1. Numbers, sets, and induction
2. Proofs and induction; Irrationality of $\sqrt{2}$
3. Least Upper Bounds and Greatest Lower Bounds; Axiom of Completeness, and; Construction of $\mathbb{R}$ from $\mathbb{Q}$
4. Consequences of the Axiom of Completeness; Decimals, Extended Real Number System
5. Dirichlet box principle; Cartesian products, relations and functions
6. Functions and their properties; Trigonometric functions $\sin(\theta)$ and $\cos(\theta)$
7. Axiom of Choice, Cardinality, Cantor's theorem
8. Countable sets, cardinality continuum
9. Inequality between the arithmetic and geometric means; and other useful inequalities
10. The Limit of a Sequence; The Algebraic and Order Limit; Theorems
11. The Squeeze Theorem; The Monotone Convergence Theorem; and other useful theorems
12. Euler's numbers; Subsequences; A First Glance at Infinite Series
13. Toeplitz theorem and applications; Exponential and logarithm function; Bolzano--Weierstrass theorem
14. Completeness; Infinite Series and Euler's numbers
15. Exponential function and logarithm; Upper and Lower limits; Properties of infinite series and; Abel Summation formula
16. Metric spaces basic properties
17. Complete spaces; and Compact sets
18. Compact Sets, Connected Sets; and Cantor set
19. Continuous functions; Continuous functions on compact sets
20. Continuity, compactness and connectivity; Uniform continuity; Sets of Discontinuity
21. Derivatives, the; Mean-Value Theorem and its Consequences; Higher Order Derivatives; Convex and Concave functions
22. Exponential Function and Natural Logarithm Function; Power Series and Taylor's theorem
23. Applications of Calculus: Bernoulli's inequality; and Weighted Mean Inequalities
24. Power series of trigonometric functions done right
25. Riemann Integrals

1. Numbers, sets, and induction  PDF

Operations on sets

Number systems

\(\mathbb{N}=\{1,2,3,\ldots\}\)

- positive integers,
\(\mathbb{N}_0=\{0,1,2,3,\ldots\}\) - non-negative integers,
\(\mathbb{Z}=\{\ldots,-2,-1,0,1,2,3,\ldots\}\) - the set of integers,
\(\mathbb{Q}=\{\frac{m}{n}, \,m \in \mathbb{Z}, n \in \mathbb{Z} \setminus \{0\}\}\) - the set of rationals.

Sets

The words family and collection will be used synonymously with "set".

Notation. \(\varnothing\) - empty set,
\(\mathcal{P}(X)\) - family of subsets of the set \(X\), sometimes called power set of \(X\).

Example 1. If \(X=\{1\}\), then \[\mathcal{P}(X)=\{\varnothing, \{1\}\}.\]

Example 2. If \(X=\{1,2,3\}\), then \[\mathcal{P}(X)=\{\varnothing,\{1\},\{2\},\{3\},\{1,2\},\{1,3\},\{2,3\},\{1,2,3\}\}.\]

Inclusions 1/2

We write \(A \subseteq B\) if any element of \(A\) is also the element of \(B\).

We will write \(A \subset B\) if \(A \subseteq B\) and \(A \neq B\).

Inclusions 2/2

Example 1. If \(A=\{1,2\}\) and \(B=\{1,2,3\}\), then \(A \subseteq B\) and \(A \subset B\).

Example 2. If \(A=\{1,2,4\}\) and \(B=\{1,2,3\}\), then \(A \subseteq B\) does not hold, because \(4\) belongs to \(A\), but it does not belong to \(B\).

Union of sets 1/2

Union of sets. Let \(X\) be a set, \(\Sigma\) be a family of sets from \(\mathcal{P}(X)\). The union of the members from \(\Sigma\) is the following subset of \(X\): \[\bigcup_{E \in \Sigma}E=\{x \in X\;:\; x \in E \text{ for some }E \in \Sigma\}=\{x \in X\;:\; \exists_{E \in \Sigma} x \in E\}.\]

\(\exists \equiv\) there exists.

Union of sets 2/2

Example. If \(\Sigma=\{A,B,C\}\), then \(\bigcup_{E \in \Sigma}E=A \cup B \cup C\)

image image

Intersection of sets 1/3

Intersection of sets. Let \(X\) be a set, \(\Sigma\neq\varnothing\) be a family of sets from \(\mathcal{P}(X)\). The intersection of the members from \(\Sigma\) is the following subset of \(X\): \[\bigcap_{E \in \Sigma}E=\{x \in X\;:\; x \in E \text{ for all }E \in \Sigma\}=\{x \in X\;:\; \forall_{E \in \Sigma} x \in E\}.\]

\(\forall \equiv\) for all.

Intersection of sets 2/3

Example 1. If \(\Sigma=\{A,B,C\}\), then \(\bigcap_{E \in \Sigma}E=A \cap B \cap C\)

image image

Intersection of sets 3/3

Example 2. If \(\Sigma=\{A,B,C\}\) as in the picture, then \(\bigcap_{E \in \Sigma}E=A \cap B \cap C=\varnothing\).

Union and intersection of indexed family of sets

If \(\Sigma=\{E_{\alpha}: \;\alpha \in A\}\), then the union and the intersection will be denoted respectively by

\[\bigcup_{\alpha \in A}E_{\alpha} \text{ and }\bigcap_{\alpha \in A}E_{\alpha}.\].

Example 1. If \(A=\{1,2,3\}\), then \(\bigcup_{\alpha \in A}E_{\alpha}=E_1 \cup E_2 \cup E_3\).

