Calculus Preliminaries


If \((X, {\left\lvert {{-}} \right\rvert})\) is a metric space and \(f: X\to X\) with \begin{align*} {\left\lvert {f(x) - f(y)} \right\rvert} \leq c {\left\lvert {x-y} \right\rvert} \text{ for some }c < 1, \forall x, y\in X ,\end{align*} then \(f\) is a contraction. If \(X\) is complete, then \(f\) has a unique fixed point \(x_0\) such that \(f(x_0) = x_0\).

Uniqueness: if \(x, y\) are two fixed points, then \begin{align*} 0 \leq {\left\lvert {x-y} \right\rvert} = {\left\lvert {f(x) - f(y)} \right\rvert}\leq c {\left\lvert {x-y} \right\rvert}\leq {\left\lvert {x-y} \right\rvert} ,\end{align*} forcing \({\left\lvert {x-y} \right\rvert} = 0\)

Existence: Define a sequence by picking \(x_0\) arbitrarily and setting \(x_k \coloneqq f(x_{k-1})\). Then \begin{align*} {\left\lvert {x_{k+1}-x_k} \right\rvert} = {\left\lvert {f(x_k) - f(x_{k-1}) } \right\rvert} \leq c{\left\lvert {x_k - x_{k-1}} \right\rvert} ,\end{align*} so inductively \begin{align*} {\left\lvert {x_{k+1}- x_k} \right\rvert}\leq c^k {\left\lvert {x_1 - x_0} \right\rvert} .\end{align*} The claim is that this makes \(\left\{{x_k}\right\}\) a Cauchy sequence, this follows from the fact that if \(n < m\) then \begin{align*} {\left\lvert {x_n - x_m} \right\rvert} \leq \sum_{n+1\leq k \leq m} {\left\lvert {x_k - x_{k-1}} \right\rvert} \leq \sum_{n \leq k \leq m-1} c^k {\left\lvert {x_1 - x_0} \right\rvert} \leq c^n {\left\lvert {x_1 - x_0 \over 1-c} \right\rvert} \to 0 .\end{align*}

Implicit Function Theorem

Suppose \(f\in C^1({\mathbf{R}}^{n+m}, {\mathbf{R}}^n)\), that \(f(a, b) = 0\), and the derivative \(D_f(a, b)\) at \((a, b)\) is an invertible linear map. Then there exists a neighborhood \(U\subseteq {\mathbf{R}}^n\) containing \(a\) and a unique \(g\in C^1(U, {\mathbf{R}}^m)\) such that \(g(a) = b\) and \(f(a, g(a)) = 0\) for all \(x\in U\).

A relation is locally the graph of a function wherever the derivative is nonsingular.

Inverse Function Theorem

For \(f \in C^1({\mathbf{R}}; {\mathbf{R}})\) with \(f'(a) \neq 0\), then \(f\) is invertible in a neighborhood \(U \ni a\), \(g\coloneqq f^{-1}\in C^1(U; {\mathbf{R}})\), and at \(b\coloneqq f(a)\) the derivative of \(g\) is given by \begin{align*} g'(b) = {1 \over f'(a)} .\end{align*} For \(F \in C^1({\mathbf{R}}^n, {\mathbf{R}}^n)\) with \(D_f\) invertible in a neighborhood of \(a\), so \(\operatorname{det}(J_f)\neq 0\), then setting \(b\coloneqq F(a)\), \begin{align*} J_{F^{-1}}(q) = \qty{J_F(p)}^{-1} .\end{align*}

The version for holomorphic functions: if \(f\in \mathop{\mathrm{Hol}}({\mathbf{C}}; {\mathbf{C}})\) with \(f'(p)\neq 0\) then there is a neighborhood \(V\ni p\) with that \(f\in \mathop{\mathrm{BiHol}}(V, f(V))\).

A \(C^1\) function is invertible in any neighborhood in which its derivative \(f'\) is invertible.

Recall that absolutely convergent implies convergent, but not conversely: \(\sum k^{-1}= \infty\) but \(\sum (-1)^k k^{-1}< \infty\). This converges because the even (odd) partial sums are monotone increasing/decreasing respectively and in \((0, 1)\), so they converge to a finite number. Their difference converges to 0, and their common limit is the limit of the sum.


Green’s Theorem

If \(\Omega \subseteq {\mathbf{C}}\) is bounded with \({{\partial}}\Omega\) piecewise smooth and \(f, g\in C^1(\overline{\Omega})\), then \begin{align*}\int_{{{\partial}}\Omega} f\, dx + g\, dy = \iint_{\Omega} \qty{ {\frac{\partial g}{\partial x}\,} - {\frac{\partial f}{\partial y}\,} } \, \,dA.\end{align*} In vector form, \begin{align*} \int_\gamma F\cdot \,dr= \iint_R \operatorname{curl}F \,dA .\end{align*} As a consequence, areas can be computed as \begin{align*} \mu(\Omega) = {1\over 2}\oint_{{{\partial}}\Omega} \qty{y\,dx- x\,dy} = \oint_{{{\partial}}\Omega} x\,dy= -\oint_{{{\partial}}\Omega} y\,dx .\end{align*}

In general, \(\mu(\Omega) = \int_{\Omega} {\left\lvert {f'(z)} \right\rvert} \,dz\).

