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Theorem (IVT)

If f : [a, b ] R is continuous, and if L is any real number with f (a) < L < f (b ) or f (b ) < L < f (a), then there is a point c (a, b ) such that f (c ) = L.

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Proof: We only need to consider f is continuous on [a, b ] satisfying f (a) < 0 < f (b ), and we want to nd some c (a, b ) such that f (c ) = 0. If needed, consider the function f (x ) L.

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Proof: We only need to consider f is continuous on [a, b ] satisfying f (a) < 0 < f (b ), and we want to nd some c (a, b ) such that f (c ) = 0. If needed, consider the function f (x ) L. Let K = {x [a, b ] : f (x ) 0}.

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We have: K is bounded above by b , and a K . So by Axiom of Completeness, we have sup K exists. Call it c .

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We have: K is bounded above by b , and a K . So by Axiom of Completeness, we have sup K exists. Call it c . We prove that f (c ) = 0 by showing Step 1: f (c ) > 0 is not possible. Step 2: f (c ) < 0 is not possible. We need to use the continuity of f to prove both steps.

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1

f (c ) 2

> 0.

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1

f (c ) 2

> 0.

By the continuity of f , there is a > 0 such that whenever x (c , c + ), we have |f (x ) f (c )| < 0 , i.e., f (x ) f (c ) f (c ) f (c ) , f (c ) + 2 2 .

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1

f (c ) 2

> 0.

By the continuity of f , there is a > 0 such that whenever x (c , c + ), we have |f (x ) f (c )| < 0 , i.e., f (x ) f (c ) f (c ) f (c ) , f (c ) + 2 2 . .

Hence, x (c , c + ), f (x )

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1

f (c ) 2

> 0.

By the continuity of f , there is a > 0 such that whenever x (c , c + ), we have |f (x ) f (c )| < 0 , i.e., f (x ) f (c ) f (c ) f (c ) , f (c ) + 2 2

f (c ) 2

. > 0.

Hence, x (c , c + ), f (x ) > f (c )

f (c ) 2

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1

f (c ) 2

> 0.

By the continuity of f , there is a > 0 such that whenever x (c , c + ), we have |f (x ) f (c )| < 0 , i.e., f (x ) f (c ) f (c ) f (c ) , f (c ) + 2 2

f (c ) 2

. > 0.

Hence, x (c , c + ), f (x ) > f (c )

f (c ) 2

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1

f (c ) 2

> 0.

By the continuity of f , there is a > 0 such that whenever x (c , c + ), we have |f (x ) f (c )| < 0 , i.e., f (x ) f (c ) f (c ) f (c ) , f (c ) + 2 2

f (c ) 2

. > 0.

Hence, x (c , c + ), f (x ) > f (c )

f (c ) 2

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1

f (c ) 2

> 0.

f (c ) 2

. > 0.

Hence, x (c , c + ), f (x ) > f (c )

f (c ) 2

Recall K = {x [a, b ] : f (x ) 0} and c = sup K . c is an upper bound for K , so x [c , b ], f (x ) > 0. Combine with third bullet point gives: x (c , b ], f (x ) > 0.

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1

f (c ) 2

> 0.

f (c ) 2

. > 0.

Hence, x (c , c + ), f (x ) > f (c )

f (c ) 2

Recall K = {x [a, b ] : f (x ) 0} and c = sup K . c is an upper bound for K , so x [c , b ], f (x ) > 0. Combine with third bullet point gives: x (c , b ], f (x ) > 0. Hence c is an upper bound for K , contradicting c is the least upper bound for K .

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1

= f (2c ) > 0.

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1

= f (2c ) > 0.

By the continuity of f , there is a > 0 such that whenever x (c , c + ), we have |f (x ) f (c )| < 1 , i.e., f (x ) f (c ) + f (c ) f (c ) , f (c ) 2 2 .

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1

= f (2c ) > 0.

By the continuity of f , there is a > 0 such that whenever x (c , c + ), we have |f (x ) f (c )| < 1 , i.e., f (x ) f (c ) + f (c ) f (c ) , f (c ) 2 2 . .

Hence, x (c , c + ), f (x )

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1

= f (2c ) > 0.

By the continuity of f , there is a > 0 such that whenever x (c , c + ), we have |f (x ) f (c )| < 1 , i.e., f (x ) f (c ) + f (c ) f (c ) , f (c ) 2 2

f (c ) 2

. < 0.

Hence, x (c , c + ), f (x ) < f (c )

f (c ) 2

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1

= f (2c ) > 0.

By the continuity of f , there is a > 0 such that whenever x (c , c + ), we have |f (x ) f (c )| < 1 , i.e., f (x ) f (c ) + f (c ) f (c ) , f (c ) 2 2

f (c ) 2

. < 0.

Hence, x (c , c + ), f (x ) < f (c )

f (c ) 2

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1

= f (2c ) > 0.

