Introduction to Real Analysis MATH 2001

Juris Steprans
York University
September 13, 2012
Juris Stepr ans MATH 2001
Archimedes and the method of exhaustion
Archimedes set himself the task of calculating the area between a
parabola 1 x
2
and the x axis. Using the methods of calculus this
is no more dicult than calculating the integral
_
1
1
1 x
2
dx
However, these methods were not available to Archimedes and he
obtained his answer by considering successive families of triangles
contained in the region whose area he wanted to calculate.
Juris Stepr ans MATH 2001
Juris Stepr ans MATH 2001
Archimedes and the method of exhaustion
At each stage n the number of new triangles added to the
approximation is 2
n
.
Each of those triangles has area 1/8
n
.
Hence the sum of the areas of the new triangles is 1/4
n
.
Therefore, at stage n the sum of the areas of all the triangles
is
1 +
1
4
+
1
4
2
+. . . +
1
4
n
Juris Stepr ans MATH 2001
Archimedesclever idea
Archimedes realized that:
1 =
4
3

1
3
1 +
1
4
=
4
3

1
43
1 +
1
4
+
1
4
2
=
4
3

1
4
2
3
1 +
1
4
+
1
4
2
+. . .
1
4
n
=
4
3

1
4
n
3
and this last equation can easily be proved by induction on n by
noting that adding
1
4
n+1
to both sides of the last equation yields:
1 +
1
4
+
1
4
2
+. . .
1
4
n
+
1
4
n+1
=
4
3

1
4
n
3
+
1
4
n+1
=
4
n+2
4 + 3
4
n+1
3
=
4
n+2
1
4
n+1
3
=
4
3

1
4
n+1
3
Juris Stepr ans MATH 2001
Archimedes reasoning
Archimedes was, justiably, suspicious of innite sums. Hence he
reasoned by showing that
The area bounded by the parabola could not be less than 4/3.
This is easy using the sum of of the areas of the triangles
inscribed in the area. (Exercise 2.1)
The area bounded by the parabola could not be greater than
4/3. This is more subtle and uses that each new generation of
triangles reduces the remaining area by at least half.
(Exercises 2.2 and 2.3)
Hence, there is no other possibility than that the area is equal
to 4/3. In other words, all other possbilities have been
exhausted.
In this way Archimedes avoided resorting to innite sums.
Juris Stepr ans MATH 2001
Archimedes understanding of infinite sums
From the preceding argument it is possible to distill the
Archimedean notion of an innite sum it is not too far from the
modern understanding.
Definition
An innite sum has value T if and only if for all L < T and
M > T there is a number n so large that any partial sum with at
least n terms falls between L and M.
What do we mean by a partial sum though? Can we take any n
terms or do they have be taken in the order given to us?
Notice that the denition does not say that the more terms we
take the closer we get to T.
Juris Stepr ans MATH 2001
Associativity fails for infinite sums
1 1 + 1 1 + 1 . . . = (1 1) + (1 1) +. . . = 0
On the other hand,
1 1 + 1 1 + 1 . . . = 1 (1 1) (1 1) +. . . = 1
Juris Stepr ans MATH 2001
Associativity fails for infinite sums
Less trivially,
1
1
2
+
1
3

