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Week 5 Summary
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2 Midterm Review 5
2.1 Proof Techniques . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
2.2 Sequences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
2.3 Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
2.4 Continuity and Differentiability of Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
Theorem 1.1 (Mean Value Theorem). Let f be a continuous function on [a, b], which is differentiable on
(a, b). Then, there exists some value c ∈ (a, b) such that
f (b) − f (a)
f 0 (c) =
b−a
Intuitively, the Mean Value Theorem is quite trivial. Say we want to drive to San Francisco, which is 380
miles from Caltech according to Google Map. If we start driving at 8am and arrive at 12pm, we know that
we were driving over the speed limit at least once during the drive. This is exactly what the Mean Value
Theorem tells us. Since the distance travelled is a continuous function of time, we know that there is a point
in time when our speed was ≥ 380/4 >>> speed limit.
As we can see from this example, the Mean Value Theorem is usually not a tough theorem to understand.
The tricky thing is realizing when you should try to use it. Roughly speaking, we use the Mean Value Theorem
when we want to turn the information about a function into information about its derivative, or vice-versa.
Solution. We will show that the answer is no. First, we note the following lemma we can prove using the
Mean Value Theorem:
Lemma 1.1. Let f be a differentiable function with k distinct roots a1 < a2 < · · · < ak . Then, f 0 has at
least k − 1 distinct roots b1 < b2 < · · · < bk−1 such that
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Proof. Since f is differentiable on [a1 , a2 ], by the Mean Value Theorem, we can find b1 ∈ (a1 , a2 ) such that
In other words, b1 is a root of f . Repeating this argument for [ai , ai+1 ] for i = 1, . . . , k − 1, we find k − 1
distinct roots b1 , . . . , bk−1 of f 0 with the desired property.
How can we use this lemma to solve our problem? Let’s fix a nonzero value y ∈ R and n ∈ N, and look
at the equation
fn (x) = (x + y)n − xn − y n
Note that we are trying to find out which values of x satisfy f (x) = 0. Currently we know that the following
values of x are roots of f (x):
Can there be more distinct roots? By Lemma 1.1 we know that if fn (x) has k distinct roots, fn0 (x) must
have at least k − 1 distinct roots. So let’s see how many roots fn0 (x) can have. Differentiating we obtain
Now, we have two cases depending on whether n is even or odd. If n is even, n − 1 is odd. Hence, (3) is
equivalent to
x=x+y ⇔ y =0
which contradicts our nonzero choice of y. Hence, when n is even, fn0 (x) does not have a root. Therefore,
fn (x) can have at most 1 distinct root, namely x = 0.
If n is odd, then n − 1 is even. Now (3) is equivalent to
|x| = |x + y| ⇔ ±x = x + y ⇔ y = 0 or y = −2x
Again, since we chose y to be nonzero, fn0 (x) has a unique root x = − y2 . By Lemma 1.1, we conlcude that
fn (x) can have at most 2 distinct roots, namely x = 0 and x = −y.
Therefore, there can be no other type of roots to the original equation than the ones listed.
Example 1.1 showed how we could turn information about our function (specifically, knowledge of where
its roots are) into information about the derivative. The Mean Value Theorem can also be used to turn
information about the derivative into information about the function as we illustrate here:
Example 1.2. Let p(t) denote the current location of a particle moving in a one-dimensional space. Suppose
that p(0) = 0, p(1) = 1 and p0 (0) = p0 (1) = 0. Show that there must be some point in time in [0, 1] where
|p00 (t)| ≥ 4.
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Seunghee Ye Ma 8: Week 5 Oct 28
Suppose for every t ∈ [0, 1], we have |p00 (t)| < 4. Where can we go from here? We have some boundary
conditions, i.e. p(0) = 0, p(1) = 1, p0 (0) = p0 (1) = 0, and one piece of global information, i.e. |p00 (t)| < 4.
How can we turn this knowledge of the second derivative to information about the rest of the function?
What does the Mean Value Theorem say about p0 (t)? It tells us that on any interval [a, b], we can find
c ∈ (a, b) such that
p0 (b) − p0 (a)
= (p0 )0 (c) = p00 (c)
b−1
In particular, we know that for all [a, b] ⊂ [0, 1] the Mean Value Theorem tells us that
0
p (b) − p0 (a)
= |p00 (c)| < 4
b−a
where c ∈ (a, b) ⊂ [0, 1]. In particular, if we set a = 0, b = t and remember that p0 (0) = 0, we see that
0
p (t) − p0 (0) p0 (t) − 0 |p0 (t)|
= = <4
t−0 t t
Hence, |p0 (t)| < 4t. Similarly, if we let a = 1 − t, b = 1 and remember p0 (1) = 0, we get
0
p (1) − p0 (1 − t) 0 − p0 (1 − t) |p0 (1 − t)|
= = <4
1 − (1 − t) t t
• p(0) = 0, p(1) = 1
Well, if p0 (t) < 4t, we can integrate to get p(t) < 2t2 + C. Since p(0) = 0, we see that
Now, since p0 (1 − t) < 4t we know that −p0 (1 − t) > −4t. Integrating, we get p(1 − t) > −2t2 + C and using
p(1) = 1, we see that
p(1 − t) > −2t2 + 1 ∀t ∈ (0, 1)
But what happens when we take a look at t = 21 ? In our first inequality, we have
2
1 1 1
p <2 =
2 2 2
Hence, we get
1 1 1
<p <
2 2 2
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Seunghee Ye Ma 8: Week 5 Oct 28
which is a contradiction. Of course, this was assuming we knew how to find antiderivatives. Let’s solve this
problem using just the tools we have available to us. In fact, let’s use the Mean Value Theorem one more
time to solve the problem.