By the continuity of f , there is a > 0 such that whenever x (c , c + ), we have |f (x ) f (c )| < 1 , i.e., f (x ) f (c ) + f (c ) f (c ) , f (c ) 2 2

f (c ) 2

. < 0.

Hence, x (c , c + ), f (x ) < f (c )

f (c ) 2

2

K.

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1

= f (2c ) > 0.

f (c ) 2

. < 0.

Hence, x (c , c + ), f (x ) < f (c )

f (c ) 2

2

K.

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1

= f (2c ) > 0.

f (c ) 2

. < 0.

Hence, x (c , c + ), f (x ) < f (c )

f (c ) 2

2

K.

Note: We can also prove IVT by applying the Nested Interval Property.

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A function f has the intermediate value property on an interval [a, b ] if for all x < y in [a, b ], and all L between f (x ) and f (y ), it is always possible to nd a point c (x , y ) such that f (c ) = L.

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A function f has the intermediate value property on an interval [a, b ] if for all x < y in [a, b ], and all L between f (x ) and f (y ), it is always possible to nd a point c (x , y ) such that f (c ) = L.

The Intermediate Value Theorem shows that any function continuous on a closed interval [a, b ] has the Intermediate Value Property.

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A function f has the intermediate value property on an interval [a, b ] if for all x < y in [a, b ], and all L between f (x ) and f (y ), it is always possible to nd a point c (x , y ) such that f (c ) = L.

The Intermediate Value Theorem shows that any function continuous on a closed interval [a, b ] has the Intermediate Value Property. How about the converse? That is, is it true that a function with the Intermediate Value Property is also continuous?

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We know that g is not continuous at 0, but it does have the Intermediate Value Property.

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When f is monotone

Exercise 4.5.4

Suppose that f is increasing on a closed interval [a, b ], and f has the Intermediate Value Property. Prove that f is continuous on [a, b ].

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When f is monotone

Exercise 4.5.4

Suppose that f is increasing on a closed interval [a, b ], and f has the Intermediate Value Property. Prove that f is continuous on [a, b ]. Proof: Suppose f has the intermediate value property.

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When f is monotone

Exercise 4.5.4

Suppose that f is increasing on a closed interval [a, b ], and f has the Intermediate Value Property. Prove that f is continuous on [a, b ]. Proof: Suppose f has the intermediate value property. Let > 0 be given. Then for any c (a, b ), there exists x1 [a, c ) and x2 (c , b ] such that f (x1 ) = and f (x2 ) = .

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When f is monotone

Exercise 4.5.4

Suppose that f is increasing on a closed interval [a, b ], and f has the Intermediate Value Property. Prove that f is continuous on [a, b ]. Proof: Suppose f has the intermediate value property. Let > 0 be given. Then for any c (a, b ), there exists x1 [a, c ) and x2 (c , b ] such that f (x1 ) = max f (a), f (c ) 2 and f (x2 ) = .

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When f is monotone

Exercise 4.5.4

Suppose that f is increasing on a closed interval [a, b ], and f has the Intermediate Value Property. Prove that f is continuous on [a, b ]. Proof: Suppose f has the intermediate value property. Let > 0 be given. Then for any c (a, b ), there exists x1 [a, c ) and x2 (c , b ] such that f (x1 ) = max f (a), f (c ) 2 and f (x2 ) = min f (c ) + , f (b ) . 2

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When f is monotone

Exercise 4.5.4

Suppose that f is increasing on a closed interval [a, b ], and f has the Intermediate Value Property. Prove that f is continuous on [a, b ]. Proof: Suppose f has the intermediate value property. Let > 0 be given. Then for any c (a, b ), there exists x1 [a, c ) and x2 (c , b ] such that f (x1 ) = max f (a), f (c ) 2 and f (x2 ) = min f (c ) + , f (b ) . 2

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When f is monotone

Exercise 4.5.4

Suppose that f is increasing on a closed interval [a, b ], and f has the Intermediate Value Property. Prove that f is continuous on [a, b ]. Proof: Suppose f has the intermediate value property. Let > 0 be given. Then for any c (a, b ), there exists x1 [a, c ) and x2 (c , b ] such that f (x1 ) = max f (a), f (c ) 2 and f (x2 ) = min f (c ) + , f (b ) . 2

Take = min{c x1 , x2 c }. Then for any x [a, b ] satisfying |x c | < , we have |f (x ) f (c )| < . 2

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Exercise 4.5.7

Let f be a continuous function on the closed interval [0, 1] with range also [0, 1]. Prove that f has a xed point. That is, f (x ) = x for at least one point x [0, 1].

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Exercise 4.5.7

Let f be a continuous function on the closed interval [0, 1] with range also [0, 1]. Prove that f has a xed point. That is, f (x ) = x for at least one point x [0, 1]. Proof: Consider the continuous function g (x ) = f (x ) x .

