The Infinite and Contradiction: a History of Mathematical Physics By
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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. -
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]. -
A List of Arithmetical Structures Complete with Respect to the First
View metadata, citation and similar papers at core.ac.uk brought to you by CORE provided by Elsevier - Publisher Connector Theoretical Computer Science 257 (2001) 115–151 www.elsevier.com/locate/tcs A list of arithmetical structures complete with respect to the ÿrst-order deÿnability Ivan Korec∗;X Slovak Academy of Sciences, Mathematical Institute, Stefanikovaà 49, 814 73 Bratislava, Slovak Republic Abstract A structure with base set N is complete with respect to the ÿrst-order deÿnability in the class of arithmetical structures if and only if the operations +; × are deÿnable in it. A list of such structures is presented. Although structures with Pascal’s triangles modulo n are preferred a little, an e,ort was made to collect as many simply formulated results as possible. c 2001 Elsevier Science B.V. All rights reserved. MSC: primary 03B10; 03C07; secondary 11B65; 11U07 Keywords: Elementary deÿnability; Pascal’s triangle modulo n; Arithmetical structures; Undecid- able theories 1. Introduction A list of (arithmetical) structures complete with respect of the ÿrst-order deÿnability power (shortly: def-complete structures) will be presented. (The term “def-strongest” was used in the previous versions.) Most of them have the base set N but also structures with some other universes are considered. (Formal deÿnitions are given below.) The class of arithmetical structures can be quasi-ordered by ÿrst-order deÿnability power. After the usual factorization we obtain a partially ordered set, and def-complete struc- tures will form its greatest element. Of course, there are stronger structures (with respect to the ÿrst-order deÿnability) outside of the class of arithmetical structures. -
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 -
Convergence Rates for Deterministic and Stochastic Subgradient
Convergence Rates for Deterministic and Stochastic Subgradient Methods Without Lipschitz Continuity Benjamin Grimmer∗ Abstract We extend the classic convergence rate theory for subgradient methods to apply to non-Lipschitz functions. For the deterministic projected subgradient method, we present a global O(1/√T ) convergence rate for any convex function which is locally Lipschitz around its minimizers. This approach is based on Shor’s classic subgradient analysis and implies generalizations of the standard convergence rates for gradient descent on functions with Lipschitz or H¨older continuous gradients. Further, we show a O(1/√T ) convergence rate for the stochastic projected subgradient method on convex functions with at most quadratic growth, which improves to O(1/T ) under either strong convexity or a weaker quadratic lower bound condition. 1 Introduction We consider the nonsmooth, convex optimization problem given by min f(x) x∈Q for some lower semicontinuous convex function f : Rd R and closed convex feasible → ∪{∞} region Q. We assume Q lies in the domain of f and that this problem has a nonempty set of minimizers X∗ (with minimum value denoted by f ∗). Further, we assume orthogonal projection onto Q is computationally tractable (which we denote by PQ( )). arXiv:1712.04104v3 [math.OC] 26 Feb 2018 Since f may be nondifferentiable, we weaken the notion of gradients to· subgradients. The set of all subgradients at some x Q (referred to as the subdifferential) is denoted by ∈ ∂f(x)= g Rd y Rd f(y) f(x)+ gT (y x) . { ∈ | ∀ ∈ ≥ − } We consider solving this problem via a (potentially stochastic) projected subgradient method. -
The Reverse Mathematics of Cousin's Lemma
VICTORIAUNIVERSITYOFWELLINGTON Te Herenga Waka School of Mathematics and Statistics Te Kura Matai Tatauranga PO Box 600 Tel: +64 4 463 5341 Wellington 6140 Fax: +64 4 463 5045 New Zealand Email: sms-offi[email protected] The reverse mathematics of Cousin’s lemma Jordan Mitchell Barrett Supervisors: Rod Downey, Noam Greenberg Friday 30th October 2020 Submitted in partial fulfilment of the requirements for the Bachelor of Science with Honours in Mathematics. Abstract Cousin’s lemma is a compactness principle that naturally arises when study- ing the gauge integral, a generalisation of the Lebesgue integral. We study the ax- iomatic strength of Cousin’s lemma for various classes of functions, using Fried- arXiv:2011.13060v1 [math.LO] 25 Nov 2020 man and Simpson’s reverse mathematics in second-order arithmetic. We prove that, over RCA0: (i) Cousin’s lemma for continuous functions is equivalent to the system WKL0; (ii) Cousin’s lemma for Baire 1 functions is at least as strong as ACA0; (iii) Cousin’s lemma for Baire 2 functions is at least as strong as ATR0. Contents 1 Introduction 1 2 Integration and Cousin’s lemma 5 2.1 Riemann integration . .5 2.2 Gauge integration . .6 2.3 Cousin’s lemma . .7 3 Logical prerequisites 9 3.1 Computability . .9 3.2 Second-order arithmetic . 12 3.3 The arithmetical and analytical hierarchies . 13 4 Subsystems of second-order arithmetic 17 4.1 Formal systems . 17 4.2 RCA0 .......................................... 18 4.3 WKL0 .......................................... 19 4.4 ACA0 .......................................... 21 4.5 ATR0 .......................................... 22 1 4.6 P1-CA0 ......................................... 23 5 Analysis in second-order arithmetic 25 5.1 Number systems . -
Mean Value, Taylor, and All That
