Math 382, Advanced Calculus, Spring 2012
This website updated April 24, 2012
(the URL uses M381)
Recent additions and changes
will usually be above the first horizontal line. Course
policies are here.
No HW is due Wednesday April 25 or Friday, April 27: We will
review in class. Look at last year's final exam (handed out in class
Monday) and come prepared to ask questions.
The final exam is 8:00-9:50 am, Friday, May 4.
(You can find final exam times
for other classes at: http://www.montana.edu/registrar/pdfs/FinalsSchedule.pdf
)
April 19
HW due Monday, April 23: Section 11.1: 8
April 18
HW due Friday, April 20: We talked about ratings
based on a Bradley-Terry model when P(A beats B) is a/(a+b) where a
and b are associated numbers, but not their "ratings". Their ratings
were "k ln a" and "k ln b", where
k was adjusted to make the probability of 3/4 correspond to a 200
point difference. k = 182 worked. We decided that *if* we wanted
changes to be of the form "k1(W - L) + k2(the
sum of the difference in ratings over the games)", [i.e. up k1
for a win plus some multiple of the difference in ratings, which
could be negative] then we could find the ratio between the
constants and adjust their sizes to fit how fast we want ratings to
change. But, is that form (in quotation marks above) for the changes
justified? We used maximum likelihood estimation to find the a/b
ratio (which determines the probability). Derivatives are useful for
discussing change. Play around with the equations we already have
and see if you can find a way to change ratings or change a and b
that is justified. Don't search the web. Hand in something, but
don't spend long on it. If this isn't fun, don't spend long on
it.
April 13
HW due Wednesday, April 18: Section 10.6: 12
April 13
HW due Monday, April 16: [Based on material covered
in class Friday.] Use the gradient and "the method of steepest
ascent" to maximize the log likelihood we derived in the case when
the the data is as follows. Begin anywhere, or if you don't want to
pick your own initial point, with, say, a = .5 and b = .45. Change (a, b) using a small
multiple of the gradient and then redo it. Repeat until the answer
stabilizes.
[Do this with a calculator or computer, but do not use
a powerful equation-solving program or function-maximizing program.]
|
A
|
B
|
C
|
D
|
1
|
A*
|
B
|
C
|
|
2
|
A
|
B
|
|
D*
|
3
|
|
B*
|
C
|
D
|
4
|
A*
|
B
|
|
|
5
|
|
B*
|
|
D
|
6
|
A
|
B*
|
|
D
|
The six voters are listed in the left column. They vote for the
"best" movie. The four movies they vote among are in columns. The
ones they actually saw are listed in the row, and their favorite
among the ones they saw is starred.
The model: Assume the probability is px
that a voter who has seen all four movies votes for movie X. If the
voter has seen a subset of the movies, the probability is px
divided by the sum of the probabilities of the movies the voter has
seen, if X was seen, and 0 otherwise.
Because no one voted for C, we eliminate C from
the computations (as if C's rating were 0). Then, because the
probabilities sum to 1, the probability for D is a function of the
probabilities for A and B.
The likelihood function to maximize in this
example is a2b3(1-a-b)/((a+b)2(1-a)2).
We
decided
to
maximize
its
log instead, using the method of steepest ascent, in the region
where a and b are probabilities such that a+b < 1.
April 11
HW due Friday, April 13: More on ratings. [Please do not
use the internet, but working with friends is encouraged. Do not
spend more than two hours unless you just want to.] I would rather
you followed up on any ideas you had before. Maybe you will discover
a new method with some virtue! Oddball ideas with no good resolution
will be worth full credit (or more!)! Just show me some ideas!
However, if you want, instead, you may follow up
on the idea that P(A beats B) is estimated by RA/(RA
+ RB), where R is the rating. Try to figure out some
(simple) way to update the ratings based on the results of future
games. One way to change A's ratings would be to add a
constant number for each win (subtract for each loss) and then add
(subtract) a constant times the difference in ratings for each game
played. The constants need to be well-chosen. Can you figure
out how to choose them to maintain stability? (Say, in the
probability = 3/4 case?) Or, maybe you can figure out some other
justified way to change ratings.
Now, extend this to three (or more)
teams/players. How would teams be rated based on win-loss records
between them?
We are just about ready for an example with
numbers. If you are ready to give one, do so.
April 9
HW due Wednesday, April 11: More on ratings and chances of
winning.
