高等数学讲义

Calculus
An introduction
Author: Yi Li
Institute: School of Mathematics and Shing-Tung Yau Center, Southeast University
Date: March 1, 2023
Version: 1.1
Rather less, but better. — Carl Friedrich Gauss

Contents
1 Pre-calculus 1
1.1 Real numbers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.2 Rectangular coordinate system . . . . . . . . . . . . . . . . . . . . . . . . . . 17
1.3 Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
1.4 Trigonometric functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
1.5 Conics and polar coordinates . . . . . . . . . . . . . . . . . . . . . . . . . . . 28
2 Derivatives 41
2.1 Limits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41
2.2 Derivatives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 85
3 Integrals 86
3.1 Definite integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 86
3.2 Applications of integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 86
3.3 Transcendental functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 97
3.4 Improper integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 103
4 Series 124
4.1 Infinite series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 124
4.2 Positive series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 137
4.3 Series in general . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 152
4.4 Infinite product . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 168
4.5 Series of functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 184
4.6 Properties of uniformly convergent series . . . . . . . . . . . . . . . . . . . . 200
4.7 Power series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 206
4.8 Fourier series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 213
5 Partial derivatives 228

5.1 Euclidean spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 228
5.2 Limits and repeated limits . . . . . . . . . . . . . . . . . . . . . . . . . . . . 229
5.3 Partial derivatives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 229
6 Multiple integrals 230
7 Vector calculus 231

Chapter 1 Pre-calculus
Introduction
h Real numbers h Trigonometric functions
h Rectangular coordinate system h Conics and polar coordinates
h Functions
1.1 Real numbers
Introduction
h Real numbers h Inequalities
h Estimation h Absolute values
h Logic h Supremum and infimum
1.1.1 Real numbers
The set of natural numbers is
N := {0, 1, 2, · · · } (1.1.1.1)
while the set of positive integer is
N∗ := N \ {0} = {1, 2, 3, · · · }. (1.1.1.2)
The set of integers is
Z := {· · · , −3, −2, −1, 0, 1, 2, 3, · · · }. (1.1.1.3)
The use of the letter Z to denote the set of integers comes from the German word “Zahlen (num-
bers”).
The set of real numbers is
nm o
Q := : m, n ∈ Z, n 6= 0, (m, n) . (1.1.1.4)
n
√
The set of real numbers is denoted by R, including irrational numbers. For example, 2,
√
3, π are all irrational numbers.
√ √
(1) 2 is not rational. Otherwise, 2 = m/n, then 2n2 = m2 . So 2|m2 and 2|m. Let
m = 2k and then 2n2 = (2k)2 implying 2k 2 = n2 and 2|n. This contradicts with
(m, n) = 1.
This proof was due to Aristotle in his “Analytica Priora (Prior Analysis)” and appeared
first in Euclid’s “Elements”.
1.1 Real numbers –2–
Figure 1: Real numbers, rational numbers, integers, and natural numbers
(2) The number π is the ratio of a circle’s circumference to its diameter, approximately equal
to 3.14 or 3.1416. The earliest known use of the Greek letter π alone to represent the ratio
of a circle’s circumference to its diameter was William Jones in his 1706 work “Synopsis
Palmariorum Matheseos (a New Introduction to the Mathematic, 1706)”. Euler first used
π = 3.14... in his 1736 work “Mechanica (Mechanics, 1736)” and continued in his 1748
work “Introductio in analysin infinitorum (An introduction to the analysis of infinitesimals,
1736)” .
(2.1) An English poem “How I have a dream, Southeast of course, after the heavy lectures
involving Leibniz criterion”, can be used to remember “π ≈ 3.14159265358979”.
(2.2) Euler’s identity (1735)
π2 X 1 1 1
= 2
≡ 1 + 2 + 2 + ··· . (1.1.1.5)
6 n 2 3
n≥1
(2.3) Circular field Shu (Figure 2) was introduced by Liu Hui to compute π by using in-
scribed n-gons. If an denotes the circumference of the inscribed n-gon in a circle
with radius r, then
π
2π π sin
an = n · 2r · sin = 2nr sin = 2πr π n .
2n n
n
As n goes to infinity, we must have that an tends to the circumference of this circle,
that is, an tends to 2πr, or equivalently, sin(π/n)/(π/n) tends to 1.
(2.4) History of the value of π:
π≈3
π≈ 81 ≈ 3.160, “Rhind Papyrus”
256
π≈ 7 ≈ 3.142
22
π≈ 8 ≈ 3.125
25
π≈ 108 ≈ 3.1388, “Shatapatha Brahmana”

339
π≈ 120 = 3 + 120 ≈ 3.141666, Ptolemy

377 17
√
π≈ 232 ≈ 3.1724 and π ≈
736
10 ≈ 3.162277, Zhang Heng
π≈ 45 ≈ 3.156, Wang Fan
142
Liu’s inequality: 3.141024 < π < 3.142704
-
Figure 2: Liu Hui’s circular field Shu
Figure 3: The real line
Liu’s ratio: π ≈ 3927

1250 ≈ 3.1416
Zu’s inequality: 3.1415926 < π < 3.1415927
Zu’s ratio: π ≈ 22
7 ≈ 3.142857 and π ≈ 355
113 ≈ 3.1415929
Archimedes’ inequality: 3.140845 ≈ 223
71 < π< 22
7 ≈ 3.142857
A relation between Zu’s ratio, Ptolemy’s value and Archimedes’s value:
355 377 − 22
= .
113 120 − 77
(3) The real line or real number line (Figure 3) was first mentioned in John Wallis’s “Treatise
of algebra (1685)”.
Note 1.1.1
This note is taken from Miller’s writea.
(1) Richard Dedekind denoted the rationals by R and the reals by gothic R (that is, R)
in “Stetigkeit und irrationale Zahlen (Continuity and irrational numbers, 1872)”
and also used K for the integers and J for complex numbers.
(2) Giusepe Peano used N, R, and Q in “Arithmetices principia nova methodo exposita
(Arithmetic principles expounded by a new method, 1889)”. In his “Formulaire de
mathématiques (Mathematics form, 1895)”, Peano used N for positive integers, n
for integers, N0 for the positive integers and zero, R for positive rational numbers,
r for rational numbers, Q for positive real numbers, q for real numbers, and Q0 for
positive real numbers and zero.
(3) Helmut Hasse used Γ for the integers and (capital ρ) for the rationals in “Höhere
Algebra (Higher Algebra, 1926)”.
(4) Otto Haupt used G0 for the integers and P 0 (capital ρ) for the rationals in “Ein-
führung in die Algebra (Introduction to Algebra, 1929)”.
-
(5) Bartel Leendert van der Waerden used C for the integers and Γ for the rationals in
“Moderne Algebra (Moderen Algebra, 1930)”, but in editions during the sixties, he
changed to Z and Q.
(6) Edmund Landau denoted the set of integers by a fraktur Z (z) with a bar over it in
“Grundlagen der Analysis (Fundamentals of Analysis, 1930)”.
(7) Q for the set of rational numbers and Z for the set of integers are apparently due to
Bourbaki. The letters stand for the German Quotient and Zahlen.
aMiller, Jeff.Earliest Uses of Symbols of Number Theory, Archived from the original on 31 January 2010.
Retrieved 20 September 2010.
See https://web.archive.org/web/20100131022510/http://jeff560.tripod.com/nth.html
♣
The set of complex numbers is

√
C := {x +
−1y : x, y ∈ R} (1.1.1.6)
√ √
where −1 is the imaginary unit, satisfying ( −1)2 = −1, introduced by René Descartes in
his ”La Géométrie (Geometry, 1637)”. The idea of a complex number as a point in the com-
plex plane was first described by Caspar Wessel¹ in 1799. Wessel’s memoir appeared in the
Proceedings of the Copenhagen Academy but went largely unnoticed. In 1806 Jean-Robert Ar-
gand independently issued² a pamphlet on complex numbers and provided a rigorous proof of
√
the fundamental theorem of algebra. Argand called³ cos θ + −1 sin θ the direction factor, and
√ √
r = a2 + b2 the modulus. Gauss introduced⁴ the term complex number for a + b −1 and
called a2 + b2 the norm in 1831.
(1) Any z ∈ C is of the form
√
z = a + b −1, a, b ∈ R. (1.1.1.7)
We call a = Re(z) the real part of z, and b = Im(z) the imaginary part of z.
(2) The complex conjugate of z is
√ √
z := a − b −1 = Re(z) − −1Im(z). (1.1.1.8)
(3) Then
z+z z−z
Re(z) = , Im(z) = √ , z = z, |z|2 := zz = x2 + y 2 ≥ 0.
2 2 −1
¹Wessel, Caspar. Om Directionens analytiske Betegning, et Forsog, anvendt fornemmelig til plane og sphæriske Poly-
goners Oplosning [On the analytic representation of direction, an effort applied in particular to the determination
of plane and spherical polygons], Nye Samling af det Kongelige Danske Videnskabernes Selskabs Skrifter [New
Collection of the Writings of the Royal Danish Science Society] (in Danish), 5(1799), 469–518.
²Argand, J.-R. Essai sur une manière de représenter les quantités imaginaires dans les constructions géométriques
[Essay on a way to represent complex quantities by geometric constructions] (in French). Paris, France: Madame
Veuve Blanc, 1806.
³Argand, J.-R.. Reflexions sur la nouvelle théorie des imaginaires, suives d’une application à la demonstration d’un
theorème d’analise [Reflections on the new theory of complex numbers, followed by an application to the proof of a
theorem of analysis], Annales de mathématiques pures et appliqués (in French), 5(1814), 197–209.
⁴Gauss, C. F. Theoria residuorum biquadraticorum. Commentatio secunda [Theory of biquadratic residues. Second
memoir], Commentationes Societatis Regiae Scientiarum Gottingensis Recentiores (in Latin), 7(1831), 89–148.
-
√ √
(4) For two complex z1 = a + b −1 and z2 = c + d −1, we define
√ √ √
z1 z2 = (a + b −1)(c + d −1) := (ac − bd) + (ad + bc) −1. (1.1.1.9)
Then
z 1 + z 2 = z2 + z1 , z 1 z 2 = z 2 z1 ,
(z1 + z2 ) + z3 = z1 + (z2 + z3 ), (z1 z2 )z3 = z1 (z2 z3 ),
z1 (z2 + z3 ) = z1 z2 + z1 z3 ,
z 1 + z 2 = z1 + z2 , z1 z 2 = z 1 z2 .
(5) Actually, R and C are fields.

√
(6) For z = x + b −1 6= 0, we have
√
1 z a − b −1
= 2 = . (1.1.1.10)
z |z| a 2 + b2
(7) Consider the quadratic equation
ax2 + bx + c = 0 (a 6= 0). (1.1.1.11)
Let
D := b2 − 4ac
be the discriminant of (1.1.1.11). Descartes in 1637 proved

(7.1) D > 0: (1.1.1.11) has two distinct real solutions
√
−b ± D
x= .
a
(7.2) D = 0: (1.1.1.11) has only one real solution
−b
x= .
2a
(7.3) D < 0: (1.1.1.11) has no real solutions.
Hence
 √

 −b ± D

 ∈ R, D ≥ 0, √
 2 −b ± D
z= = ∈ C. (1.1.1.12)

 √ √ 2a

 −b ± −D −1
 ∈ C \ R, D < 0,
2a
(8) Consider the cubic equation
x3 + ax2 + bx + c = 0. (1.1.1.13)
a
Letting y = x + yields
3
a 3 a 2 a
0 = y− +a y− +b y− + c = y 3 + py + q,
3 3 3
a2 2 b
where p := b − and q := a3 − a + c. Choose d, u, v ∈ C so that
3 27 3
q 2 p 3 q q
2
d = + , u3 = − + d, v 3 = − − d.
2 3 2 2
-
Because Å ã
p 3 3uv 3
u v =−
3 3
=⇒ − = 1,
3 p
we get

0 = y 3 − 3ucy − (u3 + v 3 ) = (y − (u + v)) y 2 + (u + v)y + (u2 − uv + v 2 )
ñ √ ôñ √ ô
−(u + v) + |u − v| −3 −(u + v) − |u − v| −3
= (y − (u + v)) y − y− .
2 2
Actually
y1 = u + v, y2 = ξu + ξ 2 v, y3 = ξ 2 u + ξu,
with ξ is a nonzero complex number satisfying ξ 3 = 1 and ξ 6= 1.

(9) Consider the quartic equation
ax4 + bx3 + cx2 + dx + e = 0, (a 6= 0). (1.1.1.14)
Introducing
b
x := u −
4a
yields
u4 + αu2 + βu + γ = 0,
where
3b2 c b3 bc d 3b4 cb2 bd e
α=− 2
+ , β = 3
− 2
+ , γ = − 4
+ 3
− 2+ .
8a a 8a 2a a 256a 16a 4a a
Then
(u2 + α)2 + βu + γ = αu2 + α2 .
Adding y implies
(u2 + α + y)2 = (α + 2y)u2 − βu + (y 2 + 2yα + α2 − γ)

ï ò2
β 4(y 2 + 2yα + α2 − γ)(α + 2y) − β 2
= (α + y) u − + .
2(α + 2y) 4(α + 2y)
choose y so that
4(y 2 + 2yα + α2 − γ)(α + 2y) − β 2 = 0
and then ï ò2
β
(u + α + y) = (2y) u −
2 2
.
2(α + 2y)
Find y and then get u and x.
(10) Abel-Galois theory: there are no algebraic solutions of general equations of degree higher
than four.
(11) Fundamental theorem in algebra: any nonzero polynomial of degree n with complex
coefficients has exactly n complex roots.
(11.1) Peter Roth in his “Arithmetica Philosophica (Philosophical Arithmetic, 1608)” wrote
that a polynomial equation of degree n (with real coefficients) may have n solutions.
-
(11.2) Albert Girard in his “L’invention nouvelle en l’Algèbre (The New Invention in Alge-
bra, 1629)” asserted that a polynomial equation of degree n has n solutions.
(11.3) In 1745, d’Alembert gave an incomplete proof of this theorem.
(11.4) In 1799, Gauss in his thesis⁵ gave a geometric proof that, however, has a topological
gap filled by Alexander Ostrowski⁶ in 1920.
The first rigorous proof was given by Argand in 1806, and revisited in 1813. It was
also here that, for the first time, the fundamental theorem of algebra was stated for
polynomials with complex coefficients, rather than just real coefficients. Gauss pro-
duced two other proofs⁷ in 1816 and another incomplete version⁸ of his original proof
in 1849. In 1891, Weierstrass first gave a constructive proof⁹.
A repeating decimal or recurring decimal is decimal representation of a number whose

digits are periodic.
(1) Any rational number can be written as a repeating decimal, proved by Wallis in his “De
Algebra tractatus (A Treatise on Algebra, 1693)”:
(1.1) The decimal representation terminates:
3
= 0.75.
4
(1.2) The decimal representation repeats in regular cycles:
13
= 1.181818 · · · = 1.1̇8̇.
11
(1.3) A terminating decimal can be regarded as a repeating decimal with repeating zeros:
34 = 0.75 = 0.7500 · · · = 0.750̇.
(2) Conversely, if x can be written as a repeating decimal, then x ∈ Q:

75 25 × 3 3
0.75 = = = .
100 25 × 4 4
If x = 1.181818 · · · , then 100x = 118.1818 · · · so that
13
117 = 99x =⇒ 13 = 11x =⇒ x = .
11
(3) A real number is irrational if and only if it is a nonrepeating decimal. This result was first
⁵Gauss, C. F. Demonstratio nova theorematis omnem functionem algebraicam rationalem integram unius variabilis in
factores reales primi vel secundi gradus resolvi posse [New proof of the theorem that every integral algebraic function
of one variable can be resolved into real factors of the first or second degree], 1799.
⁶Ostrowski, A. Über den ersten und vierten Gaussschen Beweis des Fundamental-Satzes der Algebra, Carl Friedrich
Gauss Werke Band X Abt. 2 (tr. On the first and fourth Gaussian proofs of the Fundamental Theorem of Algebra),
1920.
⁷Gauss, C. F. Demonstratio nova altera theorematis omnem functionem algebraicam rationalem integram unius vari-
abilis in factores reales primi vel secundi gradus resolvi posse (1815 Dec); Theorematis de resolubilitate functionum
algebraicarum integrarum in factores reales demonstratio tertia Supplementum commentationis praecedentis (1816
Jan).
⁸Gauss, C. F. Beiträge zur Theorie der algebraischen Gleichungen (1849 Juli).
⁹Weierstrass, K. Neuer Beweis des Satzes, dass jede ganze rationale Function einer Ver”anderlichen dargestellt werden
kann als ein Product aus linearen Functionen derselben Veränderlichen, Sitzungsberichte der königlich preussischen
Akademie der Wissenschaften zu Berlin, (1891), 1085–1101.
-
proved¹⁰ generally by Otto Stolz in 1885.
Archimedes proved that for any x ∈ R there is an integer n ∈ N such that n > x. For
√
example, if 4 > π, 2 > 13/11, 3 > 8.8, etc.
(1) (Q is dense in R) For any a, b ∈ R with a < b, there is a rational number r ∈ Q with
a < r < b.
Proof. Since b − a > 0, it follows that n > (b − a)−1 for some n ∈ N, i.e., nb > na + 1.
Moreover, there are integers m1 , m2 ∈ N such that m1 > na and m2 > −na. Hence
−m2 < na < m1 and m − 1 ≤ na < m for some m ∈ Z. Consequently na < m ≤
1 + na < nb or a < r := m/n < b.
(2) (R \ Q is dense in R) For any a, b ∈ R with a < b, there is an irrational number ξ ∈ R \ Q

with a < ξ < b.
Proof. By (2), there are two rational numbers r1 , r2 ∈ Q such that a < r1 r1 .
2
Then Å ã
1
r2 − ξ = (r2 − r1 ) 1 − √ > 0,
2
thus
a < r1 < ξ < r2 < b.
√
If ξ ∈ Q, then 2 = (r2 − r1 )/(ξ − r1 ) ∈ Q, which is impossible!
1.1.2 Estimation
For any x ∈ R, there exists a unique integer n ∈ Z satisfying
n − 1 ≤ x < n. (1.1.2.1)
The uniqueness n is denoted by

n = bxc (1.1.2.2)
which is the largest integer that is no larger than x.

(1) The function bxc is called the floor function of x. Similarly, the ceiling function
dxe maps x to the least integer greater than or equal to x.
The floor function is also called the integral part of x and denoted [x], and, then, the
fractional part of x is denoted {x} := x − [x].
(2) The integral part of a number (partie entière in the origin) was first defined in 1798
by Adrien-Marie Legendre in his proof¹¹ of the Legendre’s formula.
¹⁰Stolz, O. Vorlesungen über Allgemeine Arithmetik [Lectures on general arithmetic], Allgemeines und Arithhmetik der
Reelen Zahlen, 1885
¹¹Legendre, A.-M. Essai sur la Théorie des Nombres, 1797-8.
-
(3) Gauss introduced the square bracket notation [x] in his third proof of quadratic reci-
procity in 1808.
(4) The names “floor” and ”ceiling” were introduced by Kenneth E. Iverson in his “A
programming Language (1962)”.
The calculation of π was along the development of infinite series.

(1) In 1593, François Viéte in “Variorum de rebus mathematicis responsorum (Answers
to various mathematical problems, 1593)” published
√ p √ » p √
2 2 2+ 2 2+ 2+ 2
= · · ··· . (1.1.2.3)
π 2 2 2
(2) In 1655, John Wallis in “Arithmetica Infinitorum (Arithmetic of the Infinite, 1656)”
published
π 2 2 4 4 6 6 8 8
= · · · · · · · ··· . (1.1.2.4)
2 1 3 3 5 5 7 7 9
(3) In 1655, William Brouncker published
4 1
=1+ . (1.1.2.5)
π 9
2+
25
2+
49
2+
2 + ···
(4) James Gregory in 1671 and Leibniz in 1673 independently discovered
π 1 1 1 1 1 X (−1)n
=1− + − + − + ··· = . (1.1.2.6)
4 3 5 7 9 11 2n + 1
n≥0
(5) Euler in 1735 proved
π2 1 1 X 1
= 1 + 2 + 2 + ··· = . (1.1.2.7)
6 2 3 n2
n≥1
(6) In 1768, Johann Heinrich Lambert published
1
π =3+ . (1.1.2.8)
1
7+
1
15 +
1
1+
292 + · · ·
(7) The Gauss-Legendre algorithm was independently discovered in 1975 by Richard
Brent¹² and Eugene Salamin¹³. Set
1 1
a0 = 1, b0 = √ , p0 = 1, t0 =
2 4
and define
a n + bn p
an+1 = , bn+1 = an bn , tn+1 = tn − pn (an − an+1 )2 , pn+1 = 2pn .
2
¹²Brent, R. Multiple-precision zero-finding methods and the complexity of elementary function evaluation, Traub, J. F.
(ed), Analytic Computational Complexity, New York: Academic Press, 1975, 151–176.
¹³Salamin, E. Computation of pi Using Arithmetic–Geometric Mean, Mathematics of Computation, 30(1976), 135,
565–570.
-
1.1 Real numbers – 10 –
Then
(an+1 + bn+1 )2
π≈ . (1.1.2.9)
4tn+1
The first three iterations are
3.140 · · · , 3.14159264 · · · , 3.1415926535897932382 · · · .
(8) Around 1910, Srinivasa Ramanujan published

√
1 2 2 X (4n)!(1103 + 26390n)
= . (1.1.2.10)
π 9801 (n)4 3964n
n≥0
He also gave
4 192
π≈ 92 + = 3.141592652586 · · · . (1.1.2.11)
22
A prime numberis a natural number greater than 1 that is not a product of two smaller
natural numbers.
(1) Euclid proved that there exist infinitely many prime numbers.
Proof. Suppose that there are finitely many prime numbers p1 < · · · < pN . Then
we consider a new positive integer
a := p1 · · · pN + 1.
Since a > p1 , · · · , pN , it follows that a is not prime. Then there are some prime
number pi , 1 ≤ i ≤ N , such that pi |a. Consequently, pi |(p1 · · · pN + 1) and then
pi |1. It is impossible!.
(2) Let
π(x) := #{primes ≤ x}, x > 0 (1.1.2.12)
be the prime-counting function. For example
π(2) = 1, π(3) = −2, π(4) = 2, π(5) = 3.
(3) The prime number theorem, proved independently by Jacques Hadamard¹⁴ and
CharlesJean de la Vallée Poussin¹⁵, says that
x
π(x) ∼ , as x goes to infinity. (1.1.2.13)
ln x
An elementary proof was later given independently by Atle Selberg¹⁶ and Paul Erdős¹⁷
around 1948.
The asymptotic formula (1.1.2.13) was conjectured in 1797 by Legendre (the original
¹⁴Hadamard, J. Sur la distribution des zéros de la fonction ζ(s) et ses conséquences arithmétiques, Bulletin de la Société
Mathématique de France, 24(1896), 199–220.
¹⁵Poussin, C. Recherches analytiques de la théorie des nombres premiers, Annales de la Societe Scientifique de Brux-
elles, 20 B(1896), 183–256, 281–352, 363–397; 21B(1896), 351–368.
¹⁶Selberg, A. An Elementary Proof of the Prime-Number Theorem, Annals of Mathematics, 50(1949), no. 2, 305–313.
¹⁷Erdős, P. On a new method in elementary number theory which leads to an elementary proof of the prime number
theorem, Proc. Nat. Acad. Scis. U.S.A., 35(1949), 374-384.
-
formula is π(x) ∼ x/(A ln x + B), where A = 1 and B = −1.08366), while Gauss

in 1792 considered the same problem. In 1838, Dirichlet consider a better asymptotic
formula π(x) ∼ li(x), where li(x) is the logarithmic integral given by
Z x ÇZ 1−ϵ Z x å
dt dt dt
li(x) := := lim + .
0 ln t ϵ→0+ 0 ln t 1+ϵ ln t
In 1899, Poussin proved¹⁸
√
π(x) = li(x) + O xe−a ln x as x tends to infinity
for some positive constant a.

(4) In 1850, Pafnuty Lvovich Chebyshev proved the Chebyshev inequality
x x
c1 < π(x) < c2 , x ≥ 10, (1.1.2.14)
ln x ln x
where
21/2 31/3 51/5 6
c1 := ln 1/30
≈ 0.921292, c2 := c1 ≈ 1.1055.
30 5
(5) In 1892, Sylvester proved the Sylvester inequality
x x
0.956 < π(x) < 1.045 , x ≥ 10. (1.1.2.15)
ln x ln x
1.1.3 Logic
The word “logic” originates from the Greek word “logos”, which has a variety of trans-
lations, such as reason, discourse, or language. Let P denote “hypothesis” and Q denote
“conclusion”.
(1) “P =⇒ Q”: “if P then Q” or “P implies Q”.
(2) The converse of “P =⇒ Q”: “Q =⇒ P ”.
(3) “P =⇒ Q” and “Q =⇒ P ” are NOT equivalent.
(4) The negation of “P ”: “∼ P ”.
(5) The contrapositive of “P =⇒ Q”: “∼ Q =⇒∼ P ”.
(6) “P =⇒ Q” and “∼ Q =⇒∼ P ” are equivalent.
(7) Proof of contradiction is a form of proof that establishes the truth of a proposition,
by showing that assuming the proposition to be false leads to a contradiction.
For example, “n2 is even” implies “n is even”.
Proof. It is equivalent to prove “n is not even =⇒ n2 is not even”, which is equivalent

to “ n is odd =⇒ n2 is odd”. Let n = 2k + 1 be odd. Then
n2 = (2k + 1)2 = 4k 2 + 4k + 1 = 2(2k 2 + 2k) + 1
that is odd.
(8) The law of the excluded middle was first formulated by Aristotle:
¹⁸Poussin, de la Vallée. Sur la fonction ζ(s) de Riemann et le nombre des nombres premiers inférieurs a une limite
donnée, Mémoires couronnés de l’Académie de Belgique, Imprimeur de l’Académie Royale de Belgique, 59(1899),
1–74.
-
either R or ∼ R, but NOT both.

(9) “P ⇐⇒ Q: “P =⇒ Q” and “Q =⇒ P ”.
The first explicit formulation of the mathematical induction was given by Pascal in his
“Traité du triangle arithmétique (Treaty of the arithmetic triangle, 1665)”. The modern
formal treatment came only in the 19-th century, with George Boole¹⁹, Augustus de Mor-
gan²⁰, Charles Sanders Perice²¹, Giuseppe Peano, and Richard Dedekind.
(1) The name “mathematical induction” was first used by de Morgan in his article “In-
duction (Mathematics)” in 1838.
(2) Let {Pn } be a sequence of propositions (statements) satisfying
(2.1) PN is true (usually N = 1),
(2.2) the truth of Pi implies the truth od Pi+1 (i ≥ N ).
Then Pn is true for all n ≥ N .
(3) Prove
n(n + 1)(2n + 1)
1 + 2 2 + · · · + n2 = , (1.1.3.1)
6
ï ò2
n(n + 1)
1 + 2 3 + · · · + n3 = , (1.1.3.2)
2
n(n + 1)(6n3 + 9n2 + n − 1)
1 + 2 4 + · · · + n4 = . (1.1.3.3)
30
(4) The Fibonacci sequence first appears in the book “Liber Abaci (The book of calcu-
lation, 1202)” by Fibonacci:
f0 = 0, f1 = 1, fn+2 = fn+1 + fn (n ≥ 0). (1.1.3.4)
Then, by mathematical induction

ñÇ √ ån Ç √ ån ôn
1 1+ 5 1− 5
fn = √ − , n ≥ 0. (1.1.3.5)
5 2 2
The real line can be divided into three parts: negative part, zero, and positive part.
(1) x < y: x is less than y ⇐⇒ y − x is positive.
(1.1) x < y and y > x mean the same thing.
(1.2) The order properties:
· Trichotomy: x, y ∈ R =⇒ x < y or x = y or x > y.
· Transitivity: x < y and y < z =⇒ x < z.
· Addition: for any z ∈ R, x < y =⇒ x + z < y + z.
· Multiplication: for z > 0, x < y =⇒ xz < yz, and for z < 0, x < y =⇒
xz > yz.
¹⁹Boole, G. Elementary Treatise on logic not mathematical, 1849.

²⁰Cajori, F. Origin of the Name “Mathematical Induction”, Amer. math. Monthly, 25(1918), no. 5, 197-201.
²¹Peirce, C. S. On the Logic of Number, American Journal of Mathematics, 4(1881), (1–4), 85–95.
-
(2) x ≤ y: x is less than or equal to y ⇐⇒ y − x is nonnegative.

(2.1) x ≤ y and y ≥ x mean the same thing.
(2.2) The order properties:
· Transitivity: x ≤ y and y ≤ z =⇒ x ≤ z.
· Addition: for any z ∈ R, x ≤ y =⇒ x + z ≤ y + z.
· Multiplication: for z > 0, x ≤ y =⇒ xz ≤ yz, and for z < 0, x ≤ y =⇒
xz ≥ yz.
In logic, a quantifier is an operator that specifies how many individuals in the domain of
discourse satisfy an open formula.
(1) ∀x, P (x): “for all x, P (x)” or “for every x, P (x)”, means that the statement P (x)
is true for every value of x.
(2) ∃x such that P (x): there exists an x such that P (x).
(3) The negation of P (x): not P (x).
(4) The negation of “∀x, P (x)”: “∃x such that not P (x)”.
(5) The negation of “∃x such that P (x)”: “∀x, not P (x)”.
1.1.4 Inequalities
A set I ⊆ R is an interval, if I contains at least two elements, and for any a, b ∈ I with
a < b, any c ∈ R satisfying a < c < b lies in I.
(1) Thee are only nine possibilities of intervals:
(a, b), [a, b], [a, b), (a, b]
and
(−∞, b], (−∞, b)y, b[, [a, +∞), (a, +∞), (−∞, +∞).
(2) For any a, b ≥ 0, we have
(a ± b)2 ≥ 0 ⇐⇒ a2 + b2 ≥ ∓2ab. (1.1.4.1)
(3) For any x, y ≥ 0, we have

√ √ √ x+y
0 ≤ ( x − y)2 ⇐⇒ xy ≤ . (1.1.4.2)
2
The following Bernoulli inequality
(1 + x)n > 1 + nx, for all n ≥ 2 and all x > −1 but 6= 0, (1.1.4.3)
was first proved by Jacob Bernoulli in his treatise “Postiones Arithmeticae de Seriebus In-
finitis (Arithmetic Positions of Infinite Series, 1689)”. According to Joseph E. Hofmann²²,
the inequality (1.1.4.3) is actually due to Sluse in his “Mesolbum (1688)”.
²²Hofmann, J. E. Über die Exercitatio Geometrica des M. A. Ricci, Centaurus, 9(1963/64), 139-193.
-
The inequality (1.1.4.3) holds for n = 2:
(1 + x)2 = 1 + 2x + x2 > 1 + 2x, f orall x > −1 and 6= 0.
Suppose the inequality (1.1.4.3) is true for n. Then
(1 + x)n+1 = (1 + x)n (1 + x) > (1 + nx)(1 + x) = 1 + (n + 1)x + nx2 > 1 + (n + 1)x
for all x > −1 bur 6= 0.
The inequality of arithmetic and geometric means says that blueif x1 , · · · , xn > 0, then
n √ x1 + · · · + xn
≤ n x1 · · · xn ≤ . (1.1.4.4)
1 1 n
+ ··· +
x1 xn
Proof. Clearly that the first inequality follows from the second one, beause
Ö 1 1 èn
+ ··· +
1 1 x1 xn
··· ≤ .
x1 xn n
We follows an idea due to Cauchy. When n = 2k , we have by (1.1.4.2),

x + x 2 x + x 2 Å ã
1 2 3 4 x2k −1 + x2k 2
x1 x2 x3 x4 · · · x2k −1 x2k ≤ ···
2 2 2
Ö è2 Ö è2 2
x1 + x2 x3 + x4 x5 + x6 x7 + x8
+ + x k−1 + x k 2
 2 2 2 2 
≤  ··· 2 2
2 2 2
Ñ x1 +x2 x +x x5 +x6 x +x
é2 22
2
+ 32 4
+ 2
+ 72 8 2
≤  2 2  · · · x2k−1 + x2k
2 2
Ç å22 2
x1 +x2
+ x3 +x4
+ x5 +x 6
+ x7 +x8 2
=  2 2 2 2  · · · x2k−1 + x2k
22 2
 !2k−1 2
x2k −1 +x2k
x1 +x2
+ x3 +x4
+ ··· +
≤  2 2 2 
2k−1
x + · · · + x k 2k
1 2
= .
2k
If n 6= 2k for sny k ≥ 0, then there is an integer ℓ ≥ 1 such that 2ℓ−1 < n < 2ℓ . Let
√
x := n x1 · · · xn , xi := x (n 0 and p1 , · · · , pn > 0, we have

Å ã
p1 x1 + · · · pn xn p1 +···+pn
xp11 · · · xpnn ≤ . (1.1.4.5)
p1 + · · · + pn
(2) Young’s inequality was proved²³ by William Henry Young in 1912: if a, b > 0,
p, q > 1 with 1/p + 1/q = 1, then
a p bq
ab ≤ + . (1.1.4.6)
p q
Proof. By (1) with n = 2, one has
Å ã
p1 x1 + p2 x2 p1 +p2
p1 p2
p1 p2 p1 x 1 p2 x 2
x1 x2 ≤ ⇐⇒ ≤
p1 +p2 p1 +p2
x1 x2 + .
p1 + p2 p 1 + p 2 p1 + p 2
Take
p1 + p2 p 1 + p2
x1 := ap , x2 := bq , p = , q=
p1 p2
and obtain (1.1.4.6).
(3) Hölder’s inequality was proved by Hölder²⁴ in 1889 and also by Roger²⁵ one year
earlier: if x1 , · · · , xn , y1 , · · · , yn ≥ 0 and p, q > 1 with 1/p + 1/q = 1, then
Ñ é1/p Ñ é1/q
X X p X q
x i yi ≤ xi yi . (1.1.4.7)
1≤i≤n 1≤i≤n 1≤i≤n
Proof. We may without loss of generality assume that at least some xj and some yj
are positive. Let
x yi
ai = Ñ é1/p , bi = Ñ é1/q .
X X
xpj yjq
1≤j≤n 1≤j≤n
By (1.1.4.6), we arrive at
X X Å a p bq ã 1 1
a i bi ≤ i
+ i ≤ + =1
p q p q
1≤i≤n 1≤i≤n
which implies (1.1.4.7).
(4) Minkowski’s inequality was proved by Minkowski²⁶ in 1910: if x1 , · · · , xn , y1 , · · · ,

yn ∈ R and p ≥ 1, then
Ñ é1/p Ñ é1/p Ñ é1/p
X X X
|xi + yi |p ≤ |xi |p + |yi |p . (1.1.4.8)
1≤i≤n 1≤i≤n 1≤i≤n
Proof. Since
X X X
|xi +yi |p = |xi +yi |·|xi +yi |p−1 ≤ (|xi | + |yi |) |xi +yi |p−1 ,
1≤i≤n 1≤i≤n 1≤i≤n
²³Young, W. H. On classes of summable functions and their Fourier series, Proeeding of the Royal Society A, 87(1912),
no. 594, 225-229.
²⁴Hölder, O. Ueber einen Mittelwertsatz, Nachrihten von der Königl. Gesellschaft der Wissenschaften und der Georg-
Augusts-Universitäz zu Göttingen, 2(1889), 38-47.
²⁵Rogers, L. J. An extension of a certain theorem in inequalities, Messenger of Mathematics, New Series,
XVII(1888),no. 10, 145-150.
²⁶Minkowski, H. Geometrie der Zahlen, Leipzig-Berlin, 1910.
-
it follows from (1.1.4.7) that

Ñ é1 Ñ é p−1
X X X
p p
|xi ||xi + yi | p−1

≤ |xi | p
|xi + yi | p
1≤i≤n 1≤i≤n 1≤i≤n
and
Ñ é1 Ñ é p−1
X X X
p p
|yi ||xi + yi | p−1

≤ |yi | p
|xi + yi | p
.
1≤i≤n 1≤i≤n 1≤i≤n
Hence
Ñ é p−1 Ñ é1 Ñ é1 
X X  X X
p p p

|xi +yi |p ≤ |xi + yi | p
 |xi | p
+ |yi | p

1≤i≤n 1≤i≤n 1≤i≤n 1≤i≤n
implying (1.1.4.8).
1.1.5 Absolute values
The absolute value of x ∈ R is given by


 x, x ≥ 0,
|x| := (1.1.5.1)
 −x, x < 0.
The notation |x| was introduced by Karl Weierstrass in 1841.

(1) Basi properties:
a |a|

|ab| = |a||b|, = (b ≥ 0), |a + b| ≤ |a| + |b|, |a − b| ≥ ||a − |b||.
b |b|
(2) The Hölder inequality (1.1.4.7) can be extended to
Ñ é1/p Ñ é1/q
X X X
x i yi ≤ |xi |p |yi |q
1≤i≤n 1≤i≤n 1≤i≤n
for any x1 , · · · , xn , y1 , · · · , yn ∈ R and p, q > 1 with 1/p + 1/q = 1.
1.1.6 Supremum and infimum
Consider a nonempty set S ⊆ R.

(1) b ∈ S is the largest element in S, if x ≤ b for any x ∈ S. a ∈ S is the smallest
element in S, if x ≥ a for any x ∈ S. In those cases, write
b = max S, = min S. (1.1.6.1)
(2) S is bounded above if there is a β ∈ R such that x ≤ β for any x ∈ S, and β is

called an upper bound. S is bounded below if there is a α ∈ R such that α ≤ x for
any x ∈ S, and α is called a lower bound. S is bounded if it has an upper bound
and a lower bound.
(3) Assume that S is bounded above. β ∈ R is the supremum, written as β = sup S, if
(3.1) x ≤ β for any x ∈ S, and
(3.2) for any ϵ > 0 there is a x ∈ S such that x > β − ϵ.
-
1.2 Rectangular coordinate system – 17 –
(4) Assume that S is bounded below. α ∈ R is the infimum, written as α = inf S, if

(4.1) x ≥ α for any x ∈ S, and
(4.2) for any ϵ > 0 there is a x ∈ S such that x < α + ϵ.
(5) The supremum/infimum property: If S is a nonempty set in R that is bounded
above (resp. bounded below), then S has the supemum (resp. infimum).
(6) sup S or inf S if exists, must be unique.
(7) sup S and inf S may NOT in S.
(8) If max S (resp. min S) exists, then max S = sup S (resp. min S = inf S).
The supremum property is clearly equivalent to the infimum property. People usually
call the supremum property as the least-upper-bound property or l.u.b. property. The
supermum property was first recognized by Bernard Bolzano in his 1817 paper “Rein ana-
lytischer Beweis des Lehrsatzes dass zwischen je zwey Werthen, die ein eitgegengesetzetes
Resultat gewäahren, wenigstens eine reelle Wurzel der Gleichung liege (Purely analytical
proof of the theorem that between every two values that give an opposite result, there is at
least one real root of the equation, 1817)”
1.2 Rectangular coordinate system
Introduction
h Cartesian coordinates h Lines
h Circles h Graphs of equations
1.2.1 Cartesian coordinates
The adjective “Cartesian” refers to René Descartes, who published this idea in 1637. It
was independently discovered by Pierre de Fermat, who did not publish the discovery.
Nicole Oresme used constructions similar to Cartesian coordinates well before the time of
Descartes and Fermat.
Both Descartes and Fermat used a single axis in their treatments and have a variable length
measured in reference to this axis. The concept of using a pair of axes was introduced later,
after Descartes’ “La Géométrie” was translated into Latin in 1649 by Frans van Schooten
and his students.
A Cartesian coordinate system in a plane is a coordinate system that specifies each point
P uniquely by a pair (a, b) of real numbers called coordinates, which are the signed dis-
tances to the point from two fixed perpendicular oriented lines, called coordinate axes of
the system. The point where they meet is called the origin and has (0, 0) as coordinates.
The axes of a two-dimensional Cartesian system divide the plane into four infinite regions,
called quadrants I − IV (Figure 4), each bounded by two half-axes.
-
Figure 4: The coordinate plane with four quadrants
The distance between two points P = (x1 , y1 ) and Q = (x2 , y2 ) is given by

»
d(P, Q) := (x1 − x2 )2 + (y1 − y2 )2 . (1.2.1.1)
This is the Cartesian version of Pythagoras’s theorem. For example the distance between
√
the origin and P in Figure 4 is 34.
1.2.2 Circles
A circle is the set of points that lie at a fixed distance (the radius) from a fixed point (the
center), see Figure 5.
(1) Th standard equation of a circle is
(x − h)2 + (y − k)2 = r2 . (1.2.2.1)
(2) Consider
x2 + ax + y 2 + by = c
that can be written as

Å ã
a 2 b 2 a 2 + b2
x+ + y+ =c+ .
2 2 4
The above equation is a circle if and only a2 + b2 + 4c > 0.
1.2.3 Lines
In Figure 6, the midpoint of P = (x1 , y1 ) and Q = (x2 , y2 ) is

x1 + x2 y1 + y2
M = (x, y), x := , y= . (1.2.3.1)
2 2
A line is an infinitely long object with no width, depth, or curvature.
-
Figure 5: A circle of radius r at the center (h, k)
Figure 6: The midpoint
(1) The slope of a line through A = (x1 , y1 ) and B = (x2 , y2 ), where x1 6= x2 , is

y2 − y1
m := (1.2.3.2)
x2 − x1
(2) The point-slope form or point-gradient form of the line is
y − y1 = m(x − x1 ). (1.2.3.3)
(3) The slope-intercept form of the line is
y = mx = b. (1.2.3.4)
(4) The equation of a vertical line

x = k.
(5) The equation of a horizontal line
y = k.
(6) The general linear equation is
Ax + By + C = 0, A2 + B 2 6= 0. (1.2.3.5)
(7) Parallel lines are coplanar infinite straight lines that do not intersect at any point.
The prallel symbol is k. For example, ABkCD means that line AB is parallel to line
CD.
(7.1) Two non-vertical lines are parallel if and only if they have thesdame slope and
different y-intercepts.
(7.2) Two vetical lines are parallel if and only if they ate distinct lines.
(8) A line L1 is said to be perpendicular to another line L2 if the two lines intersect at
a right angle. In this case we write L1 ⊥ L2 . Then the slope m1 of L1 and the slope
-
Figure 7: The slope
m2 of L2 satisfy
m1 m2 = −1
where two line are non-vertical.
1.2.4 Graphs of equations
To graph a equation, we have the following graphing procedure.

Step 1: Obtain the coordinates of a few points that satisfy the equation;
Step 2: plot these points in the plane;
Step 3: connect the points with a smooth curve.
There are several types of symmetry of a graph.

(1) Symmetric with respect to the y-axis:
(x, y) on the graph =⇒ (−x, y) on the graph.
(2) Symmetric with respect to the x-axis:
(x, y) on the graph =⇒ (x, −y) on the graph.
(3) Symmetric with respect to the origin:
(x, y) on the graph =⇒ (−x, −y) on the graph.
A quadratic function is the polynomial function defined by a quadratic polynomial that

is a polynomial of degree two in one variable:
y = ax2 + bx + c (a 6= 0) or x = ay 2 + by + c (a 6= 0). (1.2.4.1)
For example,
√
y = x2 , y = −x2 , x = y 2 , y = x.
-
1.3 Functions – 21 –
A cubic function is a function of the form
y = ax3 + bx2 + cx + d (a 6= 0) or x = ay 3 + by 2 + cy + d (a 6= 0). (1.2.4.2)
For example,
y = x3 , y = −x3 , x = y 3 .
1.3 Functions
Introduction
h Functions and their graphs h Operations on functions
1.3.1 Functions and their graphs
A function f is a rule of correspondence that associates with each objectx in one set, called
the domain, a single value f (x) from a second set. The set of all values obtained is called
the range of the function.
(1) Notation: f (x) is the value of f at x. Functional notation was first used by Euler in
1734.
(2) The natural domain is the largest set of real numbers for which the rule for the
function makes sense.
1
(2.1) The natural domain for f (x) = is x 6= 3.
x−3
√
(2.2) The natural domain for f (x) = 9 − x2 is −3 ≤ x ≤ 3.
(3) In y = f (x), x is called an independent variable and y a dependent variable.
Let f (x) be a function with the (natural) domain D.

itemize
(1) We say that f (x) is an even function if f (−x) = f (x) for all x ∈ D.
(2) We say that f (x) is an odd function if f (−x) = −f (x) for all x ∈ D.
Special functions are particular functions that have established names and notations due to
their importance in mathematics, physics, or other applications.
(1) The Dirichlet function 
 1, x ∈ Q,
D(x) := (1.3.1.1)
 0, x ∈ R \ Q.
was introduced by Dirichlet²⁷ in 1829.
²⁷Dirichlet, L. Sur la convergence des séries trigonométriques qui servent à représenter une fonction arbitraire entre
des limites données, J. Reine Angew. Math., 4(1829), 157-169.
-
Figure 8: The floor function
(2) The absolute value function:


 x, x ≥ 0,
|x| := (1.3.1.2)
 −x, x < 0.
(3) The greatest integer function or floor function:
bxc := the greatest integer less than or equal to x. (1.3.1.3)
1.3.2 operations on functions
Suppose that the domain of f is Df and the domain of g is Dg . Let D := Df ∩ Dg 6= ∅.

(1) For any x ∈ D, define
(f + g)(x) := f (x) + g(x).

(f − g)(x) := f (x) − g(x).

(f · g)(x) := f (x) · g(x).
(4) For any x ∈ D with g(x) 6= 0, define

Å ã
f f (x)
(x) := .
g g(x)
Powers of f (x) are

f n (x) := [f (x)]2 , n ∈ N. (1.3.2.1)
Composition of functions is an operation ◦ that takes two functions f and g to produce a

third one:
(g ◦ f )(x) := g(f (x)). (1.3.2.2)
-
Here f (x) lies in the domain of g.
Let y = f (x) be a function. There are two kinds of translations:

(1) translation to left: y = f (x + h), where h > 0;
(2) translation to upward: y = f (x) + k, where k > 0.
An elementary function is a function of a single variable x that is defined as taking sums,

products, roots and compositions of finitely many polynomial, rational, trigonometric, hyper-
bolic, and exponential functions, including possibly their inverse functions. Elementary func-
tions were introduced by Joseph Liouville in a series²⁸ of papers in 1833. An algebraic treatment
of elementary functions was started by Joseph Fels Ritt in the 1930s.
(1) Constant functions:
f (x) ≡ c,
where c is a constant.
(2) Identity function:
f (x) = x.
(3) Polynomial functions:

X
f (x) = ai xi = an xn + · · · + a1 x + a0
0≤i≤n
with an 6= 0.
(4) Rational functions:
Pn (x)
f (x) = ,
Qm (x)
with Pn (x) and Qn (x) being polynomials.
(5) Exponential functions:
f (x) = ax , x ∈ R,
where a > 0 and a 6= 1.

(6) Logarithmic functions:
f (x) = loga x, x > 0,
where a > 0 and a 6= 1.

(7) Trigonometric functions:
sin x, cos x, tan x, cot x, sec x, csc x.
In the 17-th century, Albert Girard was the first to use the abbreviations “sin”, “cos” and
²⁸Liouville, J. Premier mémoire sur la détermination des intégrales dont la valeur est algébrique, Journal de l’École
Polytechnique, tome XIV (1833), 124–148; Second mémoire sur la détermination des intégrales dont la valeur est
algébrique, Journal de l’École Polytechnique, tome XIV (1833), 149–193; Note sur la détermination des intégrales
dont la valeur est algébrique, J. Reine Angew. Math., 10(1833), 347–359.
-
“tan” in his “Trigonométrie (Trigonometry)”.

(8) Inverse trigonometric functions:
sin−1 x, cos−1 x, tan−1 x, cot−1 x, sec−1 x, csc−1 x.
The first three notations were introduced²⁹ by John Frederick William Herschel in 1813.
An example of a on-elementary function is the error function
Z x
2
e−t dt.
2
erf (x) := √ (1.3.2.3)
π 0
The ideas of algebraic functions go back at least as far as René Descartes. The first dis-
cussion of algebraic functions appears in Edward Waring’s 1794 “An Essay on the Principles of
Human Knowledge” in which he writes:
let a quantity denoting the ordinate, be an algebraic function of the abscissa x, by

the common methods of division and extraction of roots, reduce it into an infinite
series ascending or descending according to the dimensions of x, and then find the
integral of each of the resulting terms.
(1) A function f (x) is algebraic, if there is a polynomial P (x, y) in two variables with rational
coefficients, such that P (x, f (x)) = 0, where
X
P (x, y) = aij xi y j , aij ∈ Q.
1≤i≤n, 1≤j≤m
(2) For example, the following
√ 1
f (x) = c, f (x) = x2 , f (x) = x, f (x) = √
x−1
are all algebraic.
The transcendental functions sine and cosine were went back to Ptolemy’s table of chords. A
revolutionary understanding of these circular functions occurred in the 17-th century and was ex-
plicated by Euler in 1748 in his “Introductio in analysin infinitorum (Introduction to the Analysis
of the Infinite)”. These ancient transcendental functions became known as continuous functions
through quadrature of the rectangular hyperbola xy = 1 by Grégoire de Saint-Vincent in 1647.
(1) A transcendental function is a function that is not algebraic.
(2) For example, f (x) = ax , f (x) = loga x, trigonometric functions, and inverse trigono-
metric functions.
Hyperbolic functions were introduced in the 1760s independently by Vincenzo Riccati

and Johann Heinrich Lambert. Riccati used “Sc.” and “Cc.” (sinus/cosinus circulare) to refer
to circular functions and “Sh.” and “Ch.” (sinus/cosinus hyperbolico) to refer to hyperbolic
functions. Lambert adopted the names, but altered the abbreviations to those used today.
²⁹Herschel, J. On a remarkable Application of Cotes’s Theorem, Phil. Trans. Royal Soc. London., 103(1813), no. 1, 8.
-
1.4 Trigonometric functions – 25 –
Figure 9: Sine and cosine
(1) Define
ex − e−x ex + e−x ex − e−x
sinh x := , cosh x := , tanh x := x . (1.3.2.4)
2 2 e + e−x
(2) Useful identities
sinh2 x + 1 = cosh2 x, (sinh x)′ = cosh x, (cosh x)′ = sinh x,

√ √ √
sinh( −1x) = −1 sin x, cosh( −1x) = cos x.
1.4 Trigonometric functions
Introduction
h Basic properties h Trigonometric identities
1.4.1 Basic properties
Many identities interrelate the trigonometric functions.

(1) For example
sin(x + 2π) = sin x, cos(x + 2π) = cos x,

sin(−x) = − sin x, cos(−x) = cos x,
π π
sin −x = cos x, cos − x = sin x.
2 2
(2) Period and amplitude of the trigonometric functions.
(2.1) A function f is periodic if there is a positive number p > 0 such that f (x+p) = f (x)
for all x in the domain of f . The smallest p is called the period of f .
(2.2) Period of sin x and cos x is 2π.
(2.3) If the periodic function f attains a minimum and a maximum, we define the ampli-
tude A as half the vertical distance between the highest point and th lowest point on
the graph.
(2.4) For example, in Å ã
2π
f (x) = 50 + 21 sin x+3 ,
12
-
the period is 12 and the amplitude is 21.

(2.5) In general,
C + A sin[a(x + b)], a, A > 0,
has period 2π/a and amplitude A.
For other trigonometric functions, we have

(1) the tangent, cotangent, secant and cosecant functions defined by
sin x cos x 1 1
tan x = , cot x = , sec x = , csc x = ; (1.4.1.1)
cos x sin x cos x sin x
(2) identities
1 + tan2 x = sec2 x, 1 + cot2 x =2 x. (1.4.1.2)
The radian, denoted by the symbol rad, is the unit of angle. 1 radian is the angle corre-
sponding to an artc of length 1 on the uit circle.
(1) For example
180◦ = π rad ≈ 3.1415927 rad, 1 rad = 57.29578◦ . (1.4.1.3)
(2) We have
π
angle in radians = angle in degrees × . (1.4.1.4)
180◦
(3) The concept of the radian measure is normally credited to Roger Cotes in his 1722 “Har-
monia mensurarum (Harmony of measures)” In 1765, Euler implicitly adopted the radian
as a unit of angle. The term radian first appeared in print on 5 June 1873, in examination
questions set by James Thomson (brother of Lord Kelvin) at Queen’s College.
1.4.2 Trigonometric identities
(1) Odd-even identities:
sin(−x) = − sin x, cos(−x) = cos x, tan(−x) = − tan x. (1.4.2.1)
(2) Cofucntion identities:

π π π
sin − x = cos x, cos − x = sin x, tan − x = tan x. (1.4.2.2)
2 2 2
(3) Pythagorean identities:
1 = sin2 x + cos2 x = sec2 x − tan2 x = csc2 x − cot2 x. (1.4.2.3)
(4) Addition identities:
sin(x ± y) = sin x cos y ± cos x sin y, (1.4.2.4)

cos(x ± y) = cos x cos y ∓ sin x sin y, (1.4.2.5)
tan x ± tan y
tan(x ± y) = . (1.4.2.6)
1 ∓ tan x tan y
-
(5) Sum identities:

x ± y x ∓ y
sin x ± sin y = 2 sin cos , (1.4.2.7)
2 2
x + y x − y
cos x + cos y = 2 cos cos , (1.4.2.8)
2 2
x + y x − y
cos x − cos y = −2 sin sin , (1.4.2.9)
2 2
sin(x + y)
tan x + tan y = . (1.4.2.10)
cos x cos y
(6) Product identities or Werner’s formula:
sin(x + y) − sin(x − y)
cos x sin y = , (1.4.2.11)
2
cos(x − y) + cos(x + y)
cos x cos y = , (1.4.2.12)
2
cos(x − y) − cos(x + y)
sin x sin y = . (1.4.2.13)
2
(7) Double-angle identities:
2 tan x
sin(2x) = 2 sin x cos x = , (1.4.2.14)
1 + tan2 x
cos(2x) = cos2 x − sin2 x = 2 cos2 x − 1
1 − tan2 x
= 1 − 2 sin2 x = , (1.4.2.15)
1 + tan2 x
2 tan x
tan(2x) = . (1.4.2.16)
1 − tan2 x
(8) Triple-angle identities:
sin(3x) = 3 sin x − 4 sin3 x, (1.4.2.17)

cos(3x) = 4 cos3 x − 3 cos x, (1.4.2.18)
3 tan x − tan3 x
tan(3x) = . (1.4.2.19)
1 − 3 tan2 x
(9) Half-angle identities:
x 1 − cos x x 1 + cos x
sin2 = , cos2 = , (1.4.2.20)
2 2 2 2
x sin x 1 − cos x tan x
tan = = = , (1.4.2.21)
2 1 + cos x sin x 1 + sec x
x sin zx 1 + cos x
cot = = = csc x + cot x. (1.4.2.22)
2 1 − cos x sin x
(10) In general, we have
p b
a sin x + b cos x = a2 + b2 sin(x + θ), tan θ = .
a
In 1707, de Moivre derived³⁰

1î √ ó1/n 1 î √ ó1/n
cos x = cos(nx) + −1 sin(nx) + cos(nx) − −1 sin(nx)
2 2
³⁰Moivre, Ab. de. Aequationum quarundam potestatis tertiae, quintae, septimae, nonae, & superiorum, ad infinitum
usque pergendo, in termimis finitis, ad instar regularum pro cubicis quae vocantur Cardani, resolutio analytica [Of
certain equations of the third, fifth, seventh, ninth, higher power, all the way to infinity, by proceeding, in finite terms,
in the form of rules for cubics which are called by Cardano, resolution by analysis.], Phil. Trans. Royal Soc. London,
309(1707), no. 25, 2368–2371.
-
1.5 Conics and polar coordinates – 28 –
Figure 10: Conic sections
for all positive integer n. In 1722, he found³¹ the so-called de Moivre’s formula
√ √
cos(nx) + −1 sin(nx) = (cos x + −1 sin x)n . (1.4.2.23)
In 1714, Roger Cotes presented³² a geometrical argument that can be interpreted (after cor-
√
recting a misplaced factor of −1) as
√ √
−1x = ln(cos x + −1 sin x).
In 1748, Euler derived³³ Euler’s formula

√ √
cos x + −1 sin x = e −1x . (1.4.2.24)
1.5 Conics and polar coordinates
Introduction
h Parabolas h Parametric representation of curves
h Ellipses and hyperbolas in the plane
h Translation and rotation of axes h Polar coordinates
1.5.1 Parabolas
A conic section (Figure 10), is a curve obtained from a cone’s surface intersecting a plane.
The three types of conic section are the hyperbola, the parabola, and the ellipse; the circle is a
special case of the ellipse.
(1) A conic section (Figure 11) is the locus of all points P whose distance to a fixed point F
(called the focus) is a constant multiple (called the eccentricity e) of the distance from P
to a fixed line L (called the directrix).
³¹Moivre, A. de. De sectione anguli [Concerning the section of an angle], Phil. Trans. Royal Soc. London, 374(1722),
no. 32, 228–230.
³²Roger Cotes. Logometria, Phi. Trans. Royal Soc. London, 338(1714), no. 29, 5-45.
³³Euler. L. Introductio in analysin infinitorum (written in 1745), Lausanne: Marcum-Michaelem Bousquet, 1748.
-
Figure 11: Focus, eccentricity, and diretrix
Figure 12: Elliptic, parabolic and hyperbola
For 0 < e < 1 we obtain an ellipse, for e = 1 a parabola, and for e > 1 a hyperbola,
Figure 12.
(2) In each case (ellipse, parabola, hyperbola), the curves are symmetric with respect to the
line through the focus perpendicular to the directrix. We call this line the major axis or
axis of the conic. A point where the conic crosses the axis is called a vertex:
ellipse: 2 vertices
parabola: 1 vertex
hyperbola: 2 vertices
(3) Parabola (e = 1), Figure 13. let x-axis be the axis, focus F be to the right of (0, 0).
From |P L| = |P F |, we have
(x + p)2 = (x − p)2 + y 2
that is
y 2 = 4px (1.5.1.1)
that is the standard equation for the parabola.

