Archimedean Property

Definition

For any positive real number , there exists a positive integer such that is less than or equal to

Proof

Let , then Since is not bounded above, It is a contradiction

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Dense Set

Definition

a subset of a Topological Space is dense in if the Closure of in is equal to

Or, equivalently, for every element of , every Neighborhood of intersects .

Denseness of the Rational Numbers

Denseness of the Irrational Numbers

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Real Number

Definition

Construction

Construction of the Real Numbers

Facts

Law of Trichotomy

Definition

Every Real Number is either positive, negative, or zero.

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When is an Upper Bound of , the following are equivalence relations.

Every closed interval in is uncountable (by the Theorem)

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Field

Definition

An algebraic structure consisting of a set equipped with two binomial operations: addition() and multiplication() such that the following conditions hold.

  • is an Abelian Group under addition.
  • is Abelian Group under multiplication.
  • Multiplication is distributive with respect to addition.

A commutative division Ring

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Order Axiom

Definition

  • Totally Ordered Set
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Completeness Axioms

Definition

Every non-empty subset of Real Number having an Upper Bound must have a Supremum

Facts

Rational Number does not satisfy completeness axioms

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Construction of the Real Numbers

Definition

Axiomatic Definition

Let denote the set of all real numbers, then

Construction from Cauchy Sequences

Let be the set of Cauchy Sequence of rational numbers

Define an Equivalence Relation on the The two cauchy sequences are equivalent if the sequence converges to .

The set of real numbers, denoted by , is defined as the set of equivalence class under the relation

and denote the value represented by the Equivalence Class as a limit of the Cauchy Sequence

The operations of addition and multiplication on is defined as follows

Construction by Dedekind Cuts

Let be the subset of the set of Rational Number If fulfills the following conditions, then is a real number

  • or

By the conditions, we have properties

We define a Total Order Relation on the real numbers as follows,

Operations

Let

  • If ,
  • If , then
  • If , then
  • If , then
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Limit of a Function

Definition

Function of a Single Variable

Epsilon-Delta-Definition of Limit

Suppose

The limit of , as approaches , is , or say the converges to , otherwise, diverges

Right-Sided Limit

Suppose

The right-sided limit of , as approaches from the right side, is

Left-Sided Limit

Suppose

The left-sided limit of , as approaches from the left side, is

Limits at infinity

Suppose and

Infinite Limits

Suppose and

Suppose and

Function of Multi Variables

Ordinary Limits

Suppose where denotes the Euclidean distance between and in .

