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[Analysis] Cleaner structure
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semester3/analysis-ii/cheat-sheet-jh/analysis-ii-cheat-sheet.pdf
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semester3/analysis-ii/cheat-sheet-jh/analysis-ii-cheat-sheet.pdf
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\documentclass{article}
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\newcommand{\dir}{~/projects/latex}
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\input{\dir/include.tex}
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\load{recommended}
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\setupCheatSheet{Analysis II}
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\begin{document}
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\maketitle
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\usetcolorboxes
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\setNumberingStyle{3}
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\setSubsectionNumbering{1}
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% ╭────────────────────────────────────────────────╮
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% │ Title page │
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% ╰────────────────────────────────────────────────╯
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\vspace{2cm}
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\begin{Huge}
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\begin{center}
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TITLE PAGE COMING SOON
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\end{center}
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\end{Huge}
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\vspace{4cm}
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\begin{center}
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\begin{Large}
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\quote{Multiply it by $ai$}
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\end{Large}
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\hspace{3cm} - Özlem Imamoglu, 2025
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\end{center}
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\vspace{3cm}
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\begin{center}
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HS2025, ETHZ\\[0.2cm]
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\begin{Large}
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Cheat-Sheet based on Lecture notes and Script
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\end{Large}\\[0.2cm]
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\url{https://metaphor.ethz.ch/x/2025/hs/401-0213-16L/sc/script-analysis-II.pdf}
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\end{center}
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\newpage
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\printtoc{Cyan}
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\newpage
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\section{Introduction}
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This Cheat-Sheet does not serve as a replacement for solving exercises and getting familiar with the content.
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There is no guarantee that the content is 100\% accurate, so use at your own risk.
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If you discover any errors, please open an issue or fix the issue yourself and then open a Pull Request here:
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\url{https://github.com/janishutz/eth-summaries}
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This Cheat-Sheet was designed with the HS2025 page limit of 10 A4 pages in mind.
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Thus, the whole Cheat-Sheet can be printed full-sized, if you exclude the title page, contents and this page.
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You could also print it as two A5 pages per A4 page and also print the
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\color{MidnightBlue}\fbox{\href{https://github.com/janishutz/eth-summaries/blob/master/semester2/analysis-i/cheat-sheet.pdf}{Analysis I summary}}\color{black}
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\smallhspace in the same manner, allowing you to bring both to the exam.
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And yes, she did really miss an opportunity there with the quote\dots But she was also sick, so it's not as unexpected
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% ╭────────────────────────────────────────────────╮
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% │ Content │
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% ╰────────────────────────────────────────────────╯
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\newsection
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\section{Differential Equations}
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\input{parts/diffeq/00_intro.tex}
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\input{parts/diffeq/linear-ode/00_intro.tex}
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\input{parts/diffeq/linear-ode/01_order-one.tex}
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\input{parts/diffeq/linear-ode/02_constant-coefficient.tex}
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\section{Differential Calculus in Vector Space}
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\input{parts/vectors/differentiation/00_continuity.tex}
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\input{parts/vectors/differentiation/01_partial_derivatives.tex}
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\end{document}
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\subsection{Introduction}
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\shortex $f'(x) = f(x)$ has only solution $f(x) = ae^x$ for any $a \in \R$;
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$f' - a = 0$ has only solution $f(x) = \int_{x_0}^{x} a(t) \dx t$
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\setcounter{all}{6}
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\shorttheorem Let $F: \R^2 \rightarrow \R$ be a differential function of two variables. Let $x_0 \in \R$ and $y_0 \in \R^2$.
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The Ordinary Differential Equation (ODE) $y' = F(x, y)$ has a unique solution $f$ defined on a ``largest'' interval $I$ that contains $x_0$ such that $y_0 = f(x_0)$
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\newsectionNoPB
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\subsection{Linear Differential Equations}
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An ODE is considered linear if and only if the $y$s are only scaled and not part of powers.\\
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\compactdef{Linear differential equation of order $k$} (order = highest derivative)
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$y^{(k)} + a_{k - 1}y^{(k - 1)} + \ldots + a_1 y' + a_0 y = b$, with $a_i$ and $b$ functions in $x$.