The name “parabola” is due to Apollonius, who discovered many properties of conic sec-
tions.
-
Figure 13: Parabola
Figure 14: Central conics
1.5.2 Ellipses and hyperbolas
Recall 
 ellipse, 0 < e < 1,
|P F | = e|P L|, where e =
 hyperbola, e > 1.
(1) Place the x-axis along the major axis with the origin at the center. Suppose F = (c, 0),
directrix x = k, and A = (a, 0), A′ = (−a, 0).
Case 1: 0 < e < 1. We have
a − c = e(k − a) and c + a = e(a + k)
implying
a
c = ea, k = > a.
e
Case 1: e > 1. We have
c − a = e(a − k) and c + a = e(a + k)
-
Figure 15:Case 1: 0 < e < 1; Case 2: e > 1
implying
a
c = ea, k = ∈ (0, a).
e
(2) Let P = (x, y) be any point on the central conics. Then L : x = a/e is the directrix.
From |P F | = e|P L|, we have
a 2
(x − ea)2 + y 2 = e2 x − .
e
Hence
x2 y2
+ = 1. (1.5.2.1)
a2 a2 (1 − e2 )
The standard equation of the ellipse (Figure 16):

(1) Since 0 < e < 1, it follows that
x2 y 2 p
2
+ 2 = 1, b := a 1 − e2 . (1.5.2.2)
a b
(2) For any P = (x, y) on the ellipse, we have
a a
|P F ′ | = e|P L′ | = e x + = a + ex, |P F | = e|P L| = e − x = a − ex
e e
so that
|P F ′ | + |P F | = 2a.
The standard equation of the hyperbola (Figure 17):

(1) Since e > 1, it follows that
x2 y 2 p
2
− 2 = 1, b := a e2 − 1. (1.5.2.3)
a b
(2) For any P = (x, y) on the ellipse, we have
a a
|P F ′ | = e|P L′ | = e x + = ex + a, |P F | = e|P L| = e x − = ex − a
e e
-
Figure 16: The standard equation of the ellipse
Figure 17: The standard equation of the hyperbola
so that
|P F ′ | − |P F | = 2a.
1.5.3 Translation and rotation of axes
Translation of axes:
(1) In Figure 18, we have
u = x − h, v = y − k. (1.5.3.1)
(2) Consider a general second-degree equation
Ax2 + Cy 2 + Dx + Ey + F = 0, A 6= 0, C 6= 0. (1.5.3.2)
Using (1.5.3.1) and completing the square to eliminate the first-degree terms, we have
0 = (Au2 + Cv 2 ) + u(2Ah + D) + v(2Ck + E) + (Ah2 + Ck 2 + Dh + Ek + F ).
Taking
2Ah + D = 0 and 2Ck + E = 0, (1.5.3.3)
yields
Au2 + Cv 2 + (Ah2 + Ck 2 + Dh + Ek + F ) = 0. (1.5.3.4)
-
Figure 18: Translation of axes
(3) For example, consider
4x2 + 9y 2 + 8x − 90y + 193 = 0.
Then
8 −90
h=− , j=− =⇒ h = −1, k = 5.
2×4 2×9
That is,
u = x + 1, v = y − 5 =⇒ 4u2 + 9v 2 − 36 = 0.
(4) Is the graph of (1.5.3.2) always a conic? Consider a baby model, that is, A = 0 but C 6= 0.
In this case
Å ã
D E F E 2 D F E2
0 = y + x+ u+2
= y+ + x+ −
C C C 2C C C 4C 2
Å ã2 Å ã
E D F E2
= y+ + x+ − (D 6= 0).
2C C D 4CD
When D 6= 0, we have
D E F E2
u2 = − v, u := y + , v := x + − .
C 2C D 4CD
If D/C < 0, then ye2 = 4e
x, where ye = u and x
e = −Dv/4C. If D/C > 0, then ye2 = 4e
x,
where ye = u and x
e = −Dv/4C.
When D = 0, we have
E2 F E
u2 = − , u := y + .
4C 2 C 2C
If E 2 − 4F C < 0, the above set is empty.
Table 1.1: Conics and their limiting forms

Conics Limiting forms
parallel lines, y 2 = 4,
1. (AC = 0) parabola, y 2 = 4x single line, y 2 = 0,
empty set, y 2 = −1,
circle, x + y 2 = 4,
2
x2 y2
2. (AC > 0) ellipse, 9 + 4 =1 point, 2x2 + y 2 = 0,
empty set, 2x2 + y 2 = −1,
x2 y2
3. (AC < 0) hyperbola, 9 − 4 =1 intersecting lines, x2 − y 2 = 0
-
Figure 19: Rotations
In Figure 19, we have

x y
cos(θ + θ) = , sin(ϕ + θ) =
r r
and then
x = (r cos ϕ) cos θ − (r sin ϕ) sin θ = u cos θ − v sin θ, y = u sin θ + v cos θ.
Thus       
x cos θ − sin θ u u
 =    = Rθ   (1.5.3.5)
y sin θ cos θ v v
Observe that
    
cos θ − sin θ cos θ sin θ 1 0
Rθ R∗θ =   =  , det(Rθ ) = 1
sin θ cos θ − sin θ cos θ 0 1
so thatRθ ∈ SO(2, R).
The general equation of a conic section is
0 = Ax2 + Bxy + Cy 2 + Dx + Ey + F, B 6= 0. (1.5.3.6)
Letting
x = u cos θ − v sin θ, y = u sin θ + v cos θ
yields

0 = A cos2 θ + B cos θ sin θ + C sin2 θ u2 + A sin2 θ − B cos θ sin θ + C cos2 θ v 2

+ B(cos2 θ − sin2 θ) − 2A cos θ sin θ + 2C cos θ sin θ uv
+ (D cos θ + E sin θ)u + (−D sin θ + E cos θ)v + F.
Take
A−C
B cos(2θ) = (A − C) sin(2θ) or cot(2θ) = , 2θ ∈ [0, π/2).
B
-
Then, we get
0 = au2 + cv 2 + du + ev + f.
Example 1.5.1
Consider
√ √
4x2 + 2 3xy + 2y 2 + 10 3x + 10y = 5.
Here √
A−C 4−2 3
cot(2θ) = = √ = ,
B 2 3 3
so θ = π/6. Therefore
√ √
3u − v u + 3v
x= , y= , (a, c, d, e, f ) = (5, 1, 20, 0, −5).
2 2
(u + 2)2 v2
Thus we get 5u2 + v 2 + 20u = 5 or + = 1 that is an ellipse.
5 25 ♠
1.5.4 Parametric representation of curves in the plane
In topology, the Jordan curve theorem asserts that every Jordan curve divides the plane
into an “interior” region bounded by the curve and an “exterior” region containing all of the
nearby and far away exterior points.
(1) A plane curve is determined by a pair of parametric equations
x = f (t), y = g(t), t ∈ [a, b]
with f, g ∈ C([a, b]) (namely, continuous functions on [a, b]). We call
P := (x(a), u(a)) initial end point, Q := (x(b), y(b)) final end point.
(2) A plane curve (Figure 20) is

(2.1) closed, if P = Q;
(2.2) simple, if distinct values of t yields distinct points except for t = a and t = b;
(2.3) Jordan, if it is closed and simple.
(3) For examples
(3.1) For x = t2 + 2t, y = t − 3, −2 ≤ t ≤ 3, we have
x + 1 = (y + 4)2 , −5 ≤ y ≤ 0.
(3.2) For x = a cos t, y = b sin t, 0 ≤ t ≤ 2π, we have

x2 y 2
+ 2 = 1.
a2 b
(3.3) For x = a sec t, y = b tan t, −π/2 < t < π/2, we have
x2 y 2
− 2 = 1, x > 0.
a2 b
(4) A cycloid (Figure 21) is the curve traced by a point P on the rim of a wheel as the wheel
rolls along a straight line without slipping. Let the wheel roll along the x-axis with P
initially at the origin. Let the center of the wheel by C, and let a be its radius. Choose for
-
Figure 20: Curves
Figure 21: Cycloid
a parameter the radian measure t of the clockwise angle between CP and CN . Since
¯
|ON | = |P N | = at,
it follows that
x = |OM | = |ON | − |M N | = at − a sin t = a(t − sin t),

y = |M P | = |N R| = |N C| + |CR| = a(1 − cos t).
Galileo Galilel originated the term cycloid and was the first to make a serious study of
the curve. In 1686, Leibniz used analytic geometry to describe the curve with a single
equation.
Bernard Bolzano was the first to formulate a precise conjecture for the Jordan curve theorem.
The first proof of this theorem was given by Camille Jordan in his lectures on real analysis,
and was published in his book “Cours d’analyse de l’École Polytechnique (École Polytechnique
analysis course, 1887)”.
1.5.5 Polar coordinates
Grégoire de Saint-Vincent and Bonaventura Cavalieri independently introduced the con-

cepts in the mid-17th century. Saint-Vincent wrote about them privately in 1625 and published
his work in 1647, while Cavalieri published his in 1635 with a corrected version appearing
in 1653. Cavalieri first used polar coordinates to solve a problem relating to the area within
an Archimedean spiral. Pascal subsequently used polar coordinates to calculate the length of
parabolic arcs.
-
Figure 22: Polar coordinates
In “De Methodis Serierum et Fluxionum (Method of Fluxions, written 1671, published

1736)”, Newton examined the transformations between polar coordinates. In the journal “Acta
Eruditorum” (1691), Jacob Bernoulli used a system with a point on a line, called the pole and
polar axis respectively.
The actual term “polar coordinates” has been attributed to Gregorio Fontana in the 18th
century. The initial motivation for the introduction of the polar system was the study of circu-
lar and orbital motion. The term appeared in English in George Peacock’s 1816 translation of
Lacroix’s “Traité Élémentaire du Calcul Différentiel et du Calcul Intégral (Elementary Treatise
on Differential Calculus and Integral Calculus, 1802)”. Alexis Clairaut was the first to think of
polar coordinates in three dimensions, and Euler was the first to actually develop them.
Consider polar coordinates in Figure 22.

(1) Each point has infinitely many sets of polar coordinates (r, θ + 2nπ), n ∈ Z.
(2) A set of coordinates having its corresponding point on the graph of an equation is NOT
guarantee that these coordinates satisfy the equation.
For example, for
2
r= ,
1 − cos θ
2
we see that (−2, 3π/2) does not satisfy r = , but its corresponding point (2, π/2)
1 − cos θ
lies on the graph.
The equation defining an algebraic curve expressed in polar coordinates is known as a polar
equation. In many cases, such an equation can simply be specified by defining r as a function of
θ. The resulting curve then consists of points of the form (r(θ), θ) and can be regarded as the
graph of the polar function r.
(1) Lines (Figure 23): Radial lines are the equation θ = θ0 , where θ0 is the angle of elevation
of the line. The non-radial line that cross the radial line θ = θ0 perpendicularly at the point
(d, θ0 ) has the equation
d
r= . (1.5.5.1)
cos(θ − θ0 )
-
Figure 23: Lines in polar coordinates
Figure 24: Circles in polar coordinates
(2) Circles (Figure 24): by the law of cosines, we have
a2 = r2 + a2 − 2ra cos(θ − θ0 )
so that
r = 2a cos(θ − θ0 ). (1.5.5.2)
(3) Conics (Figure 25): since |P F | = e|P L|, we have
r = e[d − r cos(θ − θ0 )]
or
ed
r= . (1.5.5.3)
1 + e cos(θ − θ0 )
A limaçon or limacon, also known as a limaçon of Pascal or Pascal’s Snail, is defined as

a roulette curve formed by the path of a point fixed to a circle when that circle rolls around the
outside of a circle of equal radius. The cardioid is the special case in which the point generating
the roulette lies on the rolling circle; the resulting curve has a cusp.
The earliest formal research on limaçons is generally attributed to Étienne Pascal, father of
Blaise Pascal. The curve was named by Gilles de Roberval when he used it as an example for
finding tangent lines.
(1) In polar coordinates (F̲igure 27), the equation has the form
r = a ± b cos θ or r = a ± b sin θ, a, b > 0. (1.5.5.4)
-
Figure 25: Conics in polar coordinates
Figure 26: Graphs of polar equations
When a = b, it is a cardioid.
(2) A lemniscate is any of several figure-eight. In polar coordinates, we have
r2 = ±a cos(2θ) or r2 = ±(2θ). (1.5.5.5)
(3) The Archimedean spiral (Figure 28) is a spiral discovered by Archimedes which can also
be expressed as a simple polar equation. It is represented by the equation
r = a + bθ. (1.5.5.6)
(4) A logarithmic spiral (Figure 29) is a self-similar spiral curve that often appears in nature.
The first to describe a logarithmic spiral was Albrecht Dürer (1525) who called it an “ewige
line (eternal line)” More than a century later, the curve was discussed by Descartes (1638),
and later extensively investigated by Jacob Bernoulli, who called it “Spira mirabilis (the
marvelous spiral)”.
In polar coordinates, we have
r = aebθ . (1.5.5.7)
-
Figure 27: Limaçons in polar coordinates
Figure 28: Archimedean spiral in polar coordinates
Figure 29: Logarithmic spiral in polar coordinates
-
Chapter 2 Derivatives
Introduction
h limits h Applications of derivatives
h Derivatives
2.1 Limits
Introduction
h Limits h Continuity of functions
h Limit theorems h Properties of continuous functions
h Limits at infinity and infinite limits h Uniform continuity
2.1.1 Limits
We can use regular polygons inscribed in a circle to compute π, Figure 30. Let Pn denote
the inscribed regular n-polygons. Then the length of Pn is
2π
2π sin
length of Pn = 2nr · sin = 2πr · 2n .
2n 2π
2n
As n goes to infinity, we shall have sin(2π/2n)/(2π/2n) tends to 1.
Consider the function

x3 − 1
f (x) = , x 6= 1.
x−1
From the computation, we shall have
x3 − 1
the limit of is 3, as x → 1.
x−1
Figure 30: Regular polygons

2.1 Limits – 42 –
Actually,
x3 − 1 (x − 1)(x2 + x + 1)
= = x2 + x + 1 7−→ 1 + 1 + 1 = 3, as x → 1.
x−1 x−1
x f (x)
1.25 3.813
1.1 3.310
1.01 3.030
1.001 3.003
↓ ↓
1.000 ?
↑ ↑
0.999 2.997
0.99 2.970
0.9 2.710
0.75 2.313
0 1
Intuitive meaning of limit. To say that lim f (x) = L means that when x is near but dif-
x→c
ferent from c then f (x) is near L.
(1) We do NOT require anything at c, because the function f need NOT be defined at c.
(2) What’s meaning of “near”?
(3) History of limits:
(3.1) Leibniz (16-th century)
(3.2) Wallis (1656)
(3.3) d’Alembert (1765)
(3.4) S. A., Jean L’Huilier (1786): introduce “lim”
(3.5) “ϵ-δ”: Bolzano (1817), Cauchy (1821), Weierstrass (1850s, 1861), Heine (1872)
(3.6) U. Dini (1878): one-sided limit
(3.7) J. Leathem (1905): introduce “limx→c ”
(3.8) Hardy (1908): mordern motions on limits.
Example 2.1.1
(1) lim (4x − 5). When x is near 3, 4x − 5 is near 4 × 3 − 5 = 7 so that
x→3
lim (4x − 5) = 7,
x→3
x2 − x − 6
(2) lim . When x is near 3,
x→3 x−3
x2 − x − 6 (x − 3)(x = 2)
= = x + 2 7−→ 5.
x−3 x−3
-
2.1 Limits – 43 –
sin x
(3) lim . Because
x→0 x
π
sin x < x < tan x, |x| <
2
we have
sin x sin x
sin x < x < =⇒ cos x < <1
cos x x
so that
sin x
lim =1 (2.1.1.1)
x→0 x
using the fact that lim cos x = 1.

x→0
f (x)
x
f (x) = sinx x
f (x) = sin x
sin x
The graph of x
B
D
O A
sin x, x, tan x for |x| < π/2

cos x
(4) lim x2 − . When x is near 0, we have
x→0 10000
cos x cos 0
x2 − −→ 02 − = −0.0001.
10000 10000
-
2.1 Limits – 44 –
(5) lim bxc. When x is near to 2 from left, we have bxc → 1. When x is near to 2 from
x→2
right, we have bxc → 2. Hence the limit limx→2 bxc does not exist.
1
(6) lim sin . When x is (nπ)−1 near to 0, sin(1/x) = sin(nπ) = 0. When x is (2nπ +
x→0 x
π/2)−1 near to 0, sin(1/x) = sin(2nπ + π/2) = 1. When x is (2nπ + 3π/2)−1 near to
0, sin(1/x) = sin(2nπ + 3π/2) = −1. Hence the limit limx→0 sin(1/x) does not exist.
(7) Consider a fucntion f : R → (0, +∞) satisfying
f (x + y) = f (x) · f (y), x, y ∈ R.
From
f (1) = f (1 + 0) = f (1) · f (0),
we get
f (0) = 1
because f (1) > 0. We claim hat
f (n) = [f (1)]n , n ∈ N.
Indeed, by induction on n,
f (n + 1) = f (n) · f (1) = [f (1)]n · f (1)] = [f (1)]n+1 .
For −n ≥ 1,
f (0) 1
f (n) = = = [f (1)]n .
f (−n) [f (1)]−n
Hence
f (n) = [f (1)]n , n ∈ Z.
If n ≥ 1, then
Ö è
ï Å ãòn Å ã
1 1 1 1
f (1) = f + ··· + = f =⇒ f = [f (1)]1/n .
|n {z n} n n
n
Similarly, f (1/n) = [f (1)]1/n for n ≤ −1. Therefore

Å ã
1
f = [f (1)]1/n , n ∈ Z \ {0}.
n
For any p/q ∈ Q with p > 0, we get
á ë
Å ã ï Å ãòp
p 1 1 1
f =f + ··· + = f = [f (1)]p/q .
q q q q
| {z }
p
The above formula also holds for p/q ∈ Q with p < 0. So
f (x) = [f (1)]x , x ∈ Q.
Since Q is dense in R, we believe that f (x) = [f (1)]x for all x ∈ R (however it requires
the condition that f is “continuous”).
♠
-
2.1 Limits – 45 –
A one-sided limit refers to either one of the two limits of a function f (x) of a real variable
x as x approaches a specified point either from the left or from the right.
(1) To say that lim f (x) = L means that when x is near but to the right of c then f (x) is
x→c+
near L. Similarly, to say that lim f (x) = L means that when x is near but to the left of
x→c−
c then f (x) is near L.
(2) Theorem:
lim f (x) = L ⇐⇒ lim f (x) = L and lim f (x) = L.

x→c x→c+ x→c−
(3) Example:
lim bxc = 1, lim bxc = 2.
x→2− x→2+
(4) Example: for 

 0, x ≤ 0,
f (x) =
 1 , x > 0,
x
we have
lim f (x) = 0, lim f (x) = +∞.
x→0− x→0+
(5) Example:
|x − 1| |x − 1|
lim = −1, lim = 1.
x→1− x−1 x→1+ x−1
Rigorous definition of limits. Recall that

when x is near but different
lim f (x) = L ⇐⇒
x→c from c then f (x) is near L
(1) “f (x) is near L”: for any ϵ > 0, |f (x) − L| < ϵ. “x is near but different from c”: for such
a ϵ, there exists δ > 0 such that 0 < |x − c| < δ.
(2) For example,
lim (2x + 1) = 2 × 3 + 1 = 7.
x→3
For any ϵ > 0, there exists δ = ϵ/2 > 0 such that |(2x + 1) − 7| < ϵ whenever 0 <
|x − 3| < δ.
(3) Precising meaning of limits:
Ü ê
∀ ϵ > 0 ∃ δ = δ(ϵ) > 0 such
lim f (x) = L ⇐⇒ that |f (x) − L| < ϵ whenever . (2.1.1.2)
x→c
0 < |x − c| < δ
Example 2.1.2
(1) lim (3x − 7) = 5. Observe
x→4
ϵ
|(3x − 7) − 5| < ϵ ⇐⇒ |3x − 12| < ϵ ⇐⇒ |x − 4| < .
3
Hence (formal proof), for any ϵ > 0, there exists δ = ϵ/3 > 0 such that |(3x − 7) − 5| < ϵ
-
2.1 Limits – 46 –
whenever 0 < |x − 4| < δ.

2x2 − 3x − 2
(2) lim = 5. Observe
x→2 x−2
2
2x − 3x − 2 ϵ
− 5 < ϵ ⇐⇒ |2x + 1 − 5| < ϵ ⇐⇒ |x − 2| <
x−2 2
when x 6= 2. Hence for any ϵ > 0, there exists δ = ϵ/2 > 0 such that
2
2x − 3x − 2
− 5 < ϵ
x−2
√ √
(3) lim x = c, if c > 0. Observe
x→c

√ √
x − c = √x − c√ = √|x − c| √ ≤ √
|x − c|
< ϵ.
x + c x+ c c
√ √ √
Hence, for any ϵ > 0, there exists δ = ϵ c > 0 such that | x − c| < ϵ whenever
0 < |x − c| < δ.
However, we missed a technical point: we should require x ≥ 0 (so we have x > c−δ ≥ 0)
√
and then δ ≤ c. Finally, we take δ := min{c, ϵ c}.
(4) lim (x2 + x − 5) = 7. Observe
x→3
2
(x + x − 5) − 7 < ϵ ⇐⇒ |(x + 4)(x − 3)| < ϵ.
Since 0 < |x − 3| < δ, we should estimate |x + 4:
|x + 4| = |(x − 3) + 7| ≤ |x − 3| + 7.
Because δ is small, we first consider |x − 3| < 1. Then
|x − 3| =⇒ |x + 4| < 8.
Hence, for any ϵ > 0, there is δ = min{1, ϵ/8} such that

2
(x + x − 5) − 7 < ϵ

(5) lim x2 = c2 . Observe
x→c
|x2 − c2 | = |x + c||x − c| ≤ (|x − c| + 2|c|) |x − c|.
Firstly select |x − c| ≤ 1. Then
|x2 − c2 | ≤ (1 + 2|c|)|x − c|.
Hence, for any ϵ > 0, there exists δ = min{1, ϵ/(1 + 2|c|)} such that
ϵ
|x2 − c2 | < (1 + |c|) =ϵ
1 + 2|c|
whenever 0 < |x − c| < δ.
1 1
(6) lim = , if c 6= 0. Observe
x→c x c
1 1 x − c |x − c|
− =
x c xc = |x||c| .
-
2.1 Limits – 47 –
Firstly select |x − | ≤ |c|/2. Thn

|c| |c|
|x| ≥ |c| − |x − c| ≥ |c| − = > 0.
2 2
Hence, for any ϵ > 0, there exists δ = min{|c|/2, ϵc2 /2} such that

1 1
− ≤ |x − c| ≤ ϵc /2 = ϵ
2
x c |c| c2 /2
· |c|
2
x2 − 1
(7) lim 2 = 2. Observe
x→1 2x − 3x + 1

x2 − 1 3|x − 1|

2x2 − 3x + 1 − 2 = |2x − 1| , |2x − 1| = |1 + 2(x − 1)| ≥ 1 − 2|x − 1|.
Firstly select |x − 1| ≤ 1/4. Then
1 1 1
|2x − 1| ≥ 1 − 2 × = 1 − = .
4 2 2
Hence, for any ϵ > 0 there exists δ = min{1/4, ϵ/6} such that
3× ϵ
x 2−1
6
2x2 − 3x + 1 − 2 ≤ 1 = ϵ
2
(8) For any x0 ∈ R, we have
lim sin x = sin x0 . (2.1.1.3)
x→x0
Firstly show
| sin t| ≤ |t|, t ∈ R.
Indeed, if 0 ≤ t ≤ π/2, then sin t ≤ t clearly. For t > π/2 > 1, we have | sin t| ≤ 1 <
π/2 < t. For −t ≥ 0, we get
| sin t| = | sin(−t)| ≤ | − t| = t.
Hence, for any ϵ > 0 there exists δ = ϵ > 0 such that

x + x0 x − x0 x − x0

| sin x − sin x0 | = 2 cos sin
≤ 2 sin ≤ |x − x0 | < ϵ
2 2 2
whenever 0 < |x − x0 | < δ.
♠
Rigorous definition of one-sided limits. If I represents some interval that is contained in

the domain of f and if c is point in I.
(1) Right-hand limit
Ü ê
∀ ϵ > 0 ∃ δ > 0 such that
lim f (x) = L ⇐⇒ |f (x) − L| < ϵ (2.1.1.4)
x→c+
whenever 0 < x − c < δ
-
2.1 Limits – 48 –
(2) Left-hand limit

Ü ê
∀ ϵ > 0 ∃ δ > 0 such that
lim f (x) = L ⇐⇒ |f (x) − L| < ϵ (2.1.1.5)
x→c−
when − δ < x − c < 0
(3) Theorem:
lim f (x) = L ⇐⇒ lim f (x) = L = lim f (x). (2.1.1.6)
x→ x→c+ x→c−
(4) Example:
√
lim x = 0.
x→0+
For any ϵ > 0, there exists δ = ϵ2 > 0 such that

√ √ √ √
| x − 0| = | x| = x < δ = ϵ
whenever 0 < x < δ.
Basic properties.
(1) (Uniqueness) If lim f (x) = L and lim f (x) = M , then L = M .
x→c x→c
Proof. For any ϵ > 0, there exist δ1 , δ2 > 0 such that
|f (x) − L| < ϵ whenever 0 < |x − c| < δ1 , |f (x) − M | < ϵ whenever 0 < |x − c| < δ2 .
Hence
|f (x) − L| < ϵ and |f (x) − M | < ϵ
whenever 0 < |x − c| < δ = min{δ1 , δ2 }. So
|L − M | ≤ |f (x) − L| + |f (x) − M | < 2ϵ.
Since ϵ was arbitrary, it follows that L = M .
(2) (Local boundedness) If lim f (x) = L, then there exists δ > 0 such that f (x) is bounded
x→a
in (a − δ, a + δ) \ {a}.
Proof. For ϵ = 1, there exists δ > 0 such that |f (x) − L| < 1 whenever 0 < |x − a| <
δ.
(3) If f (x) ≤ g(x) in some deleted interval about a and lim f (x) = L and lim g(x) = M ,
x→a x→a
then L ≤ M .
Proof. Assume that f (x) ≤ g(x) for all x satisfying 0 < |x − a| < δ. Given ϵ > 0. Then
there exists δ1 ∈ (0, δ) such that
|f (x) − L| < ϵ, |g(x) − M | < ϵ
whenever 0 < |x − a| < δ1 . So
L − ϵ < f (x) < g(x) < M + ϵ, 0 < |x − a| < δ1 < δ.
Thus L − M < 2ϵ. Therefore L ≤ M .
-
2.1 Limits – 49 –
(4) Conversely, if lim f (x) = L and lim g(x) = M , with L < M , then there exists δ > 0
x→a x→a
such that f (x) < g(x) for all 0 < |x − a| < δ.
Proof. For any ϵ > 0, there exists δ1 > 0 such that
|f (x) − L| < ϵ, |g(x) − M | < ϵ, whenever 0 < |x − a| < δ1 .
Take ϵ := (M − L)/2 so that L + ϵ = M − ϵ. Hence
f (x) < L + ϵ = M − ϵ, g(x)
whenever 0 < |x − a| < δ.
(5) If limx→a f (x) = L, then limx→a |f (x)| = |L|.
Proof. In fact, ||f (x) − |L|| ≤ |f (x) − L|.
(6) Example:
lim |f (x) = |L| =
6 ⇒ lim f (x) = L.
x→a x→a
For instance, 
 +1, x > 0,
f (x) =
 −1, x < 0
with a = 0.
(7) Example: õ û
1
lim x = 1.
x→0 x
Proof. According to õ û
1 1 1
−1< ≤ ,
x x x
1
we have 1 − x < x x ≤ 1.
(8) If lim g(x) = L, lim f (t) = A, and g(x) 6= L in some deleted interval about a, then
x→c t→L
lim f [g(x)] = A.
x→c
Proof. For any given ϵ > 0 there exists η > 0 such that |f (t) − A| < ϵ whenever 0 <
|t − L| < η. For such a η, there exists δ > 0 such that |g(x) − L| < η whenever
0 < |x − c| < δ. Since g(zx) 6= L in some deleted interval about a, it follows that
0 < |g(x) − L| < η whenever 0 < |x − c| < δ ′ < δ (for some smaller δ ′ ). Then
|f (g(x)) − A| < ϵ
2.1.2 Limit theorems
The first main result is
-
2.1 Limits – 50 –
Theorem 2.1.1. (Theorem A)

Let n ∈ N, k ∈ R, lim f (x) = L, and lim g(x) = M . Then
x→c x→c
(1) lim k = k.
x→c
(2) lim x = c.
x→c
(3) lim kf (x) = k lim f (x) = kL.
x→c x→c
(4) lim [f (x) + g(x)] = lim f (x) + lim g(x) = L + M .
x→c x→c x→c
(5) lim [f (x) − g(x)] = lim f (x) − lim g(x) = L − M .
x→c x→c x→c
(6) lim [f (x) · g(x)] = lim f (x) · lim g(x) = L · M .
x→c x→c x→c
f (x) lim f (x) L
(7) lim = x→c = , if M 6= 0.
x→c g(x) lim g(x) M
h
x→c in
(8) lim [f (x)]n = lim f (x) = ln .
x→c » qx→c
n
√
n
(9) lim f (x) = n lim f (x) = L, where L is positive if n is even.
x→c x→c
♥
Proof. (1) and (2): obvious.

(3) For any ϵ > 0, there exists a δ > 0 such that |f (x) − L| < ϵ whenever 0 < |x − c| < δ.
For k = 0, the result is obvious. For k 6= 0,
|kf (x) − kL| = |k||f (x) − L| < |k|ϵ

(4) For any ϵ > 0, there exist δ1 , δ2 > 0 such that
ϵ ϵ
|f (x) − L| < whenever 0 < |x − c| < δ1 , |g(x) − M | < whenever 0 < |x − c| < δ2 .
2 2
Choose δ = min{δ1 , δ2 } and then
ϵ ϵ
|f (x) + g(x) − (L + M )| ≤ |f (x) − L| + |g(x) − M | < + = ϵ
2 2
whenever 0 < |x − | < δ.
(5) Similarly.
(6) We can find some δ0 > 0 such that |g(x) − M | < 1 whenever 0 < |x − c| < δ0 . For
any ϵ > 0, there exist δ1 , δ2 > 0 such that
ϵ
|f (x) − L| < whenever 0 < |x − c| < δ1 ,
2(1 + |M |)
and
ϵ
|g(x) − M | < whenever 0 < |x − c| < δ2 .
2(1 + |L|)
Choose δ := min{δ0 , δ1 , δ2 } and then
|f (x)g(x) − LM | = |g(x)[f (x) − L] + L[g(x) − M ]|
≤ |g(x)|f (x) − L| + |L||g(x) − M |

ϵ ϵ ϵ ϵ
≤ (1 + |M |) + |L| < + = ϵ
2(1 + |M |) 2(1 + |L|) 2 2
-
2.1 Limits – 51 –
(7) Observe

f (x) L M f (x) − Lg(x) 1

g(x) − M = M g(x) =
|M ||g(x)|
|M [f (x) − L] + L[M − g(x)]| .
Because lim g(x) 6= 0,we get lim |g(x)| = |M | > 0 and |g(x)| > |M |/2 whenever 0 < |x −
x→c x→c
c| < δ0 for some δ0 > 0. For any ϵ > 0, there exist δ1 , δ2 > 0 such that
|f (x) − L| < ϵ whenever 0 < |x − c| < δ1 , |g(x) − M | < ϵ whenever 0 < |x − c| < δ2 .
Choose δ = min{δ0 , δ1 , δ2 } and then

Å ã
f (x) L |M |ϵ + |L|ϵ |M | + |L|

g(x) − M ≤ |M |
=
M2
2ϵ
|M | ·
2
whenver 0 < |x − c| < δ.
(8) By induction o n,
h in
lim [f (x)]n+1 = lim [f (x)]n · f (x) = lim f (x) · lim f (x) = Ln · L = Ln+1 .
x→c x→c x→c x→c
(9) We have proved in a general form. Here, for exmple, for n = 2,

» √ f (x) − L |f (x) − L|

f (x) − L = p √ =< √
f (x) + L L
» √
which implies lim f (x) = L.
x→c
Example 2.1.3
4
(1) lim 2x = 2 · lim x
4
= 2 · 34 = 162.
x→3 x→3
X
(2) Theorem B: If f is a polynomial function f (x) = ai xi or a rational function
0≤i≤n
X
ai xi
0≤i≤n g(x) ge(x) e
f (x) = X = = , h(c) 6= 0,
bj x j h(x) e
h(x)
0≤j≤m
then 

 f (c), f is polynomial,
e
lim f (x) = f (c) = ge(c)
x→c 
 e , f is rational,
h(c)
provided f (c) is defined.
Proof. By Theorem A or Theorem 2.1.1.

7x5 − 10x4 − 13x + 6 7 · 25 − 10 · 24 − 13 · 2 + 6 11
(3) lim = =− .
x→2 3x2 − 6x − 8 3 · 22 − 6 · 2 − 8 2
x3 + 3x + 7 x3 + 3x + 7 11
(4) lim = lim = = +∞.
x→1 x2 − 2x + 1 x→1 (x − 1)2 0
x2 + 3x − 10 (x + 5)(x − 2) x+5 7
(5) lim = lim = lim = .
x→2 x + x − 6
2 x→2 (x − 2)(x + 3) x→2 x + 3 5
♠
-
2.1 Limits – 52 –
Figure 31: Squeeze theorem
Theorem 2.1.2. (Squeeze theorem)

Suppose that f (x) ≤ g(x) ≤ h(x) for all x near c, except possibly at c. If
lim f (x) = lim h(x) = L, then lim g(x) = L.
x→c x→c x→c
♥
Proof. Given ϵ > 0. There exist δ0 , δ1 , δ2 > 0 such that
f (x) ≤ g(x) ≤ h(x), 0 < |x − c| < δ0
and
|f (x) − L| < ϵ whenever 0 < |x − c| < δ1 , |(x) − L| < ϵ whenever 0 < |x − c| < δ2 .
Choose δ = min{δ0 , δ1 , δ2 } and obtain
L − ϵ < f (x) ≤ g(x) ≤ h(x) < L + ϵ.
Thus |g(x) − L| < ϵ whenever 0 < |x − c| < δ.
The squeeze theorem, also known as the sandwich theorem, was first used geometrically by
Archimedes and Eudoxus in an effort to compute π, and was formulated in modern terms by Carl
Friedrich Gauss.
In many languages (e.g. French, German, Italian, Hungarian and Russian), the squeeze the-
orem is also known as the two officers (and a drunk) theorem. The story is that if two police
officers are escorting a drunk prisoner between them, and both officers go to a cell, then (regard-
less of the path taken, and the fact that the prisoner may be wobbling about between the officers)
the prisoner must also end up in the cell.
Limits of trigonometric functions.

(1) For any c ∈ R,
lim sin t = sin c, lim cos t = cos c,

t→c t→c
lim tan t = tan c, lim cot t = cot c,
t→c t→c
lim sec t = sec c, lim csc t = csc c.
t→c t→c
-
2.1 Limits – 53 –
(2) We have proved that

sin t
lim = 1.
t→0 t
Consequently
1 − cos t 1 − cos t
lim = 0, lim = 1. (2.1.2.1)
t→0 t t→0 t2
2
Proof. In fact
1 − cos t 1 − cos2 t sin2 t
lim = lim = lim
t→0 t t→0 t(1 + cos t) t→0 t(1 + cos t)
sin t sin t 0
= lim · lim = 1· = 0,
t→0 t t→0 1 + cos t 1+0
and
Å ã
1 − cos t sin t 2 sin t sin t 2 1
lim 2 = lim · = 2 lim · lim
t→0 t t→0 t t(1 + cos t) t→0 t t→0 1 + cos t
2
1 2
= 2 · 12 · = = 1.
1+1 2
t2
Thus 1 − cos t ∼ as x → 0.
2
2.1.3 Limits at infinity and infinity limits
A. Limits at infinity. Let f : (0, +∞) → R be a function defined on (0, +∞). We want
to study the behavior of f (x) when x goes to infinity.
(1) Example: the following function
x
f (x) =
1 + x2
tends to 0 as x goes to positive infinity. Also, f (x) tends to 0 too as x goes to negative
infinity.
(2) Example: the following function
ex
f (x) =
1 + ex
tends to 1 and 0, respectively, as x goes to positive infinity and negative infinity.
(3) Let f be defined on [c, +∞) for some c ∈ R. Define
Ü ê
∀ ϵ > 0 ∃ M > c such that
lim f (x) = L ⇐⇒ |f (x) − L| < ϵ (2.1.3.1)
x→+∞
whenever x > M
(4) Let f be defined on (−∞, c] for some c ∈ R. Define
Ü ê
∀ ϵ > 0 ∃ M < c such that
lim f (x) = L ⇐⇒ |f (x) − L| < ϵ (2.1.3.2)
x→−∞
whenever x < M
-
2.1 Limits – 54 –
(5) Let f be defined on (−∞, +∞). Define

Ü ê
∀ ϵ > 0 ∃ M > 0 such that
lim f (x) = L ⇐⇒ |f (x) − L| < ϵ (2.1.3.3)
x→∞
whenever |x| > M
(6) Theorem:
lim f (x) = L ⇐⇒ lim f (x) = L = lim f (x). (2.1.3.4)

x→∞ x→+∞ x→−∞
Example 2.1.4
1
(1) lim k = 0.
x→∞ x
Proof. For any ϵ > 0 there exists M = ϵ−1/k > 0 such that

1
= 1 < 1 =ϵ
xk |x|k Mk
whenever |x| > M .
(2) Consider the function

sin x
f (x) = , x > 0.
x
We have proved that
sin x sin x
lim = 1, lim = 0.
x→0 x x→∞ x
It will be proved later that Z +∞
sin x π
dx = . (2.1.3.5)
x 2
0 ♠
B. Limits of sequences. The Greek philosopher Zeno of Elea is famous for formulating
paradoxes that involve limiting processes. The modern definition of a limit was given by Bernard
Bolzano¹ in 1816, and by Karl Weierstrass in the 1870s.
(1) For a function f : N∗ → R, we write
an := f (n), n = 1, 2, · · · ,
and call {an }n≥1 a sequence. Sometimes, a sequence is also expressed as {an }n≥0 .
(2) We define
Ü ê
∀ ϵ > 0 ∃ N ∈ N such that
lim an = L ⇐⇒ |an − L| < ϵ (2.1.3.6)
n→∞
whenever n > N
In this case, we say the sequence {an }n≥1 is convergent, and write simply an → L.
Otherwise, we say the sequence {an }n≥1 is divergent and write simply an 6→ L, that is,
for all L ∈ R, there exists ϵ0 > 0 such that for all N ∈ N we have |a0 − L| ≥ ϵ0 for some
n0 > N .
¹Bolzano, B. Der binomische Lehrsatz, Prague 1816.
-
2.1 Limits – 55 –
The name “convergent” appears to have been first used by J. Gregory², and “divergent” by
Bernoulli³.
(3) (Jordan, 1893) We say a sequence {an }n≥1 is bounded, if ther exists M ≥ 0 such that
|an | ≤ M for all n ≥ 1. Otherwise, we say that {an }n≥1 is unbounded, that is, for any
M > 0 there exists n0 ∈ N such that |an0 | > M .
(4) Example:
1
(4.1) lim = 0.
n→∞ n
Proof. For any ϵ > 0, there exists N = 1 + b1/ϵc > 1/ϵ such that

1
− 0 = 1 < ϵ
n n
whenever n > N .
(4.2) For all q ∈ R and |q| < 1, we have
lim q n = 0. (2.1.3.7)
n→∞
Proof. |q|n < ϵ ⇐⇒ |q|n < ϵ ⇐⇒ n > ln ϵ/ ln |q|.

√ √
(4.3) lim ( n + 1 − n) = 0.
n→∞
Proof. Observe that

√ √ 1 1
n+1− n= √ √ < <ϵ
n+1+ n 2n
whenever n > 1/4ϵ2 .
(4.4) For any a ≥ 1, we have

√
lim n
a = 1. (2.1.3.8)
n→∞
√
Proof. Without loss of generality, we may assume that a > 1. Write n
a = 1 + yn
with yn > 0. Then
n(n − 1) 2
a = (1 + yn )n = 1 + nyn + yn + · · · + yn2 > 1 + nyn .
2
√
Hence | n a − 1| = yn < (a − 1)/n. When n → ∞, we obtain the result.
√
(4.5) lim n n = 1.
n→∞
√
Proof. Write n n = 1 + yn with yn > 0. Then
n(n − 1) 2 n(n − 1) 2
n = (1 + yn )n > 1 + yn > yn
2 2
√ p
so | n n − 1| = yn < 2/n. When n → ∞, we obtain the result.
(4.6) The sequence {(−1)n−1 }n≥1 is divergent.
²Gregory, J. Vera circuli et hyperbolae quadratura, Padua, 1667,

³Letter to Leibniz in July 4, 1713.
-
2.1 Limits – 56 –
Proof. Firstly, we show that (−1)n−1 6→ 1. Indeed, for all N ∈ N, there exists
n0 = 2N > N such that

(−1)n0 −1 − 1 = | − 1 − 1| = 2 > 1 =: ϵ0 .
6 1, we show that (−1)n−1 6→ a. Indeed, for all N ∈ N, there exists

For each a =
n0 = 2N + 1 such that

(−1)n0 −1 − a = |1 − a| > |1 − a| =: ϵ0 .
2
Therefore, the sequence {(−1) n−1 }n≥1 diverges.
(4.7) The sequence {sin n}n≥1 is divergent.

j πk
Proof. Given A ∈ R. If |A| > 1, then for any N ∈ N there is n0 = 2N π + >N
2
such that
|A| − 1
| sin n0 − A| ≥ |A| − 1 > =: ϵ0 .
2
Now we assume |A| ≤ 1. Without loss of generality, we may assume that 0 ≤ A ≤ 1.
j π πk √
For any N ∈ N there is n0 = (2N π − ) + > N such that sin n0 < −1/ 2
2 4
and
1 1
| sin n0 − A| ≥ A + √ ≥ √ =: ϵ0 .
2 2
(Another proof) Assume lim sin n = a exists. From
n→∞
sin(n + 1) − sin(n − 1) = 2 sin 1 · cos n,
we get
lim cos n = 0 and lim sin(2n) = 0.
n→∞ n→∞
Thus a = 0. However 1 = sin2 n + cos2 n → 0 + 0 = 0, impossible!.
(4.8) (Cauchy, 1821) If the limit limn→∞ an = a exists and is finite, then
a1 + · · · + an
lim = a.
n→∞ n
Proof. For any ϵ > 0, there exists N0 ∈ N such that |an − a| < ϵ/2 whenever
n > N0 . Compute, for all n > N0 ,

a1 + · · · + an a1 + · · · + aN0 − N0 a (aN0 +1 − a) + · · · + (an − a)

− a = +
n n n
|a1 + · · · + aN0 − N0 a| 1 X
≤ + |ai − a|
n n
N0 +1≤i≤n
n − N0 ϵ |a1 + · · · + aN0 − N0 a|
≤ · + .
n 2 n
Take ß ™
|a1 + · · · + aN0 − N0 a|
N > max N0 ,
ϵ/2
and obtain |(a1 + · · · + an )/n − a| < ϵ.
-
2.1 Limits – 57 –
(4.10) For each a ∈ R, we have

an
lim = 0. (2.1.3.9)
n→∞ n!
Proof. There exists N0 ∈ N such that |a| ≤ N0 . Compute

n
a
− 0 = |a| = |a| × |a| × · · · × |a| ≤ |a|0 × |a| .
n N0 N
n! n! N0 ! N0 + 1 n N0 ! n
Hence, for any ϵ > 0 there exists N > max{N0 , |a|N0 +1 /N0 !}, we have |an /n!| < ϵ
whenever n > N .
√
3 n+1 3
(4.11) lim √ = .
n→∞ 2 n − 1 2
Proof. Observe
√
3 n + 1 3 5 5 5 3
√ = √ ≤ √ √ = √ <√ .
2 n − 1 − 2 4 n−2 4 n−2 n 2 n n
√
3 n + 1 3
For any ϵ > 0, there exists N > 9/ϵ2 such that √ − < ϵ whenever n >
2 n − 1 2
N.
(4.12) If
an := 0. 3| ·{z
· · 3}
n
then
1
lim an = = 0.3̇.
n→∞ 3
Proof. Observe

|an − 0.3̇| = 0. |3 ·{z · · 0} 333 · · ·
· · 3} 333 · · · = 0. 0| ·{z
· · 3} −0. |3 ·{z
n n n
1
< 0. 0| ·{z
· · 0} 1 = < ϵ
10n
n
if n > log10 1/ϵ.
(5) Basic properties: by Theorem 2.1.1

(5.1) (Uniqueness) If lim an = a and lim an = b, then a = b.
n→∞ n→∞
(5.2) (Boundedness) If the sequence {an }n≥1 converges, then {a)n}n≥1 is bounded.
(5.3) If lim an = a, lim bn = b, and a < b, then there exists N ∈ N such that an < bn
n→∞ n→∞
whenever n ≥ N .
(5.4) If lim an = a, lim bn = b, and an ≥ bn (n > N for some N ∈ N), then a ≤ b.
n→∞ n→∞
(5.5) If lim an = a, then lim |an | = |a|.
n→∞ n→∞
(6) Remarks:
(6.1) “{an }n≥1 is bounded” ⇏ “{an }n≥1 is convergent”. For example, an = (−1)n .
(6.2) “limn→∞ an = a, limn→∞ bn = b, and an < bn (n > N for some N ∈ N” ⇏
“a < b”. For example, an = 1/n and bn = 2/n.
-
2.1 Limits – 58 –
(6.3) “{|an |}n≥1 is convergent” ⇏ “{an }n≥1 is convergent”. For example, an = (−1)n .
(7) Theorem (Sandwich’s theorem): If xn ≤ yn ≤ zn for all n > N (for some N ∈ N) and
lim xn = lim zn = a, then lim yn = a.
n→∞ n→∞ n→∞
Proof. By Theorem 2.1.2.
(8) Examples:
(8.1) For any a1 , · · · , ak > 0, we have
p
lim n an1 + · · · + ank = max{a1 , · · · , ak }.
n→∞
Indeed,
p √
max{a1 , · · · , ak } < an1 + · · · + ank < k · max{a1 , · · · , ak }.
n n
(2n − 1)!!
(8.2) lim = 0. Recall that
n→∞ (2n)!!
n! = 1×2×· · ·×n, (2n)!! = 2×4×· · ·×(2n), (2n−1)!! = 1×3×· · ·×(2n−1).
Then, because (2k − 1)(2k + 1) = (2k)2 − 1 < (2k)2 ,

(2n − 1)!! Y 2k − 1 Y 2k 1 1
= < = · .
(2n)!! 2k 2k + 1 (2n − 1)!! 2n + 1
1≤k≤n 1≤k≤n
(2n)!!
Hence
(2n − 1)!! 1
<√ , n ≥ 1, (2.1.3.10)
(2n)!! 2n + 1
which tends to 0.
(9) Algebraic properties: If limn→∞ an = a, limn→∞ bn = b, and α, β ∈ R, then
an a
αan ± βbn → αa ± βb, an bn → ab, → (b 6= 0).
nn b
(10) Examples:
(10.1) For any a > 0,
√
lim n
a = 1. (2.1.3.11)
n→∞
√
Proof. By (4.4) or (2.1.3.8), limn→∞ a = 1 for each a ≥ 1. For 0 < a < 1,
n
√ 1 1
lim n a = … = = 1.
n→∞
n 1
1
lim
n→∞ a
Therefore, for any a > 0 we have (2.1.3.11).
1
(10.2) lim √ n
= 0.
n→∞ n!
Proof. Observe
(n!)2 = (1 × 2 × · · · × n)(n × (n − 1) × · · · × 2 × 1)
Y
= k(n − k + 1) ≥ nn
1≤k≤n
-
2.1 Limits – 59 –
because (k − 1)(n − k) ≥ 0, for each 1 ≤ k ≤ n, implies k(n − k + 1) ≥ n. Hence

√ √
1/ n n! ≤ 1/ n.
(10.3) For each q > 1,

logq n
lim = 0. (2.1.3.12)
n→∞ n
Proof. Observe
√ √
lim n
n = 1 < qϵ =⇒ n
n < q ϵ (n > N ).
n→∞
So logq n/n < ϵ for all n > N .
(11) We say that the sequence {an }n≥1 is an infinitely small sequence, if an → 0.
We say that the sequence {an }n≥1 is an infinitely large sequence, if for any C > 0, there
exists N ∈ N such that |an | ≥ C whenever n > N . In this case, we write limn→∞ an = ∞
or an → ∞.
(11.1) Define
lim an = +∞ or an → +∞ ⇐⇒ an → ∞ and an > 0 (n > N0 ). (2.1.3.13)

n→∞
(11.2) Define
lim an = −∞ or an → −∞ ⇐⇒ an → ∞ and an < 0 (n > N0 ). (2.1.3.14)

n→∞
(11.3) (Stolz’s theorem, 1885): Let {xn }n≥1 and {yn }n≥1 be two sequences.
(∞/∞ type) If {yn }n≥1 is strictly increasing, yn → +∞, and
xn − xn−1
lim =a
n→∞ yn − yn−1
(finite, positive infinity or negative infinity), then
xn
lim = a.
n→∞ yn
(0/0 type) If {yn }n≥1 is strictly decreasing, yn → 0, xn → 0, and
xn − xn+1
lim =a
n→∞ yn − yn+1
(finite, positive infinity or negative infinity), then
xn
lim = a.
n→∞ yn
The above theorem appeared in Stolz’s book⁴ and also in Cesàro’s paper⁵.
(12) Examples:
(12.1) (Revisit (4.8)) If lim an = a exists (possibly −∞ or +∞), then
n→∞
a1 + · · · + an
lim = a.
n→∞ n
⁴Stolz, O. Vorlesungen über allgemeine Arithmetik: nach den Neueren Ansichten [Lectures on general arithmetic:
based on the new views], Leipzig: Teubners, 1885.
⁵Cesàro, E. Sur la convergence des séries [On the convergence of series], Nouvelles annales de mathématiques, Series
3, 7(1888), 173-175.
-
2.1 Limits – 60 –
Indeed, take xn = a1 + · · · + an and yn = n. Then

a1 + · · · + an xn xn − xn−1 an
lim = lim = lim = lim = 1.
n→∞ n n→∞ yn n→∞ yn − yn−1 n→∞ 1
(12.2) If k ≥ N∗ , then Ç å
1k + · · · + nk 1 1
lim n − = .
n→∞ nk+1 k+1 2
Indeed Ç å
1k + · · · + n k 1
lim n −
n→∞ nk+1 k+1
(k + 1)(1k + · · · + nk ) − nk+1 xn
= lim = lim
n→∞ (k + 1)nk n→∞ yn
1
xn − xn−1 k(k + 1)nk−1 + · · · 1
= lim = lim 2 = .
n→∞ yn − yn−1 n→∞ k(k + 1)nk−1 + · · · 2
*(13) Define an+1 := sin an , n ≥ 0, where a0 ∈ (0, π). Prove that the sequence {an }n≥0 is
»
decreasing, lim an = 0 and lim an / 3/n = 1.
n→∞ n→∞
Proof. Observe a1 = sin a0 ∈ (0, π). By induction, we have an ∈ (0, π). Since sin x < x
for any x ∈ (0, π), it follows that an+1 < an , so the sequence {an }n≥1 is decreasing.
By (14) below, the limit lim an = a ∈ [0, π) exists. Then a = sin a, because sin x is
n→∞
continuous. Hence a = 0. Moreover
1 1 1
2 − 2 Ç å
1 an2 an+1 a n 1 1
lim = lim = lim = lim − 2
n→∞ na2 n n→∞ n n→∞ (n + 1) − n n→∞ a2 an
n+1
Å ã Å ã
1 1 1 1
= lim − 2 = lim − 2
n→∞ sin2 an an x→0 sin2 x x
x4
− sin x
x2 2
1
= lim 2 2 = lim 34 = .
x→0 x sin x x→0 x 3
Here we used Heine’s theorem (see E.) and (see G.)
Å ã2
x3 x4
sin x ∼ x −
2
+ o(x ) ∼ x2 −
4
+ o(x4 ).
6 3
(14) Theorem (Monotonic sequence theorem): Suppose that the sequence {an }n≥1 is mono-
tone. Then the sequence {an }n≥1 converges if and only if it is bounded. More precisely,
the sequence {an }n≥1 is increasing and an ≤ A =⇒ the limit lim an exists
n→∞
and
the sequence {an }n≥1 is decreasing and an ≥ B =⇒ the limit lim an exists.
n→∞
Proof. This part “=⇒” has been proved. Conversely, we may assume that the sequence
-
2.1 Limits – 61 –
{an }n≥1 is increasing and has an upper bound A. Then the set
E := {an |n ≥ 1}
is nonempty and bounded from above. Hence the supremum
a := sup E
exists by the supremum property. For any ϵ > 0, we have a − ϵ < aN ≤ a for some
N ∈ N. Then for all n > N , a − ϵ < aN ≤ an < a + ϵ. So an → a.
(15) Examples:
√ √
(15.1) If a1 = 2 and an+1 = 2 + an , then lim an = 2.
n→∞
√
Proof. Indeed, if limn→∞ an = a exists, then a = 2 + a so that a = 2 (since
an ≥ 0). Observe
√ » √ √ √
a2 = 2 + a1 = 2 + 2 > 2 = a1 , a2 < 2 + 2 = 2.
√
In general, by induction on n, one has 2 < an < 2 and the sequence {an }n≥1 is
increasing. Hence the limit lim an = a exists and then a = 2.
n→∞
1
(15.2) If a1 = 1 and an+1 = , compute the limit lim an .
1 + an n→∞
Proof. Observe that

1 2 3 5
a1 = 1, a2 = , a3 = , a4 = , a5 = , · · · .
2 3 5 8
By induction on n, we can prove that the sequence {a2n }n≥1 is increasing while the
1
sequence {a2n−1 }n≥1 is decreasing, and ≤ an ≤ 1. Set
2
lim a2n = A, lim a2n−1 = B.
n→∞ n→∞
Then √
1 1 5−1
A= , B= =⇒ A=B= .
1+B 1+A 2
Because for any n we have

 |a − A|, n = 2k,
2k
|an − A| =
 |a2k−1 − B|, n = 2k − 1,
√
5−1
we can conclude that lim an = .
n→∞ 2
(15.3) Revisit e:
Å ã
1 n X 1 X 1
e = lim 1+ = := lim . (2.1.3.15)
n→∞ n n! n→∞ k!
n≥0 0≤k≤n
Proof. Let
Å ã Å ã X 1
1 n 1 n+1
an := 1 + , bn := 1 + , en := .
n n k!
0≤k≤n
-
2.1 Limits – 62 –
Claim 1: The sequences {an }n≥1 and {en }n≥1 are increasing, while the sequence
{bn }n≥1 is decreasing.
Proof. For all n,

