Everywhere Continuous Nowhere Differentiable Functions
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Section 8.8: Improper Integrals
Section 8.8: Improper Integrals One of the main applications of integrals is to compute the areas under curves, as you know. A geometric question. But there are some geometric questions which we do not yet know how to do by calculus, even though they appear to have the same form. Consider the curve y = 1=x2. We can ask, what is the area of the region under the curve and right of the line x = 1? We have no reason to believe this area is finite, but let's ask. Now no integral will compute this{we have to integrate over a bounded interval. Nonetheless, we don't want to throw up our hands. So note that b 2 b Z (1=x )dx = ( 1=x) 1 = 1 1=b: 1 − j − In other words, as b gets larger and larger, the area under the curve and above [1; b] gets larger and larger; but note that it gets closer and closer to 1. Thus, our intuition tells us that the area of the region we're interested in is exactly 1. More formally: lim 1 1=b = 1: b − !1 We can rewrite that as b 2 lim Z (1=x )dx: b !1 1 Indeed, in general, if we want to compute the area under y = f(x) and right of the line x = a, we are computing b lim Z f(x)dx: b !1 a ASK: Does this limit always exist? Give some situations where it does not exist. They'll give something that blows up. -
Notes on Calculus II Integral Calculus Miguel A. Lerma
Notes on Calculus II Integral Calculus Miguel A. Lerma November 22, 2002 Contents Introduction 5 Chapter 1. Integrals 6 1.1. Areas and Distances. The Definite Integral 6 1.2. The Evaluation Theorem 11 1.3. The Fundamental Theorem of Calculus 14 1.4. The Substitution Rule 16 1.5. Integration by Parts 21 1.6. Trigonometric Integrals and Trigonometric Substitutions 26 1.7. Partial Fractions 32 1.8. Integration using Tables and CAS 39 1.9. Numerical Integration 41 1.10. Improper Integrals 46 Chapter 2. Applications of Integration 50 2.1. More about Areas 50 2.2. Volumes 52 2.3. Arc Length, Parametric Curves 57 2.4. Average Value of a Function (Mean Value Theorem) 61 2.5. Applications to Physics and Engineering 63 2.6. Probability 69 Chapter 3. Differential Equations 74 3.1. Differential Equations and Separable Equations 74 3.2. Directional Fields and Euler’s Method 78 3.3. Exponential Growth and Decay 80 Chapter 4. Infinite Sequences and Series 83 4.1. Sequences 83 4.2. Series 88 4.3. The Integral and Comparison Tests 92 4.4. Other Convergence Tests 96 4.5. Power Series 98 4.6. Representation of Functions as Power Series 100 4.7. Taylor and MacLaurin Series 103 3 CONTENTS 4 4.8. Applications of Taylor Polynomials 109 Appendix A. Hyperbolic Functions 113 A.1. Hyperbolic Functions 113 Appendix B. Various Formulas 118 B.1. Summation Formulas 118 Appendix C. Table of Integrals 119 Introduction These notes are intended to be a summary of the main ideas in course MATH 214-2: Integral Calculus. -
Halloweierstrass
Happy Hallo WEIERSTRASS Did you know that Weierestrass was born on Halloween? Neither did we… Dmitriy Bilyk will be speaking on Lacunary Fourier series: from Weierstrass to our days Monday, Oct 31 at 12:15pm in Vin 313 followed by Mesa Pizza in the first floor lounge Brought to you by the UMN AMS Student Chapter and born in Ostenfelde, Westphalia, Prussia. sent to University of Bonn to prepare for a government position { dropped out. studied mathematics at the M¨unsterAcademy. University of K¨onigsberg gave him an honorary doctor's degree March 31, 1854. 