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If $b(x) = 0 \smallhspace \forall x$, \bi{homogeneous}, else \bi{inhomogeneous}\\
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%
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\shorttheorem For open $I \subseteq \R$ and $k \geq 1$, for lin. ODE over $I$ with continuous $a_i$ we have:
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\rmvspace
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\begin{enumerate}[noitemsep]
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\item Set $\mathcal{S}$ of $k \times$ diff. sol. $f: I \rightarrow \C (\R)$ of the eq. is a complex (real) subspace of complex (real)-valued func. over $I$
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\item $\dim(\mathcal{S}) = k \smallhspace\forall x_0 \in I$ and any $(y_0, \ldots, y_{k - 1}) \in \C^k$, exists unique
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$f \in \mathcal{S}$ s.t. $f(x_0) = y_0, f'(x_0) = y_1, \ldots, f^{(k - 1)}(x_0) = y_{k - 1}$.
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If $a_i$ real-valued, same applies, but $\C$ replaced by $\R$.
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\item Let $b$ continuous on $I$. Exists solution $f_0$ to inhom. lin. ODE and $\mathcal{S}_b$ is set of funct. $f + f_0$ where $f \in \mathcal{S}$
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\end{enumerate}
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The solution space $\mathcal{S}$ is spanned by $k$ functions, which thus form a basis of $\mathcal{S}$. If inhomogeneous, $\mathcal{S}$ not vector space.
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\shade{gray}{Finding solutions (in general)}
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\rmvspace
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\begin{enumerate}[label=\bi{(\arabic*)}, noitemsep]
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\item Find basis $\{ f_1, \ldots, f_k \}$ for $\mathcal{S}_0$ for homogeneous equation (set $b(x) = 0$) (i.e. find homogeneous part, solve it)
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\item If inhomogeneous, find $f_p$ that solves the equation. The set of solutions is then $\mathcal{S}_b = \{ f_h + f_p \divides f_h \in \mathcal{S}_0 \}$.
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\item If there are initial conditions, find equations $\in \mathcal{S}_b$ which fulfill conditions using SLE (as always)
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\end{enumerate}
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\newsectionNoPB
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\subsection{Linear differential equations of first order}
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\rmvspace
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\shortproposition Solution of $y' + ay = 0$ is of form $f(x) = z e^{-A(x)}$ with $A$ anti-derivative of $a$
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\rmvspace
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\shade{gray}{Imhomogeneous equation}
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\rmvspace
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\begin{enumerate}[noitemsep]
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\item Plug all values into $y_p = \int b(x) e^{A(x)}$ ($A(x)$ in the exponent instead of $-A(x)$ as in the homogeneous solution)
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\item Solve and the final $y(x) = y_h + y_p$. For initial value problem, determine coefficient $z$
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\end{enumerate}
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\newsectionNoPB
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\subsection{Linear differential equations with constant coefficients}
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The coefficients $a_i$ are constant functions of form $a_i(x) = k$ with $k$ constant, where $b(x)$ can be any function.\\
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%
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\shade{gray}{Homogeneous Equation}\rmvspace
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\begin{enumerate}[noitemsep]
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\item Find \bi{characteristic polynomial} (of form $\lambda^k + a_{k - 1} \lambda^{k - 1} + \ldots + a_1 \lambda + a_0$ for order $k$ lin. ODE with coefficients $a_i \in \R$).
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\item Find the roots of polynomial. The solution space is given by $\{ z_j \cdot x^{v_j - 1} e^{\gamma_i x} \divides v_j \in \N, \gamma_i \in \R \}$ where $v_j$ is the multiplicity of the root $\gamma_i$.
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For $\gamma_i = \alpha + \beta i \in \C$, we have $z_1 \cdot e^{\alpha x}\cos(\beta x)$, $z_2 \cdot e^{\alpha x}\sin(\beta x)$, representing the two complex conjugated solutions.