Å ã Ç å
1 n X
n 1 X n(n − 1) · · · (n − k + 1)
an = 1 + = = 1 +
n k nk k!nk
0≤k≤n 1≤k≤n
Å ã Å ã Å ã
1 1 1 1 n−1
= 1+1+ 1− + ··· + 1− ··· 1 −
2! n n! n n
Å ã Å ã Å ã
1 1 1 1 n−1
< 1+1+ 1− + ··· + 1− ··· 1 −
2! n+1 n! n+1 n+1
< an+1
and, by Bernoulli’s inequality,

Å ãn Ö
1 1 èn
1+ 1 +
bn−1 n−1 n−1 1
= Å ãn+1 =
bn 1 1 1
1+ 1+ 1+
n n n
Å ãn Å ã Å ã
1 1 n 1 1 1
= 1+ 2 > 1+ > 1+ = 1.
n −1 1 n−1 1 n 1
1+ 1+ 1+
n n n
The sequence {en }n≥1 is clearly increasing.
Claim 2: Both limits lim an = lim bn exist.

n→∞ n→∞
Proof. Observe
X 1 X 1 1
an < 1 + 1 = ≤2+ =3− <3
k! k(n − 1) n
2≤k≤n 2≤k≤n
so
lim an = A, lim bn = B
n→∞ n→∞
exist. Because bn = (1 + 1/n)an , we get B = A.
Claim 3: We have
lim en = lim an = lim bn =: e.
n→∞ n→∞ n→∞
Proof. For any fixed k, we have

Å ã Å ã Å ã
1 1 1 1 n−1
an = 1 + 1 = 1− + ··· + 1− ··· 1 −
2! n n! n n
Å ã Å ã Å ã
1 1 1 1 k−1
> 1+1+ 1− + ··· + 1− ··· 1 − .
2! n k! n n
Letting n → ∞ yields
1
lim an ≥ 1 + 1 + + ··· +
= ek .
n→∞ 2! k!
On the other hand, an < en . Hence lim an = lim en exist.
n→∞ n→∞
From Claim 1 to Claim 3, we get (2.1.3.15).
(15.4) Euler’s constant or Euler-Mascheroni constant (1733): The constant first ap-
-
2.1 Limits – 63 –
peared in Euler 1734 paper⁶ Euler used the notations C and O for the constant. In
1790, Lorenzo Mascheroni used⁷ the notations A and a for the constant. The notation
γ appears nowhere in the writings of either Euler or Mascheroni. The limit
Ñ é
X 1
γ := lim − ln n (2.1.3.16)
n→∞ k
1≤k≤n
exists.
Proof. Observe that

1 1
1+ + ··· +
lim 2 n = lim xn = lim xn − xn−1
n→∞ ln n n→∞ yn n→∞ yn − yn−1
1 1
= lim n = lim Å n − 1 ã · n − 1 = 1,
n→∞ n n→∞ 1 n
ln ln 1 +
n−1 n−1
because
Å ã Å ãn+1 Å ãn+2 Å ã
1 n 1 1 1 n+1
1+ < 1+ <e< 1+ < 1+
n n+1 n+1 n
implies Å ã
1 1 1
< ln 1 + < . (2.1.3.17)
1+n n n
Set
X 1
an := − ln n.
k
1≤k≤n
Then Å ã
X 1 n+1
an > ln 1 + − ln n = ln >0
k n
1≤k≤n
Å ã
1 1
and an+1 − an = − ln 1 + < 0 by (2.1.3.17).
n+1 n
(16) The sequence {an }n≥1 is a Cauchy sequence, if for any ϵ > 0 there exists N ∈ N such
that
|an − am | < ϵ
whenever n, m > N .
(16.1) The sequence {an }n≥1 converges if and only if it is Cauchy.
Proof. The “only if” part is easy: If lim an = a exists, then for any ϵ > 0, there
n→∞
exists N ∈ N such that |an − a| < ϵ whenever n > N . Hence
|an − am | ≤ |an − a| + |am − a| < 2ϵ.
Thus the sequence {an }n≥1 is Cauchy.
⁶Euler, L. De Progressionibus harmonicis observationes [Observations on harmonic progressions] (written in 1734),

Commentarii academiae scientiarum Petropolitanae, 7(1740), 150-161.
⁷Mascheroni, L. Adnotationes ad calculum integralem Euleri [Notations for Euler’s integral calculus], Galeatii, 1790.
-
2.1 Limits – 64 –
(16.2) The sequence {an }n≥1 is NOT a Cauchy sequence if and only if there exists ϵ0 > 0
such that for allß N ∈ N we have |an0 −™am0 | ≥ ϵ0 for some n0 , m0 > N .
1 1
(16.3) The sequence an = 1 + + · · · + is NOT Cauchy. Because
2 n n≥1
X 1 X 1 1
a2N − aN = ≥ = ,
k 2N 2
N +1≤k≤2N N +1≤k≤2N
We take ϵ0 = 1/2, m0 = 2N and n0 = N .
(16.4) “Cauchy sequence” =⇒ “bounded sequence”, but the converse is not true.
(17) Given a sequence {an }n≥1 and a strictly increasing function φ : N∗ → N∗ . We call the
sequence {aφ(k) }k≥1 a subsequence of {an }n≥1 .
(17.1) If {aφ(k) }k≥1 is a subsequence, then φ(k) ≥ k. In fact, by definition, φ(1) ≥ 1.
Assume φ(k) ≥ k. If φ(k + 1) ≤ k, then φ(k) < φ(k + 1) ≤ k. Hence φ(k + 1) ≥
k + 1.
Usually, we write {ank }k≥1 for a subsequence of {an }n≥1 . Note that nk ≥ k.
(17.2) If the sequence {an }n≥1 converges and lim an = a, then any subsequence {ank }k≥1
n→∞
is also convergent and lim ank = a.
k→∞
(17.3) If some subsequence {ank }k≥1 diverges, then {an }n≥1 diverges too.
(17.4) If there are two subsequence of {an }n≥1 that have distinct limits, then the sequence
{an }n≥1 diverges.
(17.5) (Bolzano-Weierstrass, 1817) Any bounded sequence contains at least one conver-
gent subsequence.
(17.6) Any unbounded sequence contains at least one unbounded subsequence.
(18) Theorem:
(18.1) (Euler, 1737) e ∈
/ Q.
(18.2) (Lambert, 1761) π ∈
/ Q.
(19) Conjecture: γ ∈
/ Q.
C. Infinite limit. For a function whose values grow without bound, the function diverges
and the usual limit does not exist. However, in this case one may introduce limits with infinite
values.
(1) We have three types of infinite limits:
Ü ê
∀ M > 0 ∃ δ > 0 such that
lim f (x) = +∞ ⇐⇒ f (x) ≥ M . (2.1.3.18)
x→c
whenever 0 < |x − c| < δ
Ü ê
lim f (x) = −∞ ⇐⇒ f (x) ≤ −M . (2.1.3.19)
x→c
-
2.1 Limits – 65 –
Ü ê
lim f (x) = ∞ ⇐⇒ |f (x)| ≥ M . (2.1.3.20)
x→c
(2) Similarly, we can give definitions for

 

 +∞, 

  +∞,
lim f (x) = −∞, , lim f (x) = −∞,
x→c+ 
 x→c− 

 
∞. ∞.
and
  

 
 

 +∞,  +∞,  +∞,
lim f (x) = −∞, , lim f (x) = −∞, , lim f (x) = −∞,
x→+∞ 
 x→−∞ 
 x→∞ 

  
∞. ∞. ∞.
In summary, we can define
lim f (x) = L, X ∈ {c, c+, c−, ∞, +∞, −∞}, L ∈ {∞, +∞, −∞}. (2.1.3.21)
x→X
(3) Examples:
1 1
(3.1) lim = +∞, lim = +∞.
x→1+ (x − 1) 2 x→1− (x − 1)2
x+1 x+1
(3.2) lim 2 = lim = −∞.
x→2+ x − 5x + 6 x→2+ (x − 3)(x − 2)
tan x − sin x sin x 1 1 − cos x 1 1
(3.3) lim 3
= lim · · 2
=1·1· = .
x→0 x √ x→0√ x cos x x 2 2
1+x− 31+x
(3.4) Compute lim . Observe
x→0 ln(1 + 2x)
√ √ Ä√ ä Ä√ ä
1+x− 31+x = 1+x−1 − 31+x−1
x x
= √ − .
1 + x + 1 (1 + x) + (1 + x)1/3 + 1
2/3
Then √ √ √ √
1 + x − 3 +x x 1+x− 31+x
= ·
ln(1 + 2x) ln(1 + 2x) x
Å ã
1 1 1 1
→ · − = .
2 1+1 1+1+1 12
Here we used
ln(1 + x)
lim =1 (2.1.3.22)
x→0 x
that will be proved later.
D. Asymptotes. In analytic geometry, an asymptote of a curve is a line such that the distance
between the curve and the line approaches zero as one or both of the x or y coordinates tends to
infinity. The term was introduced by Apollonius of Perga in his work on conic sections.
The asymptotes most commonly encountered in the study of calculus are of curves of the
form y = f (x). These can be computed using limits and classified into horizontal, vertical and
-
2.1 Limits – 66 –
oblique asymptotes depending on their orientation.

(1) The line x = c is a vertical asymptote of the graph of y = f (x), if any of the following
four statements is true:
lim f (x) = +∞, lim f (x) = −∞, lim f (x) = +∞, lim f (x) = −∞.
x→c+ x→c+ x→c− x→c−
For example, x = 0 is a vertical asymptote of y = 1/x.
(2) The line y = b is a horizontal asymptote of the graph of y = f (x), if
either lim f (x) = b or lim f (x) = b.

x→+∞ x→−∞
(3) The line y = ax + b is an oblique asymptote of the graph y = f (x), if
either lim [f (x) − (ax + b)] = 0 or lim [f (x) − (ax + b)] = 0.

x→+∞ x→−∞
(4) Examples:
2x
(4.1) Find the vertical and horizontal asymptotes of f (x) = . Actually, the vertical
x−1
asymptote is x = 1 and the horizontal asymptote is y = 2.
2x4 + 3x3 − 2x − 4
(4.2) Find the oblique asymptote of f (x) = . Indeed, observe
x3 − 1
2x(x3 − 1) + 3x3 − 4 (2x + 3)(x3 − 1) − 1 1
f (x) = = = 2x + 3 − 3 .
x −1
3 x −1
3 x −1
Then
1
lim [f (x) − (2x + 3)] = lim =0
x→∞ x→∞ 1 − x3
so that the oblique asymptote is y = 2x + 3.
E. The Heine theorem. This theorem gives us a description of lim f (x) = L in terms of
x→c
lim f (xn ) = L.
n→∞
Theorem 2.1.3. (Heine)

Let f be function defined on (c − ρ, c + ρ) \ {ρ} and L ∈ R. Then
á ë
∀ {an }n≥1 ⊂ (c − ρ, c + ρ) \ {ρ}
lim f (x) = L ⇐⇒ with lim an = c, we have
n→∞
, (2.1.3.23)
x→c
lim f (an ) = L
n→∞
Ü ê
∀ {an }n≥1 ⊂ (c − ρ, c + ρ) \ {ρ}
⇐⇒ with lim an = c, we have . (2.1.3.24)
n→∞
{f (an )}n≥1 is convergent
♥
Proof. For (2.1.3.23): “=⇒” is obvious.

“⇐=”: Assume that lim f (x) 6= L. Then there exists ϵ0 > 0 such that for all δ ∈ (0, ρ] we
x→c
ρ
have |f (x) − L| ≥ ϵ0 for some x satisfying 0 < |x − c| < δ. Taking δn = , n ≥ 1, yields a
n
sequence {xn }n≥1 satisfying 0 < |xn − c| < δn and |f (xn ) − L| ≥ ϵ0 . Hence lim f (xn ) 6= L.
n→∞
For (2.1.3.24): “=⇒” is obvious.
-
2.1 Limits – 67 –
“⇐=”: We shall show that any convergent sequence {f (an )}n≥1 has the same limit. As-
sume 0 < |an − c|, |bn − c| < ρ and
lim an = 0 = lim bn
n→∞ n→∞
but
lim f (an ) = L, lim f (bn ) = M, L 6= M.
n→∞ n→∞
Consider a new sequence 

 a , n = 2k − 1,
k
xn :=
 bk , n = 2k.
Then lim xn = c, but {f (xn )}n≥1 is divergent.

n→∞
Example 2.1.5
(1) limx→0 sin x1 does NOT exist. In fact
1
lim sin = lim sin(nπ) = 0,
n→∞ 1 n→∞
nπ
but
1 π
lim sin = lim sin 2nπ + = 1.
n→∞ 1 n→∞ 2
π
2nπ +
2
(2) The Dirichlet function D(x) has NO limit at each x ∈ R. The fucntion D(x) was
introduced by Dirichlet in 1829 papera and is defined as

 1, x ∈ Q,
D(x) =
 0, x ∈ / Q.
For any c ∈ R, there are an ∈ Q and bn ∈
/ Q such that an → c and bn → c. However
lim D(an ) = lim 1 = 1, lim D(bn ) = lim 0 = 0.

n→∞ n→∞ n→∞ n→∞
aDirichlet, L. Sur la convergence des séries trigonométriques qui servent à représenter une fonction arbitraire
entre des limites données, J. Reine Angew. Math., 4(1829), 157-169.
♠
Theorem 2.1.4. (Cauchy’ test)

We have
Ñ é
∀ ϵ > 0 ∃ M > 0 ∀ |x|, |y| > M
the limit lim f (x) exists ⇐⇒ ,
x→∞ one has |f (x) − f (y)| < ϵ
Ñ é
∀ ϵ > 0 ∃ M > 0 ∀ 0 < |x − a|, |y − a| < δ
the limit lim f (x) exists ⇐⇒ .
x→a one has |f (x) − f (y)| < ϵ
♥
Proof. We may proof the first statement. “=⇒” is obvious by definition. For “⇐=”, by Theorem
2.1.3.
-
2.1 Limits – 68 –
F. The Bohr-Mollerup-Artin theorem. This theorem is proved by the Danish mathemati-

cians Harald Bohr⁸ and Johannes Mollerup in “Lærebog i Matematisk Analyse (Textbook in
mathematical analysis, 1922)”. A treatment of this theorm is in Emil Artin’s book “The Gamma
Function” (1964).
Definition 2.1.1
To say a function F : (a, b) → R, −∞ ≤ a 0.
(2) − ln x (x > 0), |x| (x ∈ R), ex (x ∈ R) are convex.
♣
Theorem 2.1.5
Assume that f : (0, +∞) → (0, +∞) satisfies
(i) f (x + 1) = xf (x),
(ii) ln f (x) is convex,
(iii) f (1) = 1.
Then
nx n!
f (x) = lim , x > 0. (2.1.3.25)
n→∞ x(x + 1) · · · (x + n)
♥
Proof. (1) Assume 0 < x ≤ 1 and n ≥ 2. Then f (n) = (n − 10!. Let
F (x) := ln f (x).
Because 0 ≤ x, 1 − x ≤ 1, we get
F (n + x) = F (x(n + 1) + (1 − x)n) ≤ xF (n + 1) + (1 − x)F (n).
Then
F (n + x) − F (n)
≤ F (n + 1) − F (n).
x
x 1
On the other hand, according to n = (n − 1) + (n + x), we have
1+x 1+x
x 1
F (n) ≤ F (n − 1) + F (n + x).
1+x 1+x
Hence
ln[f (+x)] − ln[f (n)]
ln(n − 1) ≤ ≤ ln n,
x
that is,
ln [(n − 1)x (n − 1)!] ≤ ln[f (x + n)] ≤ ln [nx (n − 1)!]
⁸His brother is the Nobel Prize-winning physicist Niels Bohr. He was a member of the Danish national football team
for the 1908 Summer Olympics, where he won a silver medal.
-
2.1 Limits – 69 –
or
(n − 1)x (n − 1)! nx (n − 1)!
≤ f (x) ≤ .
x(x + 1) · · · (x + n − 1) x(x + 1) · · · (x + n − 1)
Equivalently
n nx n!
f (x) ≤ ≤ f (x), n ≥ 1, 0 < x ≤ 1.
n+x x(x + 1) · · · (x + n)
nx n!
f (x) = lim , 0, x ≤ 1.
n→∞ x(x + 1) · · · (x + n)
(ii) For general x > 0, there exists k ∈ N such that
k < x ≤ k + 1, 0 < x − k ≤ 1.
So
nx−k n!
f (x − k) = lim .
n→∞ (x − k)(x − k + 1) · · · (x − k + n)
However,
f (x) = f (x − 1 + 1) = (x − 1)f (x − 1) = · · ·
nx n!
= (x − k)(x − k + 1) · · · (x − 1)f (x − k) = lim
n→∞ nk x(x + 1) · · · (x − k + n)
nx n! (x − k + n + 1) · · · (x + n)
= lim ·
n→∞ x(x + 1) · · · (x + n) nk
which gives (2.1.3.25).
Euler defined
nx n!
Γ(x) := lim , x>0 (2.1.3.26)
n→∞ x(x = 1) · · · (x = n)
as the gamma function.
G. Order estimates.
Big O (The letter O was chosen to stand for “Ordnung”, the order of approximation.) was
introduced by Paul Bachmann⁹, while the little o was introuced by Edmund Landau¹⁰ etc.
(1) (Landau, 1909):
f (x) = o(1) as x → c ⇐⇒ lim f (x) = 0.

x→c
(2) The above notion can be defined for
x → c+, x → c−, x → +∞, x → −∞, x → ∞.
(3) When we write “f (x) = o(1)”, we should emphasize “as x → ∗”:


 = o(1), as x → 0,
f (x) = x
 6= o(1), as x → 1.
⁹Bachmann, Pa. Analytische Zahlentheorie [Analytic Number Theory], Vol. 2, Leipzig: Teubner, 1895.
¹⁰Landau, E. Handbuch der Lehre von der Verteilung der Primzahlen [Handbook on the theory of the distribution of
the primes] , Leipzig: B. G. Teubner, 1909.
-
2.1 Limits – 70 –
(4) Basic properties: In the following, all infinitesimal are as “x → c”:

(4.1) lim f (x) = L ⇐⇒ f (x) − L = o(1) or f (x) = L + o(1).
x→c
(4.2) f (x) = o(1) ⇐⇒ |f (x)| = o(1).
(4.3) f (x) = o(1), g(x) = o(1) =⇒ αf (x) + βg(x) = o(1) for all α, β ∈ R.
(4.4) f (x) = o(1), g(x) is bounded near c =⇒ f (x)g(x) = o(1).
(5) Assume
u(x) = o(1), v(x) = o(1), as x → c.
(5.1) (Hardy, 1910) u ≺ v:

u(x)
u(x) = o(v(x)) =⇒ lim = 0.
x→c v(x)
(5.2) (Hardy, 1910) u ≼ v: Ivan Matveyevich Vinogradov introduced u v,

u(x)
u(x) = O(v(x)) ⇐⇒ ≤ M near c.
v(x)
(5.3) (Landau, 1909) u ≈ v or u v:

u(x)
u(x) = O(v(x)) and v(x) = O(u(x)) ⇐⇒ 0 < m ≤ ≤ M near c.
v(x)
(5.4) u ∼ v:
u(x)
u∼v ⇐⇒ lim = 1.
x→c v(x)
(6) To say u(x) is k-th order of infinitesimal (as x → c), if
u(x) ≈ (x − a)k (k > 0).
To say A(x − a)k is the principal part of u(x) (as x → c), if
u(x) ∼ A(x − a)k .
(7) Examples:
1
1 − cos x ∼ x2 , x → 0,
2
and
(1 + x)α − 1
sin x ∼ x ∼ tan x ∼ ln(1 + x) ∼ ex − 1 ∼ (α > 0), x → 0.
α
(8) Basic properties: Consider the limit process x → c.
(8.1) If u(x) = O(v(x)), v(x) = O(w(x)), then u(x) = O(w(x)).
(8.2) If u(x) = O(v(x)), v(x) = o(w(x)), then u(x) = o(w(x)).
(8.3) O(u(x)) + O(v(x)) = O(u(x) + v(x)).
(8.4) O(u(x))O(v(x)) = O(u(x)v(x)).
(8.5) o(1)O(u(x)) = o(u(x)).
(8.6) O(1)o(u(x)) = o(u(x)).
(8.7) O(u(x)) + o(u(x)) = O(u(x)).
(8.8) o(u(x)) + o(v(x)) = o(|u(x)| + |v(x)|).
(8.9) o(u(x))o(v(x)) = o(u(x)v(x)).
(8.10) If u(x) ∼ v(x), v(x) ∼ w(x), then u(x) ∼ w(x).
-
2.1 Limits – 71 –
(8.11) If u(x) ∼ v(x), w(x) = o(u(x)), then u(x) ∼ v(x) ± w(x).

(9) Remark:If u1 (x) ∼ v1 (x) and u2 (x) ∼ v2 (x), then
u1 (x) − u2 (x) v1 (x) − v2 (x)
lim 6= lim .
x→c w(x) x→v w(x)
For example,
tan x − sin x 0−0
lim 6= lim = 0.
x→0 x3 x→0 x3
Actually
tan x − sin x sin x 1 − cos x sin x 1 − cos x 1 1 1
lim 3
= lim · 3
= lim · 2 = 1· · = .
x→0 x x→0 cos x x x→0 x x cos x 1 2 2
As x → 0, we shall prove later that
1 1
sin x ∼ x − x3 , tan x ∼ x + x3 , x → 0,
3! 3
so that
1
sin x − tan x ∼ x3 , x → 0.
2
Theorem 2.1.6
Assume that v(x) ∼ w(x) as x → c. Then
lim u(x)v(x) = A ⇐⇒ lim u(x)w(x) = A,

x→v x→c
u(x) u(x)
lim = A ⇐⇒ lim = A.
x→c v(x) x→c w(x)
♥
w(x)
Proof. Observe u(x)w(x) = u(x)v(x) · .
v(x)
Example 2.1.6
p
(1) Find lim arccos( x2 + x − x). Let
x→+∞
p
u = x2 + x − x.
Then
x 1
lim u = lim √ =
x→+∞ x→+∞ 2
x+ x +x 2
so that Å ã
Äp ä π
lim arccos x + x − x = arccos lim u = .
2
x→+∞ x→+∞ 3
Å ã √
1 π 3
(2) Find the principal part of π − 3 arccos x + and sin x + − as x → 0.
2 3 2
Indeed √
π 3 x π x x x
sin x + − = 2 cos + sin ∼ sin ∼
3 2 2 6 2 2 2
and
Å ã ï Å ãò ï Å ãò
1 1 1
π − 3 arccos x + ∼ sin π − 3 arccos x + = sin 3 arccos x +
2 2 2
Å ãò ï Å ãò
1 1
= 3 sin arccos x + − 4 sin3 arccos x +
2 2
-
2.1 Limits – 72 –
Å ã ñ Å ã ô3/2
1 2 1 2
= 3 1− x+ −4 1− x+
2 2
Å ã ñ Ç Å ã åô √
1 2 1 2 3 √
= 1− x+ 3−4 1− x+ ∼ 4x + 4x2 ∼ 2 3x
2 2 2
as x → 0.
(3) Let f be defined on (0, +∞) such that
f (2x) = f (x) and f (x) = o(1), x → +∞.
Show that f ≡ 0.
Proof. For any x0 > 0, we hve
f (x0 ) = f (2x0 ) = f (22 x0 ) = · · · = f (2n x0 ), n ∈ N.
Letting n → ∞ yields f (x0 ) = 0.

♠
2.1.4 Continuity of functions
A form of the epsilon–delta definition of continuity was first given by Bernard Bolzano¹¹
in 1817. Augustin-Louis Cauchy defined continuity of y = f (x) as follows: an infinitely small
increment α of the independent variable x always produces an infinitely small change f (x+α)−
f (x) of the dependent variable y.
The formal definition and the distinction between pointwise continuity and uniform conti-
nuity were first given by Bolzano in the 1830s but the work wasn’t published until the 1930s.
Eduard Heine provided the first published definition of uniform continuity in 1872, but based
these ideas on lectures given by Peter Gustav Lejeune Dirichlet in 1854.
A. Continuity at a point. Karl Weierstrass denied continuity of a function at a point c

unless it was defined at and on both sides of c, but Édouard Goursat allowed the function to be
defined only at and on one side of c, and Camille Jordan¹² allowed it even if the function was
defined only at c.
(1) Let f be defined on an open interval containingg c. We say that f is continuous at c if
lim f (x) = f (c). (2.1.4.1)

x→c
That is, Ñ é
∀ ϵ > 0 ∃ δ ∈ (0, r] (where f : (r − c, r + c) → R)
such that |f (x) − f (c)| < ϵ whenever |x − c| < δ
¹¹Bolzano, B. Rein analytischer Beweis des Lehrsatzes daß zwischen je zwey Werthen, die ein entgegengesetzetes Resul-
tat gewähren, wenigstens eine reelle Wurzel der Gleichung liege [Purely analytical proof of the theorem that between
every two values that give an opposite result, there is at least one real root of the equation], Prague: Haase, 1817.
¹²Jordan, M. C. Cours d’analyse de l’École polytechnique, Pairs: Gauthier-Villars, 1893.
-
2.1 Limits – 73 –
In this situation, c is called a point of continuity. otherwise, we say that f is discontinuous

at c.
(2) We say that f is continuous on an open interval (a, b) if it is continuous at each point
of (a, b).
(3) The function f is right continuous at a, if lim f (x) = f (a) and left continuous at b if
x→a+
lim f (x) = f (b).
x→b−
(4) We say that f is continuous on the closed interval [a, b]. if it is continuous on (a, b),
right continuous at a, and left continuous at b.
(5) Similarly, we can define the continuity of f on [a, b), (a, b], [a, +∞), (a, +∞), (−∞, a],
(−∞, a) or (−∞, +∞).
(6) If f is continuous on an interval I, we write f ∈ C (I).
Example 2.1.7
x2 − 4
(1) f (x) = , where x 6= 2. Because
x−2
lim f (x) = lim (x + 2) = 4,
x→2 x→2
defining f (2) = 4 makes f to be continuous at 2.
(2) sin x, cos x, ax (a > 0) are continuous on (−∞, +∞); loga x (a > 0) is contin-
uous on (0, +∞); tan x, sec x are continuous on R \ {kπ + π/2}k∈Z ; cot x, csc x are
continuous on R \ {kπ}k∈Z .
(3) The function f is continuous at c, if and only if it is right and left continuous at c.
(4) If the function f is continuous at c, then |f | is continuous at c. Because
||f (x) − |f (c)|| ≤ |f (x) − f (c)|.
The converse is NOT true, for example,

 1

 x + 1, 0 ≤ x ≤ 2,

 2
f (x) =



 1 x − 1, −2 ≤ x < 0.
2
(5) By Theorem 2.1.3,
lim f (x) = f (c) ⇐⇒ lim f (xn ) = f (c), (2.1.4.2)

x→c n→∞
where {xn }n≥1 is any sequence contained in the domain of f and tends to c.
(6) The absolute function f (x) = |x| is continuous on (−∞, +∞).
√
(7) The function f (x) = n x is continuous on (−∞, +∞) if n is odd, and on [0, +∞) if
n is even.
(8) Consider 
 1 − cos x , x 6= 0,
f (x) = x2
 1, x = 0.
-
2.1 Limits – 74 –
Because
1 − cos x 1
lim f (x) = lim 2
= 6= 1 = f (0),
x→0 x→0 x 2
f is discontinuous at 0.
(9) Find an and bn suc that f (x) is continuous on (−∞, +∞), where

 a + sin(πx), 2n ≤ x ≤ 2n + 1,
n
f (x) =
 bn + cos(πx), 2n − 1 < x < 2n,
Indeed,
lim f (x) = f (2n) = lim f (x) =⇒ bn + 1 = a n
x→2n− x→2n+
and
lim f (x) = f (2n − 1) = lim f (x) ⇐= an−1 = bn − 1

x→(2n−1)− x→(2n−1)+
so an = 2 + an−1 = · · · = 2n + a0 and bn = an − 1 = a0 + 2n − 1.
(10) Show that the Riemann function

 0, x ∈ (0, 1) and x ∈
/ Q,
R(x) := 1 p (2.1.4.3)
 , x ∈ (0, 1) and x = with (p, q) = 1.
q q
is continuous only at irrationals in (0, 1).
Proof. Firstly show that for any x0 ∈ (0, 1) ∩ Q, R(x) is discontinuous at x. Write
x0 = p/q ∈ (0, 1) and take ϵ0 = 1/2q > 0. For any δ ∈ (0, 1), there exists an irrational
x ∈ (0, 1) such that |x − x0 | < δ but

1
|f (x) − f (x0 )| = > ϵ0 .
q
Next, we prove that for any irrational x ∈ (0, 1), R(x) is continuous at x0 . For any given
ϵ > 0 there exist finitely many q ∈ N such that 1/q > ϵ, s there exist finitely
many
p

p/q ∈ (0, 1) satisfying 1/q ≥ ϵ. Hence, there is a δ > 0 such that − x0 ≥ δ for any
q
p/q ∈ (0, 1) with 1/q ≥ ϵ. Therefore, for any x ∈ (0, 1) ∩ Q with |x − x0 | < δ, where
x = p/q, we must have 1/q < ϵ and then
1
|f (x) − f (x0 )| = |f (x)| = < ϵ,
q
where |x − x0 | < δ and x is irrational in (0, 1), |f (x) − f (x0 )| = 0 < ϵ.
The function (2.1.4.3) is named after Carl Johannes Thomaea, but has many other names:
the Thomae function, the popcorn function, the raindrop function, the countable
cloud function, the modified Dirichlet function, the ruler function, the Riemann func-
tion, or the Stars over Babylon. Thomae mentioned it as an example for an integrable
function with infinitely many discontinuities in an early textbook on Riemann’s notion of
integration.
Empirical probability distributions related to (2.1.4.3) appearb in DNA sequencing. The
-
2.1 Limits – 75 –
human genome is diploid, having two strands per chromosome. When sequenced, small
pieces (“reads”) are generated: for each spot on the genome, an integer number of reads
overlap with it. Their ratio is a rational number, and typically distributed similarly to
(2.1.4.3).
aThomae, J. Einleitung in die Theorie der bestimmten Integrale [Introduction to the theory of definite integrals],
Halle a/S: Verlag von Louis Nebert, 1875.
bTrifonov, Vladimir; Pasqualucci, Laura; Dalla-Favera, Riccardo; Rabadan, Raul. Fractal-like Distributions
over the Rational Numbers in High-throughput Biological and Clinical Data, Scientific Reports. 191(2011),
no. 1, 191.
♠
Theorem 2.1.7
(1) (Continuity under function operations) If f and g are continuous at c, then f + g,
f − g, f · g and f /g (provided g(c) 6= 0) are continuous at c.
(2) (Continuity of compositions) If g is continuous at c and f is continuous at g(c), then
f ◦ g is continuous at c.
♥
Proof. (1) The proof is similar to limits under function operations.

(2) For any ϵ > 0, there is a δ > 0 such that
|f (t) − f (g(c))| < ϵ, whenever |t − g(c)| < δ.
The continuity of g at c shows that there is a η > 0 such that
|g(x) − g(c)| < δ, whenever |x − c| < η.
Hence
|(f ◦ g)(x) − (f ◦ g)(c)| < ϵ
whenever |x − c| < η.
Note 2.1.2
If f, g are continuous at c, then
f ∧ g; = min(f, g), f ∨ g := max(f, g)
are continuous at c. ♣
B. Points of discontinuity. If a function is not continuous at a point in its domain, one says
that it has a discontinuity there and this point is called a point of discontinuity. The set of all
points of discontinuity of a function may be a discrete set, a dense set, or even the entire domain
of the function.
(1) The function f (x) is discontinuous at c, if and only if either f (c) does not exist, or f (c)
exists but f (c) 6= limx→c f (x). Recall one-sided limits
f (c+) := lim f (x), f (c−) := lim f (x)

x→c+ x→c−
of f at c.
-
2.1 Limits – 76 –
Let f be discontinuous at c.
(1.1) Discontinuity of first kind:
f (c+), f (c−) both exist.
In this case, define the jump or oscillation of f at c by f (c+) − f (c−).

(1.1.1) Removable discontinuity: (Figure 32) the jump of f at c is zero, that is,
f (c+) = f (c−).
Since f is discontinuous at c, it follows that, in this case, the limit lim f (x) exists,
x→
but lim f (x) is not be equal to f (c) (if it exists).
x→
If we redefine

 f (x), x 6= c,
fe(x) := (2.1.4.4)
 lim f (x) = f (c+) = f (c−), x = c,
x→c+
then it is continuous at c.
(1.1.2) Jump discontinuity: (Figure 33 the jump of f at c is nonzero, that is,
f (c+) 6= f (c−).
(1.2) Discontinuity of second kind: (Figure 34) at least one of f (c+) and f (c−) does
not exist.
(2) Example:
(2.1) 0 is a jump doscontinuity of



 1, x > 0,
f (x) = sgn(x) = 0, x = 0,



−1, x < 0.
(2.2) k ∈ Z are jump discontinuity of
f (x) = bxc and f (x) = x − bxc = hxi.
(2.3) −1 is a discontinuity of second kind of f (x) = x/(1 + x)2 .

(2.4) f (x) = x/ sin x has a removable discontinuity 0, and discontinuity of second kind
kπ (k 6= 0). õ û
1 1 1
(2.5) f (x) := − has discontinuity of second kind 0, and jump discontinuity (k 6=
x x k
0).
(3) Remark: If the monotone function f : (a, b) → R is discontinuous at c, then c is a jump
discontinuity.
Proof. Assume that f is increasing. For any a < c1 < c < c2 < b, we have
f (c1 ) ≤ f (c) ≤ f (c2 ).
Then, by Heine’s theorem,

f (c−) ≤ f (c) ≤ f (c+).
If f (c−) = f (c+), then f is continuous at c. Hence f (c−) < f (c+).
-
2.1 Limits – 77 –
Figure 32: Removable discontinuity
Figure 33: Jump discontinuity
(4) Remark:
Elementary functions are continuous on their domains.
2.1.5 Properties of continuous functions on closed intervals
There are three important properties of continuous functions on closed intervals:

the boundedness theorem
the extreme value theorem
the intermediate value theorem
A. The boundedness theorem. This theorem says that a continuous function on the closed
interval is bounded on that interval.
Theorem 2.1.8. (The boundedness theorem; Bolzano, 1830s)
If f ∈ C ([a, b]), then f is bounded on [a, b].
♥
Proof. otherwise, assume that f is unbounded on [a, b]. For any n ≥ 1, there exists xn ∈ [a, b]
such that |f (xn )| ≥ n. Hence, there is a subsequence {xnk }k≥1 of {xn }n≥1 converges to sme
Figure 34: Discontinutiy of second kind
-
2.1 Limits – 78 –
c ∈ [a, b]. By Heine’s theorem,

f (c) = lim f (xnk )
k→∞
and then |f (c)| = +∞.
Note 2.1.3
The closed interval [a, b] in Theorem 2.1.8 can not be replaced by (a, b). Equivalently,
“f ∈ C ((a, b))” ⇏ “f is bounded”. For example, f (x) = 1/x with (a, b) = (0, 1).
♣
B. The extreme value theorem. The extreme value theorem was originally proven by
Bernard Bolzano in the 1830s in “Functionenlehre¹³ (Function theory)”. Bolzano’s proof con-
sisted of showing that a continuous function on a closed interval was bounded, and then showing
that the function attained a maximum and a minimum value. Both proofs involved what is known
today as the Bolzano–Weierstrass theorem.The result was also discovered later by Weierstrass¹⁴
in 1877.
Theorem 2.1.9. (The extreme value theorem; Bolzano, 1830s; Weierstrass, 1877)
If f ∈ C ([a, b]), then there are ξ, η ∈ [a, b] such that
f (ξ) ≤ f (x) ≤ f (η), a ≤ x ≤ b.

♥
Proof. By Theorem 2.1.8, the number M := sup f (x) exists. Assume M > f (x) for any
x∈[a,b]
x ∈ [a, b]. Consider
1
F (x) := > 0, x ∈ [a, b].
M − f (x)
Then F ∈ C ([a, b]). Using Theorem 2.1.8 again, we can find a positive constant K > 0
satisfying
0 < F (x) ≤ K, x ∈ [a, b].
Hence
1
f (x)‘M − , x ∈ [a, b]
K
contradicting with the definition of M .
C. The intermediate value theorem. The theorem was first proved¹⁵ by Bernard Bolzano
in 1817. Bolzano used the following formulation of the theorem¹⁶
¹³Bolzano, B. Functionenlehre, edited by K. Rychlik, Royal Bohemian Academy of Sciences, Prague, 1930.
¹⁴Weierstrass, K. Einleitung in die Theorie der analytischen Funktionen, Vorlesung, Berline 1878 in einer Mitschrift
von Adolf Hurwitz, Ullrich P. (ed), Vieweg und Sohn, Braunschweig.
¹⁵Bolzano, B. Rein analytischer Beweis des Lehrsatzes, dass zwischen je zwey Werthen, die ein entgegengesetzes Resultat
gewähren, wenigstens eine reelle Wurzel der Gleichung liege [Purely analytic proof of the theorem that between any
two values whichgive results of opposite sign there lies at least one real root of the equation], Prague, 1817. One year
later it also appeared in Volume 5 of the Abhandlungen der köiglichen böhmischen Gesellschaft der Wissenschaften
for 1818.
¹⁶Russ, S. B. A translation of Bolzano’s paper on the intermediate value theorem, Historia Math., 7(1980), no. 2,
-
2.1 Limits – 79 –
Figure 35: The intermediate value theorem
Let f, ϕ be continuous functions on the interval between α and β such that f (α) <
ϕ(α) and f (β) > ϕ(β). Then there is an x between α and β such that f (x) = ϕ(x).
Augustin-Louis Cauchy provided the modern formulation and a proof in 1821. Both were in-
spired by the goal of formalizing the analysis of functions and the work of Joseph-Louis La-
grange. The idea that continuous functions possess the intermediate value property has an earlier
origin. Simon Stevin proved the intermediate value theorem for polynomials (using a cubic as
an example) by providing an algorithm for constructing the decimal expansion of the solution.
Earlier authors held the result to be intuitively obvious and requiring no proof. The insight of
Bolzano and Cauchy was to define a general notion of continuity (in terms of infinitesimals in
Cauchy’s case and using real inequalities in Bolzano’s case), and to provide a proof based on
such definitions.
Theorem 2.1.10. (The intermediate value theorem; Bolzano, 1817; Cauchy, 1821)
Let f ∈ C ([a, b]) be a continuous function on [a, b].
(1) If f (a)f (b) < 0, then f (ξ) = 0 for some ξ ∈ (a, b).
(2) If µ is a number between f (a) and f (b), then f (ξ) = µ for some ξ ∈ (a, b).
♥
Note 2.1.4
(1) If f ∈ C |([a, b]), then f ([a, b]) = [mf , Mf ], where
mf := min f (x), Mf := max f (x).

x∈[a,] x∈[a,b]
(2) If f ∈ C ([a, b], then f is strictly monotone if and only if f −1 exists.

(3) If f : [a, b] → [a, b] is continuous, then f (ξ) = ξ for some ξ ∈ [a, b].
Proof. Consider F (x) := f (x) − x. Then
F (a) · F (b) = [f (a) − a][f (b) − b] ≤ 0.
So there is a ξ ∈ [a, b] satisfying F (ξ) = 0.
156-185.
-
2.1 Limits – 80 –
(4) If P (x) is an odd degree polynomial defined on (−∞, +∞), then P (x0 ) = 0 holds at
least for some x0 ∈ R.
Proof. Write
P (x) = a0 x2n−1 + a1 x2n−2 = · · · + a2n−2 x + a2n−1 , a0 6= 0.
Without loss of generality, we may assume that a0 > 0. Then

P (x)
lim = a0 > 0.
x→∞ x2n−1
Therefore, we can find x1 < 0 < x2 satisfying
P (x1 ) P (x0 )
2n−1 > 0, > 0.
x1 x2n−1
2
But x2n−1
1 < 0 < x2n−1
2 , we get P (x1 ) < 0 0 and lim g(x) = β ∈ R,then

x→X x→X
lim [f (x)]g(x) = αβ (2.1.5.1)

x→X
where “x → X” means one of x → c, x → c+, x → c−, x → ∞, x → +∞ or
x → −∞. Indeed,
lim [f (x)]g(x) = lim eg(x) ln f (x) = eβ ln α = αβ .

x→X x→X
♣
Example 2.1.8
(1) Suppose that f ∈ C ([0, 1]), f ≥ 0, f (0) = f (1) = 0, and 0 < a < 1. Then there
exists some x0 ∈ [0, 1] such that f (x0 ) = f (x0 + a) and 0 ≤ x0 + a ≤ 1.
Proof. Let F (x) := f (x) − f (x + a) with 0 ≤ x ≤ 1 − a. Then F ∈ C ([0, 1 − a]) and
F (0) = f (0) − f (a) ≤ 0, F (1 − a) = f (1 − a) − f (1) ≥ 0.
By Theorem 2.1.10, we have F (x0 ) = 0 for some x0 ∈ [0, 1 − a].
(2) If f ∈ C ([a, b]) and x1 , · · · , xn ∈ [a, b], then

1 X
f (ξ) = f (xk )
n
1≤k≤n
for some x ∈ [a, b].
Proof. Let
mf = min f (x) and Mf = max f (x).
x∈[a,b] x∈[a,b]
Then
1 X
mf ≤ f (xk ) ≤ Mf .
n
1≤k≤n
By Theorem 2.1.10, we obtain the desired result.
-
2.1 Limits – 81 –
(3) If f ∈ C ([0, 1]), f (0) = 0 and f (1) = 1, then

Å ã
1 1
f ξ− = f (ξ) −
3 3
for some ξ ∈ [1/3, 1).
Proof. Let Å ã
1 1 1
F (x) := f x − − f (x) + , ≤ x ≤ 1.
3 3 3
Then
Å ã Å ã Å ã
1 1 1 1 1
F = f (0) − f + = −f ,
3 3 3 3 3
Å ã Å ã
2 1 2 2
F (1) = f − f (1) + = f − ,
3 3 3 3
Å ã Å ã Å ã
2 1 2 1
F = f −f + ,
3 3 3 3
and Å ã Å ã
1 2
F +F + F (1) = 0.
3 3
Å ã Å ã Å ã
2 2 2 2
If F = 0, we choose ξ = . If F 6= 0, we may assume that F > 0. Then
3 3 3 3
Å ã
1
F + F (1) < 0.
3
Å ã Å ã Å ã
1 1 2 1
When F < 0, we have F (ξ) = 0 for some ξ ∈ , . When F = 0, we take
3 Å ã 3 3 3Å ã
1 1 1
ξ = . When F > 0, F (1) < 0 and hence F (ξ) = 0 for some ξ ∈ ,1 .
3 3 3
♠
2.1.6 Uniform continuity
Recall that
Ü ê
∀ ϵ > 0 ∃ δ = δ(c, ϵ) > 0 such that
lim f (x) = f (c) ⇐⇒ |f (x) − f (c)| < ϵ
x→c
whenever |x − c| < δ
(1) Can we find δ depending only on ϵ?
(2) Example: Consider f (x) = sin x, x ∈ (−∞, +∞). Then, by an inequality below
(2.1.1.3),

x−c x + c x − c

|f (x) − f (c)| = | sin x − sin c| = 2 sin cos
≤ 2 sin < |x − c|
2 2 2
In this case δ = ϵ.
Definition 2.1.2. (Uniform continuity; Heine, 1817; Weierstrass, 1860
The function f : I → R, where I is an interval, is uniformly continuous, if for any ϵ > 0
there is a δ = δ(ϵ) > 0 such that
|f (x) − f (y)| < ϵ
-
2.1 Limits – 82 –
Figure 36: Uniform continuity
whenever x, y ∈ I and |x − y| < δ.

♣
Note 2.1.5
(1) If f is uniformly continuous, then f is continuous.
(2) “f is NOT uniformly continuous on I” if and only if “there is a ϵ0 > 0 such tht for all
δ > 0 we have |f (x0 ) − f (y0 )| ≥ ϵ0 for some x0 , y0 ∈ I with |x0 − y0 | < δ”.
(3) When we say that f is uniformly continuous, we should emphasize the domain of f .
For instance,

1  uniformly continuous, on [1, 2],
f (x) = is
x  NOT uniformly continuous, on (0, +∞).
(4) We say that a function f : I → R is α-Hölder continuous for some α ∈ (0, 1], if
there is a M > 0 such that
|f (x) − f (y)| ≤ M |x − y|α , x, y ∈ I.
In this case, we write f ∈ C α (I) when 0 < α < 1 and f ∈ Lip(I) when α = 1. Then
f ∈ C α (I) or Lip(I) =⇒ f is uniformly continuous. (2.1.6.1)

♣
Example 2.1.9
(1) The function f (x) = sin x is uniformly continuous on (−∞, +∞).
1
(2) The function f (x) = is NOT uniformly continuous on (0, +∞). For any δ > 0,
x
there is x0 = min{1/2, δ} and y0 = x0 /2 such that
x0 1
|y0 − x0 | = < δ, |f (y0 ) − f (x0 )| = ≥ 2 > 1 =: ϵ0 .
2 x0
1
(3) The function f (x) = sin is NOT uniformly continuous on (0, +∞). Indeed, take
x
1 1
xn = , yn = π.
2nπ 2nπ +
2
-
2.1 Limits – 83 –
Then
1
|xn − yn | = , |f (xn ) − f (yn )| = 1.
2n(4n + 1π
♠
Theorem 2.1.11
Let f, g be uniformly continuous on I.
(i) For any α, β ∈ R, αf + βg is uniformly continuous on I.
(ii) If f and g are bounded on I, then f g is uniformly continuous on I.
(iii) If f is bounded on I and g ≥ m on I for some positive constant m > 0, then f /g
is uniformly continuous on I.
♥
Proof. For any given ϵ > 0, there is a δ = δ(ϵ) > 0 such that |f (x) − f (y)| < ϵ and |g(x) −
g(y)| < ϵ whenever |x − y| < δ.
(i) follows from
|(αf + βg)(x) − (αf + βg)(y)| = |α[f (x) − f (y)] + β[g(x) − g(y)]| ≤ αϵ + βϵ.
(ii) Let |f (x)|, |g(x)| ≤ M for all x ∈ I. Then
|(f g)(x) − (f g)(y)| = |f (x)[g(x) − g(y)] + g(y)[f (x) − f (y)]|
≤ |f (x)||g(x) − g(y)| + |g(y)||f (x) − f (y)| < M ϵ + M ϵ.
(iii) Let |f (x)|, |g(x)| ≤ M for all x ∈ I. Then

Å ã Å ã
f f f (x)g(y) − f (y)g(x)

h (x) − g (y) = g(x)g(y)
1 2M ϵ
≤ 2 |f (x)[g(y) − g(x)] + g(x)[f (x) − f (y)]| ≤ .
ϵ m2
Note that the condition “g ≥ m” can be replaced by “|g| ≥ m”.
Theorem 2.1.12. (Bolzano-Dirichlet-Heine-Cantor-Borel)

If f ∈ C ([a, b]) is continuous on the closed interval [a, b], then f is uniformly continuous
on [a, b].
♥
Proof. Otherwise, there is a ϵ0 > 0 and sequences {xn }n≥1 , {yn }n≥1 ⊂ [a, b] such that
lim (xn − yn ) = 0, |f (xn ) − f (yn )| ≥ ϵ0 .

n→∞
Take a subsequence {ynk }k≥1 of {yn }n≥1 that converges y0 ∈ [a, b]. Then
xnk = ynk + (xnk − ynk ) → y0
and 0 < ϵ0 ≤ |f (xnk ) − f (ynk )| that, letting n → ∞, tends to |f (y0 ) − f (y0 )| = 0.
Theorem 2.1.13
The function f is uniformly continuous on I, if and only if for any two sequences
{xn }n≥1 , {yn }n≥1 ⊂ I with lim (xn − yn ) = 0 we have lim (f (xn ) − f (yn )) = 0.
n→∞ n→∞
♥
-
2.1 Limits – 84 –
Proof. Obvious.
In “Functionenlehre (Function theory)”, Bolzano has grasped¹⁷ the concept of uniform con-
tinuity in 1817. Eduard Heine was the first to publish¹⁸ a definition of uniform continuity in
1870, and a proof¹⁹ of Theorem 2.1.12 in 1872. He claimed no originality in these papers, and
gave almost credit to Dirichlet in this lectures²⁰ on definite integrals in 1854.
Note 2.1.6
(1) Let f be defined on a closed interval[a, b]. Then
f ∈ C ([a, b]) ⇐⇒ f is uniformly continuous on [a, b].
(2) If f is uniformly continuous on (a, b), then f is continuous on (a, b). However, the
converse is not true.
(3) I f ∈ C ((a, b)), then f is uniformly continuous on (a, b) if and only if lim f (x) and
x→a+
lim f (x) both exist.
x→b−
♣
Example 2.1.10
(1) “continuous + bounded” ⇏ “uniformly continous”. Indeed, consider
f (x) = sin(x2 ), x ∈ (−∞, +∞).

√
For any δ > 0, take n0 ≥ 1 with 1/ n0 < δ. and
…
√ π
x1 = 2n0 π, x2 = 2n0 π + .
2
Then
…
π √ π
0 < x 2 − x1 = 2n0 π + − 2n0 π = … 2
2 π √
2n0 π + + n0 π
2
π 1 π 1 1
≤ · = ·√ < √ < δ
2 2x1 4 2n0 π n0
and
h πi
|f (x2 ) − f (x1 )| = sin (2n0 + 1) − sin(2n0 π) = 1.
2
(2) “f, g are uniformly continuus” ⇏ “f g is uniformly continuous”. Indeed, consider
f (x) = x, g(x) = sin x, x ∈ (−∞, +∞).
¹⁷Bolzano, B. Functionenlehre (written in 1830s), edited by K. Rychlik, Royal Bohemian Academy of Sciences, Prague,
1930.
¹⁸Heine, E. Üner trigomometrische Reihen, J. Reine Angew. Math., 71(1870), 353-365.
¹⁹Heine, E. Die Elemente der Functionenlehre, J. Reine Angew. Math., 74(1872), 172-188.
²⁰Dirichlet, L.-D. Vorlesungen über die Lehre von den einfachen und mehrfachen bestimmten Integralen [Lectures on
the theory of simple and multiple definite integrals], Ed. by G. Arendt, Braunschweig: Fr. Vieweg & Sohn, 1904.
This book is based on lectures given by Dirichlet in the summer of 1854 at the local university, and also in the uymmer
of 1858 at the University of Göttingen with the same lecture name.
Another related lecture note with references: Dirichlet, L. -D. Vorlesungen über die Theorie der bestimmten Inte-
grale zwischen reellen Grenzen, Mit vorzüglicher Berücksichtigung der von P. Gustav Lejeune–Dirichlet im Sommer
1858 gehaltenen Vorträge über bestimmte Integrale. Ed. by Gustav Ferdinand Meyer. Leipzig: B. G. Teubner, 1871.
-
2.2 Derivatives – 85 –
Take
1
xn = 2nπ, yn = 2nπ + .
n
Then limn→∞ (xn − yn ) = 0 but
Å ã
1 1 1
(f g)(yn ) − (f g)(xn ) = 2nπ + sin → 2nπ sin → 2π.
n n n
(3) “f is uniformly continuous and the converse f −1 exists” ⇏ “f −1 is uniformly contin-
uous”. For example, f (x) = ln x, x ∈ (−∞, +∞).
(4) If f ∈ C ([a, +∞)) and lim f (x) = L < ∞, then f is uniformly continuous on
x→+∞
[a, +∞).
(5) If f ∈ C ((−∞, +∞)), lim f (x) = L < ∞, and lim f (x) = M < ∞, then f is
x→+∞ x→−∞
uniformly continuous on (−∞, +∞).
(6) If f is uniformly continuous on (−∞, +∞), then there are a, b ≥ 0 such that |f (x)| ≤
a|x| + b for all x ∈ (−∞, +∞).
Proof. For any ϵ > 0, there is a δ > 0 such that |f (x) − f (y)| < ϵ whenever x, y ∈
(−∞, +∞) with |x − y| ≤ δ. For any x ∈ (−∞, +∞), there are n ∈ Z and x0 ∈ (−δ, δ)
such that x = nδ + x0 . Then
X
f (x) = [f (kδ + x0 ) − f ((k − 1)δ + x0 )] + f (x0 )
1≤k≤|n|
and
X |x − x0 |
|f (x)| ≤ ϵ + |f (x0 )| ≤ |n|ϵ + M = ϵ + M, M = max |f (x)|
δ x∈[−δ,δ]
1≤k≤|n|
ϵ ϵ ϵ
≤ |x| + M + |x0 | ≤ |x| + (M + ϵ).
δ δ δ
Hence we can take a = ϵ/δ and b = M + ϵ.
♠
2.2 Derivatives
Introduction
h Derivatives and differentials h Mean value theorems for derivatives
h Rules for finding derivatives and h L’Hospital’s rules
chain rule h Taylor’s formula
h Extremal theorems
2.2.1 Derivatives and differentials
-
Chapter 3 Integrals
Introduction
h Definite integrals h Transcendental functions
h Applications of integrals h Improper integrals
3.1 Definite integrals
3.2 Applications of integrals
Introduction
h Areas h Applications in physics
h Volumes h Probability and random variables
h Lengths of plane curves h Numerical integration
3.2.1 Areas
3.2.2 Volumes
3.2.3 Lengths of plane curves
3.2.4 Applications in physics
Suppose that we have an object moved along the x-axis from a to b subject to a variable
force F (x) at the point x, where F is a continuous function of x. Then the work is given by
Z b
W := F (x)dx. (3.2.4.1)
a
For example, according to Hooke’s law, the force F (x) keeping a spring stretched or compressed
x units is
F (x) = k x (3.2.4.2)
where k is the spring constant (a positive constant depending only on the spring). Hence, plug-
ging (3.2.4.2) into (3.2.4.1) yields
Z b
k b k
W = k xdx = x2 = (b2 − a2 ).
a 2 a 2
Assume we have a system of n masses of sizes m1 , · · · , mn , located at points x1 , · · · , xn

along the x-axis.
3.2 Applications of integrals – 87 –
(1) The total mass of this system is

X
m := mi . (3.2.4.3)
1≤i≤n
(2) The total moment of this system (with respect to the origin) is
X
M := xi mi . (3.2.4.4)
1≤i≤n
(3) To find a point x such that the total moment of this system (with respect to x is zero, we
shall have
X
xi mi
X M 1≤i≤n
0= (xi − x)mi ⇐⇒ 0 = M − xm ⇐⇒ x= = X
m mi
1≤i≤n
1≤i≤n
3.2.5 Probability and random variables
In the middle school, we have learned what’s the probability of an event. Roughly speaking,
the probability of an event is the proportion of times in a long sequence of trials that the event
will occur.
(1) If A is an event (that is, a set of possible outcomes), then we denote the probability of A
by P(A).
(2) P(A) satisfies the following properties:
(2.1) 0 ≤ P(A) ≤ 1 for any event A;
(2.2) P(Ω) = 1, where Ω is the sample space (that is, the set of all possible outcomes);
(2.3) for any sequence of disjoint events {Ai }i≥1 , where Ai ∩ Aj = ∅ for any i 6= j, we
have Ñ é
[ X
P Ai = P(Ai ).
i≥1 i≥1
(3) If AC := Ω \ A, then
P(AC ) = P(Ω) − P(A) = 1 − P(A).

Note 3.2.1
Kolmogorov’s axioms for probabilities is as follows: an ordered triple (Ω, F , P), where
(K1) Ω is a set of points ω,
(K2) F is a σ-algebra of subsets of Ω,
(K3) P is a probability on F ,
is called a probability space. Here Ω is the sample space, the sets A in F are events,
and P(A) is the probability of the event A.
We shall explain concepts in (K2) and (K3).

(1) A collection A of subsets of Ω is called an algebra if
-
(1a) Ω ∈ A ,
(1b) if A, B ∈ A , then A ∪ B, A ∩ B ∈ A ,
(1c) if A ∈ A , then AC ∈ A .
An algebra F is called an σ-algebra if it satisfies the following additional condition
(1d) if An ∈ F , n ≥ 1, then ∪n≥1 An , ∩n≥1 An ∈ F .
(2) Let A be an algebra of subsets of Ω. A set function µ : A → [0, +∞] is called a

finitely additive measure defined on A , if
µ(A + B) = µ(A) + µ(B)
for every pair of disjoint sets A and B in A . A finitely additive measure µ is σ-additive
if, for all pairwise disjoint subsets An , n ≥ 1, of A with ∪n≥1 An ∈ A ,
Ñ é
[ X
µ An = µn (An ).
n≥1 n≥1
An σ-additive measure P on A is called a probability if P(Ω) = 1.