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Exercise 4.5.7

Let f be a continuous function on the closed interval [0, 1] with range also [0, 1]. Prove that f has a xed point. That is, f (x ) = x for at least one point x [0, 1]. Proof: Consider the continuous function g (x ) = f (x ) x . Then g (0) = g (1) = , .

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Exercise 4.5.7

Let f be a continuous function on the closed interval [0, 1] with range also [0, 1]. Prove that f has a xed point. That is, f (x ) = x for at least one point x [0, 1]. Proof: Consider the continuous function g (x ) = f (x ) x . Then g (0) = f (0) 0 0, g (1) = .

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Exercise 4.5.7

Let f be a continuous function on the closed interval [0, 1] with range also [0, 1]. Prove that f has a xed point. That is, f (x ) = x for at least one point x [0, 1]. Proof: Consider the continuous function g (x ) = f (x ) x . Then g (0) = f (0) 0 0, g (1) = f (1) 1 0.

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Exercise 4.5.7

Let f be a continuous function on the closed interval [0, 1] with range also [0, 1]. Prove that f has a xed point. That is, f (x ) = x for at least one point x [0, 1]. Proof: Consider the continuous function g (x ) = f (x ) x . Then g (0) = f (0) 0 0, g (1) = f (1) 1 0. So the IVT implies g must vanish at some point c [0, 1]. That point c is a xed point of f .

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Right-hand limits

Denition 15

Given a limit point c of a set A and a function f : A R, we write

x c +

lim f (x ) = L

if for all > 0, there exists a > 0 such that for any x with 0 < x c < , |f (x ) L| < .

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Right-hand limits

Denition 15

Given a limit point c of a set A and a function f : A R, we write

x c +

lim f (x ) = L

if for all > 0, there exists a > 0 such that for any x with 0 < x c < , |f (x ) L| < . Note the dierence between the denition of the right-hand-limit and that of the limit.

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Right-hand limits

Denition 15

Given a limit point c of a set A and a function f : A R, we write

x c +

lim f (x ) = L

if for all > 0, there exists a > 0 such that for any x with 0 < x c < , |f (x ) L| < . Note the dierence between the denition of the right-hand-limit and that of the limit.

If limn f (xn ) = L for all sequences (xn ) satisfying xn > c and limn xn = c , then limx c + f (x ) = L.

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Left-hand limits

Denition 17

Given a limit point c of a set A and a function f : A R, we write

x c

lim f (x ) = L

if for all > 0, there exists a > 0 such that for any x with < x c < 0, |f (x ) L| < .

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Left-hand limits

Denition 17

Given a limit point c of a set A and a function f : A R, we write

x c

lim f (x ) = L

if for all > 0, there exists a > 0 such that for any x with < x c < 0, |f (x ) L| < .

If limn f (xn ) = L for all sequences (xn ) satisfying xn < c and limn xn = c , then limx c f (x ) = L.

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Theorem 19

Given a function f : A R and c , a limit point of A. Then limx c f (x ) = L if and only if

x c +

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

x c

Proof:

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Theorem 19

Given a function f : A R and c , a limit point of A. Then limx c f (x ) = L if and only if

x c +

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

x c

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Theorem 19

Given a function f : A R and c , a limit point of A. Then limx c f (x ) = L if and only if

x c +

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

x c

Proof: () Suppose limx c f (x ) = L. Given > 0, there exists > 0 such that whenever |x c | < , |f (x ) L| < .

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Given a function f : A R and c , a limit point of A. Then limx c f (x ) = L if and only if

x c +

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

x c

Proof: () Suppose limx c f (x ) = L. Given > 0, there exists > 0 such that whenever |x c | < , |f (x ) L| < . It is easy to see that the same works. () Suppose limx c + f (x ) = limx c f (x ) = L.

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Given a function f : A R and c , a limit point of A. Then limx c f (x ) = L if and only if

x c +

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

x c

Proof: () Suppose limx c f (x ) = L. Given > 0, there exists > 0 such that whenever |x c | < , |f (x ) L| < . It is easy to see that the same works. () Suppose limx c + f (x ) = limx c f (x ) = L. Given > 0, then there exists 1 > 0 and 2 > 0 such that whenever 0 < x c < 1 or 0 < c x < 2 , |f (x ) L| < .

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Given a function f : A R and c , a limit point of A. Then limx c f (x ) = L if and only if

x c +

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

x c

Proof: () Suppose limx c f (x ) = L. Given > 0, there exists > 0 such that whenever |x c | < , |f (x ) L| < . It is easy to see that the same works. () Suppose limx c + f (x ) = limx c f (x ) = L. Given > 0, then there exists 1 > 0 and 2 > 0 such that whenever 0 < x c < 1 or 0 < c x < 2 , |f (x ) L| < . Show that = min{1 , 2 } works.

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Sets of Discontinuity

Denition 20

Given a function f : R R, dene Df R to be the set of points where the function f fails to be continuous.

