OFFICIAL ’CHEAT SHEET’
Darboux sums and partitions Let f : [a, b] → R be a bounded function. For a partition P = {x0 =
a, x1 , ..., xn = b}, where xi < xi + 1 for 0 ≤ i < n, we have the upper and lower Darboux sums
n
X n
X
U (f, P ) = Mi (xi − xi−1 ) and L(f, P ) = mi (xi − xi−1 );
i=1 i=1
here mi and Mi are infimum and supremum of f on the interval [xi−1 , xi ].
Definition of integral We define the upper and lower integrals by
Z b̄ Z b
f = inf U (f, P ), f = sup L(f, P ),
a ā
where the inf and sup are taken over all partitions of [a, b]. A bounded function is called integrable if upper
and lower integrals coincide.
Theorem (a) The lower integral of f is always less or equal than the upper integral.
(b) (Archimedes-Riemann) A bounded function f : [a, b] → R is integrable if and only if there exists a
sequence of partitions (Pn ) such that
lim [U (f, Pn ) − L(f, Pn )] = 0.
n→∞
Continuous, integrable and differentiable functions Recall that f : [a, b] → R is called continuous at
x0 if for every > 0 there exists a δ > 0 such that |f (x) − f (x0 )| < if |x − y| < δ.
Theorem (a) Every continuous function is integrable
(b) Assume f : [a, b] → R is continuous and f (x) ≥ 0 for all x ∈ [a, b]. If there exists x0 ∈ [a, b] such
Rb
that f (x0 ) > 0, then a f > 0
We have the implications f differentiable ⇒ f continuous ⇒ f integrable.
Fundamental Theorems of Calculus (a) Assume that F is differentiable on (a, b) and continuous on
[a, b] such that also F 0 (x) is continuous on [a, b]. Then
Z b
F 0 (x) = F (b) − F (a).
a
(b) Assume f : [a, b] → R is continuous. Then
"Z #
Z x b
d d
f = f (x), f = −f (x).
dx a dx x
Taylor polynomials and approximations Let I be an open interval and let f : I → R be a function
with n derivatives. Then its n-th Taylor polynomial pn at x0 ∈ I is defined to be
n
X f (k) (x0 )
pn (x) = (x − x0 )k .
k!
k=0
P∞ f (k) (x0 )
The function f is given by its Taylor series at x, i.e. f (x) = k=0 k! (x − x0 )k , if f (x) = limn→∞ pn (x).
Lagrange Remainder Theorem Assume f : I → R has n + 1 derivatives. Let x0 , x ∈ I. Then there
exists a number c between x0 and x such that
f (n+1) (c)
f (x) − pn (x) = (x − x0 )n+1 .
(n + 1)!
Lemma (a) Let c be a constant. Then we have
cn
lim = 0.
n→∞ n!
(b) Let (cn ) be a sequence such that limn→∞ |c|cn+1
n|
|
= r.
(i) If r < 1, then limn→∞ cn = 0
(ii) If r > 1, then (cn ) is an unbounded sequence.
Weierstrass Approximation Theorem Let f : [a, b] → R be a continuous function, and let > 0. Then
there exists a polynomial p such that |p(x) − f (x)| < for all x ∈ [a, b].
Pointwise and uniform convergence Let fn : D → R be a sequence of function, and let f : D → R.
(a) The sequence (fn ) converges to f pointwise if lim fn (x) = f (x) for all x ∈ [a, b].
(b) The sequence (fn ) converges to f uniformly if for every > 0 we can find an N such that |fn (x) −
f (x)| < for all x ∈ [a, b] and all n ≥ N .
Theorem Assume fn → f uniformly, and D = [a, b].
(a) If all fn s are continuous, then so is f .
Rb Rb
(b) If all fn s are integrable, then so is f . Moreover, in this case limn→∞ a fn = a f .
(c) Assume all fn ’s are differentiable. If the fn0 s converge uniformly to a function g, and the functions
fn converge pointwise to the function f , then f is differentiable and f 0 = g = limn→∞ fn0 .
Theorem Assume for some r > 0 the function f : (−r, r) → R is given by the power series
∞
X
f (x) = ck xk , if |x| < r.
k=0
Then f has derivatives of all orders. In particular
∞
X
f 0 (c) = kck xk−1 , if |x| < r.
k=0