♣
A rule that assigns a numerical value to the outcome of an experiment is called a discrete
random variable X. Similarly, if a rule X can take on any value in some interval of R, then we
say X is a continuous random variable.
(1) The probability distribution of a discrete random variable X, that is, a listing of all pos-
sible values of X, together with their corresponding probabilities, is in the following table:
x x1 x2 ··· xn ···
P(X = x) p1 p2 ··· pn ···
(2) If X is a discrete random variable with probability distribution
P(X = xi ) = pi , i ≥ 1,
then the expectation of X, denoted E(X), also called the mean of X ans denoted µ, is
X
x i pi
X i≥1
µ = E(X) = x i pi = X . (3.2.5.1)
i≥1 pi
i≥1
Example 3.2.1
If the probability distribution is given by
x x1 = 1 x2 = 2 x3 = 3 x4 = 4
P(X = x) p1 = 0.90 p2 = 0.06 p3 = −0.03 p4 = 0.01
then
X X
P(X ≥ 2) = pi = 0.10, E(X) = xi pi = 1.15.
2≤i≤4 1≤i≤4
♠
-
We use the probability density function f (x) for a continuous random variable X:
(1) fZ (x) ≥ 0 on the interval I ⊆ R;
(2) f (x)dx = 1;
I
(3) for any [a, b] ⊆ I,
Z b
f (x)dx =: P(a ≤ x ≤ b).
a
The expected value or mean of X is

Z
µ = E(X) = xf (x)dx. (3.2.5.2)
I
The cumulative distribution function F for X is
Z
F (x) := P(X ≤ x) = f (t)dt. (3.2.5.3)
I∩(−∞,x]
Theorem 3.2.1
If X is a continuous random variable taking on values in the interval [A, B] and having
the probability density function f (x) and the cumulative distribution function F (x), then
F ′ (x) = f (x), F (A) = 0, F (B) = 1, F (b) − F (a) = P(a ≤ x ≤ b). (3.2.5.4)

♥
Example 3.2.2
(1) If a continuous random variable X has the probability density function

 1 , 0 ≤ x ≤ 10,
f (x) = 10
 0, otherwise.
then
Z 9
8
P(1 ≤ x ≤ 9) = f (x)dx =
= 0.8,
1 10
Z 10 Z 10
1 100
E(X) = xf (x)dx = xdx = = 5.
0 10 0 20
(2) If a continuous random variable X has the probability density function


 12 x2 (5 − x), 0 ≤ x ≤ 5,
f (x) = 625
 0, otherwise.
then  Z x
 4 3 3 4

 f (t)dt = x − x , 0 ≤ x ≤ 5,
 0 125 625
F (x) =


0, x < 0,


1, x > 5.
and
Z 5 Z 5
12 2 328 12 2
P(X ≥ 3) = x (5 − x)dx = , E(X) = x x (5 − x)dx = 3.
3 625 625 0 625
-
(3) The uniform distribution is


 1
, a ≤ x ≤ b,
f (x) = b − a (3.2.5.5)
 0, otherwise.
Then
Å ã Z a+b
b+a 2 1
P a≤x≤ = f (x)dx = ,
2 a 2
Z b Z b
1 b−a
E(X) = xf (x)dx = xdx = ,
b−a a 2
 Z x
a
 x

 f (t)dt = , a ≤ x ≤ b,
 0 b−a
F (x) =


0, x < a,


1, x > b.
♠
3.2.6 Numerical integration
The following indefinite integrals

Z Z p Z
sin x
sin(x2 )dx, 1 − x4 dx, dx
x
cannot be expressed algebraically in terms of elementary functions. Consequently, we can not
fund the explicit value for those integrals over a given interval.
A. Assume that f ∈ R([a, b]). Partition [a, b] into n smaller intervals with endpoints
a = x0 < x1 > · · · < xn−1 < xn = b
where
b−a
∆xi := xi − xi−1 = , 1 ≤ i ≤ n,
n
and consider the Riemann sum
X
Rn := f (ξi )∆xi , ξi ∈ [xi−1 , xi ]. (3.2.6.1)
1≤i≤n
There are three special cases:
(1) left end point:
b−a
ξi = xi−1 = a + (i − 1) .
n
In this case, we obtain the left Riemann sum
X Å ã
b−a X b−a
Rn = f (xi−1 )∆xi = f a + (i − 1) (3.2.6.2)
n n
1≤i≤n 1≤i≤n
so that Z Å ã
b
b−a X b−a
f (x)dx ≈ f a + (i − 1) . (3.2.6.3)
a n n
1≤i≤n
-
When f ∈ C 1 ([a, b]), we get

Z
b X Z xi

f (x)dx − Rn = [f (x) − f (xi−1 )]dx
a 1≤i≤n xi−1
X Z xi X M1 Å b − a ã2 (b − a)2
≤ M1 |x − xi−1 |dx = = M1 ,
xi−1 2 n 2n
1≤i≤n 1≤i≤n
where
M1 := max |f ′ (x)|.
x∈[a,b]
Hence Z Å ã
b
1
f (x)dx = Rn + O , n → ∞. (3.2.6.4)
a n
(2) right end point:

b−a
ξi = xi = a + i .
n
In this case, we obtain the right Riemann sum
X Å ã
b−a X b−a
Rn = f (xi−1 )∆xi = f a+i (3.2.6.5)
n n
1≤i≤n 1≤i≤n
so that Z Å ã
b
b−a X b−a
f (x)dx ≈ f a+i . (3.2.6.6)
a n n
1≤i≤n

Z
b X Z xi

f (x)dx − Rn = [f (x) − f (xi−1 )]dx
a 1≤i≤n xi
X Z Å
X M1 b − a 2 ã
xi
(b − a)2
≤ M1 |x − xi−1 |dx = = M1 ,
xi 2 n 2n
1≤i≤n 1≤i≤n
where
M1 := max |f ′ (x)|.
x∈[a,b]
Hence Z Å ã
b
1
f (x)dx = Rn + O , n → ∞. (3.2.6.7)
a n
(3) mid-point: Å ã
xi−1 + xi 1 b−a
ξi = =a+ i− .
2 2 n
In this case, we obtain the midpoint Riemann sum (the rectangle rule)
X xi−1 + xi Å Å ã ã
b−a X 1 b−a
Rn = f ∆xi = f a+ i− (3.2.6.8)
2 n 2 n
1≤i≤n 1≤i≤n
-
so that Z Å Å ã ã
b
b−a X 1 b−a
f (x)dx ≈ f a+ i− . (3.2.6.9)
a n 2 n
1≤i≤n

x x xi−1 + xi f ′′ (ξi ) xi−1 + xi 2
i−1 + xi i−1 + xi
f (x) = f +f ′ x− + x−
2 2 2 2 2
for some ξi ∈ (xi−1 , xi ) and
Z xi h x i Z Å ã
i−1 + xi M 2 xi xi−1 + xi 2 M2 b − a 2
f (x) − f dx ≤ x− dx ≤ .
xi−1 2 2 xi−1 2 3 2n
Hence Z
b (b − a)3

f (x)dx − Rn ≤ M2 (3.2.6.10)
a 24n2
where
M2 := max |f ′′ (x)|.
x∈[a,b]
Example 3.2.3
Approximate the definite integral
Z 3√
4 − xdx
1
using the left, right and midpoint Riemann sum methods (up to n = 4). Indeed,
Z 3 Z 3
√ 2 3/2 3 √ 2
4 − xdx = t dt = t = 2 3 −
1/2
≈ 2.7974.
1 1 3 3 1
Since
1 1
f (x) = (4 − x)1/2 , f ′ (x) = − (4 − x)−1/2 , f ′′ (x) = − (4 − x)−3/2 ,
2 4
it follows that
1 1
M1 = max |f ′ (x)| = , M2 = max |f ′′ (x)| = .
x∈[1,3] 2 x∈[1,3] 4
In this case, (a, b, n) = (1, 3, 4) so that
b−a 3−1
= = 0.5.
4 4
For the left Riemann sum,
Z 3 Å ã
√ b−a X b−a
4 − xdx ≈ f a + (i − 1)
1 n n
1≤i≤n
Å ã
1 X 1 1
= f 1 + (i − 1) = [f (1) + f (1.5) + f (2) + f (2.5)] ≈ 2.9761.
2 2 2
1≤i≤4
For the right Riemann sum,

Z 3 Å ã
√ b−a X b−a
4 − xdx ≈ f a+i
1 n n
1≤i≤n
Å ã
1 X 1 1
= f 1+i = [f (1.5) + f (2) + f (2.5) + f (3)] ≈ 2.6100.
2 2 2
1≤i≤4
-
For the midpoint Riemann sum,

Z 3 Å Å ã ã
√ b−a X 1 b−a
4 − xdx ≈ f a+ i−
1 n 2 n
1≤i≤n
Å Å ã ã
1 X 1 1 f (1.25) + f (1.75) + f (2.25) + f (2.75)
= f 1+ i− = ≈ 2.7996.
2 2 2 2
1≤≤4
♠
Example 3.2.4
Approximate Z 2
sin(x2 )dx
0
using a right Riemann sum with n = 8. Actually

Z 2 Å ã Å ã
b−a X b−a 1 X 1
sin(x2 )dx ≈ f a+i = f 0+i
0 n n 4 4
1≤i≤n 1≤i≤8
ñÅ ã2 ô
1 X i
= sin ≈ 0.69622.
4 4
1≤i≤8
♠
B. The trapezoidal rule. The area of the trapezoid xi−1 xi f (xi )f (xi−1 ) is
b − a f (xi−1 ) + f (xi )
·
n 2
so that the considered Riemann sum is
X b − a f (xi−1 ) + f (xi )
Tn := ·
n 2
1≤i≤n
 
X Å ã
b − a  f (a) + f (b) b−a 
= + f a+i (3.2.6.11)
n 2 n
1≤i≤n−1
so that Z b
f (x)dx ≈ Tn (3.2.6.12)
a
or Z b X
f (x)dx − Tn = gi (3.2.6.13)
a 1≤i≤n
where
Z xi
f (xi−1 ) + f (xi )
gi := f (x)dx − (xi − xi−1 )
xi−1 2
Å ã
b−a
Z xi−1 + b−a f (xi−1 ) + f xi−1 +
n n b−a
= f (x)dx − · . (3.2.6.14)
xi−1 2 n
Introduce
Z xi−1 +t
f (xi−1 ) + f (xi−1 + t) b−a
gi (t) := f (x)dx − t, 0 ≤ t ≤ .
xi−1 2 n
-
Figure 3.2.6.1: The trapezoidal rule
Hence
Å ã
b−a
gi = g , gi (0) = 0,
n
f (xi−1 ) + f (xi−1 + t) f ′ (xi−1 + t)
gi′ (t) = f (xi−1 + t) − − t,
2 2
f ′ (xi−1 + t) f ′′ (xi−1 + t) f ′ (xi−1 + t)
gi′′ (t) = f ′ (xi−1 + t) − − t−
2 2 2
f ′′ (xi−1 + t)
= − t.
2
Therefore
M1 M2
|gi′ (t)| ≤ 2M0 + t, |gi′′ (t)| ≤ t.
2 2
According to Z Z
t t
gi (t) = gi′ (x)dx, gi′ (t) = gi′′ (x)dx,
0 0
we get
M1 2 M2 2 M2 3
|gi (t)| ≤ 2M0 t + t , |gi′ (t)| ≤ t , |gi (t)| ≤ t
4 4 12
and hence Å ã Å ã
b−a M1 b − a 2
|gi | ≤ 2M0 +
n 4 n
or Å ã3
M2 b−a M2
|gi | ≤ = (b − a)3 .
12 n 12n3
Consequently
Z Z b Å ã
b
Mn 1
f (x)dx − T n ≤ (b − a) 3
, f (x)dx = T n + O . (3.2.6.15)
a 12n2 a n 2
-
Figure 3.2.6.2: The parabolic rule
Example 3.2.5
Approximate Z 2
sin(x2 )dx
0
using the trapezoidal rule with n = 8. Indeed,

 
Z 2 X Å ã
b − a  f (a) + f (b) b−a 
sin(x2 )dx ≈ + f a+i
0 n 2 n
1≤i≤n−1
 
X Å ã
2 − 0  f (0) + f (2) 2−0 
= + f 0+i
8 2 8
1≤i≤7
 
1  f (0) + f (2) X Åiã
= + f  ≈ 0.79082.
4 2 4
1≤i≤7
♠
C. The parabolic rule. This rule is also called Simpson’s rule or Simpson’s 1/3 rule ap-
pearing in the book “Doctrine and Application of Fluxions” (1750), named after Thomas Simp-
son (1710-1761).
The area under the parabola shown in Figure 3.2.6.2 is
(x − x∗i )(x − xi )
P2 (x) = f (xi−1 )
(xi−1 − x∗i )(xi−1 − xi )
(x − xi−1 )(x − xi ) ∗ (x − xi−1 )(x − x∗i )
+ ∗ f (x ) + f (xi ),
(xi − xi−1 )(x∗i − xi ) i
(xi − xi−1 )(xi − x∗i )
where x∗i := (xi−1 + xi )/2, is
Z xi
xi − xi−1 h x
i−1 + xi
i
P2 (x)dx = f (xi−1 ) + 4f + f (xi ) .
xi−1 6 2
Hence the considered Riemann sum is
X b−ah x
i−1 + xi
i
Sn = f (xi−1 ) + 4f + f (xi )
6n 2
1≤i≤n
ï Å ã Å ã Å ãò
b−a X i−1 2i − 1 i
= f a+ (b − a) + 4f a + (b − a) + f a + (b − a) .
6n n 2n n
1≤i≤n
-
We can prove
Z Å ã5
xi
M4 b−a
|f (x) − P2 (x)|dx ≤ (3.2.6.16)
xi−1 2880 n
with
M4 := sup |f (4) (x)|.
x∈[a,b]
Consequently
Z Z b Å ã
b
M4 1
f (x)dx − Sn ≤ (b − a) 5
, f (x)dx = S n + O . (3.2.6.17)
a 2880n 4
a n4
Example 3.2.6
(1) Approximate Z 4
dx
1 1+x
using the parabolic rule with n = 3. Indeed,
Z 4 X 4 − 1ï Å ã Å ã
dx i−1 i
≈ f 1+ (4 − 1) + f 1 + (4 − 1)
1 1+x 6×3 3 3
1≤i≤3
Å ãò ï Å ãò
2i − 1 1 X 1
+ 4f 1 + (4 − 1) = f (i) + f (i + 1) + 4f i +
2×3 6 2
1≤i≤3
1
= [f (1) + f (2) + 4f (1.5) + f (2) + f (3) + 4f (2.5) + f (3) + f (4) + 4f (3.5)]
6
≈ 0.9164
with
M4 M4 3/4
error ≈ (4 − 1)5 = = ≈ 0.00078.
2880 × 34 960 960
(2) Consider the same integral in (1) and determine the value of n so that the absolute
value of the error En can be less than 0.00001. In this case
1
f (x) =
1+x
so that
−1 2 −6 24
f ′ (x) = 2
, f ′′ (x) = 3
, f ′′′ (x) = 4
, f (4) (x) = .
(1 + x) (1 + x) (1 + x) (1 + x)5
Hence
(a) The left Riemann sum
M1 9
|En | ≤ (b − a)2 = , n ≥ 112500.
2n 8n
(b) The right Riemann sum
M1 9
|En | ≤ (b − a)2 = , n ≥ 112500.
2n 8n
-
3.3 Transcendental functions – 97 –
(c) The midpoint Riemann sum

M2 9
|En | ≤ 2
(b − a)3 = , n ≥ 168.
24n 32n2
(d) The trapezoidal rule
M2 9
|En | ≤ 2
(b − a)3 = , n ≥ 238.
12n 16n2
(e) The parabolic rule
M4 81
|En | ≤ 4
(b − a)5 = , n ≥ 9.
2880n 1280n4 ♠
3.3 Transcendental functions
Introduction
h The natural logarithm functions h The inverse trigonometric functions
h The natural exponential functions h The hyperbolic functions
3.3.1 The natural logarithm functions
The natural logarithm function, ln, is defined by

Z x
dt
ln(x) := , x > 0. (3.3.1.1)
1 t
The derivative of ln x is
d 1
(ln x) = , x > 0. (3.3.1.2)
dx x
Moreover
d 1
(ln |x|) = , x 6= 0. (3.3.1.3)
dx x
From (3.3.1.1) we have
ln 1 = 0. (3.3.1.4)
Proposition 3.3.1
If a, b > 0 and r ∈ Q, then
a
ln(ab) = ln a + ln b, ln = ln a − ln b, ln(ar ) = r ln a. (3.3.1.5)
b ♥
Proof. Since
d 1 d 1 d
(ln(ax)) = (ax) = = (ln x),
dx ax dx x dx
it follows that
ln(ax) = ln x + C.
Taking x = 1 yields C = ln a and hence
ln(ax) = ln a + ln x.
-
Taking x = 1/a yields C = − ln a1 and hence

1
ln x = ln(ax) + ln .
a
Therefore
1
ln = − ln a
a
so that Å ã
1 1
ln(ab) = ln a · = ln a + ln = ln a − ln b.
b b
Finally
d 1 d rxr−1 r d
(ln(xr )) = r xr = r
= = (r ln x) .
dx x dx x x dx
Thus
ln(xr ) = r ln x + C.
Taking C = 1 yields C = 0, hence ln(xr ) = r ln x.
3.3.2 The natural exponential functions
The inverse of ln is called the natural exponential function and is denoted by exp:
x = exp(y) = ey ⇐⇒ y = ln x. (3.3.2.1)
Then
exp(ln x) = x (x > 0), ln(exp y) = y (y ∈ R). (3.3.2.2)
Let Z e
dt
e := exp(1) ⇐⇒ 1 = ln e = . (3.3.2.3)
1 t
The value of e is
e = 2.71828 18284 59045 23536 02874 71352 66249 77572 47093 69995 · · · ,
which is an irrational number.

(1) The first references to the constant e were published in 1614 in the table of an appendix of a
work “Mirifici logarithmorum canonis descriptio”on logarithms by John Napier. However,
this did not contain the constant itself, but simply a list of logarithms to the base e.
(2) The constant e was introduced by Jacob Bernoulli in 1683 for solving the problem¹. of
¹Bernoulli, Jacob. Quæstiones nonnullæde usuris, cum solutione problematis de sorte alearum, propositi in Ephem.
Gall. A. 1685 (Some questions about interest, with a solution of a problem about games of chance, proposed in the
Journal des Savants (Ephemerides Eruditorum Gallicanæ), in the year (anno) 1685.), Acta eruditorum, 1690, 219-223.
On page 222, Bernoulli poses the question: “Alterius naturæhoc Problema est: Quæritur, si creditor aliquis pecu-
niæsummam fænori exponat, ea lege, ut singulis momentis pars proportionalis usuræannuæsorti annumeretur; quan-
tum ipsi finito anno debeatur?” (This is a problem of another kind: The question is, if some lender were to invest [a]
sum of money [at] interest, let it accumulate, so that [at] every moment [it] were to receive [a] proportional part of
[its] annual interest; how much would he be owed [at the] end of [the] year?)
Bernoulli constructs a power series to calculate the answer, and then writes: “· · · quænostra serie [mathematical
expression for a geometric series] & c. major est. · · · si a = b, debebitur plu quam 2 21 a & minus quam 3a.” ( · · ·
which our series [a geometric series] is larger [than]. … if a = b, [the lender] will be owed more than 2 12 a and less
than 3a.) If a = b, the geometric series reduces to the series for a × e, so 2.5 < e < 3.
-
continuous compounding of interestIn his solution, the constant e is the limit

Å ã
1 n
e = lim 1 + . (3.3.2.4)
n→∞ n
(3) The first known use of the above constant, represented by the letter b, was in a series letters
from Gottfried Leibniz to Christiaan Huygens during 1690-1691.
(4) Leonhard Euler started to use the letter e for the above constant around 1727, in an un-
published paper² on explosive forces in cannons, and in a letter³ to Christian Goldbach
on 25 November 1731. The first appearance of e in a printed publication was in Euler’s
“Mechanica, sive Motus scientia analytice exposita (1736)”
Proposition 3.3.2
For any a, b ∈ R, we have
ea
ea eb = ea+b , = ea−b . (3.3.2.5)
eb ♥
Proof. By Proposition 3.3.1.
The derivative of ex is
d x
e = ex . (3.3.2.6)
dx
There are other different definitions:
e = lim (1 + h)1/h (3.3.2.7)

h→0
and Å ã
1 1 1
e = lim 1 + + + · · · + . (3.3.2.8)
n→∞ 1! 2! n!
General exponential and logarithmic functions are defined as follows. For any a > 0 and
any x ∈ R, define
ax := ex ln a . (3.3.2.9)
Then
Ä ä
ln(ax ) = ln ex ln a = x ln a.
Theorem 3.3.1
(1) For all a, b > 0 and all x, y ∈ R, we have
ax a x a x
ax ay = ax+y , = a x−y
, (a x y
) = a xy
, (ab) x
= a x x
b , = x . (3.3.2.10)
ay b b
²Euler, Leonhard. Meditatio in experimenta explosinoe tormentorum nuper instituta (Meditation on experiments made
recently on the firing of a cannon).
Euler wrote this paper at the end of 1727 or at the beginning of 1728, when he was just 21 years old, describing
seven experiments performed between August 21 and September 2, 1727.
³“· · · (e denotat hic numerum, cujus logarithmus hyperbolicus est = 1), · · · ”(· · · (e denotes the number whose hy-
perbolic [i.e., natural] logarithm is equal to 1), · · · )
-
(2) For all a > 0 and all x ∈ R, we have

d x d Ä x ln a ä
a = e = ax ln a. (3.3.2.11)
dx dx
(3) For all a > 0 and a 6= 1, we have
Z
ax
ax dx = + C. (3.3.2.12)
ln a
♥
Let a > 0 and a 6= 1. The logarithmic function to the base a is defined by
y = loga x ⇐⇒ x = ay . (3.3.2.13)
When a = e, we have
loge x = ln x. (3.3.2.14)
loga x −−−−→ loge x = ln x

x 
 
 y
ax ←−−−− exp x = ex
If y = loga x, then x = ay and
ln x = ln(ay ) = y ln a
so
ln x d 1
loga x = , loga x = , a > 0 and a 6= 1. (3.3.2.15)
ln a dx x ln a
Theorem 3.3.2
We have
e = lim (1 + h)1/h . (3.3.2.16)
h→0
♥
Proof. Consider the function

f (x) = ln x
so that
1
f ′ (x) = , f ′ (1) = 1.
x
Hence
f (1 + h) − f (1) ln(1 + h) î ó
1 = f ′ (1) = lim = lim = lim ln (1 + h)1/h .
h→0 h h→0 h h→0
Finally
1/h ] 1/h ]
lim (1 + h)1/h = lim eln[(1+h) = elimh→0 ln[(1+h) = e1 = e.
h→0 h→0
This proves (3.3.2.7) or (3.3.2.16).
Taking h = 1/n in (3.3.2.16) yields (3.3.2.4). Taking h = 1/u yields

Å ã
1 u
e = lim 1 + . (3.3.2.17)
u→+∞ u
-
Example 3.3.1
We give here another proof of (3.3.2.17). Let
fu (x) := xu e−x , x ≥ 0.
Fix u > 0 and compute

u
fu′ (x) = uxu−1 − xu e−x = xu e−x −1 .
x
Hence
max fu (x) = fx (u) = uu e−u .
x∈[0,+∞)
According to
fu (u) ≥ fu (u + 1), fu+1 (u + 1) ≥ fu+1 (u),
we get
uu e−u ≥ (u + 1)u e−(u+1) , (u + 1)u+1 e−(u+1) ≥ uu+1 e−u .
Consequently
Å ãu Å ãu+1
u+1 u+1
≤e≤ , u>0
u u
and Å ãu
u u+1
e≤ ≤ e.
u+1 u
Letting u → +∞ yields (3.3.2.17).
♠
3.3.3 The inverse trigonometric functions
The inverse Sine and inverse Cosine are defined by

π π
x = sin−1 y ⇐⇒ y = sin x, − ≤x≤ , (3.3.3.1)
2 2
x = cos−1 y ⇐⇒ y = cos x, 0 ≤ x ≤ π. (3.3.3.2)
For any x ∈ [−1, 1], one has

p p
sin(cos−1 x) = 1 − x2 , cos(sin−1 x) = 1 − x2 . (3.3.3.3)
Moreover, we have
1 −1
(sin−1 x)′ = √ , (cos−1 x)′ = √ , |x| < 1. (3.3.3.4)
1−x 2 1 − x2
The inverse tangent and inverse secant are defined by

π π
x = tan−1 y ⇐⇒ y = tan x, − < x < , (3.3.3.5)
2 2
−1 π
x = sec y ⇐⇒ y = sec x, 0 ≤ x ≤ π and x 6= . (3.3.3.6)
2
Because Å ã
−1 −1 1
sec (y) = cos ,
y
-
3.4 Improper integrals – 102 –
we get
Å ã
−1 −1 −1 −1 −1 −1 1 π
sec (1) = cos (1) = 0, sec (−1) = cos (−1) = π, sec (2) = cos = .
2 3
Proposition 3.3.3
We have
p
sec(tan−1 x) = 1 + x2 , x ∈ R, (3.3.3.7)
and  √
 x2 − 1, x ≥ 1,
tan(sec−1 x) = √ (3.3.3.8)
 − x2 − 1, x ≤ −1.
♥
Proof. From sec2 θ = 1 + tan2 θ, we have

p p
| sec θ| = 1 + tan2 θ, | tan θ| = sec2 θ − 1.
Taking θ = tan−1 x ∈ [−π/2, π/2], we have sec(tan−1 x) > 0 and (3.3.3.7). Taking θ =
sec−1 x ∈ [0, π/2) ∪ (π/2, π], we have (3.3.3.8).
Moreover, we have
1 1
(tan−1 x)′ = , (sec−1 x)′ = √ , |x| > 1. (3.3.3.9)
1 + x2 |x| x2 − 1
3.3.4 The hyperbolic functions and their inverses
We define
ex − e−x ex + e−x
sinh x = , cosh x = ,
2 2
sinh cosh x
tanh x = , coth x = , (3.3.4.1)
cosh x sinh x
1 1
sechx = , cschx =
cosh x sinh x.
The following identities are useful:
cosh2 x − sinh2 x = 1, (3.3.4.2)

sinh(x ± y) = sinh x cosh y ± cosh x sinh y, (3.3.4.3)
cosh(x ± y) = cosh x cosh y ± sinh x sinh y, (3.3.4.4)
tanh x ± tanh y
tanh(x ± y) = , (3.3.4.5)
1 ± tanh x tanh y
sinh(2x) = 2 sinh x cosh x, cosh(2x) = cosh2 x + sinh2 x. (3.3.4.6)
Moreover, we have
(sinh x)′ = cosh x, (cosh x)′ = sinh x, (tanh x)′ = sech2 x, (coth x)′ = −csch2 x.
(3.3.4.7)
-
3.4 Improper integrals
Introduction
h Improper integrals I h Euler integrals
h Improper integrals II h Frullani integrals
h Properties and tests
3.4.1 Improper integral I
Consider the area of the domain enclosed by x = 1, y = 0 and

1
y = , x ≥ 1,
x
and also the volume of the surface generating by revolving y = 1/x about the x-axis. Formally
Z ∞ Z ∞ Å ã2
1 1
area = dx, volume = π dx.
0 x 1 x
The question is
Z ∞
How can we define “ f (x)dx” ?
a
Definition 3.4.1
Suppose that f : [a, +∞) → R is a function such that for any b > a we have f ∈ R([a, b]).
If the limit
Z b
lim f (x)dx
b→+∞ a
exists, then we define the improper integral with infinite limits by

Z +∞ Z b
f (x)dx := lim f (x)dx (3.4.1.1)
a b→+∞ a
and call this improper integral converges. Otherwise, we say that the improper integral
diverges if the limit does not exist.
♣
Similarly, for any function f : (−∞, a] → R with the property that f ∈ R([b, a]) for any
b < a, define Z Z
a a
f (x)dx := lim f (x)dx. (3.4.1.2)
−∞ b→−∞ b
If the limit in (3.4.1.2) exists, then we call the improper integral converges, otherwise diverges.
Example 3.4.1
We have Z Z
+∞ b
1 1
dx = lim dx = lim ln b = +∞
1 x b→+∞ 1 x b→+∞
and Z Z Å ã
+∞ b
1 1 1
dx = lim dx = lim 1 − = 1.
x2 b→+∞ x2 b→+∞ b
1 1 ♠
-
For any function f : (−∞, +∞] → R with the property that f ∈ ([a, b]) for any a < b, we
define Z Z Z
+∞ a +∞
f (x)dx := f (x)dx + f (x)dx (3.4.1.3)
−∞ −∞ a
if both Z Z
a +∞
f (x)dx and f (x)dx
−∞ a
converge for some a ∈ R (then for any a ∈ R).

(1) From the identity
Z a Z b Z a
f (x)dx = f (x)dx + f (x)dx,
−∞ −∞ b
we see that the convergence of Z a
f (x)dx
−∞
is equivalent to the convergence of

Z b
f (x)dx.
−∞
Similarly, the convergence of Z +∞
f (x)dx
a
is equivalent to the convergence of

Z +∞
f (x)dx.
a
(2) According to (1), the definition (3.4.1.3) is independent of the choice of a.
Example 3.4.2
(1) Consider Z +∞
dx
I := , p ∈ R. (3.4.1.4)
1 xp
Directly compute  1
Z b
dx  p − 1 , p > 1,
I = lim =
b→+∞ 1 xp 
+∞, p ≤ 1.
Hence the improper integral I converges if and only if p > 1.
(2) Consider Z +∞
dx
I := .
−∞ 1 + x2
Directly compute
Z 0 Z +∞
dx dx
I= 2
+ = 0 − lim arctan b + lim arctan b = π.
−∞ 1 + x 0 1 + x2 b→−∞ b→+∞
-
(3) Consider Z +∞
I := e−ax dx, a ∈ R.
0
Then 
Z b
1 
−ax , a > 0,
I = lim e dx = a
b→+∞ 0  +∞, a ≤ 0.
Hence the improper integral I converges if and only if a > 0.
(4) Prove Z +∞
dx π
= √ .
0 1 + x4 2 2
Indeed, Z Z
dx dx
= √ √
1+x 4
(x + 2x + 1)(x2 − 2x + 1)
2
Z Ç √ √ å
1 2x + 2 2x − 2
= √ √ − √ dx
4 2 x2 + 2x + 1 x2 − 2x + 1
 
Z
1  1 1  dx
+ √ + √
4 2 2 1
(x + 2 ) + ( √2 ) 2 (x − 2 )2 + ( √12 )2
2
√
1 x2 + 2x + 1 1 î √ √ ó
= √ ln √ + √ arctan( 2x + 1) + arctan( 2x − 1) + C.
4 2 x2 − 2x + 1 2 2
So Z +∞
dx 1 π π π π π
4
= √ + − + = √ .
0 1+x 2 2 2 2 4 4 2 2
(5) Consider
Z +∞ Z +∞
−bx
I= e sin(ax)dx, J = e−bx cos(ax)dx, a, b > 0.
0 0
Then Z A
I = lim e−bx sin(ax)dx
A→+∞ 0
ñ Z A ô
− cos(ax) A b 1 b
= lim bx − cos(ax)e−bx dx = − J.
A→+∞ ae 0 0 a a a
Similarly, J = ab I. Therefore, I = a/(a2 + b2 ) and J = b/(a2 + b2 ).
(6) (Poisson integral) Prove

Z π
1 − r2
I := dx = 2π, 0 < r < 1. (3.4.1.5)
−π 1 − 2r cos x + r2
Indeed, Z +∞
2(1 − r2 ) x
I = dt t := tan
−∞ (1 − r) + (1 + r) t
2 2 2 2
-
ã Å
1 + r A
= lim 2 arctan t = 2π.
A→+∞, B→−∞ 1 − r B
(7) (Euler-Poisson integral or Gaussian integral) Prove

Z +∞ √
−x2 π
I := e dx = . (3.4.1.6)
0 2
Abraham de Moivre originally discovered this type of integrala in 1733, while Gauss pub-
lishedb the precise integral in 1809.
We prove (3.4.1.6) by Laplace’s method originally presented byc Laplace. Recall Taylor’s
series for e−x :
2
x4
e−x = 1 − x2 +
2
+ ··· .
2
Consider the function
φ(x) := e−x − (1 − x2 ), x ≥ 0.
2
Then
Ä ä
φ′ (x) = 2x 1 − e−x ≥ 0 e−x ≥ 1 − x2 , x ≥ 0.
2 2
=⇒
In paritcular
e−nx ≥ (1 − x2 )n , 0 ≤ x ≤ 1.
2
Moreover
1 1
ex ≥ 1 + x2 , e−x ≤ , e−nx ≤
2 2 2
2
, x ≥ 0.
1+x (1 + x2 )n
Hence
Z Z Z
+∞
−nx2
+∞
dx π/2
(2n − 3)!! π
e dx ≤ = cos2n−2 tdt = · ,
0 0 (1 + x2 )n 0 (2n − 2)!! 2
and
Z +∞ Z 1 Z 1 Z 1
−nx2 −nx2 (2n)!!
e dx ≥ e dx ≥ (1 − x ) dx =
2 n
cos2n+1 tdt = .
0 0 0 0 (2n + 1)!!
According to Z Z
+∞
−nx2 1 +∞ √
e−t dt, t :=
2
e dx = √ nx,
0 n 0
we get
ï ò2 ÅZ ã2 ï ò2
(2n)!! +∞
−x2 (2n − 3)!! π2
n ≤ e dx ≤n .
(2n + 1)!! 0 (2n − 2)!! 4
Because
ï ò ï ò
(2n)!! 2 n (2n)!! 2 1 1 π π
n = → × = ,
(2n + 1)!! 2n + 1 (2n − 1)!! 2n + 1 2 2 4
ï ò ï ò
(2n − 3)!! 2 π 2 (2n − 1)!! 2 π2 n(2n)2
n = (2n + 1)
(2n − 2)!! 4 (2n)!! 4 (2n + 1)(2n − 1)2
1 π π2 π
→ × × = .
2 2 4 4
-
Hence we get (3.4.1.6).
aHe proved that Ç å Å ãn

n 1 2 2
n ≈ √ e−2d /n ,
2
+d 2 2πn
and Ç å Å ãn ∫ d/√n
∑ n 1 4 2
≈ √ e−2y dy.
x 2 2π 0
|x− n |≤d
2
bGauss, C. F. Theoria Motus Corporum Celestium, Hamburg, Perthes et Besser, 1809. Translated as Theory of
Motion of the Heavenly Bodies Moving about the Sun in Conic Sections (trans. C. H. Davis), Boston, Little,
Brown 1857.
cLaplace, Pierre-Simon. Mèmoires de Mathématique et de Physique, Tome Sixiéme (Memoir on the probability
of causes of events), Statistical Science, 1(1774) (3): 366–367
♠
Recall that a probability density function f (x) over (−∞, +∞) of a continuous random
variable X satisfies Z +∞
f (x) ≥ 0, f (x)dx = 1.
−∞
The mean and variance of X are given by

Z +∞ Z +∞
µ ≡ E(X) := xf (x)dx, σ ≡ V(X) :=
2
(x − µ)2 f (x)dx. (3.4.1.7)
−∞ −∞
Observe that
Z +∞
2
σ = (x2 + µ2 − 2µx)f (x)dx = E(X 2 ) + µ2 − 2µ2 = E(X 2 ) − [E(X)]2 . (3.4.1.8)
−∞
Example 3.4.3
(1) (Exponential distribution) The probability density function of an exponential distri-
bution is 
 λe−λx , x ≥ 0,
f (x) := (3.4.1.9)
 0, x < 0.
Here λ > 0 is the parameter of the distribution, called the rate parameter. Then
1 1
µ = E(X) = , σ 2 = V(X) = 2 . (3.4.1.10)
λ λ
(2) (Normal distribution) The probability density function of a normal distribution is

1 (x−µ)2
f (x) = √ e− 2σ2 . (3.4.1.11)
2πσ
Then
E(X) = µ, V(X) = σ 2 . (3.4.1.12)
The standard normal distribution is (µ, σ 2 ) = (0, 1).

The discovery of the normal distribution can be traced back to de Moivre in 1738a pub-
lished in the second edition of his “The Doctrine of Chances” the study of the coefficients
in the binomial expansion of (a + b)n . Gauss published “Theoria combinationis obser-
-
vationum erroribus minimis obnoxiae” in 1823 where he introduced several important

statistical concepts and first suggested the normal distribution law.
Laplace made significant contributions on normal distribution, although his own solution
led to the Laplacian distribution. In 1782, he first calculate the value of the integral
Z +∞
√
e−x dx = π.
2
−∞
In 1810, he proved the fundamental central limit theorem.
It notes that in 1809 an Irish-American mathematician Robert Adrain published two in-
sightful but flawed derivations of the normal probability law, simultaneously and inde-
pendently from Gauss. His work remained largely unnoticed until in 1871.
(3) (Uniform distribution) The probability density function of an uniform distribution is


 1 , a < x < b,
f (x) := b−a (3.4.1.13)
 0, x ≤ a or x ≥ b.
Then
Z Z bÅ ã
b
x b+a b + a 2 dx (b − a)2
µ= dx = , σ2 = x− = . (3.4.1.14)
a b−a 2 a 2 b−a 12
(4) (Weibull distribution) The probability density function of a Weibull distribution is


 β x β−1 e−(x/θ)β , x > 0,
θ θ
f (x) = (3.4.1.15)
 0, x ≤ 0,
where β > 0 is the shape parameter and θ > 0 is the scale parameter. Then
Å ã ï Å ã Å ãò
1 2 1
µ = E(X) = θ Γ 1 + , σ = V(X) = θ Γ 1 +
2
−Γ 1+
2
.
β β β
(3.4.1.16)
The Weibull distribution interpolates between the exponential distribution (β = 1) and
√
the Rayleigh distribution (k = 2 and θ = 2σ).
The Weibull distribution is named after the Swedish engineer and scientist Ernst Hjal-
mar Waloddi Weibull (1887–1979). He did not discover it but instead popularised the
distribution in his 1951 paperb to the American Society of Mechanical Engineers.
The distribution had previously been studied by French mathematician Maurice Fréchet
in the context of extreme value distributionsc, and was used many years earlier by Rosin
and Rammler to model the grain size distribution of ground coald. For this reason, the
Weibull distribution is sometimes called the Rosin–Rammler distribution.
(5) (Pareto distribution) The probability density function of a Pareto distribution is

 k
 kM , x ≥ M,
f (x) := xk+1 (3.4.1.17)

0, x < M.
-
with k > 2. Then

Z +∞
kM k k
µ = E(X) = dx = M, (3.4.1.18)
M x k k−1
Z +∞ Å ã2
kM k k
σ = V(X) =
2
dx − M
M xk−1 k−1
k
= M 2. (3.4.1.19)
(k − 2)(k − 1)2
The Pareto distribution is named after the Italian civil engineer, economist, and sociologist
Vilfredo Pareto whose booke described the distribution of wealth in a society, fitting the
trend that a large portion of wealth is held by a small fraction of the population.
aDe Moivre first published his findings in 1733, in a pamphlet “Approximatio ad Summam Terminorum Bi-
nomii (a + b)n in Seriem Expansi” that was designated for private circulation only. But it was not until the
year 1738 that he made his results publicly available.
bWeibull, W. A statistical distribution function of wide applicability, Journal of Applied Mechanics, Transac-
tions of the American Society of Mechanical Engineers, 18(1951)(3), 293–297.
cFréchet, M. Sur la loi de probabilité de l’écart maximum, Annales de la Société Polonaise de Mathematique,
Cracovie, 6(1927), 93–116.
dRosin, P.; Rammler, E. The laws governing the fineness of powdered coal, Journal of the Institute of Fuel,
7(1933), 29–36.
ePareto, V. Cours d’Economie Politique Professé a l’Université de Lausanne, 1896-97.
♠
Note 3.4.1
(1) It can be proved proved that
Ö è
Z ∀ ϵ > 0 ∃ A > 0 ∀ A1 > A 2 > A
+∞ Z
f (x)dx converges ⇐⇒ A1

a f (x)dx < ϵ
A2
Similar statement can be written down for
Z a Z +∞
f (x)dx or f (x)dx.
−∞ −∞
(2) In particular, we have

Z +∞ Z A
f (x)dx converges ⇐⇒ lim f (x)dx exists.
−∞ A,B→+∞ −B
Consequently
Z +∞ Z A
f (x)dx converges =⇒ lim f (x)dx exists.
−∞ A→+∞ −A
(3) The Cauchy principal value of f (x) is the limit

Z +∞ Z A
P.V. f (x)dx := lim f (x)dx. (3.4.1.20)
−∞ A→+∞ −A
For example, Z +∞
P.V. sin xdx = 0,
−∞
-
but the improper integral Z +∞

f (x)dx
−∞
does not converge.

♣
3.4.2 Improper integrals II
A motivation of this subsection is the following example

Z +1
1 1 1 1 3
dx = − = −1 − = − .
x2
−2 x −2 2 2
The above calculation is wrong since f (x) = 1/x2 is not bounded.
Definition 3.4.2
Let f be a function defined on [a, b) and limx→b− |f (x)| = +∞, but f is integrable on
any closed subinterval [a, b′ ] ⊂ [a, b). We define
Z b Z b′ Z b−η
f (x)dx := ′lim f (x)dx = lim f (x)dx. (3.4.2.1)
a b →b− a η→0+ a
If the limit exists and is finite, we say that the improper integral converges. Otherwise, we
say that the improper integral diverges.
♣
For f : (a, b] → R with limx→a+ |f (x)| = +∞ and f ∈ R([a′ , b]) for any closed subinter-
val [a′ , b] ⊂ (a, b], we define
Z b Z b Z b
f (x)dx := ′lim f (x)dx = lim f (x)dx. (3.4.2.2)
a a →a+ a′ η→0+ a+η
If the limit exists and is finite, we say that the improper integral converges. Otherwise, we say
that the improper integral diverges.
For f : [a, b] \ {c} → R, with c ∈ (a, b), with limx→c |f (x)| = +∞ and f ∈ R([a, b′ ])
(resp. f ∈ R([a′ , b′ ])) for any closed subinterval [a, b′ ] ⊂ [a, c) (resp. [a′ , b] ⊂ (c, b]), we define
Z b Z c Z b
f (x)dx := f (x)dx + f (x)dx. (3.4.2.3)
a a c
If the both improper integrals on the right-hand side of (3.4.2.3) exist and are finite, we say that
the improper integral converges. Otherwise, we say that the improper integral diverges.
Example 3.4.4
(1) Consider Z 1
dx
I := .
−2 x2
Then Z Z
0 1
dx dx
I= +
−2 x2 0 x2
where both improper integrals are divergent.
-
(2) Consider Z 1
dx
I := , p ∈ R.
0 xp
Then I is convergent if and only if p < 1.
(3) Consider Z 1
e1/x
I := dx.
−1 x2
Then
Z 0 Z 1 1/x Z −ϵ 1/x Z 1 1/x
e1/x e e e
I = 2
dx + 2
dx = lim 2
dx + lim dx
−1 x 0 x ϵ→0+ −1 x η→0+ η x2
Ä ä −ϵ Ä ä 1 1
1/x 1/x
= lim −e + lim −e = − lim e−1/ϵ − e + lim e1/η = +∞.
ϵ0+ −1 η→0+ η e ϵ→0+ η→0+
♠
Definition 3.4.3
(1) For f : (a, +∞) → R and limx→a+ |f (x)| = +∞, we define
Z +∞ Z b Z +∞
f (x)dx := f (x)dx + f (x)dx (3.4.2.4)
a a b
for some b ∈ R. We say Z +∞
f (x)dx
a
converges if both improper integrals on the right-hand side of (3.4.2.4) converge. In this
case, the definition is independent of the choice of b ∈ R.
(2) For f : [a, +∞) → R with limx→c |f (x)| = +∞ (a < c), define
Z +∞ Z c Z +∞
f (x)dx := f (x)dx + f (x)dx. (3.4.2.5)
a a c
We say Z +∞
f (x)dx
a
converges if both improper integrals on the right-hand side of (3.4.2.5) converge.

♣
Note 3.4.2
For f : [a, b) → R with limx→b− |f (x)| = +∞, we have
Z b Z b−η
1
f (x)dx = lim f (x)dx, y :=
a η→0+ a b−x
Z 1 Å ã Z +∞ Å ã
η 1 1 1 1
= lim f b− dy = f b − dy.
η→0+ 1 y2 y 1 y2 y
b−a b−a
This indicates that two type improper integrals are equivalent to each other.
♣
-
3.4.3 Properties and tests
Improper integrals share most properties with definite integrals.

Theorem 3.4.1
(1) (Linearity) For any α, β ∈ R, we have
Z +∞ Z +∞ Z +∞
[αf (x) + βg(x)]dx = α f (x)dx + β g(x)dx (3.4.3.1)
a 0 a
provided that Z Z
+∞ +∞
f (x)dx and g(x)dx
a a
converge.
(2) (Newton-Leibniz formula) If f ∈ C([a, +∞)) and F is an anti-derivative of f in
[a, +∞). If
F (+∞) := lim F (x)
x→+∞
exists (finite or infinite), then

Z +∞ +∞

f (x)dx = F (+∞) − F (a) =: F (x) . (3.4.3.2)
a a
(3) (Integration by parts) If u, v ∈ C 1 ([a, +∞)) and lim u(x)v(x) exists, then
x→+∞
Z +∞ +∞ Z +∞

udv = uv − v du. (3.4.3.3)
a a a
(4) (Substitution) If f ∈ C([a, b)) and x = φ(t) ∈ C 1 ([α, β)), then
Z b Z β
f (x)dx = f (φ(t))φ′ (t)dt, (3.4.3.4)
a α
provided that φ((α, β)) = (a, b), φ(α) = a and φ(β−) = b.
♥
Example 3.4.5
(1) Consider Z 1
I := ln xdx.
0
Then 1 Z
1
I = x ln x − dx = 0 − 1 = −1.
0 0
(2) Consider Z +∞
In = xn e−x dx, n ≥ 1.
0
Then +∞ Z
n −x
+∞
In = −x e + nxn−1 e−x dx = nIn−1 = · · · = n!.
0 0
Thus Z +∞
xn e−x dx = n!, n ≥ 1. (3.4.3.5)
0
-
(3) (Euler integral) Consider

Z π/2 Z π/2
I := ln(sin x)dx, J := ln(cos x)dx.
0 0
Then Z
π/2
x x
I =ln 2 sin cos dx
0 2 2
Z π/2 Z
π x x
= ln 2 + ln sin dx + π /20 ln cos dx
2 0 2 2
Z π/4 Z π/4
π
= ln 2 + 2 ln(sin x)dx + 2 ln(cos x)dx
2 0 0
Z π/4 Z π/4
π π
= ln 2 + 2 ln(sin x)dx − 2 ln(sin x)dx = ln 2 + I
2 0 π/2 2
so that Z 0
π π
I= ln 2, J = ln(sin x)(−dx) = I = ln 2.
2 π/2 2
♠
Theorem 3.4.2. (Tests)

Let f be a nonnegative function on [a, +∞).
(1) (Comparison test) If 0 ≤ f (x) ≤ Kφ(x) for some positive constant K, then
Z +∞ Z +∞
f (x)dx diverges =⇒ φ(x)dx diverges,
a a
Z +∞ Z +∞
φ(x)dx converges =⇒ f (x)dx converges.
a a
(2) If there exists a nonnegative function φ : [a, +∞) → [0, +∞) satisfying
f (x)
lim = K ≥ 0,
x→+∞ φ(x)
then
0 < K < +∞:
Z +∞ Z +∞
f (x)dx converges ⇐⇒ φ(x)dx converges.
a a
K = 0:
Z +∞ Z +∞
a a
K = +∞:
Z +∞ Z +∞
φ(x)dx diverges =⇒ f (x)dx diverges.
a a
(3) (Cauchy test) Let a > 0. Then
Z +∞
K
f (x) ≤ p (for some K > 0 and p > 1) =⇒ f (x)dx converges,
x a
Z +∞
K
f (x) ≥ p (for some K > 0 and p ≤ 1) =⇒ f (x)dx diverges.
x a
-
(4) If a > 0 and

lim xp f (x) = K ≥ 0,
x→+∞
then
Z +∞
0 ≤ K < +∞ and p > 1 =⇒ f (x)dx converges,
a
Z +∞
0 < K ≤ +∞ and p ≤ 1 =⇒ f (x)dx diverges.
a ♥
Proof. Since
Z +∞ Z A
f (x)dx converges ⇐⇒ lim I(A) exists and is finite, I(A) := f (x)dx,
a A→+∞ a
it follows that when f ≥ 0, the convergence of
Z +∞
f (x)dx
a
is equivalent to the boundedness of I(A).
Example 3.4.6
(1) Consider Z +∞
dx
I= √ .
0 1 + x5
Because
1 xp 5
lim √ xp = lim 5/2 = 1, p = > 1,
x→+∞ 1 + x5 x→+∞ x 2
we see that this improper integral converges.
(2) Consider Z +∞
I= xp e−x dx, p ≥ 0.
1
Because
xp+q
lim xq · xp e−x = lim = 0, any q ∈ R,
x→+∞ x→+∞ ex
we see that this improper integral converges.
(3) Consider Z +∞
dx
I= .
2 (ln x)ln x
e2
For x ≥ e , we have ln(ln x) ≥ ln e2 = 2 and
Z +∞ Z +∞ Z +∞
dx dx dx 1
ln x
= ln ln x
≤ 2
=
a (ln x) 2 x 2 x 2
so the improper integral converges.
-
(4) Consider
Z +∞ Ä√ Å ã
√ äp x+1
I= x + 1 − x ln dx, p ∈ R.
2 x−1
Because
Å ã Å ã
√ √ 1 x+1 2
x+1− x= √ √ , ln = ln 1 + ,
x+1+ x x−1 x−1
we have
ïÄ ò Å ã
√ √ äp x + 1 xq 2
lim x q
x + 1 − x ln = lim √ √ ln 1 +
x→+∞ x−1 x→+∞ ( x + 1 + x)p x−1
xq 2 21−p p
= lim · = lim 1+ p2 −q
= 21−p , q := 1 + .
x→+∞ 2p xp/2 x x→+∞ x 2
Hence, the improper integral converges if and only if q > 1 or p > 0.
♠
Theorem 3.4.3. (Abel-Dirichlet test)

Suppose that, either
(1) (Abel) Z +∞
f (x)dx converges and g(x) monotone and bounded.
a
or
(2) (Dirichlet)
Z A
F (A) := f (x)dx bounded and g(x) monotone and lim g(x) = 0.
a x→+∞
holds. Then Z +∞
f (x)g(x)dx converges.
a ♥
In 1862, Dirichlet published a paper⁴ about the so-called Dirichlet test.

Definition 3.4.4
Let f : [a, +∞) → R and f ∈ R([a, A]) for any [a, ZA] ⊂ [a, +∞).
+∞
(1) f is absolutely integrable over [a, +∞) or f (x)dx is absolutely conver-
Z +∞ a
gent, if |f (x)|dx converges.

a Z +∞
(2) f is conditionally integrable over [a, +∞) or f (x)dx is conditionally con-
Z +∞ Z +∞ a
vergent, if f (x)dx converges but |f (x)|dx is divergent.
a a ♣
Theorem 3.4.4
Ö è
Z ∀ ϵ > 0 ∃ A0 ≥ a ∀ A1 , A 2 ≥ A0
+∞ Z
(1) f (x)dx converges if and only if A1

a f (x)dx < ϵ
A2
⁴Dirichlet, P. D emonstration d’un théorème d’Abel, J. Math. Pure. Appl, 7(1862), no. 2, 253-255.
-
Z +∞ Z +∞
(2) |f (x)|dx converges implies f (x)dx converges.
a a ♥
Proof. (1) Recall that

Z +∞ Z A
f (x)dx converges ⇐⇒ lim f (x)dx exists
a A→+∞ a
and then, by Cauchy’s test,
Ö è
Z ∀ ϵ > 0 ∃ A0 > a ∀ A1 , A 2 > A 0
+∞ Z Z A1
f (x)dx converges ⇐⇒ A2 ,

a f (x)dx − f (x)dx <ϵ
a a
(2) follows from (1).
Example 3.4.7
(1) Consider Z +∞
sin x
I= dx.
0 1 + x2
Since Z +∞

Z +∞
sin x dx ≤ dx π
= ,
1 + x2 1+x 2 2
0 0
it is absolutely convergent.
(2) Consider Z +∞
cos x
I= dx, p > 1.
1 xp
It is absolutely convergent.
(3) Consider Z +∞
sin(x2 )dx.
1
For all A > 1,

Z A Z 2 Z
A2
sin t cos t A 1 A cos t
sin(x2 )dx = √ dt = − √ − 3/2
dt, t = x2
1 1 2 t 2 t 1 4 1 t
Z +∞
cos 1 1 cos t
→ − dt, as A → +∞.
2 4 1 t3/2
Hence the improper integral is convergent. However
Z A Z A Z
1 − (2x2 ) A
| sin(x2 )|dx ≥ | sin(x2 )|2 dx = dx
1 1 1 2
Z Z 2A2 …
A 1 A A 1 cos t t
= − 2
cos(2x )dx = − √ √ dt, x =
2 2 1 2 2 2 2 2 t 2
" 2 Z 2A2 #
A 1 sin t 2A sin t
= − √ √ − 3/2
dt → +∞.
2 2 2 2 t 2 2 4t
-
Hence it is absolutely convergent.
(4) Consider Z +∞
sin x
I= dx.
0 x
We can extend sin x/x at x = 0, because limx→0+ sin x/x = 1. Therefore
Z +∞ Z 1 Z +∞
sin x sin x 1
dx = dx + f (x)g(x)dx, f (x) := sin x, g(x) = .
0 x 0 x 1 x
Since
Z A Z A
f (x)dx = sin xx = cos 1 − cos A, g(x) is decreasing and lim g(x) = 0,
1 1 x→+∞
Z +∞
sin x
it follows from Dirichlet’s test that dx converges. However
0 x

sin x
≥ (sin x) = 1 − cos(2x) = 1 − cos(2x)
2

x x 2x 2x 2x
and Z +∞ Z +∞ Z +∞
sin x dx cos(2x)
dx ≥ − dx
x 2x 2x
1 1 1
Z +∞
sin x
where the first improper integral is divergent. Hence, dx is conditionally con-
0 x
vergent.
♠
For the second type of improper integrals, we can prove similar results.
Theorem 3.4.5
Assume that f : [a, b) → [0, +∞) is a nonnegative function with lim |f (x)| = +∞.
x→b−
(1) (Comparison test) If 0 ≤ f (x) ≤ Kφ(x) for some positive constant K, then
Z b Z b
f (x)dx diverges =⇒ φ(x)dx diverges,
a a
Z b Z b
a a
(2) If there exists a nonnegative function satisfying
f (x)
lim = K ≥ 0,
x→b− φ(x)
then
0 < K < +∞:
Z b Z b
f (x)dx converges ⇐⇒ φ(x)dx converges.
a a
K = 0:
Z b Z b
a a
K = +∞:
Z b Z b
φ(x)dx diverges =⇒ f (x)dx diverges.
a a
-
(3) (Cauchy test) Let a > 0. Then

Z b
K
f (x) ≤ (for some K > 0 and p < 1) =⇒ f (x)dx converges,
(b − x)p a
Z b
K
f (x) ≥ (for some K > 0 and p ≥ 1) =⇒ f (x)dx diverges.
(b − x)p a
(4) If a > 0 and
lim (b − x)p f (x) = K ≥ 0,
x→b−
then
Z b
0 ≤ K < +∞ and p < 1 =⇒ f (x)dx converges,
a
Z b
0 < K ≤ +∞ and p ≥ 1 =⇒ f (x)dx diverges.
a ♥
Theorem 3.4.6. (Abel-Dirichlet test)

Suppose that, either
(1) (Abel) Z b
f (x)dx converges and g(x) monotone and bounded.
a
or
(2) (Dirichlet)
Z b−η
F (η) := f (x)dx bounded and g(x) monotone and lim g(x) = 0.
a x→b−
holds. Then Z +∞
f (x)g(x)dx converges.
a ♥
Example 3.4.8
Consider Z 1
1 1
I= p
sin dx, p < 2.
0 x x
Then
Z 1 Z 1
1 1 1 1 1 1
I= p−2
·
2
sin dx := f (x)g(x)dx, f (x) := 2 sin , g(x) := p−2 .
0 x x x 0 x x x
By Dirichlet’s test, I converges for p < 2. Moreover, it is absolutely convergent for p < 1
and conditionally convergent for 1 ≤ p < 2.
♠
3.4.4 Euler integrals
There are two types of Euler integral:

(1) The Euler integral of the first kind is the beta function
Z 1
B(a, b) := xa−1 (1 − x)b−1 dx, a, b ∈ R. (3.4.4.1)
0
-
(2) The Euler integral of the second kind is the gamma function
Z +∞
Γ(x) = xs−1 e−x dx, s ∈ R. (3.4.4.2)
0
Proposition 3.4.1
(1) Γ(s) converges only for s > 0.
(2) B(a, b) converges only for a, b > 0.
♥
Proof. (1) Write

Z 1 Z +∞
s−1 −x
Γ(s) = x e dx + xs−1 e−x dx =: I1 + I2 .
0 1
For I1 ,

lim x1−s xs−1 e−x = 1, if 1 − s < 1.
x→0+
For I2 ,
xs+1
lim x2 xs−1 e−x = lim = 0, for all s ∈ R.
x→+∞ x→+∞ ex
Hence Γ(s) converges only for s > 0.

