) g(x) f 0 (x) g(x) dx.
Example.

log(x) dx =

log(x) 1 dx = log(x) x

1
x dx = x log(x)
x

1 dx = x log(x) x + c.

Theorem (Integration by change of variable). If f is continuous and is differentiable, then

Z
Z
f (x) dx = f ((t)) 0 (t) dt.
Example.

(1)

dx =

e 2t dt = 2



Z

(3)
t
t
t e dt = 2 t e 1 e dt = 2(t + 1)et + c = 2( x + 1)e x + c.
t

(2)

In (1) we have used the change of variable t = x = 1 (x) (t) = t2 = x 2t dt = dx, and in (3)
we have undone it; in (2) we have done an integration by parts.
4.3

the fundamental theorems of integral calculus

Remark. Until now weR have presented the definite integrals

and the indefinite integrals like two totally
R
b
different objects, since a f (x) dx is a real number and f (x) dx is a set of functions. In this section we
will see that, in fact, these two concepts are not that away from each other.
Definition. Let f : [a, b] R an integrable function. The function F : [a, b] R defined by
Z x
F (x) =
f (t) dt.
a

is called integral function of f

Theorem (First fundamental theorem of calculus). Let f : [a, b] R a continuous function and let
F : [a, b] R its integral function. Then, F is differentiable and F 0 (x) = f (x) for every x (a, b).
Remark. This important result means that every continuous function admits its own integral function
as a primitive, and therefore the primitives of a continuous cannot be anything. In other words: If
f : [a, b] R is continuous, then
Z
Z
x

f (x) dx =

f (t) dt + c,

is the formula that links the two integral types. If, furthermore, we add the fact that F (x) =
Rwhich
x
f
(t)
dt and that F 0 (x) = f (x), this formula is equivalent to
a
Z
F 0 (x) dx = F (x) + c,
which, again, tells us that somehow the integral and the derivative are inverse operations.

Corollary (Second fundamental theorem of calculus). Let f : [a, b] R a continuous function and let
F : [a, b] R a primitive of f . Then,
Z b
f (x) dx = F (b) F (a).
a

38

Notation. This difference is usually written as F (b) F (a) = [F (x)]ba = F (x)|ba .

Remark. This second result provides a method to calculate definite integrals much more practical than
doing a limit of Riemann sums, since it is enough with finding the primitive of a function and evaluate
it in the ends.
R1
Example. We reintroduce the example of the calculation of 0 x2 dx, which we have already seen that
it is 31 by means of a limit of Riemann sums. Using the fundamental theorem of the calculation, and
3
knowing that x3 is a primitive of x2 , we could have done
Z

x2 dx =

x3
3

1

13 03
1

= .
3
3
3

This way of calculating definite integrals provokes that usually the theorems of integration by parts and
integration by change of variable are written directly in terms of definite integrals, which means:
Theorem (Integration by parts). If f, g : [a, b] R are differentiable functions, then
Z

f (x) g (x) dx =

[f (x) g(x)]ba

f 0 (x) g(x) dx.

Theorem (Integration by change of variable). If f : [a, b] R is a continuous function and : I [a, b]

is a differentiable function, such that (t) = x [a, b] for every t I, then
Z

f (x) dx =

1 (b)

1 (a)

4.4

f ((t)) 0 (t) dt.

improper integrals

Definition. It is said that f : (a, b] R is (Riemann) integrable (or that the integral of f in (a, b] is
convergent) if the limit
Z b
Z b
lim
f (t) dt
or
lim
f (x) dx
xa+

h0+

a+h

Rb
exists and is finite. In this case, the integral of f between a and b, a f (x) dx, is defined as this limit
value. Similarly, it is said that f : [a, b) R is (Riemann) integrable (or that the integral f integral in
[a, b) is convergent) if the limit
lim

xb

f (t) dt

o be

lim

h0

b+h

f (x) dx

Rb
exists and is finite. In this case, the integral of f between a and b, a f (x) dx, is defined as the this limit
value. In any of the two cases, it is said that the integral is divergent if the limit exists but it is not finite.