Properties

Algebraic Limit Theorem

Suppose , and Then, the following are satisfied

  • where
  • where
  • where

Facts

Suppose , and If converges, then the limit is unique

Squeeze Theorem for Functions

Suppose , , and

If , then

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Continuous Function

Definition

Topological Definition of Continuity

Consider two topological spaces and . A function is continuous if

\forall V \in \mathcal{T}_{Y},\ f^{-1}(V) \in \mathcal{T}_{X}\ &\Longleftrightarrow\ \forall B \in \mathcal{B}_{Y},\ f^{-1}(B) \in \mathcal{T}_{X}\\ &\Longleftrightarrow\ \forall A \subset X,\ f(\bar{A}) \subset \overline{f(A)}\\ &\Longleftrightarrow\ \forall (X\setminus B) \in \mathcal{T}_{Y},\ (X\setminus f^{-1}(B)) \in \mathcal{T}_{X}\\ &\Longleftrightarrow\ \forall x \in X,\ \exists \mathcal{N}_{x}\ \text{s.t.}\ f(\mathcal{N}_{x}) \subset \mathcal{N}_{f(x)} \end{aligned}$$ where $\mathcal{N}_{x}$ is a [[Neighborhood]] of $x$. A function is continuous if and only if the inverse image of any arbitrary open set in [[Codomain]] is an open set. ## Continuity of Real-Valued Function ### Continuous at a Point Suppose $f: \mathcal{D} \subset \mathbb{R}^{n} \to \mathbb{R}^{m}$, and $\mathbf{x}_{0} \in \mathcal{D}$ $$\begin{aligned} \lim\limits_{\mathbf{x} \to \mathbf{x}_{0}} f(\mathbf{x}) = f(\mathbf{x}_{0}) &\Leftrightarrow \forall \epsilon > 0, \exists \delta > 0, \forall x \in \mathcal{D}, (|\mathbf{x}-\mathbf{x}_{0}| < \delta \Rightarrow |f(\mathbf{x})-f(\mathbf{x}_{0})| < \epsilon)\\ &\Leftrightarrow \forall\epsilon>0, \exists\delta>0\ \text{s.t}\ f(B_{\delta}(\mathbf{x})) \subset B_{\epsilon}(f(\mathbf{x}))\\ &\Leftrightarrow \forall\epsilon>0, \exists\delta>0\ \text{s.t}\ B_{\delta}(\mathbf{x}) \subset f^{-1}(B_{\epsilon}(f(\mathbf{x}))) \end{aligned}$$ $f$ is continuous at a point $\mathbf{x}_{0}$ if the [[Limit of a Function|limit]] of $f(\mathbf{x})$, as $\mathbf{x}$ approaches $\mathbf{x}_{0}$, exists and is equal to $f(\mathbf{x}_{0})$ ### Continuous on an Open Interval Suppose $f: \mathcal{D} \subset \mathbb{R}^{n} \to \mathbb{R}^{m}$, and $X \subset \mathcal{D}$ $$\forall \mathbf{x}_{0} \in X, \lim\limits_{\mathbf{x} \to \mathbf{x}_{0}} f(\mathbf{x}) = f(\mathbf{x}_{0})$$ A function is continuous at every point in an open interval $X$ ### Continuous Function Suppose $f: \mathcal{D} \subset \mathbb{R}^{n} \to \mathbb{R}^{m}$ $$\forall \mathbf{x}_{0} \in \mathcal{D},\ \lim\limits_{\mathbf{x} \to \mathbf{x}_{0}} f(\mathbf{x}) = f(\mathbf{x}_{0})$$ A function is continuous at every point in its domain ### Right-Continuous Suppose $f: \mathcal{D} \to \mathbb{R}$, and $a \in \mathcal{D}$ $$\forall \epsilon > 0, \exists \delta > 0, \forall x \in \mathcal{D}, (0 \leq x-a < \delta \Rightarrow |f(x)-f(a)| < \epsilon) \Leftrightarrow \lim\limits_{x \to a^{+}} f(x) = f(a)$$ $f$ is right-continuous at $a$ The [[Limit of a Function#right-sided-limit|right-sided limit]] of $f(x)$, as $x$ approaches $a$ from the right side, exists and is equal to $f(a)$ ### Left-Continuous Suppose $f: \mathcal{D} \to \mathbb{R}$, and $a \in \mathcal{D}$ $$\forall \epsilon > 0, \exists \delta > 0, \forall x \in \mathcal{D}, (0 \leq a-x < \delta \Rightarrow |f(x)-f(a)| < \epsilon) \Leftrightarrow \lim\limits_{x \to a^{-}} f(x) = f(a)$$ $f$ is left-continuous at $a$ The [[Limit of a Function#left-sided-limit|left-sided limit]] of $f(x)$, as $x$ approaches $a$ from the left side, exists and is equal to $f(a)$ # Properties ## Construction of Continuous Functions Suppose $a \in \mathcal{D}$, and $f, g: \mathcal{D} \to \mathbb{R}$ is continuous at $a$ Then, the following are satisfied - $f + g$ is continuous at $a$ - $f - g$ is continuous at $a$ - $f \cdot g$ is continuous at $a$ - $g(a) \neq 0 \Rightarrow \cfrac{f}{g}$ is continuous at $a$ # Facts ![[Lipschitz Continuity#^e0a56a|^e0a56a]] > Every continuous function $f: [a, b] \to \mathbb{R}$ is [[Darboux Integral|integrable]] ^c92817 ![[Heine-Cantor Theorem]] > Given two continuous functions $f: D_{f} \subset \mathbb{R}^{n} \to R_{f} \subset D_{g}$ and $g: D_{g} \subset \mathbb{R}^{m} \to R_{g} \subset \mathbb{R}^{l}$, then their composition $h := g \circ f: D_{f} \subset \mathbb{R}^{n} \to R_{g} \subset \mathbb{R}^{l}$ is continuous. > A [[Constant Function]] $f: X \to Y,\quad f(x)=y_{0}$ is continuous. > [[Inclusion Function|Inclusion Map]] $j: A \hookrightarrow X,\quad j(x) = x$ where $A \subset X$, is continuous > $(f: X \to Y)\in C^{0}, (g: Y \to Z)\in C^{0}\ \Rightarrow\ (g\circ f: X \to Z) \in C^{0}$ > A [[Function Composition|composite function]] of continuous functions is continuous > $(f: X \to Y) \in C^{0}, A \subset X\ \Rightarrow\ (f|_{A}: A \to Y) \in C^{0}$ > A continuous function with restricted [[Domain]] is continuous > $(f: X \to Y) \in C^{0}, f(x) \subset Z \subset Y\ \Rightarrow\ (g: X \to Z,\quad g(x)=f(x)) \in C^{0}$ > $(f: X \to Y) \in C^{0}, Y \subset Z\ \Rightarrow\ (h: X \to Z,\quad h(x)=f(x)) \in C^{0}$ > A continuous function with expanded and restricted [[Codomain]] is continuous. > $(f|_{U_\alpha}: U_{\alpha}\to Y\ \text{s.t.}\ \bigcup_{\alpha} U_{\alpha} = X) \in C^{0} \Rightarrow (f: X \to Y) \in C^{0}$ > Consider a collection $(U_\alpha)$ of [[Open Set|open sets]] in $X$. If $X = \bigcup_{\alpha} U_{\alpha}= X$ and $f|_{U_\alpha}$ is continuous, then $f: X \to Y$ is continuous. ![[Gluing Lemma]] > Consider [[Topological Space|topological Spaces]] $(A, \mathcal{T}), (X \times Y, \mathcal{T})$ and a function $f: A \to X\times Y,\quad f(a) = (f_{1}(a), f_{2}(a))$. > $f \in C^{0} \Leftrightarrow (f_{1}: A \to X), (f_{2}: A \to Y) \in C^{0}$ > A function with a [[Product Topology]] [[Codomain]] is continuous if and only if all of its coordinate functions are continuous. > Consider [[Topological Space|topological Spaces]] $(A, \mathcal{T}), (\prod\limits_{i \in \mathbb{N}}X_{i}, \mathcal{T})$ and a function $f: A \to \prod\limits_{i \in \mathbb{N}}X_{i},\quad f(a) = (f_{1}(a), f_{2}(a), \dots, f_{n}(a), \dots)$. > $f \in C^{0} \Leftrightarrow \forall i \in \mathbb{N},\ (f_{i}: A \to X_{i}), \in C^{0}$ > A function with a countably infinite [[Product Topology]] [[Codomain]] is continuous if and only if all of its coordinate functions are continuous. ![[Closed Map#^b9de02|^b9de02]]Link to original

