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A Cour e 1n
Ana ysis
lb f 1
(t )dt =f b) - f (a)
n
A Course in
Analysis
-----VoLI----
lntroductory calculus
Analysls of Functions of One Real Variable
Vol. II
Part 3 Differentiation of Functions of Several Variables
Part 4 Integration of Functions of Several Variables
Part 5 Vector Calculus
Vol. III
Part 6 Measure and Integration Theory
Part 7 Complex-valued Functions of a Complex Variable
Part 8 Fourier Analysis
Vol. IV
Part 9 Ordinary Differential Equations
Part 10 Partial Differential Equations
Part 11 Calculus of Variations
Vol. V
Part 12 Functional Analysis
Part 13 Operator Theory
Part 14 Theory of Distributions
Vol. VI
Part 15 Differential Geometry of Curves and Surfaces
Part 16 Differentiable Manifolds and Riemannian Geometry
Part 17 Lie Groups
Vol. VII
Part 18 History of Analysis
Introductory Calculus
Analysis of Functions of One Real Variable
Niels Jacob
Kristian P Evans
Swansea University, UK
A COURSE IN ANALYSIS
Volume I: Introductory Calculus, Analysis of Functions of One Real Variable
Copyright © 2016 by World Scientific Publishing Co. Pte. Ltd.
All rights reserved. This book, or parts thereof, may not be reproduced in any form or by any means, electronic or
mechanical, including photocopying, recording or any information storage and retrieval system now known or to
be invented, without written permission from the publisher.
For photocopying of material in this volume, please pay a copying fee through the Copyright Clearance Center,
Inc., 222 Rosewood Drive, Danvers, MA 01923, USA. In this case permission to photocopy is not required from
the publisher.
ISBN 978-981-4689-08-3
ISBN 978-981-4689-09-0 (pbk)
Printed in Singapore
Preface
We are currently living in times where many undergraduates consider the
internet as their main, if not their only source for supporting their academic
studies. Furthermore, many publishers prefer short textbooks directly related
to modules as the best solution for mathematics textbooks. This project,
namely to write and publish a whole course on analysis consisting of up to 6
volumes, therefore, may appear to be going against the grain, perhaps even
a Don Quixote’s style fight against modernity. However the motivation for
developing these volumes has slowly emerged over the last few years by our
observations while teaching analysis to undergraduates.
Five years ago, after long discussions and preparations we changed the un-
dergraduate mathematics provision at Swansea University. We now think
more in terms of courses than modules. Our analysis course runs over five
terms as does our algebra course, and both are compulsory for all students.
Clearly there are still choices and in particular in the final year students can
v
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A COURSE IN ANALYSIS
choose out of quite a few advanced modules. A further, rather important new
feature of the new provision is that we leave (whenever possible) each course
for each cohort in the hands of one lecturer. The students seem to favour
this type of continuity in terms of both the presentation of material and the
lecturer, and more importantly they are performing much better than they
have done in previous years.
Our aim is to provide students and lecturers with a coherent text which can
and should serve entire undergraduate studies in Analysis. The Course can
also be used as a standard reference work. It might be worth mentioning
that for graduate students in analysis such a lack of a modern course was
also felt at no other place but Princeton University. E.M. Stein’s four-volume
course “Princeton Lectures in Analysis” published jointly with R. Shakarchi
between 2003 - 2011 is a response to such a real need, i.e. multiple-volume
courses are by no means out of date, maybe they are needed more than ever
to give students a foundation and a lasting reference for their mathematical
education and beyond.
The first named author has taught mathematics, mainly analysis related
topics, but also geometry and probability theory, for over 38 years at 7 uni-
versities in 2 countries. The material in this course is based on ca. 40
different modules he has taught over the years. For these volumes the mate-
vi
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PREFACE
rial was of course rearranged and amended, but nonetheless to a large extent
they reflect still the provision. This first volume covers first year analysis
as taught by the first named author with the support of the second named
author in Swansea in the academic year 2010/11, an introduction to calculus
and analysis of functions of one variable.
Finally we want to thank all who have supported us in writing this volume,
in particular the World Scientific Press team.
Niels Jacob
Kristian P. Evans
Swansea, January 2015
vii
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Contents
Preface v
3 Mathematical Induction 39
6 Derivatives 91
ix
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A COURSE IN ANALYSIS
21 Differentiation 293
x
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CONTENTS
Appendices 471
References 733
xi
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Endl, K., und Luh, W., Analysis I, 3. Aufl. Analysis II, 2. Aufl. Akade-
mische Verlagsgesellschaft, Wiesbaden 1975 und 1974.
xiii
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A COURSE IN ANALYSIS
Heuser, H., Lehrbuch der Analysis. Teil 1 und 2. B.G. Teubner Verlag,
Stuttgart 1980 und 1981.
