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The Abstract Of Mathematical Analysis I

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发布2022-12-08 14:03:04
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文章被收录于专栏:sukuna的博客sukuna的博客

The Abstract Of Mathematical Analysis I

于2020年11月8日2020年11月8日由Sukuna发布

1. Limits

Two important limit

\[\text { e }:=\lim _{n \rightarrow \infty}\left(1+\frac{1}{n}\right)^{n}\]
\[\text { e }:=\lim _{n \rightarrow \infty}\left(1+\frac{1}{n}\right)^{n}\]
\[\lim_{x\to 0}\frac{\sin x}{x}=1\]
\[\lim_{x\to 0}\frac{\sin x}{x}=1\]

Definition 3. inferior limit and superior limit

\[\varliminf_{k \rightarrow \infty} x_{k}:=\lim <em>{n \rightarrow \infty} \inf </em>{k \geq n} x_{k}\]
\[\varliminf_{k \rightarrow \infty} x_{k}:=\lim <em>{n \rightarrow \infty} \inf </em>{k \geq n} x_{k}\]
\[\varlimsup_{k \rightarrow \infty} x_{k}:=\lim <em>{n \rightarrow \infty} \sup </em>{k \geq n} x_{k}\]
\[\varlimsup_{k \rightarrow \infty} x_{k}:=\lim <em>{n \rightarrow \infty} \sup </em>{k \geq n} x_{k}\]

Theorem 2. Stolz

Let

{\displaystyle (a{n}){n\geq 1}}
{\displaystyle (a{n}){n\geq 1}}

and

{\displaystyle (b{n}){n\geq 1}}
{\displaystyle (b{n}){n\geq 1}}

be two sequences of real numbers. Assume that

{\displaystyle (b{n}){n\geq 1}}
{\displaystyle (b{n}){n\geq 1}}

is a strictly monotone and divergent sequence (i.e. strictly increasing and approaching

{\displaystyle +\infty }
{\displaystyle +\infty }

, or strictly decreasing and approaching

-\infty
-\infty

) and the following limit exists:

\[\lim_ {n\to \infty }{\frac {a_{n+1}-a_{n}}{b_{n+1}-b_{n}}}=l\]
\[\lim_ {n\to \infty }{\frac {a_{n+1}-a_{n}}{b_{n+1}-b_{n}}}=l\]

Then, the limit

\[\lim _{n\to \infty }{\frac {a{n}}{b{n}}}=l\]
\[\lim _{n\to \infty }{\frac {a{n}}{b{n}}}=l\]

Theorem 3. Toeplitz limit theorem

Supports that

n,k\subseteq \mathbb N^{+}
n,k\subseteq \mathbb N^{+}

,

t_{nk}\geq0
t_{nk}\geq0

and

\[\sum_{k=1}^{n}{t_{nk}} = 1,\quad \lim_{n \rightarrow \infty}{t_{nk}} = 0\]
\[\sum_{k=1}^{n}{t_{nk}} = 1,\quad \lim_{n \rightarrow \infty}{t_{nk}} = 0\]

if

\[\lim_{n \rightarrow \infty}{a_{n}} = a\]
\[\lim_{n \rightarrow \infty}{a_{n}} = a\]

, let

\[x_{n} = \sum_{k=1}^{n}{t_{nk}a_{k}}\]
\[x_{n} = \sum_{k=1}^{n}{t_{nk}a_{k}}\]

, s.t.

\[\lim_{n \rightarrow \infty}{x_{n}} = a\]
\[\lim_{n \rightarrow \infty}{x_{n}} = a\]

By using

t_{nk}=\frac{1}{n}
t_{nk}=\frac{1}{n}

, we can quickly infer The Cauchy proposition theorem. By using

t_{n k}=\frac{b_{k+1}-b_{k}}{b_{n+1}-b_{1}}
t_{n k}=\frac{b_{k+1}-b_{k}}{b_{n+1}-b_{1}}

, we can quickly infer The Stolz theorem.

