LIMITS
DR.HAMED AL-SULAMI
Definition 0.1. LetE⊆R,and letabe a limit point ofE.For a functionf :E→R,a real numberL is said to be alimit of f ata, we write limx→af(x) =L,if, for allε >0 there existsδ >0 such that if x∈E and 0<|x−a|< δ⇒ |f(x)−L|< ε.
Note 0.1. The inequality0<|x−a|is equivalent to saying x6=a.
Example 0.1. Prove that limx→2x2= 4.
Discussion: Givenε >0, we want to findδ >0 such that if 0<|x−2|< δ⇒ |x2−4|< ε.Now,
|x2−4|=|(x−2)(x+ 2)|
=|x−2||x+ 2|
≤ |x−2|(|x|+ 2).
If we assume that|x−2|<10, then |x| −2<|x−2|<10. Hence|x| −2<10⇒ |x|<12.
Now,|x2−4| ≤ |x−2|(|x|+ 2)
≤ |x−2|(12 + 2)
≤14|x−2|.
Now, if we assume 14|x−2|< ε⇒ |x−2|< ε 14. Now, we have the following conditions on|x−2|:|x−2|<10 and|x−2|< ε
14.If we choose δ= min{10, ε 14}.
Proof. Letε >0 be given. Let δ= min{10, ε 14}.
Now, if 0<|x−2|< δ⇒ |x2−4| ≤14|x−2|
<14δ
<14.ε 14
=ε.
Thus, if 0<|x−2|< δ⇒ |x2−4|< ε.
¤
Example 0.2. Prove that limx→−1(x2+x+ 7) = 7.
Discussion:
Givenε >0,we want to findδ >0 such that if 0<|x−(−1)|=|x+ 1|< δ⇒ |x2+x+ 7−7|< ε.Now, the idea is to start with|x2+x+ 7−7|and try to make it less than or equal to (number).|x+ 1|.
|x2+x+ 7−7|=|x2+x|
=|x+ 1||x|
If we assume that|x+ 1|<1, then |x| −1<|x+ 1|<1.Hence |x| −1<1⇒ |x|<2.
Now,|x2+x+ 7−7| ≤ |x+ 1||x|
≤ |x+ 1|2
≤2|x+ 1|.
ε
Proof. Letε >0 be given. Let δ= min{1,ε 2}.
Now, if 0<|x+ 1|< δ⇒ |x2+x+ 7−7|=|x+ 1||x|
<2|x+ 1|
<2δ
<2.ε 2
=ε.
Thus, if 0<|x+ 1|< δ⇒ |x2+x+ 7−7|< ε.
¤
Example 0.3. Prove that limx→1
µ3x2−1 2x+ 1
¶
=2 3.
Discussion: Givenε >0,we want to findδ >0 such that if 0<|x−1|< δ⇒
¯¯
¯¯3x2−1 2x+ 1 −2
3
¯¯
¯¯< ε.Now, the idea is to start with
¯¯
¯¯3x2−1 2x+ 1 −2
3
¯¯
¯¯and try to make it less than or equal to (number).|x−1|.
¯¯
¯¯3x2−1 2x+ 1 −2
3
¯¯
¯¯=
¯¯
¯¯3(3x2−1)−2(2x+ 1) 3(2x+ 1)
¯¯
¯¯
=
¯¯
¯¯9x2−3−4x−2 3(2x+ 1)
¯¯
¯¯
=
¯¯
¯¯9x2−4x−5 3(2x+ 1)
¯¯
¯¯
= |9x2−4x−5|
3|2x+ 1|
= |9x2−9x+ 5x−5|
3|2x+ 1|
= |9x(x−1) + 5(x−1)|
3|2x+ 1|
= |(9x+ 5)(x−1)|
3|2x+ 1|
= |x−1||9x+ 5|
3|2x+ 1|
≤ |x−1|(9|x|+ 5) 3|2x+ 1|
If we assume that|x+ 1|< 1
2, then|x| −1<|x−1|< 1
2 and −1
2 < x−1<1 2. Hence |x| −1< 1
2 ⇒ |x|<3 2, and
−1
2 < x−1< 1 2 ⇒ 1
2 < x < 3 2.
Thus 2<2x+ 1⇒ 1 2x+ 1 <1
2 Now,
¯¯
¯¯3x2−1 2x+ 1 −2
3
¯¯
¯¯≤ |x−1|(9|x|+ 5) 3|2x+ 1|
≤ |x−1| 1
3|2x+ 1|(9|x|+ 5)
<|x−1|1 3 1 2(9(3
2) + 5).
= 37 12|x−1|
Now, if we assume 37
12|x−1|< ε⇒ |x−1|< 12ε 37. Now, we have the following conditions on|x−1|:|x−1|<1
2 and|x−1|<12ε
37.If we choose δ= min{1 2,12ε
37}.
Proof. Letε >0 be given. Let δ= min{12,12ε 37}.