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\end{enumerate}
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\rmvspace
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\shade{gray}{Inhomogeneous Equation}\rmvspace
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\begin{enumerate}[noitemsep]
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\item \bi{(Case 1)} $b(x) = c x^d e^{\alpha x}$, with special cases $x^d$ and $e^{\alpha x}$:
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$f_p = Q(x) e^{\alpha x}$ with $Q$ a polynomial with $\deg(Q) \leq j + d$, where $j$ is multiplicity of root $\alpha$ (if $P(\alpha) \neq 0$, then $j = 0$) of characteristic polynomial
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\item \bi{(Case 2)} $b(x) = c x^d \cos(\alpha x)$, or $b(x) = c x^d \sin(\alpha x)$:
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$f_p = Q_1(x) \cdot \cos(\alpha x) + Q_2(x9 \cdot \sin(\alpha x))$,
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where $Q_i(x)$ a polynomial with $\deg(Q_i) \leq d + j$, where $j$ is the multiplicity of root $\alpha i$ (if $P(\alpha i) \neq 0$, then $j = 0$) of characteristic polynomial
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\end{enumerate}
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\rmvspace\shade{gray}{Other methods}\rmvspace
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\begin{itemize}[noitemsep]
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\item \bi{Change of variable} Apply substitution method here, substituting for example for $y' = f(ax + by + c)$ $u = ax + by$ to make the integral simpler.
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Mostly intuition-based (as is the case with integration by substitution)
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\item \bi{Separation of variables} For equations of form $y' = a(y) \cdot b(x)$ (NOTE: Not linear),
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we transform into $\frac{y'}{a(y)} = b(x)$ and then integrate by substituting $y'(x) dx = dy$, changing the variable of integration.
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Solution: $A(y) = B(x) + c$, with $A = \int \frac{1}{a}$ and $B(x) = \int b(x)$.
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To get final solution, solve for the above equation for $y$.
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\end{itemize}
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\stepcounter{subsection}
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\subsection{Continuity}
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\compactdef{Convergence in $\R^n$} Let $(x_k)_{k \in \N}$ where $x_k \in \R^n$ with $x_k = (x_{k, 1}, \ldots, x_{k, n})$ and let $y = (y_1, \ldots, y_n) \in \R^n$.
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$(x_k)$ converges to $y$ as $k \rightarrow +\infty$ if $\forall \varepsilon > 0 \smallhspace \exists N \geq 1$ s.t. $\forall n \geq N$ we have $||x_k - y|| < \varepsilon$\\
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% ────────────────────────────────────────────────────────────────────
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\shortlemma $(x_k)$ converges to $y$ as $k \rightarrow +\infty$ iff one of following equiv. statements holds:
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\bi{(1)} $\forall 1 \leq i \leq n$, the sequence $(x_{k, i})$ with $x_{k, i} \in \R$ converges to $y_i$
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\bi{(2)} $(||x_k - y||)$ converges to $0$ as $k \rightarrow +\infty$\\
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% ────────────────────────────────────────────────────────────────────
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\compactdef{Continuity} Let $X \subseteq \R^n$ and $f: X \rightarrow \R^m$.
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\bi{(1)} Let $x_0 \in X$. $f$ continuous in $\R^n$ if $\forall \varepsilon > 0 \smallhspace \exists \delta > 0$ s.t. if $x \in X$ satisfies $||x - x_0|| < \delta$,
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then $||f(x) - f(x_0)|| < \varepsilon$
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\bi{(2)} $f$ continuous \textit{on} $X$ if continuous at $x_0 \smallhspace \forall x_0 \in X$
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% TODO: Add tricks from TA slides here (week 05 / 04)
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% ────────────────────────────────────────────────────────────────────
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\shortproposition Let $X$ and $f$ as prev. Let $x_0 \in X$. $f$ continuous at $x_0$ iff $\forall (x_k)_{k \geq 1}$ in $X$ s.t.
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$x_k \rightarrow x_0$ as $k \rightarrow +\infty$, $(f(x_k))_{k \geq 1}$ in $\R^m$ converges to $f(x)$\\
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% ────────────────────────────────────────────────────────────────────
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\compactdef{Limit} Let $X$, $f$ and $x_0$ as prev. and $y \in \R^m$. $f$ \textit{has limit} $y$ as $x \rightarrow x_0$ with $x \neq x_0$ if
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$\forall \varepsilon > 0 \smallhspace \exists \delta > 0$ s.t. $\forall x \neq x_0 \in X, ||x - x_0|| < \delta$ we have $||f(x) - y|| < \varepsilon$.