Stirling’s formula

Specifying the constant in the

\mathcal O(\ln n)
\mathcal O(\ln n)

error term gives

\frac12 \ln(2\pi n)
\frac12 \ln(2\pi n)

, yielding the more precise formula:

n!\sim {\sqrt {2\pi n}}\left({\frac {n}{e}}\right)^{n}
n!\sim {\sqrt {2\pi n}}\left({\frac {n}{e}}\right)^{n}

2. Continuity

Definition 0

A function

f
f

is continuous at the point

a
a

, if for any neighbourhood

V (f (a))
V (f (a))

of its value

f (a)
f (a)

at a there is a neighbourhood

U(a)
U(a)

of a whose image under the mapping

f
f

is contained in

V (f (a))
V (f (a))

.

3. Differential calculus

Definition 0

The number

\[f^{\prime}(a)=\lim _{E \ni x \rightarrow a} \frac{f(x)-f(a)}{x-a}\]
\[f^{\prime}(a)=\lim _{E \ni x \rightarrow a} \frac{f(x)-f(a)}{x-a}\]

is called the derivative of the function

f
f

at

a
a

.

Definition 1

A function

f : E \to R
f : E \to R

defined on a set

E\subset R
E\subset R

is differentiable at a point x ∈ E that is a limit point of E if

f (x + h) − f (x) = A(x)h + \alpha(x;h)
f (x + h) − f (x) = A(x)h + \alpha(x;h)

, where

h \mapsto A(x) h
h \mapsto A(x) h

is a linear function in

h
h

and

\alpha(x;h) = o(h)
\alpha(x;h) = o(h)

as

h \to 0
h \to 0

,

x +h \in E
x +h \in E

.

Definition 2

The function

h \mapsto A(x) h
h \mapsto A(x) h

of Definition 1, which is linear in

h
h

, is called the differential of the function

f : E \to \mathcal R
f : E \to \mathcal R

at the point

x\in E
x\in E

and is denoted

\mathrm d f (x)
\mathrm d f (x)

or

\mathrm D f (x)
\mathrm D f (x)

. Thus,

\mathrm d f (x)(h) = A(x)h
\mathrm d f (x)(h) = A(x)h

.

We obtain

\[\frac{\mathrm{d} f(x)(h)}{\mathrm{d} x(h)}=f^{\prime}(x)\]
\[\frac{\mathrm{d} f(x)(h)}{\mathrm{d} x(h)}=f^{\prime}(x)\]

We denote the set of all such vectors by

T\mathbb R(x_0)
T\mathbb R(x_0)

or

T\mathbb R_{x_0}
T\mathbb R_{x_0}

. Similarly, we denote by

T\mathbb R(x_0)
T\mathbb R(x_0)

or

T\mathbb R_{y_0}
T\mathbb R_{y_0}

the set of all displacement vectors from the point

y_0
y_0

along the y-axis. It can then be seen from the definition of the differential that the mapping

\[\mathrm{d} f\left(x_{0}\right): T \mathbb{R}\left(x_{0}\right) \rightarrow T \mathbb{R}\left(f\left(x_{0}\right)\right)\]
\[\mathrm{d} f\left(x_{0}\right): T \mathbb{R}\left(x_{0}\right) \rightarrow T \mathbb{R}\left(f\left(x_{0}\right)\right)\]

The derivative of an inverse function

If a function

f
f

is differentiable at a point x0 and its differential

\mathrm{d} f\left(x_{0}\right): T \mathbb{R}\left(x_{0}\right) \rightarrow T \mathbb{R}\left(y_0\right)a
\mathrm{d} f\left(x_{0}\right): T \mathbb{R}\left(x_{0}\right) \rightarrow T \mathbb{R}\left(y_0\right)a

is invertible at that point, then the differential of the function

f^{ −1}
f^{ −1}

inverse to

f
f

exists at the point

y_0 = f (x_0)
y_0 = f (x_0)

and is the mapping

\[\mathrm{d} f^{-1}\left(y_{0}\right)=\left[\mathrm{d} f\left(x_{0}\right)\right]^{-1}: T \mathbb{R}\left(y_{0}\right) \rightarrow T \mathbb{R}\left(x_{0}\right)\]
\[\mathrm{d} f^{-1}\left(y_{0}\right)=\left[\mathrm{d} f\left(x_{0}\right)\right]^{-1}: T \mathbb{R}\left(y_{0}\right) \rightarrow T \mathbb{R}\left(x_{0}\right)\]

inverse to

\mathrm{d} f\left(x_{0}\right): T \mathbb{R}\left(x_{0}\right) \rightarrow T \mathbb{R}\left(y_0\right)a
\mathrm{d} f\left(x_{0}\right): T \mathbb{R}\left(x_{0}\right) \rightarrow T \mathbb{R}\left(y_0\right)a

.

