Calculus I: Advanced Level Pure Mathematics

Continuity
Advanced Level Pure Mathematics

Advanced Level Pure
Mathematics
Calculus I
Chapter 3 Continuity
3.1 Introduction 2
3.2 Limit of a Function 2
3.3 Properties of Limit of a Function 9
3.4 Two Important Limits 10
3.5 Left and Right Hand Limits 12
3.6 Continuous Functions 13
3.7 Properties of Continuous Functions 16
Prepared by K. F. Ngai(2003)
Page 1
3
1. f(x) may have a
finite limit value.
2. f(x) may approach to
infinity;
3. f(x) may oscillate or
infinitely and limit value
does not exist.
Continuity
3.1 Introduction
Example
f x x ( )
2
is continuous on R. Example
f x
x
( )
1
is discontinuous at x = 0.
y y

y x
2

y
x
1

0 x

0 x
3.2 Limit of a Function
A. Limit of a Function at Infinity
Defintion Let f(x) be a function defined on R.

) ( lim x f
x means that for any > 0 , there exists X > 0
such that when x > X ,
< ) (x f
.
y y
l+ l+
l l
l
0 X x 0 X x
N.B. (1)

) ( lim x f
x means that the difference between f(x) and A can be made arbitrarily small when x is
sufficiently large.
(2)

) ( lim x f
x means f(x) A as x .
(3) Infinity, , is a symbol but not a real value.
There are three cases for the limit of a function when x ,
y y y

L
0 x
0 x 0 x
Theorem UNIQUENESS of Limit Value
If
a x f
x

) ( lim
and
b x f
x

) ( lim
, then
b a
.
Page 2
Continuity
Theorem Rules of Operations on Limits
If
) ( lim x f
x and
) ( lim x g
x exist , then
(a)
) ( lim ) ( lim )] ( ) ( [ lim x g x f x g x f
x x x
t t
(b)
) ( lim ) ( lim ) ( ) ( lim x g x f x g x f
x x x

(c)
) ( lim
) ( lim
) (
) (
lim
x g
x f
x g
x f
x
x
x

if
0 ) ( lim

x g
x
.
(d) For any constant k,
) ( lim )] ( [ lim x f k x kf
x x
.
(e) For any positive integer n,
(i)
n
x
n
x
x f x f )] ( lim [ )] ( [ lim

(ii)
n
x
n
x
x f x f ) ( lim ) ( lim

N.B.
0
1
lim

x
x
Example Evaluate (a) 1 5
7 2 3
lim
2
2
+
+

x x
x x
x
(b)
) 1 ( lim
2 4
x x
x
+

Theorem Let
) (x f
and
) (x g
be two functions defined on R. Suppose X is a positive real number.
(a) If
) (x f
is bounded for x > X and
0 ) ( lim

x g
x , then
0 ) ( ) ( lim

x g x f
x
(b) If
) (x f
is bounded for x > X and
t

) ( lim x g
x , then
t t

)] ( ) ( [ lim x g x f
x ;
(c) If
0 ) ( lim

x f
x and
) (x f
is non-zero for x > X , and
t

) ( lim x g
x , then
t

) ( ) ( lim x g x f
x .
Example Evaluate (a) x
x
x
sin
lim

(b)
x e
x
x
cos lim

(c)
) sin ( lim x e
x
x
t

Page 3
Continuity
Example Evaluate (a) x
xe
x
x
+

1
lim
(b) 1
cos
lim
+
+

x
x x
x
Theorem SANDWICH THEOREM FOR FUNCTIONS
Let f(x) , g(x) , h(x) be three functions defined on R.
If
a x h x f
x x

) ( lim ) ( lim
and there exists a positive real number X such that when x > X ,
) ( ) ( ) ( x h x g x f
, then
a x g
x

) ( lim
.
y = h(x)
y = f(x)
0
Example (a) Show that for x > 0,
2 3) 1)( (
2
3) 1)( (
+ < + + <
+
+ +
x x x
x
x x
.
(b) Hence find
] 3) 1)( ( [ lim x x x
x
+ +
.
Page 4
x
y
Continuity
N.B.
e
n
n
n
+