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We write $\lim_{\elementstack{x \rightarrow x_0}{x \neq x_0}} f(x) = y$
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\shortremark Also possible without ass. that $x_0 \in X$
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% ────────────────────────────────────────────────────────────────────
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\shortproposition Let $X$, $f$, $x_0$ and $y$ as prev. We have $\lim_{\elementstack{x \rightarrow x_0}{x \neq x_0}} f(x) = y$
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iff $\forall (x_k)$ in $X$ s.t. $x_k \rightarrow x$ as $k \rightarrow +\infty$ and $x_k \neq x_0$ $(f(x_k))$ in $\R^m$ converges to $y$
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\stepLabelNumber{all}
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\shortproposition Let $X \subseteq \R^n$, $y \subseteq \R^m$, $p \in \N$ and let $f: X \rightarrow Y$ and $g: Y \rightarrow \R^p$ be cont. Then $g \circ f$ is continuous
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% ────────────────────────────────────────────────────────────────────
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\numberingOff
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\inlineremark To find the limits, we have two tricks (for $\limit{(x, y)}{(a, b)}$):
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\rmvspace
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\begin{enumerate}[noitemsep]
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\item \bi{(Substitution)} Substitute $y = x + (b - a)$, then limit is $\limit{x}{(a - b)}$
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\item \bi{(Polar coordinates)} Substitute $x = r \cos(\varphi)$ and $y = r \sin(\varphi)$ and the limit is $\limit{r}{0}$
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\end{enumerate}
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\numberingOn\rmvspace
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\shortex \bi{(1)} $f_1 : \R^n \rightarrow \R^{m_1}$ and $f_2 : \R^n \rightarrow \R^{m_2}$ continuous
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$\Rightarrow f = (f_1, f_2): \R^n \rightarrow \R^{m_1 + m_2}$ is continuous (Cartesian product)
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\bi{(2)} Any linear map $f: \R^n \rightarrow \R^m$ is continuous. In particular, the identity map is continuous
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\bi{(3)} If $f_1, \ldots, f_n$ continuous, then $f(x_1, \ldots, x_n) = f_1(x_1) \cdot \ldots \cdot f_n(x_n)$ is continuous
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\bi{(4)} Polynomials in $x_1, \ldots, x_n$ are continuous
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\bi{(5)} $f_1f_2$ is continuous if $f_1$ and $f_2$ are continuous and if $f_2(x) \neq 0 \smallhspace \forall x \in X$, then $f_1 \div f_2$ is continuous.
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(see Theorem 2.1.8 in Analysis I)\\
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\bi{(6)} If both $f$ and $g$ have limits, then $\displaystyle \limit{x}{x_0}(f(x) + g(x)) = \limit{x}{x_0} f(x) + \limit{x}{x_0} g(x)$ and analogous for $\times$
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\bi{(7)} If $f: \R^2 \rightarrow \R$ continuous, then $g(x) = f(x, y_0)$ for $y_0 \in \R$ is continuous. The converse is not true\\
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% ────────────────────────────────────────────────────────────────────
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\shortdef \bi{(1)} $X \subseteq \R^n$ is \bi{bounded} if the set of $||x||$ for $x \in X$ is bounded in $\R$
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\bi{(2)} $X \subseteq \R^n$ is \bi{closed} if $\forall (x_k)$ in $X$ that converge in $\R^n$ to some vector $y \in \R^n$, we have $y \in X$
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% Closed simple explanation: "border" included or not (and is not in case of open disc because limit is outside, i.e. limit of a_n = (n / (n + 1), 0) is 1)
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\bi{(3)} $X \subseteq \R^n$ is \bi{compact} if it is bounded and closed\\
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% ────────────────────────────────────────────────────────────────────
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\shortex \bi{(1)} $\emptyset$ and $\R^n$ are closed.
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\bi{(2)} The \textit{open} disc $D = \{ x \in \R^n : ||x - x_0|| < r \}$ for $r > 0$ and $x_0 \in \R^n$ is bounded and not closed.
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\bi{(3)} The \textit{closed} disc $\Delta = \{ x \in \R^n : ||x - x_0|| \leq r \}$ is bounded and closed. In particular, a closed interval is a closed set.
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An interval is compact if it is bounded
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\bi{(4)} If $X_1 \subseteq \R^n$ and $X_2 \subseteq \R^m$ are bounded (also closed or compact), then so is $X_1 \times X_2 \subseteq \R^{n + m}$\\
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% ────────────────────────────────────────────────────────────────────
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\shortproposition Let $f: \R^n \rightarrow \R^m$ be a continuous map. For any closed $Y \subseteq \R^m$,
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the set $f^{-1}(Y) = \{ x \in \R^n : f(x) \in Y \} \subseteq \R^n$ is closed\\
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% ────────────────────────────────────────────────────────────────────
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\shortex The \bi{zero set} $Z = \{ x\in \R^n : f(x) = 0 \}$ is closed in $\R^n$ because $\{ 0 \} \subseteq \R$ is closed.