(2) Write
Z 1/2 Z 1
B(a, b) = x a−1
(1 − x) b−1
dx + xa−1 (1 − x)b−1 dx =: J1 + J2 .
0 1/2
For J1 ,

 [0, +∞), p + a − 1 ≥ 0 and p < 1,
lim xp · xa−1 (1 − x)b−1 = lim xp+a−1 ∈
x→0+ x→0+  (0, +∞], p + a − 1 < 0 and p ≥ 1.
Hence J1 converges only for a > 0. Similarly, J2 converges only for b > 0.
For any s > 0, by integration by parts
Γ(1) = 1, Γ(s + 1) = sΓ(s), s > 0. (3.4.4.3)
In particular,
Γ(n + 1) = n!. (3.4.4.4)
Also from (3.4.4.3), we can extend the definition of Γ(s) from (0, +∞) to R \ {0, −1, −2, · · · }
by setting, for example,
Γ(s + 1)
Γ(s) := , −1 < s < 0.
s
Euler in 1771 proved
Γ(a)Γ(b)
B(a, b) = , a, b > 0. (3.4.4.5)
Γ(a + b)
In particular
¡Ç å
Γ(m)Γ(n) (m − 1)!(n − 1) m+n m+n
B(m, n) = = = .
Γ(m + n) (m + n − 1)! mn m
The most important Euler integral is the gamma function Γ(x), defined for x ∈ (0, +∞),
-
which has the following other three representation⁵:

n!ns
Γ(s) = lim , (3.4.4.6)
n→∞ s(s + 1) · · · (s + n)
Z 1
Γ(s) = (− ln x)s−1 dx, (3.4.4.7)
0
Z +∞
esx e−e dx.
x
Γ(s) = (3.4.4.8)
−∞
Observe that (3.4.4.7) and (3.4.4.8) follow from (3.4.4.2) by substitution x → e−x ans x → ln x,
respectively.
In the 17-th century, the interpolation problem⁶ is very popular. Christian Goldbach,
known by the Goldbach conjecture, asked several mathematicians by letters for the problem of
interpolating the factorials (the birth year of the gamma function is 1729), including Nikolaus
Bernoulli in 1722, Daniel Bernoulli in 1729 and also Leonard Euler in 1729.
(1) The first letter: This letter containing an interpolating function for the factorials was
written by Daniel Bernoulli on October 6, 1729. Daniel suggests for an arbitrary (positive)
x and an infinite number A the infinite product
Å ã
x x−1 2 3 4 A
A+ · · ··· (3.4.4.9)
2 1+x 1+x 3+x A−1+x
as interpolating function, hence⁷
x x−1 Y i + 1
x! = lim n + 1 + . (3.4.4.10)
n→∞ 2 i+x
1≤i≤n
(2) The second letter: This letter was written by Euler to Goldbach on October 13, 1729,
which contains
n!(n + 1)m+1
Γ(m + 1) = lim . (3.4.4.11)
n→∞ (1 + m)(2 + m)(3 + m) · · · (n + m)
(3) The third letter: This letter was also written by Euler to Goldbach on January 8, 1730,
which contains Z 1
n! = (− ln x)n dx. (3.4.4.12)
0
(4) To obtain his product (3.4.4.11), Euler consider the integral

Z 1
E(e, n) := xe (1 − x)n dx
0
which was called by Adrien Marie Legendre in 1792⁸ the Euler integral of the first kind
or beta function (3.4.4.1). Then in 1809, he treats⁹ both integrals (first and second kinds)
⁵Gronau, Detlef. Why is the gamma function so as it is?, Teaching Mathematics and Computer Science, 1(2003), no.
1, 43-53.
⁶For a given function or operation which is in a natural way defined for natural numbers n, the problem is to find an
expression for non-integers. For example, for q n , we can take q x for all reals x.
⁷The notation n! was firstly introduced in 1808 by Christian Kramp. Euler used the notation [n] and also the symbol
∆(n) to represent n!.
⁸Legendre, M. Mémoires usr les transcendantes elliptiques, Pairs, L’an deuxième de la République, 1792.
⁹Legendre, M. Recherches sur diverses sortes d’intégrales définies, Mémoires de la classe des sciences mathématiques
-
and introduces the definition of Γ. In 1826, Legendre wrote¹⁰:
“Quoique le nom d’Euler soit attach é à presque toutes les th éories importantes
du Calcul int égral, cependant j’ai cru qu’il me serait permis de donner plus sp
écialement le nom d’Int égrales Eulériennes, à deux sortes de transcendantes
dont les propri ét és ont fait le sujet de plusieurs beaux M émoires d’Euler, et
forment la th éorie la plus complète que l’on connaisse jusq’à présent sur les int
égralesś définies.
Z
xp−1 dx
La première est l’intégrale p qu’on suppose prise entre les
n
(1 − xn )n−q
limites x = 0, x = 1. Nous la repr ésenterons, comme Euler, par la caractère
abrégé ( pq ).
ÅZ ã
1 a−1
La seconde est l’int égrale dx ln , prise deme entre les limites x =
x
0, x = 1, que nous repr ésenterons par Γa, et dans laquelle Euler suppose que
a est égal à une fraction rationnelle quelconque pq .
Nous considérons ces deux sortes d’intégrales, d’abord sous le mme point de
vue qu’Euler; ensuite sous un point de vue plus éetendu, afin d’en perfectionner
la thérie.”
English translation:
“ Although the name of Euler could be attached to almost all impor-

tant theories of the integral calculus, however, I think that it would
be permitted to me, specially, to give two types of transcendent func-
tions the name Euler integrals. Their properties have been the subject
of several memoirs of Euler and they build the mostly complete theory
known about definite integrals.
Z
xp−1 dx
The first is the integral p , taken in the limits x =
n
(1 − xn )n−q
0, x = 1. We use like Euler the abbreviation ( pq ).
Z Å ã
1 a−1
The second is the integral dx ln , also taken from x = 0
x
to x = 1. We will denote it by Γ(a), where Euler supposed that a is
some rational of the form pq .
We will consider these types of integrals firstly under the same point
of view as Euler, after that under a more extended point of view, in
order to make the theory more perfect.”
(5) Weierstrass gives another definition of the gamma function:

e−γs Y s −1 s/n
Γ(s) = 1+ e , s > 0. (3.4.4.13)
s n
n≥1
et physiques d l’institut de France, Année 1809.

¹⁰Legendre, M. Traité des fonctions elliptiques et des integrales Eulériennes, Tome second, Pairs, 1826.
-
Here
Ñ é
X 1
γ = lim − ln n = 0.577215664901532860606512090082 · · · ,
n→∞ k
1≤k≤n
is the Euler constant or Euler-Mascheroni constant.

(6) In 1840, Joseph Ludwig Raabe proved
Z a+1
1
ln Γ(s)ds = ln(2π) + a ln a − a, a > 0. (3.4.4.14)
a 2
Letting a = 0 yields Z 1
1
ln Γ(s)ds = ln 2π. (3.4.4.15)
0 2
(7) In 1900, Charles Hermite proved
s(s − 1) s(s − 1)(s − 2)
ln Γ(1 + s) = ln 2 + (ln 3 − 2 ln 2) + · · · , s > 0. (3.4.4.16)
2! 3!
The gamma function satisfies the Euler’s reflection formula:

π
Γ(s)Γ(1 − s) = , s ∈ R \ Z. (3.4.4.17)
sin(πs)
1
taking s = 2 in (3.4.4.17) yields
Z +∞ Å ã
1 √
x−1/2 e−x dx = Γ
= π. (3.4.4.18)
0 2
In 1811, Legendre proved the Legendre duplication formula:
Å ã ß ™
1 √ 1 3
Γ(s) s + = π21−2s Γ(2s), s ∈ R \ 0, − , −1, − , −2, · · · . (3.4.4.19)
2 2 2
3.4.5 Frullani integrals
For any a, b > 0 and any function f : [0, +∞) →, define the Frullani integrals for f to be
Z +∞
f (ax) − f (bx)
Fa,b (f ) := dx. (3.4.5.1)
0 x
Theorem 3.4.7
Assume that f ∈ C([0, +∞)).
(1) (Cauchy, 1823, 1827) If f (+∞) := lim f (x) exists and is finite, then
x→+∞
b
Fa,b (f ) = [f (0) − f (+∞)] ln . (3.4.5.2)
a
(2) (Frulani, 1821, 1828) If lim f (x) diverges but
x→+∞
Z +∞
f (x)
dx converges for some A > 0,
A x
then
b
Fa,b (f ) = f (0) ln . (3.4.5.3)
a ♥
-
Proof. For any interval [α, β] ⊂ [0, +∞), one has

Z β Z aβ Z bβ
f (ax) − f (bx) f (t) f (t)
dx = dt − dt.
α x aα t bα t
Z bα Z bβ Z bα Z bβ
f (t) f (t) dt dt
= dt − dt = f (ξ) − f (η)
aα t aβ t aα t aβ t
for some ξ ∈ [aα, bα] and η ∈ [aβ, bβ].
(1) Letting α → 0+ and β → +∞ yields

b
Fa,b (f ) = [f (0) − f (+∞)] ln .
a
Z +∞
f (x)
(2) If dx converges, then
A x
Z bβ
f (t)
lim dt = 0.
β→+∞ aβ t
So Z bα
f (t) b
Fa,b (f ) = lim dt = f (0) ln .
a→0+ aα t a
Thus we obtain the desired result.
The Italian mathematician Giuliano Frullani (1795-1834) reported to G. A. Plana (1781-

1864) the formula (3.4.5.2) in a letter dated in 1821. Later, in 1828, Frullani published¹¹ it with an
inadequate proof. In 1823¹² and 1827¹³, Cauchy gave a proof of (3.4.5.3) under certain conditions
on f .
Example 3.4.9
According to Theorem 3.4.7, we have
Z +∞ −ax
e − e−bx b b
dx = e−0 − e−∞ ln = ln , a, b > 0,
0 x a a
Z +∞
cos(ax) − cos(bx) b b
dx = (cos 0) ln = ln , a, b > 0.
x a a
0 ♠
¹¹Frulani, G. Sopra Gli Integrali Definiti, Memorie della Societa Italiana delle Socienze, 20(1828), 448-467.
¹²Cauchy, A. J. École Polytech, Paris, 12(1823).
¹³Cauchy, A. Exercises Analyse, 2(1841).
-
Chapter 4 Series
Introduction
h Infinite series h properties of uniformly convergent
h Positive series series
h Series in general h Power series
h Infinite product h Fourier series
h Series of functions
4.1 Infinite series
Introduction
h Infinite series h The Oliver-Abel-Pringsheim test
h The Cauchy test
4.1.1 Infinite series
Given an infinite sequence {an }n≥1 , define its Cauchy sum or the infinite series by
X
an := a1 + a2 + · · · + an + · · · . (4.1.1.1)
n≥1
X
Sometimes, we write an infinite series as an . an is called the general term.
n≥0
X
We give the precise meaning of (4.1.1.1). The n-th partial sum of an is
n≥1
X
Sn := ak = a1 + · · · + an . (4.1.1.2)
1≤k≤n
Definition 4.1.1
X
We say that an infinite series an converges and has sum S, if the sequence
n≥1
{Sn }n≥1 converges to S:
X
an = S = lim Sn . (4.1.1.3)
n→∞
n≥1
X
If {Sn }n≥1 diverges, then an is said to be divergent.
n≥1
♣
4.1 Infinite series – 125 –
Example 4.1.1. (Geometric series)

(1) Consider the geometric series
X
q n = 1 + q + q 2 + · · · , q ∈ R. (4.1.1.4)
n≥0
Because 
 1 − q , q 6= 1,
n
X
Sn := qk = 1−q

0≤k≤n−1 n, q = 1,
we get 
1
X , |q| < 1,
q =n 1−q (4.1.1.5)

n≥0 divergent, |q| ≥ 1.
(2) For a 6= 0, consider

X
arn = a + ar + ar2 + · · · . (4.1.1.6)
n≥0
Then 
 a(1 − r ) , r =
n
X 6 1,
Sn = ark = 1−r

0≤k≤n−1 na, r = 1,
so that
a 
X , |r| < 1,
n
ar = 1−r (4.1.1.7)
 divergent, |r| ≥ 1.
n≥0
(3) Compute
X Å 1 ãk X 4 Å 1 ãk 4/3
4 = = = 2,
3 3 3 1 − 1/3
k≥1 k≥0
X Å 1 ãk X 51 Å 1 ãk 51/100 17
51 = = = .
100 100 100 1 − 1/100 33
k≥1 k≥0
(4) Consider the Grandi series
X
(−1)n = 1 − 1 + 1 − 1 + 1 − · · · . (4.1.1.8)
n≥0
which was treated by an Italian monk and mathematician Luigi Guido Grandi in his 1703
book “Quadratura circula et hyperbolae per infinitas hyperbolas geometrice exhibita”.
Since 
X  1, n odd,
Sn = (−1)k =
 0, n even,
0≤k≤n−1
X
it follows that (−1)n diverges.
n≥0
-
X
(5) Given a series an , defines its Abel sum by
n≥1
Ñ é
X X
A an := lim an xn . (4.1.1.9)
x→1−
n≥1 n≥1
Then the Abel sum for (4.1.1.8) is

Ñ é
X X 1 1
A (−1)n = lim (−x)n = lim = . (4.1.1.10)
x→1− x→1− 1 − (−x) 2
n≥0 n≥0
♠
People usually think that the series (4.1.1.8) should be either
(1 − 1) + (1 − 1) + · · · = 0
or
1 + (−1 + 1) + (−1 + 1) + · · · = 1.
Grandi gave an explanation from his religious overtones:
By putting parentheses into the expression 1 − 1 + 1 − 1 + · · · in different ways,

I can, if I want, obtain 0 or 1. But then the idea of the creatio ex nihilo (Latin for
creation out of noting) is perfectly plausible.
Actually, in 1674, Leibniz in “De triangulo Harmonico” mentioned (4.1.1.8):

1 1 1 1
= − . Ergo = 1 − 1 + 1 − 1 + 1 − 1 etc.
1+1 1 1+1 1+1
Leibniz has already considered the divergent alternating series 1 − 2 + 4 − 8 + 16 − · · · in 1673.
Jacob Bernoulli dealt with a similar series in 1696 in the third part of his “Positiones arithmeticae
de seriebus infinitis”.
(4.1) In fact, Grandi started with (4.1.1.5) and substituted q = −1 to get
1 1
1 − 1 + 1 − 1 + ··· = = .
1 − (−1) 2
Grandi then argued that “since the sum was both 0 and 12 , the world could be created out
of nothing by God”. In 1710, Grandi gave a new explanation that 1 − 1 + 1 − 1 + · · · = 1
2
both in the second edition of “Quadratura circula et hyperbolae per infinitas hyperbolas
geometrice exhibita” and in a new book “De Infinitis infinitorum, et infinite parvorum
ordinibus disquisitio geometrica”:
Two brothers inherit a priceless gem from their father, whose will forbids them
to sell it, so they agree that it will reside in each other’s museums on alternating
years. If this agreement lasts for all eternity between the brother’s descendants,
then the two families will each have half possession of the gem, even though it
changes hands infinitely often.
-
(4.2) Grandi sent a copy of the first edition of “Quadratura circula et hyperbolae per infinitas
hyperbolas geometrice exhibita” to Leibniz who received and read this copy in 1705. In
the 1710s, Leibniz described (4.1.1.8) in his correspondence with several other mathe-
maticians. The letter with the most lasting impact was his first reply to Wolff, which he
published in the Acta Eruditorum. Leibniz agreed with Grandi that 1−1+1−1+· · · = 1/2
based on a geometric demonstration, but he sharply criticized Grandi’s new explanation.
Leibniz begins by observing that taking an even number of terms from the series, the last
term is 1 and the sum is 0:
1 − 1 = 1 − 1 + 1 − 1 = 1 − 1 + 1 − 1 + 1 − 1 = 0.
Taking an odd number of terms, the last term is +1 and the sum is 1:
1 = 1 − 1 + 1 = 1 − 1 + 1 − 1 + 1 = 1.
Now, the series (4.1.1.8) has neither an even nor an odd number of terms, so it produces
neither 0 nor 1; by taking the series out to infinity, it becomes something between those
two options. The theory of “probability” and the “law of justice” dictate that one should
take the arithmetic mean of 0 and 1, which is (0 + 1)/2 = 1/2.
(4.3) The paper (dated 1715) of Pierre Varignon, “Précautions à prendre dans l’usage des Suites
ou Series infinies résultantes, tani de la divifion infinie des fractions, que du Développe-
ment à l’infini des puiffances d’expofanis négatifs entiers” pointing out the divergence of
(4.1.1.8) and expanding on Jacob Bernoulli’s 1696 treatment, appeared in a volume of the
Mémories of the French Academy of Sciences that was itself not published until 1718.
(4.4) In a 1715 letter to Jacopo Riccati, Leibniz mentioned the question of (4.1.1.8) and ad-
vertised his own solution in the Acta Eruditorum. Later, Riccati would criticize Grandi’s
argument in his 1754 “Saggio intorno al sistema dell’universo”.
(4.5) Euler treats (4.1.1.8) along with other divergent series in his “De seriebus divergentibus”,
a 1746 paper that was read to the Academy in 1754 and pulished in 1760.
(4.6) Baniel Bernoulli in his 1771 paper “De summationibus serierum quarunduam incongrue
veris earumque interpretatione atque usu” accepted the probabilistic argument that 1−1+
1 − 1 + 1 − · · · = 1/2, and nticed that by inserting 0s into (4.1.1.8), it could achieve any
values between 0 and 1. In particular
2
1 + 0 − 1 + 1 + 0 − 1 + 1 + 0 − 1 + ··· = .
3
(4.7) Callet pointed that (4.1.1.8) could be obtained from the series
1+x
1 − x2 + x3 − x5 + x6 − x8 + · · · = .
1 + x + x2
Substituting x = 1 yields
2
1 − 1 + 1 − 1 + 1 − ··· = .
3
(4.8) Georg Frobenius’s 1880 paper “Ueber die Leibnitzsche Reihe” might be the first article
in the modern history of divergent series. Frobenius’ theorem was soon followed with
-
further generalizations by Ernesto Cesàro proposed a systematic definition of the sum of a

divergent series for the first time in 1890.
4.1.2 The Cauchy test
In the following convergent series

1
X 1 1
= = , 3
3n 1 2
n≥1 1−
3
we observe that lim 1/3n = 0. This phenomenon is actually true for any convergent series.
n→∞
Theorem 4.1.1. (Necessary condition)

X
If the series an converges, then lim an = 0. Consequently, if lim an 6= 0 or the
n→∞ n→∞
n≥1
X
limit lim an does not exist, then the series an diverges.
n→∞
n≥1
♥
X
Proof. Let S = lim Sn and Sn = ak . Then an = Sn − Sn−1 and
n→∞
1≤k≤n
lim an = lim Sn − lim Sn−1 = S − S = 0.
n→∞ n→∞ n→∞
Here we used lim Sn−1 = S.
n→∞
Example 4.1.2
The series
XÅ ã
1 n
1−
n
n≥1
diverges, since Å ã
1 n 1 1
lim 1 − = lim Å ãn = 6= 0.
n→∞ n n→∞ n e
n−1
♠
Theorem 4.1.2. (Cauchy’s test)

X
The series an converges if and only if, for any ϵ > 0 there exists an N ∈ N so that for
n≥1
any n > N anf any p ∈ N we have

X

an+k < ϵ.

1≤k≤p
♥
Proof. Since lim Sn converges if and only if, for any ϵ > 0 there exists an N ∈ N so that for
n→∞ X
any n > N and any p ∈ N we have |Sn+p − Sn | < ϵ, where Sn = ak .
1≤k≤n
-
Corollary 4.1.1
If only a finite number of terms of a series are changed, the resulting new series will
converge if the origional series dd and diverge if it diverged (but the sum may be changed).
♥
Proof. Choose large enough N in Theorem 4.1.2.
Corollary 4.1.2. (Dirichlet)

The terms of a convergent series can be grouped in any way (provided that the order of the
terms is maintained) and the new series will converge with the same sum as the original
series. ♥
X
Proof. Let an be a convergent series with the n-th partial sum Sn . Consider the grouped
n≥1
series

(a1 + · · · + an1 ) + (an1 +1 + · · · + an2 ) + · · · + ank−1 +1 + · · · + ank + · · ·
=: b1 + b2 + · · · + bk + · · · .
If we set Tn := b1 + · · · + bn , then
T 1 = Sn 1 , T 2 = Sn 2 , · · · , T k = Sn k , · · · .
Hence {Tn }n≥1 is a subsequence of {Sn }n≥1 and then lim Tn = lim Sn = S.
n→∞ n→∞
Example 4.1.3. (Harmonic series)

The harmonic series is
X1
(4.1.2.1)
n
n≥1
whose n-th partial sum

X 1
Hn := (4.1.2.2)
k
1≤k≤n
is called the n-th harmonic number named by Donald Knuth in 1968.

The name of the harmonic series derives from the concept of overtones or harmonics in
music: the wavelengths of the overtones of a vibrating string are 1/2, 1/3, 1/4, etc., of the
string’s fundamental wavelength.
The divergence of the harmonic series was first proven in 1350 by a French philosopher
Nicole Oresme in “Quaestiones super Geometriam Euclidis”. Additional proofs were
published in the 17th century by Pietro Mengoli (“Novae quadraturae arithmeticae, seu
De additione fractionum”, 1650) and by Jacob Bernoulli (“Propositiones arithmeticae de
seriebus infinitis earumque summa finita”,1689; “ Ars conjectandi, opus posthumum. Ac-
cedit Tractatus de seriebus infinitis”, 1713). Jacob Bernoulli credited his brother Johann
Bernoulli for finding the proof, and it was later included in Johann Bernoulli’s collected
works (“Corollary III of De seriebus varia”, 1742).
-
(1) Oresme’s proof, 1350: consider the subsequence {H2k }k≥0 :

1 1 1
H1 = 1 = 1 + 0 × , H 2 = 1 + = 1+1× ,
Å 2ã 2Å ã 2
1 1 1 1 1 1 1
H4 = 1 + + + > 1+ + + = 1+2× ,
2 3 4 2 4 4 2
Å ã Å ã
1 1 1 1 1 1 1
H8 = 1 + + + + + + +
2 3 4 5 6 7 8
Å ã Å ã
1 1 1 1 1 1 1 1
> 1+ + + + + + + = 1+3× .
2 4 4 8 8 8 8 2
In general,
1
H 2k > 1 + k × .
2
Since the subsequence {H2k }k≥0 is unbounded, the sequence {Hn }n≥1 diverges.
(2) Mengoli’s proof, 1650: suppose the harmonic series converges with sum S. Then
Å ã Å ã
1 1 1 1 1 1
S = 1+ + + + + + + ···
2 3 4 5 6 7
3 3 3
> 1 + + + + · · · = 1 + S,
3 6 9
which is impossible for any finite S. Here we used a inequality
1 1 1 3
+ + > , x > 1.
x−1 x x+1 x
(3) Jacob Bernoulli’s proof, 1689: for any c > 1 we have
1 1 1 c2 − c 1
+ + ··· + 2 ≥ 2
=1−
c+1 c+2 c c c
so that
1 1 1 1
+ + + · · · + 2 ≥ 1.
c c+1 c+2 c
Hence
X1 Å ã Å ã
1 1 1 1 1
=1+ + + + + ··· + + ··· > 1 + 1 + 1 + 1 + ··· .
n 2 3 4 5 25
n≥1
(4) Johann Bernoulli’s proof: suppose the harmonic series converges with sum S By
a telescopic sum to represent each term 1/n as
Å ã Å ã X
1 1 1 1 1 1
= − + − + ··· = ,
n n n+1 n+1 n+2 k(k + 1)
k≥n
we obtain
X1 XX 1 X X 1
S = = =
n k(k + 1) k(k + 1)
n≥1 n≥1 k≥n k≥1 1≤n≤k
X k X 1
= = = S−1
k(k + 1) k+1
k≥1 k≥1
which is impossible.
(5) We have proved that
lim (Hn − ln n) = γ
n→∞
-
X1
that is the Euler constant, hence diverges.
n
n≥1
(6) Also we can use Cauchy’s test to give a proof: for any n ∈ N obtain

X
1
= 1 + · · · + 1 ≥ 1 + · · · + 1 = n = 1.

n+1≤k≤n+n n n + 1 n+n n+n n+n n+n 2
X1
Hence diverges.
n
n≥1
♠
In 2002, Jeffrey Clark Lagarias proved¹ that the Riemann hypothesis is equivalent to the
following statement
X
σ(n) < Hn + eHn ln Hn , n ≥ 2, where σ(n) := d is the divisor function.
d|n
Note 4.1.1
X1
The condition “ lim an = 0” is not sufficient. For example, the series diverges.
n→∞ n
n≥1
♣
Proposition 4.1.1. (Linearity of convergent series)

X X X
Suppose that an and bn both converge, and α, β ∈ R. Then (αan + βbn )
n≥1 n≥1 n≥1
converges and
X X X
(αan + βbn ) = α an + β bn .
n≥1 n≥1 n≥1
♥
Proof. By definition
  Ñ é
X X X X
(αan + βbn ) = lim  (αan + βbn ) = lim α ak + β bk
n→∞ n→∞
n≥1 1≤k≤n 1≤k≤n 1≤k≤n
X X X X
= α lim ak + β lim bk = α an + β bn
n→∞ n→∞
1≤k≤n 1≤k≤n n≥1 n≥1
which implies the desired result.
Proposition 4.1.2
X X
If α 6= 0, then the series αan converges if and only if the series an converges.
n≥1 n≥1
♥
Proof. Let
X X
Sn = ak , T n = αak .
1≤k≤n 1≤k≤n
Tn
Then Tn = αSn or Sn = .
α
¹Lagarias, J. C. An elementary problem equivalent to the Riemann hypothesis, Amer. Math. Monthly, 109(2002), no.
6, 534-543.
-
Example 4.1.4
X
(1) If the series an converges and an ≥ 0, then the series
n≥0
X X√
a2n and an an+1
n≥0 n≥1
both converge.
X
Proof. Since an converges, it follows that lim an = 0 and then 0 ≤ an ≤ M , n ≥ 1,
n→∞
n≥1
for some positive constant M > 0. On the other hand, for any given ϵ > 0, there is an
integer N ∈ N so that
X

ak < ϵ

n+1≤k≤n+p
holds for all n > N and any p ∈ N. Hence

X X X

a 2
= a 2
≤ M ak < M ϵ
k k
n+1≤k≤n+p n+1≤k≤n+p n+1≤k≤n+p
and
X X
√ 1
a a ≤ (ak + ak+1 ) < ϵ.
k k+1 2
n+1≤k≤n+p n+1≤k≤n+p
Therefore, both series converge.

X X X
(2) If the series an and bn both converge and an ≤ cn ≤ bn , then the series cn
n≥1 n≥1 n≥1
converge.
Proof. For any given ϵ > 0, there is an integer N ∈ N so that

X X

ak < ϵ, bk < ϵ

holds for all n > N and any p ∈ N. Hence |cn+1 + · · · + cn+p | < ϵ.
X X
(3) If the series an and bn both converge, then by Proposition 4.1.1, the series
X n≥1 n≥1
X
(an + bn ) converges, however the series an bn might be divergent.
n≥1 n≥1
♠
4.1.3 The Olivier-Abel-Pringsheim test
A historic remark on the Olivier-Abel-Pringsheim test is taken from Michael Goar². In 1827,
Louis Olivier stated³
²Goar, M. Olivier and Abel on series convergence: an episode from early 19th century analysis, Math. Mag., 72(1999),
no. 5, 347-355.
³Olivier, L. Remarques sur les series infinies et leur convergence, J. Reinw Angew. Math., 2(1827), 31-44.
-
Table 4.1: Series of sum and product

X X X X
an bn (an + bn ) a n bn
n≥1 n≥1 n≥1 n≥1
(−1)n
C : a n = bn = ,
n
C C C
(−1)n
D : a n = bn = √
n
(−1)n
C : an = , bn = (−1)n ,
n2
C D D
(−1)n
D : an = √ , bn = (−1)n
n
(−1)n
C : bn = , an = (−1)n ,
n2
D C D
(−1)n
D : bn = √ , an = (−1)n
n
1
C : an = (−1)n , bn = (−1)n−1 , C : an = (−1)n , bn = ,
n
D C
D : an = bn = (−1)n 1
D : a n = bn =
n
Note: C for convergence, D for divergence
Donc si l’on trouve, que dans une série infinie, le produit du nieme terme, ou du
nieme des groupes de termes qui conservent le mêmo signe, par n, est zéro, pour n =
∞, on peut regarder cette seule circonstance comme une marque, que la série est
convergente; et réciproquement, la série ne peut pas être convergente, si le produit
nan n’est pas nul pour n = ∞.
translated:
Therefore if one finds in an infinite series, the product of the nth term, or of the nth
group of terms which keep the same sign,by n, is zero, for n = ∞, one can regard
precisely this situation as an indicator that the seriess is convergent, and conversely,
the series is not convergent if the product nan is nonzero for n = ∞.
X
In other word, in his original paper, Olivier stated that if an is a series of positive terms, and
n≥1
lim nan = 0, then the series converges, but if lim nan is nonzero, then the series diverges.
n→∞ n→∞
However, one year later, Niels Henrik Abel gave⁴ a counterexample to Olivier’s claim:
X 1 X
= an .
n ln n
n≥2 n≥2
Clearly that
1
lim nan = lim = 0.
n→∞ n→∞ ln n
Abel proved by a clever way that the above series diverges. According to the inequality, ln(1 +
⁴Abel, N. H. Note sur le memoire de M. L. Olivier No. 4 du second tome de ce journal, ayant pour titre ’remarques sur
les series infinies et leur convergence’, J. Reine Angew. Math., 3(1828), 79-82.
-
x) < x, x > 0, we get

Å ã Å ã
1 1 1 1
ln 1 + < or equivalently ln(1 + n) < + ln n = 1 + ln n,
n n n n ln n
whence
Å ã
1 1
ln ln(1 + n) < ln ln n + ln 1 + < ln ln n + , n ≥ 2.
n ln n n ln n
The above inequality can be obtained by the mean-value theorem appied to f (x) = ln ln x:
1 1
< ln ln(1 + n) − ln ln n < , n ≥ 2.
(n + 1) ln(n + 1) n ln n
Upon taking the sum yields
X 1
> ln ln(1 + n) − ln ln 2.
k ln k
1≤k≤n
X 1
Taking n → ∞ shows that the series diverges.
n ln n
n≥2
Theorem 4.1.3. (The Olivier-Abel-Pringsheim test, 1827)

X
(1) If the series an converges, an ≥ 0 and an is nonincreasing, then lim nan = 0.
n→∞
X
n≥1
X
(2) If in a series an we have lim nan = a 6= 0, then the series an diverges.
n→∞
n≥1 n≥1
♥
Proof. (1) For any n, p ∈ N, we have

X
pan+p ≤ ak .
n+1≤k≤n+p
In particular,
X 2n + 1 2n + 1 X
2na2n ≤ 2 ak , (2n + 1)a2n+1 = (n + 1)a2n+1 ≤ ak
n+1 n+1
n+1≤k≤2n n+1≤k≤2n+1
so that
X Ä ä
0 ≤ nan ≤ 2 ak = 2 Sn − S⌊ n2 ⌋ .
⌊n
2
⌋+1≤k≤n
X
If the series an converges, then lim nan = 0.
n→∞
n≥1
(2) By Proposition 4.1.2, we may assume that a > 0. There exists an integer N ∈ N so
that |nan − a| < a/2 for all n > N . Then an > a/2n and
X a X 1
ak > → +∞
2 n
1≤k≤n 1≤k≤n
as n → ∞.
In the same paper, Abel proved

Theorem 4.1.4. (Abel, 1828)
X
It is impossible to find a positive function φ(n) such that any series an with an ≥ 0,
n≥1
should be convergent if lim φ(n)an = 0, and divergent if lim φ(n)an 6= 0.
n→∞ n→∞
♥
-
X
Proof. We start with a lemma: if the series bn diverges, then
n≥1
X bn
b1 + · · · + bn−1
n≥2
diverges. In fact, by Lagrange’s mean-value theorem, we have
Ñ é Ñ é
X X bn X X
ln bk − ln bk = , for some ξ with bk < ζ < bk .
ξ
1≤k≤n 1≤k≤n−1 1≤k≤n−1 1≤k≤n
In particular Ñ é Ñ é
X X bn
ln bk − ln bk < .
b1 + · · · + bn−1
1≤k≤n 1≤k≤n−1
Upon taking the sum yields

X bk
> ln(b1 + · · · + bn ) − ln b1 ,
b1 + · · · + bn−1
2≤k≤n
which is infinite.
X
We now suppose that φ(n) be a positive function of n such that any series an with
n≥1
an ≥ 0 is convergent or divergent according as lim φ(n)an is zero or not.
n→∞
X 1
Taking bn = 1/φ(n), we see that the series diverges, because lim φ(n)bn = 1.
φ(n) n→∞
n≥1
The above lemma shows that the series
X bn X 1 X
= Å ã =: cn
b1 + · · · + bn−1 1 1
n≥2 n≥2 φ(n) + ··· + n≥2
φ(1) φ(n − 1)
also diverges. However
1 1
lim φ(n)cn = lim = = 0,
n→∞ 1 n→∞ 1 +∞
+ ··· +
φ(1) φ(n − 1)
X
which implies by the assumption that the series cn converges.
n≥2
The lemma in the proof of Theorem 4.1.4 was generalized by an Itlian mathematician Ulisse
Dini in 1867.
Theorem 4.1.5. (The Abel-Dini theorem)
X
If the series an diverges and an > 0, then the series
n≥1
X an X
α
, Sn := ak
Sn
n≥1 1≤k≤n
converges when α > 1 and diverges when α ≤ 1.
♥
X
Abel in his 1828 paper only proved the divergence of an /Sn−1 . Dini in 1867 estab-
n≥2
lished⁵ Theorem 4.1.5. It was not till 1881 that writings of Abel were discovered which also
⁵Dini, U. Sulle serie a termini positivi, Annali Univ. Toscana, Vol. 9, 1867.
-
4.2 Positive series – 136 –
contain the part relative to convergence of Theorem 4.1.5.
Proof. For α ≤ 1, we have

X an X an
≥ ,
Snα Sn
n≥1 n≥1
so that we should prove the divergence when α = 1. In this case, for any n, p ∈ N, one has
X
ak
X ak n+1≤k≤n+p Sn+p − Sn Sn
≥ = =1− .
Sk Sn+p Sn+p Sn+p
n+1≤k≤n+p
1
As Sn → +∞, for each n ∈ N we can choose pn ∈ N so that Sn /Sn+pn < . Therefore
2
X ak 1
>
Sk 2
n+1≤k≤n+pn
X
and then the series an /Sn is divergent.
n≥1
To prove the convergence when α > 1, we shall prove a theorem⁶ of Pringsheim in 1889
(as Sn−1 ≤ Sn ).
Theorem 4.1.6. (The Pringsheim theorem)

X
If the series an diverges and an > 0, then the series
n≥1
X an X
ρ , Sn := ak
Sn Sn−1
n≥2 1≤k≤n
converges for every ρ > 0.
♥
Proof. Choose⁷ a natural number p ∈ N such that 1/p < ρ and sufficiently prove the convergence
of the above series when ρ is replaced by τ := 1/p. According to the following elementary
inequality
(1 − xp ) = (1 − x)(1 + x + · · · + xp−1 ) ≤ p(1 − x), 0 < x ≤ 1,
we have Å ã Å ã
Sn−1 1 τ
Sn−1 Sn−1 1/p
1− ≤ 1− τ , x= ,
Sn τ Sn Sn
which is equivalent to Ç å
Sn − Sn−1 1 1 1
τ ≤ τ − τ .
Sn Sn−1 τ Sn−1 Sn
Because Sn → +∞, we have
X an 1 1 1
τ ≤ τ = τ
Sn Sn−1 τ S1 τ a1
n≥2
that is finite.
⁶Pringsheim, A. Allgemeine theorie der divergenz und convergenz von reihen mit positiven gliedern, Math. Ann.,
35(1889), 297-394.
⁷Knopp, K. Theory and application of infinite series, translated from the second German edition and revised in accor-
dance with the fourth by Miss. R. C. H. Young, Blackie & Son Limited, London and Glasgow, 1954.
-
4.2 Positive series
Introduction
h Tests h Tests for an ∼ an+1
4.2.1 Tests
We now consider a positive series

X
an , an ≥ 0. (4.2.1.1)
n≥1
Let
X
Sn := ak .
1≤k≤n
Then
Sn is nonnegative and nondecreasing
so that
lim Sn exists if and only {Sn }n≥1 is bounded.
n→∞
Theorem 4.2.1. (Bounded sum test)

X
The positive series an converges if and only if the sequence {Sn }n≥1 is bounded.
n≥1
♥
Example 4.2.1. (Riemann’s zeta function)

For any real number p ∈ R, define
X 1
ζ(p) := , p ∈ R. (4.2.1.2)
np
n≥1
When p = 1, ζ(1) is the harmonic series, so it is divergent.
When p < 1, the n-th partial sum Sn satisfies
X 1 X 1
Sn = p
> → +∞,
k k
1≤k≤n 1≤k≤n
so it is divergent.
When p > 1, we consider the function
1
f (x) = , x > 0.
xp−1
(1 − p)
Because f ′ (x) = , we get by the Langrange mean-value theorem
xp
1−p
f (n + 1) − f (n) = f ′ (n + θn ) = , for some θn ∈ (0, 1),
(n + θn )p
and then ï ò
1 1 1 1
< − .
(n + 1)p 1 − p (n + 1)p−1 np−1
-
Hence
X 1 1 X ï 1 1
ò
Sn = < 1+ −
kp 1−p k p−1 (k − 1)p−1
1≤k≤n 2≤k≤n
Å ã
1 1 p
= 1+ 1 − p−1 < .
p−1 n p−1
X 1
Consequently, the series converges only if p > 1, and in this case
np
n≥1
p
1 < ζ(p) < , p > 1. (4.2.1.3)
p−1
(1) Let P be the set of all primes. In 1737, Euler proveda the so-called Euler product
formula
X 1 Y 1 1 1 1
= ζ(s) = −s
= −s
× −s
× ×· · · . (4.2.1.4)
n s 1−p 1−2 1−3 1 − 5−s
n≥1 p∈P
The above result is stated as Theorem 8 on Page 174:
Si ex ferie numerorum primorum fequens formetur expreffio

2n · 3n · 5n · 7n · 11n · etc.
(2n − 1)(3n − 1)(5n − 1)(7n − 1)(11n − 1)etc.
erit eius valor aequalis fummae buius feriei
1 1 1 1 1 1
1 + n + n + n + n + n + n + etc.
2 3 4 5 6 7
1
We review the original proof of Euler. Multiplying both sides of (4.2.1.2) by
2s
yields
1 1 1 1 1 1
s
ζ(s) = s + s + s + s + s + · · ·
2 2 4 6 8 10
and then
Å ã
1 1 1 1 1 1 1
1 − s ζ(s) = 1 + s + s + s + s + s + s + · · · .
2 3 5 7 9 11 13
Repeating for the next term, we obtain
Å ãÅ ã
1 1 1 1 1 1 1
1− s 1 − s ζ(s) = 1 + s + s + s + s + s + · · ·
3 2 5 7 11 13 17
where all elements having a factor of 3 or 2 (or both) are removed. Repeating
1
infinitely for s where p is prime, we arrive at
p
Å ãÅ ãÅ ãÅ ãÅ ã
1 1 1 1 1
··· 1 − s 1− s 1− s 1− s 1 − s ζ(s) = 1.
11 7 5 3 2
(2) In the November 1859, Georg Friedrich Bernhard Riemann considered
X 1
ζ(z) := , Re(z) > 1, (4.2.1.5)
nz
n≥1
in “Über die Anzahl der Primzahlen unter einer gegebenen Grösseb” and proposed
1
the famous Riemann hypothesis that all nontrivial zeros of ζ(z) have real part .
2
-
(4) The special value

X 1 π2
= ζ(2) = (4.2.1.6)
n2 6
n≥1
was discovered by Euler in 1734 as the solution to the Basel problem.

(5) (Basel problem)c An Itilian mathematician Pietro Mengoli in 1650 posed the prob-
lem of finding the sum of the series
X 1 1 1
2
= 1 + 2 + 2 + ···
n 2 3
n≥1
in his book “Novae Quadraturae Arithmeticae”. The English mathematician John
Wallis had computed the value of ζ(2) to 3 decimal places in his book “Arithmetica
Infinitorum”. In a letter to James Bernoulli in 1691, John Bernoulli wrote, “I see
1 1 1 1
now the route for finding the sum + + + + · · ·.” No further wot was
1 4 9 16
forthcoming from him until 1742 when the published a proof similar to that given
by Euler in 1734. In 1728, Daniel Bernoulli wrote to Christian Goldbach that he
had a method for computing an approximation toζ(2) and gave as an approximation
value 8/5. In reply Goldbach wrote that he could show that
16 2
1 = 1.64 < ζ(2) < 1 ≈ 1.66.
25 3
Neither gave indications of their computations. In 1730, James Stirling had com-
puted ζ(2) to 9 decimal palces, of which 8 were correct.
Euler gave an original methodd for computing ζ(2) in 1731:
Ñ é2
X 1 X 1 X 1
ζ(2) = (ln 2)2 + n 2
= n
+
2 n 2 n 2n n 2
n≥1 n≥1 n≥1
≈ (0.480453) + 1.164482 ≈ 1.644934.

2
In 1732, Euler statede the Euler-McLaurin formula in “Methodus Generalis Sum-

mandi Progressiones”, whose proof was later givenf in “Inventio summae cuiusque
seriei ex dato Termino generali” in 1735. Then he found that
ζ(2) ≈ 1.64493406684822643647.
Euler provedg (4.2.1.6) in 1734 and read on 5 December 1735 in The Saint Peters-
burg Academy of sciences. Euler generalized the factorization of polynomials to
transcendental functions.
Euler used the Taylor series
sin x x2 x4 x6 X x2n
=1− + − + ··· = 1 + (−1)n
x 3! 5! 7! (2n + 1)!
n≥1
and observed that zeros of sin x are nπ, n ∈ Z. Then he heuristically stated
Å ãÅ ãÅ ã YÅ ã
sin x x2 x2 x2 x2
= 1− 2 1− 2 1 − 2 ··· = 1− .
x π 4π 9π (nπ)2
n≥1
-
Formally multiplying out this product and collecting all the x2 terms, we obtain
Å ã
1 1 1 1
− 2
+ 2 + 2 + ··· = − .
π 4π 9π 6
In 1741, Euler gave another proofh of (4.2.1.6). Start from
Z x
1 arcsin t
(arcsin x)2 = √ dt.
2 0 1 − t2
√
Expanding 1 − u2 yields
Z t X (2n − 1)!! t2n+1
du
arcsin t = √ =t+
0 1 − u2 n≥1
(2n)!! 2n + 1
and then
Z x X (2n − 1)!! 1 Z x t2n+1
1 tdt
(arcsin x)2 = √ + √ dt.
2 0 1 − t2 n≥1 (2n)!! 2n + 1 0 1 − t2
Let Z x
t2n+1
In (x) := √ dt.
0 1 − t2
Integration by parts gives
Z x Z x Äp ä
t2n tdt
In (x) = √ = − t2n d 1 − t2
0 1 − t2 0
p Z x 2n−1
t (1 − t2 )
= −x2n 1 − x2 + 2n √ dt
0 1 − t2
p
= −x2n 1 − x2 + 2n(In−1 − In )
so that √
2n x2n 1 − x2
In (x) = In−1 (x) − .
2n + 1 2n + 1
Z 1
tdt
Since √ = 1, it follows that
0 1 − t2
Z 1 p (2n)!!
t2n+1 1 − t2 dt =
0 (2n + 1)!!
and
π2 1 X 1 X 1
= (arcsin 1)2 = 1 + = ,
8 2 (2n + 1)2 (2n − 1)2
n≥1 n≥1
which is equivalent to (4.2.1.6).

(6) In 22 October 1739, Euler computedi ζ(2n) for all positive integer n,
(−1)n−1 B2n (2π)2n
ζ(2n) =
2(2n)!
where B2n is a Bernoulli number given by (acutally B3 = B5 = · · · = 0)
x x X Bn n
= 1 − + x ,
ex − 1 2 n!
n≥2
and also ζ(2n + 1) for n = 1, 2, 3, 4, 5. He wrote these in the form
ζ(n) = N π n .
Euler says that if n is even, then N is rational, while if N is odd then he conjectures
-
that N is a function of ln 2.
Euler often worked with
X 1 X (−1)n X (−1)n
θ(s) = s
, ϕ(s) = s
, ψ(s) = .
(2n + 1) n (2n + 1)s
n≥0 n≥1 n≥0
Clearly that
Å ã Å ã
1 1
θ(s) = 1 − s ζ(s), ϕ(s) = − 1 − s−1 ζ(s).
2 2
The series for ϕ(s) converges if s > 0, while that for ζ(s) only for s > 1.
In 1749, Euler provedj that
ϕ(1 − n) −(n − 1)!(2n − 1) πn
= cos ,
ϕ(n) (2 n−1 − 1)π n 2
and conjectured
ϕ(1 − s) −Γ(s)(2s − 1) πs
= cos
ϕ(s) (2 s−1 − 1)π s 2
is true for all s. This conjecture implies the famous functional equation
πs
ζ(1 − s) = π −s 21−s Γ(s) cos ζ(s)
2
which wad proved by Riemann in 1859.
In a 1772 paperk, he proved that
Z π/2
1 1 7 π2
1 + 3 + 3 + · · · = θ(3) = ζ(3) = ln 2 + 2 x ln(sin x)dx
3 5 8 4 0
or
Ñ é
1 1 7 π2 1 X ζ(2n)
1 + 3 + 3 + · · · = θ(3) = ζ(3) = − .
3 5 8 2 4 (2n + 1)(2n + 2)22n
n≥1
aEuler, L. Variae observationes circa series infinitas, Commentarii academiae scientiarum Petropolitanae,
9(1744), 160-188.
bRiemann, B. Über die Anzahl der Primzahlen unter einer gegebenen Grösse, Monatsberichte der Preussischen
Akademie der Wissenschaften, Berlin, Noember 1859.
cRaymond, Ayoub. Euler and the zeta function, Amer. Math. Monthly, 81(1974),no. 10, 1067-1086.
dEuler, L. De summatione innumerabilium progressionum, Commentarii academiae scientiarum Petropoli-
tanae, 5(1738), 91-105.
eEuler, L. Methodus Generalis Summandi Progressiones, Commentarii academiae scientiarum Petropolitanae,
6(1738), 68-97.
fEuler, L. Inventio summae cuiusque seriei ex dato Termino generali, Commentarii academiae scientiarum
Petropolitanae, 8(1741), 9-22.
gEuler, L. De Summis Serierum Reciprocarum, Commentarii academiae scientiarum Petropolitanae, 8(1740),
pp. 9-22.
hEuler, L. Démonstration de la somme de la suite 1 + 1
4
+ 1
9
+ · · · , Journal litteraire d’Allemagne, de Suisse
et du Nord, 2(1743), 115-127.
iEuler, L. De seriebus quibusdam considerationes,Commentarii academiae scientiarum Petropolitanae,
12(1750), 53-96.
jEuler, L. Remarques sur un beau rapport entre les séries des puissances tant directes que réciproques, Mé-
moires de l’académie des sciences de Berlin, 17(1768), 83-106.
kEuler, L. Exercitationes analyticae, Novi Commentarii academiae scientiarum Petropolitanae, 17(1773), 173-
204.
♠
-
Example 4.2.2
Prove
√ X 1
2≤ √ ≤ 2.
n(n + 1)
n≥1
Proof. Observe
√ √ Å ã
1 1 n+1+ n 1 1
√ =√ √ √ = √ √ −√ .
n(n + 1) n· n+1· n+1 n+1 n n+1
Then
√
X 1 X2 n+1Å 1 1
ã
√ ≤ √ √ −√
n(n + 1) n+1 n n+1
n≥1 n≥1
X 1 Å ã
1
= 2 √ −√ = 2,
n n + 1
n≥1
p
X 1 X 2(n + 1) Å 1 1
ã
√ ≥ √ √ −√
n(n + 1) n+1 n n+1
n≥1 n≥1
√ X 1 Å ã √
1
= 2 √ −√ = 2.
n n + 1
n≥1
√ √ p
Here we used n+1+ n≥ 2(n + 1).
♠
Theorem 4.2.2. (Tests)

(1) (Comparison test) (Gauss, 1812; Cauchy, 1821) Suppose that an , bn ≥ 0 and an ≤
M bn for some positive constant M > 0.
X X
(1.1) If the series bn converges, then an converges;
X
n≥1
X
n≥1
(1.2) If the series an diverges, then bn diverges.
n≥1 n≥1
(2) (Limit comparison test) (Cauchy-Waring) Suppose that an ≥ 0, bn > 0 and
an
lim = L ≥ 0.
n→∞ bn
X X
(2.1) 0 < L < +∞: the series an converges if and only if the series bn con-
n≥1 n≥1
verges;
X X
(2.2) L = 0: if the series bn converges, then the series an converges;
n≥1
X X
n≥1
(2.3) L = +∞: if the series bn diverges, then the series an diverges.
n≥1 n≥1
√
(3) (Root test) (Cauchy, 1821) Suppose that an ≥ 0 and lim n
an = ρ ≥ 0.
X n→∞
(3.1) ρ < 1: the series an converges;
X
n≥1
(3.2) ρ > 1: the series an diverges;
n≥1
(3.3) ρ = 1: the test is inconclusive.
(4) (Ratio test) (D’Alembert, 1768; Cauchy, 1821) Suppose that an > 0 and
an+1
lim = ρ ≥ 0.
n→∞ an
-
X
(4.1) ρ < 1: the series an converges;
X
n≥1
(4.2) ρ > 1: the series an diverges;
n≥1
(4.3) ρ = 1: the test is inconclusive.
(5) (Integral test) (Maclaurin, 1742; Cauchy, 1827) Suppose that f : [1, +∞) →
[0, +∞) is a nonnegative, nonincreasing, continuous function. Let
X Z n
an := f (n), Sn = ak , T n = f (x)dx.
1≤k≤n 1
Then {Sn − Tn }n≥1 converges and

X Z +∞
an conveges ⇐⇒ f (x)dx converges.
n≥1 1
♥
Proof. (1) By definition.

(2) By (1).
√ 1+ρ
(3) If ρ < 1, thenan ≤n
for any n ≥ N . So
2
Å ãn X Å 1 + ρ ãn X Å 1 + ρ ãn
1+ρ 2
0 ≤ an ≤ , ≤ = .
2 2 2 1−ρ
n≥N n≥0
X
By (1.1), the series an converges.
n≥1
√ ρ−1 1+ρ
If ρ > 1, then n
an > ρ − = > 1 for any n ≥ N , so
2 2
Å ã
1+ρ n
an ≥ >1
2
X
implying by (1.2) that the series an diverges.
n≥1
X 1 X1
If ρ = 1, the series 2
converges, but the series diverges.
n n
n≥1 n≥1
an+1 1+ρ
(4) If ρ < 1, we have < for any n ≥ N and
an 2
aN +1 1 + ρ aN +2 1+ρ an+1 1+ρ
< , < , , < .
aN 2 aN +1 2 an 2
Hence Å ã
1 + ρ n−N
an < A N for all n ≥ N + 1
2
or Å ãn
aN 1+ρ
an < Å ã for all n ≥ N + 1.
1+ρ N 2
2
X
By (1.1), the series an converges.
n≥1
an+1 ρ−1 1+ρ
If ρ > 1, then >ρ− = > 1 for any n ≥ N . Hence the sequence
an 2 2
-
X
{an }n≥1 is strictly increasing and then lim an 6= 0. Consequently, the series an diverges.
n→∞
n≥1
X 1 X1
If ρ = 1, the series 2
converges, but the series diverges.
n n
n≥1 n≥1
(5) By definition,
Z k+1
ak+1 = f (k + 1) ≤ f (x)dx ≤ f (k) = ak
k
and so ñ ô
X Z n X Z k+1
Sn − T n = ak − f (x)dx = ak − f (x) dx + an .
1≤k≤n 1 1≤k≤n−1 k
Therefore
X
0 ≤ a n ≤ Sn − T n ≤ (ak − ak+1 ) + an = a1
1≤k≤n−1
implying that the sequence {Sn − Tn }n≥1 is bounded. On the other hand,
Z n+1
(Sn+1 − Tn+1 ) − (Sn − Tn ) = an+1 − f (x)dx ≤ 0
n
so that the sequence {Sn − Tn }n≥1 is also nonincreasing and hence converges. From
Sn = (Sn − Tn ) + Tn ,
X Z +∞
we see that the series an converges if and only if the improper integral f (x)dx con-
n≥1 1
verges.
Example 4.2.3
(1) Consider
X n X n X 3n − 2
, ,
5n2 −4 n
2 (n + 1) n − 2n2 + 11
3
n≥1 n≥1 n≥1
X 1 X ln n X 2n X 2n
√ , , , .
n≥1
n2 + 19n n≥1 n2 n≥1
n!
n≥1
n20
For (1.1), since

n n 1
> 2 = ,
5n2 −4 5n 5n
it follows that the series diverges.
For (1.2), since
n 1
< n,
2n (n + 1) 2
it follows that the series converges.
For(1.3), since
3n − 2 3n 3
∼ 3 = 2 , n → ∞,
n3 − 2n + 11
2 n n
For (1.4), since
1 1 1
√ ∼ √ = , n → ∞,
n2 + 19n n 2 n
-
it follows that the series diverges.

For (1.5), since
ln n
lim = 0 for any given ϵ > 0,
n→∞ nϵ
it follows that
ln n
n2 ln n
lim = lim = 0 if p < 2.
n→∞ 1p n→∞ n2−p
n
Choosing p ∈ (1, 2) implies that the series converges.

For (1.6), since an = 2n /n!, it follows that
an+1 2n+1 n! 2
= × = → 0,
an (n + 1)! 2n n+1
and then the series converges.
For (1.7), since an = 2n /n20 , it follows that
Å ã20
an+1 2n+1 n20 n
= × n =2 → 2,
an (n + 1)20 2 n+1
and then the series diverges.
(2) Consider
X 1 X 1 Xï Å ã ò
1 n p
, √ , e − 1 +
(ln n)ln n 3 n n≥1 n
n≥2 n≥1
and
X n2 [2 + (−1)n ]n X π X xn n! X 1
, n tan , , (p > 0).
22n+1 2 n+1 nn n(ln n)p
n≥1 n≥1 n≥1 n≥2
For (2.1), since
2
(ln n)ln n = eln n(ln ln n) = nln ln n > n2 , for n > ee ,
it follows that
1 1 2
ln n
< 2 for all n > ee
(ln n) n
and then the series converges.
For (2.2), since √
1/3 n n2
= √ → 0,
1/n2 3 n
For (2.3), since Å ã
1 n
= en ln(1+ n = en( n − 2n2 +o( n2 )
1 1 1 1
1+
n
and
ï Å ã ò î
1 n p 1 óp î 1 óp
= ep 1 − e− 2n +o( n )
1 1
e− 1+ = e − e1− 2n +o( n )
n
ï Å ãòp e p 1
1 1
= e p
+o ∼ ,
2n n 2 np
-
it follows that the series converges only if p > 1.