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Sets of Discontinuity

Denition 20

Given a function f : R R, dene Df R to be the set of points where the function f fails to be continuous.

We have seen several discontinuous functions, such as Dirichlet function, Thomae function and integer part function (also known as the oor function).

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Sets of Discontinuity

Denition 20

Given a function f : R R, dene Df R to be the set of points where the function f fails to be continuous.

We have seen several discontinuous functions, such as Dirichlet function, Thomae function and integer part function (also known as the oor function). Try to nd the set of discontinuous points of these functions.

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Types of discontinuity

1

If limx c f (x ) exists but with value dierent from f (c ), the discontinuity at c is called removable.

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Types of discontinuity

1

If limx c f (x ) exists but with value dierent from f (c ), the discontinuity at c is called removable. If limx c + f (x ) = limx c f (x ), then f has a jump discontinuity at c.

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Types of discontinuity

1

If limx c f (x ) exists but with value dierent from f (c ), the discontinuity at c is called removable. If limx c + f (x ) = limx c f (x ), then f has a jump discontinuity at c. If limx c f (x ) does not exist for some other reason, then the discontinuity at c is called an essential discontinuity.

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Exercise 4.6.4

Let f : R R be an increasing function.

1

Prove that for any c R, limx c + f (x ) and limx c f (x ) both exist. (This can be done in the same way as proving that increasing functions satisfying the intermediate value property must be continuous.)

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Exercise 4.6.4

Let f : R R be an increasing function.

1

Prove that for any c R, limx c + f (x ) and limx c f (x ) both exist. (This can be done in the same way as proving that increasing functions satisfying the intermediate value property must be continuous.)

Argue that the only type of discontinuity a monotone function can have is a jump discontinuity.

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Ex 4.6.4

Proof: Suppose f is increasing. We prove that for any c R, both limc + f (x ) and limx c f (x ) exist.

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Ex 4.6.4

Proof: Suppose f is increasing. We prove that for any c R, both limc + f (x ) and limx c f (x ) exist. Let A = {f (x ) : x < c }. Clearly A is nonempty. Also, for all x < c , we have f (x ) < f (c ), and so f (c ) is an upper bound for f (c ). Hence sup A exists by the Axiom of completeness, call it L. Then L f (c ).

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Ex 4.6.4

Proof: Suppose f is increasing. We prove that for any c R, both limc + f (x ) and limx c f (x ) exist. Let A = {f (x ) : x < c }. Clearly A is nonempty. Also, for all x < c , we have f (x ) < f (c ), and so f (c ) is an upper bound for f (c ). Hence sup A exists by the Axiom of completeness, call it L. Then L f (c ). Case 1: L A, then there is an x0 < c such that f (x0 ) = L and so for any x with x0 x < c , f (x ) = f (x0 . This shows

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Ex 4.6.4

Proof: Suppose f is increasing. We prove that for any c R, both limc + f (x ) and limx c f (x ) exist. Let A = {f (x ) : x < c }. Clearly A is nonempty. Also, for all x < c , we have f (x ) < f (c ), and so f (c ) is an upper bound for f (c ). Hence sup A exists by the Axiom of completeness, call it L. Then L f (c ). Case 1: L A, then there is an x0 < c such that f (x0 ) = L and so for any x with x0 x < c , f (x ) = f (x0 . This shows

x c

lim f (x ) = f (x0 ) = L.

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Ex 4.6.4

Proof: Suppose f is increasing. We prove that for any c R, both limc + f (x ) and limx c f (x ) exist. Let A = {f (x ) : x < c }. Clearly A is nonempty. Also, for all x < c , we have f (x ) < f (c ), and so f (c ) is an upper bound for f (c ). Hence sup A exists by the Axiom of completeness, call it L. Then L f (c ). Case 1: L A, then there is an x0 < c such that f (x0 ) = L and so for any x with x0 x < c , f (x ) = f (x0 . This shows

x c

lim f (x ) = f (x0 ) = L.

Case 2: L A. Let

> 0 be given. Then there is an x1 < c such that L < f (x1 ) < L.

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Ex 4.6.4

Proof: Suppose f is increasing. We prove that for any c R, both limc + f (x ) and limx c f (x ) exist. Let A = {f (x ) : x < c }. Clearly A is nonempty. Also, for all x < c , we have f (x ) < f (c ), and so f (c ) is an upper bound for f (c ). Hence sup A exists by the Axiom of completeness, call it L. Then L f (c ). Case 1: L A, then there is an x0 < c such that f (x0 ) = L and so for any x with x0 x < c , f (x ) = f (x0 . This shows

x c

lim f (x ) = f (x0 ) = L.

Case 2: L A. Let

> 0 be given. Then there is an x1 < c such that L < f (x1 ) < L.