The
goal is to assign numbers ("ratings") to 3 or more teams/players,
where the numbers correspond to the probability of winning in a
two-player contest.
If
you off to a good start in any context, continue with it, in which
case you may ignore the following.
If
you don't like your start you may consider three players who have
played two-player contests, each contest ending simply in a win or
loss. e.g. A has played B 4 times and won 3. B has played C 3
times and won 2. What does the system predict for A playing C?
What ratings do the three players have in your system? If then
A plays C and A wins, how do the ratings change? If C wins?
Goal:
If three players have "stable" ratings which predict that A will
beat B n times out of m and they play m games and A really does win
m, we want the ratings to not change.
HW: In addition to creating some theory, show
some example numbers (ratings)for 3 or more players, and
example future games with their wins and losses and
how the ratings change due to those games
Your
system does NOT have to be a good one yet. There is no "right"
answer. I would love it if you would follow up on some oddball
system -- maybe it will lead somewhere!
--
Warren Esty
April 2
HW due Monday, April 9: [No internet searches
allowed. Working with classmates is encouraged. Don't spend more
than two hours unless you just want to. This is a multi-day
project.] Hand in something--anything--along these lines.
For some game or sport, when two players or teams
play twice, the outcomes are not always the same. We would like to
rate them in some way that somehow allows us to approximate the
likelihood of one team beating (or drawing) another in an upcoming
contest. Think of some--any--rating system. [Your choice of game or
sport.] We will try to develop one or more rating systems that have
nice properties: previous games played determine the ratings,
future games may change (adjust) the ratings, and the ratings of two
teams are related to the chances that one team would beat (or draw)
the other if they played.
April 2
HW due Wednesday, April 4:
none
HW due Monday, April 9:
To be announced Wednesday, April 6.
March 27
The final exam is 8:00-9:50 am, Friday, May 4.
Arrange your summer-break schedule so you can take the final at the
scheduled time. (You can find final exam times
for other classes at: http://www.montana.edu/registrar/pdfs/FinalsSchedule.pdf
)
Theorem: Let f: R2
-> R1. If f is differentiable at (x0, y0),
then fx(x0, y0)and fy(x0,
y0) exist.
This can be used to show a function is not differentiable at a
particular point (x0, y0), but will not
suffice if fx(x0, y0) and fy(x0,
y0) exist.
Theorem: If fx(x0,
y0) and fy(x0, y0)
exist, define ε [a function of (x, y)] by
* f(x, y) = f(x0, y0) + fx(x0,
y0)(x - x0) + fy(x0, y0)(y
- y0) + ε ||(x-x0, y-y0)||.
Then, f is differentiable at (x0, y0) if ε
-> 0 and
f is not differentiable at (x0, y0) if ε does
not go to 0.
Regardless of whether f is differentiable or even
continuous, there is an ε such that equation * holds. If (x, y) is
not (x0, y0), equation * can be solved for ε.
The theorem above is very similar to the definition of
"differentiable"--it just notes the role of the partial derivatives.
HW due Friday, March 30:
Section 10.4, page 460: 1a,b,c, 2, 4
HW due Monday, April 2: Section 10.5, page
464: 1, 3 (an excellent problem), 6, and use level curves to
sketch a graph (picture) illustrating a polynomial function R2
-> R1 which has a strict local minimum at the
origin along every line through the origin but the origin is not
a local minimum.
March 19
Chapter 9 has the dot and
cross products (9.3, especially T9.3.3) which are used in
differentiation, parametric equations (9.4, especially of
lines, 9.5), and planes (9.5) which are used in
differentiation (especially 9.5.3), and arc length (9.7).
Many of the results for functions of two variables are close
parallels to the corresponding results for functions of one
variable, but some are not close parallels. We will pass
rapidly over the ones that are close parallels, and dwell on
the ones that are not.
We do not need much of 10.1. Anyway, the
results through 10.1.8 are close parallels to what we have
studied. 10.1.10-10.1.13 we don't need.
In 10.2, we use 10.2.1 and the notation
above it, 10.2.6, 10.2.7, 10.2.8 10.2.9, and 10.2.13, which
are all close parallels to things we know. 10.2.10 is
a topological way of dealing with continuity, and 10.2.14 is
also a topological thought, both of which we will not use.
Examples 10.2.2 and 10.2.4 are
complicated, but illustrate the types of functions that
appear in this subject. In place of 10.2.4, I will do
xy/(x2+y2 ) which is a simpler, and
therefore better, example. He finds another reason to
use this simpler function in 10.3.2c, which is a major
example.
