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O X
F O
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D
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D
I P L O
M
A
M AT H E M AT I C S
P
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O
G R
A
M
M
E
HI GH E R
LE V E L
C A LC U LU S
Josip Harcet
Lorraine Heinrichs
Palmira Mariz Seiler
Marlene Torres-Skoumal
:
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v
Contents
Chapter
1.1
1
Patterns
From
limits
of
to
inni ty
sequences
to
2
limits
of
functions
1.2
Squeeze
limits
1.3
From
of
of
and
convergent
evaluation
limits
of
algebra
indeterminate
of
limits
sequences
to
10
limits
2
Smoothness
Continuity
on
13
an
and
in
mathematics
22
dierentiability
inter val
Theorems
2.3
Dierentiable
2.4
Limits
2.5
What
2.6
Limits
Theorem
and
at
Introduction
and
of
continuous
functions:
Mean
point,
L’Hopital’s
are
functions
3
Value
Theorem
indeterminate
functions
of
and
functions?
limits
49
Improper
Integral
4.5
The
4.6
Comparison
98
convergence
tests
Integrals
test
p-series
for
test
114
for
Limit
comparison
Ratio
test
for
4.9
Absolute
Conditional
112
test
4.7
4.10
110
convergence
4.8
convergence
test
for
convergence
convergence
convergence
of
convergence
Representing
5.2
Representing
5.3
Representing
5.4
Taylor
Power
115
118
119
series
of
series
3.2
Dierential
3.3
Separable
variables,
equations
and
3.4
Modeling
of
3.5
First
3.6
Homogeneous
3.7
Euler
and
dierential
their
solutions
Equations
with
polynomic
Series
Functions
120
122
130
by
1
132
Power
Series
as
Functions
135
Series
Functions
by
2
138
Polynomials
5.5
Taylor
5.6
Using
5.7
Useful
54
of
Everything
Power
dynamic
Classications
5
5.1
of
50
3.1
and
143
Maclaurin
Taylor
Series
to
Series
146
approximate
functions
applications
156
of
power
series
161
56
separated
variables
Answers
168
Index
185
61
dierential
graphs
growth
of
and
their
solutions
order
integrating
equations
and
factors
and
dierential
69
exact
Method
63
decay
phenomena
vi
to
96
104
4.3
42
graphs
phenomena
equations
inni te
series
4.4
33
forms,
r ule
smooth
Modeling
equations
the
28
Rolle’s
sequences
Chapter
in
convergence
24
about
a
and
ni te
4.2
Chapter
2.2
The
Series
for
7
4
4.1
of
sequences
sequences:
and
the
functions
Chapter
2.1
theorem
Divergent
forms
1.4
3
Chapter
73
dierential
substitution
for
rst
equations
methods
80
order
85
Patterns
1
CHAPTER
sequences
Informal
Before
1
Simplify
2
1
x
3
n
−
n
3
log
(L
+
5),
3
for
p
=
int
(log
(L
+
5))
+
,
it
is
tr ue
that
n
≥
p
⇒
u
3
L
⇒
2
>
L
⇒
n
>
log
(L),
for
2
p
=
int
(log
(L))
+
,
it
is
tr ue
that
n
≥
p
⇒
|u
2
Therefore
|
>
L.
n
lim
u
=
+∞
n n → ∞
The
following
have
limit
Theorem
impor tant
innity
3:
Let
with
}
{u
and
useful
convergent
be
a
theorem
sequences
relates
that
sequences
have
limit
that
zero.
sequence.
n
1 i
lim
u
=
+∞
⇒
lim
=
0
n n → ∞
n → ∞
u n
1 ii
lim u
=
0
⇒
lim
=
+∞
n n → ∞
n → ∞
u n
This
the
theorem
small,
and
innitely
the
formalizes
reciprocal
of
the
reciprocal
large.
algebra
of
results
something
This
is
innity .
of
that
when
example,
have
large
something
impor tant
For
you
innitely
is
been
innitely
it
comes
using
using
something
small
to
is
intuitively:
innitely
something
setting
Theorem
3,
⎛ u
it
r ules
is
⎞
easy
for
to
a
n
prove
that
if
lim u
=
a
and
0
= 0,
lim v
then
lim
⎜
n
n
n → ∞
x → ∞
x → ∞
⎟
=
v ⎝
=
+∞.