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Proof: Suppose f is increasing. We prove that for any c R, both limc + f (x ) and limx c f (x ) exist. Let A = {f (x ) : x < c }. Clearly A is nonempty. Also, for all x < c , we have f (x ) < f (c ), and so f (c ) is an upper bound for f (c ). Hence sup A exists by the Axiom of completeness, call it L. Then L f (c ). Case 1: L A, then there is an x0 < c such that f (x0 ) = L and so for any x with x0 x < c , f (x ) = f (x0 . This shows

x c

lim f (x ) = f (x0 ) = L.

Case 2: L A. Let

> 0 be given. Then there is an x1 < c such that L < f (x1 ) < L.

Take = c x1 . Then for any x (x1 , c ), (i.e., < x c < 0,) L < f (x1 ) f (x ) < L

MH3100/MTH311 (NTU)

|f (x ) L| < .

2013/14 L8 (4.6 in book) 47 / 52

Continuous on Compact

Ex 4.6.4

Thus limC f (x ) = L = sup A.

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Ex 4.6.4

Thus limC f (x ) = L = sup A. A similar argument shows the existence of L = inf {f (x ) : x > c } and limx c + f (x ) = L .

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Ex 4.6.4

Thus limC f (x ) = L = sup A. A similar argument shows the existence of L = inf {f (x ) : x > c } and limx c + f (x ) = L . Since f is increasing, we must have

x c

lim f (c ) lim+ f (x ).

x c

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Ex 4.6.4

Thus limC f (x ) = L = sup A. A similar argument shows the existence of L = inf {f (x ) : x > c } and limx c + f (x ) = L . Since f is increasing, we must have

x c

lim f (c ) lim+ f (x ).

x c

x c

lim < f (c )

or

f (c ) < lim+ f (x ),

x c

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We already know that continuous functions do not preserve openness, i.e. if f : A R and B is an open subset of A, f (B ) may not be open.

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We already know that continuous functions do not preserve openness, i.e. if f : A R and B is an open subset of A, f (B ) may not be open. For example: if f (x ) = x 2 and B = (1, 1), then f (B ) = [0, 1) which is not open.

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We already know that continuous functions do not preserve openness, i.e. if f : A R and B is an open subset of A, f (B ) may not be open. For example: if f (x ) = x 2 and B = (1, 1), then f (B ) = [0, 1) which is not open. But the f 1 does preserve openness. More precisely, we have

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We already know that continuous functions do not preserve openness, i.e. if f : A R and B is an open subset of A, f (B ) may not be open. For example: if f (x ) = x 2 and B = (1, 1), then f (B ) = [0, 1) which is not open. But the f 1 does preserve openness. More precisely, we have

Given a continuous function f : R R. Let B be an open set in R. Then the pre-image of B under f f 1 (B ) = {x R : f (x ) B } is also open.

MH3100/MTH311 (NTU) Continuous on Compact 2013/14 L8 (4.4 in book) 49 / 52

This theorem can be proved easily using the denitions of continuity and open sets. We shall prove it in the tutorials.

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This theorem can be proved easily using the denitions of continuity and open sets. We shall prove it in the tutorials. Knowing this theorem, simply by taking complements, we have prove that pre-images of closed sets under continuous functions are also closed.

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Check

A function f : A R is continuous at a point c A if . A function f : A R is uniformly continuous if . Let f : A R be a continuous function.

If If If If K C O O A is compact, then f (K ) A is closed, f (C ) A is open, f (O ) B is open, f 1 (O ) . . . .

According to the Extreme Value Theorem, a function f : K R that is continuous on compact K attains . To apply the sequential criterion for nonuniform continuity, we show that there is an 0 > 0 and two sequences (xn ) and (yn ) contained in A satisfying .

MH3100/MTH311 (NTU) Continuous on Compact 2013/14 L8 (4.4 in book) 51 / 52

If f is continuous on compact K , then f is If f : [a, b ] R is continuous and L is a real number with f (a) < L < f (b ) or f (b ) < L < f (a), the IVT states that .

on K .

A function f has the intermediate value property on [a, b ] if for all x < y [a, b ] and all L between f (x ) and f (y ), . Given a function f : A R and a limit point c A. Then limx c + f (x ) = L means . The sequential criterion for right-hand limits states that limx c + = L if limn f (xn ) = L for all sequences (xn ) satisfying . The three types of discontinuity are , and , .

MH3100/MTH311 (NTU) Continuous on Compact 2013/14 L8 (4.4 in book) 52 / 52

MH3100/MTH311

Real Analysis I

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2013/14 Lecture 9

1 / 24

Synopsis

We introduce the derivative, and study study basic properties of dierentiable functions and functions that are dierentiable on an interval. Most of this lecture have already been covered in your Calculus I course. The Interior Extremum Theorem and Darbouxs Theorem are new.

Continuous functions, Derivative, dierentiability, and continuity, Algebraic combinations of dierentiable functions, Composition of functions, Chain rule, Interior Extremum Theorem, Darbouxs Theorem.