39

Sea ahora f : [a, b) una funci

on continua que tiene una asintonta vertical en x = b, o sea lmx!b f (x) = +1 como en la figura debajo

Example. We will study the behaviour

of la integral de f en [a, b] como sigue
en este caso se define
Z b
Z b
1Z b "
f (x)dx = lm
f (x)dx
lim
dt .
"!0

a
a
+
xa
x (t a)
+

el lmite existe y es finito, se dice que f es integrable en todo [a, b], si

according to the parameter Si
R
for the special importance that this family of integrals has, as we will
el lmite existe pero es 1 se dice que la integral de f en [a, b] diverge.
Si no existe el lmite se dice que la integral no existe.
see later. Firstly, if = 1,
La definicion en el caso de una asntota en x = a es an
aloga:
Z b
1
b
Z
Z
b
b
lim
dt = lim [ log |t a| ]x = lim (log |b a| log |x a|) = +.
f (x)dx = lmxa+f (x)dx .
xa+ x t a
xa+
"!0
a
a+"
+

However, if 6= 1,

lim

xa+

Como antes, se dice que f es integrable si el lmite es finito o que

 existe, 1 b
Z existe
la integral es infinita o no
si el lmite es infinito o no
b
1
(t a)
respectivamente.

(t a)

dt = lim

xa+

= lim

xa+

(t a)

dt = lim

xa+

(b a)1 (x a)1
134

1
1

and this limit is finite if and only if 1 > 0 < 1. All in all,

Z b
(ba)1 si < 1
1
1
lim
dt =
+
xa+ x (t a)
si 1

Definition. It is said that f : (, b] R is (Riemann) integrable (or that the integral of f in (, b]

is convergent) if the limit
Z b
lim
f (t) dt
x x

Rb
exists and is finite. In this case, the integral of f between and b, f (x) dx, is defined as this
limit value. Similarly, it is said that f : [a, +) R is (Riemann) integrable (or that the integral of f
in [a, +) is convergent) if the limit
Z
x

lim

x+ a

f (t) dt

R +
exists and is finite. In this case, the integral of f between a and +, a f (x) dx, is defined as this
limit value. Finally, it is said that f : (, +) R is (Riemann) integrable (or that the integral of f
in (, +) is convergent) if the integrals of f in (, 0] and in [0, +) are convergent. In this case,
the integral of f between and + is defined as
Z +
Z 0
Z +
f (x) dx =
f (x) dx +
f (x) dx.

In any of the three cases, it is said that the integral is divergent if the limit(s) exist(s) but is(are) not
finite.
40

Sea ahora f : [a, 1) una funci

on continua sobre un intervalo ilimitado,
como en la figura siguiente

Example. With a very

similarlareasoning
the+1)
previous
definimos
integral to
dethat
f enof[a,
comoexample, be can see too that
( a1
x
Z Z+1
si Z >M1
1
1
lim
dt
=
(x)dx =
lm
f (x)dx ,
x+ a tf
+
si 1
M !+1
a

for any a > 0.

4.5

an
alogamente, si f : ( 1, a] ! R es continua, definimos
Z

numerical integration

f (x)dx =
1

lm

m! 1 m

f (x)dx ,

We have already seen that not every primitive can be expressed explicitly as a composition of elemental
functions.
of the
guarantees us that the function
y si the
f : (first
1,fundamental
+1) ! R theorem
es continua
encalculation
todo
R definimos
R xFor example,
2
2
F (x) = a ex dx is a primitive of f : [a, b] R, f (x) = ex , but F (x) cannot appear in a simpler
Z +1
Z have
c
+1
form than the one of the integral
function, as we
already Zexplained
in the indefinite integrals
f
(x)dx
=
f
(x)dx
+
f
(x)dx
section. Therefore, in this case,
the second fundamental theorem of the calculation. does not simplify the
R 1 x
2 1
1
and it is necessary
to turn to cmethods of numerical integration or
calculation of, for example, 0 e dx,
(numerical) quadrature to approximate its value.

Ejemplos notables:

The Newton-Cotes formulas are a family of methods (

of this kind, which are based on calculating
Z b
+1
si 1
Z b1
n
dx = X
1
(b
a)

w1k f(xk ), si < 1

(x) dx
a (b fx)
a

k=0

+1
+1
1
where xk = a + k h for every 0 k n,
and1 the wk are
fixedsicoefficients
(for each method) which are
dx =functions

1
called weights. The methods based on interpolation
that
we
will
see
next are a particular case
x
si > 1
1
1
of these formulas, while, as we will see, the idea of the methods based on differential equations in totally
Z +1
Z +1
different.
(x )2
p

4.5.1

Methods based on

x2

1
interpolation

dx =

functions

1
e
2

2 2

dx = 1 ,

Podemos observar que el hecho de que la u

ltima integral valga 1 explica el

The idea is top

approximate
function toen
integrate
fon
with
a simpler el
function
g of which
we know the
orque de losthe
coeficientes
la funci
Gaussiana:
area debajo

de una
primitive typically
a
polynomial.
This
is
done
in
each
subinterval
of
the
regular
partition
and we
distribuci
on de probabilidad debe dar 1 (probabilidad del 100 %!).
obtain a general formula of integration for each type of function g that we use.