Discontinuity

Definition

Removable Discontinuity

Suppose , and where is called a removable discontinuity

Two one-sided limits exist and are equal, but the function value is not equal

Jump Discontinuity

Suppose , and where is called a jump discontinuity

Two one-sided limits exist, but not equal

Essential Discontinuity

Suppose , and where is called an essential discontinuity

At least one of the two one-sided limits does not exist in

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Uniform Continuity

Definition

Consider a function . The function is uniformly continuous in the if

Facts

If a function is uniformly continuous, then the function is continuous

Continuously differentiable Lipschitz continuous Holder Continuous Uniformly Continuous Continuous Lipschitz continuous Absolute continuous Uniformly Continuous Continuous where

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Extreme Value Theorem

Definition

Definition in Order Topology

Consider a Continuous Function between topological spaces where is an ordered set in the Order Topology . Then, if is compact, then

Definition in Real Numbers

If is continuous on a , then

If a real-valued function is continuous on the closed interval , then must attain a Extremum, each at least once.

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Intermediate Value Theorem

Definition

If is continuous in , and , then

If is a Continuous Function, then it takes on any given value between and at some point within the interval

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Extremum

Definition

Maximum

Definition

Consider an Partially Ordered Set and a subset . The largest element (maximum) of is defined as

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Minimum

Definition

Consider an Partially Ordered Set and a subset . The smallest element (minimum) of is defined as

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Local Maximum

Definition

Suppose . The function has local maximum at if

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Local Minimum

Definition

Suppose . The function has local minimum at if

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Derivative

Definition

Derivative

Suppose , and

If the exists, then the function is differentiable at a point

Right-Derivative

Suppose

If the exists, then the function is right differentiable at a point

Left-Derivative

Suppose

If the exists, then the function is left differentiable at a point

Derivative Function

Suppose , and is differentiable ,

is called the derivative function or the derivative of

Properties

Rules of Computation

If is differentiable at , then also differentiable, and the following are satisfied

  • Linearity:
  • product rule:
  • quotient rule: , where
  • Chain Rule:

Facts

If is differentiable at , then must also be continuous at

Suppose If has an Extremum at and differentiable, then

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Rolle's Theorem

Definition

If is continuous and differentiable on the , then

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Mean Value Theorem

Definition

Mean Value Theorem

If is continuous on the , and differentiable on the , then

Cauchy’s Mean Value Theorem

If is continuous on the , and differentiable on the , then , or if

Mean Value Theorem for Definite Integrals

If is continuous on the , then

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L'Hospital's Rule

Definition

Suppose is differentiable on the , or , , and exists, then where

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Darboux Integral

Definition

Darboux integrals are equivalent to Riemann integrals, meaning that a function is Darboux-integrable it is Riemann-integrable, and the values of the two integrals, if they exist, are equal.

Darboux Sums

A partition of an interval is a finite sequence of values such that Each interval is called a sub-interval of the partition.

Let be a bounded function, be a partition of , , and

The upper Darboux sum of with respect to is

The lower Darboux sum of with respect to is

Darboux Integrals

The upper Darboux integral of is

The lower Darboux integral of is

If , then we call the common value the Darboux integral and set

We also say that is Darboux-integrable, simply integrable, or , where is a set of integrable function on a

Useful criterion for the integrability of

Properties

Refinement of a partition

When is a partition and, is satisfied, is a refinement of

If is a refinement of , then

If are two partitions of the same interval, then

and It follows that

Linearity

The Darboux Integration is a linear transformation

Additivity

, where

Facts

Transclude of Continuous-Function#^c92817

Be careful!

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Antiderivative

Definition

Suppose , and the function satisfying the following, then it is called the antiderivative of

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Indefinite Integral

Definition

Suppose . A function satisfying the following is called an indefinite integral of where

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Fundamental Theorem of Calculus

Definition

differentiating a function and integrating a function are inverses of each other apart from a constant value.

First Fundamental Theorem of Calculus

Suppose , and is the Indefinite Integral of on

Second Fundamental Theorem of Calculus

Suppose , and is continuous on and differentiable on . If is Antiderivative of , then

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Integration by Substitution

Definition

Suppose is differentiable on a , , and is continuous on a . Then,

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Integration by Parts

Definition

Suppose is continuous on a , differentiable on a , and . Then,

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Improper Integral

Definition

Open Interval

When the interval, subject to integral, is an open. or

Suppose , and , then the improper integral of on a is defined as

Suppose , and , then the improper integral of on a is defined as

If there exists a limit of the expression, we call is improper integrable.

If is improper integrable on both and , then is improper integrable on a and define

Unbounded Interval

When the interval, subject to integral, is an unbounded. or

Suppose , and , then the improper integral of on a is defined as

Suppose , and , then the improper integral of on a is

If there exists a limit of the expression, we call is improper integrable.