Now, if 0<|x+ 1|< δ⇒
¯¯
¯¯3x2−1 2x+ 1 −2
3
¯¯
¯¯<|x−1|1 3 1 2(9(3
2) + 5)
=37 12|x−1|
<37 12δ
<37 12.12ε
37
=ε.
Thus, if 0<|x−1|< δ⇒
¯¯
¯¯3x2−1 2x+ 1 −2
3
¯¯
¯¯< ε.
¤
Theorem 0.1. Let f :E→Rand leta be a limit point ofE. Thenlimx→af(x) =L if and only if for every sequence{xn} ⊆E such that limn→∞xn =a andxn6=a ∀n∈N, thenlimn→∞f(xn) =L.
Proof. (⇒) Suppose that limx→af(x) =L.Let{xn} ⊆Esuch that limn→∞xn=aandxn6=a∀n∈N.
We want to show that limn→∞f(xn) =L.
Letε >0 be given.
Since limx→af(x) =L, then there existδ >0 such that 0<|x−a|< δ, ⇒ |f(x)−L|< ε.
Since, limn→∞xn=a,then there existsN∈Nsuch that ifn > N ⇒ |xn−a|< δ.
Now, ifn > N ⇒ |xn−a|< δ⇒ |f(xn)−L|< ε.Hence , ifn > N ⇒ |f(xn)−L|< ε.
Thus
n→∞lim f(xn) =L.
(⇐) Suppose that for every sequence {xn} ⊆E such that limn→∞xn =a and xn 6=a ∀ n ∈N, then limn→∞f(xn) =L.Assume that limx→af(x)6=L. Then there existε0>0 such that for allδ >0 there existx∈E andx6=awith 0<|x−a|< δ,but such that|f(x)−L| ≥ε0.
For all n∈N, there existsxn ∈E and xn 6=a with 0<|xn−a|< 1n,but such that|f(xn)−L| ≥ε0. Hence we have a sequence{xn} ⊆ E such that limn→∞xn =a andxn 6=a ∀n∈ N, but the sequence {f(xn)}does not converges. Contradiction. Hence limx→af(x) =L. ¤
Note 0.2. The main use of this theorem is it usually used to prove the limit of some function does not exist at some limit point.
Example 0.4. Letf(x) = 1
x.Prove that limx→0 1
x does not exist.
1 2 3
-1 -2 -3
1 2 3
-1 -2 -3
Figure 1. y= 1 x
Solution:
Let{xn}={1n} ⊆ D(f) and limn→∞1
n = 0.Nowf(xn) =f(n1) = 11
n =n,and limn→∞f(xn) = limn→∞n=∞. Hence limx→0 1
x DNE.
Example 0.5. Letg(x) =
2, ifx≥1;
4, ifx <1
. Prove that limx→1g(x) does not exist.
1 2 3 4 5
1 2 3
-1 -2 -3
Figure 2. y=g(x) Solution:
Let{xn}={1+(−1)n n} ⊆ D(g) and limn→∞(1+(−1)nn) = 1.Now,g(xn) =g³
1 +(−1)nn´
=
2, ifnis even;
4, ifnis odd . Hence{g(xn)}={4,2,4,2, . . .}.Thus limn→∞g(xn) DNE. Hence limx→0g(x) DNE.
Example 0.6. Letg(x) =
x, ifx∈Q;
0, ifx∈Qc
. Leta∈R− {0},prove that limx→ag(x) does not exist.
Solution:
Let a ∈ R− {0}. There exist two sequences {xn} ⊆ Qsuch thatlimn→∞xn = a and {yn} ⊆ Qc such that limn→∞yn = a. Now, g(xn) = xn and g(yn) = 0. Hence limn→∞g(xn) = limn→∞xn = a and limn→∞g(yn) = limn→∞0 = 0. Since a 6= 0, then limn→∞g(yn) = 0 6= a = limn→∞g(xn). Thus limx→ag(x) DNE for alla∈R− {0}.
Definition 0.2. LetE⊆R,and letabe a limit point ofE.Letf :E→R.We say thatf is bounded on an open interval abouta, if there existsδ >0 andM >0 such that|f(x)| ≤M ∀x∈(a−δ, x+δ)∩E.
Theorem 0.2. Let f :E →Rand let abe a limit point of E. If limx→af(x) exists, thenf is bounded on some open interval abouta.
Proof. LetL= limx→af(x).Since limx→af(x) exists, then there existδ >0 such that
if x ∈ E and 0 < |x−a| < δ ⇒ |f(x)−L| < 7. Hence if x ∈ (a−δ, a+δ)∩E and x 6= a, then
|f(x)| − |L| ≤ |f(x)−L|<7.Thus ifx∈(a−δ, a+δ)∩Eandx6=a⇒ |f(x)|<7 +|L|.
Now, ifa /∈E,letM = 7 +|L|and ifa∈E letM = sup{7 +|L|,|f(a)|}.
Thus ifx∈(a−δ, a+δ)∩E ⇒ |f(x)| ≤M. ¤
Lemma 1. Iflimx→af(x) =L,then there exists δ >0 such that if 0<|x−a|< δ⇒ |L|
2 <|f(x)|<|L|+ 1.