Some basic facts needed for line integrals in the plane:

  • Green’s theorem requires \(C^1\) partial derivatives.
  • \(\operatorname{grad}f = {\left[ { {\frac{\partial f}{\partial x}\,}, {\frac{\partial f}{\partial y}\,} } \right]}\).
    • If \(F = \operatorname{grad}f\) for some \(f\), \(F\) is a vector field.
  • Given \(f(x, y)\) and \(\gamma(t)\), the chain rule yields \({\frac{\partial }{\partial t}\,} (f\circ \gamma)(t) = {\left\langle { \operatorname{grad}f\circ \gamma)(t)},~{\gamma'(t)} \right\rangle}\).
  • For \(F(x, y) = {\left[ {M(x, y), N(x, y)} \right]}\), \(\operatorname{curl}F = {\frac{\partial N}{\partial x}\,} - {\frac{\partial M}{\partial y}\,}\) and \(\operatorname{Div}F = {\frac{\partial M}{\partial x}\,} + {\frac{\partial N}{\partial y}\,}\).
  • \(\int_\gamma F\cdot \,dr= \int_a^b F(\gamma(t))\cdot \gamma'(t) \,dt\).

Stokes Theorem

Suppose \(\omega \coloneqq f(z)\,dz\) is a differential 1-form on an orientable manifold \(\Omega\), then \begin{align*}\int_{{{\partial}}\Omega}\omega = \int_\Omega d\omega \qquad \text{i.e.} \qquad \int_{{{\partial}}\Omega}f(z)\,dz= \int_\Omega d(f(z)\,dz)\end{align*}

Series and Sequences

  • For every root \(r_i\) of multiplicity 1, include a term \(A/(x-r_i)\).
  • For any factors \(g(x)\) of multiplicity \(k\), include terms \(A_1/g(x), A_2/g(x)^2, \cdots, A_k / g(x)^k\).
  • For irreducible quadratic factors \(h_i(x)\), include terms of the form \({Ax+B \over h_i(x)}\).

A series of functions \(\sum_{n=1}^\infty f_n(x)\) converges uniformly iff \begin{align*} \lim_{n\to \infty} {\left\lVert { \sum_{k\geq n} f_k } \right\rVert}_\infty = 0 .\end{align*}

If \(\left\{{f_n}\right\}\) with \(f_n: \Omega \to {\mathbf{C}}\) and there exists a sequence \(\left\{{M_n}\right\}\) with \({\left\lVert {f_n} \right\rVert}_\infty \leq M_n\) and \(\sum_{n\in {\mathbb{N}}} M_n < \infty\), then \(f(x) \coloneqq\sum_{n\in {\mathbb{N}}} f_n(x)\) converges absolutely and uniformly on \(\Omega\). Moreover, if the \(f_n\) are continuous, by the uniform limit theorem, \(f\) is again continuous.

Note that if a power series converges uniformly, then summing commutes with integrating or differentiating.

Consider \(\sum c_k z^k\), set \(R = \lim {\left\lvert {c_{k+1} \over c_k} \right\rvert}\), and recall the ratio test:

  • \(R\in (0, 1) \implies\) convergence.
  • \(R\in (1, \infty] \implies\) divergence.
  • \(R=1\) yields no information.


For \(f(z) = \sum_{k\in {\mathbb{N}}} c_k z^k\), defining \begin{align*} {1\over R} \coloneqq\limsup_{k} {\left\lvert {a_k} \right\rvert}^{1\over k} ,\end{align*} then \(f\) converges absolutely and uniformly for \(D_R \coloneqq{\left\lvert {z} \right\rvert} < R\) and diverges for \({\left\lvert {z} \right\rvert} > R\). So the radius of convergence is given by \begin{align*} R = {1\over \limsup_n {\left\lvert {a_n} \right\rvert}^{1\over n}} .\end{align*}

Moreover \(f\) is holomorphic in \(D_R\), can be differentiated term-by-term, and \(f' = \sum_{k\in {\mathbb{N}}} n c_k z^k\).

Recall the \(p{\hbox{-}}\)test: \begin{align*} \sum n^{-p} < \infty \iff p \in (1, \infty) .\end{align*}

Function Convergence

A sequence of functions \(f_n\) is said to converge locally uniformly on \(\Omega \subseteq {\mathbf{C}}\) iff \(f_n\to f\) uniformly on every compact subset \(K \subseteq \Omega\).


Compute \(\int_\Gamma \Re(z) \,dz\) for \(\Gamma\) the unit square.


Write \(\Gamma = \sum_{1\leq k \leq 4}\gamma_k\), starting at zero and traversing clockwise:



  • \(\gamma_1\): parameterize to get \(\int_0^1t1\,dt= 1/2\).
  • \(\gamma_2\): \(\int_0^1 i \,dt= i\)
  • \(\gamma_2\): \(-\int_0^1 (1-t)\,dt= -1/2\)
  • \(\gamma_2\): \(- \int_0^1 0 \,dt= 0\)

So \(\int_\Gamma \Re(z) \,dz= i\).