If is improper integrable on both and , then is improper integrable on a and define

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Riemann–Stieltjes Integral

Definition

For a bounded function , a partition of a non-decreasing function on ,

Let be a bounded function, be a partition of a non-decreasing function on a , , and

Stieltjes Sums

The upper Stieltjes sum of with respect to is

The lower Stieltjes sum of with respect to is

Stieltjes Integrals

The upper Stieltjes integral of is

The lower Stieltjes integral of is

If , then we call the common value the Riemann–Stieltjes integral and set

We also say that is Riemann–Stieltjes-integrable or , where is a set of Riemann–Stieltjes integrable function on a

Facts

Suppose , is non-decreasing differentiable function, , then and the following is satisfied

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Sequence

Definition

A function from natural numbers to the element at each position. The notation of a sequence can be generalized to an indexed family.

Subsequence

, where

A sequence formed from the given sequence by deleting some of the elements without disturbing the relative positions of the remaining elements

Increasing and decreasing

Monotonically Increasing Sequence

Monotonically Decreasing Sequence

Strictly Monotonically Increasing Sequence

Strictly Monotonically Decreasing Sequence

Bounded

If , then the sequence is said to be bounded.

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Limit of a Sequence

Definition

Convergence of Sequence

Suppose , If , then is said to converge to the limit

Divergence of Sequence

If , then is said to be divergent

Properties

Arithmetic Operations

If exists, then the following is satisfied

  • , where

Facts

If converges, then the limit is unique.

Squeeze Theorem for Sequences

Suppose be two sequences converging to , and be a Sequence.

If , then

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Cauchy Sequence

Definition

A Cauchy sequence is a Sequence whose elements become arbitrarily close to each other as the sequence progresses.

Facts

Every convergent sequence is a Cauchy sequence

In space, Cauchy sequence converges.

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Completeness

Definition

A Metric Space is complete If and only if every Cauchy Sequence on converges to an element of .

Facts

Consider a complete Metric Space and a subspace . The subspace is complete if and only if is a closed set.

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Monotone Convergence Theorem

e

Definition

If a sequence is monotonically increasing and bounded above, then the sequence converges to the Supremum

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Cantor's Intersection Theorem

Definition

Cantor’s Intersection Theorem

Consider a Topological Space and a nested sequence of non-empty Compact closed subsets of . Then,

Nested Intervals Theorem

Consider a Sequence , where , of closed intervals. The sequence of intervals is called a sequence of nested intervals if

If is a sequence of nested intervals in real numbers, then

It is the special case of the Cantor’s intersection theorem.

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Squeeze Theorem

Definition

Squeeze Theorem for Functions

Suppose , , and

If , then

Squeeze Theorem for Sequences

Suppose be two sequences converging to , and be a Sequence.

If , then

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Bolzano–Weierstrass Theorem

Definition

Infinite bounded Sequence in has a convergent subsequence

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Series

Definition

where is a term of a Sequence

The operation of adding the terms of Sequence one after another.

Partial sum

The summation of the first terms of a Sequence

Rearranged Series

where is Bijective function.

A series that is obtained by changing the order of terms in an original series’ Sequence.

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Limit of a Series

Definition

A Series is said to be convergent when the Sequence of partial sums has a finite limit . Otherwise, the series is said to be divergent.

Properties

Absolute Convergence

Absolute Convergence

Definition

A Series converges absolutely if the series of absolute values converges.

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Conditional Convergence

A Series is conditionally convergent if it is convergent but not absolutely convergent.

Linearity

Suppose , and Then,

Facts

If converges, then

Suppose is a series, and is its rearranged series.

When a Series is absolutely convergent, any rearranged series will still converge to the same value.

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Sequence of Functions

Definition

Suppose , and , then is called a sequence of function on

Series of Functions

where is a term of a sequence of function

Facts

Uniform Limit Theorem

Definition

Consider metric spaces and , and a sequence of Continuous Function between them . If the sequence uniformly converges to , then the function is a Continuous Function.

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Power Series

Definition

Facts

The function is continuous on its convergence interval.