For (2.4), since
√
X n2 [(2 + (−1)n ]n X n2 3n n 2 3n 3( n n)2 3
√
n
≤ , lim = lim = < 1,
22n+1 22n+1 n→∞ 22n+1 n→∞ 4 n 2 4
n≥1 n≥1
π
For (2.5), since an = n tan n+1 , it follows that
2
π
an+1 (n + 1) tan n+2 π/2n+2 1
= 2 → → < 1,
an π π/2 n+1 2
n tan n+1
2
For (2.6), since an = xn n!/nn , it follows that
an+1 xn+1 (n + 1)! nn x x
= × =Å ã → ,
an (n + 1)n+1 xn n! 1 n e
1+
n
it follows that
x < e: converges,
x > e: diverges, ¡Å ãn
1
x = e: because an+1 /an = e 1+ > 1, it diverges.
n
For (2.7), since Z Z
+∞ +∞
dx dt
= ,
2 x(ln x)p ln 2 tp
it follows that the series converges only if p > 1.
♠
Approximating the sum of a series. Let f : [1, +∞) → [0, +∞) be a nonnegative,
X
nonincreasing, continuous function, and an = f (n). Then the error for the series an
n≥1
satisfies Z
X +∞
En := ak < f (x)dx. (4.2.1.7)
k≥n+1 n
Example 4.2.4
(1) Find an upper bound for the error in using the sum of the first 20 terms to approximate
X 1
. Indeed, by (4.2.1.7), we have
n≥1
n3/2
X 1 Z +∞ +∞
dx
−1/2 2 1
E20 = 3/2
< 3/2
= −2x = √ = √ ≈ 0.44721.
k≥21
k 20 x 20 20 5
X 1
(2) How lasrge must n be so that an error of 3/2
is no more than 0.005?
n≥1
n
By (4.2.1.7), we have
X 1 Z +∞
dx 2
En = 3/2
< 3/2
=√ .
k n x n
k≥n+1
-
√
Letting 2/ n < 0.005 yields n > 160000.
♠
4.2.2 Tests for an ∼ an+1
The ratio test is inconclusive when

an+1
lim = 1 or an ∼ an+1 .
n→∞ an
In this subsection, we introduce several effective tests for this case.
Theorem 4.2.3
(1) (Kummer test) (Kummer, 1833) Suppose that an , bn > 0.
(1.1) If there exists λ > 0 such that
1 an 1
· − ≥ λ for any n ≥ N,
bn an+1 bn+1
X
then the series an converges.
Xn≥1
(1.2) If the series bn diverges and
n≥1
1 an 1
· − ≤ 0 for an n ≥ N,
bn an+1 bn+1
X
then the series an diverges.
n≥1
(2) (Raabe test) (Raabe, 1832) Suppose that an > 0.
(2.1) If Å ã
an
n − 1 ≥ r > 1 for any n ≥ N,
an+1
X
n≥1
(2.2) If Å ã
an
n − 1 ≤ 1 for any n ≥ N,
an+1
X
n≥1
(3) (Limit Raabe test) Suppose that an > 0.
(3.1) If Å ã
an
lim n − 1 = r > 1,
n→∞ an+1
X
n≥1
(3.2) If Å ã
an
lim n − 1 = r < 1,
n→∞ n+1
X
n≥1
-
(4) (Gauss test) (Gauss, 1812) Suppose that an > 0 and

Å ã
an θ 1
=1+ +o for any n ≥ N.
an+1 n n ln n
X
(4.1) If θ > 1, then the series an converges.
X
n≥1
(4.2) If θ ≤ 1, then the series an diverges.
n≥1
(5) (Bertrand test) (de Mongan, 1839; Bertrand, 1842) Suppose that an > 0 and
an 1 αn
=1+ + for any n ≥ N.
an+1 n n ln n
X
(5.1) If αn ≥ µ > 1, then the series an converges.
X n≥1
(5.2) If αn ≤ 1, then the series an diverges.
n≥1
(6) (Gauss test: general form) (Gauss, 1812) Suppose that an > 0 and
an µ θn
= λ + + 2 for any n ≥ N,
an+1 n n
where |θn | ≤ L for some positive constant L, and λ, µ are constants.
X
(6.1) If λ > 1, then the series an converges.
n≥1
X
(6.2) If λ = 1 and µ > 1, then the series an converges.
X
n≥1
(6.3) If λ = 1 and µ ≤ 1, then the series an diverges.
X n≥1
(6.4) If λ < 1, then the series an diverges.
n≥1
(7) (Ermakoff test) (Ermakoffa, 1871) Let f : [1, +∞) → [0, ∞) be a nonnegative,
nonincreasing, continuous function.
X
(7.1) If f (ex )ex /f (x) ≤ q < 1 for all x ≥ x0 ≥ 1, then the series f (n) converges.
X n≥1
(7.2) If f (ex )ex /f (x) ≥ 1 for all x ≥ x0 ≥ 1, then the series f (n) diverges.
n≥1
aErmakoff, M. V. Caractére de convergence de séries, Bulletin des Sciences Mathématiques et Astronomiques,

2(1871), 250-256.
♥
Proof. (1) In (1.1), we have

Å ã
1 an an+1
an+1 ≤ − for any n ≥ N
λ bn bn+1
so that, where Sn := a1 + · · · + an ,
X Å ak ak+1
ã
1
Å
aN an+1
ã
1 aN
Sn+1 ≤ SN + − = SN + − ≤ SN +
bk bk+1 λ bN bn+1 λ bN
N ≤k≤n
for all n ≥ N . Thus {Sn }n≥1 is bounded.
In (1.2), we have an /bn ≤ an+1 /bn+1 for all n ≥ N so that
Å ã
a1
an ≥ bn .
b1
-
X X
Since the series bn diverges, it follows that the series an also diverges.
n≥1 n≥1
(2) Take bn = 1/n in (1).
(3) By (2).
(4) Take bn = 1/n ln n. Then
ï Å ãò
1 an 1 θ 1
· − = n ln n 1 + + o − (n + 1) ln(n + 1)
bn an+1 bn+1 n n ln n
= (n + θ) ln n − (n + 1) ln(n + 1) + o(1).
When θ > 1, we have

1 an 1 n+1
· − = (θ − 1) ln n − (n + 1) ln + o(1) ≥ λ > 0
bn an+1 bn+1 n
for sufficiently large n, because
Å ã
n+1 1
lim (n + 1) ln = lim 1 + ln(1 + x) = 1.
n→∞ n x→0+ x
When θ < 1, we have
1 an 1
· − ≤0
bn an+1 bn+1
for sufficiently large n.
When θ = 1, we have
1 an 1 n
· − = (n + 1) ln + o(1) → −1.
bn an+1 bn+1 n+1
(5) Take bn = 1/n ln n in (1). Then
1 an 1
· − = (n + 1) ln n + αn − (n + 1) ln(n + 1)
bn an+1 bn+1
ï ò
n
= 1 + (n + 1) ln + (αn − 1),
n+1
n n
where lim (n + 1) ln = −1 and 1 + (n + 1) ln ≤ 0. If αn ≥ µ > 1, then
n→∞ n+1 n+1
1 an 1 µ−1
· − ≥ >0
bn an+1 bn+1 2
for sufficiently large n. If αn ≤ 1, then
1 an 1
· − ≤ αn − 1 ≤ 0
bn an+1 bn+1
for all n ≥ N .
(6) Use the ratio test and (4).
(7) In (7.1), we have
Z ex Z x Z x
f (t)dt = f (e ) e du ≤ q
u u
f (t)dt.
ex0 x0 x0
Hence ñZ ô
Z ex x Z ex
(1 − q) f (t)dt ≤ q f (t)dt − f (t)dt
e x0 x ex0
ñZ 0ex Z ex ô Z e x0
≤ q f (t)dt − f (t)dt ≤ q f (t)dt
x0 ex0 x0
-
which implies
Z ex Z ex0
q
f (t)dt ≤ f (t)dt,
ex0 1−q x0
Z ex Z e x0 Z ex Z e x0
1
f (t)dt = f (t)dt = f (t)dt ≤ f (t)dt =: L.
x0 x0 ex0 1−q x0
Consequently, Z x
f (t)dt ≤ L for any x ≥ x0 .
x0
In (7.2), we have Z Z
ex x
f (t)dt ≥ f (t)dt
ex0 x0
and Z Z Z Z
ex ex0 ex ex0
f (t)dt = f (t)dt + f (t)dt ≥ f (t)dt =: γ > 0.
x x e x0 x0
Let xn = exn−1 for n ≥ 1. We get

Z xn Z xn
f (t)dt ≥ γ and f (t)dt ≥ nγ
xn−1 x0
which tends to infinity as n → ∞.
Example 4.2.5
(1) Consider the series
X (2n − 1)!!
1+ . (4.2.2.1)
(2n)!!(2n + 1)
n≥1
Then
(2n − 1)!!
an = , n ≥ 1,
(2n)!!(2n + 1)
and
Å ã
an (2n + 2)(2n + 3) 6n + 5 3 1
= =1+ 2 =1+ =O .
an+1 (2n + 1)(2n + 1) 4n + 4n + 1 2n n2
Then by Rabbe’s test, the series converges. Actually we will show later that the sum of
(4.2.2.1) is π/2.
(2) Gauss’s test originated by Gauss on studyinga the hypergeometric series
α · β α(α + 1) · β(β + 1) α(α + 1)(α + 2) · β(β + 1)(β + 2)
1+ + + + · · · (4.2.2.2)
1·γ 2! · γ(γ + 1) 3! · γ(γ + 1)(γ + 2)
where α, β, γ are positive real numbers, also the hypergeometric function
α·β α(α + 1) · β(β + 1) 2 α(α + 1)(α + 2) · β(β + 1)(β + 2) 3
1+ x+ x + x + ··· .
1·γ 2! · γ(γ + 1) 3! · γ(γ + 1)(γ + 2)
(4.2.2.3)
The term “hypergeometric series” was first used by John Wallis in his 1655 book “Arith-
metica infinitorum”. After Euler’s study, the first full systematic treatment was given by
Gauss in 1813.
The differential equations for (4.2.2.3) have been studies by several people, including
Kummerb in 1835, Riemannc in 1857, and Goursatd in 1881. (4.2.2.3) is a solution of
-
Euler’s hypergeometric dfferential equation
x(1 − x)w′′ (x) + [γ − (α + β + 1)x]w′ (x) − αβw(x) = 0. (4.2.2.4)
Using the Pochhammer symbole


 1, n = 0,
(q)n :=
 q(q + 1) · · · (q + n − 1), n > 0,
we can rewrite (4.2.2.3) as

X (α)n (β)n xn
F (α, β, γ; x) = . (4.2.2.5)
(γ)n n!
n≥0
For (4.2.2.2), we have
Å ã
an (n + 1)(n + γ) 1+γ−α−β 1
= =1+ + .
an+1 (n + α)(n + β) n n2
Hence the hypergeomtric series conveges ony if α + β < γ.
αβ
aGauss, C. F. Disquisitiones generales circa seriem infinitam 1 + 1·γ x + α(α+1)β(β+1)
1·2·γ(γ+1)
xx+ etc., Commen-
tationes Societatie Regiae Scientarum Gottingensis Recentiores, 1813, Göttingen, 2.
α·β α(α+1)β(β+1) 2
bKummer, E. E. Über die hypergeometrische Reihe 1 + 1·γ
x + 1·2·γ(γ+1)
x +
α(α+1)(α+2)β(β+1)(β+2) 3
1·2·3·γ(γ+1)(γ+2)
x + · · · , J. Reine Angew. Math., 15(1835), 39-83.
cRiemann, B. Beiträge zur Theorie der durch die Gauss’sche Reihe F (α, β, γ, x) darstellbaren Functionen,
Abhandlungen der Mathematischen Classe der Königlichen Gesellschaft der Wissenschaften zu Göttingen,
Göttingen: Verlag der Dieterichschen Buchhandlung, 7(1857), 3-22.
dGoursat, É. Sur l’équation diférentielle linéaire, qui admet pour intégrale la série hypergéométrique,
Annnales Scientifiques de l’École Normale Supérieure, 10(1881), 3-142.
ePochhammer, L. Ueber hypergeometrische Functionen nter Ordnung, J. Reine Angew. Math., 71(1870), 316-
352.
♠
The Kummer test was published⁸ in 1835, and was later improved⁹ by Dini in 1867. Kummer
actually proved¹⁰
Theorem 4.2.4. (Kummer, 1833)
X
Let an be a positive series.
n≥0
X X
(1) The series an converges if and only if there is a positive series pn and a real
n≥1 n≥1
number c > 0 such that
an
pn − pn+1 ≥ c.
an+1
X X
(2) The series an diverges if and only if there is a positive series pn such that
n≥1 n≥1
⁸Kummer, E. E. Über die Convergenz und Divergenx der unendlicvhen Reihen, J. Reine Angew. Math., 13(1835),
171-184.
⁹Dini, U. Sulle serie a termini positivi, Annali Univ. Toscana, Vol. 9, 1867.
¹⁰This statement is taken from the following paper: Tong. J. Kummer’s test gives characterizations for convergence or
divergence of all positive series, Amer. Math. Monthly, 101(1994), no. 5, 450-452.
-
4.3 Series in general – 152 –
X 1
diverges and
pn
n≥1
an
pn − pn+1 ≤ 0.
an+1
♥
4.3 Series in general
Introduction
h Absolute convergence and condi- h Abel-Dirichlet test
tional convergence h Multiplication of series
h Alternative series h Rearrangement
4.3.1 Absolute convergence and conditional convergence
Given a series in general

X
an , an ∈ R. (4.3.1.1)
n≥1
X
(1) The series an converges, if the sequence {Sn }n≥1 converges, where Sn = a1 +· · ·+an .
X
n≥1
X
(2) The series an is absolutely converges, if the series |an | converges.
X
n≥1
X
n≥1
(3) The series an conditionally converges, if the series an converges but the series
X n≥1 n≥1
|an | diverges.
n≥1
Note 4.3.1
X
(1) If the series an is absolutely convergent, then it is convergent.
n≥1
X
Proof. Because the series |an | is convergent, for any given ϵ > 0 there is an integer
n≥1
N ∈ N such that
X

|ak | < ϵ

n+1≤p≤n+p
for any n > N and all p ∈ N. Then

X X

a ≤ |ak | < ϵ
k
X
implying that the series an is convergent by Cauchy’s test.
n≥1
(2) “convergence” may not imply “absolute convergence”, for instance, an =

(−1)n−1 /n.
♣
-
4.3.2 Alternative series
To complete the proof of Note 4.3.1 (2), we generally consider the alternative series
X
(−1)n−1 an , an > 0. (4.3.2.1)
n≥1
Theorem 4.3.1. (Leibniz, 1675)

If the sequence {an }n≥1 satisfies
lim an = 0 and {an }n≥1 is nonincreasing,

n→∞
then the alternative series (4.3.2.1) converges.
♥
Proof. Let
X
Sn = (−1)k−1 ak .
1≤k≤n
Then
S2 = a1 − a2 , S4 = (a3 − a4 ) + S2 ≥ S2 ≥ 0, S3 = S1 − (a2 − a3 ) ≤ 0.
In general, we can prove that
{S2n }n≥1 is nondecreasing and {S2n+1 }n≥1 is nonincreasing.
On the other hand
S2n = a1 − (a2 − a3 ) − · · · − (a2n−2 − a2n−1 ) − a2n ≤ a1 ,

S2n+1 = (a1 − a2 ) + (a3 − a4 ) + · · · + (a2n−1 − a2n ) + a2n+1 ≥ 0.
Thus
the sequence {S2n }n≥1 is nondecreasing and 0 ≤ S2n ≤ a1 ;
the sequence {S2n+1 }n≥1 is nonincreasing and 0 ≤ S2n+1 ≤ a1 ;
S2n + a2n+1 = S2n+1 .
Then
lim S2n = lim S2n+1
n→∞ n→∞
X
exists, so that the seqwuence lim Sn exists and the series (−1)n−1 an converges.
n→∞
n≥1
Note 4.3.2
X
(1) In Theorem 4.3.1, if (−1)n−1 an = S, then
n≥1
|S − Sn | ≤ an+1 . (4.3.2.2)
Indeed,
0 ≤ S − S2n ≤ S2n+1 − S2n = a2n+1 , 0 ≤ S2n+1 − S ≤ S2n+1 − S2n+2 = a2n+2 .
Thus |S − Sn | ≤ an+1 for each n ≥ 1.
-
(2) The condition “ lim an = 0” is a necessary condition of convergence.

n→∞
(3) The condition “{an }n≥1 is nonincreasing” is needed in Theorem 4.3.1. Consider the
following alternative series
1 1 1 1 1 1
√ −√ +√ −√ +√ −√ + ··· .
2−1 2+1 3−1 3+1 4−1 4+1
Because the 2n-th partial sum
Ñ é
2 2 2 2 X 1
S2n = + + + · · · + =2
1 2 3 n−1 k
1≤k≤n−1
tends to +∞, we conclude that this alternative series diverges.

♣
Example 4.3.1
(1) Consider
X (−1)n−1
.
n!
n≥1
Since an = 1/n! decreases to 0, it follows that the series converges and

1
|S − Sn | ≤ an+1 = .
(n + 1)!
(2) Consider
X (−1)n−1 n2
.
2n
n≥1
Since an = n2 /2n , it follows that lim an = 0. Let

n→∞
x2
f (x) := , x > 0.
2x
Then
x2x (2 − x ln 2) x(2 − x ln 2)
f ′ (x) = = < 0 if x ≥ 3
22x 2x
so the sequence {an }n≥3 decreases to 0 and the series converges.
(3) Consider
X (−1)n−1
, p ∈ R.
np
n≥1
When p > 0, the series converges because the sequence {1/np }n≥1 decreases to 0. When
X
p = 0, the series becomes (−1)n−1 that is divergent. When p < 0, the series diverges
n≥1
(−1)n−1
since lim does not exist.
n→∞ np
(4) For any nonnegative sequence {an }n≥1 decreasing to 0, consider
X a1 + · · · + an
(−1)n−1 .
n
n≥1
Let
a1 + · · · + an
cn := ≥ 0.
n
-
Then
lim cn = lim an = 0
n→∞ n→∞
and
(a1 − an+1 ) + (a2 − an+1 ) + · · · + (an − an+1 )
cn − cn+1 = > 0.
n(n + 1)
Consequently, the series converges.
(5) Consider
X Ä p ä
sin π n2 + 1 .
n≥1
√
Because π n2 + 1 ∼ πn, we have
Ä p ä Å ã
π π
sin π n2 + 1 = sin nπ + √ = (−1)n sin √ .
n2 + 1 + n n2 + 1 + n
Hence the series converges.
♠
This example indicates that an ∼ bn does not imply f (an ) ∼ f (bn ) even if f is continuous.
4.3.3 Abel-Dirichlet test
In 1826, Abel proved¹¹ the Abel transformation or Abel’s lemma. For two finite sequences
{ak }1≤k≤n and {bk }1≤k≤n , define
Ak := a1 + · · · + ak , Bk := b1 + · · · + bk , 1 ≤ k ≤ n.
Then
X X
a k bk = a 1 b1 + (Ak − Ak−1 )bk
1≤k≤n 2≤k≤n
X X
= Ak b k − Ak bk+1 + a1 b1 (4.3.3.1)
2≤k≤n 1≤k≤n−1
X
= Ak (bk − bk+1 ) + An bn .
1≤k≤n−1
Similarly
X X
a k bk = a n B n − (ak+1 − ak )Bk . (4.3.3.2)
1≤k≤n 1≤k≤n−1
Lemma 4.3.1. (Abel, 1826)

If the sequence {an }n≥1 is monotone, and the partial sum sequence {Bn }n≥1 of a series
X
bn is bounded by M , then
n≥1

X

ak bk ≤ M (|a1 | + 2|an |), for any n ≥ 1. (4.3.3.3)

1≤k≤n
♥
¹¹Abel. N. H. Untwesuchungen über die Reihe: 1+ m

1
x+ m·(m−1)
1·2
x2 + m·(m−1)·(m−2)
1·2·3
x3 +· · · u.s.w., J. Rein Angew.
Math., 1(1826), 311-339.
-
Proof. Without loss of generality, we may assume that the sequence {an }n≥1 is nondecreasing.
Then
X X

a k bk = a n B n − (ak + 1 − ak )Bk

1≤k≤n 1≤k≤n−1
X
≤ |an ||Bn | + |ak+1 − ak ||Bk |
1≤k≤n−1
Ñ é
X
= M |an | + (ak+1 − ak ) = M (|an | + (an − a1 ))
1≤k≤n−1
which implies (4.3.3.3).
Theorem 4.3.2. (Abel-Dirichlet)

X X
Consider two series an and bn . If either
n≥1 n≥1
X
(a) (Abel) the sequence {an }n≥1 is monotone and bounded, and the series bn con-
n≥1
verges, or
(b) (Dirichleta) the sequence {an }n≥1 is monotone and lim an = 0, and the series
X n→∞
bn has bounded partial sum,
n≥1
X
then the series an bn converges.
n≥1
aDirichlet, P G. L. Vorlesungen über Zahlentheorie, 1st edition, Brunswick, 1863.

♥
Proof. (a) Assume that |an | ≤ M . For any given ϵ > 0, there is an integer N ∈ N so that
|bn+1 + · · · + bn+p | < ϵ
for any n > N and all p ∈ N. By Lemma 4.3.1, we have

X

a
k k ≤ ϵ (|an+1 | + 2|an+p |) ≤ 3M ϵ.
b

n+1≤k≤n+p
(b) Assume that |Bn | ≤ M , where Bn = b1 + · · · + bn . Then

X

bk ≤ 2M (|an+1 | + 2|an+p |) ≤ 6M ϵ.

n+1≤k≤n+p
X
In both cases, we obtain the convergence of a n bn .
n≥1
In general, we have
Theorem 4.3.3
X
The series an bn converges, if
n≥1
X
(1) the series An (bn − bn+1 ) converges, and
n≥1
-
(2) lim An bn exists.

n→∞
♥
Proof. By (4.3.3.1), we have

X X
a k bk = Ak (bk − bk+1 ) + An bn .
1≤k≤n 1≤k≤n−1
X
Now the two hypotheses implies the convergence of the series a n bn .
n≥1
Theorem 4.3.4. (Tests of du Bois-Reymond and Dedekind)

X X
(a) (du Bois-Reymond, 1871) The series an bn converges, if the series (bn − bn+1 )
X n≥1 n≥1
absolutely converges and the series an converges.
X n≥1
X
(b) (Dedekind, 1871) The series an bn converges, if the series (bn − bn+1 ) abso-
n≥1
X n≥1
lutely converges, lim bn = 0, and the series an has bounded partial sum.
n→∞
n≥1
♥
X
Proof. (a) Since the series an converges, it follows that |An | ≤ M for some positive constant
n≥1
M , where An := a1 + · · · + an . Then
X X
|An (bn − bn+1 )| ≤ M |bn − bn+1 |
n≥1 n≥1
X
which is convergent, because the series (bn − bn+1 ) absolutely converges. On the other hand,
n≥1
X
(bk − bk+1 ) = (b1 − bn )
1≤k≤n−1
so that lim bn exists. Hence the limit lim An bn also exists. By Theorem4.3.3, the series
X n→∞ n→∞
an bn converges.
n≥1
X
(b) Again, we obtain the convergence of the series An (bn − bn+1 ). Since An is bounded
n≥1
X
and lim bn = 0, it follows that lim An bn = 0. By Theorem4.3.3, the series an bn con-
n→∞ n→∞
n≥1
verges.
Actually, Theorem 4.3.2 and Theorem 4.3.4 are due to Abel.

Example 4.3.2
(1) Consider
X sin(nx)
, x/π ∈
/ Z.
n
n≥1
-
Because
xX X ï Å
1
ã Å
1
ã ò
2 sin sin(kx) = cos k − x − cos k + x
2 2 2
1≤k 1≤k≤n
1 2n + 1
= cos x − cos x,
2 2
X
we see that the sequence { sin(kx)}n≥1 is bounded. By Dirichlet’s test, the series
1≤k≤n
X sin(nx)
converges. However, it is not absolutely convergent, since
n
n≥1
X sin(nx) X sin2 (nx) X 1 − cos(2kx)
≥ = → +∞.
n n 2k
1≤k≤n 1≤k≤n 1≤k≤n
(2) Consider
X (−1)n−1
, p ∈ R.
np
n≥1
Then it absolutely converges for p > 1, conditionally converges for 0 1,
n→∞ n
we see that the series diverges for |x| > 1 and any p.
X 1
When x = 1, the series becomes . Hence the series absolutely converges for p > 1,
np
n≥1
and diverges for p ≤ 1.
X (−1)n
When x = −1, the series becomes . Hence the series absolutely converges for
np
n≥1
p > 1, conditionally converges for 0 < p ≤ 1, and diverges for p ≤ 0.
Consequently, the series absolutely converges for (x, p) ∈ ((−1, 1) × R) ∪ ({1} ×
(1, +∞)) ∪ ({−1} × (1, +∞)) and conditionally converges for (x, p) ∈ {−1} × (0, 1].
Otherwise, the series diverges.
♠
4.3.4 Multiplication of series
Consider the product of two finite sums

X X X X
ak · bk = ck = dk
0≤k≤n 0≤k≤n 0≤k≤2n 0≤k≤n
-
where  X

 a i bj , 0 ≤ k ≤ n,


i+j=k
ck = X

 ai bj , n + 1 ≤ k ≤ 2n,


i+j=k,i≥k−n
and
X
dk = (ai bk + ak bi ) + ak bk .
0≤i≤k−1
a 0 b0 a 0 b1 a 0 b2 · · · a 0 b0 a 0 b1 a 0 b2 · · ·
a 1 b0 a 1 b1 a 1 b2 · · · a 1 b0 a 1 b1 a 1 b2 · · ·
a 2 b0 a 2 b1 a 2 b2 · · · a 2 b0 a 2 b1 a 2 b2 · · ·
.. .. .. .. ... .. .. ..
. . . . . . .
Definition 4.3.1. (Cauchy product)

X X
For any two series an and bn , define
n≥0 n≥0
X X
cn , cn := a i bj , (4.3.4.1)
n≥0 i+j=n
and
X X
dn , dn := (ak bn + an bk ) + an bn . (4.3.4.2)
n≥0 0≤k≤n−1
X X X
We call the series cn the Cauchy product of an and bn .
n≥0 n≥0 n≥0
♣
Theorem 4.3.5
X X
(1) If the series an and bn converge, then the series (4.3.4.2) converges and
n≥0 n≥0
X X X
an · bn = dn . (4.3.4.3)
n≥0 n≥0 n≥0
X X
(2) (Cauchy, 1821) If the series an and bn absolutely converge, then the series
n≥0 n≥0
(4.3.4.1) absolutely converges and
X X X X
an · bn = cn = dn . (4.3.4.4)
n≥0 n≥0 n≥0 n≥0
X X
(3) (Mertensa, 1875) If the series an and bn converge, and at least one of them
n≥0 n≥0
absolutely converges, then the series (4.3.4.1) converges and (4.3.4.4) holds.
X X X
(4) (Abel, 1826) If the series an , bn and cn converge, then the series (4.3.4.2)
n≥0 n≥0 n≥1
converges and (4.3.4.4) holds.
aMertens, F. Über die Multiplicationsregel für zwei unendlichen Reihen, J. Reine Angew. Math., 79(1875),
182-184.
♥
-
Proof. (1) Because

X X X
dk = ak · bk .
1≤k≤n 1≤k≤n 1≤k≤n
(2)
Note 4.3.3
(1) The condition “at least one of them absolutely converges” can not be removed in The-
orem 4.3.5 (2). The following counterexample is due to Cauchy in 1821. Consider
(−1)n+1
a n = bn = √ .
n+1
X X
Then the series an and bn conditionally converge, but
n≥0 n≥0
X X (−1)i+j+2 X (−1)n
cn = a i bj = p = p
i+j=n i+j=n
(i + 1)(j + 1) i+j=n
(i + 1)(j + 1)
X 1
= (−1)n p
0≤i≤n
(i + 1)(n + 1 − i)
ñ ô
1 1 1 1 1
= (−1) √
n
+√ +p + ··· + √ + √
n+1 2n 3(n − 1) 2n n+1
with
1 1 1 1 1 X 1 n+1
√ +√ +p +· · ·+ √ + √ ≥ Å ã =2 .
n+1 2n 3(n − 1) 2n n + 1 0≤i≤n n+2 2 n+2
2
X
Hence lim cn 6= 0 and then the series cn diverges.
n→∞
n≥0
(2) (Hardy, 1908) Hardy in 1908 proveda the following three theorems:
X X
(2.1) If the series an and bn converge, and lim nan = lim nbn = 0, then the
n→∞ n→∞
n≥0 n≥0
series (4.3.4.1) converges and hence (4.3.4.4) holds (by Abel’s theorem).
X X
(2.2) If the series an and bn converge, and
n≥0 n≥0
√ √
lim n ln nan = lim n ln nbn = 0,
n→∞ n→∞
then the series (4.3.4.1) converges and hence (4.3.4.4) holds (by Abel’s theorem).
X X
(2.3) If the series an and bn converge, and |nan | and |nbn | are bounded, then the
n≥0 n≥0
series (4.3.4.1) converges and hence (4.3.4.4) holds (by Abel’s theorem).
In (2.1), the condition “ lim nan = lim nbn = 0” do not imply “ lim ncn = 0”. For
n→∞ n→∞ n→∞
example, consider
(−1)n
a n = bn = p ,
(n + 1) ln(n + 1)
so tat
X X 1
cn = ai bj = (−1)n p .
i+j=n 0≤k≤n
(k + 1)(n + 1 − k) ln(k + 1) ln(n + 1 − k)
-
If n is odd, ln(k + 1) ln(n + 1 − k) is achieved its maximum at k = (n + 1)/2. Hence

X 1
p
0≤k≤n
(k + 1)(n + 1 − k) ln(k + 1) ln(n + 1 − k)
1 X 1 1 X 1 K
≥ ≥ ≥ .
ln n+3
2
(k + 1)(n + 1 − k) n+3
(n + 1) ln 2 0≤k≤n k + 1 n
0≤k≤n
Hence lim ncn 6= 0.

n→∞
aHardy, G. H..The multiplication of conditionally convergent series, Proc. London Math. Soc., 6(1908), no.
2, 410-423.
♣
4.3.5 Rearrangement
X X
Given a series an and a bijection f : N∗ → N∗ , define the rearrangement of an by
n≥1 n≥1
X
af (n) . (4.3.5.1)
n≥1
Theorem 4.3.6. (Dirichlet, 1829)

X X
If the series an absolutely converges, then any rearrangement af (n) absolutely
n≥1 n≥1
converges and
X X
an = af (n) .
n≥1 n≥1
♥
Proof. (1) First assume that an ≥ 0. Let

X X
Sn = ak , S = lim Sn , Sn (f ) = af (k) .
n→∞
1≤k≤n 1≤k≤n
Then
X
Sn (f ) ≤ ak = SN ≤ S, N := max f (k).
1≤k≤n
1≤k≤N
X
Hence the series af (n) converges. Because f is bijection, we get k = f −1 (f (k)). So
n≥1
S = (S(f ))(f −1 ) ≤ S(f ).
Thus S = S(f ).
(2) For general an , we decompose
am + |an | |an | − an −
an = − n − an
=: a+
2 2
with a±
n ≥ 0, and, similarly,
−
f (n) − af (n)
af (n) = a+
with a±
f (n) ≥ 0. Observe that
|an | ± an
a±
n = ≤ |an |, |an | = a+ −
n + an .
2
-
Consequently
X X
X a+
n and a−
n
an absolutely converges ⇐⇒ n≥1 n≥1
n≥1 both absolutely converges
Let
X
S ± := a±
n < +∞.
n≥1
P ±
By (1), both series n≥1 af (n) absolutely converge and
X X
a±f (n) = a± ±
n =S .
n≥1 n≥1
Hence
X X X X
af (n) = f (n) −
a+ a− + −
f (n) = S − S = S = an
n≥1 n≥1 n≥1 n≥1
absolutely converges.
Theorem 4.3.7. (Riemann, 1854)

X
If the series an conditionally converges, then for any b ∈ R ∪ {±∞}, there is a
n≥1
X X X
rearrangement af (n) of an such that af (n) = b.
n≥1 n≥1 n≥1
♥
The above theorem is Riemann’s Remarkable Rearrangement Result!.

Example 4.3.3. (Rearrangement of the alternative harmonic series)
A method for calculating the sum of reordered series originally appears in the papera of
Schlömilch in 1873.
(1) Consider the alternative harmonic series
X (−1)n−1 X (−1)n
= = ln 2. (4.3.5.2)
n n+1
n≥1 n≥0
A quick proof is
Z 1 Z 1X XZ 1 X (−1)n
dx
ln 2 = = (−x)n dx = (−x)n dx = .
0 1+x 0 0
n≥0
n+1
n≥0 n≥0
However, the above procedure with “red color” shall be checked later.
(2)b We say that a series is a simple rearrangement of an alternative series if it is a
rearrangement of the series and the subsequence of positive terms and the subsequence of
negative terms are in their original order. For example
1 1 1 1 1 1 1 1
1+ − + + − + + − + ··· (4.3.5.3)
3 2 5 7 4 9 11 6
is a simple rearrangement of (4.3.5.2), but the series
1 1 1 1
1 + − + − + ··· .
7 4 3 2
X
If an is a simple rearrangement of the alternating harmonic series (4.3.5.2), let pn be
n≥1
-
the number of positive terms in {a1 , · · · , an } and let α denote the asymptotic density of
pn
the positive terms in the rearrangement (that is, α = lim , if the limit exists). Letting
n→∞ n
qn be the number of negative terms in {a1 , · · · , an }, then
pn
α = lim .
n→∞ pn + qn
For example, α = 1/2 for (4.3.5.2) and α = 2/3 for (4.3.5.3).
(2.1) The simple example is Laurent’s rearrangement
1 1 1 1 1 1 1 1
1− − + − − + − − + ··· , (4.3.5.4)
2 4 3 6 8 5 10 12
where α = 1/3. Then
X Å ã Å ã Å ã
1 1 1 1 1 1 1 1
af (n) = 1− − + − − + − − + ···
2 4 3 6 8 5 10 12
n≥1
Å ã Å ã Å ã
1 1 1 1 1 1
= − + − + − + ···
2 4 6 8 10 12
Å ã
1 1 1 1 1 1 1
= 1 − + − + − + ··· = ln 2.
2 2 3 4 5 6 2
(2.2) (Pringsheimc, 1883) A simple rearrangement o the alternative harmonic series con-
verges to an extended real number of and only if the asymptotic density α of the pos-
itive terms in the rearrangement exists. Moreover, the sum of simple rearrangment
1 α
with asymptotic density α is ln 2 + ln .
2 1−α
P
Proof. Let n≥1 an be a simple rearrangement of (4.3.5.2). Then
X X 1 X 1
ak = − .
2j − 1 2j
1≤k≤n 1≤j≤pn 1≤j≤qn
For each positive integer n, let
X 1
En := − ln n.
k
1≤k≤n
We have proved that the sequence {En }n≥1 is a decreasing sequence whose limit is
Euler’s constant γ, so that
X 1
= ln n + En .
k
1≤k≤n
Now
X 1 1 1
= ln qn + Eqn
2j 2 2
1≤j≤qn
and
X 1 X 1 X 1 1 1
= − = ln(2pn ) + E2pn − ln pn − Epn .
2j − 1 j 2j 2 2
1≤j≤pn 1≤j≤2pn 1≤j≤pn
Therefore
X 1 pn
lim ak = ln 2 + lim ln .
n→∞ 2 n→∞ qn
1≤k≤n
Thus, the series converges if and only α exits.
-
(2.3) When pn ≡ p and qn ≡ q, we obtain a simple rearrangement of (4.3.5.2) whose

1 p
sum is ln 2 + ln .
2 q
(3)d Let us consider a convergent series
X
S= (−1)n−1 an , an > 0, (4.3.5.5)
n≥1
where the sequence {an }n≥1 is decreasing to 0.
(3.1) Define S (p,q) as the rearrangement (no signs changed) obtained from S by taking
groups of p positive terms followed by groups of q negative terms. For example
S (1,1) = S, S (2,1) = a1 + a3 − a2 + a5 + a7 − a4 + · · · .
We also let
Sn(p,q) := the n-th partial sum of S (p,q) .
(3.2) (Beigel, 1981)) Let f be a nonnegative, decreasing, and continuous function such
that f (2n − 1) = a2n−1 for positive integer k, and let p ≥ q > 0. Then
Z pn
(p,q) 1
S = S + lim f (x)dx. (4.3.5.6)
2 n→∞ qn
Proof. Since an → 0, it follows that
(p,q) (p,q)
X
S (p,q) = lim S(p+q)n , S(p+q)n = S2qn + a2k−1 .
n→∞
qn+1≤k≤pk
Since f is decreasing, it follows from the integral test that
 
X Z pn
0 = lim  f (2k − 1) − f (2x − 1)dx
n→∞ qn
qn+1≤k≤pk
 
X Z pn
= lim  a2k−1 − f (2x − 1)dx
n→∞ qn
qn+1≤k≤pk
Therefore
X
S (p,q) = S + lim a2k−1
n→∞
qn+1≤k≤pk
Z pn Z pn
1
= S + lim f (2x − 1)dx = S + lim f (x)dx.
n→∞ qn 2 n→∞ qn
This gives (4.3.5.6).
X
(3.3) If the series an converges, then S (p,q) = S.
n≥1
(3.4) If p = q, then S (p,q) = S.
(3.5) If an = 1/n, then by (4.3.5.6)
Z pn
(p,q) 1 dx 1 p
S = ln 2 + lim = ln 2 + ln .
2 n→∞ qn x 2 q
(3.6) If an = 1/np , then the series S p,q diverges.
-
(3.7) If an = 1/(2n − 1), then

Z pn
(p,q) π 1 dx π 1 p
S = + lim = + ln
4 2 n→∞ qn 2x − 1 4 4 q
where we used
1 1 1 X (−1)−1 π
1− + − + ··· = = . (4.3.5.7)
3 5 7 2n − 1 4
n≥1
(3.8) If an = 1/n ln n, then
Z pn
1 dx 1
S (p,q) = S + lim = S + lim [ln ln(pn) − ln ln(qn)] = S.
2 n→∞ qn x ln x 2 n→∞
(3.9) If f (x) = o(1/x), then
Z pn
p−q
0 ≤ lim f (x)dx ≤ lim (pn − qn)f (pn) = lim pnf (pn) = 0
k→∞ qn n→∞ n→∞ p
so that S (p,q) = S.
Å ã
c 1
(3.10) If f (x) = + o , then
x x
Z pn Z pn ï Å ãò Z pn
c 1 c p
lim f (x)dx = lim +o dx = lim dx = c ln
n→∞ qn n→∞ qn x x n→∞ qn x q
c p
by (3.9), so that S (p,q) = S + ln .
2 q
cos(α ln x) + 2 2π
(3.11) If f (x) = with α = , then
x ln(p/q)
Z pn
(p,q) 1 cos(α ln x) + 2
S = S + lim dx
2 n→∞ qn x
1
= S + lim [sin(α ln(pn)) + 2 ln(pn) − sin(α ln(qn)) − 2 ln(qn)]
2 n→∞
p
= S + ln
q
p
since α ln(qn) − α ln(pn) = α ln = 2π.
q Å ã
1 1 1 1
(3.12) If an = sin , then, taking f (x) = sin = + o ,
n x x x
1 p
S (p,q) = S + ln
2 q
by (3.10).
(4) We give a historic remarke on (4.3.5.7).
(4.1) Netwon best known series for the evaluation of π was communicated to Leibniz in
13 June 1766, according to Oldenberg the secretary of the Royal Society. How-
ever, there are other two series in a letter between Newton and Oldenberg, dated 24
October 1676),
π X (−1)n
√ = , (4.3.5.8)
2 2 4n + 1
n∈Z
√
π( 2 + 1) X 1
= , (4.3.5.9)
8 8n + 1
n∈Z
-
(4.2) In 1673, Leibniz stated

π X 1
= (4.3.5.10)
4 4n + 1
n∈Z
which is the special case of Gregory’s general form (1671). However, (??) was
discovered by Madhava in 15th century.
(4.2) In general, Glaisher in 1873 proved
X (−1)n π aπ X 1 π aπ
= csc , = cot . (4.3.5.11)
dn + a d d dn + a a d
n∈Z n∈Z
He also gave
X 1 hπ aπ i2 X 1 hπ aπ i2 h π aπ i
= csc , = csc cot
(dn + a)2 d d (dn + a)3 d d d d
n∈Z n∈Z
(4.3.5.12)
and
X 1 h π i4 h i ï 2ò
2 π 2 π
= csc csc − . (4.3.5.13)
(dn + a)4 d d d 3
n∈Z
aSchlömilch, O. Ueber bedingt-convergirende Reihen, A. Math. Phys., 18(1873), 520-522.

bCowen, C. C.; Davidson, K. R.; Kaufman, R. P. Rearranging the alternating harmonic series, Amer. Math.
Monthly, 87(1980), no. 10, 817-819.
cPringsheim, A. Über die Werthveränderungen bedingt convergierten Reihe und Producte, Math. Ann.,
22(1883), 455-503.
dBeigel, Richard. Rearranging terms in alternating series, Math. Mag., 54(1981), no. 5, 244-246.
eSoddy, F. The three infinite harmonic series and their sums (with topical reference to the Newton and Leibniz
series for π), Proc. Roy. Soc. Londer Ser. A., 182(1943), 113-120.
♠
Example 4.3.4
f (x) X Å1ã
(1) If f ∈ C 2 ((−2, 2)) and lim = 0, then the series f absolutely con-
x→0 x n
n≥1
verges.
f (x)
Proof. The condition lim = 0 implies that f (0) = f ′ (0) = 0. For any x ∈ [0, 1],
x→0 x
we have
f ′′ (ξx ) 2
f (x) = x for some ξx ∈ [0, x] ⊂ [0, 1].
2
Setting M := max |f ′′ (x)| we obtain
x∈[−1,1]
M 2
|f (x)| ≤ x , x ∈ [0, 1]
2
so that
X Å1ã M X 1 π2M
f ≤ = .
n 2 n2 12
n≥1 n≥1
X Å1ã
Thus the series f absolutely converges.
n
n≥1
-
X
(2) If the series n(an − an+1 ) converges and the limit lim nan exists, then the series
n→∞
X n≥1
an converges.
n≥1
Proof. By Abel’s transformation, one has

X X X
ak = ak · 1 = nan = k(ak − ak+1 ).
1≤k≤n 1≤k≤n 1≤k≤n−1
This implies the result.
(3) (Cauchy’s condensation test, 1821) If the sequence {an }n≥1 is nonnegative and in-
X X
creasing, then the series an converges if and only if the series 2n a2n converges.
n≥1 n≥0
Proof. Since an+1 ≤ an , it follows from Corollary 4.1.2 that

X
an = a1 + (a2 + a3 ) + (a4 + a5 + a6 + a7 ) + · · ·
n≥1
X
≤ a1 + 2a2 + 4a4 + · · · = 2n a2n .
n≥0
On the other hand,
X
2n a2n = a1 + (a2 + a2 ) + (a4 + a4 + a4 + a4 ) + · · ·
n≥0
≤ (a − 1 + a2 ) + (a2 + a4 + a4 + a4 ) + · · ·
X
≤ (a1 + a1 ) + (a2 + a2 + a3 + a3 ) + · · · = 2 an .
n≥1
Therefore
X X X
an ≤ 2n a 2 n ≤ 2 an
n≥1 n≥0 n≥1
which implies the result.
(4) Let a1 = 1, a2 = 2, and
an = an−2 + an−1 , n ≥ 3.
X 1
Prove that the series converges.
an
n≥1
Proof. We claim that Å ãn

3
≤ an ≤ 2n , n ≥ 1.
2
In fact, by induction on n,
1 1 3
an ≤ 2n−2 + 2n−1 = 2n + 2n = 2n < 2n
4 2 4
and Å ãn Å ãn−1 Å ãn Å ã Å ãn Å ãn
3 3 3 4 2 3 10 3
an ≥ + = + = × > .
2 2 2 9 3 2 9 2
-
4.4 Infinite product – 168 –
Hence
X 1 X 1 X Å 2 ãn
1= ≤ ≤ = 2.
2n an 3
n≥1 n≥1 n≥1
X 1
Thus the series converges.
an
n≥1
♠
Note 4.3.4
Schlömilch proved the following result: if the sequence {un }n≥1 is strictly increasing,
u1 > 0, and
∆+ un+1
≤C
∆+ u n
where ∆+ un := un+1 − un > 0, then for any nonnegative and nonincreasing sequence
X X
{an }n≥1 , the series an converges if and only if the series (∆+ un )aun converges.
n≥1 n≥1
Take un = 2n and get Cauchy’s condensation test.
♣
4.4 Infinite product
Introduction
h Infinite product tional convergence
h Convergence h Euler-Gauss formula
h Absolute convergence and condi-
4.4.1 Infinite product
Observe that Ñ é
X X Y
ak = ln (eak ) = ln e ak
1≤k≤n 1≤k≤n 1≤k≤n
and X
ln pk
Y
pk = e1≤k≤n , p1 , · · · , pn > 0.
1≤k≤n
Hence, the finite sum and the finite product are equivalent for each other, when all terms are
positive. A natural question arises on how to define “infinite product” and what’s relation between
this “infinite product” and infinite series.
Definition 4.4.1
Given a sequence {pn }n≥0 with pn 6= 0 for all n ≥ 1, define its infinite product by
Y
pn := p1 × p2 × p3 × · · · × pn × · · · . (4.4.1.1)
n≥1
-
Define the n-th partial product by

Y
Pn := pk . (4.4.1.2)
1≤k≤n
Y
We say that the infinite product pn converges with product P if lim Pn = P 6= 0,
n→∞
n≥1
Y
and P is finite. Otherwise, way that the infinite product pn diverges.
n≥1
♣
Note 4.4.1
Y 1
(1) The infinite product diverges, since
2n
n≥1
X
Y 1 Å ã k Å ã n(n+1)
1 1≤k≤n 1 2
Pn = = = → 0.
2k 2 2
1≤k≤n
Y
(2) If the infinite product pn converges, then Pn 6= 0 for sufficiently large n.
YÅ ã
n≥1
1
(3) The “harmonic product” 1− diverges, since
n
n≥2
Y Å 1
ã
(n − 1)! 1
1− = = → 0.
k n! n
2≤k≤n
Y Å ã
1
(4) The infinite product 1 − 2 converges, since
n
n≥2
Y Å ã Y k2 − 1
1 (n − 1)!(n + 1)! n+1 1
1− 2 = 2
= 2
= → .
k k 2(n!) 2n 2
2≤k≤n 2≤k≤n
Y Y
(5) If the infinite product pn and qn both converge, then the infinite product
Y n≥1 n≥1
(pn + qn ) may not converge. For example,
n≥1
1 1
pn = 1 − 2
, qn = 1 + .
(n + 1) (n + 1)2
Then (the second statment will be proved later)
Y Å ã
1 Y 1
pn = P = , qn = Q ∈ ,1 ,
2 2
n≥1 n≥1
Y
but (pk + qk ) = 2n → ∞.
1≤k≤n
♣
Proposition 4.4.1
Y
(1)If the infinite product pn converges, then
n≥1
Y
lim pn = 1, lim pn = 1. (4.4.1.3)
n→∞ m→∞
n≥m
-
(2) If only a finite number of factors of an infinite product are changed, the resulting new
infinite product will converge if the original infinite product did and diverge it it diverged
(But the product may be changed).
Y Y Y
(3) If the infinite product pn and qn converge, then the infinite product pn q n
n≥1 n≥1 n≥1
converges and
Y Y Y
pn · qn = pn q n . (4.4.1.4)
n≥1 n≥1 n≥1
(4) The factors of a convergent infinite product can be grouped in any way (provided that
the order of the terms is maintained) and the new infinite product will converge with the
same product as the original infinite product.
♥
Y
Proof. (1) Let Pn = pk . Then lim Pn = P 6= 0 and
n→∞
1≤k≤n
Pn P
lim pn = lim = = 1.
n→∞ n→∞ Pn−1 P
(2) Clearly
(3) Let
Y Y
Pn = pk , Q n = qk .
1≤k≤n 1≤k≤n
Then
lim Pn = P 6= 0, lim Qn = Q 6= 0.
n→∞ n→∞
So
Y Y Y
pk q k = pk · qk = Pn Qn → P Q 6= 0.
1≤k≤n 1≤k≤n 1≤k≤n
(4) Let

(p1 · · · pn1 ) (pn1 +1 · · · pn2 ) · · · pnk−1 +1 · · · pnk · · ·
| {z } | {z } | {z }
=q1 =q2 =qk
and
Y
Qn = qk .
1≤k≤n
Because
Q 1 = Pn 1 , Q 2 = Pn 2 , · · · , Q k = Pn k , · · · ,
we see that the sequence {Qn }n≥1 is a subsequence of {Pn }n≥1 . Therefore
lim Qn = lim Pn = P 6= 0
n→∞ n→∞
Y
. Thus the infinite product qn converges.
n≥1
-
Example 4.4.1
(1) Recalla the Wallis formula (1656)
2 YÅ 1
ã Y
2n − 1 2n + 1 1 3 3 5 5 7
= 1− 2 = · = · · · · · ··· (4.4.1.5)
π 4n 2n 2n 2 2 4 4 6 6
n≥1 n≥1
or
π Yï 1
ò
= 1− . (4.4.1.6)
4 (2n + 1)2
n≥1
In general, we have
YÅ x2
ã Yï 4x2
ò
sin x = x 1 − 2 2 , cos x = 1− . (4.4.1.7)
n π (2n − 1)2 π 2
n≥1 n≥1
(2) For any x 6= 0, we have
Y x sin x x
sin x
2n
cos k
= n x = x · .
2 2 sin 2n sin 2n x
1≤k≤n
Letting n → ∞ yieldsb
sin x Y x
= cos n , x ∈ R. (4.4.1.8)
x 2
n≥1
Taking x = π/2 in (4.4.1.8) we obtainc the Viète formula (1593)

s
… … …
2 Y π 1 1 1 1 1 1 1 1 1
= cos n+1 = · + · + + ··· (4.4.1.9)
π 2 2 2 2 2 2 2 2 2 2
n≥1
p
by the identity cos(a/2) = (1 + cos a)/2. Viète formula (4.4.1.9) is the first example
of an infinite product and the first explicit formula for the exact value of π.
(3) Consider
YÅ 1
ã Yï 2
ò Y n /n
1+ , 1− , a(−1) (a > 0).
n n(n + 1)
n≥1 n≥2 n≥1
For (3.1),
Y Y k+1 (n = 1)!
pk = = = n = 1 → +∞
k n!
1≤k≤n 1≤k≤n
so the infinite product diverges.

For (3.2),
Y Y (k − 1)(k + 2) n+2 1
pk = = →
k(k + 1) 3n 3
2≤k≤n 2≤k≤n
so the infinite product converges to 1/3.

For (3.3),
X (−1)k
Y k 1
pk = a1≤k≤n → a− ln 2 =
2a
1≤k≤n
so the infinite product converges to 1/2a .
-
(4) Consider ñ
Y Å ã 2ô
1 1 n
1+ n 1+ .
x n
n≥1
Let Å ã 2 ï Å ã ò
1 1 n 1 1 n n
pn = 1 + n 1 + =1+ 1+ .
x n x n
When |x| < e, we see that limn→∞ 6→ 1 so that the infinite product diverges.
When |x| = e, we have
Å ã 2 ï Å ã ò
(sgn(x))n 1 n n 1 1 n n
pn = 1 + 1+ = 1 + (sgn(x)) 1+ =: 1 = an ,
en n e n
and ï Å ã ò ï Å ãò Å ã
1 1 n n 1 3 n 3 n
|an | = 1+ > e− = 1− → e−3/e
e n e n en
where we used
Å ã Å ã Å ã Å ã
1 n 1 n 1 n 1 1 3
0<e− 1+ ≤ 1+ − 1+ = 1+ < .
n n n n n n
Hence |pn − 1| = |an | 6→ 0 and the infinite product diverges.
When |x| > e, Å ã
1 n e + |x|
1+ <e< , for all n ≥ 1.
n 2
Then
ï Å ã ò Å ã
1 1 n n e + |x| n e + |x|
|an | = 1+ < =: q n → 0, q := ∈ (0, 1).
|x| n 2|x| 2
So the infinite product converges.
(5) For x ∈ R with |x| < 1,
YÄ n
ä 1
1 + x2 = . (4.4.1.10)
1−x
n≥0
In fact, by induction on n, we have
Y Ä k
ä X
1 + x2 = xk
0≤k≤n−1 1≤k≤2n −1
so the limit is (1 − x)−1 .
aWallis, J. Arithmetica Infinitorum, 1656.

bEuler, L. De variis modis circuli quadraturam numeris proxime exprimendi, Commentarii Academiae Sien-
tiarum Petropolitanae, 9(1738), 222-236.
cViète, F. Variorum de rebus Mathèmaticis Responsorum, Liber VIII, 1593.
♠
4.4.2 Convergence
Y
For an finite product pn with pn > 0, write
n≥1
Y X
Pn = pk , Sn := ln pk .
1≤k≤n 1≤k≤n
-
Then
Pn = eSn .
Theorem 4.4.1
Y
Assume pn > 0. Then the infinite product pn converges if and only if the series
X n≥1
ln pn converges.
n≥1
♥
For convenience, write

pn = 1 + an , an ∈ R. (4.4.2.1)
P
If all an > 0, then ln(1 + an ) > 0 and the series n≥1 ln(1 + an ) is a positive series; if all
P
an ∈ (−1, 0), then ln(1 + an ) < 0 and the series − n≥1 ln(1 + an ) is also a positive series.
In both cases, we can use tests for positive series.
Corollary 4.4.1
Assume that all an > 0 or all an ∈ (−1, 0).
Y X
(1) The infinite product (1 + an ) converges if and only if the series an con-
n≥1 n≥1
verges.
X Y
(2) If the series an converges, then the infinite product (1 + an ) converges if
n≥1
X n≥1
and only if the series a2n converges.
X n≥1
Y
(3) If the series a2n converges, then the infinite product (1 + an ) converges if
n≥1
X n≥1
and only if the series an converges.
n≥1
♥
Y
Proof. By Theorem 4.4.1, the infinite product (1 + an ) converges if and only if the series
X n≥1
ln(1 + an ) converges.
n≥1
Y
(1) If the infinite product (1 + an ) converges, then lim an = 0 and ln(1 + an ) ∼ an
n→∞
Xn≥1
X
as n → ∞. Hence the series an converges. Conversely, if the series an converges, then
n≥1
X n≥1
lim an = 0 and an ∼ ln(1 + an ) as n → ∞. Hence the series ln(1 + an ) converges.
n→∞
X n≥1
(2) If the series an converges, then lim an = 0. Since
n→∞
n≥1
1
an − ln(1 + an ) x − ln(1 + x) 1− 1 1
lim = lim = lim 1 + x = lim = .
n→∞ an2 x→0 x 2 x→0 2x x→0 2(1 + x) 2
X X
We see that the series 2
an converges if and only if the series [ln(1 + an ) − an ] converges,
n≥1 n≥1
-
X
and then, if and only the series ln(1 + an ) converges.
n≥1
(3) The proof is similar to that of (2).
Note 4.4.2
The condition “all an > 0 or all an ∈ (−1, 0)” is necessary. For example
 1

 −√ , n = k − 1,
an = k
 1
 √ + + √ ,
1 1
n = 2k.
k k k k
Then
Y
(1) The infinite product (1 + an ) converges. Indeed,
n≥1
X X
ln(1 + an ) = xk ,
n≥1 k≥1
with
xk = ln(1 + a2k ) + ln(1 + a2k−1 )

Å ã Å ã Å ã
1 1 1 1 1
= ln 1 − √ + ln 1 + √ + + √ = ln 1 − 2 .
k k k k k k
YÅ 1
ã
1 X
Since the infinite product 1 − 2 = , it follows that xk converges.
k 2
X Xk≥2 k≥1
(2) The series an and a2n both diverge. Indeed,
n≥1 n≥1
X X X X
an = yk , a2n = zk ,
n≥1 k≥1 n≥1 k≥1
where
1 1
yk = a2k−1 + a2k = + √ ,
k k k
Å ã
2 1
zk = a22k−1 + a22k = +O .
k k 3/2
♣
Example 4.4.2
(1) Define a sequence {en }n≥1 by
a1 = 1, an+1 = (n + 1)(an + 1) (n ≥ 1).
Then
Y an + 1 2 5 16 65 326 1957
e= = · · · · · ··· . (4.4.2.2)
an 1 4 15 64 325 1956
n≥1
Indeed, recall that

X 1
en := , n ≥ 0, lim en = e.
k! n→∞
0≤k≤n
By induction, one has

an + 1 n!en−1 + 1 en
an = n!en−1 , = = .
an n!en−1 en−1
-
Hence
Y an + 1
= lim en = e.
an n→∞
n≥1
(2) The following formula is due to Philipp Ludwig von Seidel

2 2 2 2
ln 2 = √ · p√ · »p√ · q»p ··· . (4.4.2.3)
1+ 2 1+ 2 1+ √
2 1+ 2
In general, we have Seidel’s formula
ln θ Y 2
= 1 , θ > 0 and θ 6= 1. (4.4.2.4)
θ−1 1 + θ 2k
n≥1
Let x 6= 0 be a real number. Dividing the identity
x x
sinh x = 2 cosh sinh
2 2
by x, we get
x x
sinh x x sinh 2 x x sin 22
= cosh · x = cosh · cosh 2 · x
x 2 2 2
2 22
x
Y x sinh 2n
= ··· = cosh k · x .
2
1≤k≤n
2n
Equivalently
x
x sinh n Y 1
· 2 =
sinh x x x .
1≤k≤n cosh
2n 2k
x Y 1 Y 1
= lim x = x . (4.4.2.5)
sinh x n→∞ cosh cosh
1≤k≤n n≥1
2k 2n
Take x := ln θ and get
ex − e−x θ2 − 1 x 2θ ln θ
sinh x = = , = .
2 2θ sinh x (θ − 1)(θ + 1)
Because
θ1/2 + θ−1/2
k k k−1 k
x θ1/2 +1 1 2θ1/2
cosh k = = k , = ,
2 2 2θ1/2 cosh(x/2k ) θ1/2k−1 + 1
we have
2θ ln θ Y 2θ1/2
k
= lim
(θ − 1)(θ + 1) n→∞ θ1/2k−1 + 1
1≤k≤n
Ñ é
Y k
Y 2
= lim θ1/2 · 1/2 k−1
n→∞
1≤k≤n 1≤k≤n
θ +1
Y 2 2θ Y 2
= θ 1/2n−1
= 1/2 n
θ +1 θ+1 θ +1
n≥1 n≥1
which implies (4.4.2.4). Letting θ = 2 in (4.4.2.4) yields (4.4.2.3).
♠
-
4.4.3 Absolute convergence and conditional convergence

Y
When pn > 0, Theorem 4.4.1 indicates that the infinite product pn converges if and
X n≥1
only if the series ln pn converges.
n≥1
Definition 4.4.2
Y
Let pn > 0. The infinite product pn absolutely converges (resp. conditionally con-
X n≥1
verges), if the series ln pn absolutely converges (resp. conditionally converges).
n≥1
♣
Theorem 4.4.2
Let an > −1. Then the following are equivalent:
Y
(1) the infinite product (1 + an ) absolutely converges;
Y
n≥1
(2) the infinite product (1 + |an |) converges;
X n≥1
(3) the series an absolutely converges.
n≥1
♥
Proof. Note that in each case, we have lim an = 0. Then

n→∞
X
(1) ⇐⇒ ln(1 + an ) absolutely converges
n≥1
X | ln(1 + an )|
⇐⇒ |an | converges, lim = 1,
n→∞ |an |
n≥1
X
⇐⇒ an absolutely converges,
n≥1
X 1 + |an |
⇐⇒ (1 + |an |) converges, lim = 1.
n→∞ |an |
n≥1
Thus we proved the result.
Example 4.4.3
Consider " #
Yï (−1)n+1
ò Y (−1)
n(n−1)
2
1+ , 1+ .
np n
n≥1 n≥1
For (1), let

(−1)n+1
an = .
np
X
Then the series an absolutely converges for p > 1, conditionally converges for − <
n≥1
p ≤ 1, and diverges for p ≤ 0. According to Theorem 4.2.2, the infinite product absolutely
converges for p > 1, conditionally converges for 1/2 < p ≤ 1, and diverges for p ≤ 1/2.
-
For (2), let

n(n−1)
(−1) 2
pn = 1 + .
n
Then "
n(n−1) #
n
1 1
n(n−1)
(−1) 2 (−1) 2
∼
| ln pn | = ln 1 + n
n n
so the infinite product is not absolutely convergent. Write

ñ ô
(−1)k−1 (−1)k (−1)2k−1
xk := ln p2k + ln p2k−1 = ln 1 + + +
2k − 1 2k 2k(2k − 1)
ñ ô
(−1)k−1 − 1
= ln 1 +
2k(2k − 1)
X X
so that the series xk = ln pn converges.
k≥1 n≥1
♠
4.4.4 Euler-Gauss formula
In this subsection we prove an infinite product for Γ(x), and (4.4.1.7). However, we use the
apriori formula
d X X d
an (x) = an (x), (∗)
dx dx
n≥1 n≥1
whose validity will be established later.