135

Rectangular method In each subinterval [xk1 , xk ], the function g is a polynomial of degree 0 (conx
+x
stant) which coincides with f in the mean point, k12 k . Then,


Z xk
xk1 + xk
f (x) dx (xk xk1 ) f
2
xk1

41

and the formula to calculate the integral of f between a and b is

Z



n
baX
xk1 + xk
.
f (x) dx
f
n
2
k=1

We can see that a bound of the error made using this approximation is
ba
max |f 00 ()| h2 .
24 [a,b]
Example. We approximate
Z

ex dx

R1
0

ex dx by means of the rectangular method, taking n = 10 subintervals:


1 0  0.052
2
2
e
+ e0.15 + + e0.95 = 0.747130877747997 . . .
10

A bound of the error made in this calculation is



10
1
2

max (4 2 2) e  0.12 =
2 0.12 8.33 104 .
24 [0,1]
24

Trapezoidal method In each subinterval [xk1 , xk ], the function g is a polynomial of degree 1 which
coincides with f in the ends, xk1 and xk . Then,
Z xk
f (xk1 ) + f (xk )
f (x) dx (xk xk1 )
2
xk1
and the formula to calculate the integral of f between a and b is
Z

baX
ba
f (x) dx
(f (xk1 ) + f (xk )) =
2n
n
k=1

!
n1
f (x0 ) + f (xn ) X
+
f (xk ) .
2
k=1

We can see that a bound of the error made using this approximation is
ba
max |f 00 ()| h2 .
12 [a,b]

ex dx

10
10

R1

ex dx by means of the trapezoidal method, taking n = 10 subintervals:

!
2
2
e0.0 + e1.0
2
2
2
+ e0.1 + e0.2 + + e0.9 = 0.746210796131749 . . .
2

Example. We approximate

A bound of the error made in this calculation is



10
1
2

max (4 2 2) e  0.12 =
2 0.12 1.67 103 .
12 [0,1]
12

Simpsons method In each subinterval [xk1 , xk ], the function g is a polynomial of degree 2 that
x
+x
coincides with f in the points xk1 , k12 k and xk (the ends and the mean point). Then,




Z xk
xk xk1
xk1 + xk
f (x) dx
f (xk1 ) + 4 f
+ f (xk )
6
2
xk1
42

and the formula to calculate the integral of f between a and b is

Z b
n/2
n/21
X
X
ba
f (x) dx
f (x0 ) + 4
f (x2k1 ) + 2
f (x2k ) + f (xn ),
3n
a
k=1

k=1

where n is even, since we subdivide [a, b] in the double of subintervals than before. We can see that a
bound of the error made using this approximation is
ba
max |f (4) ()| h4 .
180 [a,b]
Example. We approximate
Z

ex dx

R1
0

ex dx by means of Simpsons method, taking n = 20 subintervals:


1 0  0.002
2
2
2
e
+ 4 e0.05 + 2 e0.10 + + e1.00 = 0.746824183875915 . . .
3 10

A bound of the error made in this calculation is



1
10
2

max (16 4 48 2 + 12) e  0.054 =
12 0.054 4.17 107 .
180 [0,1]
180
Remark. This exact value of the integral is
Z 1
2
ex dx = 0.746824132812427 . . .
0

43

` lcul i 2016/2017
ca
Successions and series
5.1

mathematical induction

inducci
o (Mathematical) is a procedure to demonstrate a certain property P(n) for each integer number
n n0 , that is, to demonstrate P(n0 ), P(n0 + 1), P(n0 + 2), etc. It consists of two steps:
1. Basis case: Demonstrate P(n0 ).
2. Inductive step: Demonstrate P(n + 1) supposing certain P(n) (induction hypothesis).
Example. Using induction, we will demonstrate that
1 + 2 + 3 + + n =

n(n + 1)
2

for each n 1. In this case, n0 = 1 and P(n) is the formula.

n

P(n)

1=

1+

3
..
.

