Analyse / Analysis (FEB21021(X))
dr. Emő Oldenkamp
Please note that all exam material from Introduction to Analysis (see the Syllabus) and Matrix
Algebra are assumed to be known. See also the Week-to-week recap advice at the end of this
document.
Week 1: Functions, limits, and continuity
Chapters 1.3, 1.5, and 2.3 − 2.6.
Theory
1. Composition of functions, inverse function,
2. Injective, surjective, and bijective functions
3. Strictly monotonic functions; even and odd functions
4. Definition of a limit
5. Limit laws and limit inequalities (e.g., the Squeeze Theorem)
6. Continuity (at a point) & types of discontinuity
7. Intermediate Value Theorem
Proofs
1. Uniqueness of the inverse function
2. Bijective functions are invertible functions
3. Strictly monotonic functions are injective functions
4. The sum rule for limits
5. The limit inequality
6. The Squeeze Theorem
Techniques
1. Computing inverse functions
2. Showing that a certain function f (x) converges to a limit L if x → a (or at infinity)
3. Proving continuity of a function and classifying discontinuities
4. All techniques used to solve the homework and teamwork exercises
1
Week 2: Differentiation
Chapters 2.8, 3.1 − 3.6, 3.10, 4.1 − 4.6, and 14.1 − 14.6.
Theory
1. Definition of the derivatives of a function of one variable
2. Calculus for derivatives
3. Applications of differentiation:
– Tangent lines / linear approximations
– Optimization: (Extreme Value Theorem and Fermat’s Theorem)
– Mean Value Theorem
– l’Hospital’s rule
4. Limits and continuity for vector functions of several variables
5. Partial derivatives, directional derivatives, and gradients
Proofs
1. A function that is differentiable at a is continuous at a
2. Formula for the derivative of an inverse function
3. Fermat’s Theorem
4. Characterization of constant functions
5. l’Hospital’s rule (for the special case in the slides, i.e. continuous derivatives)
6. The directional derivative is the dot product of the direction and the gradient
Techniques
1. Proving that a function is differentiable & classifying points where it is not differentiable
2. Taking derivatives and partial derivatives
3. Using implicit & logarithmic differentiation
4. Evaluate limits using l’Hospital’s rule
5. Computing directional derivatives
6. All techniques used to solve the homework and teamwork exercises
2
Week 3: Series and sequences of numbers
Chapter 11.1 − 11.7
Theory:
1. Epsilon definition of the limit of a sequence.
2. Bounded, monotonic sequences always have a limit
3. Convergence of a series via the sequence of partial sums
4. Test for divergence (terms do not go to zero)
5. Convergence tests:
– The integral test (Also: convergence for the p-series)
– The (limit) comparison tests
– The alternating series test
6. Estimating the remainder when approximating a series with a partial sum (1) by an
integral, (2) for alternating series
7. Absolute convergence, and the rearrangement rule for absolutely convergent series
8. The Ratio & Root tests
Proofs:
1. Every bounded, monotonic sequence is convergent.
2. Convergence of geometric series if and only if |r| < 1.
3. Test for divergence (including the Lemma; the Test for Divergence is a direct consequence
of Lemma 11.2.6: use the law of contraposition (A ⇒ B) ⇔ (¬B ⇒ ¬A)).
4. The integral test and convergence for the p-series.
5. The Comparison tests: both comparison and limit comparison.
6. The alternating series test with the estimation of the remainder.
7. An absolutely convergent series is also convergent.
8. The Ratio & Root tests.
Techniques:
1. Determining convergence or divergence of a series with tests
2. Estimating the remainder of a series
3. All techniques used to solve the homework and teamwork exercises
3
Week 4: Series and sequences of functions
Chapter 11.8 − 11.11 (Without ‘Applications to Physics’)
Theory
1. The Ratio test for determining the convergence radius.
2. Convergence theorem for power series.
3. Expanding a function as a Taylor series.
4. Formula for the remainder of the Taylor series and Taylor’s inequality.
Proofs
1. The Ratio test for determining the convergence radius.
2. Convergence theorem for power series.
Techniques
1. Computing the radius and interval of convergence for a power series
2. Computing Taylor series, by
– using the general expression for Taylor series
– differentiation and integration of a known Taylor series
– substitution in known Taylor series
3. Computing / Estimating the remainder of a Taylor series
4. All techniques used to solve the homework and teamwork exercises
4
Week 5: Integrals and differential equations
Chapters 5.3, 6.5, 7.5, 7.8, 8.5, 9.1 − 9.6 (Not: ‘Euler’s Method’1 in 9.2, ‘Orthogonal Trajectories’
and ‘Mixing Problems’ in 9.3). Second order linear differential equations in the slides only, with
exercises at the end of the homework document.
Theory
1. Definition and properties of the integral.
2. Fundamental Theorem of Calculus.
3. All integration techniques we have learnt during Intro to Analysis.
4. Improper integrals.
5. First order separable differential equations.
6. Second order linear differential equations.
7. Phase diagram analysis.
Proofs
1. Fundamental Theorem of Calculus
Techniques
1. Computing (in)definite integrals using integration by parts, substitution, and partial
fractions
2. Computing improper integrals as limits of definite integrals
3. Solving first order separable differential equations
4. Solving second order, linear, homogeneous differential equations with constant coeffi-
cients
5. All techniques used to solve the homework and teamwork exercises
1 Please do not confuse Euler’s method with Euler’s formula! You do need to know Euler’s formula for complex
numbers.
5
Week 6: Multiple integrals
Chapter 15.1 − 15.9 (not: Applications to physics).
Theory
1. Definition of a double integral
2. Formula for computing the area of a region as a double integral
3. Formula for the average value of a function over a region in R2
4. Fubini’s Theorem
5. Properties of double integrals (additivity, multiplication by a constant)
6. Formula for changing variables in double integrals (with Jacobian)
7. Joint density functions for two random variables X and Y
8. Expected value of X and Y whose joint density function is given
Proofs: none
Techniques
1. Computing the area of a region in the plane
2. Evaluating double integrals over rectangles, Type I, and Type II regions
3. Change of variables (in general, and to polar coordinates)
4. All techniques used to solve the homework and teamwork exercises
Week-to-week RECAP advice
Before the lectures of
Week 1: Chapters 8, 9, 12 to and including 17 of Syllabus Introduction to Analysis 2023-2024, and
Chapters 2 to and including 7, & 13 (except 13.5) from the Precalculus book.
Week 2: Chapter 13.3 from Precalculus, and Chapters 18 to and including 20 from the Syllabus Intro-
duction to Analysis 2023-2024.
Week 3: Chapter 12 from Precalculus, and Areas 13.5 from Precalculus very thoroughly!
Week 5: Chapter 13.5 from Precalculus, and Chapters 5 and 7 from the book Calculus
Please note that the methods in the Syllabus overrule the methods in the book, i.e. where the
Syllabus uses a different method than that in the book, you are expected to work with the method
from the Syllabus. E.g.: proving and computing the inverse of a function must be done according
to the method as described in Chapter 15 of the Syllabus.