X
For instance, (∗) holds if, for each x, the series an (x) converges, a′n (x) is continuous,
X n≥1
|a′n (x)| ≤ Mn for all x, and Mn converges.
n≥1
Define (the below series is actually absolutely convergent for each x > 0)
XÅ 1 1
ã
Ψ(x) := −γ − − , x > 0, (4.4.4.1)
x+n n+1
n≥0
where γ is the Euler constant given by
Ñ é
X 1
γ = lim − ln n .
n→∞ k
1≤k≤n
Since
X ï Å 1
ã
1
ò
1 X 1
ln 1 + − − = ln(n + 1) −
k x+k x x+k
1≤k≤n 0≤k≤n
X X Å 1 1
ã
= ln(n + 1) − − − ,
x+k k+1
0≤k≤n+1 0≤k≤n
it follows that
Xï Å
1
ã
1
ò
Ψ(x) = ln 1 + − , x > 0. (4.4.4.2)
n x+n
n≥1
-
Theorem 4.4.3
For each x > 0, we have
1 X 1
Ψ(x + 1) − Ψ(x) = , Ψ′ (x) = > 0. (4.4.4.3)
x (x + n)2
n≥0
♥
Proof. By (4.4.4.1),
1 XÅ 1
ã XÅ 1 1
ã
Ψ(x + 1) − Ψ(x) = −γ − − +γ+ −
x+n+1 n+1 x+n n+1
n≥0 n≥0
XÅ 1 1
ã
1
= − = .
x+n x+n+1 x
n≥0
Let Å ã
1 1
un (x) := − − .
x+n n+1
Then
1
u′n (x) = .
(x + n)2
We get from (∗) that
Ñ é′
X X X 1
Ψ′ (x) = −γ + un (x) = u′n (x) =
(x + n)2
n≥0 n≥0 n≥0
for each x > 0.
According to (4.4.4.3), we can extend Ψ(x) from “x > 0” to “x ∈ R \ Z”. For example,
when −1 < x < 0, set
1
Ψ(x) := Ψ(x + 1) − .
x
Then Ψ is also strictly increasing in (−1, 0). Moreover, (4.4.4.3) is also valid.
Theorem 4.4.4
For all x ∈ R \ Z, we have
Ψ(1 − x) − Ψ(x) = π cot(πx). (4.4.4.4)

♥
Proof. Directly compute

1 XÅ 1
ã XÅ 1 1
ã
Φ(1 − x) − Ψ(x) = −γ − − +γ+ −
1−x+n n+1 x+n n+1
n≥0 n≥0
XÅ 1 1
ã
1 X
Å
1 1
ã
= + = + + .
x + n x − (n + 1) x x+n x−n
n≥0 n≥1
Now (4.4.4.4) follows from (4.4.4.5).
Proposition 4.4.2
Å ã
1 X 1 1
+ + = π cot(πx). (4.4.4.5)
x x+n x−n
n≥1
♥
-
Proof. (Eisenstein¹², 1847) Following Eisenstein¹³, we introduce

X 1
ϵk (x) := , k ∈ N∗ , x ∈ R \ Z. (4.4.4.6)
(x + n)k
n∈Z
When k ≥ 2, the above series absolutely converges for each x. However, when k = 1,
X 1 X 1
= lim
x + n M,N →∞ x+n
n∈Z −M ≤n≤N
diverges for each x. Consider Eisenstein’s summation
X X
E := lim .
N →∞
n∈Z −N ≤n≤N
Then we redfine ϵ1 (x) as
X Å ã
1 1 X 1 1
ϵ1 (x) := E = + + . (4.4.4.7)
x+n x x+n x−n
n∈Z n≥1
Using the geometric series yields
Ç å
1 X1 1 1
ϵ1 (x) = + −
x n 1+ x
n 1− x
n
n≥1
 
1 X 1 X x m X
x  m
= + − −
x n n n
n≥1 m≥0 m≥0
1 X 2 X x2m−1
= − (4.4.4.8)
x n n2m−1
n≥1 m≥1
1 X X x2m−1 1 X
= −2 = − c2n x2n−1 ,
x n2m x
n≥1 m≥1 n≥1
with
X 1
c2n := 2 = 2ζ(2n), n ≥ 1.
m2n
m≥1
Taking derivative k times on (4.4.4.8) and using (∗), we arrive at

Ç å
1 X 2n − 1
k
ϵk (x) = k + (−1) c2n x2n−k . (4.4.4.9)
x k−1
n≥1
According to the 1847 paper of Eisenstein, we have, for any p, q with p + q = r,
1 1 1
= + ,
pq pr qr
where p and q are two independent variables. Differentiating p yields
1 1 1 1
− 2 =− 2 − 2 − 2
p q p r pr qr
and then differentiating q yields
1 1 1 2 2
2 2
= 2 2 + 2 2 + 3 + 3.
p q p r q r pr qr
Take
p = x + n, q = y + m − n, r = z + m, z = x + y, n, r ∈ Z
¹²Eisenstein, G. Beiträge zu Theorie der elliptischen Functionen, J. Reine Angew. Math., 35(1847), 137-184.
¹³The proof here is adopted from the book: Weil, André. Elliptic functions according to Eisenstein and Kronecker,
Ergebnisse der Mathematik und ihrer Grenzgebiete, Band 88, Springer-Verlag, Berlin-New York, 1976. ii+93 pp.
-
and obtain
XÅ 1 1 1
ã
2
E 2 2
− 2 2 − 2 2 = 3 [ϵ1 (x) + ϵ1 (y + m)]
p q p r q r r
n∈Z
and
ϵ2 (x)ϵ2 (y) − ϵ2 (x)ϵ2 (z) − ϵ2 (y)ϵ2 (z) = 2ϵ3 (z)[ϵ1 (x) + ϵ1 (y)].
Fix x and expand at y = 0:
3ϵ4 (x) = ϵ2 (x)2 + 2ϵ1 (x)ϵ3 (x). (4.4.4.10)
Similarly, fix x and expand at z = 0:
ϵ2 (x)2 = ϵ4 (x) + 2c2 ϵ2 (x). (4.4.4.11)
From (4.4.4.10) and (4.4.4.11), we have
ϵ1 (x)ϵ3 (x) = ϵ2 (x)2 − 3c2 ϵ2 (x). (4.4.4.12)
Using
ϵ′k (x) = −k ϵk+1 (x), k ≥ 1, (4.4.4.13)
yields
ϵ′1 (x)ϵ3 (x) + ϵ1 (x)ϵ′3 (x) = 2ϵ2 (x)ϵ′2 (x) − 3c2 ϵ′2 (x)
or
ϵ2 (x)[ϵ3 (x) − 2c2 ] = ϵ1 (x)ϵ4 (x) (4.4.4.14)
From (4.4.4.11) and (4.4.4.14), we also have
ϵ3 (x) = ϵ1 (x)ϵ2 (x). (4.4.4.15)
plugging (4.4.4.15) into (4.4.4.12), we finally get
−3c2 + 2ϵ2 (x) = ϵ1 (x)2 or ϵ′1 (x) + ϵ1 (x)2 + 3c2 = 0. (4.4.4.16)
Because
π2
ϵ1 (0) = ∞, c2 = 2ζ(2) = ,
3
the unique solution to (4.4.4.16) is
ϵ1 (x) = π cot(πx), (4.4.4.17)
together with (4.4.4.7) gives (4.4.4.5).
From (4.4.4.13) and (4.4.4.17), we have

X ï ò2
1 π
= ϵ 2 (x) = . (4.4.4.18)
(x + n)2 sin(πx)
n∈Z
Choosing x = 1/2 in (4.4.4.18) yields
X 1 π2
2
=
(2n + 1) 8
n≥0
which implies ζ(2) = π 2 /6.
-
Note 4.4.3
We use (4.4.4.17) to prove (4.4.1.7):
sin(πx) Yï x 2 ò
= 1− .
πx n
n≥1
Consider
Yï x 2 ò
P (x) := 1− .
n
n≥1
Then, by (∗)
 ′
X
x X x
[ln P (x)]′ =  ln 1 + + ln 1 − 
n n
n≥1 n≥1
XÅ 1 1
ã
1
= + = π cot(πx) −
x+n x−n x
n≥1
1
= [ln sin(πx)]′ −
x
or ï ò
d x
ln P (x) = 0.
dx sin(πx)
Hence
x
P (x) = C = constant.
sin(πx)
To find C, use
1 1 x 1 x+π
= cot − cot .
sin x 2 2 2 2
Then
π π πx π πx + π
= cot − cot
sin(πx) 2 2 2 2
Å ã X (−1)n
1 x 1 1+x
= ϵ1 − ϵ1 = E .
2 2 2 2 x+n
n∈Z
Therefore ï ò
x π x 1

P (x) = · P (x) · =
sin(πx) x=0 sin(πx) π x=0 π
so that
x 1
P (x) = .
sin(πx) π
♣
Let
X Å 1 1
ã
Sn (x) := −γ − − .
x+k k+1
0≤k≤n
In particular Å ã
X 1 1
S2n+1 (x) = −γ − −
x+k k+1
0≤k≤2n+1
X Å 1 1
ã X Å 1 1
ã
= −γ − − − −
x + 2i 2i + 1 x + 2i + 1 2i + 2
0≤i≤n 0≤i≤n
-
Ö è
ï Å ãò
1 x x+1 1 X 1 1
= Sn + Sn + − .
2 2 2 2 1 i+1
0≤i≤n i+
2
On the other hand
Ö è
1 X 1 1 X Å 1 1
ã
− = −
2 1 i+1 2i + 1 2i + 2
0≤i≤n i+ 0≤i≤n
2
Å ã Å ã
1 1 1 1 1
= 1 + + ··· + −2 + + ··· +
2 2n + 2 2 4 2n + 2
= [ln(2n + 2) + γ + o(1)] − [ln(n + 1) + γ + o(1)] = ln 2 + o(1).
Theorem 4.4.5
ï Å ãò
1 x x+1
Ψ(x) = Ψ +Ψ + ln 2. (4.4.4.19)
2 2 2
♥
In the following, we also use the second apriori formula

Ñ é
Z X XZ
an (x) dx = an (x)dx, (∗∗)
I n≥1 n≥1 I
whose validity will be established later.

X
For instance, (∗∗) holds if, an (x) is continuous, |an (x)| ≤ Mn for all x, and Mn
n≥1
converges.
Define Z x
Φ(x) := Ψ(t)dt, x > 0. (4.4.4.20)
1
We get, by (∗∗),
 
Z 2 XÅ ã XÅ n+2 ã
 1 1  1
Φ(2) = −γ − − dx = −γ − ln −
1 x+n n+1 n+1 n+1
n≥0 n≥0
Å ã
1 1
= −γ + lim 1 + + · · · + − ln(n = 1) = 0.
n→∞ 2 n
Using again (∗∗), we have
 
Å ã Z 1/2 X Å ã X Å 2n + 1 1 1 ã
1  1 1  1
Φ = −γ − − dx = γ − ln +
2 1 x+n n+1 2 2n + 2 2 n + 1
n≥0 n≥0
Ñ é
Å ã X
1 1 1 1 2k + 1 1
= γ − lim 1 + + · · · + − ln n − lim ln + ln n
2 2 n→∞ 2 n n→∞ 2k + 2 2
0≤k≤n−1
ï ò
(2n)!! 1 √
= lim ln ·√ = ln π
n→∞ (2n − 1)!! n
by the Wallis formula.
-
4.5 Series of functions – 183 –
Theorem 4.4.6
For all x > 0, we have
Å ã
1 1 Γ′ (x)
Φ(2) = 0, Φ = ln π, Φ(x) = ln Γ(x), Ψ(x) = . (4.4.4.21)
2 2 Γ(x)
♥
Proof. Need to check

Å ã
1 √
F (x + 1) = xF (x), F (x) 6≡ 0, F (x)F x + = π21−2x F (2x),
2
where F (x) := eΦ(x) . We shall check
Φ(x + 1) = Φ(x) + ln x,
Φ(x) + ϕ(1 − x) = ln π − ln sin(πx),
x Å ã
x+1 √
Φ(x) = Φ +Φ + (x − 1) ln 2 − ln π.
2 2
Because
1
Ψ(x + 1) − Ψ(x) = , Φ′ (x) = Ψ(x)
x
by (4.4.4.3), we get Z x
dt
Φ(x + 1) − Φ(x) = = ln x.
1 t
Integrating (4.4.4.4) yields
−Φ(1 − x) − Φ(x) = ln sin(πx) + C1
for some constant C1 . Integrating (4.4.4.19) yields

x Å ã
x+1
Φ(x) = Φ +Φ + x ln 2 + C2 .
2 2
However Å ã
1 √
C1 = −2Φ = −2 · ln π = − ln π
2
and Å ã
1 √
C2 = −Φ − ln 2 = − ln 2 − ln π.
2
By the uniqueness, we get F (x) = Γ(x).
Theorem 4.4.7. (Euler-Gauss, 1729)

Whene x > 0,
nx n! 1 Y (n + 1)x
Γ(x) = lim = . (4.4.4.22)
n→∞ x(x + 1) · · · (x + n) x nx−1 (x + n)
n≥1
♥
Proof. Since
X 1
[ln Γ(x)]′′ = Φ′′ (x) = Ψ′ (x) = > 0,
(x + n)2
n≥0
it follows from the theorem of Bohr-Mollerup-Artin that (4.4.4.22) holds.
The infinite product (4.4.4.22) appeared in a letter of Euler to Goldbach in 13 October 1729.
-
4.5 Series of functions
Domain of convergence
Uniform convergence
Tests for uniform convergence
4.5.1 Domain of convergence
In 1821, Augustin-Louis Cauchy published a proof that a convergent sum of continuous

functions is always continuous, to which Niels Henrik Abel in 1826 found¹⁴ purported coun-
terexamples in the context of Fourier series, arguing that Cauchy’s proof had to be incorrect.
The term uniform convergence was probably first used by Christoph Gudermann, in an 1838
paper¹⁵ on elliptic functions, where he employed the phrase “convergence in a uniform way” when
X
the “mode of convergence” of a series fn (x, ϕ, ψ) is independent of the variables ϕ and ψ,
n≥1
While he thought it a “remarkable fact” when a series converged in this way, he did not give a
formal definition, nor use the property in any of his proofs.
Later Gudermann’s pupil Karl Weierstrass, who attended his course on elliptic functions in
1839–1840, coined the term “gleichmäßig konvergent” (German: “uniformly convergent”) which
he used in his 1841 paper Zur Theorie der Potenzreihen, published in 1894. Independently,
similar concepts were articulated by Philipp Ludwig von Seidel¹⁶ and George Gabriel Stokes¹⁷.
Let fn (x), n ∈ N∗ , be a sequence of functions defined on X ⊆ R.

(1) We call {fn (x)}n≥1 , x ∈ X, is a sequence of functions on X.
X
(2) We call fn (x), x ∈ X, is a series of functions on X.
n≥1
Definition 4.5.1
(1) Let {fn (x)}n≥1 be a sequence of functions defined on X. Set
ß ™

D := x ∈ X {fn (x)}n≥1 converges ⊆ X (4.5.1.1)
the domain of convergence, or interval of convergence if D is an interval. We say that

any x ∈ D a convergent point of {fn (x)}n≥1 . For any x ∈ D, set
f (x) := lim fn (x). (4.5.1.2)

n→∞
Then we get the limit function f (x), x ∈ D, of {fn (x)}n≥1 . We also say that the sequence
¹⁴Abel, N. H. Untersuchungen über die Reihe 1 + m

1
x + m·(m−1)
2
x2 + mn·(m−1)(m−2) 3
2·3
x · · · u.s.w., J. Reine Angew.
Math., 1(4)(1826), 311-338.
¹⁵Gudermann, C. Theorie der Modular-Functionen und der Modular-Integrale, J. Reine Angew. Math., 18(1838), 1-54.
¹⁶Seidel, P. L. Note üner eine Eigenchaft der Reihen, welche discontinuirliche Functionen darstellen, Abhandlungen der
Mathem.-Physikalische Classe der Kóniglich Bayerischen Akademie der Wissenschaftem, 5(7)(1847), 381-394.
¹⁷Stokes, G. H. On the critical values of the syms of periodic series, Trans. Camb. Phil. So., 8(1847), 533-583.
-
of functions {fn (x)}n≥1 pointwisely converges to f (x), and write it as fn (x) →X f (x).
X
(2) Let fn (x) be a series of functions defined on X. Set
n≥1
 
 X 

D := x ∈ X fn (x) converges ⊆ X. (4.5.1.3)
 
n≥1
X
We say that any point x ∈ D a convergent point of fn (x). For any x ∈ D, set
n≥1
X X
S(x) := fn (x) = lim Sn (x), S − n(x) := fk (x). (4.5.1.4)
n→∞
n≥1 1≤k≤n
X
Then we get the sum function S(x), x ∈ D, of fn (x). We also say that the series of
X n≥1
X
functions fn (x) pointwisely converges to S(X) and write it as fn (x) →X S(x).
n≥ n≥1
Define
 
 X 

Da := x ∈ X |fn (x)| converges ⊆ D, Dc := D \ Da (4.5.1.5)
 
n≥1
the domain of absolute convergence and the domain of conditional convergence, re-
spectively.
♣
Example 4.5.1
(1) Find the domain of convergence:
ß ™ ß ™
sin(nx) x2 + 2nx
fn (x) = , {fn (x) = (1 − x)xn }n≥1 , fn (x) = .
n n≥1 n n≥1
For (1.1), for any x ∈ R, we have lim fn (x) = 0 so that
n→∞
D = R and f (x) ≡ 0 (x ∈ D).
For (1.2), since lim xn = 0 when |x| < 1, it follows that

n→∞
lim fn (x) = 0, |x| < 1.
n→∞
When x = 1, we get fn (x) ≡ 0. When x = −1, we get fn (x) = 2(−1)n . When |x| > 1,
we get |fn (x)| = |(1 − x)xn | → +∞. Hence
D = (−1, 1] and f (x) ≡ 0 (x ∈ D).
For (1.3), we have

D = R and f (x) = 2x (x ∈ D).
(2) Find the domain of absolute/conditional convergences:

X X xn X xn X n!
xn , , , ,
n 1 − xn (x2 + 1) · · · (x2 + n)
n≥1 n≥1 n≥1 n≥1
X Å ã
1 n X πx n3 X
ï
(−1)n
ò
n x+ , cos , ln 1 + (x > 0),
n n nx
n≥1 n≥1 n≥1
-
X Å ln n ãx X sin(nx) X n32n
(x > 0), (x ≥ 0), xn (1 − x)n .
n enx 2n
n≥1 n≥1 n≥1
P
For (2.1), observe that the series convenges if and only if |x| < 1. In this case,
n≥1 x
n
x
D = Da = (−1, 1) and S = .
1−x
For (2.2), because n
x |x|n
= ≤ |x|n ,
n n
we see that the series absolutely converges when |x| < 1. When |x| > 1. since |x|n /n ⇏
X1
0, we see that the series diverges. When x = 1, the series becomes that diverges.
n
n≥1
X (−1)n
When x = −1, the series becomes that conditionally converges. Hence
n
n≥1
D = [−1, 1), Da = (−1, 1), Dc = {−1}.
xn
For (2.3), observe that fn (x) = are defined on
1 − xn
X = (−∞, −1) ∪ (−1, 1) ∪ (1, +∞).
Because
fn+1 (x) 1 − xn
=
f (x) 1 − xn+1 |x| → |x|, when |x| < 1.
n
Hence the serties absolutely converges when |x| < 1. When |x| > 1, limn→∞ |fn (x)| =
1 6= 0 so that the series diverges. Therefore
D = DA = (−1, 1).
For (2.4), observe

Å ã
fn (x) x2 + n + 1 x2 x2 1
= =1+ =1+ +O .
fn+1 (x) n+1 n+1 n n2
By Gauss’ test, we have
D = Da = (−∞, −1) ∪ (1, +∞).

n
For (2.5), when x = 0, fn (x) = n and
n
» √
n
n
n
fn (x) = → 0.
n
Hence, the series converges when x = 0. When x 6= 0,
Å ãn n

n x + 1 = n|x|n 1 + 1 ∼ n|x|n e1/x .
n nx
Then Å ã

n 1 n √
n x + n ∼ n|x|e → |x|.
n 1/nx
Hence
D = Da = (−1, 1).
-
πx n3
For (2.6), letting fn (x) = cos yields (x 6= 0)
n
h πx
» πx in2 n2 ln[1 − (1 − cos )]
n
|fn (x)| = 1 − 1 − cos =e n
n
πx πx x2
−n2 1 − cos −n2 · 2 sin2 −π 2
∼e n ∼e 2n ∼ e 2 , n → ∞.
Hence
D = D1 = (−∞, 0) ∪ (0, +∞).
For (2.7), observe

ï ò Å ã
(−1)n (−1)n 1
fn (x) = ln 1 + = +O .
nx nx n2x
Because
X (−1)n
x>0 ⇐⇒ converges and when x > 1 absolutely converges
nx
n≥1
and
X 1
2x > 1 ⇐⇒ converges.
n2x
n≥1
We conclude that Å ã
1
D = Da = , +∞ .
2
ln t
For (2.8) Since is decreasing when t ≥ e, we use integral test
t
Z +∞ Å ã Z +∞ x Z +∞
ln t x s s
dt = s
e ds = sx es(1−x) ds
e t 1 e 1
which converges only for 1 − x < 0. Hence
D = Da = (1, +∞).
For (2.9), when x > 0,

sin(nx) 1

enx ≤ enx
so that the series absolutely converges. When x = 0, the series becomes zero. Hence
D = Da = [0, +∞).
For (2.10), when x = 0 or 1, the series is zero. When x 6= 0 and x 6= 1,

fn+1 (x) (n + 1)9x(1 − x)
= → 9 |x(1 − x)|.
f (x) 2n 2
n
2 2
When |x(1 − x)| < , the series absolutely converges. When |x(1 − x)| > , we get
9 9
2n
n3 2n
n3 2 n
n
2n x (1 − x) > 2n 9n = n
n
2 X X
so that the series diverges. When |x(1 − x)| = , the series becomes n or (−1)n n,
9
n≥1 n≥1
-
both being divergent. Hence

ß ™ Ç √ å Ç √ å
2 17 − 4 1 2 17 + 3
D = Da = x ∈ R|x(1 − x)| < = − , ∪ , .
9 6 3 3 6
♠
4.5.2 Uniform convergence
Recall that, for any x ∈ (0, 1),

Z x Z xX
dt
ln(1 + x) = = (−t)n dt
0 1+t 0 n≥0
Z X XZ
= XZ x X (−1)n xn+1 X (−1)n−1
= (−t)n dt = = xn .
0 n + 1 n
n≥0 n≥0 n≥1
Therefore
X (−1)n−1
ln 2 = lim ln(1 + x) = lim xn
x→1− x→1− n
n≥1
X X
lim = lim X X (−1)n−1
x→1− x→1− (−1)n−1 n
= lim x = .
x→1− n n
n≥1 n≥1
We arise two questions:
Z bX XZ b
???
fn (x)dx = fn (x)dx,
a n≥1 n≥1 a
X ???
X
lim fn (x) = lim fn (x).
x→x0 x→x0
n≥1 n≥1
More precisely,
(1) Let{fn (x)}n≥1 be a sequence of functions defined on [a, b] ⊆ D, where D is the domain
of convergence, with the limit function f (x).
???
(1.1) fn (x) ∈ C ([a, b]) =⇒ f (x) ∈ C ([a, b]), that is,
???
lim lim fn (x) = lim lim fn (x).
n∈∞ x→x0 x→x0 n→∞
???
(1.2) fn (x) ∈ R([a, b]) =⇒ f (x) ∈ R([a, b]) and
Z b Z b
???
lim fn (x)dx = lim fn (x)dx.
n→∞ a a n→∞
???
(1.3) fn (x) ∈ D([a, b]) =⇒ f (x) ∈ D([a, b]) and
d ??? d
n→∞ dx dx n→∞
X
(2) Let fn (x) be a series of functions defined on [a, b] ⊆ D, where D is the domain of
n≥1
convergence, with the sum function S(x).
???
(2.1) fn (x) ∈ C ([a, b]) =⇒ S(x) ∈ C ([a, b]), that is,
X ???
X
x→x0 x→x0
n≥1 n≥1
-
???
(2.2) fn (x) ∈ R([a, b]) =⇒ S(x) ∈ R([a, b]) and
XZ b ???
Z bX
fn (x)dx = fn (x)dx.
n≥1 a a n≥1
???
(2.3) fn (x) ∈ D([a, b]) =⇒ S(x) ∈ D([a, b]) and
X d ??? d
X
fn (x) = fn (x).
dx dx
n≥1 n≥1
Example 4.5.2
(1) Let fn (x) = xn , 0 ≤ x ≤ 1. Then

 0, 0 ≤ x < 1,
f (x) = lim fn (x) =
n→∞  1, x = 1,
but
lim lim fn (x) = 1 6= 0 = lim lim fn (x).
n→∞ x→1− x→1− n→∞
(2) Let fn (x) = nx(1 − x2 )n , 0 ≤ x ≤ 1. Then
f (x) = lim fn (x) ≡ 0, 0 ≤ x ≤ 1,

n→∞
but
Z 1 Z 1
n 1
lim fn (x)dx = lim nx(1 − x2 )n dx = lim =
n→∞ 0 n→∞ 0 n→∞ 2(n + 1) 2
and Z Z
1 1
lim fn (x)dx = 0dx = 0.
0 n→∞ 0
(3) Let fn (x) = xn , 0 ≤ x ≤ 1. Then f (x) ∈

/ D([0, 1]).
♠
Example 4.5.3
(1) Let fn (x) = x2(n+1) − x2n , −1 ≤ x ≤ 1. Then
X
Sn (x) = fk (x) = x2(n+1) − x2
1≤k≤n
and 
 0, x = ±1,
S(x) = lim Sn (x) =
n→∞  −x2 , −1 < x < 1,
but
X X X
lim fn (x) = 0 = 0 6= −1 = lim (−x2 ) = lim fn (x).
x→1− x→1− x→1−
n≥1 n≥1 n≥1
(2) Let
fn (x) = nx(1 − x2 )n − (n − 1)x(1 − x2 )n−1 , 0 ≤ x ≤ 1.
Then
X
Sn (x) = fk (x) = nx(1 − x2 )n , S(x) = lim Sn (x) ≡ 0,
n→∞
1≤k≤n
-
but
Z X Å ã XZ 1
1
1 1X n n−1
fn (x)dx = 0 6= = − = fn (x)dx.
−1 n≥1 2 2 n+1 n −1
n≥1 n≥1
(3) Let fn (x) = − xn 0 ≤ x ≤ 1. Then

xn−1 ,
 Ñ é′
X  −1, 0 ≤ x < 1, X
fn (x) = , fn (x) does not exists at x = 1,
 0, x = 1,
n≥1 n≥1
but 
X X  0, 0 ≤ x < 1,
fn′ (x) = 1 + nxn−1 − (n − 1)x n−2
=
 +∞, x = 1.
n≥1 n≥2
♠
Definition 4.5.2. (Weierstrass, 1841)

(1) Let {fn (x)}n≥1 and its limit function f (x) be defined on a subset D ⊆ R. To say
that {fn (x)}n≥1 uniformly converges to f (x) on D, if for any ϵ > 0 there is an integer
N = N (ϵ) ∈ N such that for all n > N and any x ∈ D, we have
|fn (x) − f (x)| < ϵ.
In this case, we write fn (x) ⇒D f (x).

X
(2) Let fn (x) and its sum function S(x) be defined on a subset D ⊆ R. To say that
X n≥1
fn (x) uniformly converges to S(x) on D, if {Sn (x)}n≥1 uniformly converges to
n≥1
X
S(x) on D. In this case, we write fn (x) ⇒D S(x).
n≥1
♣
Note 4.5.1
(1) fn (x) 6⇒D f (x) if and only if there is a ϵ0 such that for any N ∈ N we have
|fn0 (x0 ) − f (x0 )| ≥ ϵ0
for some n0 > N and x0 ∈ D. Actually, x0 depends on n0 .

X
Similarly, fn (x) 6⇒D S(x) if and only if there is a ϵ0 such that for any N ∈ N we have
n≥1
|Sn0 (x0 ) − S(x0 )| ≥ ϵ0
for some n0 > N and x0 ∈ D. Actually, x0 also depends on n0 .

(2) “uniform convergence” implies “pointise convergence”, however the converse may
not be true. For example, consider
x2 + 2nx
fn (x) = , f (x) = 2x, x ∈ R.
n
Then fn (x) →R f (x), but
2
4n − 4n2
|fn (−2n) − f (−2n)| = − (−4n) = 4n → +∞, as n → ∞.
n
(3) If the sequence of functions {fn (x)}n≥1 pointwisely converges to f (x) on D, and for
-
every x ∈ D we have |fn (x) − f (x)| ≤ an with lim an = 0, then fn (x) ⇒D f (x).
n→∞
(4) When we say “uniform convergence”, we should emphasize the domain D. For in-
stance
x2 + 2nx x2 + 2nx
⇒[0,1] 2x but ⇒R 2x.
n n ♣
Example 4.5.4
(1) Consider
x
(x ∈ R), fn (x) = xn (0 ≤ x < 1), fn (x) = n2 xe−n x (x > 0).
2 2
fn (x) = 2 2
1+n x
For (1.1), f (x) ≡ 0 and
|x| |x| 1
|fn (x) − f (x)| = 2 2
≤ √ = → 0.
1+n x 2 n2 x 2 2n
Hence fn (x) ⇒R 0.
For (1.2), f (x) ≡ 0 and
|fn (x) − f (x)| = |x|n .
n−1
Take xn = → 1 and obtain
n
Å ãn
n−1 1
|fn (xn ) − f (xn )| = → 6= 0.
n e
Hence fn (x) 6⇒[0,1) 0.
For (1.3), f (x) ≡ 0 and
|fn (x) − f (x)| = n2 xe−n
2 x2
.
1
Take xn = √ → 0 and obtain
2n
n
|fn (xn ) − f (xn )| = √ e−1/2 → +∞.
2
Hence fn (x) 6⇒(0,+∞) 0.
(2) Consider
X (−1)n X n + x2
p √ (x ≥ 0), (−1) (|x| ≤ a).
3
n+ x n2
n≥1 n≥1
For (2.1), according to (4.3.2.2), we get

X
(−1) n 1 1
p √ − Sn (x) ≤ p √ ≤ √ .

n≥1 n + x
3 3 3
1+n+ x n+1
Hence
X (−1)n
p
3
√ ⇒[0,+∞) S(x).
n≥1 n+ x
For (2.2), according to (4.3.2.2), we get

X
2 2 2
(−1)n n + x − Sn (x) ≤ n + 1 + x ≤ n + 1 + a → 0.
(n + 1)2 (n + 1)2
n≥1 n
-
Hence
X n + x2
(−1)n ⇒[−a,a] S(x).
n2
n≥1
♠
4.5.3 Tests for uniform convergence
A basic test is
Theorem 4.5.1. (Cauchy)
(1) fn (x) ⇒D f (x) if and only if for every ϵ > 0 there is an integer N = N (ϵ) > 0 such
that
|fn+p (x) − fn (x)| < ϵ
for any n > N , all p ∈ N and all x ∈ D.

X
(2) fn (x) ⇒D S(x) if and only if for every ϵ > 0 there is an integer N = N (ϵ) > 0
n≥1
such that
X

f (x) <ϵ
k
n+1≤k≤n+p

♥
Proof. (2) Because

X
Sn+p (x) − Sn (x) = fk (x),
n+1≤k≤n+p
the statement (2) follows from (1).

(1) Since fn (x) ⇒D f (x), it follows that for any ϵ > 0 there is an integer N = N (ϵ) > 0
ϵ
such that |fn (x) − f (x)| < for any n > N and all x ∈ D. Hence
2
ϵ ϵ
|fn+p (x) − fn (x)| ≤ |fn+p (x) − f (x)| + |fn (x) − f (x)| < + = ϵ
2 2
Conversely, fix x ∈ D. Then the sequence {fn (x)}n≥1 converges. When x varies on D,
we get a function f (x) such that the sequence of functions {fn (x)}n≥1 pointwisely converges to
f (x) on D. Letting p → ∞ yields
|fn (x) − f (x)| ≤ ϵ
so that fn (x) ⇒D f (x).
Corollary 4.5.1
X
(1) If fn (x) ⇒D S(x), then fn (x) ⇒D 0.
n≥1 Å ã
(2) fn (x) ⇒D f (x) if and only if lim sup |fn (x) − f (x)| = 0.
n→∞ D
-
X Å ã
(3) fn (x) ⇒D S(x) if and only if lim sup |Sn (x) − S(x)| = 0.
n→∞ x∈D
n≥1
X
(4) If the series of functions fn (x) uniformly converges on (a, b), all fn (x) ∈ C ([a, b]),
X X n≥1
P
then both fn (a), fn (b) converge, and the series of functions n≥1 fn (x) uni-
n≥1 n≥1
formly converges on [a, b].
(5) fn (x) ⇒D f (x) if and only if for any sequence {xn }n≥1 ⊂ D we have
lim |fn (xn ) − f (x)| = 0.

n→∞
X
(6) fn (x) ⇒D S(x) if and only if for any sequence {xn }n≥1 ⊂ D we have
n≥1
lim |Sn (xn ) − S(xn )| = 0.
n→∞
♥
Proof. (1) For any ϵ > 0 there is an integer N = N (ϵ) > 0 such that

X

f (x) ≤ϵ
k
n+1≤k≤n+p
for any n > N , all p ∈ N and all x ∈ D. Taking p = 1 yields |fn+1 (x)| < ϵ which means that
fn (x) ⇒D 0.
(2) and (3) are obvious.
(4) For any ϵ > 0 there is an integer N = N (ϵ) > 0 such that

X
ϵ
fk (x) <

n+1≤k≤n+p 2
for any n > N , all p ∈ N and all x ∈ (a, b). For the above ϵ, n, p, we can find a positive number
δ = δ(ϵ, n, p) > 0 such that
ϵ
|fk (x) − fk (a)| < p
2
whenever x ∈ [a, a + δ) and k ∈ {n = 1, · · · , n + p}, because of the continuity of fk (x). Hence

X X X

fk (a) ≤
[fk (x) − fk (a)] + fk (x)

n+1≤k≤n+p n+1≤k≤n+p n+1≤k≤n+p
ϵ ϵ
< p· + = ϵ.
2p 2
Similarly we can prove
X

f (b) < b.
k
n+1≤k≤n+p
P P X
Hence both series n≥1 fn (a), n≥1 fn (b) converge and the series fn (x) uniformly con-
n≥1
verges on [a, b]. Å ã
(5) If fn (x) ⇒D f (x), then lim sup |fn (x) − f (x)| = 0 by (2). In particular
n→∞ x∈D
lim |fn (xn ) − f (xn )| = 0.
n→∞
-
Conversely, if fn (x) 6⇒D f (x), then there is a ϵ > 0 such that for any N ∈ N we have
|fn0 (ξ) − f (ξ)| ≥ ϵ0
for some n0 > N and some ξ ∈ D. Therefore, we can find a strictly increasing sequence {nk }k≥1
and a sequence of points {ξk }k≥1 ⊂ D such that
|fnk (ξk ) − f (ξk )| ≥ ϵ0 .
Thus fnk (ξk ) − f (ξk ) 6→ 0.

(6) It can be proved similarly.
Example 4.5.5
(1) Consider
fn (x) = (1 − x)xn , x ∈ [0, 1].
Then
f (x) ≡ 0, x ∈ [0, 1],
and

n
sup |fn (x) − f (x)| = sup (1 − x)x n
= (1 − x)x
0≤x≤1 0≤x≤1 n
x= n+1
nn 1 1
= = ·Å ã → 0.
(1 + n)n+1 1+n 1 n
1+
n
So fn (x) ⇒[0,1] 0.
(2) Consider
n + x2
fn (x) = , x ∈ (0, 1).
nx
Then
1
f (x) = , x ∈ (0, 1),
x
and
x 1
sup |fn (x) − f (x)| = sup = → 0.
0<x<1 0<x<1 n n
1
So fn (x) ⇒(0,1) .
x
(3) Consider
1
fn (x) = , x ∈ (0, 1).
1 + nx
Then
f (x) ≡ 0, x ∈ (0, 1),
and
1
sup |fn (x) − f (x)| = sup = 1.
0<x<1 0<x<1 1 + nx
So fn (x) 6⇒(0,1) 0.
-
(4) Consider
fn (x) = xn e−n x , x ≥ 0.
2
Then
f (x) ≡ 0, x ≥ 0,
and
xn xn 1
sup |fn (x) − f (x)| = sup = = n n → 0.
x≥0 x≥0 e n2 x e n 2 x x = 1 n e
n
So fn (x) ⇒[0,+∞) 0.
(5) Consider
xn
fn (x) = , x ∈ [0, 1 − δ] ∪ [1 − δ, 1 + δ] ∪ [1 + δ, +∞)
1 + xn
where δ ∈ (0, 1). Then 
 0, 0 ≤ x < 1,



1
f (x) = , x = 1,

 2

 1, x > 1.
(5.1): 0 ≤ x ≤ 1 − δ. In this case

xn
sup |fn (x) − f (x)| = sup ≤ (1 − δ)n → 0
0≤x≤1−δ 0≤x≤1−δ 1 + xn
so that fn (x) ⇒[0,1−δ] f (x) ≡ 0.
ln 2
(5.2) 1 − δ ≤ x ≤ 1 + δ. In this case, when n ≥ ,
ln(2 + δ)
√ √ 2
1

|fn (x) − f (x)| ≥ fn ( 2) − f ( 2) = − 1 =
n n
sup
1−δ≤x≤1+δ 1+2 3
so fn (x) 6⇒[1−δ,1+δ] f (x).
(5.3) x ≥ 1 + δ. In this case
1 1
sup |fn (x) − f (x)| = sup n
= →0
x≥1+δ x≥1+δ 1+x 1 + (1 + δ)n
so fn (x) ⇒[1+δ,+∞) f (x) ≡ 1.
(6) If f1 (x) ∈ R([a, b]) and
Z x
fn+1 (x) := fn (t)dt, n ≥ 1,
a
then fn (x) ⇒[a,b] 0.
Proof. According to f1 (x) ∈ R([a, b]), we have |f1 (x)| ≤ M for all x ∈ [a, b]. Hence
Z x
|f2 (x)| ≤ |f1 (t)|dt ≤ M (x − a),
Za x Z x
|f3 (x)| ≤ |f2 (t)|dt ≤ M (t − a)dt
a
x a
M M
= (t − a)2 = (x − a)2 .
2 a 2
-
In general,
M M (b − a)n−1
|fn (x)| ≤ (x − a)n−1 ≤ .
(n − 1)! (n − 1)!
Hence fn (x) ⇒[a,b] 0.
(7) Consider
X √n
, x > 0.
2nx
n≥1
Because √
n 1 1
|fn (xn )| = ≥ , xn =
2 2 n
X √n
we see that does not uniformly converge on (0, +∞).
2nx
n≥1
(8) Consider
X
e−nx , x > 0.
n≥1
Because
Å ã 1
1 −n · 1
fn =e n = ,
n e
X
we see that e−nx does not uniformly converges on (0, +∞).
n≥1
(9) Consider
X x3
, x > 0.
(1 + x3 )n
n≥1
Because
Å ã 1
1 0
fn √ = Å n ãn → = 0
3
n 1 e
1+
n
and
Å ã 1 1
X 1 X 1 n·
√ k 2n
fk 3
= Å ãk ≥ Å ã2n ≥ ,
k 1 1 2e
n+1≤k≤2n n+1≤k≤2n 1 + 1+
k 2n
X Å ã X
1 x3
we see that fn √ diverges and hence does not uniformly con-
3
n (1 + x3 )n
n≥1 n≥1
verges on (0, +∞).
♠
Theorem 4.5.2. (Weierstrass, 1842, 1880)

X X
Let fn (x) be a series of functions defined on D. If there is a convergent series Mn
n≥1 n≥1
with
Mn ≥ 0 and |fn (x)| ≤ Mn (for all n ≥ N and all x ∈ D,
-
X
then the series of functions fn (x) uniformly converges on D.
n≥1
♥
Proof. For any ϵ > 0 there is an integer N1 ∈ N such that for all p ∈ N we have

X X

|Mk | = Mk < ϵ.
Hence, for any n ≥ N2 := max{N1 , N } and all p ∈ N and all x ∈ D, we obtain

X X X

f (x) ≤ |f (x)| ≤ |Mk | < ϵ.
k k
n=1≤k≤n+p n+1≤k≤n+p n+1≤k≤n+p
X
According to Theorem 4.5.1, the series of functions fn (x) uniformly converges on D.
n≥1
Theorem 4.5.3. (Abel-Dirichlet)

X X
Assume that an (x) and bn (x) are series of functions, x ∈ D. If either (1) or (2)
n≥1 n≥1
X
holds, then the series of functions an (x)bn (x) uniformly converges on D, where
n≥1
(1) (Abel)
(1.1) the sequence of functions {an (x)}n≥1 is pointwisely monotone (i.e., for any
given x ∈ D, the sequence {an (x)}n≥1 is monotone), and is uniformly
bounded on D (i.e., |an (x)| ≤ M for all n ≥ 1 and all x ∈ D),
X
(1.2) the series of functions bn (x) uniformly converges on D;
n≥1
(2) (Dirihclet)
(2.1) the sequence of functions {an (x)}n≥1 is pointwisely monotone,
X
(2.2) the series of functions bn (x) has uniformly bounded partial sum sequence
 n≥1
 X 
Bn (x) := bk (x) of functions.
 
1≤k≤n n≥1
♥
Example 4.5.6
(1) Prove that
X X an Z x
an converges ⇐⇒ tn e−t dt uniformly converges on [0, +∞).
n! 0
n≥1 n≥1
Proof. Let Z x
an
fn (x) := tn e−t dt, n ≥ 1, x ≥ 0.
n! 0
Then
Z Å Z ã
x
−t
x
−t

f1 (x) = a1 te dt = a1 − tde = a1 1 − (1 + x)e−x .
0 0
-
In general
ï Å ã ò
x x2 xn −x
fn (x) = an 1 − 1 + + + ··· + e := an bn (x).
1! 2! n!
X
Since |bn (x)| ≤ 2, it follows from Abel’s test, the series of functions fn (x) uniformly
n≥1
converges on [0, +∞).
X
Conversely, if the series of functions fn (x) uniformly converges on (0, +∞), then for
n≥1
any ϵ > 0 there is an integer N ∈ N such that for any n > N and all p ∈ N and all x > 0,
we have
X

fk (x) < ϵ.

n+1≤k≤n+p
Letting x → +∞ yields
X

ak ≤ ϵ

n+1≤k≤n+p
X
so that the series an converges.
n≥1
(2) The series of functions

X sin(nx) X cos(nx)
, , x ∈ R,
n2 n2
n≥1 n≥1
uniformly converge by Weierstrass’ test.
(3) Consider
X nx
, x ∈ R.
1 + n5 x 2
n≥1
Because

nx 1 2n 5/2 x
1 2n5/2 |x| 1
= · ≤ · √ = 3/2 → 0,
1 + n5 x2 2n3/2 1 + n5 x2 2n3/2 5 2 2n
2 n x
X nx
we see that uniformly converges on R.
1 + n5 x 2
n≥1
(4) Consider
X
xα e−nx , x > 0.
n≥1
Because
αα e−α α α
sup xα e−nx = xα e−nx = = ,
x∈R x= α nα ne
n
X
we see that the series of functions x
n≥1
e−nx uniformly converges when α > 1.
For 0 < α ≤ 1, we have
X Å ã X X
1 1 −k/n 1
fn = e ≥ = n1−α e−2 ≥ e−2 .
n nα e 2 nα
n+1≤k≤2n n+1≤k≤2n n+1≤k≤2n
-
4.6 Properties of uniformly convergent series – 199 –
Hence the series of functions does not uniformly converges.

(5) Consider
X (−1)n (x + n)n
, α > 0, 0 ≤ x ≤ 1.
nn+α
n≥1
Observe that
X (−1)n x n X (−1)n
1+ =: an (x)bn (x), bn (x) = .
nα n nα
n≥1 n≥1
Sine the sequence of functions {an (x)}n≥1 has a uniform upper bound ex and pointwisely
X
monotone, and the series of functions bn (x) uniformly converges, it follows from Abel’s
n≥1
X (−1)n x n
test that the series 1+ uniformly converges.
nα n
n≥1
P X
(6) Prove that if the series n≥1 an converges, then the series of functions an xn uni-
n≥1
formly converges on [0, 1].
Proof. Since the sequence of functions {xn }n≥1 pointwisely monotone and 0 ≤ xn ≤ 1,
X
it follows from Abel’s test that the series of functions an xn uniformly converges on
n≥1
[0, 1].
(7) If the sequence {an }n≥1 is monotone and lim an = 0, then the series of functions
X X n→∞
an cos(nx) and an sin(nx) uniformly converge on any closed interval [a, b] ⊂
n≥1 n≥1
(0, 2π).
Proof. We take [a, b] = [δ, 2π − δ] for some δ ∈ (0, π). Then

Å ã
1 x
X sin n + x − sin
2 2 1

cos(kx) = x ≤
δ
,
1≤k≤n 2 sin sin
2 2
Å ã
1 x
X cos n + x − cos
2 2 1
sin(kx) =
x ≤
δ
,
1≤k≤n 2 sin sin
2 2
X X
By Dirichlet’s test, the series of functions an cos(nx) and an sin(nx) uniformly
n≥1 n≥1
converge on [δ, 2π − δ].
X
(8) The necessary and sufficient conditiona that the series of functions an sin(nx)
n≥1
uniformly converges on R is lim nan = 0.
n→∞
aJolliffe, A. E.; Chaundy. T. W. The uniform convergence of a certain class of trigomonetrical series, Proc.
London Math. Soc., 15(1916), no. 2, 214-216.
♠
-
4.6 Properties of uniformly convergent series
Introduction
h Continuity h Differentiabiliy
h Integrability
4.6.1 Continuity
In this subsection, we answer Question 1 in Subsection 4.5.2.

Theorem 4.6.1. (Weierstrass, 1882/1883)
If fn (x) ⇒[a,b] f (x) and fn (x) ∈ C ([a, b]), then f (x) ∈ C ([a, b]).
♥
Proof. For any ϵ > 0 there is an integer N = N (ϵ) > 0 such that for all n > N and all x ∈ [a, b],
we have
|fn (x) − f (x)| < ϵ.
Fix x0 ∈ [a, b] and fix n > N we have |fn (x0 ) − f (x0 )| < ϵ. For such ϵ > 0, there is
a δ = δ(ϵ) > 0 such that |f(x) − fn (x0 )| < ϵ whenever |x − x0 | < δ. Then, whenever
|x − x0 | < δ,
|f (x) − f (x0 )| ≤ |f (x) − fn (x)| + |fn (x) − fn (x0 )| + |fn (x0 ) − f (x0 )| < 3ϵ.
Hence f (x) is continuous at x0 .
Note 4.6.1
X
(1) If fn (x) ⇒[a,b] S(x) and fn (x) ∈ C ([a, b]), then S(x) ∈ C ([a, b]).
n≥1
(2) If fn (x) ⇒[a,b] f (x) and fn (x) ∈ C ([a, b]), then for any x0 ∈ [a, b], one has
lim lim fn (x) = lim fn (x0 ) = f (x0 ) = lim f (x) = lim lim fn (x). (4.6.1.1)
n→∞ x→x0 n→∞ x→x0 x→x0 n→∞
X
(3) If fn (x) ⇒[a,b] S(x) and fn (x) ∈ C ([a, b]), then
n≥1
X X X
lim fn (x) = fn (x0 ) = S(x0 ) = lim S(x) = lim fn (x). (4.6.1.2)
x→x0 x→x0 x→x0
n≥1 n≥1 n≥1
(4) If fn (x) →[a,b] f (x), fn (x) ∈ C ([a, b]) and f (x) ∈
/ C ([a, b]), then
fn (x) 6⇒[a,b] f (x).