10.3, "Partial Derivatives," is where the
action begins. Some things are complicated and long,
but they are important. Be clear that 10.3 is not yet about
differentiation (10.4 is "Differentiation."). 10.3 is about
partial
differentiation, which is quite a bit simpler than
differentiation. I will clarify 10.4.1 through 10.4.6 when
we get there.
We will wait to do 10.3.4 until after 10.4.5. Do
10.3.5 instead. 10.3.4 has too much overlap.
HW due Friday, March 23:
Read Section 10.2 and do page 445:
1b, 3b
HW due Monday, March 26:
10.2, page 446: 4, 8 (a reason, but not a formal proof
required), 14
HW due Wednesday, March 28:
Section 10.3, page 454: 1a,b,c [for part c),
change the value to 0 {from 1} at (x, y) = (0, 0)], 3a (use the
definition, as he requests. Omit 3b).
Due later:
Section 10.4, page 460: 1a,b,c
Section 10.5: 1, 3 (an excellent problem)
Read 10.6. Read 11.1. Read 11.2. Do HW 11.2, page
489: 4, 5
March 19
HW due Wednesday, March 21:
I will ask you in class Wednesday, as a long quiz, to prove that if
a power series about 0 converges at x0 and |x| < |x0|,
then the derivative of the power series at x is given by the power
series of term-by-term derivatives (much like 8.5.15b, but without
the use of R), given only results from 8.4 and earlier. That is,
learn all the results after 8.4 up to 8.5.15b that are necessary for
its proof and string them, with proofs, end-to-end. Omit the results
that are not directly in the line of results from 8.4 to 8.5.15b.
So, your homework, which is not to be handed in,
is to first list in outline form the results (theorems) necessary to
get from 8.4 to 8.5.15b (omitting the ones that are stated in the
book but not necessary for this limited task) and then prove them,
in order.
Then, without your notes, you will be asked to
repeat this as a quiz.
March 2
HW due Wednesday, March 7:
9.3: 16, 17 [Comments below on 9.1-9.7 have been
expanded. Look at them again.]
Also, List some of what
you learned in differential calculus (Now M 171-2) that is not "how
to do calculations." (Work with a friend to expand your list.) That
is, if I gave you a calculation device that could do all the
derivatives, takes all the limits, etc., what did you learn that
that device cannot replace? [Note: This list will help
us identify what there is to learn about multivariate calculus.]
If you have a graphing calculator, bring it
Wednesday. We will play with some interesting parametric equations.
HW due Friday, March 9:
9.5: 1, 2, 5, 6
March 10-18 is Spring Break.
HW due Monday, March 19:
Skim Section 10.1 (We don't study "connected"). Do
10.1, page 436, 4, 7, 8
Feb. 28
Last year I did not give an exam devoted solely to Chapter 8. Here are the problems that come
from Chapter 8 on last year's exams.
Monday, March 5: Exam on Chapter 8.
HW due Wednesday, March 7: List some of what you learned in differential
calculus (Now M 171) that is not "how to do calculations." (Work
with a friend to expand your list.) That is, if I gave you a
calculation device that could do all the derivatives, takes all the
limits, etc., what did you learn that that device cannot
replace? [Note: This list will help us identify what
there is to learn about multivariate calculus.]
Chapter 9 is "Vector Calculus"
which we will cover rapidly so we can move on to Chapter 10,
"Functions of Two Variables," where we discuss
differentiation in multiple dimensions. Nevertheless,
Chapter 9 has some interesting and important results.
9.1.1 The Pythagorean Theorem (distance) in 3-D
9.2.4 perpendicular, parallel, the "direction" of a
vector
9.3.1-3 dot product, properties, angle between vectors
9.3.8-12 cross product (notation typo in old
printings: 9.3.9b should, obviously, have "x" [cross] for
"+")
Last line above "Exercises 9.3" has a formula for area
(I don't know why this was not labeled as the theorem).
9.4 and 9.5 parametric equations (9.4,
especially of lines, 9.5) which are used in differentiation
(especially 9.5.3),
Example 9.4.2 generalizes to 3-D.
9.5, amazingly, has an asterisk on it ("9.5*")which suggests
it is optional. Not so. Theorem 9.5.3 is critical, since it
gives the equation of a plane in 3-D, and the definition of
"differentiable" refers to approximation by planes.