)
1
(1 lim
for any positive integer n.
Example Evaluate
e
x
x
x
+

)
1
(1 lim
by sandwich rule.
Theorem
e y e
x
y
y
x
x
+ +

1
0
) 1 ( lim )
1
1 ( lim
Example Evaluate (a)
x
x
x
1
) (1 lim
0

(b)
2
1
1
lim
2
2
x
x
x
x
,
_
+

(c)
x
x
x

1
1
1
lim
Page 5
Continuity
N.B. 1.
e
x
x
x
+

)
1
(1 lim
2.
e x
x
x
+
1
0
) (1 lim
.
Exercise (a)
x
x
x
1
0
) 3 1 ( lim
(b)
x
x
x

+ )
2
1 ( lim
(c)
x
x
x
cot
) tan 1 ( lim +

(d)
x
x
x
x
)
1
1
( lim
+

B. Limit of a Function at a Point
Definition Let f(x) be a function defined on R.

) ( lim x f
a x means that for any > 0 , there exists > 0
such that when
< < a x 0
,
< ) (x f
.
y
y = f(x)
f(x)
l
0 a x x
Page 6
Continuity
N.B. (1)

) ( lim x f
a x means that the difference between f(x) and A can be made arbitrarily small when x is
sufficiently close to a.
(2) If f(x) is a polynomial , then
) ( ) ( lim a f x f
a x

.
(3) In general ,
) ( ) ( lim a f x f
a x

.
(4) f(x) may not defined at x = a even through
) ( lim x f
a x exists.
Example
8 5 2(3) 3 5) 2 ( lim
2 2
3
+ +
x x
x ,
1 cos cos lim
x
x
.
Example Let
'

5 = x if 1
5 x if 3
) (x f
, then
3 ) ( lim
5

x f
x
but f(5) = 1 ,
so
(5) ) ( lim
5
f x f
x

. Therefore, f is discontinuous at
5 x
.
Example Consider the function
.
2 , 4
2 , 1 2
) (
'
x
x x
x f
) (x f
is discontinuous at
2 x
since
). 2 ( 5 ) 1 2 ( lim ) ( lim
2 2
f x x f
x x
+

Example Let 2
4
) (
2
x
x
x f
, then
4 2) ( lim
2
2) 2)( (
lim ) ( lim
2 2 2
+

x
x
x x
x f
x x x
.
But f(2) is not defined on R.
N.B.
l x f
a x

) ( lim
is equivalent to :
(i)
0 ] ) ( [ lim
x f
a x ;
(ii)
0 ) ( lim
x f
a x ;
(iii)
); ( lim ) ( lim x f x f
a x a x
+

(iv)
+
) ( lim
0
h a f
h .
Theorem Rules of Operations on Limits
Let
) (x f
and
) (x g
be two funcitons defined on an interval containing
a
, possibly except
a .
If
h ) ( lim
x f
a x and
k ) ( lim
x g
a x , then
(a)
[ ] k h ) ( ) ( lim t t
x g x f
a x
(b)
[ ] hk ) ( ) ( lim
x g x f
a x
(c)
k
h
) (
) (
lim
x g
x f
a x
,
if ( ) 0 k
Example Evaluate (a) 1
1
lim
3
1
+
+

x
x
x
(b) x
x
n
x
1 ) 1 (
lim
0
+
(c) 5 3
2
lim
2 2
+
x
x
x
(d)
) ( lim
2
x x x
x
+
+
Page 7
Continuity
Example Evaluate (a)
2
3
2 2
1
lim
x
x
x