1
4
+
1
5

1
6
+
1
7
. . . 0.7
while rearranging yields
1 +
1
3

1
2
+
1
5
+
1
7

1
4
+
1
8
+
1
9

1
6
+. . . 1.04
justifying Archimedes caution about using innite series.
Juris Stepr ans MATH 2001
Hausdorff-Banach-Tarski paradox
A further reason for Archimedes to have worried about using
innite sums is that, even if the arithmetic works out one should
wonder about adding up innitely many areas.
For example, it is possible to decompose a ball of radius one into
30 pieces that can then be rearranged (no stretching or rescaling
allowed) into two balls of radius one!
Juris Stepr ans MATH 2001
Definition of convergence
A simple reformulation of the Archimedean understanding of
convergence of series is the following:
Definition
A series converges if there is a target value T such that for any
L < T and any M > T, all of the partial sums from some point on
are between L and M.
We will eventually arrive at a more precise denition than this for
convergence, but for the moment we will look at a key example,
the geometric series.
Juris Stepr ans MATH 2001
Even before a precise denition of the convergence of series was
formulated it was known that the geometric series
1 + x + x
2
+ x
3
+. . . converges and the value is given by
1 + x + x
2
+ + x
m
+. . . =
1
1 x
With this formula it is easy to compute, for example
1 + 1/3 + 1/9 + + 1/3
m
+. . . =
1
1 1/3
= 3/2
or, with x = 1/2
1 1/2 + 1/4 1/8 + + (1/2)
m
+. . . =
1
1 + 1/2
= 2/3
Juris Stepr ans MATH 2001
However, one has to be careful with this formula. For example
using x = 2 yields
1 + 2 + 4 + 8 + 2
m
+. . . =
1
1 2
= 1
which certainly contradicts our intuition about innite sums. So an
argument is needed to justify this formula.
Juris Stepr ans MATH 2001
An attractive argument is the following:
1 = 1 x + x x
2
+ x
2
x
m
+ x
m
. . .
= (1 x)1 + (1 x)x + (1 x)x
2
. . . + (1 x)x
m
. . .
= (1 x)(1 + x + x
2
. . . + x
m
. . .)
and hence
1
1 x
= 1 + x + x
2
. . . + x
m
+. . .
However, we have already seen that the use of the associative law
with innite sums can lead to problems. Recall
1 1 + 1 1 + 1 . . . = (1 1) + (1 1) +. . . = 0
1 1 + 1 1 + 1 . . . = 1 (1 1) (1 1) +. . . = 1
Juris Stepr ans MATH 2001
But this argument can be made precise using an approach similar
to that of Archimedes. For a nite number m
1 = 1 x + x x
2
+ x
2
x
m
+ x
m
and hence
1 = (1 x)1 + (1 x)x + (1 x)x
2
. . . + (1 x)x
m1
+ x
m
. . .
Therefore
1
1 x

x
m
1 x
=
1 x
m
1 x
= 1 + x + x
2
+. . . x
m1
Juris Stepr ans MATH 2001
Now recall our provisional denition.
Definition
A series converges if there is a target value T such that for any
L < T and any M > T, all of the partial sums from some point on
are between L and M.
It must be shown that T =
1
1x
satises this denition for the
geometric series. So suppose that L < T < M. All that needs to
be done is to nd an m so large that if n m then
x
m
1x
< T L
and
x
m
1x
< M T. Why does this suce? For what values of x
can this be done?
Juris Stepr ans MATH 2001
Formulas for
How is the following expression for obtained?

4
= 1
1
3
+
1
5

1
7
+
1
9

1
11
+
1
13
. . .
Juris Stepr ans MATH 2001
From the geometric series equation derived in the last lecture we
know that
1
1 + x
2
= 1 x
2
+ x
4
x
6
+ x
8
. . .
for values of x such that 1 < x
2
< 1. Recall also also that
_
dx
1 + x
2
= arctan(x) + C
and hence
_
x
0
dt
1 + t
2
= arctan(x) arctan(0) = arctan(x)
Juris Stepr ans MATH 2001
_
x
0
dt
1 + t
2
=
_
x
0
1 t
2
+ t
4
t
6
+ t
8
. . . dt
=
_
x
0
dt
_
x
0
t
2
dt +
_
x
0
t
4
dt
_
x
0
t
6
dt +
_
x
0
t
8
dt . . .
= x
x
3
3
+
x
5
5

x
7
7
+. . .
and hence
arctan(x) = x
x
3
3
+
x
5
5

x
7
7
+. . .
at least for x such that 1 < x < 1. Recalling that tan(/4) = 1
yields
Juris Stepr ans MATH 2001
/4 = arctan(1) = 1
1
3
+
1
5