0 n
⎠
a
The
notation
needs
to
be
inter preted
in
the
context
of
limits
and
0
seen
as
a
simplication
simplied
language,
summarized
by
the
the
of
mathematical
algebra
following
of
limits
language.
involving
Using
this
innity
can
be
table:
Chapter
1
11
(±∞)
+
(±∞)
=
±∞
(±∞)
×
(±∞)
(±∞)
×
(
=
± (± ∞)
−
(± ∞)
=
indeterminate
+∞
a
+
(
± ∞ )
=
± ∞ ,
a
−
(
± ∞)
=
∓ ∞, a ∈ R
± ∞)
=
∞
± a
×
(± ∞)
=
±∞,
a
>
0
a
a
×
(±∞)
=
n
∞,
a
0
the
following
n
e
e
=
n !
n
limits:
3
3
n
+
n
5n
3
+ 6n
− 1
n
6n
n
+
2n
+
3
1
n
⎛
n
(
+
5
−
n
+
2
)
lim
f
n →∞
n →∞
n
+
⎜ +
+
n →∞
3)
( h
+
)
n
n →∞
5 ⋅ 3
n
+
7
lim
n
4
2
n
n +1
2
n
⎟ n
(n
n →∞
lim
g
⎟
lim
n
3
5
⎜
1 d
n →∞
+
−
lim
c
n →∞
+
3
lim
2
2n
2
2
n b
lim
= n
1C
5n
e
d
d
n
lim n →∞
> 1
b
Evaluate
a
b
n
n
n
,
n
2
Exercise
+
where
=
1
4
n
+
e
⎝
n
n
k
3
3
n
⎛
n
∑
3
n
n
+
( 2k
1)
∑(
lim
lim
j
n
EXTENSION
lim
k
⎜ n + 1
⎝
)
lim
l
n
2
n →∞
n →∞
1
k =0
k =0
i
2
1
n →∞
n
2n
n →∞
1
+
3
QUESTION
n
2
Given
lim
that
n
1,
n →∞
ln
ln n
Show
a
lim
that
n →∞
0.
Hence
nd
the
value
of
(n
+
k
) ,
lim n → +∞
n
where
k
>
0.
n
n
5
⎛
Find
b
the
value
of
n
lim
⎞
n ⎜
⎟
n →∞
n
⎝
1.4
From
During
in
an
of
he
ver y
to
make
intuition
clear
was
sequences
several
this
forced
often
to
rst
the
to
area
limits
of
mathematics
mathematicians
to
Cauchy
dene
ones
to
mathematicians
leading
denitions.
the
similar
of
centur y ,
functions
with
develop
and
9th
attempt
limits
and
the
limits
⎠
we
the
use
to
incorrect
was
limit
today .
a
He
functions
worked
more
deal
this
it
the
was
group
function
on
concepts
rigorous.
with
results,
among
of
of
ver y
of
lim
f
the
concept
of
calculus
study
of
innity ,
impor tant
to
mathematicians,
precisely ,
inter preted
As
of
(
x
using
)
=
b
terms
as
a
x →a
relation
between
innitely
Over
the
small,
course
functions
in
order
Among
were
to
denition,
the
of
the
with
there
which
is
when
dierence
the
is
∆y
following
proposed
deal
them,
variables:
a
by
the
=
50
various
pitfalls
of
denition
based
f
on
the
dierence
(x)
−
b
years,
Δx
also
other
=
Cauchy’s
limit
study
of
of
a
becomes
innitely
denitions
These
denition
function
limits
−
becomes
mathematicians.
of
x
of
of
limits
were
which
known
numerical
small.
explored
were
as
of
exposed.