For compiling the lists of formulae in some of the appendices we used often
Solved problems are important for students and we used some existing col-
lections of solved problems to supplement our selection. Sometimes these
collections served only to get some ideas, on some occasions we picked prob-
lems but provided different or modified solutions, but here and there we used
complete solutions. The main sources which are very valuable for students
are
Spiegel, M.R., Real Variables. Schaum’s Outline Series Theory and Prob-
xiv
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Niels Jacob
xv
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July 21, 2015 11:31 World Scientific Book - 9.75in x 6.5in reduction˙9625 page 13
List of Symbols
N natural numbers
kN := {n ∈ N | n = km for m ∈ N}
N0 := N {0}
Z integers
Q rational numbers
R real numbers
R+ non-negative real numbers
Rn = R × · · · × R set of ordered n-tuples of real numbers
x−1 := x1
xn := x · x · . . . · x (n factors)
1 √
a n or n a nth root of a
n √
x m = m xn
x > 0 x is strictly greater than 0
x < 0 x is strictly less than 0
x ≥ 0 x is non-negative
x ≤ 0 x is non-positive
|x| absolute value of x
∞ infinity
−∞ negative infinity
n! n factorial
n
k
binomial coefficient
max{a1 , . . . , an } maximum of a1 , . . . , an
min{a1 , . . . , an } minimum of a1 , . . . , an
n
aj finite sum of aj
j=1
∞
ak infinite series
k=1
k
aj = am + am+1 + · · · + ak
j=m
xvii
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A COURSE IN ANALYSIS
n
aj finite product of aj
j=1
n
= al · al+1 · . . . · an
j=l
∞
j=1 aj infinite product of aj
X ×Y Cartesian product
∅ empty set
P(X) power set of the set X
∈ belongs to
∈
/ does not belong to
x • y binary operation
⊂ set subset
M1 \ M2 set subtraction
set intersection
set union
A complement of A
=⇒ implies
xRy relation
∼ equivalence relation
[a] equivalence class
∨ or
∧ and
⇐⇒ equivalence (statements)
∀ for all
∃ there exists
¬p negation of p
N
Aj finite union of sets Aj
j=1
N
Aj finite intersection of sets Aj
j=1
B (a) := {x ∈ R | |x − a| < }
xviii
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LIST OF SYMBOLS
xix
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A COURSE IN ANALYSIS
xx
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LIST OF SYMBOLS
xxi
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A COURSE IN ANALYSIS
xxii
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xxiii
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XXI
HOW THE BLESSED FRANCIS MADE ANSWER TO THE
LADY POVERTY
And when my Lady had made an end of speaking, the Blessed
Francis, with his Companions, fell upon his Face, giving Thanks to
God, and said: Thy Sayings, O Lady, are well-pleasing unto us, nor
in ought that thou hast said can we find any Fault. All that we have
heard in our Land concerning thy Words 3 Kings x. 6.
and thy Wisdom, is most true; nay, far greater is thy Wisdom than
the Fame thereof. Blessed are thy Servants and Disciples, who
dwell forever with thee and hear thy Words of Wisdom. May the
Lord thy God, to Whom thou wast pleasing from all Eternity, be
forever blessed, Who loved thee and made thee Queen, that thou
mightest execute Judgment and Mercy on thy Servants. O how
good and how sweet is thy Spirit, chastising Wisdom xii. 1.
the Erring, and admonishing Sinners. Behold, O Lady, by the Love
wherewith the Eternal King did love thee, by the Love wherewith
thou didst love Him, we beseech thee do not despise our petition,
but deal with us according to thy Mercy and Wisdom xvii. 1.
Loving-kindness. Great are thy Works, and beyond the Tongue of
man to tell, wherefore undisciplined Souls fly from thee, for thou
walkest alone in rocky Places, terrible as an Cant. vi. 3.
Army set in Array,[26] and Fools cannot dwell with thee. But we are
thy servants and the Sheep of thy Pasture Ps. xcix. 2.
Forever, and Forever and Ever, have we sworn and determined to
keep the Judgments of thy Justice. Ps. cxviii. 106.
XXII
HOW THE LADY POVERTY GAVE HER CONSENT
At these Words my Lady Poverty was deeply moved, and as her
Property is to have Mercy and Collect from the Litany of the
Saints.
spare, she could restrain
herself no longer, but having speedily embraced them, and given to
each the Kiss of Peace, she said: Behold, my Brothers and my
Sons, I will come with you, because I know that through you I shall
win many more.