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More generally: for any $r \geq 0$, $\{ x \in \R^n : |f(x)| \leq r \}$ is $f^{-1}([-r, r])$ and is closed, since $[-r, r]$ is closed.
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Furthermore: $\{ x\in \R^3 : ||x - x_0|| = r \}$ is closed\\
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% ────────────────────────────────────────────────────────────────────
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\shorttheorem Let $(X \neq \emptyset) \subseteq \R^n$ compact and $f: X \rightarrow \R$ continuous.
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Then $f$ bounded, has $\max$ and $\min$, i.e. $\exists x_+, x_- \in X$ s.t. $\displaystyle f(x_+) = \sup_{x \in X} f(x)$ and $\displaystyle f(x_-) = \inf_{x \in X} f(x)$
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% ────────────────────────────────────────────────────────────────────
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\newsectionNoPB
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\subsection{Partial derivatives}
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\shortdef $X \subseteq \R^n$ \bi{open} if for any $x = (x_1, \ldots, x_n) \in X$ $\exists \delta > 0$ s.t.
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$\{ y = (y_1, \ldots, y_n) \in \R^n : |x_i - y_i| < \delta \smallhspace \forall i \}$ is contained in $X$.
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(= changing a coordinate of $x$ by $< \delta \rightarrow x' \in X$)
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\shortproposition $X \subseteq \R^n$ open $\Leftrightarrow$ \bi{complement} $Y = \{ x \in \R^n : x \notin X \}$ is closed
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\shortcorollary If $f: \R^n \rightarrow \R^m$ cont. and $Y \subseteq \R^m$ open, then $f^{-1}(Y)$ is open in $\R^n$
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\shortex \bi{(1)} $\emptyset$ and $\R^n$ are both open and closed.
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\bi{(2)} Open ball $D = \{ x \in \R^n : ||x - x_0|| < r \}$ is open in $\R^n$ ($x_0$ the center and $r$ radius)
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\bi{(3)} $I_1 \times \dots \times I_n$ is open in $\R^n$ for $I_i$ open
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\bi{(4)} $X \subseteq \R^n$ open $\Leftrightarrow$ $\forall x \in X \exists \delta > 0$ s.t. open ball of center $x$ and radius $\delta$ is contained in $X$
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\compactdef{Partial derivative} Let $X \subseteq \R^n$ open, $f: X \rightarrow \R^m$ and $1 \leq i \leq n$.
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Then $f$ has partial derivative on $X$ with respect to the $i$-th variable (or coordinate),
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if $\forall x_0 = (x_{0, 1}, \ldots, x_{0, n}) \in X$, $g(t) = f(x_{0, 1}, \ldots, x_{0, i - 1}, t, x_{0, i + 1}, x_{0, n})$ on set
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$I = \{ t \in \R : (x_{0, 1}, \ldots, x_{0, i - 1}, t, x_{0, i + 1}, \ldots, x_{0, n}) \in X \}$ is differentiable at $t = x_{0, i}$.
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The derivative $g'(x_{0, i})$ at $x_{0, i}$ is denoted:
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$\frac{\partial f}{\partial x_i}(x_0), \partial_{x_i} f(x_0) \text{ or } \partial_i f(x_0)$\\
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%
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\shortproposition Let $X \subseteq \R^n$ open, $f, g : X \rightarrow \R^m$ and $1 \leq i \leq n$. Then:
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\bi{(1)} If $f$ \& $g$ have $\partial_i$ on $X$, then so does $f + g$ and $\partial_{x_i} (f + g) = \partial_{x_i}(f) + \partial_{x_i}(g)$
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\bi{(2)} If $m = 1$ (i.e. $\R^1$) and $f$ \& $g$ have $\partial_i$ on $X$, then so does $fg$ and $\partial_{x_i} (fg) = \partial_{x_i}(f)g + f \partial_{x_i}(g)$
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and if $g(x) \neq 0 \smallhspace \forall x \in X$, then if $f \div g$ has $\partial_i$ on $X$, then so does $f \div g$ and
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$\partial_{x_i}(f \div g) = (\partial_{x_i}(f) g - f \partial_{x_i}(g)) \div g^2$
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