MH3100/MTH311 (NTU) Continuous on Compact 2013/14 Lecture 9 2 / 24

Given a function g (x ), the derivative at c , g (c ) is understood to be the slope of the graph of g at the point c in the domain. g (c ) = lim g (x ) g (c ) . x c

m= (x , g (x ))

g (x )g (c ) x c

x c

m = g (c ) (c , g (c ))

x c

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The dierence quotient g (x ) g (c ) . x c represents the slope of the secant line going through the points (x , g (x )) and (c , g (c )).

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The dierence quotient g (x ) g (c ) . x c represents the slope of the secant line going through the points (x , g (x )) and (c , g (c )).

Taking the limit as x tends to c , we arrive at a well-dened mathematical meaning for the slope of the tangent line at c . g (c ) = lim g (x ) g (c ) . x c

x c

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Several questions can be asked about the derivative of a function. Are all continuous functions dierentiable? If not, how non-dierentiable can a continuous function be?

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Several questions can be asked about the derivative of a function. Are all continuous functions dierentiable? If not, how non-dierentiable can a continuous function be? Are dierentiable functions continuous?

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5 / 24

Several questions can be asked about the derivative of a function. Are all continuous functions dierentiable? If not, how non-dierentiable can a continuous function be? Are dierentiable functions continuous? Given that a function f has a derivative at every point in its domain, what can we say about the function f ? Is f continuous?

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Continuous on Compact

5 / 24

Several questions can be asked about the derivative of a function. Are all continuous functions dierentiable? If not, how non-dierentiable can a continuous function be? Are dierentiable functions continuous? Given that a function f has a derivative at every point in its domain, what can we say about the function f ? Is f continuous? Give a function g , is it always possible to nd a dierentiable function f such that f = g ? What are the properties that g must have for this to happen?

MH3100/MTH311 (NTU)

Continuous on Compact

5 / 24

Several questions can be asked about the derivative of a function. Are all continuous functions dierentiable? If not, how non-dierentiable can a continuous function be? Are dierentiable functions continuous? Given that a function f has a derivative at every point in its domain, what can we say about the function f ? Is f continuous? Give a function g , is it always possible to nd a dierentiable function f such that f = g ? What are the properties that g must have for this to happen? And many more...

MH3100/MTH311 (NTU) Continuous on Compact 2013/14 L9 (5.1 in book) 5 / 24

Denition 1

Let g : A R be a function dened on an interval A. Give c A, the derivative of g at c is dened by g (c ) = lim g (x ) g (c ) , x c

x c

provided that this limit exists. If g exists for all c A, then g is said to be dierentiable on the interval A.

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Example: f (x ) = x n

Consider f (x ) = x n with n a positive integer. Let c be a real number.

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Example: f (x ) = x n

Consider f (x ) = x n with n a positive integer. Let c be a real number. First recall the identity

MH3100/MTH311 (NTU)

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Example: f (x ) = x n

Consider f (x ) = x n with n a positive integer. Let c be a real number. First recall the identity x n c n = (x c )(x n1 + cx n2 + c 2 x n3 + + c n1 ).

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Example: f (x ) = x n

Consider f (x ) = x n with n a positive integer. Let c be a real number. First recall the identity x n c n = (x c )(x n1 + cx n2 + c 2 x n3 + + c n1 ). Therefore, we have f (c ) = lim = = = . f (x ) f (c ) x c

x c

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Example: f (x ) = x n

Consider f (x ) = x n with n a positive integer. Let c be a real number. First recall the identity x n c n = (x c )(x n1 + cx n2 + c 2 x n3 + + c n1 ). Therefore, we have f (c ) = lim f (x ) f (c ) x c x c n 1 = lim (x + cx n2 + c 2 x n3 + + c n1 )

x c

= = .

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Example: f (x ) = x n

Consider f (x ) = x n with n a positive integer. Let c be a real number. First recall the identity x n c n = (x c )(x n1 + cx n2 + c 2 x n3 + + c n1 ). Therefore, we have f (c ) = lim f (x ) f (c ) x c x c n 1 = lim (x + cx n2 + c 2 x n3 + + c n1 ) =c =

x c n 1

+ c c n 2 + c 2 c n 3 + + c n 1 .

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Example: f (x ) = x n

Consider f (x ) = x n with n a positive integer. Let c be a real number. First recall the identity x n c n = (x c )(x n1 + cx n2 + c 2 x n3 + + c n1 ). Therefore, we have f (c ) = lim f (x ) f (c ) x c x c n 1 = lim (x + cx n2 + c 2 x n3 + + c n1 ) =c

x c n 1

+ c c n 2 + c 2 c n 3 + + c n 1

= nc n1 .

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Example: g (x ) = |x |

Next, consider g (x ) = |x |.

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Example: g (x ) = |x |

Next, consider g (x ) = |x |. The derivative at c = 0 does not exist, as we know that lim g (x ) g (0) |x | = lim x 0 x 0 x

x 0

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Example: g (x ) = |x |

Next, consider g (x ) = |x |. The derivative at c = 0 does not exist, as we know that lim g (x ) g (0) |x | = lim x 0 x 0 x

x 0

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We know that g = |x | is continuous everywhere. Thus continuity does not imply dierentiability.

