MA 105 D2 Lecture 1

Ravi Raghunathan

Department of Mathematics

August 7, 2023
About the course

Sequences

Limits of sequences
Course objectives

Welcome to IIT Bombay.

I To help the students achieve a better and more rigourous

understanding of the calculus of one variable.
I To introduce the ideas and theorems in the calculus of several
variables.
I To help students achieve a working knowledge of the tools
and techniques of the calculus of several variables in view of
the applications they are likely to encounter in the future.

For details about the syllabus, tutorials, assignments, quizes,

exams and procedures for evaluation please refer to the course
booklet. The course booklet can also be found on moodle:
http://moodle.iitb.ac.in/login/index.php
The emphasis of this course will be on the underlying ideas and
methods rather than very intricate problem solving involving formal
manipulations (of course, there will be plenty of problems - just
not many with lots of algebra tricks). The aim is to get you to
think about calculus, in particular, and mathematics in general.
Ask questions! There is a good chance that if you don’t understand
something, many other people also do not understand it.
So, any questions before we start?
Sequences
Definition: A sequence in a set X is a function a : N → X , that is,
a function from the natural numbers to X .
In this course X will usually be a subset of (or equal to) R, R2 or
R3 , though we will also have occassion to consider sequences of
functions sometimes. In later mathematics courses X may be the
complex numbers C (MA 412), vector spaces (whatever those
maybe) the set of continuous functions on an interval C([a, b]) or
other sets of functions (MA 110).
Rather than write the value of the function at n as a(n), we often
write an for the members of the sequence. A sequence is often
specified by listing the first few terms

a1 , a2 , a3 , . . .

or, more generally by describing the nth term an . When we want to

talk about the sequence as a whole we sometimes write {an }∞n=1 ,
but more often we once again just write an .
Examples of sequences

1. an = n (here we can take X = N ⊂ R if we want, and the

sequence is just the identity function. Of course, we can also
take X = R).

2. an = 1/n (here we can take X = Q ⊂ R if we want, where Q

denotes the rational numbers, or we can take X = R itself).
n!
3. an = nn (X = Q or X = R).

4. an = n1/n (here the values taken by an are irrational numbers,

so it best to take X = R).

5. an = sin n1 (again the values taken by an are irrational

numbers, so it best to take X = R).

These are all examples of sequence of real numbers.
More examples

6. an = n2 , n1 (here X = R2 or X = Q2 ).

This is a sequence in R2 .

7. fn (x) = cos(nx) (here X is the set of continuous functions on

any interval [a, b] or even on R).
This is a sequence of functions. More precisely, it is a
sequence of continuous functions.
Series
Given a sequence an of real numbers, we can manufacture a new
sequence, namely its sequence of partial sums:

s1 = a1 , s2 = a1 + a2 , s3 = a1 + a2 + a3 , . . .

More precisely, we have the sequence

n
X
sn = ak .
k=1

8. We can take an = r n , forPsome r , i.e., a geometric

progression. Then sn = nk=0 r k .
i
9. sn (x) = ni=0 xi! , or writing it out
P
2 n
sn (x) = 1 + x + x2! + · · · + xn! .
We get a sequence of polynomial functions.
Monotonic sequences
For the moment we will concentrate on sequences in R.
Definition: A sequence is said to be a monotonically increasing
sequence if an ≤ an+1 for all n ∈ N.
Definition: A sequence is said to be a monotonically decreasing
sequence if an ≥ an+1 for all n ∈ N.
A monotonic sequence is one that is either monotonically
increasing or monotonically decreasing.
From the examples in the previous slide, Example 1 is a
monotonically increasing sequence, Example 2 is a monotonically
decreasing sequence.
How about Example 3?
n!
In Example 3 we notice that if an = nn ,