1856 a chair at Gewerbeinstitut (now TU Berlin) professor at Friedrich-Wilhelms-Universit¨atBerlin (now Humboldt Universit¨at) died in Berlin of pneumonia often cited as the father of modern analysis Karl Theodor Wilhelm Weierstrass 31 October 1815 { 19 February 1897 born in Ostenfelde, Westphalia, Prussia. sent to University of Bonn to prepare for a government position { dropped out. studied mathematics at the M¨unsterAcademy. University of K¨onigsberg gave him an honorary doctor's degree March 31, 1854. 1856 a chair at Gewerbeinstitut (now TU Berlin) professor at Friedrich-Wilhelms-Universit¨atBerlin (now Humboldt Universit¨at) died in Berlin of pneumonia often cited as the father of modern analysis Karl Theodor Wilhelm Weierstraß 31 October 1815 { 19 February 1897 born in Ostenfelde, Westphalia, Prussia. sent to University of Bonn to prepare for a government position { dropped out. studied mathematics at the M¨unsterAcademy. University of K¨onigsberg gave him an honorary doctor's degree March 31, 1854. 1856 a chair at Gewerbeinstitut (now TU Berlin) professor at Friedrich-Wilhelms-Universit¨atBerlin (now Humboldt Universit¨at) died in Berlin of pneumonia often cited as the father of modern analysis Karl Theodor Wilhelm Weierstraß 31 October 1815 { 19 February 1897 sent to University of Bonn to prepare for a government position { dropped out. -
On Fractal Properties of Weierstrass-Type Functions
Proceedings of the International Geometry Center Vol. 12, no. 2 (2019) pp. 43–61 On fractal properties of Weierstrass-type functions Claire David Abstract. In the sequel, starting from the classical Weierstrass function + 8 n n defined, for any real number x, by (x) = λ cos (2 π Nb x), where λ W n=0 ÿ and Nb are two real numbers such that 0 λ 1, Nb N and λ Nb 1, we highlight intrinsic properties of curious mapsă ă which happenP to constituteą a new class of iterated function system. Those properties are all the more interesting, in so far as they can be directly linked to the computation of the box dimension of the curve, and to the proof of the non-differentiabilty of Weierstrass type functions. Анотація. Метою даної роботи є узагальнення попередніх результатів автора про класичну функцію Вейерштрасса та її графік. Його можна отримати як границю послідовності префракталів, тобто графів, отри- маних за допомогою ітераційної системи функцій, які, як правило, не є стискаючими відображеннями. Натомість вони мають в деякому сенсі еквівалентну властивість до стискаючих відображень, оскільки на ко- жному етапі ітераційного процесу, який дає змогу отримати префра- ктали, вони зменшують двовимірні міри Лебега заданої послідовності прямокутників, що покривають криву. Такі системи функцій відіграють певну роль на першому кроці процесу побудови підкови Смейла. Вони можуть бути використані для доведення недиференційованості функції Вейєрштрасса та обчислення box-розмірності її графіка, а також для по- будови більш широких класів неперервних, але ніде не диференційовних функцій. Останнє питання ми вивчатимемо в подальших роботах. 2010 Mathematics Subject Classification: 37F20, 28A80, 05C63 Keywords: Weierstrass function; non-differentiability; iterative function systems DOI: http://dx.doi.org/10.15673/tmgc.v12i2.1485 43 44 Cl. -
Two Fundamental Theorems About the Definite Integral
Two Fundamental Theorems about the Definite Integral These lecture notes develop the theorem Stewart calls The Fundamental Theorem of Calculus in section 5.3. The approach I use is slightly different than that used by Stewart, but is based on the same fundamental ideas. 1 The definite integral Recall that the expression b f(x) dx ∫a is called the definite integral of f(x) over the interval [a,b] and stands for the area underneath the curve y = f(x) over the interval [a,b] (with the understanding that areas above the x-axis are considered positive and the areas beneath the axis are considered negative). In today's lecture I am going to prove an important connection between the definite integral and the derivative and use that connection to compute the definite integral. The result that I am eventually going to prove sits at the end of a chain of earlier definitions and intermediate results. 