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9 / 24

We know that g = |x | is continuous everywhere. Thus continuity does not imply dierentiability. But the implication does work in the other direction.

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9 / 24

We know that g = |x | is continuous everywhere. Thus continuity does not imply dierentiability. But the implication does work in the other direction.

Theorem 2

If a function g : A R is dierentiable at a point c A, then g is also continuous at c .

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We know that g = |x | is continuous everywhere. Thus continuity does not imply dierentiability. But the implication does work in the other direction.

Theorem 2

If a function g : A R is dierentiable at a point c A, then g is also continuous at c .

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Proof

Let c A. We assume that g (c ) exists and we want to show that g is continuous at c , i.e.,

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Proof

Let c A. We assume that g (c ) exists and we want to show that g is continuous at c , i.e., lim g (x ) = g (c ).

x c

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Proof

Let c A. We assume that g (c ) exists and we want to show that g is continuous at c , i.e., lim g (x ) = g (c ).

x c

x c

g (x ) g (c ) . x c

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Proof

Let c A. We assume that g (c ) exists and we want to show that g is continuous at c , i.e., lim g (x ) = g (c ).

x c

x c x c

g (x ) g (c ) . x c g (x ) g (c ) x c

lim (g (x ) g (c )) = lim = =

x c

(x c )

MH3100/MTH311 (NTU)

Continuous on Compact

10 / 24

Let c A. We assume that g (c ) exists and we want to show that g is continuous at c , i.e., lim g (x ) = g (c ).

x c

x c x c

g (x ) g (c ) . x c g (x ) g (c ) (x c ) x c g (x ) g (c ) lim (x c ) x c x c .

lim (g (x ) g (c )) = lim

x c

= lim =

x c

MH3100/MTH311 (NTU)

Continuous on Compact

10 / 24

Let c A. We assume that g (c ) exists and we want to show that g is continuous at c , i.e., lim g (x ) = g (c ).

x c

x c x c

g (x ) g (c ) . x c

lim (g (x ) g (c )) = lim

g (x ) g (c ) (x c ) x c x c g (x ) g (c ) = lim lim (x c ) x c x c x c = g (c ) 0 .

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Continuous on Compact

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Let c A. We assume that g (c ) exists and we want to show that g is continuous at c , i.e., lim g (x ) = g (c ).

x c

x c x c

g (x ) g (c ) . x c

lim (g (x ) g (c )) = lim

g (x ) g (c ) (x c ) x c x c g (x ) g (c ) = lim lim (x c ) x c x c x c = g (c ) 0 = 0.

MH3100/MTH311 (NTU)

Continuous on Compact

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Let c A. We assume that g (c ) exists and we want to show that g is continuous at c , i.e., lim g (x ) = g (c ).

x c

x c x c

g (x ) g (c ) . x c

lim (g (x ) g (c )) = lim

g (x ) g (c ) (x c ) x c x c g (x ) g (c ) = lim lim (x c ) x c x c x c = g (c ) 0 = 0.

MH3100/MTH311 (NTU) Continuous on Compact 2013/14 L9 (5.2 in book) 10 / 24

We have that constant multiples, sums, products and quotients of dierentiable functions are dierentiable.

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We have that constant multiples, sums, products and quotients of dierentiable functions are dierentiable.

Theorem 3

Let f and g be functions dened on an interval A and assume that both are dierentiable at a point c A. Then

1

f (c )g (c )f (c )g (c ) g 2 (c )

if g (c ) = 0.

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We have that constant multiples, sums, products and quotients of dierentiable functions are dierentiable.

Theorem 3

Let f and g be functions dened on an interval A and assume that both are dierentiable at a point c A. Then

1

f (c )g (c )f (c )g (c ) g 2 (c )

if g (c ) = 0.

Proofs of (1) and (2) are easy; we only prove (3) and (4) here.

MH3100/MTH311 (NTU) Continuous on Compact 2013/14 L9 (5.2 in book) 11 / 24

Proof of (3)

First we re-write the dierence quotient as f (x )g (x ) f (c )g (c ) = x c = + .

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Proof of (3)

First we re-write the dierence quotient as f (x )g (x ) f (c )g (c ) f (x )g (x ) f (x )g (c ) + f (x )g (c ) f (c )g (c ) = x c x c = + .

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Proof of (3)

First we re-write the dierence quotient as f (x )g (x ) f (c )g (c ) f (x )g (x ) f (x )g (c ) + f (x )g (c ) f (c )g (c ) = x c x c = f (x ) g (x ) g (c ) x c + .