(b)
2
1
2 2
1
lim
x
x
x

(c)
2 2
2
lim
2 2

x
x
x
(d)
3 1
1
1
lim
x
x
x

Example (a) Prove that for

) (0, ,0) (
2 2

x
, x x
x x
cos
2
cos 1
tan sin
2 <
<
.
(b) Hence, deduce that
2
cos 1
tan sin
lim
0

x
x x
x
.
Page 8
Continuity
3.3 Properties of Limit of a Functon

Theorem Uniqueness of Limit Value
If
h ) ( lim
x f
a x and
k ) ( lim
x f
a x , then
k h
.
Theorem Heine Theorem

n a x l x f l x f
n n
n a x
as where ) ( lim ) ( lim
.
Example Prove that x
x
1
sin lim
0
does not exist.
Page 9
Continuity
Example If 1
4
lim
2 3
1
+
+

x
x ax x
x
exists, find the value of
a
and the limit value.
Exercise 3A
1. Give an example to show that the existence of
)] ( ) ( [ lim x g x f
a x
+
doex not imply the existenceof
) ( lim x f
a x or
) ( lim x g
a x .
2. Give an example to show that the existence of
) ( ) ( lim x g x f
a x doex not imply the existence of
) ( lim x f
a x or
) ( lim x g
a x .
3. Evaluate the following limits.
Page 10
Continuity
(a)
1
cos
lim
+

x
x x
x
(b)

,
_

1
2
1
3
lim
x
x
x
x
x
(c)
) 1 ( lim
2 4
x x
x
+

(d) 6 5
2 3
lim
2
2
1
+
+
x x
x x
x
(e) 2
2 2
lim
1

+
x
x
x
(f) 1
2
lim
2
3
+

x
x
x
(g)
) 1 ( lim
2
x x
x
+

(h)
4
4
0
) 4 1 ( ) 1 (
lim
x x
x x
x
+
+ +
3.4 Two Important Limits

Theorem
1
sin
lim
0

x
x
x
N.B . (1)

x
x
x
x
x x
cos
lim
sin
lim
(2)

x
x
x
x
x x
tan
lim
sin
lim
0 0
(3)

x
x
x
cos
lim
0
(4)

x
x
1
sin lim
0
Example Find the limits of the following functions:
(a) x
x
x
tan
lim
0
(b)
2
0
cos 1
lim
x
x
x
(c)
x x
x
sec )
2
( lim
2
(d)
x
x
x
5 sin
4 sin
lim
0
Page 11
Continuity
Example Find the limits of the following functions:
(a) 2 3
1) ( sin
lim
2
1
+
x x
x
x
(b)
2
0
cos cos
lim
x
bx ax
x
(c)
3
0
3 sin sin 3
lim
x
x x
x

(Hint: A A A
3
sin 4 sin 3 3 sin )
Example Let
be a real number such that 2

0

< <
.
By using the formula
1 1
2
cos
2
sin 2
2
sin
+ +
k k k

, show that
1 1 2
1
2
sin
2
cos
2
cos
2
cos 2 sin
n- n
n

...

.
Hence, find the limit value
)
2
cos ...
2
cos
2
cos ( lim
2 n
n
x x x

Page 12
Continuity
Exercise
1. Evaluate each of the following limits, if any.
(a) x
x
x
3
5 sin
lim
0
(b) x
x
x
2 sin
6 sin
lim
0
(c) x
x
x
2
0
sin
lim
(d) x
x
x

sin
lim
2. Evaluate each of the following limits, if any.
(a)
x
x
x
cot
) tan 1 ( lim +

(b)
x
x
x x
x x
,
_

28 3
3 2
lim
2
2
(c)
x
x
x
x x
,
_
+

1
2
lim
2
2
(d)
x
x
x
2
cot
0
) (cos lim
Page 13
Continuity
3.5 Left and Right Hand Limits
Theorem
l x f x f l x f
a x a x a x