Show that if \(f\) is a differentiable contraction, \(f\) is uniformly continuous.


Show that a continuous function on a compact set is uniformly continuous.


Show that a uniform limit of continuous functions is continuous, and a uniform limit of uniformly continuous functions is uniformly continuous. Show that this is not true if uniform convergence is weakened to pointwise convergence.


Suppose \({\left\lVert {f_n - f} \right\rVert}_\infty\to 0\), fix \({\varepsilon}\), we then need to produce a \(\delta\) so that \begin{align*} {\left\lvert {z-w} \right\rvert}\leq \delta \implies {\left\lvert {f(z) - f(w) } \right\rvert} < {\varepsilon} .\end{align*}

Write \begin{align*} {\left\lvert {f(z) - f(w)} \right\rvert} \leq {\left\lvert {f(z) - f_n(z)} \right\rvert} + {\left\lvert {f_n(z) - f_n(w)} \right\rvert} + {\left\lvert {f_n(w) - f(w)} \right\rvert} .\end{align*}

  • Bound the first term by \({\varepsilon}/3\) using that \(f_n\to f\)
  • Bound the second term by \({\varepsilon}/3\) using that \(f_n\) is continuous
  • Bound the third term by \({\varepsilon}/3\) using that \(f_n\to f\)
  • Pick \(\delta\) to be the minimum \(\delta\) supplied by these three bounds.

Why uniform convergence is necessary: need these bounds to holds for all \(z, w\) where \({\left\lvert {z-w} \right\rvert} < \delta\). Why pointwise convergence doesn’t work: \(f_n(z) \coloneqq z^n \overset{n\to\infty}\longrightarrow\chi_{z=1}\)

For uniform continuity: take \(\sup_{z, w}\) on both sides: \begin{align*} \sup_{z, w} {\left\lvert {f(z) - f(w)} \right\rvert} &\leq \sup_{z} {\left\lvert {f(z) - f_n(z)} \right\rvert} + \sup_{z, w} {\left\lvert {f_n(z) - f_n(w)} \right\rvert} + \sup_{w} {\left\lvert {f_n(w) - f(w)} \right\rvert} \\ &\leq {\left\lVert {f - f_n} \right\rVert}_\infty + \sup_{z, w} {\left\lvert {f_n(z) - f_n(w)} \right\rvert} + {\left\lVert {f-f_n} \right\rVert}_\infty ,\end{align*} where now the middle term is bounded by uniform continuity of \(f_n\).

Determine where the following real-valued function is or is not uniformly convergent: \begin{align*} f_n(x) \coloneqq{\sin(nx)\over 1+nx} .\end{align*}


This converges uniformly on \([a, \infty)\) for \(a\) any constant: \begin{align*} {\left\lvert {\sin(nx) \over 1+nx} \right\rvert} \leq {1\over 1 + na} < {\varepsilon}= {\varepsilon}(n, a) .\end{align*}

This does not converge uniformly on \((0, \infty)\): \begin{align*} x_n \coloneqq{1\over n} \implies {\left\lvert {f_n(x_n)} \right\rvert} = {\left\lvert {\sin(1) \over 2} \right\rvert} > {\varepsilon} .\end{align*}

Show that \(\sum_{k\geq 0}z^k/k!\) converges locally uniformly to \(e^z\).


Apply the \(M{\hbox{-}}\)test on a compact set \(K\) with \(z\in K \implies {\left\lvert {z} \right\rvert} \leq M\): \begin{align*} {\left\lVert {e^z - \sum_{0\leq k \leq n} z^k/k!} \right\rVert}_\infty &= {\left\lVert {\sum_{k\geq n+1}z^k/k! } \right\rVert}_{\infty} \\ &\leq \sum_{k\geq n+1} {\left\lVert {z} \right\rVert}_\infty^k /k! \\ &\leq \sum_{k\geq 0} {\left\lVert {z} \right\rVert}_\infty^k /k! \\ &= e^{{\left\lVert {z} \right\rVert}_\infty} \\ &\leq e^{{\left\lvert {M} \right\rvert}} \\ &< \infty .\end{align*}

Show that if \(f_n\to f\) uniformly then \(\int_\gamma f_n\to \int_\gamma f\).


\begin{align*} {\left\lvert { \int_\gamma f_n(z) \,dz- \int_\gamma f(z) \,dz } \right\rvert} &= {\left\lvert {\int_\gamma f_n(z) - f(z) \,dz} \right\rvert} \\ &\leq \int_\gamma {\left\lvert {f_n - f} \right\rvert} {\left\lvert {\,dz} \right\rvert} \\ &\leq \int_\gamma {\left\lVert {f_n - f} \right\rVert}_{\infty, \gamma} \cdot {\left\lvert {\,dz} \right\rvert} \\ &= {\varepsilon}\cdot \mathop{\mathrm{length}}(\gamma) \\ &\overset{n\to\infty}\longrightarrow 0 .\end{align*}

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