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Proof of (3)

First we re-write the dierence quotient as f (x )g (x ) f (c )g (c ) f (x )g (x ) f (x )g (c ) + f (x )g (c ) f (c )g (c ) = x c x c = f (x ) g (x ) g (c ) x c + g (c ) f (x ) f (c ) x c .

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Proof of (3)

First we re-write the dierence quotient as f (x )g (x ) f (c )g (c ) f (x )g (x ) f (x )g (c ) + f (x )g (c ) f (c )g (c ) = x c x c = f (x ) Therefore, we have (fg ) (c ) = lim =

x c

g (x ) g (c ) x c

+ g (c )

f (x ) f (c ) x c

f (x )

g (x ) g (c ) f (x ) f (c ) + g (c ) x c x c

MH3100/MTH311 (NTU)

Continuous on Compact

12 / 24

Proof of (3)

First we re-write the dierence quotient as f (x )g (x ) f (c )g (c ) f (x )g (x ) f (x )g (c ) + f (x )g (c ) f (c )g (c ) = x c x c = f (x ) Therefore, we have (fg ) (c ) = lim g (x ) g (c ) f (x ) f (c ) + g (c ) x c x c x c g (x ) g (c ) f (x ) f (c ) = lim f (x ) lim + g (c ) lim . x c x c x c x c x c f (x ) g (x ) g (c ) x c + g (c ) f (x ) f (c ) x c .

MH3100/MTH311 (NTU)

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Proof of (3)

First we re-write the dierence quotient as f (x )g (x ) f (c )g (c ) f (x )g (x ) f (x )g (c ) + f (x )g (c ) f (c )g (c ) = x c x c = f (x ) Therefore, we have (fg ) (c ) = lim g (x ) g (c ) f (x ) f (c ) + g (c ) x c x c x c g (x ) g (c ) f (x ) f (c ) = lim f (x ) lim + g (c ) lim . x c x c x c x c x c f (x ) g (x ) g (c ) x c + g (c ) f (x ) f (c ) x c .

MH3100/MTH311 (NTU) Continuous on Compact 2013/14 L9 (5.2 in book) 12 / 24

Proof of (4)

We rst set h(x ) = 1/g (x ). Then h(c ) is dened since g (c ) = 0.

MH3100/MTH311 (NTU)

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Proof of (4)

We rst set h(x ) = 1/g (x ). Then h(c ) is dened since g (c ) = 0. Now h (c ) = lim = again noting that limx c g (x ) = g (c ). h(x ) h(c ) 1/g (x ) 1/g (c ) = lim x c x c x c

x c

MH3100/MTH311 (NTU)

Continuous on Compact

13 / 24

Proof of (4)

We rst set h(x ) = 1/g (x ). Then h(c ) is dened since g (c ) = 0. Now h (c ) = lim h(x ) h(c ) 1/g (x ) 1/g (c ) = lim x c x c x c 1 g (c ) g (c ) g (x ) = lim = 2 , x c x c g (x )g (c ) g (c )

x c

MH3100/MTH311 (NTU)

Continuous on Compact

13 / 24

Proof of (4)

We rst set h(x ) = 1/g (x ). Then h(c ) is dened since g (c ) = 0. Now h (c ) = lim h(x ) h(c ) 1/g (x ) 1/g (c ) = lim x c x c x c 1 g (c ) g (c ) g (x ) = lim = 2 , x c x c g (x )g (c ) g (c )

x c

again noting that limx c g (x ) = g (c ). Now to compute (f /g ) (c ), we simply write f /g = f h and use (3).

MH3100/MTH311 (NTU)

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Proof of (4)

We rst set h(x ) = 1/g (x ). Then h(c ) is dened since g (c ) = 0. Now h (c ) = lim h(x ) h(c ) 1/g (x ) 1/g (c ) = lim x c x c x c 1 g (c ) g (c ) g (x ) = lim = 2 , x c x c g (x )g (c ) g (c )

x c

again noting that limx c g (x ) = g (c ). Now to compute (f /g ) (c ), we simply write f /g = f h and use (3). Consequently, f g (c ) = (f h) (c ) = f (c )h(c ) + f (c )h (c ) = completing the proof.

MH3100/MTH311 (NTU) Continuous on Compact 2013/14 L9 (5.2 in book) 13 / 24

We rst set h(x ) = 1/g (x ). Then h(c ) is dened since g (c ) = 0. Now h (c ) = lim h(x ) h(c ) 1/g (x ) 1/g (c ) = lim x c x c x c 1 g (c ) g (c ) g (x ) = lim = 2 , x c x c g (x )g (c ) g (c )

x c

again noting that limx c g (x ) = g (c ). Now to compute (f /g ) (c ), we simply write f /g = f h and use (3). Consequently, f g (c ) = (f h) (c ) = f (c )h(c ) + f (c )h (c ) = completing the proof.

MH3100/MTH311 (NTU) Continuous on Compact 2013/14 L9 (5.2 in book) 13 / 24

f (c )g (c ) f (c )g (c ) , g 2 (c )

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