1+
..
.

1 + 2 + 3 + + n =

n+1
..
.

1(1+1)
2
2 = 2(2+1)
2
2 + 3 = 3(3+1)
2

(1)

n(n+1)
2

1 + 2 + 3 + + n + (n + 1) =
..
.
? 1(1+1)
2

1. It is necessary to demonstrate (1): 1 =

(2)
(n+1)((n+1)+1)
2

(3)

2. It is necessary to demonstrate (3) from (2):

(2)

1 + 2 + 3 + + n + (n + 1) =

n(n + 1)
(n + 1)(n + 2)
(n + 1)((n + 1) + 1)
+ (n + 1) =
=
3
2
2
2

Example. Using induction, we will demonstrate that

4 | 5n 1
for every n 1. In this case, n0 = 1 and P(n) is the divisibility property.
n

n+1

P(n)

4 | 51 1

4 | 52 1

4 | 53 1

4 | 5n 1

4 | 5n+1 1

44

1. 4 | 51 1 3
2. 5n+1 1 = 5 5n 1 = (4 + 1) 5n 1 = 4 5n + 5n 1. Of course 4 | 4 5n , and 4 | 5n 1 by
induction hypothesis; therefore, 4 | 4 5n + 5n 1 = 5n+1 1 3
5.2

successions of numbers

Definition. A succession (of numbers) is a function

a :N R
n 7 a(n) = an
Notation. As to determine a succession it is enough with giving its image, we write (an )nN o {an }nN ,
or simply (an ) or {an }. The expression of an is called general term.
Example. (an )nN = (3, 1, 4, 1, 5, 9, 2, . . .), that is, a0 = 3, a1 = 1, a2 = 4, etc. (It is the succession of
the decimal numbers of .) Obviously, in this case there is not any functional expression of the general
term which allows to calculate directly the term an evaluating a formula.
Example. Three successions with general term:
p
La sucesion (n 10 n) es definitivamente positiva porque lo es para




1 4 n7 10100 (dejamos como ejercicio averiguar que es as
);
3n+1
= cada
2n+5
5 , 7 , 9 , 11 , . . .
nN

1
La sucesion ( 12 ) es definitivamente menor de 10
porque lo es para cada
((1)n )nN = (1, 1, 1, 1,n. . .)
n 4.


n2 nN
= (0, 1,
4,para
9, . dar
. .) la definici
Estamos
listos
on de lmite de una sucesi
on.

Remark. Many times we will be interested in slightly modifying the domain of a function because, for
se dice que
la sucesi
on (an ) converge a ` 2 R o que
example, writing Def.:
(n log(n))
n1 is more practical than writing ((n + 1) log(n + 1))nN . We will allow this
little abuse of notation instead of complicating the definition of succession for it to consider these cases.
lm an = `
n!+1
Definition. It is said that the limit of (an ) is ` R (or that (an ) converges to `), and is written
si 8" > 0 la distancia de an a ` es definitivamente menor que ", o sea 9 n0 (")
tal que |an `| < " 8 n n0 ("). lim an = `,
n+

if, for each > 0,Geometricamente,

n0 N exists suchuna
thatsucesi
|an on`|convergente
< for everytiene
n >eln0comportamiento
.
que

se ve en la figura siguiente:

su grafico (puntos discretos!), a partir de un cierto n0 , queda contenido en

una banda horizontal de ancho 2" centrada en `. Esto sucedera no importa
que tan peque
na sea ". Cuanto m
as peque
na, m
as habr
a que esperar hasta
que la sucesion entre en la banda, pero
a.
45 tarde o temprano entrar
Def.: se dice que la sucesi
on (an ) diverge a +1 (resp. a
lm an = +1

n!+1

(resp. lm an =
n!+1

1)

1) o que

Example. Let us see that

3n + 1
3
=
2n + 5
2

lim

n+

from the definition. Given > 0, we have


 
 

 3n + 1 3   6n + 2 6n 15   13 
13





=
=
<
 2n + 5 2  = 


4n + 10
4n + 10
4n + 10
Therefore, it is enough with taking n0 as the integer part of

5
13
4 2

n>

13 5

4 2

to satisfy the condition of convergence.