X
(5) If fn (x) →[a,b] S(x), fn (x) ∈ C ([a, b]) and S(x) ∈
/ C ([a, b]), then
n≥1
X
fn (x) 6⇒[a,b] S(x).
n≥1
(6) There exist a sequence of functions {fn (x)}n≥1 and a function f (x), such that
fn (x) →D f (x), fn , f ∈ C(D), but fn (x) 6⇒D f (x).
-
For example, √
2n x
fn (x) = , f (x) ≡ 0, x ∈ R,
1 + n2 x
but fn (1/n2 ) = 1 so that fn (x) 6⇒R f (x).
(7) There exist a sequence of functions {fn (x)}n≥1 and a function f (x), such that
fn (x) ⇒D f (x), f ∈ C (D), but fn (x) ∈

/ C (D).
For example,
1
fn (x) = D(x), f (x) ≡ 0, x ∈ R
n
where D(x) is the Dirichlet function on R.
♣
Theorem 4.6.2. (Dini, 1878)

(1) If fn (x) →[a,b] f (x), fn (x), f (x) ∈ C ([a, b]), and {fn (x)}n≥1 is pointwisely mono-
tone on [a, b], then fn (x) ⇒[a,b] f (x).
X
(2) If fn (x) →[a,b] S(x), Sn (x), S(x) ∈ C ([a, b]) and fn (x) ≥ 0 on [a, b], then
X n≥1
fn (x) ⇒[a,b] S(x).
n≥1
♥
Example 4.6.1
X sin(nx) X cos(nx)
(1) and are continuous on (0, 2π).
ln n ln n
n≥2 n≥2
(2) Consider
X x + (−1)n n
, |x| ≤ a.
n2 + x 2
n≥1
Indeed,
n2 x n (−1)n
fn (x) = · + · ,
n2 + x 2 n2 n2 + x 2 n
ß ™
n2
where is pointwisely monotone and uniformly bounded, and
n2 + x2 n≥1
X x X (−1)n
, uniformly diverge. By Abel’s test, the series of functions uniformly
n2 n
n≥1 n≥1
converges on [−a, a] and therefore it is continuous on [−a, a].
(3) Consider
XÅ ã
1 n
x+ , |x| < 1.
n
n≥1
For any x ∈ [−r, r] with 0 < r < 1, we have

n Å ãn Å ã
1 n
x + 1 ≤ r + 1 , n
r+
1
= r + → r < 1.
n n n n
XÅ 1
ãn
Hence x+ uniformly converges on [−r, r] and then it is continuous in (−1, 1).
n
n≥1
-
(4) The sequence of functions {xn }n≥1 is not uniformly convergent on (−1, 1], because

 0, −1 < x < 1,
f (x) = lim xn =
n→∞  1, x = 1.
(5) Compute
X 1 X xn nπx
lim , lim sin .
x→0+ 2 nx
n x→1 2n 2
n≥1 n≥1
For (5.1), since

1 1

2n nx ≤ 2n , 0 ≤ x ≤ 1,
X 1
it follows that the series of functions uniformly converges and hence
2n n x
n≥1
X 1 X 1
lim = = 1.
x→0+ 2n nx 2n
n≥1 n≥1
For (5.2), since
n Å ãn
x
sin nπx ≤ |x| ≤ (3/2) = 3 , 0 ≤ x ≤ 3 ,
n n
2n 2 2n 2n 4 2
X xn nπx
it follows that the series of functions n
sin uniformly converges. Hence
2 2
n≥1
X xn Å ãn−1
nπx X (−1)n−1 1X 1 1 1 2
lim n
sin = 2n−1
= − = · Å ã= .
x→1 2 2 2 2 4 2 1 5
n≥1 n≥1 n≥1 1− −
4
♠
4.6.2 Integrability

Theorem 4.6.3. (Weierstrass, 1861)
If fn (x) ⇒[a,b] f (x) and fn (x) ∈ C ([a, b]), then f (x) ∈ R([a, b]) and
Z b Z b Z b
lim fn (x)dx = lim fn (x)dx = f (x)dx. (4.6.2.1)
n→∞ a a n→∞ a
Moreover Z Z
x x
fn (t)dt ⇒[a,b] f (t)dt. (4.6.2.2)
a a ♥
Proof. The continuity of f (x) by Theorem 4.6.1 implies f ∈ R([a, b]). For any x ∈ [a, b], one
has
Z Z Z
x x x
fn (t)dt −
f (t)dt ≤ |fn (t) − f (t)|dt

a a a
≤ (b − a) sup |fn (x) − f (x)|.
x∈[a,b]
Because fn (x) ⇒[a,b] f (x), we get sup |fn (x) − f (x)| → 0 as n → ∞ and
x∈[a,b]
Z x Z x
fn (t)dt ⇒[a,b] f (t)dt.
a a
-
In particular, we obtain (4.6.2.1).
Note 4.6.2
X
(1) If fn (x) ⇒[a,b] S(x) and fn (x) ∈ C ([a, b]), then S(x) ∈ R([a, b]) and
n≥1
XZ b Z bX
fn (x)dx = fn (x)dx. (4.6.2.3)
n≥1 a a ≥1
Moreover
XZ x Z x X
fn (t)dt ⇒[a,b] fn (t)dt. (4.6.2.4)
n≥1 a a n≥1
(2) Actually, we can prove that if fn (x) ⇒[a,b] f (x) and fn (x) ∈ R([a, b]), then f (x) ∈
R([a, b]).
X
(3) Actually, we can prove that if fn (x) ⇒[a,b] S(x) and fn (x) ∈ R([a, b]), then
n≥1
S(x) ∈ R([a, b]).
♣
Example 4.6.2
(1) Prove
X (−1)n−1
arctan x = x2−1 , |x| < 1. (4.6.2.5)
2n − 1
n≥1
X
Proof. Since the series of functions (−1)n x2n uniformly converges on [−1 + δ, 1 − δ]
n≥0
for any 0 < δ < 1, it follows that on [−1 + δ, 1 − δ] we have
Z x Z xX
dt
arctan x = 2
= (−1)n t2n dt
0 1 + t 0 n≥0
X Z x X (−1)n
= (−1)n t2n dt = x2n+1 .
0 2n + 1
n≥0 n≥0
This identity holds for any x ∈ [−1 + δ, 1 − δ], we can conclude that (4.6.2.5) holds for
all x ∈ (−1, 1).
(2) Prove
X (−1)n−1
ln(1 + x) = xn , |x| < 1. (4.6.2.6)
n
n≥1
Proof. Indeed,
Z xZ xX
dt
ln(1 + x) = = (−1)n tn dt
0 1 + t 0 n≥0
X Z x X (−1)n xn+1
= (−t)n dt = .
0 n+1
n≥0 n≥0
X
Here we used the uniform convergence of the series of functions (−1)n xn on any
n≥0
closed interval [−1 + δ, 1 − δ] with δ ∈ (0, 1).
♠
-
4.6.3 Differentiability

Theorem 4.6.4. (Weierstrass, 1861)
If fn (x) →[a,b] f (x),fn (x) ∈ C 1 ([a, b]), and fn′ (x) uniformly converges on [a, b], then
f (x) ∈ C 1 ([a, b]) and fn′ (x) ⇒[a,b] f ′ (x). Moreover
d d
lim f ′ (x) = lim fn (x) = lim fn (x) = f ′ (x). (4.6.3.1)
n→∞ n n→∞ dx dx n→∞ ♥
Proof. Let fn′ (x) ⇒[a,b] g(x). Then g(x) ∈ C ([a, b]) and
Z x Z x Z x
g(t)dt = lim fn′ (t)dt = lim fn′ (t)dt
a a n→∞ n→∞ a
= lim [fn (x) − fn (a)] = f (x) − f (a).
n→∞
Therefore,
f ∈ C 1 ([a, b]) and f ′ (x) = g(x)
so that fn′ (x) ⇒[a,b] f ′ (x).
Note 4.6.3
X X
(1) If fn (x) →[a,b] S(x), fn′ (x) ∈ C 1 ([a, b]) and fn′ (x) uniformly converges on
n≥1 n≥1
[a, b], then S(x) ∈ C 1 ([a, b]) and
X d X
fn′ (x) = fn (x) = S ′ (x). (4.6.3.2)
dx
n≥1 n≥1
(2) In Theorem 4.6.4, actually we have fn (x) ⇒[a,b] f (x). In fact
Z x Z x
fn (x) − fn (a) = fn′ (t)dt ⇒[a,b] f ′ (t)dt = f (t) − f (a).
a a
Hence fn (x) ⇒[a,b] f (x).
♣
Example 4.6.3
(1) Prove
X sin(nx)
S(x) := ∈ C 1 ((−∞, +∞)).
n3
n≥1
Proof. Let
sin(nx)
fn (x) = .
n3
Then
cos(nx) 1
fn′ (x) = 2
, |fn′ (x)| ≤ 2 ,
n n
X
so that fn′ (x) uniformly converges on R. Therefore S(x) ∈ C 1 (R) and
n≥1
X X cos(nx)
S ′ (x) = fn′ (x) = .
n2
n≥1 n≥1
-
X sin(nx)
Note that the series of functions does not uniformly converge.
n2
n≥1
(2) Prove
X x
nxn = , |x| < 1. (4.6.3.3)
(1 − x)2
n≥1
Proof. Observe that

X X X
nxn = x (xn )′ = x fn′ (x), fn (x) := xn .
n≥1 n≥1 n≥1
Because
X x
xn →(−1,1) , fn (x) ∈ C 1 (−1, 1)), fn′ (x) = nxn−1
1−x
n≥1
X
and the series of functions fn′ (x) uniformly converges on [−1+δ, 1−δ] with δ ∈ (0, 1),
n≥1
we see that
Ñ é′
X X X Å ã′
x 1
nx n−1
= fn′ (x) = fn (x) = = , |x| < 1.
1−x (1 − x)2
n≥1 n≥1 n≥1
Thus we get (4.6.3.3).
(3) Compute
Z ln 3 X
S(x)dx, S(x) := ne−nx .
ln 2 n≥1
X
Because the series of functions ne−nx uniformly converges on [ln 2, ln 3], we obtain
n≥1
Z ln 3 Z ln 3 X XZ ln 3
−nx
S(x)dx = ne dx = ne−nx dx
ln 2 ln 2 n≥1 n≥1 ln 2
X XÄ ä XÅ 1 ã
ln 3
−nx −n ln 2 −n ln 3 1 1
= −e = e − e = n
− n
= .
ln 2 2 3 2
n≥1 n≥1 n≥1
(4) Prove
X 1
ζ(x) := ∈ C ∞ ((1, +∞)). (4.6.3.4)
nx
n≥1
Proof. Fix a closed interval [a, b] ⊂ (1, +∞). On [a, b], we have
X 1 X 1
≤
nα na
n≥1 n≥1
X 1
so the series of functions uniformly converges and ζ(x) ∈ C ((1, +∞)). Because
nx
n≥1
Å ã′
1 − ln n ln n ln n 1
x
= x
, x
≤ a ≤ a−ϵ
n n n n n
X Å 1 ã′
for some ϵ > 0, we conclude that the series of functions uniformly converges
nx
n≥1
-
4.7 Power series – 206 –
and ζ ′ (x) ∈ C ((1, +∞)). Hence, by induction, we have ζ(x) ∈ C ∞ ((1, +∞)) and
X (−1)k (ln n)k
ζ (k) (x) =
nk
n≥1
for all x > 1. ♠
4.7 Power series
Introduction
h Interval of convergence h Basic properties
4.7.1 Interval of convergence
Recall that, for certain function f (x), we have

X f (k) (x0 )
f (x) = (x − x0 )k + rn (x),
k!
0≤k≤n
with the remainder rn (x). Under some condition (e.g, f (n) (x) ≥ 0), we obtain
X f (n) (x0 )
f (x) = (x − x0 )n .
n!
n≥0
In general, we introduce power series

X X
an (x − x0 )n or an xn , an ∈ R. (4.7.1.1)
n≥0 n≥0
(1) We usually consider
X
an xn , an ∈ R.
n≥0
(2) Set  
 X 

D := x ∈ R an xn converges . (4.7.1.2)
 
n≥0
Theorem 4.7.1. (Cauchy, 1821; Riemann, 1856; Hadamard, 1888)

X
Given a power series an xn , let (if exists)
n≥0
»
ρ := lim n
|an |. (4.7.1.3)
n→∞
Then
(1) ρ > 0: the power series absolutely converges in (−1/ρ, 1/ρ) and diverges in
(−∞, −1/ρ) ∪ (1/ρ, +∞).
(2) ρ = 0: the power series absolutely converges in R.
(3) ρ = +∞: the power series absolutely converges only at 0.
♥
-
Proof. According to the root test Theorem 4.2.2 (3), we have

» »
lim n |an xn | = lim n |an | · |x| = ρ|x|
n→∞ n→∞
so that when ρ|x| < 1 or |x| < 1/ρ, the power series absolutely converges. For |x| > 1/ρ, the
limit lim an xn can not be zero, hence it diverges.
n→∞
The above Cauchy-Hadamard theorem was published in 1821¹⁸ by Cauchy, but remained
relatively unknown until Hadamard rediscovered it. Hadamard’s first publication of this result
was in 1888¹⁹; he also included it as part of his 1892 Ph.D. thesis²⁰.
However, according to the paper²¹, Theorem 4.7.1 was stated and proved by Riemann in his
lectures on complex analysis in November 1856. Riemann borrowed Cauchy’s “Cours d’analyse”
from the library in January 1847, and he may or may not have remembered the results of Cauchy.
In any case, his proof is an improvement.
Note 4.7.1
X 1
(1) The power series an (x − x0 )n absolutely converges in |x − x0 | < and diverges
ρ
n≥0
1
in |x − x0 | > , where ρ is given by (4.7.1.3).
ρ
(2) Let
1
r := ∈ [0, +∞] (4.7.1.4)
ρ
be the radius of convergence and call
(−r, r) (4.7.1.5)
the interval of convergence. Here, when r = 0, we interpret (−r, r) as {0}, and when
r = +∞, we interpret (−r, r) as (−∞, +∞).
(3) According to Theorem 4.7.1, the domain of convergence D is equal to the interval
of convergence (−r, r) plus with the possible endpoints ±r. For example, for the power
series
X (−1)n
xn
n
n≥1
we get

n
n (−1) 1 1
ρ = lim = √
n
= 1, r = = 1, (−r, r) = (−1, 1)
n→∞ n lim n ρ
n→∞
but D = (−1, 1] = (−r, r) ∪ {+1}.
¹⁸Cauchy, A. L. Cours d’analysesde l’École Royale polytechnique. 1re partie: Analyse algébrique, Pairs: Debure, 1821.
¹⁹Hadamard, J. Sur le rayon de convergence des séries ordonnées suivant les puissances d’une variable, C. R. Acad.
Sci. Paris, 106(1888), 259-262.
²⁰Hadamard, J. Essai sur l’étude des fonctions données par leur développement de Taylor, Journal de Mathématiques
Pures et Appliquées, 8(1892), no. 4, 101-186.. Also in Thèses présentées à la faculté des sciences de Paris pour
obtenir le grade de docteur ès sciences mathématiques, Paris: Gauthier-Villars et fils, 1892.
²¹Laugwitz, D.; Neuenschwander, E. Note Riemann and the Cauchy-Hadamard formula for the convergence of power
series, Historia Mathematica, 21(1994), 64-70.
-
»
an+1

(4) If lim = a, then lim n |an | = a.
n→∞ an n→∞
♣
Example 4.7.1
(1) Consider
X (x − 1)n
.
n
n≥1
1
In this case, ρ = lim √ = 1 so that the interval of convergence is |x − 1| < 1 or
n→∞ n n
X (−1)n
0 < x < 2. When x = 0, the power series is . When x = 2, the power series
n
n≥1
X1
is . Hence the domain of convergence is D = [0, 2).
n
n≥1
(2) Consider
X (x − 1)n
.
n2
n≥1
In this case, ρ = r = 1 so that the interval of convergence is |x − 1| < 1 and the domain
of convergence is D = [0, 2].
(3) Consider
X
n(x − 1)n .
n≥1
In this case, ρ = r = 1 so that the interval of convergence is |x − 1| < 1 and the domain
of convergence is D = (0, 2).
(4) Consider
X (2n)! X (2n)! n−1
2
(x − 1)2n−1 = (x − 1) (x − 1)2 .
(n!) (n!)2
n≥1 n≥1
Because
(2n + 2)!/[(n + 1)!]2 2(2n + 1)
lim 2
= lim = 4,
n→∞ (2n)!/(n!) n→∞ n+1
Å ã
1 1 3 1 3
we see that the interval of convergence is |(x − 1) | < or
2
, . When x = or ,
4 2 2 2 2
the power series becomes
X (2n)!
±2 .
4n (n!)2
n≥1
According to Proposition 4.1.2, we shall investigate the convergence/divergence of the

series
X (2n)! X
:= bn .
4n (n!)2
n≥1 n≥1
Since
1 Å ã
bn 2(n + 1) 1 2 1
= =1+ =1+ +o ,
bn+1 2n + 1 2n + 1 n n2
-
X
it follows from Gauss’ test that the mentioned series bn diverges. Therefore the domain
n≥1
of convergence is D = (1/2, 3/2).
(5) Consider
X ln(1 + n)
xn−1 .
n
n≥1
Because
ln(2 + n)
lim n + 1 = lim n · ln(2 + n) = 1,
n→∞ ln(1 + n) n→∞ n + 1 ln(1 + n)
n
the interval of convergence is (−1, 1). When x = −1, the power series becomes
X ln(1 + n)
(−1)n−1 . Let
n
n≥1
ln(1 + x) x − (1 + x) ln(1 + x)
f (x) := , f ′ (x) = ≤ 0, x > 0.
x x2 (1 + x)
By Theorem 4.3.1, the series converges. When x = −1, the power series becomes
X ln(1 + n) X ln(1 + x)
:= f (n), where f (x) = was defined as above and, more-
n x
n≥1 n≥1
over, it is nonincreasing, nonnegative and tends to 0 as x → ∞. Since
Z +∞ Z +∞ +∞
ln(1 + x) 1 2
f (x)dx ≥ dx = ln (1 + x) = +∞,
1 1 1+x 2 1
it follows from Theorem 4.2.2 (5) that the series diverges. Therefore, the domain of con-
vergence is D = [−1, 1).
(6) Consider
X 1 n n
xn .
n! e
n≥1
Because Å ã
1 n + 1 n+1
Å ã
(n + 1)! e 1 1 n
1 n n
lim = lim 1+ = 1,
n→∞ n→∞ e n
n! e
we have ρ = r = 1 and the interval of convergence is (−1, 1). When x = 1, the series
X 1 n n √
becomes . Using n! ∼ 2πnnn e−n yields
n! e
n≥1
1 n n 1
∼√ , n → ∞,
n! e 2πn
X
and then the series diverges. When x = −1, the series becomes (−1)n bn , where
n≥1
1 n n bn e 1
bn := , = 1
n > 1, bn ∼ √ .
n! e bn+1 1+ n 2πn
By Theorem 4.3.1, the series converges. Hence the domain of convergence is D =
[−1, 1).
♠
-
4.7.2 Basic properties
For power series, the main result is the following

Theorem 4.7.2
X
Let an xn be a power series with radius of convergence r 6= 0, and let
n≥0
X
f (x) := an xn , x ∈ (−r, r).
n≥0
X
(1) Then the power series an xn uniformly converges in any closed subinterval in
n≥0
(−r, r), and the sum function f (x) is continuous in (−r, r). If the power series
X
an xn converges at x = r (resp. at x = −r), then f (x) is left continuous at r
n≥0
(resp., right continuous at −r). Thus
X X X
an rn converges =⇒ lim an xn = an r n ,
x→r−
n≥0 n≥0 n≥0
X X X
n n
an (−r) converges =⇒ lim an x = an (−r)n .
x→−r+
n≥0 n≥0 n≥0
(2) For any −r < a < b < r,
Z bX XZ b
an xn dx = an xn dx. (4.7.2.1)
a n≥0 n≥0 a
In particular
X an Z xX
x n+1
= an xn dx, x ∈ (−r, r).
n+1 0
n≥0 n≥0
(3) For any x ∈ (−r, r) and each positive integer k ∈ N∗ , we have
X
f (k) (x) = n(n − 1) · · · (n − k + 1)an xn−k .
n≥k
In particular, f (x) ∈ C ∞ ((−r, r)) and f (k) (0) = k!ak .

♥
Example 4.7.2
(1) Prove
X (−1)n−1
= ln 2. (4.7.2.2)
n
n≥1
Proof. Consider the power series

X (−1)n−1
f (x) = xn .
n
n≥1
Then the interval of convergence is (−1, 1). By Theorem 4.7.2, we obtain
X (−1)n−1 X (−1)n XZ x
n+1
= lim f (x) = lim x = lim (−t)n dt
n x→1− x→1− n+1 x→1− 0
n≥1 n≥0 n≥0
Z xX Z x
dt
= lim (−t)n dt = lim = lim ln(1 + x) = ln 2.
x→1− 0 x→1− 0 1 + t x→1−
n≥0
-
Here note that x < 1.
(2) Prove
X 1
(n + 1)xn = , |x| < 1,
(1 − x)2
n≥0
X 2n + 1
2n = 5e2 ,
n!
n≥0
X x2n−1
(−1)n+1 = arctan x, |x| < 1.
2n − 1
n≥1
X
Proof. For (2.1), because the power series xn has the interval of convergence (−1, 1),
n≥0
by Theorem 4.7.2, we obtain
Ñ é′
X X X Å ã′
n n+1 ′ n+1 x 1
(n + 1)x = (x ) = x = = .
1−x (1 − x)2
n≥0 n≥0 n≥0
For (2.2), Since

2n + 3 n+1
2
(n + 1)! 1 2n + 3
lim = lim · = 0,
n→∞ 2n + 1 n n→∞ n + 1 2n + 1
2
n!
it follows that the power series
X 2n + 1
f (x) = x2n
n!
n≥1
has the interval of convergence R. By Theorem 4.7.2, we obtain
Z x X 2n + 1 Z x X x2n+1 Ä 2 ä
f (t)dt = t2n dt = = x ex − 1 .
0 n! 0 n!
n≥1 n≥1
Differentiating it yields
2 √ X 2n + 1
f (x) = (2x2 + 1)ex − 1, f ( 2) = 5e2 − 1, 2n = 5e2 .
n!
n≥0
For (2.3), By Theorem 4.7.2, we obtain
Z x X Z x X (−1)n+1 x2n−1
dt n+1 2n−2
arctan x = = (−1) t dt =
0 1+t
2
0 2n − 1
n≥1 n≥1
for x ∈ (−1, 1).
♠
Corollary 4.7.1
X X
(1) Assume that the power series an xn and bn xn have the radius of convergence
n≥0 n≥0
ra and rb , respectively. Then
X X X X
an xn · bn x n = cn xn , cn := ai bj , x ∈ (−r, r),
n≥0 n≥0 n≥0 i+j=n
-
4.8 Fourier series – 212 –
has the radius of convergence r = min{ra , rb }. In particular, if ra = rb = +∞, then

r = +∞.
X
(2) If the power series an xn has the interval of convergence (−r, r), where r > 0 and
n≥0
X
a0 6= 0, then there exist a positive number r′ > 0 and the unique power series bn x n ,
n≥0
with a0 b0 = 1, such that
X 1
bn x n = X , x ∈ (−r′ , r′ ).
n
n≥0 an x
n≥0
In particular, if r = +∞, then r′ = +∞.
♥
Example 4.7.3
Consider
x x 1
f (x) = =X n =X .
ex − 1 x xn
n! (n + 1)!
n≥1 n≥0
X xn
Because the power series has the domain of convergence D = R, we obtain
(n + 1)!
n≥0
from Corollary 4.7.1 that
X
f (x) = an xn , x ∈ R,
n≥0
and
X aj
a0 = 1, 0 = n ≥ 1.
(i + 1)!
i+j=n
Hence
1 1
a0 = 1, a1 = − , a2 = , a3 = 0, · · · , a2k+1 = 0 (k ≥ 1).
2 12
Write
a2n
Bn := (−1)n−1 , n≥1
(2n)!
the n-th Bernoulli number. Then
X 1 (2π)2n B2n
ζ(2n) = 2n
= , n ≥ 1. (4.7.2.3)
k 2(2n)!
k≥1
In particular
X 1 (2π)2 B1 π2
ζ(2) = = = . (4.7.2.4)
k 2 2 · 2! 6
k≥1
Moreover, one can prove

X 22n (22n − 1) π
tan x = Bn x2n−1 , |x| < . (4.7.2.5)
(2n)! 2
n≥1
♠
-
4.8 Fourier series
Introduction
h Fourier series and Euler-Fourier for- h Dirichlet integral and convergence
mula h Fourier transform
4.8.1 Fourier series and Euler-Fourier formula
Recall
R([a, b]) := {f is integrable on [a, b]}. (4.8.1.1)
Here [a, b] is some closed interval of R.

(1) Define

R 2 ([a, b]) := f ∈ R([a, b]) : f 2 ∈ R([a, b]) . (4.8.1.2)
(2) For any f, g ∈ R 2 ([a, b]), define their inner product

Z b
hf, giR 2 ([a,b]) := f (x)g(x)dx. (4.8.1.3)
a
By Cauchy’s inequality, we have
hf, gi2R 2 ([a,b]) ≤ hf, f iR 2 ([a,b]) hg, giR 2 ([a,b]) .
(3) We say that f, g ∈ R 2 ([a, b]) are orthogonal if
hf, giR 2 ([a,b]) = 0.
(4) The sequence of functions {fn (x)}n≥1 in R 2 ([a, b]) is an orthogonal system if
hfn , fn iR 2 ([a,b]) 6= 0, hfn , fm iR 2 ([a,b]) = 0 (m 6= n).
(5) The sequence of functions {fn (x)}n≥1 in R 2 ([a, b]) is an orthonormal system or a nor-
malized orthgonal system if
hfn , fm iR 2 ([a,b]) = δnm , n, m ≥ 1.
Example 4.8.1
(1) {1, cos(nx), sin(nx)}n≥1 is an orthogonal system in R 2 ([−π, π]) or
ß ™
1 cos(nx) sin(nx)
√ , √ , √
2π π π
is an orthonormal system in R 2 ([−π, π]). Indeed,
h1, cos(nx)iR 2 ([−π,π]) = h1, sin(nx)iR 2 ([π,π]) = 2πδn0 ,

hsin(nx), sin(mx)iR 2 ([−π,π]) = hcos(nx), cos(mx)iR 2 ([−π,π]) = πδmn ,
hsin(nx), cos(mx)iR 2 ([−π,π]) = 0, n, m ≥ 1.
(2) For any T > 0, {1, cos(πnx/T ), sin(πnx/T )}n≥1 is an orthogonal system in
R 2 ([π, π]).
-
(3) Legendre polynomialsa

1 2 (n)
Pn (x) :=
n
(x − 1)n , n ≥ 1, (4.8.1.4)
n!2
form an orthogonal system in R 2 ([−1, 1]). Indeed,
1 2
P1 (x) = (x − 1)′ = x,
2
1 2 ′′ 3 1
P2 (x) = 2
(x − 1)2 = x2 − ,
2!2 2 2
1 2 ′′′ 5 3
P3 (x) = 3
(x − 1)3 = x3 − x.
3!2 2 2
In general, we can write
X
Pn (x) = ak xk , an 6= 0.
0≤k≤n
We claim that
hPn (x), xk iR 2 ([−1,1]) = 0, 1 ≤ k ≤ n − 1,
and Å ã
1 3
hPn (x), x iR 2 ([−1,1])
n
= nB , n + 1 6= 0.
2 2
In fact, Z Z
1
1 1 (n)
k
Pn (x)x dx = xk (x2 − 1)n dx
−1 n!2n −1
Z Z 1
1 1 −k
n (n−1)
2 (n−1) k−1
= x d (x − 1)
k 2
= (x − 1)n x dx
n!2n −1
n
n!2 −1
Z
(−1)i k(k − 1) · · · (k − i + 1) 1 k−i 2
n (n−i)
= ··· = x (x − 1) dx.
n!2n −1
When 1 ≤ k ≤ n − 1, we get
Z
(−1)k k! 1 (n−k)
hPn (x), xk iR 2 ([−1,1]) = (x2 − 1)n dx = 0
n!2n −1
because of n − k ≥ 1. When k = n, we get
ã Å
3
Z 1 B ,n + 1
1 2
hPn (x), xn iR 2 ([−1,1]) = n (1 − x2 )n dx = .
2 −1 2n
Actually, we have
2
hPn (x), Pm (x)iR 2 ([−1,1]) =δmn , n, m ≥ 1.
2n + 1
The Legendre polynomials can also be defined as the coefficients in a formal expansion in
powers of t of the generating function
1 X
√ = Pn (x)tn , P0 (x) := 1, |x| ≤ 1. (4.8.1.5)
1 − 2xt + t 2
n≥0
Differentiating (4.8.1.5) with respect to t yields
x−t X
√ = (1 − 2xt + t2 ) nPn (x)tn−1 ,
1 − 2xt + t2 n≥1
-
which gives Bonnet’s recursion formula
(n + 1)Pn+1 (x) = (2n + 1)xPn (x) − nPn−1 (x), n ≥ 1. (4.8.1.6)
Furthermore, we have Legendre’s differential equation
(1 − x2 )Pn′′ (x) − 2xPn′ (x) + n(n + 1)Pn (x) = 0. (4.8.1.7)
The concrete expression (4.8.1.4) was independently introduced by Olinde Rodriguesb,

James Ivoryc and Carl Gustav Jacobid.
aLegendre, A.-M. Recherches sur l’attraction des sphéroïdes homogènes (1782), Mémoires de Mathématiques
et de Physique, présentés à l’Académie Royale des Sciences, par divers savans, et lus dans ses Assemblées,
Vol. X, Paris, pp. 411–435, 1785.
bRodrigues, Olinde. De l’attraction des sphéroides, Correspondence sur l’École Impériale Polytechnique,
3(1816), no. 3, 361–385.
cIvory, James. On the figure requisite to maintain the equilibrium of a homogeneous fluid mass that revolves
upon an axis, Philosophical Transactions of the Royal Society of London, The Royal Society, 114(1824),
85-150.
dJacobi, C. G. J. Ueber eine besondere Gattung algebraischer Functionen, die aus der Entwicklung der Func-
tion (1 − 2xz + z 2 )1/2 entstehen, Journal für die Reine und Angewandte Mathematik, 2(1827), 223-226.
♠
Because {1, cos(nx), sin(nx)}n≥1 is an orthogonal system in R 2 ([−π, π]), can we have
a0 X
f (x) = + [an cos(nx) + bn sin(nx)]
2
n≥1
for any function f ∈ R 2 ([−π, π])?

(1) We call
a0 X
+ [an cos(nx) + bn sin(nx)] (4.8.1.8)
2
n≥1
a trigonometrical series.
(2) The Fourier series is named in honor of Jean-Baptiste Joseph Fourier, who made important
contributions to the study of trigonometric series, after preliminary investigations by Leon-
hard Euler, Jean le Rond d’Alembert, and Daniel Bernoulli. Fourier introduced the series
for the purpose of solving the heat equation in a metal plate, publishing his initial results
in his 1807 “Mémoire sur la propagation de la chaleur dans les corps solides” (Treatise
on the propagation of heat in solid bodies), and publishing his “Théorie analytique de la
chaleur” (Analytical theory of heat) in 1822.
(3) Using Euler’s formula
√
−1x
√
e = cos x + −1 sin x
yields
√
−1nx
√ √ √
e = cos(nx) + −1 sin(nx), e− −1nx
= cos(nx) − −1 sin(nx).
Then √ √ √ √
e −1nx + e− −1nx e −1nx− e− −1nx
cos(nx) = , sin(nx) = √
2 2 −1
-
and
a0 X
+ [an cos(nx) + bn sin(nx)]
2
n≥1
a0 Xï an Ä √−1nx √ ä bn Ä √−1nx √ äò
− −1nx − −1nx
= + e +e + √ e −e
2
n≥1
2 2 −1
ñÇ √ å Ç √ å ô
a0 X an − −1bn √
−1nx an + −1bn √
= + e + e− −1nx
2 2 2
n≥1
X √
−1nx
=: An e ,
n∈Z
where
√ √
a0 an − −1bn an + −1bn
A0 := , An = , A−n := An = , n ≥ 1.
2 2 2
Theorem 4.8.1. (Euler-Fourier formula)
If the trigonometrical series (4.8.1.8) uniformly converges to f (x) on [−π, π], then f (x) ∈
C ([−π, π]) and
Z
1 π
an = f (x) cos(nx)dx, n ≥ 0, (4.8.1.9)
π −π
Z
1 π
bn = f (x) sin(nx)dx, n ≥ 1, (4.8.1.10)
π −π
or equivalently Z
1 π √
An = f (x)e− −1nx
dx, n ∈ Z. (4.8.1.11)
2π −π
♥
Proof. The uniform convergence implies

 
Z π Z π X 
a0
f (x) cos(nx)dx = + [am cos(mx) + bm sin(mx)] cos(nx)dx
−π −π  2 m≥1


a0 X  πa , n = 0,
0
= · 2πδn0 + am · πδmn =
2  πan , n ≥ 1.
m≥1
Similarly
 
Z π Z π a X 
0
f (x) sin(nx)dx = + [am cos(mx) + bm sin(mx)] sin(nx)dx
−π −π 2 
m≥1
X
= bm · πδmn = πbn .
m≥1
√
an − −1bn
From An = , we have
Z2 π î ó Z π
1 √ 1 √
An = cos(nx) − −1 sin(nx) f (x)dx = f (x)e− −1nx dx.
2π −π 2π −π
√
a0 an + −1bn
From A0 = and A−n = , where n ≥ 1, we obtain (4.8.1.11).
2 2
-
Definition 4.8.1. (Fourier coefficients)

For f (x) ∈ R([−π, π]), define its Fourier coefficients by
Z
1 π
an ≡ an (f ) := f (x) cos(nx)dx, n ≥ 0, (4.8.1.12)
π −π
Z
1 π
bn ≡ bn (f ) := f (x) sin(nx)dx, n ≥ 1. (4.8.1.13)
π −π
Then the series
a0 X X √
+ [an cos(nx) + bn sin(nx)] = An e −1nx (4.8.1.14)
2
n≥1 n∈Z
is called the Fourier series generated by f (x), and is expressed symbolially by
a0 X
f (x) ∼ + [an cos(nx) + bn sin(nx)] . (4.8.1.15)
2
n≥1
The partial sum of the Fourier series is
a0 X X √
−1kx
Sn (f )(x) := + [ak cos(kx) + bk sin(kx)] = Ak e . (4.8.1.16)
2
1≤k≤n −n≤k≤n
♣
Example 4.8.2
(1) Find the Fourier series of f (x):

 −1, −π ≤ x < 0,
f (x) =
 1, 0 ≤ x < π,
with the period 2π (f (π) = f (−π) = −1). Indeed
Z
1 π
an = f (x) cos(nx)dx = 0, n ≥ 0,
π −π
and
Z Z
1 π 2 π 2
bn = f (x) sin(nx)dx = f (x) sin(nx)dx = [1−(−1)n ], n ≥ 1.
π −π π 0 nπ
Hence
X 2[1 − (−1)n ] 4 X sin[(2k + 1)x]
f (x) ∼ sin(nx) = ≡ S(x).
nπ π (2k + 1)π
n≥1 k≥0
However
f (0+) + f (0−)
S(0) = 0 6= 1 = f (1), S(0) = 0 = .
2
(2) Find the Fourier series of
x
f (x) = , −π ≤ x < π
2
with the period 2π. Indeed,
an = 0, n ≥ 0
and
Z Z Z
1 π 2 πx −1 π
bn = f (x) sin(nx)dx = sin(nx)dx = xd cos(nx)
π −π π 0 2 nπ 0
ï Z π ò
−1 (−1)n−1
= (−1) π −
n
cos(nx)dx = , n ≥ 1.
nπ 0 n
-
So
X (−1)n−1
f (x) ∼ sin(nx).
n
n≥1
(3) Find the Fourier series of
f (x) = x2 , −π ≤ x < π
with the period 2π. Indeed,

2 2
bn = 0, n ≥ 1, a0 = π ,
3
and
Z Z
1 π 2 π 2
an = f (x) cos(nx)dx = x cos(nx)dx
π −π π 0
Z π Z π
2 4 4
= x2 d sin(nx) = 2 xd cos(nx) = 2 (−1)n , n ≥ 1.
nπ 0 n π 0 n
Hence
π2 X 4
f (x) ∼ + (−1)n cos(nx).
3 n2
n≥1
(4) Find theFourier series of
f (x) = x, −π ≤ x ≤ π.
Indeed,
an = 0, n ≥ 0,
and
Z Z
1 π 2 π
bn = f (x) sin(nx)dx = x sin(nx)dx
π −π π 0
Z π
−2 2
= xd cos(nx) = (−1)n−1 , n ≥ 1.
nπ 0 n
So
X2
f (x) ∼ (−1)n−1 sin(nx).
n
n≥1
♠
Let f ∈ R([0, π]) with f (0) = 0.

(1) Define 
 f (x), 0 ≤ x ≤ π,
fodd (x) :=
 −f (−x), −π ≤ x ≤ 0.
Then fodd (x) is an odd function on [−π, π], and

Z
1 π
anodd
:= fodd (x) cos(nx)dx = 0, n ≥ 0,
π −π
and Z Z
1 π 2 π
bodd
n := f odd (x) sin(nx)dx = f (x) sin(nx)dx.
π −π π 0
-
Hence
Xï2 Z π ò
fodd (x) ∼ f (x) sin(nx)dx sin(nx)
π
n≥1
and in particular
Xï2 Z π ò
f (x) ∼ f (x) sin(nx)dx sin(nx), 0 ≤ x ≤ π.
π
n≥1
(2) Define 
 f (x), 0 ≤ x ≤ π,
feven (x) :=
 f (−x), −π ≤ x ≤ 0.
Then feven (x) is an even function on [−π, π], and

Z
1 π
even
bn := feven (x) sin(nx)dx = 0, n ≥ 1,
π −π
and Z Z
1 π 2 π
aeven
n := f even (x) cos(nx)dx = f (x) cos(nx)dx.
π −π π 0
Hence
Z π Xï2 Z π ò
1
feven (x) ∼ f (x)dx + f (x) cos(nx)dx cos(nx)
π 0 π
n≥1
and in particular
Z Xï2 Z ò
1 π π
f (x) ∼ f (x)dx + f (x) cos(nx)dx cos(nx), 0 ≤ x ≤ π.
π 0 π
n≥1
Definition 4.8.2
Let f ∈ R([0, π]). The Fourier sine series of f is
Xï2 Z π ò
f (x) ∼ f (x) sin(nx)dx sin(nx) (4.8.1.17)
π 0
n≥1
and the Fourier cosine series of f is
Z Xï2 Z π ò
1 π
f (x) ∼ f (x)dx + f (x) cos(nx)dx cos(nx). (4.8.1.18)
π 0 π 0
n≥1
♣
Example 4.8.3
(1) Find the Fourier sine and cosine series of f (x) = x, 0 ≤ x ≤ π. Indeed, according to
Z
2 π 2
f (x) sin(nx)dx = (−1)n−1 , n ≥ 1,
π 0 n
Z
2 π 2
f (x) cos(nx)dx = [(−1)n − 1], n ≥ 1,
π 0 n2 π
we get
X (−1)n−1
f (x) ∼ 2 sin(nx)
n
n≥1
and
π X 2 (−1)n − 1
f (x) ∼ + cos(nx).
2 π n2
n≥1
-
(2) Find the Fourier sine and cosine series of f (x) = x2 , 0 ≤ x ≤ π. Indeed, according
to
Z Z Z
2 π
2 π 2 −2 π 2
f (x) sin(nx)dx = x sin(nx)dx = x d cos(nx)
π π 0 nπ 0
0
ï Z π ò
−2
= (−1) π − 2
n 2
x cos(nx)dx
nπ
ß 0
™
−2 2[(−1)n − 1]
= (−1)n π 2 − ,
nπ nπ
2π 4
= (−1)n−1 + 2 2 [(−1)n − 1],
Z n Z n π Z
2 π
2 π
2 −4 π
f (x) cos(nx)dx = x d sin(nx) = x sin(nx)dx
π nπ 0 nπ 0
0
Z π
4 4(−1)n
= xd cos(nx) = ,
n2 π 0 n2
we have
X ß 2π 4
™
f (x) ∼ (−1) n−1
+ 2 2 [(−1) − 1] sin(nx),
n
n n π
n≥1
and
π2 X (−1)n
f (x) ∼ +4 cos(nx).
3 n2
n≥1
♠
Let f (x) ∈ R([−T, T ]) with T > 0. Define

Å ã
T
φ(t) := f t , t ∈ [−π, π]. (4.8.1.19)
π
Because
a0 X
φ(t) ∼ + [an cos(nt) + bn sin(nt)] ,
2
n≥1
where Z Z
π π
1 1
an := φ(t) cos(nt)dt, bn := φ(t) sin(nt)dt.
π −π π −π
Hence
Z T nπ
1
an = f (x) cos x dx, n ≥ 0, (4.8.1.20)
T −T T
Z T nπ
1
bn = f (x) sin x dx, n ≥ 1, (4.8.1.21)
T −T T
and
a0 X h nπ nπ i
f (x) ∼ + an cos x + bn sin x . (4.8.1.22)
2 T T
n≥1
Example 4.8.4
Find the Fourier series of

 C, −T ≤ x < 0,
f (x) =
 0, 0 ≤ x ≤ T.
-
Indeed,
Z T Z T nπ
1 1
a0 = f (x)dx = C, an = f (x) cos x dx = 0, n ≥ 1,
T −T T −T T
and
Z T nπ Z nπ
1 C 0 [−1 + (−1)n ]C
bn = f (x) sin x dx = sin x dx = .
T −T T T −T T nπ
Therefore ï ò
C 2C X 1 (2n − 1)π
f (x) ∼ − sin x .
2 π 2n − 1 T
n≥1
♠
Let f (x) ∈ R([a, b]). Define

Å ã
b−a e b+a
T := , f (x) := f x + ≡ f (y), x ∈ [−T, T ].
2 2
Then
a0 X h
e nπ nπ i
fe(x) ∼ + e
an cos x + ebn sin x
2 T T
n≥1
where
Z T nπ Z b−a Å ã Å ã
1 e 2 2 b+a 2nπx
e
an = f (x) cos x dx = f x+ cos dx
T −T T b − a − b−a 2 b−a
2
Z b Å ã
2 2nπy b + a
= f (y) cos − nπ dy
b−a a b−a b−a
and
Z T nπ
ebn = 1
fe(x) sin x dx
T −T T
Z b Å ã
2 2nπy b + a
= f (y) sin − nπ dy.
b−a a b−a b−a
Introduce
Z b Å ã Z b Å ã
2 2nπ 2 2nπ
an := f (y) cos y dy, bn := f (y) sin y dy (4.8.1.23)
b−a a b−a b− a b−a
and obtain
Å
ã Å ã
b+a b+a
e
an = cos nπ an + sin nπ bn , (4.8.1.24)
b−a b−a
Å ã Å ã
ebn b+a b+a
= cos nπ an − sin nπ bn . (4.8.1.25)
b−a b−a
Hence ï Å ã Å ãò
a0 X 2nπ 2nπ
f (y) ∼ + an cos y + bn sin y . (4.8.1.26)
2 b−a b−a
n≥1
Example 4.8.5
Find the Fourier series of


 x, 0 ≤ x ≤ 1,

f (x) = 1, 1 ≤ x ≤ 2,



3 − x, 2 ≤ x ≤ 3.
-
Here a = 0 and b = 3, so that

ï Å ã Å ãò
a0 X 2nπ 2nπ
f (x) ∼ + an cos x + bn sin x
2 3 3
n≥1
with
Z 3 Å ã Z Å ã
2 2nπ 2 3 2nπ
an = f (x) cos x dx, bn = f (x) sin x dx.
3 0 3 3 0 3
Then Å ã
4 3 4nπ 2nπ
a0 = , bn = 0, an = 2 2 cos + cos −2
3 2n π 3 3
and
2 X 3 h nπ i 2nπx
f (x) ∼ + 2 2
(−1) n
cos − 1 cos .
3 n π 3 3
n≥1
♠
If f (x) ∈ R([0, 2π]), then

a0 X
f (x) ∼ + [an cos(nx) + bn sin(nx)] (4.8.1.27)
2
n≥1
with
Z 2π Z 2π
1 1
an := f (x) cos(nx)dx (n ≥ 0), bn = f (x) sin(nx)dx (n ≥ 1). (4.8.1.28)
π 0 π 0
4.8.2 Dirichlet integral and convergence
Let f (x) ∈ R([−π, π]) and be extended to R with the period 2π.
(1) Recall
a0 X
f (x) ∼ + [an cos(nx) + bn sin(nx)] .
2
n≥1
(2) Define
a0 X
Sn (f )(x) := + [ak cos(kx) + bk sin(kx)] (4.8.2.1)
2
1≤k≤n
the n-th partial sum of the Fourier series of f . Then

 
Z π X
1 1
Sn (f )(x) = f (t)  + cos(k(t − x)) dt. (4.8.2.2)
π −π 2
1≤k≤n
(3) The n-th Dirichlet kernel is

X √
−1kx
Dn (x) := e . (4.8.2.3)
−n≤k≤n
Introduce
√
−1x
ω := e
and get
ïÅ ã ò
1
X sin n + x
ω −n − ω −n+1 2
Dn (x) = ωk = = x .
1−ω sin
−n≤k≤n
2
-
On the other hand,

 
X î √ ó 1 X
Dn (x) = cos(kx) + −1 sin(kx) = 2 + cos(kx)
2
−n≤k≤n 1≤k≤n
Hence ãÅ
2n + 1
X sin x
1 2
+ cos(kx) = x . (4.8.2.4)
2 2 sin
1≤k≤n
2
(4) Using (4.8.2.4) yields the Dirichilet integral for f (x)
ï ò
2n + 1
Z π sin (t − x)
1 2
Sn (f )(x) = f (t) dt
2π −π t−x
sin
2
Z π 2n + 1
1 sin t
= [f (x + t) + f (x − t)] 2 dt. (4.8.2.5)
2π 0 t
sin
2
(5) For any function σ(x), we have
Z ï ò sin 2n + 1 t
1 π f (x + t) + f (x − t) 2
Sn (f )(x) − σ(x) = − σ(x) dt. (4.8.2.6)
π 0 2 t
sin
2
(6) In particular
f (x+) + f (x−)
Sn (f )(x) − (4.8.2.7)
2
Z ï ò 2n + 1
1 π f (x + t) − f (x+) f (x − t) − f (x−) sin 2 t
= + dt.
π 0 2 2 t
sin
2
Theorem 4.8.2. (Riemann, 1854)
(1) For any ψ(t) ∈ R([0, δ]), we have
Z δ sin 2n + 1 t Z δ sin 2n + 1 t
lim 2 ψ(t)dt = lim 2 ψ(t)dt. (4.8.2.8)
n→∞ 0 t n→∞ 0 t
2 sin
2
(2) For any ψ(x) ∈ R([a, b]), we have
Z b
lim ψ(x) sin(px)dx = 0. (4.8.2.9)
p→∞ a
♥
According to Theorem 4.8.2 and (4.8.2.7), we arrive at

f (x+) + f (x−)
Sn (f )(x) −
2
Z ï ò 2n + 1
1 π f (x + t) − f (x+) f (x − t) − f (x−) sin 2 t
∼ + dt
π 0 t t t
Z ï ò 2n + 1
1 δ
f (x + t) − f (x+) f (x − t) − f (x−) sin 2 t
∼ + dt
π 0 t t t
-
for some δ > 0.

Theorem 4.8.3
Let f (x) be a function, integrable and periodic with the period 2π. If f (x) satisfies either
(1) (Dirichlet, 1829) f is piecewisely monotone in (x − δ, x + δ), i.e., there exists a
partition x − δ = t0 < t1 < · · · < tN −1 < tN = x + δ such that f |(ti−1 ,ti ) is
monotone for each 1 ≤ i ≤ N , or
(2) (Dini-Lipschitz, 1880) f ∈ C 0,α (x) for some α ∈ (0, 1], i.e., there exists a positive
constant L > 0 such that |f (x ± t) − f (x±)| ≤ Ltα for all |t| < δ,
then
f (x+) + f (x−)
lim Sn (f )(x) = . (4.8.2.10)
n→∞ 2 ♥
Example 4.8.6
(1) Consider f (x) = x2 , x ∈ [−π, π], with the period 2π. We have showed in Example
4.8.2 that
π2 X (−1)n
f (x) ∼ +4 cos(nx).
3 n2
n≥1
According to Theorem 4.8.2, we have

π2 X (−1)n
+4 cos(nx) = x2 , x ∈ R. (4.8.2.11)
3 n2
n≥1
In particular, taking x = π yields
X 1 π2
= .
n2 6
n≥1
(2) Consider f (x) = cos(ax), x ∈ [−π, π] and a ∈
/ Z, with the period 2π. By Theorem
4.8.2,
a0 X
cos(ax) = + an cos(nx)
2
n≥1
with
Z Z
1 π 1 π cos(ax + nx) + cos(ax − nx)
an := cos(ax) cos(nx)dx = dx
π −π π −π 2
ï ò
1 sin(a + n)π sin(a − n)π (−1)n sin(aπ) 2a
= + = · 2 , n ≥ 0.
π a+n a−n π a − n2
Therefore
π cos(ax) 1 X a cos(nx)
· = + (−1)n 2 . (4.8.2.12)
2 sin(aπ) 2a a − n2
n≥1
In particular
1 1 X (−1)n aπ
= + . (4.8.2.13)
sin(aπ) aπ (aπ)2 − (nπ)2
n≥1
Thus Å ã
1 1 X 1 1
= + (−1)n + , t∈
/ πZ. (4.8.2.14)
sin t t t − nπ t + nπ
n≥1
-
(3) N. I. Lobatschewski used (4.8.2.13) to give a proof of

Z +∞
sin x π
I := dx = . (4.8.2.15)
0 x 2
Proof. Because t ∈
/ πZ in (4.8.2.14), we decompose I into
X Z (k+1)π
2 sin x
I = dx
kπ x
k≥0 2
X Z 2m+1 2
π
sin x X Z 2m2
π
sin x
Z π
2 sin x
= dx + dx + dx
2m
π x 2m−1
π x 0 x
m≥1 2 m≥1 2
where
Z 2m+1
π Z π
2 sin x 2 (−1)m sin t 2m
dx = dt, t := x − π,
2m
π x 0 t + mπ 2
2
Z 2m
π Z π
2 sin x 2 (−1)m+1 sin t 2m
dx = dt, t := x − π.
2m−1
π x 0 mπ − t 2
2
Therefore
 
Z π
X Å ã
1 1 1
sin t  +  dt
2
I = (−1)m +
0 t mπ + t −mπ + t
m≥1
Z π
2 1 π
= sin t · dt = .
0 sin t 2
X sin t
Here we used the fact that the series in functions (−1)m are both uniformly
mπ ± t
m≥1
convergent on [0, π/2].
♠
4.8.3 Fourier transforms
Let f ∈ R((−∞, +∞)) be an integrable function.

(1) For each T > 0, define
fT (x) := f (x), x ∈ [−T, T ]
and
fT (x) := fT (x2T ), x ∈ R.
(2) For fT (x), we have

a0 X nπ nπ
fT (x) ∼ + an cos x + bn sin x
2 T T
n≥1
Z T
1
= f (t)dt
2T −T
Z h nπ nπ nπ nπ i
1X T
+ f (t) cos t cos x + sin t sin x dt
T −T T T T T
n≥1
Z T X1Z T h nπ i
1
= f (t)dt + f (t) cos (t − x) dt.
2T −T T −T T
n≥1
-
Letting T → +∞ we obtain
X1Z T h nπ i
fT (x) ∼ lim f (t) cos (t − x) dt
T →+∞ T −T T
n≥1
X 1 Z +∞ h nπ i
∼ lim f (t) cos (t − x) dt
T →+∞ T −∞ T
n≥1
1 X ßZ +∞ h nπ i ™π
= lim f (t) cos (t − x) dt
π T →+∞ −∞ T T
n≥1
Z ßZ +∞ ™
1 +∞
∼ f (t) cos[ω(t − x)]dt dω.
π 0 −∞
Definition 4.8.3
For any function f (x) defined on R, define its Fourier transform
Z +∞ √
b ∧
f (ξ) ≡ f (ξ) := f (x)e−2π −1ξx dx (4.8.3.1)
−∞
and inverse Fourier transform
∨
Z √
∨
f (x) ≡ f (ξ) := +
∞−∞ f ∧ (ξ)e2π −1xξ
dξ. (4.8.3.2)
♣
Here Z Z Z
+∞ +∞ A
g(x)dx := P.V. g(x)dx = lim g(x)dx (4.8.3.3)
−∞ −∞ A→+∞ −A
and Z Z
+∞ √ +∞ î √ ó
−1ηx
g(x)e dx = g(x) cos(ηx) + −1 sin(ηx) dx.
−∞ −∞
Note 4.8.1
(1) In general, f ∧ (ξ) may NOT exist. For example, for
1
f (x) =
1 + |x|
we have
Z +∞ −2π√−1xξ Z A −2π√−1xξ
∧ e e
f (ξ) = dx = lim dx
−∞ 1 + |x| A→+∞ −A 1 + |x|
Z A Z +∞
cos(2πxξ) cos(2πxξ)
= 2 lim dx = 2 dx
A→+∞ 0 1+x 0 1+x
which is divergent.
(2) We use
f (x) 7−→ f ∧ (ξ) (4.8.3.4)
to denote that f ∧ (ξ) is the Fourier transform of f (x).

(3) The Schwartz space is defined to be
ß ™
∞ k (ℓ)
S (R) := f ∈ C (R) : sup |x| f (x) < +∞ for all k, ℓ ≥ 0 . (4.8.3.5)
x∈R
Writing

Ck,ℓ (f ) := sup |x|k f (ℓ) (x)
x∈R
-
we have
C
|f (x)| ≤ , C := C0,0 (f ) + C2,0 (f ) < +∞
1 + x2
so that f ∈ R(R).
(3.1) If f (x) ∈ S (R), then f ′ (x) ∈ S (R).
(3.2) The set S (R) is nonempty, because f (x) = e−ax ∈ S (R) for each a > 0.
2
Proposition 4.8.1
Let f (x) ∈ S (R). Then
√
(1) f (x + a) 7→ f ∧ (ξ)e2π −1aξ , a ∈ R,
√
(2) f (x)e−2π −1aξ 7→ f ∧ (ξ
+ a), a ∈ R,
Ä ä
(3) f (δx) 7→ 1δ f ∧ δ , δ > 0,
ξ
√
(4) f ′ (x) 7→ 2π −1ξf ∧ (ξ),
√ d ∧
(5) −2π −1xf (x) 7→ dξ f (ξ),
(6) f ∧ ∈ S (R),
(7) f (x) = f ∨ (x),
(8) Poisson’s summation formula
X X √
f (x + n) = f ∧ (n)e2π −1xn , x ∈ R, (4.8.3.6)
n∈Z n∈Z
and in particular
X X
f (n) = f ∧ (n). (4.8.3.7)
n∈Z n∈Z
♥
Definition 4.8.4
For f, g ∈ S (R), define their convolution to be
Z +∞
(f ∗ g)(x) := f (x − t)g(t)dt. (4.8.3.8)
−∞
♣
Proposition 4.8.2
If f, g ∈ S (R), then
f ∗ g ∈ S (R), f ∗ g = g ∗ f, f‘
∗ g = fb · gb. (4.8.3.9)
♥
-
Chapter 5 Partial derivatives
Introduction
h Euclidean spaces h Partial derivatives
h Limits and repeated limits
5.1 Euclidean spaces
Introduction
h Euclidean spaces h Subsets in Rn
h The dot and cross products
5.1.1 Euclidean spaces
Let Rn be the n-dimensional Euclidean space.

(1) Let

Rn := x = (x1 , · · · , xn ) : x1 , · · · , xn ∈ R . (5.1.1.1)
Each element of Rn is called a vector.

(2) Define
πi : Rn −→ R, x 7−→ xi (5.1.1.2)
the i-th projection.

(3) For any x, y ∈ Rn and λ ∈ R, define
x + y := (x1 + y 1 , · · · , xn + y n ), λx := (λx1 , · · · , λxn ). (5.1.1.3)

Definition 5.1.1
A nonempty set G is called a group, if there exists a map F
G × G −→ G, (x, y) 7−→ x · y := F (x, y)
also called a multiplication, satisfying

(a) (Associativity) (x · y) · z = x · (y · z), for all x, y, z ∈ G;
(b) (Identity element) there is an element e ∈ G, called an identity element, such that
x · e = e · x = x for all x ∈ G; note that if e exists, it is unique;
(c) (Inverse element) For each x ∈ G, there exists a y ∈ G such that x · y = y · x = e;
note that y is unique so that we can write y as x−1 .
A group G is Abelian, if it furthermore satisfies
(d) x · y = y · x for any x, y ∈ G.
♣
5.2 Limits and repeated limits – 229 –
Example 5.1.1
(1) (Rn , +) is an Abelian group.
(2) ((0, +∞), ×) is an Abelian group.
(3)
♠
5.2 Limits and repeated limits
5.3 Partial derivatives
-
Chapter 6 Multiple integrals
Chapter 7 Vector calculus

高等数学讲义

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Calculus

Rather less, but better. — Carl Friedrich Gauss

5 Partial derivatives 228

6 Multiple integrals 230

7 Vector calculus 231

1.1 Real numbers

1.1.1 Real numbers

The set of natural numbers is

while the set of positive integer is

N∗ := N \ {0} = {1, 2, 3, · · · }. (1.1.1.2)

The set of integers is

Z := {· · · , −3, −2, −1, 0, 1, 2, 3, · · · }. (1.1.1.3)

Figure 1: Real numbers, rational numbers, integers, and natural numbers

π≈ 108 ≈ 3.1388, “Shatapatha Brahmana”

π≈ 120 = 3 + 120 ≈ 3.141666, Ptolemy

Liu’s inequality: 3.141024 < π < 3.142704

Figure 2: Liu Hui’s circular field Shu

Figure 3: The real line

Liu’s ratio: π ≈ 3927

The set of complex numbers is

(5) Actually, R and C are fields.

ax2 + bx + c = 0 (a 6= 0). (1.1.1.11)

be the discriminant of (1.1.1.11). Descartes in 1637 proved

with ξ is a nonzero complex number satisfying ξ 3 = 1 and ξ 6= 1.

ax4 + bx3 + cx2 + dx + e = 0, (a 6= 0). (1.1.1.14)

(u2 + α + y)2 = (α + 2y)u2 − βu + (y 2 + 2yα + α2 − γ)

A repeating decimal or recurring decimal is decimal representation of a number whose

34 = 0.75 = 0.7500 · · · = 0.750̇.

(2) Conversely, if x can be written as a repeating decimal, then x ∈ Q:

proved¹⁰ generally by Otto Stolz in 1885.

(2) (R \ Q is dense in R) For any a, b ∈ R with a < b, there is an irrational number ξ ∈ R \ Q

For any x ∈ R, there exists a unique integer n ∈ Z satisfying

The uniqueness n is denoted by

which is the largest integer that is no larger than x.

The calculation of π was along the development of infinite series.

3.140 · · · , 3.14159264 · · · , 3.1415926535897932382 · · · .

(8) Around 1910, Srinivasa Ramanujan published

be the prime-counting function. For example

π(2) = 1, π(3) = −2, π(4) = 2, π(5) = 3.

formula is π(x) ∼ x/(A ln x + B), where A = 1 and B = −1.08366), while Gauss

for some positive constant a.

Proof. It is equivalent to prove “n is not even =⇒ n2 is not even”, which is equivalent

n2 = (2k + 1)2 = 4k 2 + 4k + 1 = 2(2k 2 + 2k) + 1

either R or ∼ R, but NOT both.

f0 = 0, f1 = 1, fn+2 = fn+1 + fn (n ≥ 0). (1.1.3.4)

Then, by mathematical induction

¹⁹Boole, G. Elementary Treatise on logic not mathematical, 1849.

(2) x ≤ y: x is less than or equal to y ⇐⇒ y − x is nonnegative.

(a, b), [a, b], [a, b), (a, b]

(2) For any a, b ≥ 0, we have

(a ± b)2 ≥ 0 ⇐⇒ a2 + b2 ≥ ∓2ab. (1.1.4.1)

(3) For any x, y ≥ 0, we have

The following Bernoulli inequality

The inequality (1.1.4.3) holds for n = 2:

(1 + x)2 = 1 + 2x + x2 > 1 + 2x, f orall x > −1 and 6= 0.

Suppose the inequality (1.1.4.3) is true for n. Then

(1 + x)n+1 = (1 + x)n (1 + x) > (1 + nx)(1 + x) = 1 + (n + 1)x + nx2 > 1 + (n + 1)x

for all x > −1 bur 6= 0.

We follows an idea due to Cauchy. When n = 2k , we have by (1.1.4.2),

(1) Weighted inequality: for any x1 , · · · , xn > 0 and p1 , · · · , pn > 0, we have

(4) Minkowski’s inequality was proved by Minkowski²⁶ in 1910: if x1 , · · · , xn , y1 , · · · ,

it follows from (1.1.4.7) that

|xi ||xi + yi | p−1

1≤i≤n 1≤i≤n 1≤i≤n