Mean Value, Taylor, and all that Ambar N. Sengupta Louisiana State University November 2009 Careful: Not proofread! Derivative Recall the definition of the derivative of a function f at a point p: f (w) − f (p) f 0(p) = lim (1) w!p w − p Derivative Thus, to say that f 0(p) = 3 means that if we take any neighborhood U of 3, say the interval (1; 5), then the ratio f (w) − f (p) w − p falls inside U when w is close enough to p, i.e. in some neighborhood of p. (Of course, we can’t let w be equal to p, because of the w − p in the denominator.) In particular, f (w) − f (p) > 0 if w is close enough to p, but 6= p. w − p Derivative So if f 0(p) = 3 then the ratio f (w) − f (p) w − p lies in (1; 5) when w is close enough to p, i.e. in some neighborhood of p, but not equal to p. Derivative So if f 0(p) = 3 then the ratio f (w) − f (p) w − p lies in (1; 5) when w is close enough to p, i.e. in some neighborhood of p, but not equal to p. In particular, f (w) − f (p) > 0 if w is close enough to p, but 6= p. w − p • when w > p, but near p, the value f (w) is > f (p). • when w < p, but near p, the value f (w) is < f (p). Derivative From f 0(p) = 3 we found that f (w) − f (p) > 0 if w is close enough to p, but 6= p. -
Or, If the Sine Functions Be Eliminated by Means of (11)
52 BINOMIAL THEOREM AND NEWTONS MONUMENT. [Nov., or, if the sine functions be eliminated by means of (11), e <*i : <** : <xz = X^ptptf : K(P*ptf : A3(Pi#*) . (53) While (52) does not enable us to construct the point of least attraction, it furnishes a solution of the converse problem : to determine the ratios of the masses of three points so as to make the sum of their attractions on a point P within their triangle a minimum. If, in (50), we put n = 2 and ax + a% = 1, and hence pt + p% = 1, this equation can be regarded as that of a curve whose ordinate s represents the sum of the attractions exerted by the points et and e2 on the foot of the ordinate. This curve approaches asymptotically the perpendiculars erected on the vector {ex — e2) at ex and e% ; and the point of minimum attraction corresponds to its lowest point. Similarly, in the case n = 3, the sum of the attractions exerted by the vertices of the triangle on any point within this triangle can be rep resented by the ordinate of a surface, erected at this point at right angles to the plane of the triangle. This suggestion may here suffice. 22. Concluding remark.—Further results concerning gen eralizations of the problem of the minimum sum of distances are reserved for a future communication. WAS THE BINOMIAL THEOEEM ENGKAVEN ON NEWTON'S MONUMENT? BY PKOFESSOR FLORIAN CAJORI. Moritz Cantor, in a recently published part of his admir able work, Vorlesungen über Gescliichte der Mathematik, speaks of the " Binomialreihe, welcher man 1727 bei Newtons Tode . -
Infinitesimals
Infinitesimals: History & Application Joel A. Tropp Plan II Honors Program, WCH 4.104, The University of Texas at Austin, Austin, TX 78712 Abstract. An infinitesimal is a number whose magnitude ex- ceeds zero but somehow fails to exceed any finite, positive num- ber. Although logically problematic, infinitesimals are extremely appealing for investigating continuous phenomena. They were used extensively by mathematicians until the late 19th century, at which point they were purged because they lacked a rigorous founda- tion. In 1960, the logician Abraham Robinson revived them by constructing a number system, the hyperreals, which contains in- finitesimals and infinitely large quantities. This thesis introduces Nonstandard Analysis (NSA), the set of techniques which Robinson invented. It contains a rigorous de- velopment of the hyperreals and shows how they can be used to prove the fundamental theorems of real analysis in a direct, natural way. (Incredibly, a great deal of the presentation echoes the work of Leibniz, which was performed in the 17th century.) NSA has also extended mathematics in directions which exceed the scope of this thesis. These investigations may eventually result in fruitful discoveries. Contents Introduction: Why Infinitesimals? vi Chapter 1. Historical Background 1 1.1. Overview 1 1.2. Origins 1 1.3. Continuity 3 1.4. Eudoxus and Archimedes 5 1.5. Apply when Necessary 7 1.6. Banished 10 1.7. Regained 12 1.8. The Future 13 Chapter 2. Rigorous Infinitesimals 15 2.1. Developing Nonstandard Analysis 15 2.2. Direct Ultrapower Construction of ∗R 17 2.3. Principles of NSA 28 2.4. Working with Hyperreals 32 Chapter 3. -
The Hyperreals
THE HYPERREALS LARRY SUSANKA Abstract. In this article we define the hyperreal numbers, an ordered field containing the real numbers as well as infinitesimal numbers. These infinites- imals have magnitude smaller than that of any nonzero real number and have intuitively appealing properties, harkening back to the thoughts of the inven- tors of analysis. We use the ultrafilter construction of the hyperreal numbers which employs common properties of sets, rather than the original approach (see A. Robinson Non-Standard Analysis [5]) which used model theory. A few of the properties of the hyperreals are explored and proofs of some results from real topology and calculus are created using hyperreal arithmetic in place of the standard limit techniques. Contents The Hyperreal Numbers 1. Historical Remarks and Overview 2 2. The Construction 3 3. Vocabulary 6 4. A Collection of Exercises 7 5. Transfer 10 6. The Rearrangement and Hypertail Lemmas 14 Applications 7. Open, Closed and Boundary For Subsets of R 15 8. The Hyperreal Approach to Real Convergent Sequences 16 9. Series 18 10. More on Limits 20 11. Continuity and Uniform Continuity 22 12. Derivatives 26 13. Results Related to the Mean Value Theorem 28 14. Riemann Integral Preliminaries 32 15. The Infinitesimal Approach to Integration 36 16. An Example of Euler, Revisited 37 References 40 Index 41 Date: June 27, 2018. 1 2 LARRY SUSANKA 1. Historical Remarks and Overview The historical Euclid-derived conception of a line was as an object possessing \the quality of length without breadth" and which satisfies the various axioms of Euclid's geometric structure.