The derivative of some common function formula

\[(C)^{\prime}=0\]
\[(C)^{\prime}=0\]
\[\left(x^{\mu}\right)^{\prime}=\mu x^{\mu-1}\]
\[\left(x^{\mu}\right)^{\prime}=\mu x^{\mu-1}\]
\[(\sin x)^{\prime}=\cos x\]
\[(\sin x)^{\prime}=\cos x\]
\[(\cos x)^{\prime}=-\sin x\]
\[(\cos x)^{\prime}=-\sin x\]
\[(\tan x)^{\prime}=\sec ^{2} x\]
\[(\tan x)^{\prime}=\sec ^{2} x\]
\[(\cot x)^{\prime}=-\csc ^{2} x\]
\[(\cot x)^{\prime}=-\csc ^{2} x\]
\[(\sec x)^{\prime}=\sec x \tan x\]
\[(\sec x)^{\prime}=\sec x \tan x\]
\[(\csc x)^{\prime}=-\csc x \cot x\]
\[(\csc x)^{\prime}=-\csc x \cot x\]
\[\left(a^{x}\right)^{\prime}=a^{x} \ln a \quad(a>0, a \neq 1)\]
\[\left(a^{x}\right)^{\prime}=a^{x} \ln a \quad(a>0, a \neq 1)\]
\[\left(\mathrm{e}^{x}\right)^{\prime}=\mathrm{e}^{x}\]
\[\left(\mathrm{e}^{x}\right)^{\prime}=\mathrm{e}^{x}\]
\[\left(\log _{a} x\right)^{\prime}=\frac{1}{x \ln a}(a>0, a \neq 1)\]
\[\left(\log _{a} x\right)^{\prime}=\frac{1}{x \ln a}(a>0, a \neq 1)\]
\[(\ln x)^{\prime}=\frac{1}{x}\]
\[(\ln x)^{\prime}=\frac{1}{x}\]
\[(\arcsin x)^{\prime}=\frac{1}{\sqrt{1-x^{2}}}\]
\[(\arcsin x)^{\prime}=\frac{1}{\sqrt{1-x^{2}}}\]
\[(\arccos x)^{\prime}=-\frac{1}{\sqrt{1-x^{2}}}\]
\[(\arccos x)^{\prime}=-\frac{1}{\sqrt{1-x^{2}}}\]
\[(\arctan x)^{\prime}=\frac{1}{1+x^{2}}\]
\[(\arctan x)^{\prime}=\frac{1}{1+x^{2}}\]
\[(\operatorname{arccot} x)^{\prime}=-\frac{1}{1+x^{2}}\]
\[(\operatorname{arccot} x)^{\prime}=-\frac{1}{1+x^{2}}\]
\[(\sinh x)'= \cosh x\]
\[(\sinh x)'= \cosh x\]
\[(\cosh x)'=\sinh x\]
\[(\cosh x)'=\sinh x\]
\[(\tanh x)' =\frac{1}{\cosh ^{2} x}\]
\[(\tanh x)' =\frac{1}{\cosh ^{2} x}\]
\[(\operatorname{coth} x)' =-\frac{1}{\sinh ^{2} x}\]
\[(\operatorname{coth} x)' =-\frac{1}{\sinh ^{2} x}\]
\[(\operatorname{arsinh} x)'=\left(\ln \left(x+\sqrt{1+x^{2}}\right)\right)' = \frac{1}{\sqrt{1+x^{2}}}\]
\[(\operatorname{arsinh} x)'=\left(\ln \left(x+\sqrt{1+x^{2}}\right)\right)' = \frac{1}{\sqrt{1+x^{2}}}\]
\[(\operatorname{arcosh} x)'=(\ln \left(x \pm \sqrt{x^{2}-1}\right))'= \pm \frac{1}{\sqrt{x^{2}-1}}\]
\[(\operatorname{arcosh} x)'=(\ln \left(x \pm \sqrt{x^{2}-1}\right))'= \pm \frac{1}{\sqrt{x^{2}-1}}\]
\[(\operatorname{artanh} x)'=(\frac{1}{2} \ln \frac{1+x}{1-x})' = \frac{1}{1-x^{2}}\]
\[(\operatorname{artanh} x)'=(\frac{1}{2} \ln \frac{1+x}{1-x})' = \frac{1}{1-x^{2}}\]
\[(\operatorname{arcoth} x)'=(\frac{1}{2} \ln \frac{x+1}{x-1})' = \frac{1}{x^{2}-1}\]
\[(\operatorname{arcoth} x)'=(\frac{1}{2} \ln \frac{x+1}{x-1})' = \frac{1}{x^{2}-1}\]