Earlier, we turned information about the second derivative into information about the first derivative.
Can we try the same trick to get information about the original function, p(x)?
By the Mean Value Theorem, we know that for all t ∈ [0, 1], we can find c ∈ (0, t) such that
However, we know that |p0 (c)| < 4c < 4t for all c ∈ (0, t) ⊂ (0, 1). Hence, we get
p(t) 0 2
t = |p (c)| < 4c < 4t ⇒ |p(t)| < 4t
This isn’t exactly the bound |p(t)| < 2t2 we obtained by integrating. But we can take this bound and look
at the interval [t, 2t] ⊂ [0, 1]. By the Mean Value Theoren, we can find c ∈ (t, 2t) ⊂ (0, 1) such that
p(2t) − p(t)
= p0 (c)
2t − t
Hence, we get
|p(2t) − p(t)| = t|p0 (c)| < t · 4c < t · 4 · 2t = 8t2 ⇒ |p(2t)| < |p(t)| + 8t2 < 4t2 + 8t2
Let’s do one more step. If we look at an interval of the form [2t, 3t] ⊂ [0, 1], we can find c ∈ (2t, 3t) ⊂ (0, 1)
such that
p(3t) − p(2t)
= p0 (c)
3t − 2t
Hence, we get
|p(3t) − p(2t)| = t|p0 (c)| < t · 4c < t · 4 · 3t = 12t2 ⇒ |p(3t)| < |p(2t)| + 12t2 < 4t2 + 8t2 + 12t2
By a simple inductive argument, we can conclude that for whenever nt ∈ (0, 1) for n ∈ N, we have
t
Now, let t ∈ (0, 1). Then, we can write t = n · n for all n ∈ N . By above inequality, we have that for all n,
2
t t n+1
= 2t2
|p(t)| = p n · < 2n(n + 1)
n n n
Since this is true for all n ∈ N, we can take the limit as n goes to infinity. Then, we obtain
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Seunghee Ye Ma 8: Week 5 Oct 28
(Technically, what we get is |p(t) ≤ 2t2 but we know that above inequality is true from integrating) Similarly,
we can show that p(1 − t) ≥ −2t2 + 1. Hence, by letting t = 12 , we get
1 1 1
<p <
2 2 2
which is a contradiction.
2 Midterm Review
2.1 Proof Techniques
Example 2.1. Suppose that a1 , . . . , an ∈ [0, 1]. Show that
n
Y n
X
(1 − ai ) ≥ 1 − ai
i=1 i=1
Now, assume that the statement is true for all k ≤ n. Pick a1 , . . . , an+1 ∈ [0, 1]. Note that
n+1
Y n
Y
(1 − ai ) = (1 − an+1 ) (1 − ai )
i=1 i=1
√
5
Example 2.2. Show that 39 is irrational.
√
Proof. We proceed by √contradiction. Assume that 5 39 is rational. Then, we can find relatively prime
integers p, q such that 5 39 = pq . By raising both sides to the fifth power we get
p5
39 = ⇒ 39q 5 = p5
q5
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Note that 3 divides 39q 5 . Hence, 3 must also divide p5 . However, since 3 is a prime number, it means that 3
divides p: one way to define prime numbers is to define them as numbers p with the property that if p | xy,
then p | x or p | y. This is also not very hard to prove by contradiction.
Now that we know 3 | p, we can write p = 3r. Hence, we have
2.2 Sequences
Example 2.3. Let x, y be a pair of positive real numbers such that x < y. Show that
Proof. We will use the squeeze theorem to solve the problem. Note that
and
lim 21/n y = y lim 21/n = y
n→∞ n→∞
Proof. So this is a pretty crazy looking sequence. But there’s nothing to be afraid of. Recall that if f (x) is
continuous at a, and we have a sequence {an } which converges to a, then f (an ) converges to f (a). Let’s try
to use this.
First, we formulate the problem in the right way so we can use the theorem. What should be our f (x)?
Pn
Note that an looks suspiciously like the function ex . In fact, if f (x) = ex , an = f ( `=1 `12 ). Great. We
know that f (x) = ex is continuous on R.
Pn P∞
Now, note that `=1 `12 is the n-th partial sum of a familiar sequence n=1 n12 . We already know that
this sequence of partial sums converge:
n ∞
X 1 X 1 π2
lim = =
n→∞ `2 n=1
n2 6
`=1
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Seunghee Ye Ma 8: Week 5 Oct 28
√ p √ √
q p
Example 2.5. Show that the sequence 1, 2, 2 2, 2 2 2, . . . converges.