XXIII
HOW THE BLESSED FRANCIS THANKED GOD FOR THE
CONSENT OF THE LADY POVERTY
But the Blessed Francis, beside himself for joy, began to praise
Almighty God with a loud Voice, for that He had not abandoned
those who trusted in Him, saying: Bless the Lord, all ye His Elect,
keep Days of Rejoicing, and give Glory unto Tob. xiii. 10.
Him, for He is Good and His Mercy Ps. cv. 1.
endureth Forever. And coming down from the Mountain they
brought my Lady Poverty to the Place where they dwelt. And it was
about the Sixth Hour.
XXIV
OF THE SOJOURN OF MY LADY POVERTY WITH THE
BROTHERS
And when the Brothers had made all Things ready, they urged the
Lady Poverty to eat with them. But she said unto them: Show me
first your Oratory, the Cloister and Chapter House, the Refectory,
Kitchen, Dormitory, and Stables, your fine Seats and polished
Tables and noble Houses. For I see none of these Things, and yet I
do see that you are blithe and cheerful, abounding in Joy, filled
with Consolation, as if you expected all these Things to be supplied
to you at will. But they made answer and said: O Lady and Queen,
we thy Servants are weary with the long Journey, and thou in
coming with us hast endured not a little. Therefore, if it please
thee, let us eat first, and thus refreshed, we will do thy Bidding.
And my Lady answered: It pleaseth me well. But first bring Water
that we may wash our Hands, and a Cloth wherewith to dry them.
And they brought forth a broken earthenware Vessel—for they had
no sound one—full of Water. And having poured the Water on her
hands they searched on all sides for a Cloth. But when none could
be found, one of the Brethren offered the Habit he wore, that
therewith my Lady might wipe her Hands. And giving Thanks she
took it, magnifying God with all her Heart Who had given her such
Men as Companions.
And after this they led her to the Place where the Table was made
ready. But she looked round about, and seeing Nothing save three
or four Crusts of Barley-bread laid upon the Grass, she marvelled
exceedingly within herself, saying: Who ever saw the Like in the
Generations of Old? Blessed art Thou, Wisdom xii. 13, 18, 19.
O Lord God, Who hast care of All, for Thy Power is at hand when
Thou wilt, and Thou hast taught Thy People, that by such Works
they may please Thee. And thus they sat a while giving Thanks to
God for all His Gifts. Then my Lady Poverty commanded them to
bring in Dishes the Food which they had cooked. But they fetched a
Basin full of cold Water, that all might dip their Bread therein, for
here was there no abundance of Dishes or superfluity of Cooks. My
Lady Poverty then begged that she might at least have some
uncooked savoury Herbs, but having neither Garden nor Gardener,
the Brethren gathered some wild Herbs in the Wood, and placed
them before her. Who said: Bring me a little Salt, that I may savour
these Herbs, for they are bitter. But they answered her: Then must
thou tarry a while, Lady, until we go into the City to obtain it, if
haply there should be any one who would give us some. Then she
asked them, saying: Fetch hither a Knife that I may trim these
Herbs, and cut the Bread, which verily is hard and dry. Who
answered: O Lady, we have no Smith to make us knives. For the
present, use thy Teeth in the place of a Knife, and afterwards we
will provide. Whereupon she said: Have you a little Wine? To which
they answered: No, Lady, we have no Wine, for the necessaries of
Man’s Life are Bread and Water, and it is Eccli. xxix. 28.
not good for thee to drink Wine, for the Spouse of Christ should
shun Wine as Poison.
And when they were satisfied, rejoicing more in the Nobility of
Want than if they had had an Abundance of All Things, they
blessed the Lord, in Whose Sight they had found such Favour, and
led my Lady Poverty to a Place where she might sleep, for she was
weary. And she lay down upon the bare ground. And when she
asked for a Pillow, they straightway brought her a Stone, and laid it
under her Head. So after she had slept for a brief space in Peace,
she arose and asked the Brothers to show her their Cloister. And
they, leading her to the Summit of a Hill, showed her the wide
World, saying: This is our Cloister, O Lady Poverty. Thereupon she
bade them all sit down together, and opening her Mouth she began
to speak unto them Words of Life, saying:
XXV
HOW MY LADY POVERTY BLESSED THE BROTHERS,
EXHORTING THEM TO PERSEVERE IN THE GRACE
WHICH THEY HAD RECEIVED
Blessed are you, my Sons, of the Lord who made Heaven and
Earth, who have received me into your House with such Fulness of
Charity that it seems to me as if, being with you, I had to-day been
in Paradise. Wherefore I am full of Joy and abound in Consolation,
and I ask pardon of you for having so long delayed my Coming.