Example. Let us see that

@ lim (1)n
n+

from the definition. If ` R tal que limn+ (1)n = ` existed, taking = 1 we should be able to find a
n0 such that |(1)n `| < 1 for each n > n0 . But, no matter how big is n0 , the even n > n0 will always
make (1)n = 1 and the odd ones (1)n = 1. Therefore, ` should be a value such that |1 `| < 1 and
also | 1 `| < 1, that is, such that 0 < ` < 2 and also 2 < ` < 0, which is not possible.
Example. The number e comes precisely from the limit of a succession, since we can see that


1 n
lim
1+
= e.
n+
n
Definition. It is said that the limit of (an ) is + (or that (an ) diverges at +), and it is written
lim an = +,

n+

if, for each M > 0, exists n0 N such that an > M for every n > n0 . Similarly, it is said that the limit
of (an ) is (or that (an ) diverges at ), and it is written
lim an = ,

n+

if, for each M > 0, n0 N exists such that an > M for every n > n0 .
Example. Like before, we can check that
lim n2 =

n+

from the definition, taking any n0 >

M.

Theorem. Let f : D R R, x0 D and ` R . Then,

lim f (x) = `

xx0

lim f (an ) = `

n+

for every succession (an ) D \ {x0 } tal que limn+ an = x0 .

Remark. Sometimes this condition is taken as an alternative definition of the limit of a function.
Remark. From this theorem we can detach that all results and properties on limits of functions have
their analogous versions in terms of limits of successions. To give only one example:
e1/n

n+

46

1+

1
n

Example. To study the convergence of the succession



1+n
1 n n2
it is enough with knowing that limx+

1+x
1x

= 1 to conclude that

1+n
= 1.
n+ 1 n
lim

5.3

series of numbers

Definition. The series (of numbers) of general term an is the succession (sn )nN of partial additions
sn =

n
X

ak .

k=0

Notation. Abbreviatedly, it is written

nN an

or simply

an .

Example. We reintroduce the example of the succession (an ) = (3, 1, 4, 1, 5, 9, 2, . . .), for which s0 =
a0 = 3, s1 = a0 + a1 = 4, s2 = a0 + a1 + a2 = 8, etc., that is, (sn ) = (3, 4, 8, 9, 14, 23, 25, . . .).
P
Example. The series of general term (1)n , (1)n , is the succession (sn ) = (1, 0, 1, 0, . . .).
P
P
Definition. It is said that
an converges at S R (or simply that
an converges), and is written
X
X
an = S o be simplement
an < +,
if limn+ sn = limn+

kn ak

= S; and then S is called addition of the series.

Definition.P
Let (an ) a succession of nonnegative terms (that is, such that an 0 for every n D). It
is said that
an diverges at +, and is written
X
an = +,
if (sn ) diverges at +.

Remark. The reason why a the divergence of a series is only defined if the series if on nonnegative terms
is that, if a series of any terms does not converge, its terms can be associated or reordered so that the
addition takes different values. (!)
Example. The behaviour of the geometric series of ratio r R is
a

1r si |r| < 1
X
n
a r = + si r 1

n0
@
si r 1

Example. The behaviour of the generalized harmonic series, for p (0, +), is
(
X 1 < + si p > 1
np = + si 0 < p 1
n1

47

Remark. If

an < +, then necessarily lim an = 0.

Example. Let us see that the reciprocal is false. We have limn+

1
n

= 0 and, in contrast,

X 1
1 1 1 1 1 1 1
1 1 1 1 1 1 1
= 1 + + + + + + + + 1 + + + + + + + + =
n
2 3 4 5 6 7 8
2 4 4 8 8 8 8
n+

1
1
1
1 1 1
+ 2 + 4 + = 1 + + + + = +.
2
4
8
2 2 2
P
P
P
Theorem. If
an < + and
bn < +, then ( an + bn ) < + and
X
X
X
( an + bn ) =
an +
bn .
= 1+1

Remark. Be careful with rejecting the hypothesis of convergence of the series, since, if it is not taken
into account, we can obtain, for example,