Heine’s
sequences:
Chapter
1
13
Denition:
Let
I
be
an
open
inter val
of
real
numbers.
Let
f
: I
→
R This
a I ,
and
lim
then
f
x
(
)
exists
and
lim
x →a
f
(
x
)
=
b
if
and
only
if
for
be
sequence
{a
}
such
a
that
∈ I
for
all
studying
and
n ∈ Z
lim a
n
n
f
(
(a
=
))
n
will
for
results
in
a,
=
n
Chapter
n →∞
lim
useful
x →a
+
any
denition
ver y
2
b
n →∞
This
of
a
denition
function
need
to
nd
is
at
ver y
a
two
useful
point
x
=
when
a
sequences
does
{u
}
we
not
and
want
to
exist.
{v
n
}
In
such
show
this
that
case,
lim
that
the
you
u
lim
f
(
(u
≠
))
n
lim
f
(
(v
just
=
lim
v
n
n
=
a
but
n
n → +∞
n → +∞
limit
n → +∞
))
n
n → +∞
Example
⎧3 x Show
that
the
function
f
dened
by
f
(
x
)
=
⎩
u
=
2
v
and
−
=
2
x
2
–6
–8
Example
the
could
this
illustrates
reach
method
proof
14
9
intuitive
way
the
of
(shown
Patterns
the
relation
learned
same
example
innity
to
between
nd
conclusion
substitution
in
to
you
9)
does
limits
by
proof
give
a
although
demonstrating
functions
substituting x
not
does,
a
of
=
rigorous
it
is
2
as
in
par t
both
result
sufcient
of
limit
core
branches
about
for
that
the
the
of
limit
examination
of
a
function
course.
the
of
a
In
does
practical
piecewise
function
purposes.
in
not
function.
the
exist,
terms,
way
and
you
However ,
that
the
Example
x
=
2
is
When
just
9
shows
dierent
we
one
want
side
a
from
to
of
the
of
Let
inter val
be
an
lim
Then:
(
f
)
x
limit
over
exists
whose
behavior
the
point
right
x
its
study
Denition
I
function
and
2
a
the
we
the
of
use
to
right
the
the
of
x
left
=
function
lateral
of
2.
on
limits:
point:
real
lim
f
numbers.
(
x
)
=
b
Let
if
and
f
: I
→
only
if
R
and
a I .
for
+
+
x →a
x →a
any
to
behavior
=
at
behavior
sequence
{a
}
such
that
n
+
a
●
I
for
all
n ∈ Z
n
+
a
●
>
a
for
all
n ∈ Z
n
lim
●
a
=
a
n n →∞
we
have
lim
f
(
(a
n
))
=
b
n →∞
The
lim
(
f
)
x
is
called
right
limit
of
f
at
x
=
a.
+
x →a
The
denition
of
left
Denition
of
Let
inter val
I
be
an
left
limit
limit
of
at
is
a
real
similar:
point:
numbers.
Let
f
: I
→
R
and
a I Note
lim
(
f
x
in
denitions
)
exists
and
x →a
lim
f
(
x
)
=
b
if
and
only
if
for
any
these
of
right
and
sequence
x →a
left
{a
that
}
such
that
limits,
type
of
I
can
inter val:
be
any
open,
n
closed,
semi-open,…,
+
●
a
I
for
n ∈ Z
all
n
etc.
+
●
a
>
a
for
all
n ∈ Z
n
lim
●
a
=
a
n n →∞
we
have
lim
f
(
(a
n
))
=
b
n →∞
When
the
of
a
is
an
function
I,
the
lim
endpoint
at
f
that
(
x
)
of
point
exists
the
as
a
inter val
lateral
exactly
I,
we
limit.
when
dene
If
both
a
is
the
not
lateral
limit
an
limits
of
endpoint
exist
x →a
and
lim −
x →a
f
(
x
)
=
lim
f
(
x
)
+
x →a
Chapter
1
15
Example
0
1
⎧
,
⎪
Consider
the
function
f
dened
by
(
f
x
)
=
⎨ x
⎪ ⎩
−2