2 Some important facts about continuous functions The first intermediate result we are going to have to prove along the way depends on some definitions and theorems concerning continuous functions. Here are those definitions and theorems. The definition of continuity A function f(x) is continuous at a point x = a if the following hold 1. f(a) exists 2. lim f(x) exists xœa 3. lim f(x) = f(a) xœa 1 A function f(x) is continuous in an interval [a,b] if it is continuous at every point in that interval. The extreme value theorem Let f(x) be a continuous function in an interval [a,b]. -
Continuous Nowhere Differentiable Functions
2003:320 CIV MASTER’S THESIS Continuous Nowhere Differentiable Functions JOHAN THIM MASTER OF SCIENCE PROGRAMME Department of Mathematics 2003:320 CIV • ISSN: 1402 - 1617 • ISRN: LTU - EX - - 03/320 - - SE Continuous Nowhere Differentiable Functions Johan Thim December 2003 Master Thesis Supervisor: Lech Maligranda Department of Mathematics Abstract In the early nineteenth century, most mathematicians believed that a contin- uous function has derivative at a significant set of points. A. M. Amp`ereeven tried to give a theoretical justification for this (within the limitations of the definitions of his time) in his paper from 1806. In a presentation before the Berlin Academy on July 18, 1872 Karl Weierstrass shocked the mathematical community by proving this conjecture to be false. He presented a function which was continuous everywhere but differentiable nowhere. The function in question was defined by ∞ X W (x) = ak cos(bkπx), k=0 where a is a real number with 0 < a < 1, b is an odd integer and ab > 1+3π/2. This example was first published by du Bois-Reymond in 1875. Weierstrass also mentioned Riemann, who apparently had used a similar construction (which was unpublished) in his own lectures as early as 1861. However, neither Weierstrass’ nor Riemann’s function was the first such construction. The earliest known example is due to Czech mathematician Bernard Bolzano, who in the years around 1830 (published in 1922 after being discovered a few years earlier) exhibited a continuous function which was nowhere differen- tiable. Around 1860, the Swiss mathematician Charles Cell´erieralso discov- ered (independently) an example which unfortunately wasn’t published until 1890 (posthumously). -
Lecture 13 Gradient Methods for Constrained Optimization
Lecture 13 Gradient Methods for Constrained Optimization October 16, 2008 Lecture 13 Outline • Gradient Projection Algorithm • Convergence Rate Convex Optimization 1 Lecture 13 Constrained Minimization minimize f(x) subject x ∈ X • Assumption 1: • The function f is convex and continuously differentiable over Rn • The set X is closed and convex ∗ • The optimal value f = infx∈Rn f(x) is finite • Gradient projection algorithm xk+1 = PX[xk − αk∇f(xk)] starting with x0 ∈ X. Convex Optimization 2 Lecture 13 Bounded Gradients Theorem 1 Let Assumption 1 hold, and suppose that the gradients are uniformly bounded over the set X. Then, the projection gradient method generates the sequence {xk} ⊂ X such that • When the constant stepsize αk ≡ α is used, we have 2 ∗ αL lim inf f(xk) ≤ f + k→∞ 2 P • When diminishing stepsize is used with k αk = +∞, we have ∗ lim inf f(xk) = f . k→∞ Proof: We use projection properties and the line of analysis similar to that of unconstrained method. HWK 6 Convex Optimization 3 Lecture 13 Lipschitz Gradients • Lipschitz Gradient Lemma For a differentiable convex function f with Lipschitz gradients, we have for all x, y ∈ Rn, 1 k∇f(x) − ∇f(y)k2 ≤ (∇f(x) − ∇f(y))T (x − y), L where L is a Lipschitz constant. • Theorem 2 Let Assumption 1 hold, and assume that the gradients of f are Lipschitz continuous over X. Suppose that the optimal solution ∗ set X is not empty. Then, for a constant stepsize αk ≡ α with 0 2 < α < L converges to an optimal point, i.e., ∗ ∗ ∗ lim kxk − x k = 0 for some x ∈ X . -