X
X
X
X
X
X
(n + 1) 1 +
n =
n=
(n + 1)
(n + 1 n) =
1=
n1

n1

(n + 1) 1 +

n1

which is absurd.
5.3.1

n1

n1

n1

n1

(n + 1) =

n2

(n
+
1) 1





n1


(n
+
1) = 1,





n1


Series of nonnegative terms

P
P
Theorem
(Criterion
of
comparison).
Let
a
and
terms such that an bn .
n
P
P
P bn series of nonnegative
P
Then,
bn < +
an < + or, equivalently,
an = +
bn = +.
Example. The series

n1

converges, since

n1

n3

n3

1
+ 4n

(1) X 1 (2)
1

< +,
+ 4n
n3
n1

1
n13 and the criterion of comparison,
where in (1) we have used that, for all n 1,
n3 n3 +4n
and in (2) that the generalized harmonic series with p = 3 converges.

n3 +4n

Example. Let us see that the series

n1

n2

3
3n + 5
P
1

1
converges. Like before, we want to compare it with n1 n2 (because, when n is large, n2 3n+5
behaves
1
3
1
like n2 ), but, in this case, n2 3n+5 n2 and not the other way round. This is solved displacing the
additions index, since

n1

X
X
X
3
3
3
1
=
=
=
3
n2 3n + 5
(n + 2)2 3(n + 2) + 5
n2 + n + 3
n2 + n + 3
n1

n1

48

n1

1
and now it is true that n2 +n+3
n12 . As index n 1 is not good for us, because the generalized
harmonic series starts at n 1, we separate the first two terms of the addition (n = 1 and n = 0) and
we have

X
X
X
X
3
1
1
1
1 1
3 2 +
=3
= 3 + +
< +.
n2 3n + 5
n2 + n + 3
3 3
n2 + n + 3
3
n2
n1

n1

n1

n1

Theorem (RootPor Cauchys criterion). Let

an a series of nonnegative terms and = lim
P
Then, < 1
an < + and > 1
an = +.
Example. Let us see that the series

X
n

n1

converges. For this, we calculate

= lim

n+

q
n
n

n 1

n

n 1

an .

n

= lim

n+

(1)
n 1 = 0 < 1,

therefore, according to the root criterion, the series is convergent. In (1) we have used that
lim

n+

1/n )

n = lim n1/n = lim elog(n

n+

n+

= lim e n log(n) = elimn+

n+

log(n)
n

= e0 = 1.

P
Theorem (Quotient
or
dAlemberts
criterion).
Let
an a series of nonnegative terms and = lim an+1
an .
P
P
Then, < 1
an < + and > 1
an = +.
Example. Let us see that the series

X n+1
n!

n0

converges. For this, we calculate

=

(n+1)+1
(n+1)!
lim
n+1
n+
n!

= lim

n+

n+2
= 0 < 1,
(n + 1)2

therefore, according to the quotient criterion, the series is convergent.

Theorem. Let f : [n0 , +) [0, +) an integrable function and decreasing monotonic. Then,
Z +
X
f (n) < +
f (x) dx < +.
n0

nn0

Example. Let us see that

X

n2

1
n logp (n)

< + si p > 1
= + si p 1

According to the previous theorem, the behaviour of this series is the same that that of the improper
integral
Z +
1
dx.
x logp (x)
2

If p = 1,

1
dx = lim
x+
x log(x)

1
dt = lim [log(log(t))]x2 = +.
x+
t log(t)
49

Si p 6= 1,

Z x
1
logp (t)
dt
=
lim
dt =
p
x+ 2
t
2 t log (t)
 p+1 x ( logp+1 (2)
log
(t)
p+1
si p + 1 < 0
= lim
=
x+
p + 1 2
+
si p + 1 > 0

1
dx = lim
x+
x logp (x)

Putting all this information together, we have what we wanted to see.

5.4

successions of functions

Definition. A succession of functions is a function which makes correspond, to each n N, a function

fn :D R R
x
7 fn (x)
(all of them with the same domain D).
Notation. It is written (fn ), (fn : D R R)nN or any variation of these, depending on what we want
to specify. The notation {fn } and its variations are also usual.
Example. Three successions of functions:
(fn : [0, +) R)n0 defined by fn (x) = enx , that is, (enx )n0
(fn : R R)n0 defined by fn (x) = xn , that is, (xn )n0


cos(nx)
(fn : R R)n1 defined by fn (x) = cos(nx)
,
that
is,
n
n

n1

Definition. It is said that (fn : D R R)s point limit is f : D R (or that (fn ) converges pointy at
f ), and it is written
fn f,
n+

if limn+ fn (x) = f (x) for every x D, that is, if the limit of the succession of numbers (fn (x)) is the
number f (x), for each x D.
Example. The previous succession (enx )n0 converges particularly at the function
f :[0, +) R