Example 2. If \(A=\mathbb{N}\), then \(\bigcup_{\alpha \in A}E_{\alpha}=E_1 \cup E_2 \cup E_3 \cup E_4 \cup \ldots\).

Disjointness

If \(A \cap B=\varnothing\), then we say that \(A\) and \(B\) are disjoint.

Example. If \(A=\{1,2\}\), \(B=\{3,4\}\), \(C=\{1,2,3\}\), then \(A\) and \(B\) are disjoint, but \(A\) and \(C\) are not disjoint.

Difference of sets

Difference of sets. If \(A,B\) are two sets, then \[A \setminus B=\{x \in A\;:\;x \not\in B\}.\]

Example 1. If \(A=\{1,2,3\}\) and \(B=\{3\}\), then \(A \setminus B=\{1,2\}\).

Example 2. If \(A=\{1,2,3\}\) and \(B=\{4\}\), then \(A \setminus B=\{1,2,3\}\).

Symmetric difference of sets

Symmetric difference of sets. If \(A,B\) are two sets, then \[A \triangle B=(A \setminus B) \cup (B \setminus A)=(A \cup B) \setminus (A \cap B).\]

Example. If \(A=\{1,2,3,4\}\) and \(B=\{3,4,5,6\}\), then \(A \triangle B=\{1,2,5,6\}\).

Complement of sets

Complement of sets. If a set \(X\) is given, and \(A \subseteq X\), then the complement of \(A\) in \(X\) is defined by \(A^c=X \setminus A\).

image image

de Morgan’s laws

de Morgan’s laws. \[\left(\bigcup_{\alpha \in A}E_{\alpha}\right)^c=\bigcap_{\alpha \in A}E_{\alpha}^c\] \[\left(\bigcap_{\alpha \in A}E_{\alpha}\right)^c=\bigcup_{\alpha \in A}E_{\alpha}^c\]

Example. We have \((A \cup B)^c=A^c \cap B^c\) and \((A \cap B)^c=A^c \cup B^c\).

The principle of induction

Well-ordering principle

Well-ordering principle. If \(A\) is a non-empty subset of non-negative integers \(\mathbb N_0\), then \(A\) contains the smallest number.

Example 1. If \(A=\{65,43,21\}\), then the smallest element is \(21\).

Example 2. If \(A\) is the set of even numbers, then the smallest element is \(0\).

Induction principle

The principle of induction. If \(A\) is a set of non-negative integers such that

  1. (Base step): \(0 \in A\)

  2. (Induction step): Whenever \(A\) contains a number \(n\), it also contains the number \(n+1\).

Then \(A=\mathbb{N}_0\).

\[\forall_{A \subseteq \mathbb{N}_0}\left(0 \in A \text{ and }\forall_{k \in \mathbb{N}}(k \in A \Longrightarrow (k+1) \in A) \text{ then }A=\mathbb{N}_0\right)\]

The maximum principle

Subset bounded from above. We say that \(A \subseteq \mathbb{N}_0\) is bounded from above if there is \(M \in \mathbb{N}_0\) such that \(a \leq M\) for all \(a \in A\).

\[\exists_{M \in \mathbb{N}_0} \ \ \forall_{a \in A} \ \ a \leq M\]

The maximum principle. A non-empty subset of \(\mathbb{N}_0\), which is bounded from above contains the greatest number.

Induction principle - example

Exercise. Prove that for all \(n \in \mathbb{N}_0\) we have \[\label{eq:n} \sum_{k=0}^{n}k=\frac{n(n+1)}{2}.\]

Solution. Let \(A\) be the set of \(n\) for which [eq:n] holds. \[A=\left\{n \in \mathbb{N}_0\;:\; \sum_{k=0}^{n}k=\frac{n(n+1)}{2}\right\}\] Our goal is to show that \(A = \mathbb{N}_0\). We will use the induction principle. We have to check the base step and the induction step.

Induction principle - example (base step)

Exercise. Prove that for all \(n \in \mathbb{N}_0\) we have \[\sum_{k=0}^{n}k=\frac{n(n+1)}{2}.\]

Let us check if \(0 \in A\). We have \[\sum_{k=0}^0 k = 0 =\frac{0(0+1)}{2},\] so \(0 \in A\).

Induction principle - example (induction step 1/2)

Exercise. Prove that for all \(n \in \mathbb{N}_0\) we have \[\sum_{k=0}^{n}k=\frac{n(n+1)}{2}.\]

Let us check that whenever \(n \in A\), then \(n+1 \in A\). If \(n \in A\), then \[\sum_{k=0}^{n}k=1+2+3+\ldots+(n-1)+n=\frac{n(n+1)}{2}.\]

Our goal is to prove that \(n+1 \in A\), i.e., \[\sum_{k=0}^{n+1}k=1+2+3+\ldots+(n-1)+n+(n+1)=\frac{(n+1)(n+2)}{2}.\]

Induction principle - example (induction step 2/2)

Exercise. Prove that for all \(n \in \mathbb{N}_0\) we have \[\sum_{k=0}^{n}k=\frac{n(n+1)}{2}.\]

We calculate \[\begin{split} &\sum_{k=0}^{n+1}k=1+2+3+\ldots+(n-1)+n+(n+1)\\&={\color{blue}1+2+3+\ldots+(n-1)+n}+{\color{red}(n+1)}\\&={\color{blue}\frac{n(n+1)}{2}}+{\color{red}(n+1)}\\&=\frac{n^2+n}{2}+\frac{2n+2}{2}=\frac{(n+1)(n+2)}{2}. \end{split}\]

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