9.6 mostly very parallel to previous material. It
treats a function in 1-D with 3 images (such as a parametric
representations of a 3-D path over time) as 3 functions (one
for each dimension), each with one image. Theorem 9.6.13
"The Fundamental Theorem of Calculus" is a perfect parallel
to the 1-D version we already studied.
9.7 arc length, Suppose a particle is moving in 2 or
3-D. We describe the path parametrically (with
time as the parameter). The distance it moves is arc length.
Many of the results for functions of two variables are close
parallels to the corresponding results for functions of one
variable, but some are not close parallels. We will pass
rapidly over the ones that are close parallels, and dwell on
the ones that are not.
We do not need much of 10.1. Anyway, the
results through 10.1.8 are close parallels to what we have
studied. 10.1.10-10.1.13 we don't need.
In 10.2, we use 10.2.1, 10.2.6, 10.2.7,
10.2.8 10.2.9, and 10.2.13, which are all close parallels to
things we know. 10.2.10 is a topological way of
dealing with continuity, and 10.2.14 is also a topological
thought, both of which we will not use.
Examples 10.2.2 and 10.2.4 are
complicated, but illustrate the types of functions that
appear in this subject. In place of 10.2.4, I will
do xy/(x2+y2 ) which is a
simpler, and therefore better, example. He finds another
reason to use this function in 10.3.2c, which is a major
example.
10.3, "Partial Derivatives," is where the
action begins. Some things are complicated and long, but
they are important. Be clear that 10.3 is not yet about
differentiation (10.4 is "Differentiation."). 10.3 is about
partial
differentiation, which is quite a bit simpler than
differentiation. I will clarify 10.4.1 through 10.4.6 when
we get there.
Feb.21
Comments on 8.5 and 8.6.
T8.5.5 is awkwardly stated. The key is the distance between the
x-value for which it converges and the "a" in "x - a". That is,
If it converges for x0 and |x - x0| = d, then
it converges for all x such that |x - x0| < d.
C8.5.6 follows by contrapositive.
Definition 8.5.7 is similar to a theorem which says "There exists R
such that ....".
T8.5.8b should say (and does in recent printings) "≤ r", not
"< r".
T8.5.9 is the old Limit Ratio Test redone in terms of the
coefficients (ak used be a term; now it is a coefficient
on a term).
T8.5.11 follows from T8.3.1.
T8.5.12 may be omitted now (but keep it in mind if you ever need to
work with an endpoint).
T8.5.13 is a useful Corollary.
T8.5.15 is major. It is largely why we have put so much effort into
series.
T8.5.15a: the integral of the sum is the sum of the
integrals. [This is really about definite integrals.]
T8.5.15b: the derivative of the sum is the sum of the
derivatives.
T8.5.16 is used to prove 8.5.15 and belongs first.
Remark 8.5.18 follows T8.5.16 and is relevant to T8.5.15.
C8.5.19. Call both functions f (not f and g).
T8.5.20 I have actually used this, but it is too subtle for us here.
T8.6.1. My printing has a significant error at the end of page 370.
It recalls Taylor's Theorem (5.4.8) and says the "remainder" is the
tail of the series. No. This works for T8.6.1, but not in general.
The "remainder" was the difference between the function being
expanded and the polynomial approximation of it. If (and only if)
that difference converges to zero the remainder equivalent to the
"tail". We had one example, (page 211, Example 5.4.3, repeated as
Example 8.6.2, page 371) where the power series did not converge to
the function and the "remainder" of T5.4.8 is not the "tail" from
page 370.
T8.6.3. Restated: When is the Taylor Series of a function
equal to the function itself? When the remainder has limit zero.
Feb. 16
HW due Friday, Feb. 17: 8.4:
8, 12d,e,f (important. Do not do part (g)), 15a-d.
Be sure you
understand how the series theorems are really sequence theorems,
rephrased to fit the new context.
Monday, Feb. 20 is a
holiday.
HW due Wednesday, Feb. 22: (8.5) 1, 2
[Do part (a) last; it is the hardest.]
Friday, Feb. 24 I will be out of town at a meeting.
Think of T8.5.16 before T8.5.15, not after.
HW due Monday, Feb. 27: (8.5)
3a,b,c, 5 [typo in some printings; it is
supposed to say "≤ r",
not "< r"], 6a (only part (a))
.