(n + 1)! (n + 1)nn
an+1 = = an × ≤ an ,
(n + 1)(n+1) (n + 1)(n+1)
so the sequence is monotonically decreasing.
Eventually monotonic sequences
In Example 4 (an = n1/n ), we note that
a1 = 1 < 21/2 = a2 < 31/3 = a3 ,
(raise both a2 and a3 to the sixth power to see that 23 < 32 !).
However, 31 /3 > 41/4 > 51/5 . So what do you think happens as n
gets larger?
In fact, an+1 ≤ an , for all n ≥ 3. Prove this fact as an exercise.
Such a sequence is called an eventually monotonic sequence, that
is, the sequence becomes monotonic(ally decreasing) after some
stage. One can similarly define eventually monotonically increasing
sequences.
Let us quickly run through the other examples. Example 5 -
monotonically decreasing. Example 6 - is not a sequence of real
numbers. Example 7 - is a sequence of real numbers if we fix a
value of x . Can it be monotonic for some x? Example 8 is
monotonic for any fixed value of r and so is Example 9 for any
non-negative value of x.
Limits: Preliminaries
While all of you are familiar with limits, most of you have probably
not worked with a rigourous definition. We will be more interested
in limits of functions of a real variable (which is what arise in the
differential calculus), but limits of sequences are closely related to
the former, and occur in their own right in the theory of Riemann
integration.
So what does it mean for a sequence to tend to a limit? Let us
look at the sequence an = 1/n2 . We wish to study the behaviour
of this sequence as n gets large. Clearly as n gets larger and larger,
1/n2 gets smaller and smaller and seems to approach the value 0,
or more precisely
the distance between 1/n2 and 0 becomes smaller and smaller.
In fact (and this is the key point), by choosing n large enough, we
can make the distance between 1/n2 and 0 smaller than any
prescribed quantity.
Let us examine the above statement, and then try and quantify it.
More precisely:

The distance between 1/n2 and 0 is given by |1/n2 − 0| = 1/n2 .

Suppose I require that 1/n2 be less that 0.1 (that is 0.1 is my
prescribed quantity). Clearly, 1/n2 < 1/10 for all n > 3.
Similarly, if I require that 1/n2 be less than 0.0001(= 10−4 ), this
will be true for all n > 100.
We can do this for any number, no matter how small. If  > 0 is
any number,
√
1/n2 <  ⇐⇒ 1/ < n2 ⇐⇒ n > 1/ .

In other words, given any  > 0, we can always find a natural

√
number N (in this case any N > 1/ ) such that for all n > N,
|1/n2 − 0| < .
The rigourous definition of a limit
Motivated by the previous example, we define the limit as follows.
Definition: A sequence an tends to a limit l/converges to a limit l,
if for any  > 0, there exists N ∈ N such that

|an − l| < 

whenever n > N.
This is what we mean when we write

lim an = l.
n→∞

If we just want to say that the sequence has a limit without

specifying what that limit is, we simply say {an }∞
n=1 converges, or
that it is convergent.
A sequence that does not converge is said to diverge, or to be
divergent.
Remarks on the definition
Remarks
1. Note that the N will (of course) depend on , as it did in our
example, so it would have been more correct to write N() in
the definition of the limit. However, we usually omit this extra
bit of notation.
2. We have already shown that limn→∞ 1/n2 = 0. The same
argument works for limn→∞ 1/nα , for any real α > 0. We just
take N to be any integer bigger than 1/1/α for a given .
3. For a given , once one N works, any larger N will also work.
In order to show that a sequence tends to a limit l we are not
obliged to find the best possible N for a given , just some N
that works. Thus, for the sequence 1/n2 and  = 0.1, we took
N = 3, but we can also take N = 10, 100, 1729, or any other
number bigger than 3.
4. Showing that a sequence converges to a limit l is not easy.
One first has to guess the value l and then prove that l
satisfies the definition. We will see how to get around this in
various ways.
More examples of limits
1


Let us show that limn→∞ sin n = 0.
For this we note that for x ∈ [0, π/2], 0 ≤ sin x ≤ x (try to
remember why this is true).
Hence,
| sin 1/n − 0| = | sin 1/n| < 1/n.