+

) ( lim ) ( lim iff ) ( lim
.
Example Show that each of the following limits does not exist.
(a)
2 lim
2

x
x
(b) x
x
x 0
lim
(c)
x
e
x
1
0
lim
Example By Sandwich rule, show that

x
x
x x
b a ) ( lim
1 1
0
+
does not exist for
0 > > b a
.
Page 14
Continuity
Solution If
0 > > b a
then
1 <
a
b
If
0 > > b a
and
0 x<
then
If
0 > x
then
1 1 ) (
1 1
<
x x
a
b
1 ) ( 1 ) (
1 1
< >
x x
b
a
a
b
x x
x
x
x x
a
a
b
a b a a 2 } ) ( 1 { ) (
1 1 1
< + + <
x x
x
x
x x
b
b
a
b b a b 2 1} ) {( ) (
1 1 1
< + + <
As
1 2 lim
0

+
x
x , by sandwich rule, As
b b
x
x

2 lim
0 , by sandwich rule,
we have
a b a
x
x
x x
+
) ( lim
1 1
0 we have
b b a
x
x
x x
+
) ( lim
1 1
0
Since
, b a

x
x
x x
b a ) ( lim
1 1
0
+
does not exist. ( Why ? )
Exercise
1. Determine whether the following limits. If so, find its limit.
(a)
x
x
1
0
4 3
1
lim
+
(b)
[ ]
x
x
x 0
lim
(c)
2
2
lim
2

x
x
x
3.6 Continuous Functions
N.B. In general,
) ( ) ( lim a f x f
a x

.
Definition Let f(x) be a function defined on R. f(x) is said to be continuous at x = a if and only if
) ( ) ( lim a f x f
a x

.
N.B. This is equivalent to the definition :
A function f(x) is continuous at x = a , if and only if
(a) f(x) is well-defined at x = a , i.e. f(a) exists and f(a) is a finite value,
(b)
) ( lim x f
a x exists and
) ( ) ( lim a f x f
a x

.
Page 15
y
x
y
Continuity
Remark Sometimes, the second condition may be written as
) ( ) ( lim
0
a f h a f
h
+
Example Show that the function
'
0 = x , 0
0 x ,
1
sin
) (
x
x
x f
is continuous at x = 0.
Definition A function is discontinuous at x = a iff it is not continuous at that point a.
There are four kinds of discontinuity: y = f(x)
f(a)
(1) Removable discontinuity:
o
) ( lim x f
a x exists but not equal to f(a).
0 a
Example Show that
'
+
2 = x , 4
2 x 1, 2
) (
x
x f
Solution Since f(2) = 4 and
(2) 5 1) (2 lim ) ( lim
2 2
f x x f
x x
+
,
so f(x) is discontinuous at x = 2.
Example Let
'
0 = x , a
0 x ,
cos 1
) (
2
x
x
x f
.
(a) Find
) ( lim
0
x f
x .
(b) Find a if f(x) is continuous at x = 0.
(2) Jump discontinuity :
y = f(x)
) ( lim ) ( lim x f x f
a x a x
+

o
0 a x
Example Show that the function f(x) = [x] is discontinuous at 2.
Page 16
Continuity
Example Find the points of discontinuity of the function g(x) = x [x].
Example Let
'
<
+
0 , sin
0 1, 2
) (
3
x x
x x x
x f
. Show that f(x) is discontinuous at x = 0.
(3) Infinite discontinuity: y

) ( lim or ) ( lim x f x f
a x a x y = f(x)
i.e. limit does not exist.
0 a x
Example Show that the function x
x f
1
) (
Page 17
y
x
Continuity

(4) At least one of the one-side limit does not exist.
f x e
x
( )
1
) ( lim or ) ( lim x f x f
a x a x
+
do not exist.
Example Since

+

x x
e e
x x
1 1
0 0
lim and 0 lim
,
so the function
x
e x f
1
) (
Definition (1) A function f(x) is called a continuous function in an open interval (a, b) if it is continuous at
every point in (a, b).
(2) A function f(x) is called a continuous function in an closed interval [a, b] if it is continuous at
every point in (a, b) and
) ( ) ( lim a f x f
a x

