微积分(一)笔记1

前言:这是暑假在B站温习微积分找到的教程,自己做了一些笔记(有时间就翻译)和习题(没有答案,自己做的不保证对),现记录如下。
神秘学校 微积分一 (The School You Don’t Know Which, CASE)

实数理论

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数列极限的定义与性质

Def  Let    a n ( n ∈ N ) \;a_n(n\in N) an(nN) be a sequence in R R R and L ∈ R L\in R LR, we say a n a_n an converge to L   ( a s    n → ∞ ) L\,(as \;n\rightarrow\infty) L(asn) if
∀ ϵ > 0    ∃ N 1 ∈ N    s . t . [ n ≥ N 1    ⟹    ∣ a n − L ∣ < ϵ ] \forall \epsilon>0 \;\exist N_1\in N\;s.t.\left[n\geq N_1\implies |a_n-L|<\epsilon\right] ϵ>0N1Ns.t.[nN1anL<ϵ]
Terminology: If such L L L exists (doesn’t exist), we call it the limit of a n a_n an and we call    a n ( n ∈ N ) \;a_n(n\in N) an(nN) a convergent(divergent) sequence.
Notation:
lim ⁡ n → ∞ a n = L \lim_{n \to \infty}a_n = L nliman=L
Some generalized notations:
lim ⁡ n → ∞ a n = ∞ ( − ∞ ) ⟺ D e f ∀ M > 0 ∃ N 1 ∈ N    s . t . [ n ≥ N 1    ⟹    a n ≥ M ( a n ≤ M ) ] \lim_{n \to \infty}a_n = \infty (-\infty) \overset{Def}\Longleftrightarrow \forall M>0 \exist N_1\in N\;s.t. \left[n \geq N_1 \implies a_n \geq M(a_n \leq M)\right] nliman=()DefM>0N1Ns.t.[nN1anM(anM)]
Ex.
(1) Show that if lim ⁡ n → ∞ a n = L \lim\limits_{n\rightarrow \infty}a_n = L nliman=L and lim ⁡ n → ∞ a n = M \lim\limits_{n\rightarrow \infty}a_n = M nliman=M then L = M L=M L=M.
Proof: Suppose L ≠ M L\not=M L=M and L > M L>M L>M and let d = L − M > 0 d = L-M>0 d=LM>0.
By definition we have
∀ ϵ > 0    ∃ N 1 , N 2 ∈ N [ n ≥ N 1    ⟹    ∣ a n − L ∣ < ϵ \forall \epsilon>0 \;\exist N_1,N_2\in N [n\geq N_1\implies |a_n-L|<\epsilon ϵ>0N1,N2N[nN1anL<ϵ and n ≥ N 2    ⟹    ∣ a n − M ∣ < ϵ ] n\geq N_2 \implies |a_n-M|<\epsilon] nN2anM<ϵ]
Let N 3 = max ⁡ { N 1 , N 2 } , n ≥ N 3    ⟹    N_3 = \max\left\{N_1,N_2 \right\}, n\geq N_3 \implies N3=max{N1,N2},nN3
{ ∣ a n − L ∣ < ϵ ∣ a n − M ∣ < ϵ h o l d s    ⟹    ∣ a n − L − a n + M ∣ ≤ ∣ a n − L ∣ + ∣ a n − M ∣ < 2 ϵ < d    ⟹    ∣ M − L ∣ < d = L − M ∗ \left\{ \begin{aligned} |a_n-L|<\epsilon \\ |a_n-M|<\epsilon \end{aligned} \quad {holds} \implies |a_n-L-a_n+M|\leq|a_n-L|+ |a_n-M|<2\epsilon<d \right. \\ \implies |M-L|<d = L-M\qquad* {anL<ϵanM<ϵholdsanLan+ManL+anM<2ϵ<dML<d=LM
This leads to a contradiction, so original proposition is proved.#