Proof. We will show that this sequence is monotonically increasing and bounded.
First, let’s show that the sequence is monotonically increasing. Note that the sequence can be recursively
defined as follows:
√
a1 = 1, an+1 = 2an
√
Let’s proceed by induction. For n = 1, a2 = 2 ≥ 1 = a1 . Now suppose ak ≤ ak+1 for all k = 1, . . . , n − 1.
We want to show that an+1 ≥ an . We have:
√
a2n = ( 2an−1 )2 = 2an−1 ≤ 2an = ( 2an )2 = a2n+1
p
2.3 Series
Example 2.6. Show that the following series converges conditionally
∞
X (−1)n
n=2
n log2 n
Proof. First, let’s show that the series converges. To do this, we can use the Alternating Series Test. By the
Alternating Series Test, it suffices to show that
1
lim =0
n→∞ n log2 n
1 1
0≤ ≤
n log2 n n
1
However, we have lim 0 = 0 and lim = 0. Therefore, by the squeeze theorem we conclude
n→∞ n→∞ n
1
lim =0
n→∞ n log2 n
Hence, the Alternating Series Test tells us that above series converges.
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Now, we show that the series does not converge absolutely. In other words, we want to show that the
series
∞
X 1
n=2
n log2 n
diverges. First, let’s write out the first few terms of the series.
∞
X 1 1 1 1 1 1
= + + + + + ···
n=2
n log 2 n 2 log 2 2 3 log 2 3 4 log 2 4 5 log 2 5 6 log 26
1 1 1 1
≥ 1· =1· = · (9)
2 log2 2 2 log2 2 2·1 2
1 1 1 1 1 1
+ ≥ 2· = 21 · 2 = · (10)
3 log2 3 4 log2 4 4 log2 4 2 ·2 2 2
1 1 1 1 1 1 1 1
+ + + ≥ 4· = 22 · 3 = · (11)
5 log2 5 6 log2 6 7 log2 7 8 log2 8 8 log2 8 2 3 2 3
1 1 1 1 1
+ ··· n ≥ 2n−1 n = ·
(2n−1 + 1) log2 (2 n−1 + 1) 2 log2 2n 2 log2 2n 2 n
Now, we are ready to show that the series diverges absolutely. Consider the partial sums S2n . We have
n
2
X 1
S2n = (12)
n=2
n log 2n
1 1 1 1 1
= + + + ··· + + ··· + n (13)
2 log2 2 3 log2 3 4 log2 4 (2n−1 + 1) log2 (2n−1 + 1) 2 log2 2n
1 1 1 1 1
≥ · 1 + · + ··· + · (14)
2 2 2 2 n
1 1 1
= 1 + + ··· + (15)
2 2 n
But note that we have now bounded the partial sum S2n from below by half of the n-th partial sum of the
harmonic series. However, we already know that the harmonic series diverges, which implies that the partial
sums of the harmonic series is a divergent sequence. Therefore, by Comparison Test, we conclude that S2n
∞
X 1
also diverges. Thus, we conclude that the series diverges.
n=2
n log 2n
∞
X (−1)n
Combining the two results, we conclude that the series converges conditionally.
n=2
n log2 n
Example 2.7. For n ∈ N, let α(n) denote the number of prime factors of n. For example, α(2) = 1, α(4) =
2, α(6) = 2, α(120) = 5, etc. Determine whether the following series converges:
∞
X α(n)
n=1
n3
Proof. Whenever we have a series and we want to get a sense of whether it converges, it is a good idea to
P 1
compare it to series that we know already. In this particular example, we will compare it to n2 .
First, note that α(n) ≤ n for all n. Why? Suppose you have a number with k prime factors. The smallest
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Seunghee Ye Ma 8: Week 5 Oct 28
α(n) n 1
≤ 3 = 2
n3 n n
Now, by the comparison test, we conclude that our series converges.
But note that because of the way f (x) is defined, for all h, we have
2
h f (h) h2
2 2
−h ≤ |f (h)| ≤ h ⇒ − ≤ ≤
h h h
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Proof. Recall that the function g(x) = sin x1 does not have a limit as x → 0. Let’s see why f (x) is
continuous at 0. To show that f (x) is continuous at 0, we must show that for all ε > 0, we can find δ > 0
such that if |x| < δ, then |f (x) − f (0)| = |f (x)| < ε.
As always, we start by examining the quantity that we want to make small i.e. |f (x)|. For nonzero x,
we have that
1
|f (x)| = x sin
x
Since | sin y| ≤ 1, we can bound this as follows
1
|f (x)| = x sin
≤ |x|
x
h sin h1
f (h) − f (0) f (h) 1
lim = lim = lim = lim sin
h→0 h h→0 h h→0 h h→0 h
However, we have already seen that this limit does not exist. Thus, by the definition of differentiability, we
conclude that f (x) is not differentiable at 0.
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