L’Hôpital’s rule

The theorem states that for functions

f
f

and

g
g

which are differentiable on an open interval

I
I

except possibly at a point

c
c

contained in

I
I

, if

\[\lim_{x\to c}{\frac {f(x)}{g(x)}}=\lim_{x\to c}{\frac {f'(x)}{g'(x)}}\]
\[\lim_{x\to c}{\frac {f(x)}{g(x)}}=\lim_{x\to c}{\frac {f'(x)}{g'(x)}}\]

Taylor’s theorem

Let

k \geq 1
k \geq 1

be an integer and let the function

f :\mathbb R\to\mathbb R
f :\mathbb R\to\mathbb R

be

k
k

times differentiable at the point

a \in\mathbb R
a \in\mathbb R

. Then there exists a function

R_k : \mathbb R \to\mathbb R
R_k : \mathbb R \to\mathbb R

such that ,

\[f(a+x)=f(a)+f'(a)(x)+{\frac {f''(a)}{2!}}x^{2}+\cdots +{\frac {f^{(k)}(a)}{k!}}x^{k}+R_k(x;a)\]
\[f(a+x)=f(a)+f'(a)(x)+{\frac {f''(a)}{2!}}x^{2}+\cdots +{\frac {f^{(k)}(a)}{k!}}x^{k}+R_k(x;a)\]

and,

\[R_{k}(x;a)=\int_{a}^{a+x} \frac{f^{(k+1)}(t)}{k !}(a+x-t)^{k} \mathrm d t\]
\[R_{k}(x;a)=\int_{a}^{a+x} \frac{f^{(k+1)}(t)}{k !}(a+x-t)^{k} \mathrm d t\]
prove:

q.e.d

remainder term

using little

o
o

notation,

R_{k}(x;a)=o\left(|x|^{k}\right), \quad x \rightarrow 0
R_{k}(x;a)=o\left(|x|^{k}\right), \quad x \rightarrow 0

(The Peano remainder term)

The Lagrange form remainder term( Mean-value forms)

\[R_{n}(x;a)=\frac{f^{(n+1)}(\theta)}{(n+1) !}x^{n+1}\quad (\theta\in(a,a+x))\]
\[R_{n}(x;a)=\frac{f^{(n+1)}(\theta)}{(n+1) !}x^{n+1}\quad (\theta\in(a,a+x))\]

4. Integral

Antiderivative

Definition

In calculus, an antiderivative, inverse derivative, primitive function, primitive integral or indefinite integral of a function

\[f\]
\[f\]

is a differentiable function

F
F

whose derivative is equal to the original function

f
f

Suppose

F'(x)=f(x)
F'(x)=f(x)

, the notation is

\[\int f(x)\mathrm dx=F(x)\]
\[\int f(x)\mathrm dx=F(x)\]

So all the antiderivative of

f
f

become a family set

{F(x)+C|C\in\mathbb R}
{F(x)+C|C\in\mathbb R}

. also the equation below is obviously.

\[\mathrm d \int f(x) \mathrm{d} x=f(x) \mathrm{d} x, \quad \int F^{\prime}(x) \mathrm{d} x=F(x)+c\]
\[\mathrm d \int f(x) \mathrm{d} x=f(x) \mathrm{d} x, \quad \int F^{\prime}(x) \mathrm{d} x=F(x)+c\]