(2) Show a n ( n ∈ N ∗ ) a_n(n\in N^*) an(nN) is convergent    ⟹    { a n ∣ n ∈ N ∗ } \implies \left\{a_n|n\in N^*\right\} {annN} is bounded.
Proof: Suppose a n a_n an converges to L L L.
∀ ϵ > 0    ∃ N ∈ N ∗    s . t .    n ≥ N    ⟹    ∣ a n − L ∣ < ϵ    ⟹    L − ϵ < a n < L + ϵ \forall \epsilon >0\;\exist N\in N^* \;s.t. \;n\geq N \implies |a_n-L|<\epsilon\implies L-\epsilon<a_n<L+\epsilon ϵ>0NNs.t.nNanL<ϵLϵ<an<L+ϵ
Let M 1 = max ⁡ { ∣ L − ϵ ∣ , ∣ L + ϵ ∣ }    ⟹    ∣ a n ∣ < M 1 ( n ≥ N ) M_1 = \max\{|L-\epsilon|,|L+\epsilon|\}\implies |a_n|<M_1(n\geq N) M1=max{Lϵ,L+ϵ}an<M1(nN),and M 2 = max ⁡ n < N { a n } , M = max ⁡ { M 1 , M 2 }    ⟹    ∣ a n ∣ < M M_2 =\max\limits_{n<N}\{a_n\},M = \max\{M_1,M_2\}\implies |a_n|<M M2=n<Nmax{an},M=max{M1,M2}an<M #


(3) Show that if a n ≤ b n a_n\leq b_n anbn for all n ∈ N ∗ n\in N^* nN and lim ⁡ n → ∞ a n = L , lim ⁡ n → ∞ b n = M \lim\limits_{n\to\infty}a_n=L,\lim\limits_{n\to\infty}b_n=M nliman=L,nlimbn=M,then L ≤ M L\leq M LM.
(Q: What if “ ≤ \leq ” is replaced by “ < < <”? A: The property doesn’t hold. Consider a n = 1 n 2 + 2 a_n=\frac{1}{n^2+2} an=n2+21 and b n = 1 n 2 + 1 b_n=\frac{1}{n^2+1} bn=n2+11)
Proof. Suppose L > M L>M L>M. We have
∀ ϵ > 0    ∃ N 1 , N 2 ∈ N ∗    s . t .    n > max ⁡ { N 1 , N 2 }    ⟹    { ∣ a n − L ∣ < ϵ ∣ b n − M ∣ < ϵ    ⟹    L − M = ∣ M − L ∣ < ∣ a n − b n + M − L ∣ = ∣ ( a n − L ) − ( b n − M ) ∣ < ∣ a n − L ∣ + ∣ b n − M ∣ < 2 ϵ \forall \epsilon>0\;\exists N_1,N_2\in N^* \;s.t.\;n>\max\{N_1,N_2\}\implies \begin{cases}|a_n-L|<\epsilon\\|b_n-M|<\epsilon\end{cases}\implies L-M=|M-L|<|a_n-b_n+M-L|=|(a_n-L)-(b_n-M)|<|a_n-L|+|b_n-M|<2\epsilon ϵ>0N1,N2Ns.t.n>max{N1,N2}{anL<ϵbnM<ϵLM=ML<anbn+ML=(anL)(bnM)<anL+bnM<2ϵ
Let ϵ = L − M 3    ⟹    2 ( L − M ) 3 > L − M ∗ \epsilon = \frac{L-M}{3}\implies \frac{2(L-M)}{3}>L-M \quad* ϵ=3LM32(LM)>LM
This leads to a contradiction, original property holds.


Remark: Changing or removing finitely many terms in a n a_n an doesn’t effct a n ( n ∈ N ∗ ) a_n(n\in N^*) an(nN)'s being convergent (and it’s limit) / divergent.