+
and
) ( ) ( lim b f x f
b x

.
(1) (2)
y y y
o
o
a b x a b x a b x
f(x) is continuous f(x) is continuous f(x) is continuous
on (a, b). on (a, b). on [a, b].
N.B. (1)
) (x f
is continuous at x = a
) ( ) ( lim ) ( ) ( lim
0
a f h a f a f x f
h a x
+
.
(2)
) (x f
is continuous at every x on R
) ( ) ( lim
0
x f h x f
h
+
for all x R.
Example Let
) (x f
be a real-value function such that
(1)
) ( ) ( ) ( y f x f y x f +
for all real numbers
x
and
y
,
(2)
) (x f
is continuous at 0 x and
1 ) 0 ( f
.
Show that
) (x f
is continuous at every x R.
Page 18
Continuity
3.7 Properties of Continuous Functions
A. Continuity of Elementary Functions
Theorem Rules of Operations on Continuous Functions
If f(x) and g(x) are two functions continuous at x = a , then so are
) ( ) ( x g x f t
,
) ( ) ( x g x f
and
) (
) (
x g
x f
provided g(a) 0.
Example Let
2
x
cos 1
) (
x
x h
+
. Since
x x f cos 1 ) ( +
and
2
) ( x x g
are two functions continuous
everywhere, but g(0) = 0, so h is continuous everywhere except x = 0.
Example Let 1 x
cos 1
) (
2
+
+
x
x h
. Since
x x f cos 1 ) ( +
and
0) ( 1 ) (
2
+ x x g
are two functions
continuous everywhere, so h is continuous everywhere.
Theorem Let g(x) be continuous at x = a and f(x) be continuous at x = g(a), then fg is continuous at x = a.
Example
x x
e e
sin
, sin
are continuous functions.
Example Show that
2
cos ) ( x x f
is continuous at every x R.
Example Let f and g be two functions defined as
2
| |
) (
x x
x f
+
for all x and

'
<
0 if
0 if
) (
2
x x
x x
x g
.
For what values of x is f [g(x)] continuous?
Theorem Let
A x f
x

) ( lim
and g(x) be an elementary function (such as
, cos , sin x x

, ln , , sin
1
x e x
x
... etc.) for which g(A) is defined, then
Page 19
Continuity
) ( )] ( lim [ )] ( [ lim A g x f g x f g
x x

Example

) tan lim ( cos ) tan ( cos lim
1 1
x x
x x

Example Evaluate x
x
x
) 1 ln(
lim
0
+
.
Example Evaluate
)
sin
( tan lim
0
x
x
x
.
B. Properties of Continuous Functions
(P1) If f(x) is continuous on [a, b], then f(x) is bounded on [a, b].
(P2) But f(x) is continuous on (a, b) cannot imples that f(x) is bounded on (a, b).
(1) y c < f(x) < d (2) y f(x) is not
bounded
d on (a, b).
c 0 a b x
0 a b x
Example f(x) = cot x is continuous on (0, ) , but it is not bounded on (0, ).
Page 20
Continuity
(P3) If f(x) is continuous on [a, b], then it will attain an absolute maximum and absolute minimum
on [a, b].
i.e. If f(x) is continuous on [a, b], there exist
] , [
1
b a x
such that
) ( ) (
1
x f x f
and
] , [
2
b a x
such
that
) ( ) (
2
x f x f
for all
] , [ b a x
. 1
x
is called the absolute maximum of the function and
x
2
is
called the absolute minimum of the function.
no. abs. max. on [a, b]
y o abs. max. on [c, d]
|
o

0 a b c d

abs. min. on [c, d]

abs. min. on [a, b]
(P4) If f(x) is continuous on [a, b] and f(a)f(b) < 0 , then there exists c [a, b] such that f(c) = 0.
y y

0 a b x 0 a b x

Example Let
6 . 0 cos ) ( x x f
which is continuous on
] [0,
2
and f(0) = 0.4 and

0.6 ) (
2

f
.
Hence, there exists a real number c
] [0,
2
such that f(c) = 0.