HW due Wednesday, Feb. 29 (Leap
year!): Section 8.5,
page 366: 8b, 11, 14b,c
HW due Friday, March 2:
Section 8.5: 13, 19
Feb. 7
HW due Monday, Feb. 13:
Section 8.4, page 357: 1a, b, e, h, i, j, 2b, 5,
We primarily use the Weierstrass M Test
(T8.4.12). Do not worry about T8.4.13-14 now; they are too
subtle. T8.4.15 is major. Compare it to Theorem
8.3.3.
HW due Wednesday, Feb. 15: Section 8.4:
11 (important), 12a,b,c
HW due Friday, Feb. 17:
8.4: 8, 12d,e,f (important. Do not do part (g)), 15a-d.
Friday, Feb. 10: No HW
due. Exam on Chapter 7
(not material in Chapter 8). Here
is an old exam that covered Chapter 7 but also covered part of
Chapter 8 and even things we did in class related to Chapter 6. You
are still responsible for the Fundamental Theorem of Calculus and
the rest of Chapter 6.
Feb. 2
HW due Monday, Feb. 6:
Section 8.1, page 340: 1b,e,g,h [These are more
interesting than they first appear. We will be taking limits of
integrals and limits of derivatives and limits of continuous
functions and not always getting what you might expect. Examples
like these are relevant]
Section
8.2, page 346: 3, 4, 5, 8a
HW due Wednesday, Feb 8:
Section 8.3, page 350: 2 (Do not use 8.3.4), 3, 5 (for part c,
he uses increasing but you may consider the decreasing case instead
if you prefer. I find it more natural to consider decreasing to the
zero function.) Also 8. [This is important and discussed at length
in measure theory, in Math 547, Real Analysis = Measure Theory.]
Jan. 27
Due Friday, Feb. 3:
Section 7.3, page 317, 11, 12. Section 7.5 [New rules: If
it is true, just say so. If it is false, give a
counterexample] 4, 5, 6, 9, 12, 16, 18, 19 [not Section
7.2, page 310, 5, 7, as previously listed]
Chapter 8 comments:
All results for sequences will be converted to results for series.
The sequence results then refer to the sequence of partial sums of a
series and therefore apply to series.
Definition 8.2.1 of uniform convergence is a key to the chapter.
Example 8.2.4 (page 342f), pictured on page 344 at the top, is a
major example.
Theorem 8.2.8 says there is a Cauchy Criterion for uniform
convergence. We will use it.
Theorem 8.3.1 is important: A sequence of continuous functions
that converges uniformly converges to a continuous limit.
There is a corollary for series. (Theorem
8.4.3)
There is a way to prove series are uniformly
convergent (Theorem 8.4.11 -- the Weierstrass M-test)
Theorem 8.3.3 is important: The limit of the integral is the
integral of the limit, if the convergence is uniform and the
functions are continuous.
There is a corollary for series (Theorem 8.4.15,
page 355)
Theorem 8.3.4 is a refinement that we will not use.
Theorem 8.3.5 is worthy of study. When is the derivative of the
limit the limit of the derivatives?
There is a corollary for
series. (Theorems 8.4.17 and 18)
Theorem 8.3.6 makes 8.3.5 slightly more convenient to actually
use. It is, however, missing a hypothesis. We need the
derivatives integrable.
There is a corollary for series.
Theorem 8.3.7 is a good refinement that we will not have occasion to
use.
There is a way to prove series are uniformly convergent (Theorem
8.4.11 -- the Weierstrass M-test)
The M-test is a sledgehammer that works most of the time. If you
need a more-subtle test, there are some, but we will not use them
(Theorems 8.4.13 and 14).
The integral of a sum is the sum of the integrals, if the conditions
are right (Theorem 8.4.15)
The derivative of a sum is the sum of the derivatives, if the
conditions are right (Theorems 8.4.17 and 18).
HW due later [date to be
determined]: Section 8.1, page 340:
1b,e,g,h [These are more interesting than they first
appear. We will be taking limits of integrals and limits of
derivatives and limits of continuous functions and not always
getting what you might expect. Examples like these are relevant]
Section
8.2, page 346: 3, 4, 5, 8a
Section 8.3, page 350:
2 (Do not use 8.3.4), 3, 5 (for part c, he uses increasing but you
may consider the decreasing case instead if you prefer. I find it
more natural to consider decreasing to the zero function.)
[Look at 8. This is important and discussed at length in measure
theory, in Math 547, Real Analysis.]