Thus, given any  > 0, if we choose some N > 1/, n > N implies
1/n < 1/N < . It follows that | sin 1/n − 0| < .
Let us consider Exercise 1.1.(ii) of the tutorial sheet. Here we have
to show that limn→∞ 5/(3n + 1) = 0. Once again, we have only to
note that
5 5
< ,
3n + 1 3n
and if this is to be smaller than , we must have n > N > 5/3.
Formulæ for limits
If an and bn are two convergent sequences then
1. limn→∞ (an ± bn ) = limn→∞ an ± limn→∞ bn
2. limn→∞ (an bn ) = limn→∞ an · limn→∞ bn .
3. limn→∞ (an /bn ) = limn→∞ an / limn→∞ bn , provided
limn→∞ bn 6= 0

Implicit in the formulæ is the fact that the limits on left hand side
exist if the limits on the right hand side exist.
Note that the constant sequence an = c has limit c, so as a special
case of (2) above we have

lim (c · bn ) = c · lim bn .
n→∞ n→∞

Using the formulæ above we can break down the limits of more
complicated sequences into simpler ones and evaluate them.
The Sandwich Theorem(s)
Theorem 1: If an , bn and cn are convergent sequences such that
an ≤ bn ≤ cn for all n, then

lim an ≤ lim bn ≤ lim cn .

n→∞ n→∞ n→∞

A second version of the theorem is especially useful:

Theorem 2: Suppose limn→∞ an = limn→∞ cn . If bn is a sequence
satisfying an ≤ bn ≤ cn for all n, then bn converges and

lim an = lim bn = lim cn .

n→∞ n→∞ n→∞

Note that we do not assume that bn converges in this version of

the theorem - we get the convergence of bn for free . Together
with the rules for sums, differences, products and quotients, this
theorem allows us to handle a large number of more complicated
limits.
An example using the theorems above
Consider Exercise 1.2.(iii) on the tutorial sheet. We have to show
that
n3 + 3n2 + 1
lim 4
n→∞ n + 8n2 + 2
exists and to evaluate it.
It is clear that
n3 + 3n2 + 1 1 3 1
0< ≤ + 2 + 4.
n4 + 8n2 + 2 n n n
How do we get this? Note that n3 /(n4 + 8n2 + 2) < n3 /n4 = 1/n,
and the other two terms can be handled similarly.
Hence, applying the Sandwich Theorem (Theorem 2) to the
sequences
n3 + 3n2 + 1 1 3 1
an = 0, bn =4 2
and cn = + 2 + 4
n + 8n + 2 n n n
we see that the limit we want exists provided limn→∞ cn exists, so
this is what we must concentrate on proving.
The limit limn→∞ cn exists provided each of the terms appearing in
the sum has a limit and in that case it is equal to the sum of the
limits (by the first formula). But each of these limits is quite easy
to evaluate.
We already know that

lim 1/n = 0 = lim 1/n4 ,

n→∞ n→∞

while

lim 3/n2 = 3 · lim 1/n2 = 0

n→∞ n→∞

where we have used the special case of the second formula (limit
of the product is the product of the limits) for the first equality in
the equation above. Since all three limits converge to 0, it follows
the given limit is 0 + 0 + 0 = 0.
Bounded Sequences

The formulæ and theorems stated above can be easily proved

starting from the definitions. We will prove the second formula and
leave the other proofs as exercises.
Definition: A sequence an is said to be bounded if there is a real
number M > 0 such that |an | ≤ M for every n ∈ N. A sequence
that is not bounded is called unbounded.
In our list of examples, Example 1 (an = n) is an example of an
unbounded sequence, while Examples 2 - 5
(an = 1/n, sin(1/n), n!/nn , n1/n ) are examples of bounded
sequences.
Bounded sequences don’t necessarily converge - for instance
an = (−1)n . However,
Convergent sequences are bounded

Lemma: Every convergent sequence is bounded.