Example Prove that the equation 2
x
e x has at least one real root in [0, 1].
Example Let
x x x f 2 ) (
3
+
.
Page 21
Continuity
(a) Show that f(x) is a strictly increasing function.
(b) Hence, show that the equation
0 ) ( x f
has a unique real root.
(P5) Intermediate Value Theorem
If f(x) is continuous on [a, b], then for any real number m lying between f(a) and f(b) , there
corresponds a number c [a, b] such that f(c) = m.
y
f(b)
m
f(a)
0 a c b x
(P6) Let f(a) = c and f(b) = d, if f is continuous and strictly increasing on [a, b], then
1
f
is also
continuous and strictly increasing on [c, d] ( or [d, c] ).
Example
2
) ( x x f
is strictly increasing and continuous on [0, 5], so
x x f
) (
1
is also strictly
increasing and continuous on [0, 25].
Example
x x f cos ) (
is strictly decreasing and continuous on [0,], so
x x f
1 1
cos ) (

is also
strictly decreasing and continuous on [1, 1].
Example (a) Suppose that the function satisfies f(x+y) = f(x) + f(y) for all real x and y and f(x) is
continuous at x = 0. Show that f(x) is continuous at all x.
Page 22
Continuity
(b) A function
'
0 = x if 0
0 x if
sin 1 sin 1
) (
x
x x
x f
.
Is f(x) continuous at x = 0? If not , how can we redefine the value of f(x) at x = 0 so that it is
continuous at x = 0?
Exercise
Example Let f(x) be a continuous function defined for x > 0 and for any x , y > 0,
f(xy) = f(x) + f(y).
(a) Find f(1).
(b) Let a be a positive real number. Prove that
) ( ) ( a f r a f
r

for any non-negative rational
number.
(c) It is known that for all real numbers x, there exists a sequence
} {
n
x
of rational numbers
Page 23
Continuity
such that
x x
n
x

lim
.
(i) Show that
) ( ) ( a f x a f
x

for all x > 0, where a is a positive real constant.
(ii) Hence show that
x c x f ln ) (
for all x > 0, where c is a constant.
Example Let f be a real-valued continuous function defined on the set R such that
f(x+y) = f(x) + f(y) for all x , y R.
(a) Show that
(i) f(0) = 0
(ii) f(x)= f(x) for any x R.
(b) Prove that f(nx) = nf(x) for all integers n.
Hence show that f(r) = rf(1) for any rational number r.
(c) It is known that for all x R, there exists a sequence
} {
n
a
of rational numbers such that
x a
n
n

lim
.
Using (b), prove that there exists a constant k such that f(x) = kx for all x R.
Page 24
Continuity
Example Let R denote the set of all real numbers and f : R R a continuous function not identically zero
such that f(x+y) = f(x)f(y) for all x , y R.
(a) Show that
(i) f(x) 0 for any x R.
(ii) f(x) > 0 for any x R.
(iii) f(0) = 1
(iv)
[ ]
1
) ( ) (

x f x f
(b) Prove that for any rational number r,
[ ]
r
x f rx f ) ( ) (
.
Hence prove that there exists a constant a such that
x
a x f ) (
for all x R.
Page 25
Continuity
Example (a) Let
1 > x
and define a sequence
{ }
n
a
by
x a
1
and 1
2
1
2
1
n
n
n
a
a
a
for
2 n
(i) Show that
1 >
n
a
and 1 +
>
n n
a a
for all
n
.
(ii) Show that
1 lim

n
n
a
.
(b) Let
R f ) , 1 [ :
be a continuous function satisfying
)
2
1
( ) (
2
x
x
f x f
+
for all
1 x
.
Using (a), show that
) 1 ( ) ( f x f
for all 1 x .
(1996 Paper II)
Page 26
Continuity
Page 27

Calculus I: Advanced Level Pure Mathematics

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Advanced Level Pure Mathematics

Example (a) Prove that for

3.4 Two Important Limits

be a real number such that 2

Example By Sandwich rule, show that

Example Show that the function

for all x and

and f(0) = 0.4 and

such that f(c) = 0.

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