Jan. 23
HW for Wednesday, Jan 25:
Feel free to stop after two hours. Please make some conjectures
(easy ones) and resolve them. The handout you got in class is here.
Due Friday, Jan. 27:
Section 7.1, page 302, 20. Section 7.2, page 309: [show the test]
1a, c, h, j, n, 2
HW due Monday, Jan. 30:
Section 7.2, page 310, 5, 7, Section 7.3, page 315: 2, 7a,
9a,b,c
Due Wednesday, Feb. 1:
Section 7.4, page 322: 2a, 3a, 5 (3 series, one for each part), 7,
8 Memorize the proof of the alternating series test
(T7.4.2). Section 7.1, #16, using tools from Sections 7.2-7.4.
Jan 10
Math 382 is a continuation
of Math 381. We resume where
we left off.
This page has retained from last semester's page all the general advice about doing proofs and some comments on Chapter 6.
Due Friday, Jan. 13, 2011:
Correct your final exam, which was returned Wednesday, hand it in with the original, and come with
questions about it. Rewrite Theorem 6.4.6 (Integration by
Substitution) so the left side is integrated from a to b and the
right side is stated correctly with a better choice of letters. Then
prove it cleanly using your new letters. (make it really nice!)
Monday, Jan. 16 is a
holiday. No classes.
Due Wednesday, Jan. 18:
We
had two versions of the Fundamental Theorem of Calculus: 6.4.2 and
6.4.4b. Memorize the proof of 6.4.2 and a proof (maybe a variant of
the given one) of 6.4.2b. After all, it is the Fundamental Theorem of Calculus.
Hand in: Section 6.4, page 263: 7L, 10d, f,
20 (a neat, non-trivial, problem confirming work of Archimedes
who died in the third century BC).
Note the existence of problems 6.4: 14 and 16
about Taylor's Theorem. Don't do them.
Due Friday, Jan. 20:
Section 6.5: page 270: 2, 3, 9a, b
Section 6.7 (Rules: Say if it is true
[no proof required], and if it is false, give a
counterexample) page 283: 2, 3, 4, 7, 8
Due Monday, Jan. 23:
Section 7.1, page 300: 1a, c (this is telescoping; find the sum), 3,
4, 8, 10
Comments: Only two
types of series are easy to sum explicitly, geometric series (page
297, Theorem 7.1.14, which is very important) and telescoping series
(which will be covered more thoroughly in class than he does. He
barely mentions it at Example 7.1.7, page 296.)
Example 7.1.13 is very important. We can prove it diverges two
distinct ways.
Theorems 7.1.8-9 are just series versions of previous sequence
results.
Corollary 7.1.21 is important, and its converse is false.
Theorem 7.2.1 is important and has a good picture. Example 7.2.3,
p-series, is important.
7.2.7, the Limit Comparison Test, is important.
We can get along without Theorem 7.3.1. 7.3.3 is basically a
comparison with the geometric, and can be proven that way without
7.3.1.
7.3.5b is obvious, since the terms don't go to zero. 7.3.5a is
a Corollary to 7.3.3. Do you see why?
Theorem 7.3.13 is much the same as Corollary 7.3.5, with "absolute
convergence implies convergence" stuck on at the end.
7.3.8 and 9 parts b are obvious for the same reason as above; the
terms don't go to zero.
Theorem 7.4.2 on alternating series is very important (and the proof
could be expanded. Do you see why all those assertions are true?).
Remark 7.4.11c is really an important theorem (actually, several
theorems), which is needed to explain 7.4.16, which is
amazing.
Theorem 7.4.15, which says something about rearrangements, has a
non-trivial proof.
Theorem 7.4.7 is Corollary 7.1.21, only stated with a new term.
Comments on Chapter 6:
Chapter 6 is on the definition of the integral. Definition 6.1.1 is
important, as are Lemmas 6.1.3 and 6.1.5. Note how often "sup"
and "inf" appear on pages 243 and 244. When the sup of the lower
sums and the inf of the upper sums agree, the function is Riemann
integrable (Def. 6.1.6). Theorem 6.2.1 is used to prove a
function is integrable. The two major and simple cases are given in
Theorems 6.2.2 and 6.2.4. Be sure you understand those two
proofs. (Finally, uniform continuity does some good!) 6.3
takes some time to prove properties of integrals. T6.3.1a takes more
work than you might expect. T6.3.4 is important but not easy.
