[0.0.11]Theorem(Monotone Convergence Theorem)# Suppose (xn) is a monotonically increasing (resp. decreasing) sequence that is bounded above (resp. below). Then xn converges to sup{xn} (resp. inf{xn}).
Proof. Without loss of generality, suppose xn is monotonically increasing and bounded above. By completeness of R, we are justified in letting L=sup{xn}: we show xn→L. Fix ε>0. Since L−ε<L, there exists some N∈Z+ such that xN>L−ε, by definition of the supremum. Since xn is monotonically increasing, we have that
L−ε<xN≤xn for all n≥N. Since L is an upper bound, note that xn<L+ε for all n≥N as well. Thus ∣xn−L∣<ε for all n≥N, completing the proof. ❦
[0.0.12]Theorem(Squeeze Theorem)# Suppose (an) and (bn) are sequences of reals that both converge to L. Let (xn) be a sequence such that an≤xn≤bn for every n∈Z+. Then xn→L.
Proof. Fix ε>0. There is some N∈Z+ such that ∣an−L∣<ε/2 and ∣bn−L∣<ε/2 for every n≥N. Then note
L−ε/2<an≤xn≤bn<L+ε/2, and so ∣xn−L∣≤ε/2<ε for every n≥N, completing the proof. ❦
All polynomials and rational functions are continuous on their domain. Elementary operations (addition, subtraction, multiplication, division, composition, etc.) of continuous functions preserve continuity. We omit the proof.
[0.0.13]Theorem(Intermediate Value Theorem)# Suppose f:[a,b]→R is a continuous function. Suppose y lies in between f(a) and f(b): that is,
min{f(a),f(b)}<y<max{f(a),f(b)}. Then there is some c∈(a,b) such that f(c)=y.
Proof. Without loss of generality, suppose f(a)<f(b), and let f(a)<y<f(b). Define
S={x∈[a,b]:f(x)≤y}. Since a∈S and b is an upper bound for S, we are justified in letting c=sup(S). We show f(c)=y.
Suppose f(c)<y. By continuity of f, there exists some δ>0 such that ∣x−c∣<δ implies f(x)<y. Since c<b, we may choose some x∈(c,b] with ∣x−c∣<δ. Then x∈S, contradicting that c is an upper bound for S.
Suppose instead f(c)>y. By continuity of f, there exists some δ>0 such that ∣x−c∣<δ implies f(x)>y. Since c=sup(S), there exists some x∈S such that c−δ<x≤c. But then f(x)>y, contradicting x∈S. Thus f(c)=y.
If f(a)>f(b), we may symmetrically apply this proof to −f. If f(a)=f(b), then the statement is vacuously true. ❦
[0.0.14]Theorem(Stationary Point Theorem)# Suppose f:[a,b]→R is a continuous function, and there is some c∈(a,b) such that f(c)>f(x) for every x∈[a,b]. If f is differentiable at c, then f′(c)=0.
Proof. Recall that
f′(c)=x→climx−cf(x)−f(c). Note that, for all x∈[a,b], we have f(c)>f(x), and so the numerator of the difference quotient is always negative. For every x<c, note that x−c≤0, and so f′(c)>0. For every x>c, note that x−c>0, and so f′(c)≤0. Thus f′(c)=0. ❦