Proof: Suppose an converges to l. Choose  = 1. There exists
N ∈ N such that |an − l| < 1 for all n > N. In other words,
l − 1 < an < l + 1, for all n > N, which gives |an | < l + 1 for all
n > N. Let

M1 = max{a1 , a2 , . . . , aN }
and let M = max{M1 , l + 1}. Then |an | < M for all n ∈ N.
We will use this Lemma to prove the product rule for limits.
The proof of the product rule
We wish to prove that limn→∞ an bn = limn→∞ an · limn→∞ bn .
Suppose limn→∞ an = l1 and limn→∞ bn = l2 . We need to show
that limn→∞ an bn = l1 l2 .
Fix  > 0. We need to show that we can find N ∈ N such that
|an bn − l1 l2 | < , whenever n > N. Notice that

|an bn − l1 l2 | = |an bn − an l2 + an l2 − l1 l2 |
= |an (bn − l2 ) + (an − l1 )l2 |
≤ |an ||bn − l2 | + |an − l1 ||l2 |,

where the last inequality follows from the triangle inequality. So in

order to guarantee that the left hand side is small, we must ensure
that the two terms on the right hand side together add up to less
than . In fact, we make sure that each term is less than /2.
The proof of the product rule, continued
Since an is convergent, it is bounded by the lemma we have just
proved. Hence, there is an M such that |an | < M for all n ∈ N.
Given the quantities /2l2 and /2M, there exist N1 and N2 such
that
|an − l1 | < /2l2 and |bn − l2 | < /2M.
Let N = max{N1 , N2 }. If n > N, then both the inequalities above
hold. Hence, we have
   
|an ||bn − l2 | ≤ M · = and |an − l1 ||l2 | ≤ l2 · = .
2M 2 2l2 2
Now it follows that

|an bn − l1 l2 | ≤ |an ||bn − l2 | + |an − l1 ||l2 | < ,

for all n > N, which is what we needed to prove.

The proofs of the other rules for limits are similar to the one we
proved above. Try them as exercises.
A guarantee for convergence

As we mentioned earlier, proving that a limit exists is hard because

we have to guess what its value might be and then prove that it
satisfies the definition. The following theorem guarantees the
convergence of a sequence without knowing the limit beforehand.
Definition: A sequence an is said to be bounded above (resp.
bounded below) if an < M (resp. an > M) for some M ∈ R.
A sequence that is bounded both above and below is obviously
bounded.
Theorem 3: A montonically increasing (resp. decreasing) sequence
which is bounded above (resp. below) converges.
Remarks on Theorem 3
Theorem 3 clearly makes things very simple in many cases. For
instance, if we have a monotonically decreasing sequence of
positive numbers, it must have a limit, since 0 is always a lower
bound!
Can we guess what the limit of a monotonically increasing
sequence an bounded above might be?
It will be the supremum or least upper bound (lub) of the sequence.
This is the number, say M which has the following properties:
1. an ≤ M for all n and
2. If M1 is such that an ≤ M1 for all n, then M ≤ M1 .
The point is that a sequence bounded above may not have a
maximum but will always have a supremum. As an example, take
the sequence 1 − 1/n. Clearly there is no maximal element in the
sequence, but 1 is its supremum.
Another monotonic sequence
Let us look at Exercise 1.5.(i) which considers the sequence
 
1 2
a1 = 3/2 and an+1 = an + .
2 an
 
1 2
an+1 < an ⇐⇒ 2 an + an < an
√
⇐⇒ 2 < an .

On the other hand,

√
 
1 2
an + ≥ 2, (Why is this true?)
2 an
√ √
so an+1 ≥ 2 for all n ≥ 1 and a1 > 2 is given.
Hence, {a√ ∞
n }n=1 is a monotonically decreasing sequence, bounded
below by 2. By Theorem 3, it converges.
Exercise 1. What do you think is the limit of the above sequence
(Refer to the supplement to Tutorial 1)?
More remarks on limits
Exercise 2. More generally, what is the limit of a monotonically
decreasing sequence bounded below? How can you describe it?
This number is called the infimum or greatest lower bound (glb) of
the sequence.
The proof of Theorem 3 is not so easy and more or less involves
understanding what a real number is. It is related to the notion of
a Cauchy sequence about which I will try to say something a little
later (again, refer to the supplement to Tutorial 1).
An important remark: If we change finitely many terms of a
sequence it does not affect the convergence of a sequence or the
fact that it is bounded or unbounded.
If it is convergent, the limit will not change. If it is bounded, it will
remain bounded though the supremum may change. Thus, an
eventually monotonically increasing sequence bounded above will
converge (formulate the analogue for decreasing sequences).
Bottomline: From the point of view of the limit, only what
happens for large n matters.