Theorem: Integration by parts

\[\int u(x)v'(x)\,\mathrm dx=u(x)v(x)-\int u'(x)v(x)\,\mathrm dx\]
\[\int u(x)v'(x)\,\mathrm dx=u(x)v(x)-\int u'(x)v(x)\,\mathrm dx\]

Example: Wallis product

the Wallis product for

\[\pi\]
\[\pi\]

, published in 1656 by John Wallis states that

Prove:

so that:

so that:

Simplify the Polynomial and Integral

If

\[Q(z)=\left(z-z{1}\right)^{k{1}} \cdots\left(z-z{p}\right)^{k{p}}\]
\[Q(z)=\left(z-z{1}\right)^{k{1}} \cdots\left(z-z{p}\right)^{k{p}}\]

and

\[\frac{P(z)}{Q(z)}\]
\[\frac{P(z)}{Q(z)}\]

is a proper fraction, there exists a unique representation of the fraction

\[\frac{P(z)}{Q(z)}\]
\[\frac{P(z)}{Q(z)}\]

in the form

\[\frac{P(z)}{Q(z)}=\sum_{j=1}^{p}\left(\sum_{k=1}^{k_{j}} \frac{a_{j k}}{\left(z-z_{j}\right)^{k}}\right)\]
\[\frac{P(z)}{Q(z)}=\sum_{j=1}^{p}\left(\sum_{k=1}^{k_{j}} \frac{a_{j k}}{\left(z-z_{j}\right)^{k}}\right)\]

and if

\[P(x)\]
\[P(x)\]

and

\[Q(x)\]
\[Q(x)\]

are polynomials with real coefficients and

\[Q(x)=\left(x-x_{1}\right)^{k_{1}} \cdots\left(x-x_{l}\right)^{k_{l}}\left(x^{2}+p_{1} x+q_{1}\right)^{m_{1}} \cdots\left(x^{2}+p_{n} x+q_{n}\right)^{m_{n}}\]
\[Q(x)=\left(x-x_{1}\right)^{k_{1}} \cdots\left(x-x_{l}\right)^{k_{l}}\left(x^{2}+p_{1} x+q_{1}\right)^{m_{1}} \cdots\left(x^{2}+p_{n} x+q_{n}\right)^{m_{n}}\]

there exists a unique representation of the proper fraction

\[\frac{P(x)}{Q(x)}\]
\[\frac{P(x)}{Q(x)}\]

in the form

\[\frac{P(x)}{Q(x)}=\sum_{j=1}^{l}\left(\sum_{k=1}^{k_{j}} \frac{a_{j k}}{\left(x-x_{j}\right)^{k}}\right)+\sum_{j=1}^{n}\left(\sum_{k=1}^{m_{j}} \frac{b_{j k} x+c_{j k}}{\left(x^{2}+p_{j} x+q_{j}\right)^{k}}\right)\]
\[\frac{P(x)}{Q(x)}=\sum_{j=1}^{l}\left(\sum_{k=1}^{k_{j}} \frac{a_{j k}}{\left(x-x_{j}\right)^{k}}\right)+\sum_{j=1}^{n}\left(\sum_{k=1}^{m_{j}} \frac{b_{j k} x+c_{j k}}{\left(x^{2}+p_{j} x+q_{j}\right)^{k}}\right)\]

where

a_{jk}, b_{jk},
a_{jk}, b_{jk},

and

c_{j k}
c_{j k}

are real numbers.

and with these formulas below:

And from that we get the recursion:

\[\int \frac{\mathrm{d} x}{\left(x^{2}+a^{2}\right)^{m+1}}=\frac{1}{2 m a^{2}} \frac{x}{\left(x^{2}+a^{2}\right)^{m}}+\frac{2 m-1}{2 m a^{2}} \int \frac{\mathrm{d} x}{\left(x^{2}+a^{2}\right)^{m}}\]
\[\int \frac{\mathrm{d} x}{\left(x^{2}+a^{2}\right)^{m+1}}=\frac{1}{2 m a^{2}} \frac{x}{\left(x^{2}+a^{2}\right)^{m}}+\frac{2 m-1}{2 m a^{2}} \int \frac{\mathrm{d} x}{\left(x^{2}+a^{2}\right)^{m}}\]