Calculus Terminology
AP Calculus BC Calculus Terminology Absolute Convergence Asymptote Continued Sum Absolute Maximum Average Rate of Change Continuous Function Absolute Minimum Average Value of a Function Continuously Differentiable Function Absolutely Convergent Axis of Rotation Converge Acceleration Boundary Value Problem Converge Absolutely Alternating Series Bounded Function Converge Conditionally Alternating Series Remainder Bounded Sequence Convergence Tests Alternating Series Test Bounds of Integration Convergent Sequence Analytic Methods Calculus Convergent Series Annulus Cartesian Form Critical Number Antiderivative of a Function Cavalieri’s Principle Critical Point Approximation by Differentials Center of Mass Formula Critical Value Arc Length of a Curve Centroid Curly d Area below a Curve Chain Rule Curve Area between Curves Comparison Test Curve Sketching Area of an Ellipse Concave Cusp Area of a Parabolic Segment Concave Down Cylindrical Shell Method Area under a Curve Concave Up Decreasing Function Area Using Parametric Equations Conditional Convergence Definite Integral Area Using Polar Coordinates Constant Term Definite Integral Rules Degenerate Divergent Series Function Operations Del Operator e Fundamental Theorem of Calculus Deleted Neighborhood Ellipsoid GLB Derivative End Behavior Global Maximum Derivative of a Power Series Essential Discontinuity Global Minimum Derivative Rules Explicit Differentiation Golden Spiral Difference Quotient Explicit Function Graphic Methods Differentiable Exponential Decay Greatest Lower Bound Differential -
Infinitesimal Calculus
Infinitesimal Calculus Δy ΔxΔy and “cannot stand” Δx • Derivative of the sum/difference of two functions (x + Δx) ± (y + Δy) = (x + y) + Δx + Δy ∴ we have a change of Δx + Δy. • Derivative of the product of two functions (x + Δx)(y + Δy) = xy + Δxy + xΔy + ΔxΔy ∴ we have a change of Δxy + xΔy. • Derivative of the product of three functions (x + Δx)(y + Δy)(z + Δz) = xyz + Δxyz + xΔyz + xyΔz + xΔyΔz + ΔxΔyz + xΔyΔz + ΔxΔyΔ ∴ we have a change of Δxyz + xΔyz + xyΔz. • Derivative of the quotient of three functions x Let u = . Then by the product rule above, yu = x yields y uΔy + yΔu = Δx. Substituting for u its value, we have xΔy Δxy − xΔy + yΔu = Δx. Finding the value of Δu , we have y y2 • Derivative of a power function (and the “chain rule”) Let y = x m . ∴ y = x ⋅ x ⋅ x ⋅...⋅ x (m times). By a generalization of the product rule, Δy = (xm−1Δx)(x m−1Δx)(x m−1Δx)...⋅ (xm −1Δx) m times. ∴ we have Δy = mx m−1Δx. • Derivative of the logarithmic function Let y = xn , n being constant. Then log y = nlog x. Differentiating y = xn , we have dy dy dy y y dy = nxn−1dx, or n = = = , since xn−1 = . Again, whatever n−1 y dx x dx dx x x x the differentials of log x and log y are, we have d(log y) = n ⋅ d(log x), or d(log y) n = . Placing these values of n equal to each other, we obtain d(log x) dy d(log y) y dy = . -
Calculus Formulas and Theorems