Corollary 6.3.5b is interesting.
We (eventually, some of it next semester)
thoroughly cover 6.1, 6.2, 6.3 through 6.3.9, 6.4 (including the
Fundamental Theorem of Calculus, two ways), and 6.5.
Remark 6.2.8 is far from
trivial. T6.2.7 says there is one. R6.2.8 changes that to
"all". R6.2.8 can be useful if you already know that f is integrable. Then it tells
you that any sequence of partitions with norm converging to zero
will work. We usually pick a sequence with n subintervals of equal width.
By 6.2.7 alone we would not know that the equal-width-subinterval
sequence would be the one that works.
Page 258, Theorem 6.4.4b (and Remark 6.4.5b) is extremely important.
It is also called "The Fundamental Theorem of Calculus" (there is
more than one version of the FTC). I will sketch an illuminating
picture and give a proof. Be sure you
can sketch the picture and give the proof. After all, this is the Fundamental Theorem of Calculus.
In 6.3, Properties of the Riemann Integral,
Theorem 6.3.4 is very difficult to prove and we will not do it.
Furthermore, Corollary 6.3.5 depends upon that theorem and the proof
of fg being Riemann
integrable (part b) is not simple, unlike all the proofs with fg that we have previously
done. It really does use part (a) in a clever fashion.
Then, Theorem 6.3.8 through 6.3.10 are of less
use and we will skip them.
Typos in older printings that have
been fixed in recent printings (ignore if your printing is number
5): Page 247, in section 6.2, the last line of the
proof of 6.2.1 in some older printings begins "Subtracting
....". It should read, "Since L(P,f) and L(P,f)+epsilon are
within epsilon of one another, so must be the upper and lower
integrals, proving the desired result."
Page 257, section 6.4, Theorem 6.4.2: If
the third last line on your page begins "If mk
...", the last three lines on the page are correct, but you could
skip them (using Lemma 6.1.3) and resume on the next page.
Advice:
1) Memorize all definitions we have used multiple times (in
proper left-to-right order)
2) Memorize the precise hypotheses and statements of all
theorems we have used multiple times.
3) Learn counterexamples to false statements that resemble
results we have used multiple times, but fail to be true because
some critical hypothesis is missing.
4) Learn how proofs are written by
a) studying, in order to be able to
reproduce, the types of proofs we have done multiple times.
b) studying, in order to be able to
reproduce, the simpler proofs of major results (I do not expect you
to be able to prove the most complicated theorems we studied)
c) Noting how they "follow the logic"
5) Learn the basic logic we have used multiple times.
For an extensive list of things you cannot do in
proofs, see here.
For an extensive list of things to do in proofs,
see here.
Comments on proofs: Proofs are sequences of prior
results from which the statement to be proven is a logical
consequence. The statement to be proven usually has some letters in
it, and those are given and may be used in the proof. All others
letters, such as bounds, ε, and δ, must be quantified or defined
within the proof. For example, usually ε is not mentioned in
the theorem itself. You must "Let ε > 0" (for a representative
case proof) before you can use ε in any other sentence. If you know
{f(x)} is bounded, you cannot mention M for the first time by
writing "|f(x)| ≤ M, for all x." You must, instead, say,
"There exists M such that
|f(x)| ≤ M for all x" and give a reason why.
When you read theorems, pay attention to the
hypotheses. Note in the proof where and why they are used. Chances
are a similar result is false if any hypothesis is missing. You
should be able to think of counterexamples to similar statements
with a hypothesis missing. Your attitude to mathematical statements
must change. You should become
skeptical.
Some things you know well and are certain about.
Good. Anytime something new and similar appears, you must develop
the attitude that it might be false. Perhaps you can prove the
new variant from your list of prior results. Then you know it
is true. Or, perhaps it is false and you can prove it false with a
counterexample.
You need to learn how proofs work. Read the
proofs in the book. See if you can anticipate where they begin and
where they end. Every day your homework includes reading and
studying the proofs of the theorems in the text. I will try to list
which ones are more important and which ones less important so you
can use your time efficiently. Nevertheless, it will be
time-consuming. Previous students agree that Advanced Calculus
required a lot of hours of work per week to do well.