1 si x = 0
x
7 f (x) =
0 si x > 0
since
si x = 0, limn+ fn (0) = limn+ en0 = limn+ 1 = 1
n

si x > 0, limn+ fn (x) = limn+ enx = limn+ (ex ) = 0 because 0 < ex < 1 (x > 0)

50

Example. The previous succession (cos(nx)/n)n1 converges particularly at the identically null function
f :R R
x 7 f (x) = 0
since, for any x R, cos(nx) it oscillates between 1 and 1 when n + and limn+
lim fn (x) = lim

n+

n+

1
n

= 0, so,

cos(nx)
= 0.
n

Definition. It is said that (fn : D R R)s uniform limit is f : D R (or that (fn ) converges
uniformly at f ), and it is written
f,
fn
n+

if, for each > 0, n0 N exists such that |fn (x) f (x)| < for every n > n0 and every x D, that is,
if fn s graph is between that of f and that of f + for every n > n0 .
Example. We reintroduce the example (enx )n0 to see that the convergence is not uniform. For = 21 ,
we should be able to find a n0 0 such that |enx f (x)| < 12 for every n > n0 and every x [0, +);
in particular, such that |enx 0| < 21 for every n > n0 and every x > 0. But, for every n > n0 , the
point x = log(2)
provokes
n

 
  1  1
 n log(2)


  

log(2)
n  = e
e
=  .
2
2

Example. We reintroduce the example (cos(nx)/n)n1 to see that the convergence is uniform. For each
> 0,


 cos(nx)
 | cos(nx)|
1

|fn (x) f (x)| = 
0 =

n
|n|
n
and

1
n

< for every n > n0 taking any n0 > 1 , independently from x R.

f fn f .
Remark. fn
n+
n+

5.5

series of functions

Definition. The series of functions of general term fn is the succession (Fn )nN of partial additions
Fn (x) =

n
X

fk (x).

k=0

Notation. Abbreviatedly, it is written

nN fn (x)

or simply

Example. For the three previous successions:

n0

n0

enx = 1 + ex + e2x + e3x +

xn = 1 + x + x2 + x3 +

51

fn (x).

X cos(nx)

n1

= cos(x) +

Definition. It is said that

cos(2x) cos(3x)
+
+
2
3

fn (x) converges particularly (resp. uniformly) at F (x), and is written

X
fn (x) = F (x),

F ); and then F is called addition of the series in a particular sense (resp. uniif Fn F (resp. Fn
form).
Remark. All series of numbers convergences properties have their analogous versions in terms of particular convergence of series of functions, but not of uniform convergence.
P
Theorem
(Weierstra
(Weierstrass)s
criterion).
Let
fn (x) a series of functions
P
P fn : D R
PR and
an a series of numbers such that |fn (x)| an , for every x D. Then, if
an converges,
fn (x)
converges uniformly.
Example. Lets see that the series

X cos(nx) + sin(nx)

n1

n2

converges uniformly. Firstly, we have




 

 cos(nx) + sin(nx)  (1)  cos(nx)   sin(nx)  | cos(nx)| | sin(nx)|
1
1
2


+
=
+
2 + 2 = 2,






2
2
2
2
2
n
n
n
n
n
n
n
n
P
where, in (1), we have used the triangular inequality. However,
the series of numbers n1 n22 < +,
P as
cos(nx)+sin(nx)
is uniformly convergent.
according to Weierstras theorem the series of functions n1
n2
In contrast to particular convergence, uniform convergence respects the most important properties of
functions when it passes to the limit. This fact is in the two following results.
f , then
Theorem. If fn
if fn are continuous f is continuous;
if fn are differentiable f is differentiable and f 0 (x) = limn+ fn0 (x);
Rb
Rb
if fn are integrable f is integrable and a f (x) dx = limn+ a fn (x) dx.
P
Corollary. If
fn (x) converges uniformly, then
if fn are continuous F (x) =

fn (x) is continuous;
P
P
si fn are differentiable F (x) = fn (x) is differentiable and F 0 (x) = fn0 (x);
Rb
P
PRb
if fn are integrable F (x) = fn (x) is integrable and a F (x) dx =
a fn (x) dx.