Primitives of the Form

\[\int R(\cos x, \sin x)\mathrm dx\]
\[\int R(\cos x, \sin x)\mathrm dx\]

We make the change of variable

t = \tan \frac{x} {2}
t = \tan \frac{x} {2}

. Since:

\[\cos x=\frac{1-\tan ^{2} \frac{x}{2}}{1+\tan ^{2} \frac{x}{2}}, \qquad \sin x=\frac{2 \tan \frac{x}{2}}{1+\tan ^{2} \frac{x}{2}}\]
\[\cos x=\frac{1-\tan ^{2} \frac{x}{2}}{1+\tan ^{2} \frac{x}{2}}, \qquad \sin x=\frac{2 \tan \frac{x}{2}}{1+\tan ^{2} \frac{x}{2}}\]

so that

\[\mathrm{d} t=\frac{\mathrm{d} x}{2 \cos ^{2} \frac{x}{2}} \quad \Rightarrow\quad \mathrm{d} x=\frac{2 \mathrm{d} t}{1+\tan ^{2} \frac{x}{2}}=\frac{2\,\mathrm{d} t}{1+t^{2}}\]
\[\mathrm{d} t=\frac{\mathrm{d} x}{2 \cos ^{2} \frac{x}{2}} \quad \Rightarrow\quad \mathrm{d} x=\frac{2 \mathrm{d} t}{1+\tan ^{2} \frac{x}{2}}=\frac{2\,\mathrm{d} t}{1+t^{2}}\]

It follows that

\[\int R(\cos x, \sin x) \mathrm{d} x=\int R\left(\frac{1-t^{2}}{1+t^{2}}, \frac{2 t}{1+t^{2}}\right) \frac{2}{1+t^{2}} \mathrm{d} t\]
\[\int R(\cos x, \sin x) \mathrm{d} x=\int R\left(\frac{1-t^{2}}{1+t^{2}}, \frac{2 t}{1+t^{2}}\right) \frac{2}{1+t^{2}} \mathrm{d} t\]

not only

\sin ,\cos
\sin ,\cos

can to do this, but here are a lot of formula:

\[\tan a=\frac{2 \tan \frac{a}{2}}{1-\tan ^{2} \frac{a}{2}}\]
\[\tan a=\frac{2 \tan \frac{a}{2}}{1-\tan ^{2} \frac{a}{2}}\]

,

\[\cot \alpha=\frac{1-\tan ^{2} \frac{\alpha}{2}}{2 \tan \frac{\alpha}{2}}\]
\[\cot \alpha=\frac{1-\tan ^{2} \frac{\alpha}{2}}{2 \tan \frac{\alpha}{2}}\]

,

\[\sec \alpha=\frac{1+\tan ^{2} \frac{\alpha}{2}}{1-\tan ^{2} \frac{\alpha}{2}}\]
\[\sec \alpha=\frac{1+\tan ^{2} \frac{\alpha}{2}}{1-\tan ^{2} \frac{\alpha}{2}}\]

,

\[\csc \alpha=\frac{1+\tan ^{2} \frac{\alpha}{2}}{2 \tan \frac{\alpha}{2}}\]
\[\csc \alpha=\frac{1+\tan ^{2} \frac{\alpha}{2}}{2 \tan \frac{\alpha}{2}}\]

Integration

Riemann Sums

partition

A partition P of a closed interval

[a,b]
[a,b]

,

a < b
a < b

, is a finite system of points

x_0,\cdots,x_n
x_0,\cdots,x_n

of the interval such that

a = x_0 < x_1 <\cdots < x_n = b
a = x_0 < x_1 <\cdots < x_n = b

.

If a function

f
f

is defined on the closed interval

[a, b]
[a, b]

and

(P, \xi)
(P, \xi)

is a partition with distinguished points on this closed interval, the sum

\[\sigma(f ; P, \xi):=\sum_{i=1}^{n} f\left(\xi_{i}\right) \Delta x_{i}\]
\[\sigma(f ; P, \xi):=\sum_{i=1}^{n} f\left(\xi_{i}\right) \Delta x_{i}\]

where

\Delta x_i = x_i − x_{i−1}
\Delta x_i = x_i − x_{i−1}

, is the Riemann sum of the function

f
f

corresponding to the partition

(P, \xi)
(P, \xi)

with distinguished points on

[a,b]
[a,b]

.