When you study a theorem, you must learn to
recognize when it applies and when it does not apply. If we
change the hypotheses slightly, it is possible that the conclusion
will no longer hold. Examples of similar "conjectures" are extremely
valuable in helping you learn the precise meaning of a theorem. That
is why, in Section 2.3, his problems are so good. Look at Section
2.3, page 86, problems 5, 6, 7, 10, 12, 13 which are all
interesting, but not assigned at this time. Note 12 and 13 on page
80, which are similar and illuminate limits of products.
Homework notes: If you
are to prove an "iff" statement, there will likely be two
proofs, one in each direction. When you do part, clearly label
which direction you are doing. [I use "=>" and "<="
to label the two directions].
When you are resolving a conjecture, first
clearly state if it is true or false. Then prove your assertion.
On your homework, please put the section number and/or page
number with each problem. Your homework often has
problems from several different sections, and sometimes the same
problem number in two different sections. Please identify each
problem clearly. You will find this handy when you look over
your old homework later. You can find the problems which you
answered!
Syllabus:
Text: A Friendly Introduction to Analysis, Single and
Multivariable, second edition, by Witold Kosmala. New copies
are the 5th printing. If you bought a used copy of the text, it may
be an older printing which needs many minor typographical changes.
You can tell what printing you have on the copyright page just above
the ISBN number where it says "10 9 8 7 6 5" or a similar string.
The last number in the string is the printing number. Prof. Kosmala
and I correspond and he has sent me a list of changes in the text,
most of which have been corrected in the latest printing. Find them
listed here (changes
in second printing) and others here (changes in third
printing, pdf format) and here (changes in
first and second printings).
Class Hours: 11:00, MWF, Wilson Hall, 1-139.
Instructor: Warren Esty, Wilson Hall 2-238, 994-5354. westy AT
math.montana.edu
Office Hours: 9-11 MWF and many other hours. You are welcome
whenever I am in. I am more than happy to help. I love this
material!
Prerequisite: M-381,
the first semester.
There is more about the class organization below.
************
Homework. Every homework assignment
includes reading the sections thoroughly, learning the concept
images and concept definitions and understanding the proofs. I will
note in class and here those parts of the text that can be skipped
or skimmed.
One of each problem will be written on the chalkboard by some
student (self-selected) before the beginning of class the day it is
due. We will go over the homework in class at the beginning, using
the work on the board for discussion, so homework must be turned in
before class (unless you are using it to write your answer on the
board, in which case you hand it in when you finish copying
it).
If there are handouts, learn their content.
Occasionally come a bit early and put a problem
on the board.
The Course. This is an "Advanced Calculus" course (which
is the same as many junior-level courses titled "Real Analysis"
elsewhere). In the first semester the emphasis of this course is
only partly on mathematical results that are new to the students.
The focus is primarily on learning the modern rigorous approach to
mathematics in the context of calculus and deriving the results of
calculus. The “calculus” component includes many familiar results.
What makes the material “advanced” is the strong emphasis on proof
and precision.
The calculus component includes integration,
infinite series, sequences and series of functions, and fucntions
of two variables.
The proof component includes proof techniques,
concept definitions (as opposed to vague concept images),
precisely stated theorems, conditional statements, hypotheses and
conclusions, logic for mathematics, truth and falsehood,
conjectures, counterexamples when statements are false, and
rigorous proofs.
Grading. Homework will count 200 points. Three unit
exams will be 100 points each, and the final will be 200 points.
Quizzes and class participation will count the remaining 100
points. Exam dates will be announced well in advance on this site.
To receive full credit, homework must be handed
in at the beginning of the class period when it is due. Homework
handed in at the end of class or later will be regarded as late.
Late homework will be accepted, but because the solutions will be
discussed in class, late homework will receive less than full
credit.
You may cooperate with current students when
doing your homework. Also, you make ask for help on individual
problems from previous students. The homework I see from you will
contribute to your grade and must be your work, or work done in
cooperation with current students.
The final exam is 8:00-9:50 am, Friday, May
4. Arrange your summer-break schedule so you can
take the final at the scheduled time. (You can
find final exam times for other classes at: http://www.montana.edu/registrar/pdfs/FinalsSchedule.pdf
)
Etiquette. If you must miss an exam, you must inform me
(Dr. Esty, 994-5354) well in advance. If you want a makeup exam I
expect a very good reason, preferably well in advance.
Cell phones must be turned off during class.
Headphones or other electronic devices may not be used during
class. As is obvious, students must behave so that others are not
distracted during class.
Readings and Homework. The course will proceed straight
through the text, with a few omissions. Homework assignments
will be announced in class and listed on our website.