Propsition:If lim ⁡ n → ∞ a n = L \lim\limits_{n\rightarrow\infty}a_n=L nliman=L and lim ⁡ n → ∞ b n = M \lim\limits_{n\rightarrow\infty}b_n=M nlimbn=M then
(1) lim ⁡ n → ∞ ( a n ± b n ) = L ± M \lim\limits_{n\rightarrow\infty}(a_n\pm b_n)=L\pm M nlim(an±bn)=L±M;
(2) lim ⁡ n → ∞ ( a n b n ) = L M \lim\limits_{n\rightarrow\infty}(a_n b_n)=LM nlim(anbn)=LM
(3) If M ≠ 0 M\not=0 M=0,then b n ≠ 0 b_n\not=0 bn=0 for all but finitely many n, and lim ⁡ n → ∞ a n b n = L M \lim\limits_{n\rightarrow \infty}\frac{a_n}{b_n} = \frac{L}{M} nlimbnan=ML
(如果 M ≠ 0 M\not=0 M=0 那么只有有限多项 b n = 0 b_n=0 bn=0,并且 lim ⁡ n → ∞ a n b n = L M \lim\limits_{n\rightarrow \infty}\frac{a_n}{b_n} = \frac{L}{M} nlimbnan=ML


Example. If a > 1 a>1 a>1, then lim ⁡ n → ∞ 1 a n = 0 \lim\limits_{n\rightarrow\infty}\frac{1}{a^n}=0 nliman1=0
1 a n = 1 ( 1 + ( a − 1 ) ) n ≤ 1 1 + n b \frac{1}{a^n} = \frac{1}{(1+(a-1))^n}\leq\frac{1}{1+nb} an1=(1+(a1))n11+nb1


Ex.
If a n ≤ c n ≤ b n ( n ∈ N ∗ ) a_n\leq c_n\leq b_n(n\in N^*) ancnbn(nN), lim ⁡ n → ∞ a n = L \lim\limits_{n\rightarrow\infty}a_n=L nliman=L and lim ⁡ n → ∞ b n = L \lim\limits_{n\rightarrow\infty}b_n=L nlimbn=L, then lim ⁡ n → ∞ c n = L \lim\limits_{n\rightarrow\infty}c_n=L nlimcn=L
Proof. ∀ ϵ > 0    ∃ N ∈ N ∗    s . t .    n ≥ N    ⟹    { ∣ a n − L ∣ < ϵ ∣ b n − L ∣ < ϵ    ⟹    { c n ≤ b n < L + ϵ c n > a n > L − ϵ    ⟹    ∣ c n − L ∣ < ϵ    ⟹    lim ⁡ n → ∞ c n = L \forall\epsilon>0\;\exist N\in N^*\;s.t.\;n\geq N\implies\begin{cases}|a_n-L|<\epsilon\\|b_n-L|<\epsilon\end{cases} \implies\begin{cases}c_n\leq b_n<L+\epsilon\\c_n>a_n>L-\epsilon\end{cases}\\\implies|c_n-L|<\epsilon\implies \lim\limits_{n\rightarrow\infty}c_n=L ϵ>0NNs.t.nN{anL<ϵbnL<ϵ{cnbn<L+ϵcn>an>LϵcnL<ϵnlimcn=L  #

单调数列的收敛性

Def  A seq. a n ( n ∈ N ∗ ) a_n(n\in N^*) an(nN) in R R R is
(1) nondecreasingly monotone(单调非减) / increasing if a n ≤ a n + 1 a_n\leq a_{n+1} anan+1 for all n ∈ N ∗ n\in N^* nN, denoted a n ↗ a_n\nearrow an.
(resp. nonincreasingly monotone(单调非增) / decreasingly if a n ≥ a n + 1 a_n\geq a_{n+1} anan+1 for all n ∈ N ∗ n\in N^* nN, denoted a n ↘ a_n\searrow an)
(2) strictly increasingly (resp. strictly decreasing) if
∀ n ∈ N ∗    [ a n < ( r e s p . > ) a n + 1 ] \forall n\in N^*\;[a_n<(resp.>)a_{n+1}] nN[an<(resp.>)an+1]
denoted a n ↗ ↗ ( a_n\nearrow\nearrow( an( a n ↘ ↘ a_n\searrow\searrow an).
Theorem. Boundness from above + ↗ \nearrow    ⟹    \implies convergence