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MATH101

GNU General Public License v3.0 licensed. Source available on github.com/zifeo/EPFL.

Fall 2013: Analysis I

[TOC]

Sets

  • subsets
  • sets operations

Functions

  • vertical line test
  • properties
    • even(symetric y-axis)/odd(symetric origine)
      • increasing/decreasing/monotone(in. or de.)
  • important functions
    • constant/linear
      • polynomial
      • power
      • rational
      • exponential/logarithm
      • trigonometric : sin, cos, tan, csc, sec, cot
  • linear transformation of functions
    • strech vertically : $cf(x)$
      • reflect about y-axis : $-f(x)$
      • shift vertically $f(x)+d$
      • shrink horizontally $f(cx)$
      • reflect about x-axis $f(-x)$
      • shift horizontally $f(x+d)$
  • inverse function
    • one-to-one : never takes twice the same value
    • onto : every vale in the codomain is hit at least once
    • bijective : both
  • piecewise defined function
  • composite function
  • some identities
    • $\sin 2x=2\sin x\cos x$
    • $\cos 2x=1-2\sin^2 x$
      • $x^3+y^3=(x+y)(x^2-xy+y^2)$
      • $\sqrt{b}-\sqrt{a}=\frac{b-a}{\sqrt{b}+\sqrt{a}}$
      • $\frac{1}{2}+\frac{1}{2^2}+\frac{1}{2^3}+\cdots+\frac{1}{2^n}=1-\frac{1}{2^n}$
      • $\tan^2 x +1=\frac{1}{\cos^2 x}$
      • $\cot^2 x +1=\frac{1}{\sin^2 x}$
      • $\sin(a+b)=\sin a\cos b+\cos a\sin b$
      • $\cos(a+b)=\cos a\cos b-\sin a\sin b$

Sequences

  • convergence
  • properties
    • increasing/decreasing/monotone(in. or de.)

Limits

A limit exists iff both sided limits exist.

  • limits rules
  • squeeze theorem
  • bounds
  • sequence definition of limits <=> eplison-delta defintion
  • infinite limits
    • $e^x = \lim_{n\to \infty} (1+\frac{x}{n})^n$
  • limits laws for functions

Continuity

Continus if the limit exists at each point.

  • intermediate value theorem : suppose $f$ continuous on $[a,b]$ and $f(a)\not =f(b)$, let $N$ be a number between $f(a)$ and $f(b)$, then there exist a $c$ such that $f(c)=N$.

  • continuity of an inverse function

  • discontinuities

    • removable discontinuities (one point displaced, sided limits equivalent)
      • jump discontinuities (sided limits differ)
      • infinite discontinuities (one sided limit does not exist)
      • be careful of absolute value when simplification
      • simplification does not change the discontinuities
  • asymptotes

    • vertical $x \to a, f(x) \to \infty$
    • horizontal $x \to \infty, f(x) \to a$
      • $\frac{ax-b}{x+c}$ h-asy at $a$, v-asy at $-c$, x-intercept at $x=\frac{b}{a}$
      • slope of the obl-asy $=\lim_{x\to\infty} \frac{f(x)}{x}$

Derivatives

$f'(x)=\lim_{x\to a}\frac{f(x)-f(a)}{x-a}$ ou

$f'(x)=\lim_{h\to 0}\frac{f(x+h)-f(x)}{h}$

  • tagent line

  • differentiable : differentiale except if there is a corner, a discontinuity or a vertical tangent.

  • rules of differentiation

    • $\tan'x=\sec^2x$
      • $\csc'x = -\csc x\cot x$
      • $\sec'x = \sec x\tan x$
      • $\cot'x = -\csc^2x$
      • $\sin'^{-1}x = \frac{1}{\sqrt{1-x^2}}$
      • $\cos'^{-1}x = -\frac{1}{\sqrt{1-x^2}}$
      • $\tan'^{-1}x = \frac{1}{1+x^2}$
      • $\csc'^{-1}x = -\frac{1}{x\sqrt{x^2-1}}$
      • $\sec'^{-1}x = \frac{1}{x\sqrt{x^2-1}}$
      • $\cot'^{-1}x = -\frac{1}{1+x^2}$
      • $\ln'g(x) = \frac{g'(x)}{g(x)}$
      • $\log_a'x = \frac{1}{x\ln a}$
      • chain rule
  • derivative of inverse function : $(f^{-1})'(a)=\frac{1}{f'(f^{-1}(a))}$ ou $(f^{-1})'(f(a))=\frac{1}{f'(a)}$.

  • extreme value theorem : if $f$ continuous on $[a,b]$, then $f$ attains an absolute maximum and an absolute minimum on some number in that interval.

  • Bolzano-Weierstress theorem : every bounded sequence has a convergent subsequence.

  • Fermat's theorem : if $f$ has a local extremum at $c$ and $f'(c)$ exists, then $f'(c)=0$.

  • critical numbers/points : a critcal number of a function $f$ is a number $c$ in the domain of $f$ such that either $f'(c)=0$ or $f(c)$ does not exist. Can also be a vertical tangent but it has to be defined in the domain.

  • local maximum/minimum near a point

  • absolute/global maximum/minimum

  • closed interval method : find the values of $f$ at the critical numbers on $[a,b]$ and at the endpoints of the interval, then the largest is the maximum and vice versa.

  • Rolle's theorem : if $f$ continuous on $[a,b]$ and differentiable on $(a,b)$ and $f(a)=f(b)$, then there is a number $c$ in $(a,b)$ such that $f'(c)=0$.