Formulas and Theorems for Reference I. Tbigonometric Formulas l. sin2d+c,cis2d:1 sec2d l*cot20:<:sc:20 +.I sin(-d) : -sitt0 t,rs(-//) = t r1sl/ : -tallH 7. sin(A* B) :sitrAcosB*silBcosA 8. : siri A cos B - siu B <:os,;l 9. cos(A+ B) - cos,4cos B - siuA siriB 10. cos(A- B) : cosA cosB + silrA sirrB 11. 2 sirrd t:osd 12. <'os20- coS2(i - siu20 : 2<'os2o - I - 1 - 2sin20 I 13. tan d : <.rft0 (:ost/ I 14. <:ol0 : sirrd tattH 1 15. (:OS I/ 1 16. cscd - ri" 6i /F tl r(. cos[I ^ -el : sitt d \l 18. -01 : COSA 215 216 Formulas and Theorems II. Differentiation Formulas !(r") - trr:"-1 Q,:I' ]tra-fg'+gf' gJ'-,f g' - * (i) ,l' ,I - (tt(.r))9'(.,') ,i;.[tyt.rt) l'' d, \ (sttt rrJ .* ('oqI' .7, tJ, \ . ./ stll lr dr. l('os J { 1a,,,t,:r) - .,' o.t "11'2 1(<,ot.r') - (,.(,2.r' Q:T rl , (sc'c:.r'J: sPl'.r tall 11 ,7, d, - (<:s<t.r,; - (ls(].]'(rot;.r fr("'),t -.'' ,1 - fr(u") o,'ltrc ,l ,, 1 ' tlll ri - (l.t' .f d,^ --: I -iAl'CSllLl'l t!.r' J1 - rz 1(Arcsi' r) : oT Il12 Formulas and Theorems 2I7 III. Integration Formulas 1. ,f "or:artC 2. [\0,-trrlrl *(' .t "r 3. [,' ,t.,: r^x| (' ,I 4. In' a,,: lL , ,' .l 111Q 5. In., a.r: .rhr.r' .r r (' ,l f 6. sirr.r d.r' - ( os.r'-t C ./ 7. /.,,.r' dr : sitr.i'| (' .t 8. tl:r:hr sec,rl+ C or ln Jccrsrl+ C ,f'r^rr f 9. -
Section 9.6, the Chain Rule and the Power Rule
Section 9.6, The Chain Rule and the Power Rule Chain Rule: If f and g are differentiable functions with y = f(u) and u = g(x) (i.e. y = f(g(x))), then dy = f 0(u) · g0(x) = f 0(g(x)) · g0(x); or dx dy dy du = · dx du dx For now, we will only be considering a special case of the Chain Rule. When f(u) = un, this is called the (General) Power Rule. (General) Power Rule: If y = un, where u is a function of x, then dy du = nun−1 · dx dx Examples Calculate the derivatives for the following functions: 1. f(x) = (2x + 1)7 Here, u(x) = 2x + 1 and n = 7, so f 0(x) = 7u(x)6 · u0(x) = 7(2x + 1)6 · (2) = 14(2x + 1)6. 2. g(z) = (4z2 − 3z + 4)9 We will take u(z) = 4z2 − 3z + 4 and n = 9, so g0(z) = 9(4z2 − 3z + 4)8 · (8z − 3). 1 2 −2 3. y = (x2−4)2 = (x − 4) Letting u(x) = x2 − 4 and n = −2, y0 = −2(x2 − 4)−3 · 2x = −4x(x2 − 4)−3. p 4. f(x) = 3 1 − x2 + x4 = (1 − x2 + x4)1=3 0 1 2 4 −2=3 3 f (x) = 3 (1 − x + x ) (−2x + 4x ). Notes for the Chain and (General) Power Rules: 1. If you use the u-notation, as in the definition of the Chain and Power Rules, be sure to have your final answer use the variable in the given problem. -
Pathological” Functions and Their Classes
Properties of “Pathological” Functions and their Classes Syed Sameed Ahmed (179044322) University of Leicester 27th April 2020 Abstract This paper is meant to serve as an exposition on the theorem proved by Richard Aron, V.I. Gurariy and J.B. Seoane in their 2004 paper [2], which states that ‘The Set of Dif- ferentiable but Nowhere Monotone Functions (DNM) is Lineable.’ I begin by showing how certain properties that our intuition generally associates with continuous or differen- tiable functions can be wrong. This is followed by examples of functions with surprisingly unintuitive properties that have appeared in mathematical literature in relatively recent times. After a brief discussion of some preliminary concepts and tools needed for the rest of the paper, a construction of a ‘Continuous but Nowhere Monotone (CNM)’ function is provided which serves as a first concrete introduction to the so called “pathological functions” in this paper. The existence of such functions leaves one wondering about the ‘Differentiable but Nowhere Monotone (DNM)’ functions. Therefore, the next section of- fers a description of how the 2004 paper by the three authors shows that such functions are very abundant and not mere fancy counter-examples that can be called “pathological.” 1Introduction A wide variety of assumptions about the nature of mathematical objects inform our intuition when we perform calculations. These assumptions have their utility because they help us perform calculations swiftly without being over skeptical or neurotic. The problem, however, is that it is not entirely obvious as to which assumptions are legitimate and can be rigorously justified and which ones are not.