52

5.5.1

Power series

A power series is a series of functions with the form

X
an (x x0 )n .
n0

Among the many properties they have, we have that the power series converge uniformly in any closed
interval contained in the interval (x0 R, x0 + R), where the value
R=

1

1/n

lim |an |

n+

is called the series radius of convergence.

A particular case of power series is the Taylor series of a function f in x0 ,
X f (n) (x0 )
n!

n0

(x x0 )n ,

which is the series that has as partial additions the Taylors polynomials of f in x0 . Remember that
(n)
Taylors polynomials, Tx0 (x), approximate a function f around a point x0 by means of polynomials of
arbitrary degree n; therefore, it is logical to think that the limit of approximations
n
X
f (k) (x0 )

lim Tx(n)
(x) = lim
0

n+

n+

k!

k=0

(x x0 )k =

X f (n) (x0 )

n0

n!

(x x0 )n

should be the best possible approximation, that is, the same function f . Unfortunately, this intuitive
argument is not true for all functions but it is for a large number of elemental functions and their
compositions. Functions with this property, that is, that can be written as a power series, are called
analytic functions.
Example. We can check that the following functions are analytic in the domains indicated.
ex =

xn
n0 n!

sin(x) =
cos(x) =

n0 n

x2
2!

sinh(x) =

cosh(x) =

n x2n
n0 (1) (2n)!

x2n+1
n0 (2n+1)!

x3
3!

+ for every x R

=x

x2n
n0 (2n)!

x2
2

x3
3

(1)
2!

xn = 1 + x +

n x2n+1
n0 (1) (2n+1)!

n+1 xn
n1 (1)
n

log(1 + x) =
(1 + x) =

=1+x+

x4
4

x2 +

+ for every |x| < 1

(1)(2)
3!

x3 + , where R, for every |x| < 1

=x

x3
3!

x5
5!

x7
7!

x2
2!

x4
4!

x6
6!

+ for every x R

=1

+ for every x R

=x+

x3
3!

x5
5!

x7
7!

x2
2!

x4
4!

x6
6!

+ for every x R

=1+

+ for every x R

53

Example. We consider the power series

xn

n0

Note that an = 1 for every n 0, and x0 = 0. Its radius of convergence is

1 
1

1/n
1/n
R=
lim |an |
=
lim |1|
= 1,
n+

n+

so the series converges uniformly in closed intervals of (1, 1). Therefore, if |x| < 1, the adding function
is
X
1
xn =
1x
n0

1
is analytic in |x| < 1 because it can be written
as it is a geometric P
function. All in all, the function 1x
n
as the power series n0 x . Note that this function has a singularity in x = 1, since its denominator is
cancelled in it, therefore it makes complete sense that the radius of convergence is R = 1.

Example. We consider the power series

nxn

n1

In this case, an = n and x0 = 0. Its radius of convergence is


1 
1
1/n
1/n
R=
lim |an |
=
lim |n|
= 1,
n+

n+

so the series converges uniformly in closed intervals of (1, 1). Therefore, if |x| < 1, the adding function
is
X
X
nxn = x
nxn1
n1

n1

P
This way, we will calculate first the adding function g(x) = n1 nxn1 and afterwards we will and the
addition of the original series. For |x| < 1, we have that
Z
Z X
XZ
X
X
1
n1
g(x) dx =
nx
dx =
nxn1 dx =
xn = 1 +
xn = 1 +
1x
n1

Therefore,

and, all in all,

n1

n1


g(x) = 1 +
X

n1

1
1x

0

nxn = x g(x) =

n0

1
(1 x)2

x
.
(1 x)2

Example. We see that function f (x) = e1/x is indefinitely differentiable but not analytic. Therefore,
we calculate its Taylor series in x0 = 0,
X f (n) (0)
xn ,
n!
n0

for which we need to evaluate f (0), f 0 (0), f 00 (0), etc. At first it looks like the function has a singularity
in x = 0, but if we do
2
lim f (x) = lim e1/x = 0,
x0

x0

54

therefore the singularity is avoidable and f (0) = 0. However, f 0 (x) =

f 0 (0) = lim

x0

2
x3

e1/x and, like before,

2 1/x2
e
=0
x3

using the infinitesimals hierarchy. Proceeding the same way, we can check that, in fact, f (n) (0) = 0 for
2
every n 0. Therefore, f (x) = e1/x en x0 = 0s Taylor series is identically null,
X 0
xn = 0,
n!

n0

and obviously does not coincide with f (x).

55