  • mean value theorem : if $f$ continuous on $[a,b]$ and differentiable on $(a,b)$, then there is a number $c$ in $(a,b)$ such that $f'(c)=\frac{f(b)-f(a)}{b-a}$.

  • function increasing/decreasing

  • 1st derivative test :

    • if $f'$ changes from postive to negative at $c$, it is a local maximum
      • if $f'$ changes from negative to positive at $c$, it is a local maximum
      • if $f'$ does not change sign at $c$, nothing
      • if $\forall x &gt; c, f'(x)&gt;0$ and $\forall x &lt; c, f'(x)&lt;0$, then $f(c)$ is the absolute maximum
      • if $\forall x &gt; c, f'(x)&lt;0$ and $\forall x &lt; c, f'(x)&gt;0$, then $f(c)$ is the absolute minimum
  • function bendings (inflexion points)

  • concavity test :

    • if $\forall x \in I, f''(x) &gt; 0$, the function is concave upward on I :)
      • if $\forall x \in I, f''(x) &lt; 0$, the function is concave downward on I :(
  • Cauchy's mean value theorem : let $f$,$g$ be continuous on $[a,b]$ and differentiable in $(a,b)$, then $\frac{f'(c)}{g'(c)}=\frac{f(b)-f(a)}{g(b)-g(a)}$.

  • De l'Hospital's rule : suppose $f$ and $g$ are differentiable and $g'(x)\not = 0$ on an open interval $I$ that contains $a$. If the limit $f$ and the limit $g$ go both to $0$ or $\infty$ as $x\to a$, then $\lim_{x\to a} \frac{f'(x)}{g'(x)}$.

Series

  • arithmetic series : converge to $\sum_{n=1}^\infty n=\frac{n(n+1)}{2}$

  • geometric series : converge to $\sum_{n=1}^\infty ar^{n-1}=\frac{a}{1-r}$ if $|r|&lt;1$

  • Riemann series : $\sum_{n=1}^\infty \frac{1}{p^\alpha}$ converges if $\alpha &gt;1$

  • laws of sequences

  • sequences and series : if the series $\sum a_n$ is convergent, then $\lim a_n=0$.

  • find the terms : $S_n - S_o = a_n$ where $S_o$ is the one before $S_n$.

  • convergences tests

    • divergence test : if $\lim a_n$ does not exist or is not equal to $0$, then the series is divergent.
      • limit test : (both positive) if $\lim_{n\to \infty} \frac{a_n}{b_n}=c$ where $c$ is a finite number bigger than $0$, then either both converge or diverge.
    • comparison test
      • alternating series test : if for all postive the next is smaller than the previous one and $\lim_{n\to \infty} b_n=0$, then the series converge.
    • ratio test : $\lim_{n\to \infty} |\frac{next}{previous}|$ gives less than $1$, it is convergent, divergent if bigger than $1$, else inconclusive.
      • root test : $\lim_{n\to \infty} \sqrt[n]{|a_n|}$, same conclusion as ratio test.
      • integral test : for continuous, positive, deacreasing function on $[1,\infty)$, the series is convergent iff $\int_1^\infty f(x)dx$ is convergent.
  • alternating series

  • absolute convergence (conditionnaly) : a series $\sum a_n$ is called absolutely convergent if $\sum |a_n|$ converges, it is conditionnaly convergent.

  • power series : $\sum_{n=0}^\infty c_n(x-a)^n$ is called centered at $a$.

    • radius of convergence : series could converge only when $x=a$, for all $x$ or for a positive number $R$ such that the series converges if $|x-a|&lt;R$. Apply ratio test to find it.
      • infinite many times differentiable
      • derivative/integration
  • Taylor series (called Mclaurin series if centered at $0$) : $\sum_{n=0}^\infty \frac{f^{(n)}(a)}{n!}(x-a)^n$

  • analyctic functions

    • $\frac{1}{1-ax}=\sum_{n=0}^\infty (ax)^n=1+ax+ax^2+ax^3+\cdots$
      • $\frac{1}{1+x}=\sum_{n=0}^\infty (-x)^n=1-x+x^2-x^3+\cdots$
      • $\frac{1}{(1-x)^2}=\sum_{n=0}^\infty (n+1)x^n=1+2x+3x^2+4x^3+\cdots$
      • $\sin x=\sum_{n=0}^\infty (-1)^n \frac{x^{2n+1}}{(2n+1)!}=x-\frac{x^3}{3!}+\frac{x^5}{5!}-\cdots$
      • $\cos x=\sum_{n=0}^\infty (-1)^n \frac{x^{2n}}{(2n)!}=1-\frac{x^2}{2!}+\frac{x^4}{4!}-\cdots$
      • $\tan^{-1} x=\sum_{n=0}^\infty (-1)^n \frac{x^{2n+1}}{2n+1}=x-\frac{x^3}{3}+\frac{x^5}{5}-\cdots$
      • $ln(1+x)=\sum_{n=1}^\infty (-1)^n \frac{x^n}{n}=x-\frac{x^2}{2}+\frac{x^3}{3}-\cdots$

Integral

  • Riemann sum : $\lim_{x\to \infty} \sum_0^n f(x_i^*)\Delta x$
  • rules of integration
    • $\int \frac{1}{x}dx=\log x$
    • $\int \frac{1}{x\log x}dx=\log (\log x)$
    • $\int \frac{1}{x\log^2 x}dx=-\frac{1}{\log x}$
  • fundamental theorem of calculus : if $f$ is continuous on $I$ then the function $g$ is continuous, differentiable and definded by $g(x)=\int_a^x f(t)dt$ and $g'(x)=f(x)$. if $f$ in continous on $I$, then $\int_a^b f(x)dx = F(b)-F(a)$.