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Analytic Function

Definition

Analytic at a point

on a , then is analytic at a point

If can be expressed as a power series on a for all , then is analytic at a point

Analytic function

If is analytic at a point in any open interval , then is called an analytic function

Properties

Operations

The sums, subtractions, products, and compositions of analytic functions are analytic

Suppose is analytic on , and is analytic on , is analytic on , is analytic on

Suppose is analytic on , is analytic on , and Then, is analytic on the

Facts

A real analytic function is infinitely differentiable

Analytic function can be expressed as Taylor Series

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Pointwise Convergence

Definition

Suppose , is a function, and is a Sequence of Functions whose term has the same domain as the function If , then converges pointwise to on , and the function is said to be the pointwise limit function of the

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Uniform Convergence

Definition

Suppose , is a function, and is a Sequence of Functions whose term has the same domain as the function If , then converges uniformly to on

Facts

Uniformly convergent Sequence of Functions implies Pointwise Convergence

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Cauchy's Uniform Convergence Criterion

Definition

Suppose If , then is uniformly convergent on

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Weierstrass M-test

Definition

Let be a sequence of functions , and be a sequence of non-negative real numbers If , then uniformly and absolutely converges on

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Root Test

Definition

Suppose is a power series, and let If , then converges absolutely If , then diverges

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Radius of Convergence

Definition

Suppose is a power series, and let the radius of convergence , then converges absolutely when , and diverges when If , it is considered , and if , it is considered

Facts

Let be the radius of convergence of a series The series converges uniformly on any closed interval inside a . In other words, If , then the series converges uniformly on a

If the radius of convergence of a series is an , then the radius of convergence of will also be

If the radius of convergence of a series is an , then the radius of convergence of will also be

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Uniform Limit Theorem

Definition

Consider metric spaces and , and a sequence of Continuous Function between them . If the sequence uniformly converges to , then the function is a Continuous Function.

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Abel's Summation Formula

Definition

Abel’s Summation Formula for Natural Numbers

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Abel's Limit Theorem

Definition

Suppose a Power Series has the Radius of Convergence . If the series converges at the boundary points , then it converges uniformly on any closed interval inside a

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Differentiation of Sequence of Functions

Definition

Differentiation of Sequence of Functions

Let

Then converges uniformly on the interval , the limit function is differentiable on , and

Differentiation of Series of Functions

Let

Then converges uniformly, and differentiable on the interval , and

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Differentiation of Power Series

Definition

Suppose a power series has a Radius of Convergence Then, is differentiable on a , and the derivative of is

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Integration of Sequence of Functions

Definition

Integration of Sequence of Functions

If , and converges uniformly to on an interval , then , and where is a set of integrable function on a

Term by Term Integration

If , and converges uniformly to on , then , and where is a set of integrable function on a

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Integration of Power Series

Definition

If a function converges on , then , and where is a set of integrable function on a

Improper Integral of Power Series

If a function , and the power series converges on , then is improper integrable on the , and

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Problems

  • Limit of a function
  • pointwise continuous
  • Uniform continuity
  • Extreme value theorem
  • Intermediate value theorem
  • local minimum and maximum
  • Rolle’s theorem
  • Mean value theorem
  • Cauchy mean value theorem
  • L’Hopital’s Rule
  • Integral function’s conditions
  • Antiderivative
  • Indefinite integral
  • Fundamental theorem of calculus
    • 1st
    • 2nd
  • Convergence of sequence
  • Cauchy’s sequence
  • Monotone convergence theorem
  • Nested interval theorem
  • Bolzano-Weierstrass theorem
  • Absolute, conditional convergence
  • Rearranged array’s converged value
  • Definition of analytic function
  • Pointwise convergence
  • Uniformly convergence
  • Cauchy’s uniform convergence criterion
  • Weierstrass M-test
  • Root test
  • Radius of convergence, convergence interval
  • Uniform limit theorem
  • Abel’s limit theorem
  • Conditions of differentiation of function series
  • Differentiation of power series
  • Conditions of integration of function series
  • Term by Term integration
  • Integration of power series