The largest of the lengths of the intervals of the partition

P
P

, denoted

\lambda(P)
\lambda(P)

, is called the mesh of the partition.

we define:

\[\int_{a}^{b} f(x) \mathrm{d} x:=\lim <em>{\lambda(P) \rightarrow 0} \sum</em>{i=1}^{n} f\left(\xi_{i}\right) \Delta x_{i}\]
\[\int_{a}^{b} f(x) \mathrm{d} x:=\lim <em>{\lambda(P) \rightarrow 0} \sum</em>{i=1}^{n} f\left(\xi_{i}\right) \Delta x_{i}\]

Integral mean value theorem

If

f
f

is a continuous function on the closed, bounded interval

[a,b]
[a,b]

, then there is at least one number

\xi
\xi

in

(a , b )
(a , b )

for which

\[\int_{a}^{b} f(x) \mathrm{d} x=f(\xi)(b-a)\]
\[\int_{a}^{b} f(x) \mathrm{d} x=f(\xi)(b-a)\]
The second Integral mean value theorem

If

f , g
f , g

are continuous functions on the closed, bounded interval

[a,b]
[a,b]

,

g
g

is monotonous on

[a, b]
[a, b]

, then there is at least one number

\xi
\xi

in

(a , b )
(a , b )

for which

\[\int_{a}^{b}(f \cdot g)(x) \mathrm{d} x=g(a) \int_{a}^{\xi} f(x) \mathrm{d} x+g(b) \int_{\xi}^{b} f(x) \mathrm{d} x\]
\[\int_{a}^{b}(f \cdot g)(x) \mathrm{d} x=g(a) \int_{a}^{\xi} f(x) \mathrm{d} x+g(b) \int_{\xi}^{b} f(x) \mathrm{d} x\]

Newton-Leibniz formula

Let

f
f

be a continuous real-valued function defined on a closed interval

[a, b]
[a, b]

. Let

F
F

be the function defined, s.t.

\[\frac{d}{\mathrm{d} x} \int_{a}^{x} f(t) \mathrm{d} t=f(x), \quad \forall x \in[a, b]\]
\[\frac{d}{\mathrm{d} x} \int_{a}^{x} f(t) \mathrm{d} t=f(x), \quad \forall x \in[a, b]\]

Substitution Rule For Definite Integrals

Suppose

f \in C[a, b], \varphi:[\alpha, \beta] \rightarrow[a, b]
f \in C[a, b], \varphi:[\alpha, \beta] \rightarrow[a, b]

and

\varphi^{\prime} \in \mathcal{R}[\alpha, \beta],\varphi(\alpha)=a, \varphi(\beta)=b
\varphi^{\prime} \in \mathcal{R}[\alpha, \beta],\varphi(\alpha)=a, \varphi(\beta)=b

, s.t.

\[\int_{a}^{b} f(x) \mathrm{d} x=\int_{\alpha}^{\beta} f(\varphi(t)) \varphi^{\prime}(t) \mathrm{d} t\]
\[\int_{a}^{b} f(x) \mathrm{d} x=\int_{\alpha}^{\beta} f(\varphi(t)) \varphi^{\prime}(t) \mathrm{d} t\]
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目录
  • The Abstract Of Mathematical Analysis I
  • 1. Limits
    • Two important limit
      • Definition 3. inferior limit and superior limit
        • Theorem 2. Stolz
          • Theorem 3. Toeplitz limit theorem
            • Stirling’s formula
            • 2. Continuity
              • Definition 0
              • 3. Differential calculus
                • Definition 0
                  • Definition 1
                    • Definition 2
                      • The derivative of an inverse function
                        • The derivative of some common function formula
                          • L’Hôpital’s rule
                            • Taylor’s theorem
                            • 4. Integral
                              • Antiderivative
                                • Definition
                                • Theorem: Integration by parts
                                • Example: Wallis product
                                • Simplify the Polynomial and Integral
                                • Primitives of the Form
                              • Integration
                                • Riemann Sums
                                • Integral mean value theorem
                                • Newton-Leibniz formula
                                • Substitution Rule For Definite Integrals
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