Verily the Lord is with you, and I knew it Gen. xxviii. 16.
not. Behold, what I longed for I see, what I desired I hold, for I am
joined to them that are a type Antiphon at the Benedictus in the
Feast of St Agnes.
upon Earth of Him to Whom I
am espoused in Heaven. The Lord bless your Fortitude, and receive
the Work of your Hands. I pray and most Deut. xxxiii. 11.
earnestly beseech you, as most dear Sons, to persevere in those
Things which you have begun by the Inspiration of the Holy Ghost,
not abandoning your Perfection as is the Custom with some, but
avoiding all the Snares of Darkness, strive ever after Things more
Perfect. Most high is your Perfection, above Man and the Strength
of Man, and it excels in its Brightness the Perfection of your
Forefathers. Have no Doubt or Fear concerning the Kingdom of
Heaven, for you already hold the Earnest of Future Inheritance and
a Pledge of the Spirit, being sealed with the Eph. i. 14.
Seal of the Glory of Christ, and are like in 2 Cor. v. 5.
all things, by His Grace, to that first Company of Disciples which He
gathered about Him when He came into the World. For that which
they did when He was with them, you have done not seeing Him,
and you need not fear to say: Behold we Matt. xix. 27.
have left all Things and have followed Thee.
Let not the Greatness of the Fight, nor the Magnitude of the Labour
hinder you, for Great shall be your Reward. Heb. x. 35.
Looking unto the Author and Finisher of All Heb. xii. 2.
Good Things, Our Lord Jesus Christ, Who having Joy set before
Him, endured the Cross, despising the Shame, hold fast to the
Confession of your Hope, without wavering. Heb. x. 23.
Run with Charity to the Fight that is before you; run, too, with
Patience which is most necessary to you, that by so doing the Will
of God you may receive the Promise. For God is able by His Holy
Grace to bring to a happy Consummation, the Work which is above
your Strength, because He is faithful to His Promises. Let nothing
be found in you pleasing to the Spirit of the Eph. ii. 2.
Children of Unbelief, let there be no Doubt or Hesitation, lest in
working their Wickedness against you, they convict you of Consent.
For it is a proud Spirit, but its Pride and Isa. xvi. 6.
Arrogancy are greater than its Strength. This Spirit is exceeding
wrath with you, and it will turn against you all the Arms of its
Cunning. It will seek to pour out the Venom of its Malice upon you,
like one who in fighting had thought all his Enemies vanquished,
and now rages to see you looking down upon him. All the
Inhabitants of Heaven, O dearest Brothers, rejoice exceedingly in
your Conversion, and have sung a new Song before the Face of the
Eternal King. The Angels rejoice because of you, for through you
many shall continue Virgins, they shall be resplendent in Chastity,
and shall fill the empty places in the City on High, where Virgins are
established in especial Glory, for those that neither marry nor are
given in Marriage are like the Angels in Matt. xxii. 30.
Heaven. The Apostles exult at seeing their Life renewed, and their
Doctrine preached, and because you show an Example of the
Highest Sanctity. And the Martyrs exult, waiting to see their
Constancy in the Shedding of Blood made manifest in you also. The
Confessors dance before the Lord, knowing that their Victory in the
Face of the Enemy is often to be repeated in you. The Virgins who
follow the Lamb whithersoever He goeth, Rev. xiv. 4.
likewise rejoice, knowing that by you many will be daily added to
their Number. The Whole Court of Heaven is filled with Joy, for daily
shall they keep the Festival of some new Inhabitant, and because
they shall be continually incensed with the Odour of Holy Prayers
ascending from this Valley of Tears.
Therefore, I beseech you, dear Brothers, by Rom. xii. 1.
the Mercy of God, for which you have made yourselves thus Poor,
carry out that which you have come to do, for which you left the
Rivers of Babylon. Receive in all Humility the Grace which has been
given you, use it worthily in All Things, and always for the Praise,
Honour, and Glory of Him Who died for you, Our Lord Jesus Christ,
Who with the Father and the Holy Ghost, liveth and reigneth,
Victorious and Glorious, Eternal God, World without End,
AMEN
This Work was done in the Month of July, after the Death of the
Blessed Francis, in the Year One thousand two hundred and
twenty-seven after the Incarnation of OUR LORD and SAVIOUR,
JESUS CHRIST.
ON THE SPIRITUAL SIGNIFICANCE
OF EVANGELICAL POVERTY
BY
IN TUSCANY.
Tuscan Towns—Tuscan Types—The Tuscan Tongue, etc.