Proof.
Since lim
x→af(x) =L,∃δ1>0 such that if 0<|x−a|< δ1⇒ |f(x)−L|<1
⇒ |f(x)| − |L| ≤ |f(x)−L|<1
⇒ |f(x)|<1 +|L|
Thus∃δ1>0 such that if 0<|x−a|< δ1⇒ |f(x)|<1 +|L|.
Also since lim
x→af(x) =L,∃δ2>0 such that if 0<|x−a|< δ2⇒ |f(x)−L|<|L|
2
⇒ |L| − |f(x)| ≤ |f(x)−L|<|L|
2
⇒ −|f(x)|<|L|
2 − |L|
⇒ −|f(x)|<−|L|
2
⇒ |L|
2 <|f(x)|
Thus∃δ2>0 such that if 0<|x−a|< δ2⇒ |L|
2 <|f(x)|.
Letδ= min{δ1, δ2}>0. Then if 0<|x−a|< δ⇒ |L|
2 <|f(x)|<1 +|L|. ¤
Theorem 0.3. Let f, g : E → R and let a be a limit point of E. Suppose that limx→af(x) = L, and limx→ag(x) =M. Then
(i) limx→a(f ±g)(x) =L±M.
(ii) limx→a(f g)(x) =LM.
(iii) If g(x)6= 0∀ x∈E andM 6= 0, thenlimx→a
µf g
¶
(x) = L M.
Proof. We will prove (i) and leave (ii) and (iii) for the homework.
Letε >0 be given. Since limx→af(x) = L,and limx→ag(x) = M, then there existδ1, δ2 >0 ifx∈E and 0 < |x−a| < δ1 ⇒ |f(x)−L| < ε2 and if x ∈ E and 0 < |x−a| < δ2 ⇒ |g(x)−M| < ε2. Let δ= min{δ1, δ2}>0.ifx∈E and 0<|x−a|< δ⇒ |g(x)−M|<ε2 and|f(x)−L|< ε2.
Now, ifx∈Eand 0<|x−a|< δ⇒ |(f±g)(x)−(L±M)| ≤ |f(x)−L|+|g(x)−M|< ε2+ε2 =ε. ¤
Theorem 0.4. Squeeze Theorem: Let f, g, h:E →Rand let abe a limit point of E.Suppose that f(x)≤h(x)≤g(x)∀ x∈E. Iflimx→af(x) =L= limx→ag(x),thenlimx→ah(x) =L.
Proof. See homework 4. ¤
Definition 0.3. LetE⊆R,and letf :E→R.
(a) Ifa∈Ris a limit point ofE∩(a,∞),then we say thatL∈Ris aright-hand limit of f ata, and we write
x→alim+f(x) =L,
if, for allε >0 there existsδ >0 such that if x∈E anda < x < a+δ⇒ |f(x)−L|< ε.
(b) Ifa∈Ris a limit point ofE∩(−∞, a),then we say thatL∈Ris aleft-hand limit of f ata, and we write
x→alim−f(x) =L,
if, for allε >0 there existsδ >0 such that if x∈E anda−δ < x < a⇒ |f(x)−L|< ε.
Example 0.7. Letg(x) =
x2, ifx≥ −1;
−x2−4x, ifx <−1
. Find limx→−1+g(x) and limx→−1−g(x).
Solution:
limx→−1+g(x) = limx→−1+x2= (−1)2= 1 and
limx→−1−g(x) = limx→−1−(−x2−4x) =−(−1)2−4(−1) =−1 + 4 = 3
1 2 3
-1
1 2 3
-1 -2 -3
Figure 3. y=g(x)
Theorem 0.5. Let f : E → R and let a be a limit point of E. Then limx→af(x) = L if and only if limx→a+f(x) =L= limx→a−f(x).
Proof. (⇒) Suppose limx→af(x) =L. Let ε >0 be given. Then there exists δ >0 such that if x∈ E and 0<|x−a|< δ⇒ |f(x)−L|< ε.
Now, if 0<|x−a|< δ ⇒a−δ < x < a+δ.
Ifa < x < a+δ⇒0<|x−a|< δ ⇒ |f(x)−L|< ε.Hence limx→a+f(x) =L.
Ifa−δ < x < a⇒0<|x−a|< δ ⇒ |f(x)−L|< ε.Hence limx→a−f(x) =L.
(⇐) Suppose limx→a+f(x) = L= limx→a−f(x). Let ε >0 be given. Then there exist δ1, δ2 >0 such that if x ∈ E and a−δ1 < x < a ⇒ |f(x)−L| < ε and a < x < a+δ2 ⇒ |f(x)−L| < ε. Let δ= min{δ1, δ2}.Now, if 0<|x−a|< δ⇒a−δ1< a−δ < x < a+δ < a+δ2⇒ |f(x)−L|< ε.Hence
limx→af(x) =L. ¤