1
7
+. . .
but at least two questions arise:
Why is the interchange of integration and innite summation
justied?
Why is it justied to replace x with 1?
It turns out that the convergence of this series for /4 is quite
slow and Newton was able to nd a faster convergence.
Juris Stepr ans MATH 2001
The area of a quarter unit circle is expressed in the following
equation:
/4 =
_
1
0
_
1 x
2
dx
In order to evaluate this Newton obtained the following innite
series for (1 + x)
a
:
(1 + x)
a
= 1 + ax +
a(a 1)
2
x
2
+
a(a 1)(a 2)
2 3
x
3
. . .
and this yields the following:
Juris Stepr ans MATH 2001
/4 =
_
1
0
_
1 x
2
dx =
_
1
0
(1 x
2
)
1/2
dx =
_
1
0
_
1
1
2
x
2
+
1
2
(
1
2
1)
2
x
4

1
2
(
1
2
1)(
1
2
2)
2 3
x
6
. . .
_
dx =
_
1
0
dx
_
1
0
x
2
2
dx+
_
1
0
1
2
(
1
2
1)
2
x
4
dx+
_
1
0
1
2
(
1
2
1)(
1
2
2)
2 3
x
6
dx . . . =
1
1
2 3
+
1
4 2! 5

3
8 3! 7
+
3 5
16 4! 9
. . .
Juris Stepr ans MATH 2001
There are again questions to be answered in justifying this
argument, but also the equation
(1 + x)
a
= 1 + ax +
a(a 1)
2
x
2
+
a(a 1)(a 2)
2 3
x
3
. . .
needs to by established. This will be done as part of a more
general theory of Taylor series. But before looking at this we will
look at one more example, the harmonic series.
Juris Stepr ans MATH 2001
Recall again the geometric series equation:
1
1 x
= 1 + x + x
2
+ x
3
+ x
4
. . .
and recall also that
_
dx
1 x
= ln(1 x)
and hence
ln(1 x) =
_
_
1 + x + x
2
+ x
3
+ x
4
_
dx =
x +
x
2
2
+
x
3
3
+
x
4
4
+
x
5
5
+. . .
Juris Stepr ans MATH 2001
Replacing x by x yields
ln(1 + x) = x
x
2
2
+
x
3
3

x
4
4
+
x
5
5
. . .
Even assuming the justication of interchanging integration and
innite summation, this equation would only be valid for x such
that 1 < x < 1. Nevertheless it is also true for x = 1 yielding
ln(2) = 1
1
2
+
1
3

1
4
+
1
5
. . .
Certainly we should not expect a sensible result evaluating this at
x = 1 which purely formally yields
ln(0) = 1 +
1
2
+
1
3
+
1
4
+
1
5
+. . .
Juris Stepr ans MATH 2001
The right hand side is the harmonic series which diverges. In the
Archimedean understanding this means that for any integer N
there is some m such that
1 +
1
2
+
1
3
+
1
4
+
1
5
+. . . +
1
k
> N
for any k m. Lets prove this. Begin by observing
1 +
1
2
+
1
3
+
1
4
+
1
5
+. . . +
1
2
n
=
1+
1
2
+
1
3
+
1
4
+
1
5
+
1
6
+
1
7
+
1
8
+
1
9
. . .+
1
16
+
1
17
+. . . +
1
32
+
1
33
+. . .
1
2
n
1 +
1
2
+ 2
1
4
+ 4
1
8
+ 8
1
16
+ 16
1
32
+ 32
1
64
+. . . +2
n1
1
2
n

Juris Stepr ans MATH 2001
1 +
1
2
+
1
2
+
1
2
+
1
2
+. . . +
1
2
. .
n + 1 terms
= 1 + n/2
Hence, given N let m be so large that 1 + m/2 > N. Hence if
k 2
m
then
1 +
1
2
+
1
3
+
1
4
+
1
5
+. . . +
1
k

1 +
1
2
+
1
3
+
1
4
+
1
5
+. . . +
1
2
m
1 + m/2 > N
Juris Stepr ans MATH 2001